SEC Filing | American International Group, Inc.

View:

1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 1999 Check here if Amendment [ ]; Amendment Number: ---- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: AMERICAN INTERNATIONAL GROUP, INC. Address: 70 Pine Street New York, New York 10270 Form 13F File Number: 28-219 The Institutional Investment Manager filing this report and the person by whom it is signed represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Edward E. Matthews Title: Vice Chairman -- Investments and Financial Services Phone: (212) 770-5400 Signature, Place, and Date of Signing: /s/ Edward E. Matthews New York, New York May 17, 1999 - ------------------------------- -------------------------- ------------ (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

2 FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2165 Form 13F Information Table Value Total: $6,687,131 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - -- -------------------- ------------------------------------- 1 28- AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP.

3 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 - ------------------------------- ------ --------- --------- ---------------------- ---------- -------- ----------------------- COLUMN COLUMN COLUMN COLUMN COLUMN COLUMN COLUMN COLUMN 1 2 3 4 5 6 7 8 - ------------------------------- ------ --------- --------- ---------------------- ---------- -------- ----------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 3 COM CORP COM 885535104 296 12,700 SH DEFINED 1 12,700 A. SCHULMAN INC COM 808194104 45 3,300 SH DEFINED 1 3,300 A.J. GALLAGHER COM 363576109 10,387 225,800 SH DEFINED 1 225,800 AAR CORP COM 000361105 86 4,800 SH DEFINED 2 4,800 ABBOTT LABORATORIES COM 002824100 2,930 62,600 SH DEFINED 1 62,600 ABBOTT LABS COM 002824100 2,339 49,975 SH DEFINED 2 49,975 ABERCROMBIE & FITCH CO - CL A COM 002896207 424 4,600 SH DEFINED 1 4,600 ABERCROMBIE AND FITCH CO COM 002896207 7,102 77,200 SH DEFINED 2 77,200 ACE LTD COM G0070K103 1,182 37,900 SH DEFINED 2 37,900 ACNIELSEN CORP COM 004833109 133 4,899 SH DEFINED 1 4,899 ACTION PERFORMANCE COS INC COM 004933107 4,641 154,300 SH DEFINED 2 154,300 ACUSON CORP COM 005113105 37 2,500 SH DEFINED 1 2,500 ACXIOM CORP COM 005125109 885 33,400 SH DEFINED 2 33,400 ADAC LABS COM 005313200 19 1,400 SH DEFINED 2 1,400 ADAPTEC INC COM 00651F108 457 20,100 SH DEFINED 2 20,100 ADC TELECOMMUNICATIONS COM 000886101 587 12,300 SH DEFINED 1 12,300 ADC TELECOMMUNICATIONS INC COM 000886101 844 17,700 SH DEFINED 2 17,700 ADELPHIA COMMUNICATIONS CORP COM 006848105 688 10,900 SH DEFINED 2 10,900 ADOBE SYS INC COM 00724F101 289 5,100 SH DEFINED 2 5,100 ADOBE SYSTEMS INC COM 00724F101 182 3,200 SH DEFINED 1 3,200 ADVANCED MICRO DEVICES COM 007903107 76 4,900 SH DEFINED 1 4,900 AEA INVESTORS CLASS B COM 00799H115 1,800 11,250 SH DEFINED 1 11,250 AEROQUIP-VICKERS INC COM 007869100 57 1,000 SH DEFINED 1 1,000 AES CORP COM 00130H105 242 6,500 SH DEFINED 1 6,500 AETNA 6.25% PFD CVT 008117202 3,403 45,000 SH DEFINED 1 45,000 AETNA INC COM 008117103 1,062 12,800 SH DEFINED 2 12,800 AETNA INC COM 008117103 448 5,400 SH DEFINED 1 5,400 AFFILIATED COMPUTER SVCS INC COM 008190100 791 17,300 SH DEFINED 2 17,300 AFLAC INC COM 001055102 1,682 30,900 SH DEFINED 2 30,900 AFLAC INC. COM 001055102 10,523 193,300 SH DEFINED 1 193,300 AGCO CORP COM 001084102 35 5,400 SH DEFINED 1 5,400 AGL RES INC COM 001204106 657 37,400 SH DEFINED 2 37,400 AGL RES INC COM 001204106 84 4,800 SH DEFINED 1 4,800 AGOURON PHARMACEUTICALS INC COM 008488108 136 2,400 SH DEFINED 2 2,400 AGOURON PHARMACEUTICALS INC COM 008488108 153 2,700 SH DEFINED 1 2,700 AIR EXPRESS INTL CORP COM 009104100 416 27,500 SH DEFINED 2 27,500 AIR PRODS + CHEMS INC COM 009158106 4,425 129,191 SH DEFINED 2 129,191 AIR PRODUCTS COM 009158106 288 8,400 SH DEFINED 1 8,400 AIRBORNE FGHT CORP COM 009266107 311 10,000 SH DEFINED 2 10,000 AIRBORNE FREIGHT CORP COM 009266107 112 3,600 SH DEFINED 1 3,600 AIRGAS INC COM 009363102 48 5,700 SH DEFINED 1 5,700 AIRTOUCH COMMUNICATIONS COM 00949T100 1,913 19,800 SH DEFINED 1 19,800 AK STEEL HOLDING CORP COM 001547108 104 4,600 SH DEFINED 1 4,600 AK STL HLDG CORP COM 001547108 505 22,400 SH DEFINED 2 22,400 ALASKA AIR GROUP COM 011659109 100 2,100 SH DEFINED 1 2,100 ALASKA AIR GROUP INC COM 011659109 95 2,000 SH DEFINED 2 2,000 ALBANY INTL CORP COM 012348108 46 2,470 SH DEFINED 1 2,470 ALBEMARLE CORP COM 012653101 101 4,800 SH DEFINED 1 4,800 ALBERTO-CULVER CO COM 013068101 37 1,600 SH DEFINED 1 1,600 Page 1 of 41

4 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 ALBERTSON'S INC COM 013104104 14,355 263,700 SH DEFINED 1 263,700 ALCAN ALUM LTD COM 013716956 45 1,740 SH DEFINED 2 1,740 ALCAN ALUMINUM LTD COM 013716105 11,156 432,200 SH DEFINED 1 432,200 ALCOA INC COM 013817101 362 8,800 SH DEFINED 2 8,800 ALCOA INC. COM 013817101 535 13,000 SH DEFINED 1 13,000 ALEXANDER BALDWIN COM 014482103 77 3,900 SH DEFINED 1 3,900 ALIANT COMMUNICATIONS INC COM 016090102 127 3,100 SH DEFINED 1 3,100 ALKERMES INC COM 01642T108 1,948 71,500 SH DEFINED 2 71,500 ALKERMES INC COM 01642T108 594 22,100 SH DEFINED 2 22,100 ALLAIRE CORP COM 016714107 2,040 30,000 SH DEFINED 2 30,000 ALLEGHENY ENERGY INC COM 017361106 310 10,500 SH DEFINED 1 10,500 ALLEGHENY TELEDYNE INC COM 017415100 132 6,945 SH DEFINED 1 6,945 ALLEN TELECOM INC COM 018091108 82 13,500 SH DEFINED 2 13,500 ALLERGAN INC COM 018490102 220 2,500 SH DEFINED 1 2,500 ALLIED WASTE INDUSTRIES INC COM 019589308 2,673 185,125 SH DEFINED 2 185,125 ALLIED WASTE INDUSTRIES INC COM 019589308 241 16,700 SH DEFINED 1 16,700 ALLIED-SIGNAL INC. COM 019512102 1,043 21,200 SH DEFINED 1 21,200 ALLSTATE CORP COM 020002101 1,831 49,400 SH DEFINED 2 49,400 ALLSTATE CORP COM 020002101 32,148 867,400 SH DEFINED 1 867,400 ALLTEL CORP COM 020039103 5,184 83,105 SH DEFINED 2 83,105 ALLTEL CORP COM 020039103 580 9,300 SH DEFINED 1 9,300 ALTERA CORP COM 021441100 530 8,900 SH DEFINED 1 8,900 ALTERNATIVE LIVING SVCS INC COM 02145K107 3,504 175,200 SH DEFINED 2 175,200 ALZA COM 022615108 119 3,100 SH DEFINED 1 3,100 ALZA CORP COM 022615108 1,251 32,700 SH DEFINED 2 32,700 AMBAC FINL GROUP INC COM 023139108 680 12,600 SH DEFINED 2 12,600 AMBAC INC. COM 023139108 324 6,000 SH DEFINED 1 6,000 AMCORE FINL INC COM 023912108 186 9,000 SH DEFINED 2 9,000 AMERADA HESS CORP COM 023551104 5 100 SH DEFINED 2 100 AMERADA HESS CORP COM 023551104 178 3,500 SH DEFINED 1 3,500 AMEREN CORPORATION COM 023608102 162 4,480 SH DEFINED 1 4,480 AMERICA ONLINE INC COM 02364J104 5,351 36,400 SH DEFINED 1 36,400 AMERICA ONLINE INC DEL COM 02364J104 21,662 148,370 SH DEFINED 2 148,370 AMERICAN AIRLINES COM 001765106 398 6,800 SH DEFINED 1 6,800 AMERICAN BANKERS INS GROUP INC COM 024456204 802 7,600 SH DEFINED 2 7,600 AMERICAN CELLULAR COMMON STOCK COM 02599C106 357 3,571 SH DEFINED 1 3,571 AMERICAN ELEC PWR INC COM 025537101 20 500 SH DEFINED 2 500 AMERICAN ELECTRIC POWER COM 025537101 278 7,000 SH DEFINED 1 7,000 AMERICAN EXPRESS COM 025816109 24,822 210,800 SH DEFINED 1 210,800 AMERICAN EXPRESS CO COM 025816109 20,149 171,480 SH DEFINED 2 171,480 AMERICAN FINANCIAL GROUP INC COM 025932104 194 5,500 SH DEFINED 1 5,500 AMERICAN FINL GROUP INC OHIO COM 025932104 176 5,000 SH DEFINED 2 5,000 AMERICAN GENERAL CORP COM 026351106 646 9,161 SH DEFINED 1 9,161 AMERICAN GREEETINGS -CL A COM 026375105 66 2,600 SH DEFINED 1 2,600 AMERICAN GREETINGS CORP COM 026375105 3,145 123,950 SH DEFINED 2 123,950 AMERICAN HERITAGE LIFE INVT COM 026522102 61 2,600 SH DEFINED 2 2,600 AMERICAN HOME PRODUCTS COM 026609107 3,125 47,900 SH DEFINED 1 47,900 AMERICAN HOME PRODUCTS CORP COM 026609107 6,225 95,400 SH DEFINED 2 95,400 AMERICAN INTERNATIONAL GROUP COM 026874107 7,468 61,914 SH DEFINED 1 61,914 AMERICAN INTL GROUP INC COM 026874107 2,120 17,575 SH DEFINED 2 17,575 AMERICAN ITALIAN PASTA CO COM 027070101 143 5,700 SH DEFINED 2 5,700 AMERICAN POWER CONVERSION COM 029066107 219 8,100 SH DEFINED 1 8,100 AMERICAN PWR CONVERSION CORP COM 029066107 918 34,000 SH DEFINED 2 34,000 AMERICAN STANDARD COMPANIES COM 029712106 217 6,300 SH DEFINED 1 6,300 Page 2 of 41

5 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 AMERICAN STORES CO COM 030096101 333 10,100 SH DEFINED 1 10,100 AMERICAN WTR WKS INC COM 030411102 198 6,800 SH DEFINED 1 6,800 AMERIN CORP COM 03070X106 278 13,700 SH DEFINED 2 13,700 AMERISOURCE HEALTH CORP COM 03071P102 940 27,500 SH DEFINED 2 27,500 AMERITECH CORPORATION/DEL COM 030954101 2,357 40,900 SH DEFINED 1 40,900 AMES DEPT STORES INC COM 030789507 13 360 SH DEFINED 1 360 AMETEK INC (new) COM 031100100 53 2,900 SH DEFINED 1 2,900 AMGEN INC COM 031162100 12,197 162,900 SH DEFINED 2 162,900 AMGEN INC. COM 031162100 1,468 19,600 SH DEFINED 1 19,600 AMLI RESIDENTIAL PPTYS TR COM 001735109 95 4,600 SH DEFINED 2 4,600 AMP INC. COM 031897101 439 8,200 SH DEFINED 1 8,200 AMSOUTH BANCORPORATION COM 032165102 173 3,800 SH DEFINED 1 3,800 ANADARKO PETROLEUM CORP COM 032511107 162 4,300 SH DEFINED 1 4,300 ANALOG DEVICES INC COM 032654105 473 15,900 SH DEFINED 2 15,900 ANALOG DEVICES INC COM 032654105 443 14,900 SH DEFINED 1 14,900 ANDREW CORPRATION COM 034425108 39 3,175 SH DEFINED 1 3,175 ANHEUSER BUSCH COS INC COM 035229103 4,099 53,800 SH DEFINED 2 53,800 ANHEUSER-BUSCH COS COM 035229103 26,103 342,900 SH DEFINED 1 342,900 ANIXTER INTL INC COM 035290105 208 17,400 SH DEFINED 2 17,400 ANNTAYLOR STORES CORP COM 036115103 433 9,800 SH DEFINED 2 9,800 ANNUITY AND LIFE RE HLDGS COM G03910109 229 10,000 SH DEFINED 2 10,000 ANSWERTHINK CONSULTING GROUP COM 036916104 2,940 105,000 SH DEFINED 2 105,000 AON CORP COM 037389103 11,673 184,550 SH DEFINED 1 184,550 APACHE CORP COM 037411105 107 4,100 SH DEFINED 1 4,100 APARTMENT INVT. + MGMT CO COM 03748R101 558 15,400 SH DEFINED 2 15,400 APOGEE ENTERPRISES INC COM 037598109 166 14,400 SH DEFINED 2 14,400 APOLLO GROUP INC COM 037604105 212 7,100 SH DEFINED 1 7,100 APPLE COMPUTER COM 037833100 410 11,400 SH DEFINED 2 11,400 APPLE COMPUTER COM 037833100 165 4,600 SH DEFINED 1 4,600 APPLEBEES INTL INC COM 037899101 109 4,400 SH DEFINED 2 4,400 APPLIED MATERIALS INC COM 038222105 1,616 26,200 SH DEFINED 2 26,200 APPLIED MATERIALS INC COM 038222105 827 13,400 SH DEFINED 1 13,400 APPLIED PWR INC COM 038225108 63 2,300 SH DEFINED 2 2,300 APRIA HEALTHCARE GROUP COM 037933108 52 4,400 SH DEFINED 1 4,400 APRIA HEALTHCARE GROUP INC COM 037933108 120 10,100 SH DEFINED 2 10,100 APTARGROUP INC COM 038336103 187 7,200 SH DEFINED 2 7,200 Aracruz Celulose SA - Spon ADR COM 038496204 776 53,500 SH DEFINED 1 53,500 ARCHER DANIELS MIDLAND COM 039483102 4,580 311,851 SH DEFINED 1 311,851 ARCHER DANIELS MIDLAND CO COM 039483102 238 16,200 SH DEFINED 2 16,200 ARCHSTONE COMMUNITIES TRUST COM 039581103 4,025 200,000 SH DEFINED 1 200,000 ARDEN RLTY INC COM 039793104 65 2,900 SH DEFINED 2 2,900 ARGONAUT GROUP INC COM 040157109 721 29,000 SH DEFINED 2 29,000 ARMSTRONG WORLD INDS INS COM 042476101 59 1,300 SH DEFINED 1 1,300 ARNOLD INDS INC COM 042595108 36 2,400 SH DEFINED 1 2,400 ARROW ELECTRONICS COM 042735100 120 8,000 SH DEFINED 1 8,000 ARVIN INDS INC COM 043339100 67 2,000 SH DEFINED 1 2,000 ASARCO COM 043413103 17 1,200 SH DEFINED 1 1,200 ASCEND COMMUNICATIONS, INC COM 043491109 611 7,300 SH DEFINED 1 7,300 ASDA GROUP COM 005720008 122 50,000 SH DEFINED 2 50,000 ASHLAND INC COM 044204105 197 4,800 SH DEFINED 2 4,800 ASHLAND INC COM 044204105 102 2,500 SH DEFINED 1 2,500 ASSOCIATED BANC CORP COM 045487105 169 5,300 SH DEFINED 2 5,300 ASSOCIATED BANC-CORP COM 045487105 168 5,250 SH DEFINED 1 5,250 ASSOCIATES FIRST CAP CORP COM 046008108 1,944 43,200 SH DEFINED 2 43,200 Page 3 of 41

6 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 ASSOCIATES FIRST CAPITAL CORP COM 046008108 1,146 25,470 SH DEFINED 1 25,470 ASTORIA FINANCIAL CORP COM 046265104 250 5,000 SH DEFINED 1 5,000 ASTORIA FINL CORP COM 046265104 178 3,560 SH DEFINED 2 3,560 AT & T COM 001957109 34,543 432,801 SH DEFINED 1 432,801 AT + T CORP COM 001957109 20,402 255,623 SH DEFINED 2 255,623 AT HOME CORP COM 045919107 8,628 54,825 SH DEFINED 2 54,825 AT+T CORP COM 001957208 2,748 52,219 SH DEFINED 2 52,219 ATLANTIC RICHFIELD COM 048825103 885 12,100 SH DEFINED 1 12,100 ATLANTIC RICHFIELD CO COM 048825103 781 10,700 SH DEFINED 2 10,700 ATMEL CRP COM 049513104 129 8,500 SH DEFINED 1 8,500 AURORA FOODS INC COM 05164B106 85 5,200 SH DEFINED 2 5,200 AUTO BY TEL COM 05299E108 4,000 400,000 SH DEFINED 1 400,000 AUTO BY TEL SERIES B PFD STOCK COM 05299E207 2,500 267,380 SH DEFINED 1 267,380 AUTO BY TEL SERIES C PFD STOCK COM 05299E306 2,000 227,273 SH DEFINED 1 227,273 AUTOBYTEL INC COM 05275N106 616 14,700 SH DEFINED 2 14,700 AUTODESK INC. COM 052769106 77 1,900 SH DEFINED 1 1,900 AUTOMATIC DATA PROCESSING INC COM 053015103 9,930 240,000 SH DEFINED 2 240,000 AUTOMATIC DATA PROCESSING INC COM 053015103 906 21,900 SH DEFINED 1 21,900 AUTOZONE INC COM 053332102 945 31,100 SH DEFINED 2 31,100 AUTOZONE INC COM 053332102 170 5,600 SH DEFINED 1 5,600 AVERY DENNISON CORP. COM 053611109 224 3,900 SH DEFINED 1 3,900 AVISTA CORP COM 05379B503 1,028 60,000 SH DEFINED 2 60,000 AVNET INC. COM 053807103 136 3,700 SH DEFINED 1 3,700 AVON PRODUCTS COM 054303102 461 9,800 SH DEFINED 1 9,800 AVT CORP COM 002420107 742 31,100 SH DEFINED 2 31,100 AXIOM SYSTEMS COM 054607106 6 5,025 SH DEFINED 1 5,025 AXOGEN LTD COM G0690R108 6,225 200,000 SH DEFINED 1 200,000 BAKER HUGHES INC COM 057224107 938 38,600 SH DEFINED 2 38,600 BAKER HUGHES INC. COM 057224107 286 11,750 SH DEFINED 1 11,750 BALL CORP COM 058498106 47 1,000 SH DEFINED 1 1,000 BALTIMORE GAS & ELECTRIC COM 059165100 137 5,400 SH DEFINED 1 5,400 BANC ONE CORP COM 06423A103 17,306 314,300 SH DEFINED 1 314,300 Banco de A Edwards ADR COM 059504100 446 39,200 SH DEFINED 1 39,200 BANCO DE GALICIA Y BUENOS AIRE COM 059538207 15 909 SH DEFINED 2 909 BANCO FRANCES ADR COM 059591107 394 22,200 SH DEFINED 1 22,200 BANCO FRANCES DEL RIO LA PLATA COM 059591107 10 560 SH DEFINED 2 560 Banco Ganadero SA - Sponsored ADR CVT 059594507 98 10,500 SH DEFINED 1 10,500 BANCO LATINOAMERICANO DE EXP COM P16994132 624 24,000 SH DEFINED 2 24,000 Banco Rio De La Plata - ADR COM 059644104 215 22,300 SH DEFINED 1 22,300 BANCWEST CORP NEW COM 059790105 123 2,900 SH DEFINED 2 2,900 BANDAG INC COM 059815100 54 1,900 SH DEFINED 1 1,900 BANK COMM SAN DIEGO CALIF COM 061589107 78 3,900 SH DEFINED 2 3,900 BANK NEW YORK INC COM 064057102 4,589 127,680 SH DEFINED 2 127,680 BANK OF IRELAND COM 407617000 581 27,700 SH DEFINED 2 27,700 BANK OF MONTREAL COM 063671101 10,199 253,400 SH DEFINED 1 253,400 BANK OF NEW YORK COM 064057102 1,261 35,100 SH DEFINED 1 35,100 BANK ONE CORP COM 06423A103 3,389 61,554 SH DEFINED 2 61,554 BANK UNITED CORP. COM 065412108 52,741 1,290,302 SH DEFINED 1 1,290,302 BANKAMERICA CORP NEW COM 06605F102 4,130 58,480 SH DEFINED 2 58,480 BANKAMERICA CORPORATION COM 06605F102 34,254 485,019 SH DEFINED 1 485,019 BANKBOSTON CORP COM 06605R106 134 3,100 SH DEFINED 2 3,100 BANKBOSTON CORP. COM 06605R106 450 10,400 SH DEFINED 1 10,400 BANKERS TRUST CORP COM 066365107 282 3,200 SH DEFINED 1 3,200 BANTA CORP COM 066821109 439 23,100 SH DEFINED 2 23,100 Page 4 of 41

7 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 BANTA CORP COM 066821109 51 2,700 SH DEFINED 1 2,700 BARCLAYS COM 007820004 487 16,900 SH DEFINED 2 16,900 BARD C R INC COM 067383109 2,018 40,000 SH DEFINED 2 40,000 BARNES & NOBLE INC. COM 067774109 180 5,600 SH DEFINED 1 5,600 BARNETT INC COM 068062108 94 10,900 SH DEFINED 2 10,900 BARR LABS INC COM 068306109 40 1,300 SH DEFINED 2 1,300 BARRETT RES CORP COM 068480201 566 22,600 SH DEFINED 2 22,600 BARRICK GOLD CORP. COM 067901108 244 14,300 SH DEFINED 1 14,300 BASSETT FURNITURE INDS INC COM 070203104 138 6,400 SH DEFINED 2 6,400 BATTLE MTN GOLD CO COM 071593107 24 8,600 SH DEFINED 1 8,600 BAUSCH & LOMB COM 071707103 124 1,900 SH DEFINED 1 1,900 BAXTER INTERNATIONAL INC. COM 071813109 680 10,300 SH DEFINED 1 10,300 BAXTER INTL INC COM 071813109 1,676 25,400 SH DEFINED 2 25,400 BB&T CORPORATION COM 054937107 373 10,300 SH DEFINED 1 10,300 BE AEROSPACE INC COM 073302101 239 16,300 SH DEFINED 2 16,300 BEAR STEARNS COM 073902108 197 4,415 SH DEFINED 1 4,415 BEAR STEARNS CO PFD CVT 073902868 17,225 400,000 SH DEFINED 1 400,000 BEAR STEARNS CO'S 5.72% SER F PFD CVT 073902876 11,250 250,000 SH DEFINED 1 250,000 BEAR STEARNS COS INC COM 073902108 469 10,500 SH DEFINED 2 10,500 BECKMAN COULTER INC COM 075811109 111 2,500 SH DEFINED 1 2,500 BECTON DICKINSON & CO COM 075887109 375 9,800 SH DEFINED 1 9,800 BECTON DICKINSON + CO COM 075887109 1,023 26,700 SH DEFINED 2 26,700 BED BATH + BEYOND INC COM 075896100 136 3,700 SH DEFINED 2 3,700 BED BATH AND BEYOND COM 075896100 431 11,800 SH DEFINED 1 11,800 BEDFORD PPTY INVS INC COM 076446301 89 6,100 SH DEFINED 2 6,100 BELCO OIL + GAS CORP COM 077410207 488 31,000 SH DEFINED 2 31,000 BELDEN INC COM 077459105 119 7,000 SH DEFINED 2 7,000 BELL + HOWELL CO NEW COM 077852101 196 6,700 SH DEFINED 2 6,700 BELL ATLANTIC COM 077853109 3,338 64,580 SH DEFINED 1 64,580 BELL ATLANTIC CORP COM 077853109 1,091 21,100 SH DEFINED 2 21,100 BELL CANADA INTERNATIONAL INC. COM 077914109 520 40,000 SH DEFINED 1 40,000 BELLSOUTH CORP COM 079860102 12,127 302,700 SH DEFINED 1 302,700 BELO A H CORP DEL COM 080555105 197 10,800 SH DEFINED 1 10,800 BEMIS CO. COM 081437105 59 1,900 SH DEFINED 1 1,900 BEMIS INC COM 081437105 5,739 184,758 SH DEFINED 2 184,758 BEN + JERRYS HOMEMADE INC COM 081465106 722 25,900 SH DEFINED 2 25,900 BENCHMARK ELECTRS INC COM 08160H101 106 3,531 SH DEFINED 2 3,531 BERGEN BRUNSWIG CORP COM 083739102 438 21,900 SH DEFINED 2 21,900 BERGEN BRUNSWIG CORP COM 083739102 175 8,750 SH DEFINED 1 8,750 BERINGER WINE ESTATES HLDGS COM 084102102 1,004 27,900 SH DEFINED 2 27,900 BERKLEY W R CORP COM 084423102 102 4,150 SH DEFINED 2 4,150 BERKLEY, W.R. COM 084423102 1,617 66,000 SH DEFINED 1 66,000 BERKSHIRE HATHAWAY INC DEL COM 084670108 4,855 68 SH DEFINED 2 68 BERKSHIRE HATHAWAY INC DEL COM 084670207 397 169 SH DEFINED 2 169 BERKSHIRE HATHWAY INC COM 084990308 971 10,000 SH DEFINED 1 10,000 BEST BUY CO INC COM 086516101 603 11,600 SH DEFINED 2 11,600 BEST BUY INC COM 086516101 894 17,200 SH DEFINED 1 17,200 BEST FOODS INC COM 08658U101 564 12,000 SH DEFINED 1 12,000 BESTFOODS COM 08658U101 4,945 105,217 SH DEFINED 2 105,217 BETHELEM STEEL CORP COM 087509105 38 4,600 SH DEFINED 1 4,600 BEVERLY ENTERPRISES INC (new) COM 087851309 46 9,000 SH DEFINED 1 9,000 BEYOND COM CORP COM 08860E101 1,359 51,900 SH DEFINED 2 51,900 BIOGEN COM 090597105 720 6,300 SH DEFINED 1 6,300 BIOGEN INC COM 090597105 9,967 87,200 SH DEFINED 2 87,200 Page 5 of 41

8 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 BIOMET INC COM 090613100 185 4,400 SH DEFINED 1 4,400 BISYS GROUP INC COM 055472104 1,671 29,700 SH DEFINED 2 29,700 BJ SVCS CO COM 055482103 4,645 198,200 SH DEFINED 2 198,200 BJ SVCS CO COM 055482103 149 6,400 SH DEFINED 1 6,400 BJ'S WHOLESALE CLUB INC COM 05548J106 158 6,000 SH DEFINED 1 6,000 BJS WHSL CLUB INC COM 05548J106 788 29,800 SH DEFINED 2 29,800 BLACK & DECKER CORP COM 091797100 194 3,500 SH DEFINED 1 3,500 BLACK BOX CORP COM 091826107 550 17,800 SH DEFINED 2 17,800 BLACK HILLS CORP COM 092113109 42 1,950 SH DEFINED 1 1,950 BLANCH E W HLDGS INC COM 093210102 184 3,500 SH DEFINED 2 3,500 BMC SOFTWARE COM 055921100 282 7,600 SH DEFINED 1 7,600 BMC SOFTWARE INC COM 055921100 990 26,700 SH DEFINED 2 26,700 BOARDWALK EQUITIES INC COM 096613104 7 800 SH DEFINED 2 800 BOB EVANS FARMS INC COM 096761101 161 8,100 SH DEFINED 2 8,100 BOB EVANS FARMS INC COM 096761101 74 3,700 SH DEFINED 1 3,700 BOEING CO COM 097023105 847 24,855 SH DEFINED 2 24,855 BOEING CO. COM 097023105 1,156 34,006 SH DEFINED 1 34,006 BOISE CASCADE CORP COM 097383103 61 1,900 SH DEFINED 1 1,900 Bompreco SA Supermercados GDR COM 09775W202 58 6,576 SH DEFINED 1 6,576 BORDERS GROUP INC COM 099709107 203 14,400 SH DEFINED 2 14,400 BORDERS GROUP INC COM 099709107 90 6,400 SH DEFINED 1 6,400 BORG WARNER AUTOMOTIVE INC COM 099724106 306 6,400 SH DEFINED 2 6,400 BORG-WARNER AUTOMOTIVE INC COM 099724106 96 2,000 SH DEFINED 1 2,000 BOSTON SCIENTIFIC COM 101137107 540 13,300 SH DEFINED 1 13,300 BOSTON SCIENTIFIC CORP COM 101137107 933 23,000 SH DEFINED 2 23,000 BOWATER INC COM 102183100 83 2,100 SH DEFINED 2 2,100 BOWATER INC COM 102183100 194 4,900 SH DEFINED 1 4,900 BOWNE + CO INC COM 103043105 141 12,100 SH DEFINED 2 12,100 BOYDS COLLECTION LTD COM 103354106 427 23,700 SH DEFINED 2 23,700 BP AMOCO COM 013849005 220 13,000 SH DEFINED 2 13,000 BP AMOCO PLC COM 055622104 762 7,549 SH DEFINED 2 7,549 BRADLEY REAL ESTATE INC COM 104580105 78 4,300 SH DEFINED 2 4,300 BRADLEY REAL ESTATE INC COM 104580105 3,566 199,500 SH DEFINED 1 199,500 BRANDYWINE RLTY TR COM 105368203 86 5,300 SH DEFINED 2 5,300 BRIGGS & STRATTON COM 109043109 44 900 SH DEFINED 1 900 BRIGGS + STRATTON CORP COM 109043109 44 900 SH DEFINED 2 900 BRIGHTSTAR INFORMATION COM 10947N104 119 31,000 SH DEFINED 2 31,000 BRINKER INTERNATIONAL INC COM 109641100 140 5,400 SH DEFINED 1 5,400 BRISTOL MYERS SQUIBB COM 110122108 6,002 93,330 SH DEFINED 2 93,330 BRISTOL MYERS SQUIBB COM 110122108 20,453 318,950 SH DEFINED 1 318,950 BRITISH LAND CO COM 013670005 455 52,800 SH DEFINED 2 52,800 BRITISH STEEL COM 014114003 201 97,900 SH DEFINED 2 97,900 BROADCOM CORP COM 111320107 486 7,900 SH DEFINED 2 7,900 BROADVISION INC COM 111412102 4,626 77,400 SH DEFINED 2 77,400 BROWN-FORMAN CORP CL B COM 115637209 144 2,500 SH DEFINED 1 2,500 BROWNING FERRIS INDS INC COM 115885105 490 12,700 SH DEFINED 2 12,700 BROWNING FERRIS INDUSTRIES COM 115885105 285 7,400 SH DEFINED 1 7,400 BRUNSWICK CORP COM 117043109 135 7,100 SH DEFINED 2 7,100 BRUNSWICK CORP COM 117043109 61 3,200 SH DEFINED 1 3,200 BTR SIEBE COM 080704000 391 88,720 SH DEFINED 2 88,720 BUDGET GROUP INC COM 119003101 98 8,000 SH DEFINED 2 8,000 BUDGET GROUP INC COM 119003101 1,603 130,874 SH DEFINED 1 130,874 BUFFETS INC COM 119882108 40 4,100 SH DEFINED 1 4,100 BURLINGTON INDUSTRIES EQUITY INC COM 121693105 36 5,400 SH DEFINED 1 5,400 Page 6 of 41

9 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 BURLINGTON NORTHERN SANTA FE COM 12189T104 559 17,000 SH DEFINED 1 17,000 BURLINGTON NORTHN SANTA FE COM 12189T104 4,241 129,000 SH DEFINED 2 129,000 BURLINGTON RES INC COM 122014103 192 4,800 SH DEFINED 2 4,800 BURLINGTON RESOURCES COM 122014103 250 6,267 SH DEFINED 1 6,267 BURR BROWN COM 122574106 618 26,300 SH DEFINED 2 26,300 BUSH BOAKE ALLEN INC COM 123162109 275 10,000 SH DEFINED 2 10,000 C D I CORP COM 125071100 106 4,400 SH DEFINED 2 4,400 C H ROBINSON WORLDWIDE COM 12541W100 732 28,900 SH DEFINED 2 28,900 C.R. BARD COM 067383109 96 1,900 SH DEFINED 1 1,900 CABLE + WIRELESS COM 016255903 378 30,334 SH DEFINED 2 30,334 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 132 12,000 SH DEFINED 2 12,000 CABLETRON SYSTEMS INC COM 126920107 45 5,500 SH DEFINED 1 5,500 CABLEVISION SYS CORP COM 12686C109 4,249 57,320 SH DEFINED 2 57,320 CABOT CORP COM 127055101 132 6,200 SH DEFINED 1 6,200 CADBURY SCHWEPPES COM 016124000 302 21,000 SH DEFINED 2 21,000 CADENCE DESIGN SYSTEMS INC. COM 127387108 523 20,300 SH DEFINED 1 20,300 CALGON CARBON CORP. COM 129603106 18 3,500 SH DEFINED 1 3,500 CALIBER LEARNING NETWORK INC COM 129914107 147 37,700 SH DEFINED 2 37,700 CALLAWAY GOLF CO COM 131193104 62 6,100 SH DEFINED 1 6,100 CALPINE CORP COM 131347106 215 5,900 SH DEFINED 2 5,900 CAMBRIDGE TECH PARTNERS INC COM 132524109 69 5,000 SH DEFINED 1 5,000 CAMBRIDGE TECHNOLOGY PARTNERS M COM 132524109 1,726 124,400 SH DEFINED 2 124,400 CAMDEN PROPERTY TRUST COM 133131102 4,084 165,000 SH DEFINED 1 165,000 CAMPBELL SOUP COMPANY COM 134429109 684 16,800 SH DEFINED 1 16,800 CANADIAN NATL RY CO COM 136375102 139 2,500 SH DEFINED 2 2,500 CANANDAIGUA WINE INC COM 137219200 70 1,400 SH DEFINED 2 1,400 CAPITAL ONE FINANCIAL CORP COM 14040H105 362 2,400 SH DEFINED 1 2,400 CAPITAL ONE FINL CORP COM 14040H105 12,609 83,500 SH DEFINED 2 83,500 CAPITAL RE CORP COM 140432105 79 4,600 SH DEFINED 2 4,600 CAPITOL TRANSAMERICA CORP COM 140640103 1,822 123,500 SH DEFINED 1 123,500 CARADON COM 017626904 83 37,800 SH DEFINED 2 37,800 CARAUSTAR INDS INC COM 140909102 80 3,500 SH DEFINED 2 3,500 CARDIAC SCIENCE INC. COM 141410209 1 578 SH DEFINED 1 578 CARDINAL HEALTH INC COM 14149Y108 9,900 150,000 SH DEFINED 2 150,000 CARDINAL HEALTH INC COM 14149Y108 594 9,000 SH DEFINED 1 9,000 CAREER ED CORP COM 141665109 1,731 50,000 SH DEFINED 2 50,000 CARLISLE COS INC COM 142339100 173 3,700 SH DEFINED 2 3,700 CARLISLE COS INC COM 142339100 126 2,700 SH DEFINED 1 2,700 CARNIVAL CORP COM 143658102 7,006 144,275 SH DEFINED 2 144,275 CARNIVAL CORP CLASS A COM 143658102 1,054 21,700 SH DEFINED 1 21,700 CAROLINA POWER AND LIGHT COM 144141108 208 5,500 SH DEFINED 1 5,500 CARPENTER TECHNOLOGY COM 144285103 44 1,700 SH DEFINED 1 1,700 CARPENTER TECHNOLOGY CORP COM 144285103 493 19,000 SH DEFINED 2 19,000 CARTER WALLACE INC COM 146285101 63 3,500 SH DEFINED 1 3,500 CASCADE NAT GAS CORP COM 147339105 363 24,300 SH DEFINED 2 24,300 CASE CORP COM 14743R103 76 3,000 SH DEFINED 1 3,000 CASTLE TOWER HOLDING CORP. WARRANTS COM 14799C125 3,147 299,990 SH DEFINED 1 299,990 CASTLE TOWER HOLDINGS CORP SR PFD WTS COM 14799C117 315 30,000 SH DEFINED 1 30,000 CATALINA MARKETING CORP COM 148867104 1,718 20,000 SH DEFINED 2 20,000 CATAPULT COMMUNICATIONS CORP COM 149016107 69 5,000 SH DEFINED 2 5,000 CATELLUS DEV CORP COM 149111106 115 8,600 SH DEFINED 2 8,600 CATERPILLAR INC COM 149123101 4,993 108,689 SH DEFINED 2 108,689 CATERPILLAR INC. COM 149123101 657 14,300 SH DEFINED 1 14,300 CB RICHARD ELLIS SVCS INC COM 12489L108 450 27,300 SH DEFINED 2 27,300 Page 7 of 41

10 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 CBL + ASSOC PPTYS INC COM 124830100 88 3,800 SH DEFINED 2 3,800 CBRL GROUP INC COM 12489V106 108 6,000 SH DEFINED 2 6,000 CBRL GROUP INC COM 12489V106 95 5,300 SH DEFINED 1 5,300 CBS CORP COM 12490K107 7,831 191,300 SH DEFINED 2 191,300 CBS CORPORATION COM 12490K107 1,057 25,900 SH DEFINED 1 25,900 CBT GROUP PUB LTD COM 124853300 29 2,527 SH DEFINED 2 2,527 CCB FINANCIAL CORP COM 124875105 189 3,500 SH DEFINED 1 3,500 CCB FINL CORP COM 124875105 487 9,000 SH DEFINED 2 9,000 CCC INFORMATION SERVICE GROUP INC COM 12487Q109 1,395 120,000 SH DEFINED 1 120,000 CELLSTAR CORP COM 150925105 138 13,300 SH DEFINED 2 13,300 Cementos Diamante S.A. - ADR COM 151261104 119 9,600 SH DEFINED 1 9,600 CENDANT CORPORATION COM 151313103 483 30,289 SH DEFINED 1 30,289 CENTERPOINT PPTYS TR COM 151895109 75 2,400 SH DEFINED 2 2,400 CENTEX CORP COM 152312104 63 1,900 SH DEFINED 1 1,900 CENTOCOR INC COM 152342101 654 17,700 SH DEFINED 2 17,700 CENTOCOR INC. COM 152342101 222 6,000 SH DEFINED 1 6,000 CENTRAIS ELEC BRAS-SP ADR CM COM 15234Q207 424 42,400 SH DEFINED 1 42,400 CENTRAL + SOUTH WEST CORP COM 152357109 117 5,000 SH DEFINED 2 5,000 CENTRAL AND SOUTHWEST CORP COM 152357109 185 7,900 SH DEFINED 1 7,900 CENTRAL EUROPEAN MEDIA ENT LTD COM G20045103 466 37,300 SH DEFINED 2 37,300 CENTRAL GARDEN + PET CO COM 153527106 597 35,400 SH DEFINED 2 35,400 CENTRICA COM 018390906 26 15,000 SH DEFINED 2 15,000 CENTURY TEL ENTERPRISES INC COM 156686107 4,229 60,200 SH DEFINED 2 60,200 CENTURY TELEPHONE ENTERPRISE COM 156686107 232 3,300 SH DEFINED 1 3,300 CERIDIAN CORP COM 15677T106 197 5,400 SH DEFINED 1 5,400 CHAMPION INTERNATIONAL CORP COM 158525105 148 3,600 SH DEFINED 1 3,600 CHAMPIONSHIP AUTO RACING TEAM COM 158711101 507 17,400 SH DEFINED 2 17,400 CHARTER ONE FINANCIAL, INC. COM 160903100 442 15,300 SH DEFINED 1 15,300 CHARTWELL RE CORP COM 16139W109 43 2,500 SH DEFINED 2 2,500 CHASE MANHATTAN CORP NEW COM 16161A108 22,889 281,500 SH DEFINED 2 281,500 CHASE MANHATTAN CORP (new) COM 16161A108 24,720 303,776 SH DEFINED 1 303,776 CHATEAU CMNTYS INC COM 161726104 116 4,200 SH DEFINED 2 4,200 CHATEAU COMMUNITIES INC. COM 161726104 4,263 155,000 SH DEFINED 1 155,000 CHECKFREE HLDGS CORP COM 162816102 2,171 51,010 SH DEFINED 2 51,010 CHESAPEAKE CORP COM 165159104 62 2,300 SH DEFINED 2 2,300 CHESAPEAKE CORP COM 165159104 54 2,000 SH DEFINED 1 2,000 CHEVRON CORP COM 166751107 12,061 136,379 SH DEFINED 2 136,379 CHEVRON CORPORATION COM 166751107 18,487 208,300 SH DEFINED 1 208,300 CHIEFTAIN INTL INC COM 16867C101 306 25,000 SH DEFINED 2 25,000 CHILDRENS PL RETAIL STORES INC COM 168905107 5 200 SH DEFINED 2 200 CHILECTRA S A COM 168884104 9 422 SH DEFINED 2 422 Chilectra SA ADR COM 168884104 41 1,900 SH DEFINED 1 1,900 Chilquinta SA ADR COM 169255205 20 1,800 SH DEFINED 1 1,800 CHIQUITA BRANDS INTL INC COM 170032502 313 7,000 SH DEFINED 2 7,000 CHIRON CORP COM 170040109 329 15,000 SH DEFINED 2 15,000 CHIRON CORP. COM 170040109 358 16,300 SH DEFINED 1 16,300 CHRIS CRAFT INDS INC COM 170520100 113 2,483 SH DEFINED 1 2,483 CHUBB CORP COM 171232101 1,605 27,400 SH DEFINED 2 27,400 CHUBB CORP COM 171232101 755 12,900 SH DEFINED 1 12,900 CHURCH & DWIGHT INC COM 171340102 69 1,700 SH DEFINED 1 1,700 CIBER INC COM 17163B102 290 15,100 SH DEFINED 2 15,100 CIENA CORP COM 171779101 450 20,000 SH DEFINED 2 20,000 Cifra S.A. de C.V. ADR Series V COM 171785405 197 12,745 SH DEFINED 1 12,745 CIGNA CORP COM 125509109 2,296 27,400 SH DEFINED 2 27,400 Page 8 of 41

11 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 CIGNA CORP COM 125509109 721 8,600 SH DEFINED 1 8,600 CINAR CORP COM 171905300 3,461 151,400 SH DEFINED 2 151,400 CINCINNATI BELL COM 171870108 260 11,600 SH DEFINED 1 11,600 CINCINNATI BELL INC COM 171870108 523 23,300 SH DEFINED 2 23,300 CINCINNATI FINANCIAL CORPORATION COM 172062101 211 5,800 SH DEFINED 1 5,800 CINERGY CORP COM 172474108 154 5,600 SH DEFINED 1 5,600 CINTAS CORP COM 172908105 411 6,300 SH DEFINED 2 6,300 CINTAS CORP COM 172908105 628 9,600 SH DEFINED 1 9,600 CIRCLE INTL GROUP INC COM 172574105 60 4,200 SH DEFINED 2 4,200 CIRCUIT CITY STORES INC COM 172737108 942 12,300 SH DEFINED 2 12,300 CIRCUIT CITY STORES-CIRCUIT CITY GROU COM 172737108 284 3,700 SH DEFINED 1 3,700 CIRCUS CIRCUS COM 172909103 148 8,400 SH DEFINED 1 8,400 CIRRUS LOGIC, INCORPORATED COM 172755100 36 5,600 SH DEFINED 1 5,600 CISCO SYS INC COM 17275R102 31,517 287,660 SH DEFINED 2 287,660 CISCO SYSTEMS INC. COM 17275R102 39,421 359,800 SH DEFINED 1 359,800 CIT GROUP INC COM 125577106 568 18,600 SH DEFINED 2 18,600 CITIGROUP INC COM 172967101 41,927 656,389 SH DEFINED 2 656,389 CITIGROUP INC COM 172967101 28,804 450,941 SH DEFINED 1 450,941 CITRIX SYS INC COM 177376100 2,769 72,800 SH DEFINED 2 72,800 CITRIX SYSTEMS INC COM 177376100 267 7,000 SH DEFINED 1 7,000 CITY NATL CORP COM 178566105 124 4,000 SH DEFINED 1 4,000 CLAIRE S STORES INC COM 179584107 1,022 34,000 SH DEFINED 2 34,000 CLAIRE'S STORES INC COM 179584107 127 4,200 SH DEFINED 1 4,200 CLAYTON HOMES INC COM 184190106 143 12,968 SH DEFINED 1 12,968 CLEAR CHANNEL COMMUNICATIONS COM 184502102 20,736 309,200 SH DEFINED 2 309,200 CLEAR CHANNEL COMMUNICATIONS COM 184502102 604 9,000 SH DEFINED 1 9,000 CLECO CORPORATION COM 12561M107 59 2,000 SH DEFINED 1 2,000 CLEVELAND CLIFFS INC COM 185896107 61 1,800 SH DEFINED 2 1,800 CLEVELAND CLIFFS INC COM 185896107 34 1,000 SH DEFINED 1 1,000 CLOROX CO. COM 189054109 445 3,800 SH DEFINED 1 3,800 CMAC INVT CORP COM 125662106 312 8,000 SH DEFINED 2 8,000 CMG INFORMATION SVCS INC COM 125750109 4,832 26,400 SH DEFINED 2 26,400 CMP GROUP INC COM 125887109 51 2,800 SH DEFINED 1 2,800 CMS ENERGY CORP COM 125896100 382 9,500 SH DEFINED 1 9,500 CNF TRANSN INC COM 12612W104 787 20,800 SH DEFINED 2 20,800 CNF TRANSPORTATION COM 12612W104 166 4,400 SH DEFINED 1 4,400 COACH USA INC COM 18975L106 446 16,200 SH DEFINED 2 16,200 COAST FEDERAL LITIGATION TR COM 19034Q110 9 1,500 SH DEFINED 2 1,500 COASTAL CORP COM 190441105 254 7,700 SH DEFINED 1 7,700 COCA COLA COM 191216100 5,561 90,600 SH DEFINED 1 90,600 COCA COLA CO COM 191216100 1,384 22,545 SH DEFINED 2 22,545 COCA COLA ENTERPRISES INC COM 191219104 743 24,550 SH DEFINED 2 24,550 COCA-COLA ENTERPRISES COM 191219104 445 14,700 SH DEFINED 1 14,700 COGNEX CORP COM 192422103 471 20,100 SH DEFINED 2 20,100 COGNOS INC COM 19244C109 503 21,500 SH DEFINED 2 21,500 COLE NATL CORP COM 193290103 88 4,800 SH DEFINED 2 4,800 COLGATE PALMOLIVE CO COM 194162103 285 3,100 SH DEFINED 2 3,100 COLGATE-PALMOLIVE COM 194162103 1,766 19,200 SH DEFINED 1 19,200 COLONIAL PROPERTIES TRUST COM 195872106 15,588 611,300 SH DEFINED 1 611,300 COLT TELECOM GROUP COM 042469908 563 31,300 SH DEFINED 2 31,300 COLUMBIA / HCA HEALTHCARE CORP COM 197677107 390 20,600 SH DEFINED 2 20,600 COLUMBIA ENERGY GROUP COM 197648108 162 3,100 SH DEFINED 1 3,100 COLUMBIA/HCA HEALTHCARE CO COM 197677107 469 24,750 SH DEFINED 1 24,750 COMAIR HLDGS INC COM 199789108 408 17,250 SH DEFINED 2 17,250 Page 9 of 41

12 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 COMAIR HOLDINGS COM 199789108 135 5,700 SH DEFINED 1 5,700 COMCAST CORP COM 200300200 14,132 224,540 SH DEFINED 2 224,540 COMCAST CORP. SPECIAL CL A COM 200300200 837 13,300 SH DEFINED 1 13,300 COMDISCO COM 200336105 234 13,100 SH DEFINED 1 13,100 COMERICA INC COM 200340107 390 6,250 SH DEFINED 1 6,250 COMMUNICATIONS SATELLITE CORP SERIES COM 20564D107 122 4,200 SH DEFINED 1 4,200 COMMUNITY BK SYS INC COM 203607106 262 11,000 SH DEFINED 2 11,000 COMPANHIA BRASILEIRA DE DISTR COM 20440T201 15 1,000 SH DEFINED 2 1,000 COMPANHIA ENERGETICA DE MINAS COM 204409601 42 1,888 SH DEFINED 2 1,888 COMPANHIA ENERGETICA DE MINAS GERAIS COM 204409601 502 22,500 SH DEFINED 1 22,500 COMPAQ COMPUTER COM 204493100 10,880 343,341 SH DEFINED 1 343,341 COMPAQ COMPUTER CORP COM 204493100 1,286 40,584 SH DEFINED 2 40,584 COMPASS BANCSHARES INC COM 20449H109 518 15,000 SH DEFINED 2 15,000 COMPASS GROUP COM 028801900 796 68,800 SH DEFINED 2 68,800 COMPUSA INC COM 204932107 60 8,600 SH DEFINED 1 8,600 COMPUTER ASSOC INTL INC COM 204912109 960 27,000 SH DEFINED 2 27,000 COMPUTER ASSOCIATES INT'L COM 204912109 722 20,300 SH DEFINED 1 20,300 COMPUTER HORIZONS CORP COM 205908106 301 27,500 SH DEFINED 2 27,500 COMPUTER SCIENCES CORP COM 205363104 14,901 270,000 SH DEFINED 2 270,000 COMPUTER SCIENCES CORP COM 205363104 315 5,700 SH DEFINED 1 5,700 COMPUWARE CORP COM 205638109 320 13,400 SH DEFINED 1 13,400 Comverse Technology Inc. COM 205862402 315 3,700 SH DEFINED 1 3,700 CONAGRA COM 205887102 464 18,100 SH DEFINED 1 18,100 CONAGRA INC COM 205887102 4,931 192,882 SH DEFINED 2 192,882 CONCENTRA MANAGED CARE INC COM 20589T103 551 38,000 SH DEFINED 2 38,000 CONCENTRA MANAGED CARE INC COM 20589T103 59 4,100 SH DEFINED 1 4,100 CONCENTRIC NETWORK CORP DEL COM 20589R107 599 8,000 SH DEFINED 2 8,000 CONCORD COMMUNICATIONS INC COM 206186108 241 4,300 SH DEFINED 2 4,300 CONCORD EFS INC COM 206197105 829 30,200 SH DEFINED 2 30,200 CONCORD EFS INC COM 206197105 292 10,600 SH DEFINED 1 10,600 CONECTIV INC COM 206829103 190 9,800 SH DEFINED 1 9,800 CONMED CORP COM 207410101 164 5,300 SH DEFINED 2 5,300 CONOCO INC COM 208251306 22 900 SH DEFINED 2 900 CONSECO 7% PFD CVT 208464602 3,442 87,000 SH DEFINED 1 87,000 CONSECO INC COM 208464107 56 1,800 SH DEFINED 2 1,800 CONSECO INC. COM 208464107 349 11,315 SH DEFINED 1 11,315 CONSOLIDATED EDISON INC COM 209115104 18 400 SH DEFINED 2 400 CONSOLIDATED EDISON INC COM 209115104 1,359 30,000 SH DEFINED 1 30,000 CONSOLIDATED NATURAL GAS CO. COM 209615103 175 3,600 SH DEFINED 1 3,600 CONSOLIDATED PAPER INC COM 209759109 183 7,800 SH DEFINED 1 7,800 CONSOLIDATED PAPERS INC COM 209759109 940 40,000 SH DEFINED 2 40,000 CONSOLIDATED STORES CORP COM 210149100 485 16,000 SH DEFINED 2 16,000 CONSOLIDATED STORES CORPORATION COM 210149100 121 4,000 SH DEFINED 1 4,000 CONTINENTAL AIRLS INC COM 210795308 836 22,000 SH DEFINED 2 22,000 CONVERGYS CORPORATION COM 212485106 240 14,000 SH DEFINED 1 14,000 COOPER CAMERON CORP COM 216640102 722 21,300 SH DEFINED 2 21,300 COOPER INDS INC COM 216669101 38 900 SH DEFINED 2 900 COOPER INDUSTRIES COM 216669101 209 4,900 SH DEFINED 1 4,900 COOPER TIRE & RUBBER COM 216831107 55 3,000 SH DEFINED 1 3,000 COOPER TIRE + RUBR CO COM 216831107 4,606 250,645 SH DEFINED 2 250,645 COORS (ADOLPH) - CL B COM 217016104 59 1,100 SH DEFINED 1 1,100 COPART INC COM 217204106 132 6,400 SH DEFINED 2 6,400 CORDANT TECHNOLOGIES INC COM 218412104 127 3,200 SH DEFINED 1 3,200 CORE CAP, INC. CLASS A COMMON STOCK COM 21867R108 4,444 222,222 SH DEFINED 1 222,222 Page 10 of 41

13 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 CORE CAP, INC. SERIES A PREFERRED COM 21867R207 5,556 222,222 SH DEFINED 1 222,222 Corimon C.A.-Spons ADR COM 218728509 10 11,400 SH DEFINED 1 11,400 CORN PRODUCTS INTL INC COM 219023108 110 4,600 SH DEFINED 2 4,600 CORNING INC. COM 219350105 504 8,400 SH DEFINED 1 8,400 CORPORATE EXECUTIVE BRD CO COM 21988R102 26 1,000 SH DEFINED 2 1,000 CORPORATE EXPRESS COM 219888104 3 622 SH SOLE 622 COST COMPANIES INC COM 22160Q102 696 7,600 SH DEFINED 1 7,600 COSTCO COS INC COM 22160Q102 4,110 44,890 SH DEFINED 2 44,890 COUNTRYWIDE CR INDS INC COM 222372104 1,219 32,500 SH DEFINED 2 32,500 COUNTRYWIDE CREDIT IND INC COM 222372104 150 4,000 SH DEFINED 1 4,000 COVAD COMMUNICATIONS GROUP INC COM 222814204 1,460 22,200 SH DEFINED 2 22,200 COVANCE INC COM 222816100 1,519 60,600 SH DEFINED 2 60,600 COVANCE INC COM 222816100 128 5,100 SH DEFINED 1 5,100 COX COMMUNICATIONS INC NEW COM 224044107 401 5,300 SH DEFINED 2 5,300 CRANE CO COM 224399105 145 6,000 SH DEFINED 2 6,000 CRANE CO COM 224399105 57 2,375 SH DEFINED 1 2,375 CREDENCE SYSTEMS CORP COM 225302108 212 9,900 SH DEFINED 2 9,900 CREDITRUST CORP COM 225429109 79 4,000 SH DEFINED 2 4,000 CRESCENT 6.75% PFD CVT 225756204 1,111 70,000 SH DEFINED 1 70,000 CRESCENT REAL ESTATE EQUITIES COM 225756105 591 27,500 SH DEFINED 2 27,500 CRESTLINE CAPITAL CORP COM 226153104 51 3,309 SH DEFINED 1 3,309 Cristalerias de Chile S.A. - - ADR COM 226714103 89 6,200 SH DEFINED 1 6,200 CRITICAL PATH INC COM 22674V100 1,594 20,700 SH DEFINED 2 20,700 CROMPTON & KNOWLES COR COM 227111101 95 6,000 SH DEFINED 1 6,000 CROWN CASTLE INTERNATIONAL COMMON STO COM 228227104 43,993 2,444,050 SH DEFINED 1 2,444,050 CROWN CORK & SEAL COM 228255105 134 4,700 SH DEFINED 1 4,700 CSG SYS INTL INC COM 126349109 631 16,000 SH DEFINED 2 16,000 CSX CORP COM 126408103 596 15,300 SH DEFINED 2 15,300 CSX CORP COM 126408103 308 7,900 SH DEFINED 1 7,900 CTG RES INC COM 125957100 676 28,000 SH DEFINED 2 28,000 CUMMINS ENGINE COM 231021106 53 1,500 SH DEFINED 1 1,500 CVS CORP COM 126650100 9,500 200,000 SH DEFINED 2 200,000 CVS CORPORATION COM 126650100 641 13,500 SH DEFINED 1 13,500 CYPRESS BIOSCIENCE COM 232674101 320 86,092 SH DEFINED 1 86,092 CYPRESS BIOSCIENCE INC -WTS COM 232674127 91 55,752 SH DEFINED 1 55,752 CYPRESS SEMICONDUCTOR COM 232806109 65 7,200 SH DEFINED 1 7,200 CYPRUS AMAX MINERALS CO COM 232809103 40 3,300 SH DEFINED 1 3,300 CYTEC INDUSTRIES INC COM 232820100 87 3,900 SH DEFINED 1 3,900 D + N SVGS FINL CORP COM 232864108 59 2,600 SH DEFINED 2 2,600 D.R.HORTON INC COM 23331A109 1,420 84,800 SH DEFINED 2 84,800 DAIMLER CHRYSLER AG STUTTGART COM D1668R123 5,149 60,000 SH DEFINED 2 60,000 DALLAS SEMICONDUCTOR CORP COM 235204104 1,027 26,600 SH DEFINED 2 26,600 DANA CORP COM 235811106 380 10,000 SH DEFINED 2 10,000 DANA CORP COM 235811106 224 5,900 SH DEFINED 1 5,900 DANAHER CORP COM 235851102 993 19,000 SH DEFINED 2 19,000 DANAHER CORP COM 235851102 235 4,500 SH DEFINED 1 4,500 DARDEN RESTAURANTS INC COM 237194105 516 25,000 SH DEFINED 2 25,000 DARDEN RESTAURANTS INC COM 237194105 116 5,600 SH DEFINED 1 5,600 DATA GENERAL CORP COM 237688106 15 1,500 SH DEFINED 1 1,500 DAYTON HUDSON CORP COM 239753106 5,996 90,000 SH DEFINED 2 90,000 DAYTON HUDSON CORP COM 239753106 1,113 16,700 SH DEFINED 1 16,700 Dayton Power & Light $3.90% Pfd Stock CVT 240019406 104 2,000 SH DEFINED 1 2,000 DEAN FOODS CO COM 242361103 125 3,500 SH DEFINED 1 3,500 DEERE & CO COM 244199105 645 16,700 SH DEFINED 1 16,700 Page 11 of 41

14 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 DEERE + CO COM 244199105 50 1,300 SH DEFINED 2 1,300 DELL COMPUTER CORP COM 247025109 21,520 526,490 SH DEFINED 2 526,490 DELL COMPUTER CORP. COM 247025109 3,859 94,400 SH DEFINED 1 94,400 DELTA AIRLINES INC. COM 247361108 368 5,300 SH DEFINED 1 5,300 DELUXE CHECK PRINTERS COM 248019101 79 2,700 SH DEFINED 1 2,700 DENTSPLY INTL INC NEW COM 249030107 112 4,800 SH DEFINED 1 4,800 DEPARTMENT 56 INC COM 249509100 88 2,900 SH DEFINED 2 2,900 DESC SA -SPON ADR COM 250309101 334 12,500 SH DEFINED 1 12,500 DESCARTES SYS GROUP INC COM 249906108 332 40,000 SH DEFINED 2 40,000 DETROIT EDISON CO COM 233331107 204 5,300 SH DEFINED 1 5,300 DEVON ENERGY CORP COM 251799102 543 19,700 SH DEFINED 2 19,700 DEVON FING TR COM 251910402 64 1,000 SH DEFINED 2 1,000 DEVON FING TR COM 251910402 13 200 SH DEFINED 2 200 DEVRY INC DEL COM 251893103 853 29,400 SH DEFINED 2 29,400 DEXTER COM 252165105 66 2,100 SH DEFINED 1 2,100 DEXTER CORP COM 252165105 145 4,600 SH DEFINED 2 4,600 DIAGEO PLC COM 25243Q205 828 18,100 SH DEFINED 2 18,100 DIAL CORP (NEW) COM 25247D101 306 8,900 SH DEFINED 1 8,900 DIAMOND FIELDS NOE COM 252905203 0 125 SH DEFINED 1 125 DIAMOND OFFSHORE DRILLING INC COM 25271C102 3,036 96,000 SH DEFINED 2 96,000 DIEBOLD COM 253651103 145 6,050 SH DEFINED 1 6,050 DILLARDS INC - CL A COM 254067101 107 4,200 SH DEFINED 1 4,200 DIME BANCORP, INC. COM 25429Q102 237 10,200 SH DEFINED 1 10,200 DISNEY COMPANY COM 254687106 2,334 75,000 SH DEFINED 1 75,000 DISNEY WALT CO COM 254687106 996 32,000 SH DEFINED 2 32,000 DOLE FOOD INC COM 256605106 156 5,200 SH DEFINED 1 5,200 DOLLAR GENERAL COM 256669102 227 6,675 SH DEFINED 1 6,675 DOLLAR TREE STORES INC COM 256747106 161 5,200 SH DEFINED 1 5,200 DOMINION RESOURCES COM 257470104 251 6,800 SH DEFINED 1 6,800 DONALDSON CO INC COM 257651109 76 4,200 SH DEFINED 1 4,200 DONALDSON INC COM 257651109 360 20,000 SH DEFINED 2 20,000 DONALDSON LUFKIN+JENRETTE INC COM 257661108 767 11,000 SH DEFINED 2 11,000 DONNELLEY & SONS, R.R. COM 257867101 180 5,600 SH DEFINED 1 5,600 DOREL INDS INC COM 25822C205 107 6,400 SH DEFINED 2 6,400 DOUBLECLICK INC COM 258609304 2,840 15,600 SH DEFINED 2 15,600 DOVER CORP COM 260003108 874 26,600 SH DEFINED 2 26,600 DOVER CORP. COM 260003108 286 8,700 SH DEFINED 1 8,700 DOW CHEMICAL CORP COM 260543103 857 9,200 SH DEFINED 1 9,200 DOW JONES & CO. COM 260561105 179 3,800 SH DEFINED 1 3,800 DOW JONES + CO INC COM 260561105 227 4,800 SH DEFINED 2 4,800 DPL INC COM 233293109 229 13,900 SH DEFINED 1 13,900 DREYER'S GRAND ICE CREAM COM 261878102 28 2,200 SH DEFINED 1 2,200 DSET CORP COM 262504103 3,217 276,700 SH DEFINED 2 276,700 DSP COMMUNICATIONS INC COM 23332K106 194 12,200 SH DEFINED 2 12,200 DSP GROUP INC COM 23332B106 73 5,000 SH DEFINED 2 5,000 DST SYS INC DEL COM 233326107 1,574 26,200 SH DEFINED 2 26,200 DU PONT E I DE NEMOUR COM 263534109 10,846 186,803 SH DEFINED 2 186,803 DU PONT E.I. DE NEMOURS COM 263534109 2,421 41,700 SH DEFINED 1 41,700 DUKE ENERGY CO COM 264399106 5 100 SH DEFINED 2 100 DUKE ENERGY CORP COM 264399106 744 13,572 SH DEFINED 1 13,572 DUN & BRADSTREET CORP COM 26483B106 224 6,300 SH DEFINED 1 6,300 DURA AUTOMOTIVE SYS INC COM 265903104 90 3,200 SH DEFINED 2 3,200 E M C CORP MASS COM 268648102 47,612 372,693 SH DEFINED 2 372,693 E TRADE GROUP INC COM 269246104 542 9,300 SH DEFINED 2 9,300 Page 12 of 41

15 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 E*TRADE GROUP INC COM 269246104 571 9,800 SH DEFINED 1 9,800 EAGLE HARDWARE AND GARDEN COM 26959B101 99 2,600 SH DEFINED 2 2,600 EASTERN ENTERPRISES COM 27637F100 25 700 SH DEFINED 1 700 EASTMAN CHEMICAL COM 277432100 126 3,000 SH DEFINED 1 3,000 EASTMAN KODAK COM 277461109 805 12,600 SH DEFINED 1 12,600 EASTMAN KODAK CO COM 277461109 4,687 73,384 SH DEFINED 2 73,384 EATON CORP COM 278058102 21 300 SH DEFINED 2 300 EATON CORP COM 278058102 207 2,900 SH DEFINED 1 2,900 EBAY INC COM 278642103 2,053 14,955 SH DEFINED 2 14,955 ECHOSTAR COMMUNICATIONS CORP N COM 278762109 3,141 38,500 SH DEFINED 2 38,500 ECOLAB INC COM 278865100 184 5,176 SH DEFINED 1 5,176 EDISON INTERNATIONAL-formerly SCECORP COM 281020107 12,289 552,300 SH DEFINED 1 552,300 EDISON INTL COM 281020107 2 100 SH DEFINED 2 100 EDWARDS AG INC COM 281760108 270 8,250 SH DEFINED 1 8,250 EG & G COM 268457108 42 1,600 SH DEFINED 1 1,600 EL PASO ENERGY CORPORATION COM 283905107 360 11,000 SH DEFINED 1 11,000 ELAN CORP PLC - ADR COM 284131208 57,964 831,027 SH DEFINED 1 831,027 ELAN CORP PLC -WTS CL-A ADR COM 284131703 8,550 200,000 SH DEFINED 1 200,000 ELECTRONIC ARTS COM 285512109 1,014 21,400 SH DEFINED 2 21,400 ELECTRONIC ARTS COM 285512109 223 4,700 SH DEFINED 1 4,700 ELECTRONIC DATA SYS CORP NEW COM 285661104 584 12,000 SH DEFINED 2 12,000 ELECTRONIC DATA SYSTEMS COM 285661104 876 18,000 SH DEFINED 1 18,000 ELETRONICS FOR IMAGING INC COM 286082102 648 16,300 SH DEFINED 2 16,300 Embotelladora Andina -ADR 'B' COM 29081P303 474 38,300 SH DEFINED 1 38,300 EMC CORPORATION COM 268648102 2,287 17,900 SH DEFINED 1 17,900 EMERSON ELEC CO COM 291011104 4,274 80,741 SH DEFINED 2 80,741 EMERSON ELECTRIC COM 291011104 1,350 25,500 SH DEFINED 1 25,500 Empresa Nacional de Elec ADR COM 29244T101 622 44,200 SH DEFINED 1 44,200 EMPRESAS ICA S.A. ADS COM 292448107 311 59,300 SH DEFINED 1 59,300 ENERGY EAST CORP COM 29266M109 1,314 25,000 SH DEFINED 2 25,000 ENERGY EAST CORPORATION COM 29266M109 326 6,200 SH DEFINED 1 6,200 ENERSIS SA ADR COM 29274F104 806 30,300 SH DEFINED 1 30,300 ENESCO GROUP COM 292973104 29 1,600 SH DEFINED 1 1,600 ENGELHARD CORP COM 292845104 91 5,400 SH DEFINED 1 5,400 ENHANCE FINL SVCS GROUP INC COM 293310108 817 35,900 SH DEFINED 2 35,900 ENRON CORP COM 293561106 9,959 155,000 SH DEFINED 2 155,000 ENRON CORP COM 293561106 694 10,800 SH DEFINED 1 10,800 ENSCO INTL INC COM 26874Q100 165 12,400 SH DEFINED 1 12,400 ENTERGY CORP COM 29364G103 248 9,000 SH DEFINED 1 9,000 ENTRUST TECHNOLOGIES INC COM 293848107 3,466 102,700 SH DEFINED 2 102,700 ENTRUST TECHNOLOGIES INC COM 293848107 674 20,000 SH DEFINED 2 20,000 EQUIFAX INC. COM 294429105 189 5,500 SH DEFINED 1 5,500 EQUITABLE RES INC COM 294549100 261 10,000 SH DEFINED 2 10,000 EQUITY OFFICE PPTYS TR COM 294741103 244 9,600 SH DEFINED 2 9,600 EQUITY OFFICE PROPERTIES TRUST COM 294741103 13,268 522,873 SH DEFINED 1 522,873 EQUITY RESIDENTIAL 7.25% PFD CVT 29476L859 3,225 150,000 SH DEFINED 1 150,000 EQUITY RESIDENTIAL PPTYS TR COM 29476L107 165 4,000 SH DEFINED 2 4,000 EQUITY RESIDENTIAL PROPS TR COM 29476L107 4,125 100,000 SH DEFINED 1 100,000 ERICSSON L M TEL CO COM 294821400 533 22,400 SH DEFINED 2 22,400 ESAT TELECOM GROUP PLC COM 26883Y102 226 5,400 SH DEFINED 2 5,400 ETEC SYS INC COM 26922C103 400 13,600 SH DEFINED 2 13,600 ETHAN ALLEN INTERIORS INC COM 297602104 736 17,700 SH DEFINED 2 17,700 ETHYL CORP COM 297659104 29 6,800 SH DEFINED 1 6,800 EVEREST REINSURANCE HOLDINGS COM 299808105 143 4,600 SH DEFINED 1 4,600 Page 13 of 41

16 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 EVERGREEN RESOURCES COM 299900308 296 14,800 SH DEFINED 2 14,800 EXCALIBUR TECHNOLOGIES CORP COM 300651205 260 19,900 SH DEFINED 2 19,900 EXCITE INC COM 300904109 5,725 40,900 SH DEFINED 2 40,900 EXECUTIVE RISK INC COM 301586103 2,059 29,000 SH DEFINED 1 29,000 EXODUS COMMUNICATIONS INC COM 302088109 656 4,900 SH DEFINED 2 4,900 EXTENDED STAY AMER INC COM 30224P101 567 55,700 SH DEFINED 2 55,700 EXXON COM 302290101 34,463 488,400 SH DEFINED 1 488,400 EXXON CORP COM 302290101 2,371 33,600 SH DEFINED 2 33,600 FAIRFAX FINL COM 303901953 28 100 SH DEFINED 2 100 FAIRFAX FINL HLDGS LTD COM 303901102 233 800 SH DEFINED 2 800 FAMILY DLR STORES INC COM 307000109 499 21,700 SH DEFINED 2 21,700 FAMILY DOLLAR STORES COM 307000109 361 15,700 SH DEFINED 1 15,700 FASTENAL CO COM 311900104 119 3,400 SH DEFINED 1 3,400 FDX CORPORATION COM 31304N107 454 4,880 SH DEFINED 1 4,880 FEDERAL HOME LN MTG CORP COM 313400301 6,252 109,450 SH DEFINED 2 109,450 FEDERAL HOME LOAN MTG CORP. COM 313400301 1,473 25,700 SH DEFINED 1 25,700 FEDERAL MOGUL CORP COM 313549107 244 5,700 SH DEFINED 1 5,700 FEDERAL NAT'L MTGE. ASSN. COM 313586109 28 400 SH SOLE 400 FEDERAL NAT'L MTGE. ASSN. COM 313586109 25,373 366,400 SH DEFINED 1 366,400 FEDERAL NATL MTGE. ASSN. COM 313586109 3,172 45,800 SH DEFINED 2 45,800 FEDERAL REALTY INVS TRUST COM 313747206 3,602 170,000 SH DEFINED 1 170,000 FEDERAL RLTY INVT TR COM 313747206 38 1,800 SH DEFINED 2 1,800 FEDERAL SIGNAL CORP COM 313855108 81 3,900 SH DEFINED 1 3,900 FEDERATED DEPARTMENT STORES COM 31410H101 297 7,400 SH DEFINED 1 7,400 FELCOR LODGING TR INC COM 31430F101 227 9,800 SH DEFINED 2 9,800 FERRO CORP COM 315405100 139 5,600 SH DEFINED 2 5,600 FERRO CORP COM 315405100 89 3,600 SH DEFINED 1 3,600 FIFTH THIRD BANK COM 316773100 597 9,050 SH DEFINED 1 9,050 FINOVA GROUP INC. COM 317928109 1,006 19,400 SH DEFINED 2 19,400 FINOVA GROUP INC. COM 317928109 280 5,400 SH DEFINED 1 5,400 FIREBIRD REPUBLICA FUND LTD COM 318991965 50 960 SH DEFINED 2 960 FIRST DATA CORP COM 319963104 718 16,800 SH DEFINED 2 16,800 FIRST DATA CORP COM 319963104 705 16,500 SH DEFINED 1 16,500 FIRST HEALTH GROUP CORP COM 320960107 77 4,800 SH DEFINED 1 4,800 FIRST SEC CORP DEL COM 336294103 334 17,300 SH DEFINED 1 17,300 FIRST SENTINEL BANCORP INC COM 33640T103 291 37,000 SH DEFINED 2 37,000 FIRST TENN NATL CORP COM 337162101 568 15,500 SH DEFINED 2 15,500 FIRST TENN NATL CORP COM 337162101 425 11,600 SH DEFINED 1 11,600 FIRST UN CORP COM 337358105 5,889 110,200 SH DEFINED 2 110,200 FIRST UNION CORP COM 337358105 1,927 36,062 SH DEFINED 1 36,062 FIRST VA BKS INC COM 337477103 1,818 39,800 SH DEFINED 2 39,800 FIRST VIRGINIA BANKS COM 337477103 203 4,450 SH DEFINED 1 4,450 FIRST YRS INC COM 337610109 66 4,800 SH DEFINED 2 4,800 FIRSTAR CORPORATION COM 33763V109 725 8,100 SH DEFINED 1 8,100 FIRSTENERGY CORPORATION COM 337932107 255 9,100 SH DEFINED 1 9,100 FISERV INC COM 337738108 1,618 30,250 SH DEFINED 2 30,250 FISERV INC COM 337738108 383 7,150 SH DEFINED 1 7,150 FLASHNET COMMUNICATIONS INC COM 338527104 267 6,500 SH DEFINED 2 6,500 FLEET FINANCIAL GROUP COM 338915101 756 20,100 SH DEFINED 1 20,100 FLEETWOOD CAPITAL TRUST 6% PFD CVT 339072209 2,338 55,000 SH DEFINED 1 55,000 FLEETWOOD ENTERPRISES COM 339099103 46 1,600 SH DEFINED 1 1,600 FLIR SYS INC COM 302445101 65 3,600 SH DEFINED 2 3,600 FLORIDA PROGRESS COM 341109106 317 8,400 SH DEFINED 1 8,400 FLORIDA PROGRESS CORP COM 341109106 468 12,400 SH DEFINED 2 12,400 Page 14 of 41

17 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 FLOWERS INDS INC COM 343496105 148 6,000 SH DEFINED 2 6,000 FLOWERS INDUSTRIES INC COM 343496105 217 8,800 SH DEFINED 1 8,800 FLOWSERVE CORP COM 34354P105 1,503 96,600 SH DEFINED 2 96,600 FLOWSERVE CORPORATION COM 34354P105 40 2,600 SH DEFINED 1 2,600 FLUOR CORP COM 343861100 89 3,300 SH DEFINED 1 3,300 FMC CORP COM 302491303 74 1,500 SH DEFINED 1 1,500 FOMENTO ECONOMICO MEX-SP ADR COM 344419106 433 14,000 SH DEFINED 1 14,000 FOODMAKER INC COM 344839204 217 8,500 SH DEFINED 2 8,500 FORD MOTOR COM 345370100 11,821 208,300 SH DEFINED 2 208,300 FORD MOTOR COM 345370100 2,500 44,100 SH DEFINED 1 44,100 FORE SYSTEMS COM 345449102 689 36,500 SH DEFINED 2 36,500 FORE SYSTEMS INC COM 345449102 191 10,100 SH DEFINED 1 10,100 FOREST LABORATORIES-CLASS A COM 345838106 428 7,600 SH DEFINED 1 7,600 FORT JAMES CORPORATION COM 347471104 247 7,800 SH DEFINED 1 7,800 FORTUNE BRANDS INC COM 349631101 8 200 SH DEFINED 2 200 FORTUNE BRANDS INC COM 349631101 250 6,500 SH DEFINED 1 6,500 FOSTER WHEELER CORP. COM 350244109 21 1,700 SH DEFINED 1 1,700 FOUNDATION HEALTH SYSTEMS - CL A COM 350404109 128 10,490 SH DEFINED 1 10,490 FOX ENTMT GROUP INC COM 35138T107 328 12,100 SH DEFINED 2 12,100 FPL GROUP INC COM 302571104 692 13,000 SH DEFINED 2 13,000 FPL GROUP INC COM 302571104 373 7,000 SH DEFINED 1 7,000 FRANKLIN RES INC COM 354613101 152 5,400 SH DEFINED 2 5,400 FRANKLIN RES INC COM 354613101 264 9,400 SH DEFINED 1 9,400 FREDS INC COM 356108100 83 7,500 SH DEFINED 2 7,500 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 74 6,800 SH DEFINED 1 6,800 FRIEDE GOLDMAN INTL INC COM 358430106 1,808 113,000 SH DEFINED 2 113,000 FRONTIER CORP COM 35906P105 4,145 79,900 SH DEFINED 2 79,900 FRONTIER CORP COM 35906P105 316 6,100 SH DEFINED 1 6,100 FRONTIER INS GROUP INC NEW COM 359081106 318 26,740 SH DEFINED 2 26,740 FRONTIER INS. GRP. COM 359081106 28 1,740 SH DEFINED 1 1,740 FRUIT OF THE LOOM INC. CL A COM 359416104 34 2,800 SH DEFINED 1 2,800 FULLER H B CO COM 359694106 188 3,200 SH DEFINED 2 3,200 FULLER, H.B. COM 359694106 71 1,200 SH DEFINED 1 1,200 FURNITURE BRANDS INTERNATIONAL COM 360921100 104 4,700 SH DEFINED 1 4,700 FURNITURE BRANDS INTL INC COM 360921100 177 8,000 SH DEFINED 2 8,000 G + K SERVICES COM 361268105 876 19,000 SH DEFINED 2 19,000 GABLES RESIDENTIAL TR COM 362418105 368 16,700 SH DEFINED 2 16,700 GALILEO INTL INC COM 363547100 779 16,100 SH DEFINED 2 16,100 GALLAGHER ARTHUR J + CO COM 363576109 129 2,800 SH DEFINED 2 2,800 GALLAHER GROUP PLC COM 363595109 5 200 SH DEFINED 2 200 GANNETT INC COM 364730101 907 14,400 SH DEFINED 2 14,400 GANNETT PUBLISHING COM 364730101 9,332 148,130 SH DEFINED 1 148,130 GAP INC COM 364760108 14,206 211,050 SH DEFINED 2 211,050 GAP INC COM 364760108 11,825 175,675 SH DEFINED 1 175,675 GARTNER GROUP INC NEW COM 366651107 478 21,200 SH DEFINED 2 21,200 Gateway 2000 Inc COM 367833100 391 5,700 SH DEFINED 1 5,700 GATX CORP. COM 361448103 125 3,800 SH DEFINED 1 3,800 GELTEX PHARMACEUTICALS INC COM 368538104 1,055 75,000 SH DEFINED 2 75,000 GENCORP INC COM 368682100 56 3,100 SH DEFINED 1 3,100 GENENTECH INC COM 368710307 612 6,900 SH DEFINED 2 6,900 Gener S.A. - Spons ADR COM 368731105 590 32,125 SH DEFINED 1 32,125 GENERAL ALUMINUM CORP. COM 368768107 985 516,663 SH DEFINED 1 516,663 GENERAL COMMUNICATION INC COM 369385109 254 55,700 SH DEFINED 2 55,700 GENERAL DYNAMICS CORP COM 369550108 1,169 18,200 SH DEFINED 1 18,200 Page 15 of 41

18 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 GENERAL ELEC CO COM 369604103 30,648 277,045 SH DEFINED 2 277,045 GENERAL ELECTRIC COM 369604103 54,361 491,400 SH DEFINED 1 491,400 GENERAL GROWTH PPTYS INC COM 370021107 542 16,700 SH DEFINED 2 16,700 GENERAL GROWTH PPTYS INC COM 370021206 344 15,100 SH DEFINED 2 15,100 GENERAL INSTR CORP DEL COM 370120107 667 22,000 SH DEFINED 2 22,000 GENERAL INSTRUMENT CORP COM 370120107 167 5,500 SH DEFINED 1 5,500 GENERAL MILLS INC COM 370334104 423 5,600 SH DEFINED 1 5,600 GENERAL MOTORS COM 370442105 2,088 24,000 SH DEFINED 1 24,000 GENERAL MOTORS CORP COM 370442105 21,450 246,903 SH DEFINED 2 246,903 GENERAL MTRS CORP COM 370442832 1,261 25,000 SH DEFINED 2 25,000 GENERAL NUTRITION COS COM 37047F103 94 6,700 SH DEFINED 1 6,700 GENERAL NUTRITION COS INC COM 37047F103 82 5,900 SH DEFINED 2 5,900 GENERAL PUBLIC UTILITY COM 36225X100 153 4,100 SH DEFINED 1 4,100 GENERAL RE CORPORATION COM 370997306 971 10,000 SH DEFINED 1 10,000 GENTEX CORP COM 371901109 512 23,800 SH DEFINED 2 23,800 GENUINE PARTS CO COM 372460105 4,327 150,192 SH DEFINED 2 150,192 GENUINE PARTS CO. COM 372460105 193 6,700 SH DEFINED 1 6,700 GENZYME CORP COM 372917104 5,491 108,900 SH DEFINED 2 108,900 GENZYME CORP COM 372917500 0 3 SH DEFINED 2 3 GENZYME CORP COM 372917104 373 7,400 SH DEFINED 1 7,400 GENZYME CORP GENL DIV 5.25% 6/1/05 CVT 372917AE4 577 4,000 SH DEFINED 1 4,000 GEO. HORMEL & CO COM 440452100 232 6,500 SH DEFINED 1 6,500 GEORGIA GULF CORP COM 373200203 34 3,000 SH DEFINED 1 3,000 GEORGIA PAC CORP COM 373298108 5,643 76,000 SH DEFINED 2 76,000 GEORGIA PAC CORP COM 373298702 642 28,600 SH DEFINED 2 28,600 GEORGIA PACIFIC COM 373298108 260 3,500 SH DEFINED 1 3,500 GEORGIA PACIFIC (TIMBER GRP) COM 373298702 191 8,500 SH DEFINED 1 8,500 GERBER CHILDRENSWEAR INC COM 373701101 578 91,500 SH DEFINED 2 91,500 GETTY IMAGES INC COM 374276103 706 33,700 SH DEFINED 2 33,700 GIBSON GREETINGS INC COM 374827103 20 2,800 SH DEFINED 2 2,800 GILAT SATELLITE NETWORKS LTD. COM M51474100 537 9,000 SH DEFINED 2 9,000 GILAT SATELLITE NETWORKS, LTD. COM M51474100 180 3,000 SH DEFINED 1 3,000 GILEAD SCIENCES INC COM 375558103 1,114 24,500 SH DEFINED 2 24,500 GILLETTE CO COM 375766102 2,152 36,200 SH DEFINED 2 36,200 GILLETTE CO COM 375766102 12,714 213,900 SH DEFINED 1 213,900 GKN COM 025830902 75 5,000 SH DEFINED 2 5,000 GLATFELTER P H CO COM 377316104 40 3,600 SH DEFINED 1 3,600 GLAXO PLC COM 37733W105 452 6,750 SH DEFINED 2 6,750 GLENBOROUGH RLTY TR INC COM 37803P105 134 7,900 SH DEFINED 2 7,900 GLIMCHER RLTY TR COM 379302102 66 4,600 SH DEFINED 2 4,600 GLOBAL CROSSING LTD COM G3921A100 162 3,500 SH DEFINED 2 3,500 GLOBAL INDUSTRIES INC COM 379336100 101 10,000 SH DEFINED 2 10,000 GLOBAL MARINE COM 379352404 187 15,900 SH DEFINED 1 15,900 GLOBAL TELESYSTEMS GROUP INC COM 37936U104 207 3,700 SH DEFINED 2 3,700 GLOBALSTAR LP LTD COM G3930H104 522 37,760 SH DEFINED 2 37,760 GOLDEN WEST FINANCIAL CORP. COM 381317106 229 2,400 SH DEFINED 1 2,400 GOLDEN WEST FINL CORP DEL COM 381317106 535 5,600 SH DEFINED 2 5,600 GOODRICH (B.F.) CO COM 382388106 93 2,720 SH DEFINED 1 2,720 GOODYEAR TIRE & RUBBER CO. COM 382550101 289 5,800 SH DEFINED 1 5,800 GOODYEAR TIRE AND RUBBER COM 382550101 4,922 98,818 SH DEFINED 2 98,818 GP FINANCIAL CORP COM 395384100 295 8,500 SH DEFINED 1 8,500 GPU INC COM 36225X100 194 5,200 SH DEFINED 2 5,200 GRACE W.R. (NEW) COM 38388F108 40 3,300 SH DEFINED 1 3,300 GRAINGER (W.W.) INC. COM 384802104 164 3,800 SH DEFINED 1 3,800 Page 16 of 41

19 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 GRANITE CONSTR INC COM 387328107 130 5,550 SH DEFINED 2 5,550 GRANITE CONSTRUCTION INC COM 387328107 56 2,400 SH DEFINED 1 2,400 GREAT ATLANTIC & PACIFIC COM 390064103 39 1,300 SH DEFINED 1 1,300 GREAT ATLANTIC + PAC TEA INC COM 390064103 78 2,600 SH DEFINED 2 2,600 GREAT LAKES CHEMICAL CORP COM 390568103 243 6,600 SH DEFINED 2 6,600 GREAT LAKES CHEMICAL CORP COM 390568103 88 2,400 SH DEFINED 1 2,400 GREATER BAY BANCORP COM 391648102 86 3,000 SH DEFINED 2 3,000 GREENPOINT FINL CORP COM 395384100 695 20,000 SH DEFINED 2 20,000 GRUMA SA DE CV COM 400131306 6 632 SH DEFINED 2 632 Grupo Industrial Maseca SA-ADR COM 400488409 360 29,205 SH DEFINED 1 29,205 Grupo Televisa S.A. GDR (ADR) COM 40049J206 1,126 35,900 SH DEFINED 1 35,900 GRUPO TELEVISION SA DE CV COM 40049J206 245 7,800 SH DEFINED 2 7,800 GST TELECOMMUNICATIONS INC COM 361942105 4,755 435,200 SH DEFINED 2 435,200 GTE CORP. COM 362320103 2,723 45,000 SH DEFINED 2 45,000 GTE CORP. COM 362320103 29,379 485,597 SH DEFINED 1 485,597 GTECH HOLDINGS CORP COM 400518106 93 3,800 SH DEFINED 1 3,800 GTS DURATEK COM 36237J107 1,179 230,000 SH DEFINED 1 230,000 GUCCI GROUP N V COM 401566104 3,144 39,054 SH DEFINED 2 39,054 GUIDANT CORP COM 401698105 666 11,000 SH DEFINED 1 11,000 GULFSTREAM AEROSPACE CORP COM 402734107 286 6,600 SH DEFINED 1 6,600 GULFSTREAM AEROSPACE CORP NEW COM 402734107 542 12,500 SH DEFINED 2 12,500 H & R BLOCK COM 093671105 805 17,000 SH DEFINED 1 17,000 HA LO INDS INC COM 404429102 1,306 106,050 SH DEFINED 2 106,050 HALIBURTON COM 406216101 597 15,500 SH DEFINED 1 15,500 HALLIBURTON CO COM 406216101 5,215 135,445 SH DEFINED 2 135,445 HAMILTON BANCORP INC FLA COM 407013101 1,548 60,000 SH DEFINED 2 60,000 HANNA M A CO COM 410522106 58 4,500 SH DEFINED 1 4,500 HANNAFORD BROS CO COM 410550107 164 3,600 SH DEFINED 1 3,600 HANSON PLC COM 411352404 238 5,400 SH DEFINED 2 5,400 HARCOURT GEN INC COM 41163G101 1,985 44,800 SH DEFINED 2 44,800 HARCOURT GENERAL COM 41163G101 115 2,600 SH DEFINED 1 2,600 HARLEY DAVIDSON INC COM 412822108 803 14,000 SH DEFINED 1 14,000 HARLEYSVILLE GROUP INC COM 412824104 92 4,800 SH DEFINED 2 4,800 HARMAN INTL INDS INC NEW COM 413086109 331 9,000 SH DEFINED 2 9,000 HARNISCHFEGER IND. COM 413345109 10 1,800 SH DEFINED 1 1,800 HARRAH'S ENTERTAINMENT COM 413619107 69 3,600 SH DEFINED 1 3,600 HARRIS CORP COM 413875105 74 2,600 SH DEFINED 1 2,600 HARRIS CORP DEL COM 413875105 263 9,200 SH DEFINED 2 9,200 HARSCO CORP COM 415864107 108 4,300 SH DEFINED 1 4,300 HARTE HANKS INC COM 416196103 576 21,000 SH DEFINED 2 21,000 HARTFORD FINANCIAL SERVICES GROUP, IN COM 416515104 506 8,900 SH DEFINED 1 8,900 HARTFORD FINANCIAL SVCS GRP COM 416515104 1,136 20,000 SH DEFINED 2 20,000 HASBRO INC. COM 418056107 215 7,425 SH DEFINED 1 7,425 HAVERTY FURNITURE COS INC COM 419596101 112 4,400 SH DEFINED 2 4,400 Hawaiian Elec Co $4.25% Cum Pfd Ser CVT 419866207 1 55 SH DEFINED 1 55 Hawaiian Elec Co. $5% Cum Pfd Ser C CVT 419866405 5 300 SH DEFINED 1 300 HAWAIIAN ELECTRIC COM 419870100 95 2,700 SH DEFINED 1 2,700 HCC INS HLDGS INC COM 404132102 156 8,100 SH DEFINED 2 8,100 HCR MANOR CARE COM 404134108 68 3,000 SH DEFINED 1 3,000 HCR MANOR CARE INC COM 404134108 167 7,300 SH DEFINED 2 7,300 HEALTH MANAGEMENT ASSOCIATES INC - A COM 421933102 280 23,000 SH DEFINED 1 23,000 HEALTH MGMT ASSOC COM 421933102 950 77,975 SH DEFINED 2 77,975 HEALTHCARE FINL PARTNERS INC COM 42219W108 1,505 57,600 SH DEFINED 2 57,600 HEALTHSOUTH CORP COM 421924101 89 8,600 SH DEFINED 2 8,600 Page 17 of 41

20 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 HEALTHSOUTH CORPORATION COM 421924101 154 14,800 SH DEFINED 1 14,800 HEARST ARGYLE TELEVISION INC COM 422317107 0 0 SH DEFINED 2 0 HEFTEL BROADCASTING CORP COM 422799106 907 20,900 SH DEFINED 2 20,900 HEICO CORP NEW COM 422806208 2,734 127,900 SH DEFINED 2 127,900 HEILIG-MEYERS COM 422893107 29 5,500 SH DEFINED 1 5,500 HEINZ H J CO COM 423074103 4,136 87,310 SH DEFINED 2 87,310 HEINZ H.J. COM 423074103 644 13,600 SH DEFINED 1 13,600 HELLENIC TELECOMMUN ORGANIZA ADR'S COM 423325307 584 50,000 SH DEFINED 1 50,000 HELLER FINANCIAL INC CVT 423328871 13,688 125,000 SH DEFINED 1 125,000 HELLER FINL INC COM 423328103 494 21,000 SH DEFINED 2 21,000 HELMERICH & PAYNE COM 423452101 43 1,900 SH DEFINED 1 1,900 HELMERICH AND PAYNE INC COM 423452101 191 8,400 SH DEFINED 2 8,400 HENRY JACK + ASSOC INC COM 426281101 66 1,800 SH DEFINED 2 1,800 HENRY SCHEIN INC COM 806407102 1,437 56,900 SH DEFINED 2 56,900 HERCULES INC COM 427056106 96 3,800 SH DEFINED 1 3,800 HERSHEY FOODS CORP COM 427866108 308 5,500 SH DEFINED 1 5,500 HERTZ CORP COM 428040109 11,224 209,800 SH DEFINED 2 209,800 HEWLETT PACKARD CO COM 428236103 12,993 191,600 SH DEFINED 2 191,600 HEWLETT-PACKARD COMPANY COM 428236103 2,597 38,300 SH DEFINED 1 38,300 HIBERNIA CORP COM 428656102 683 52,000 SH DEFINED 2 52,000 HIBERNIA CORP COM 428656102 189 14,300 SH DEFINED 1 14,300 HIGHWOODS PROPERTIES INC COM 431284108 2,828 120,000 SH DEFINED 1 120,000 HILLENBRAND INDUSTRIES COM 431573104 268 5,800 SH DEFINED 1 5,800 HILLSBOROUGH COMPANIES COM 431992106 13 2,571 SH DEFINED 1 2,571 HILTON HOTELS COM 432848109 132 9,400 SH DEFINED 1 9,400 HILTON HOTELS CORP 5.0% 05/15/06 CVT 432848AL3 234 2,500 SH DEFINED 1 2,500 HOLLYWOOD ENTMT CORP COM 436141105 302 16,200 SH DEFINED 2 16,200 HOLOPHANE CORP COM 43645B106 264 12,000 SH DEFINED 2 12,000 HOME DEPOT COM 437076102 23,456 376,800 SH DEFINED 1 376,800 HOME DEPOT INC COM 437076102 28,375 455,814 SH DEFINED 2 455,814 HOME PPTYS N Y INC COM 437306103 296 12,800 SH DEFINED 2 12,800 HOMEBASE INC 5.25% 11/1/04 CVT 43738EAA6 212 3,000 SH DEFINED 1 3,000 HOMESTAKE MINING COM 437614100 65 7,500 SH DEFINED 1 7,500 HON INDS INC COM 438092108 325 14,800 SH DEFINED 2 14,800 HON INDS INC COM 438092108 114 5,200 SH DEFINED 1 5,200 HONEYWELL COM 438506107 341 4,500 SH DEFINED 1 4,500 HONEYWELL INC COM 438506107 1,137 15,000 SH DEFINED 2 15,000 HORACE MANN EDUCATORS CORP COM 440327104 1,683 72,600 SH DEFINED 1 72,600 HOST MARRIOTT CORP (REIT) COM 44107P104 400 35,967 SH DEFINED 1 35,967 HOST MARRIOTT CORP NEW COM 44107P104 468 42,100 SH DEFINED 2 42,100 HOST MARRIOTT SERVICES CORP COM 440914109 45 6,617 SH DEFINED 1 6,617 HOUGHTON MIFFLIN CO COM 441560109 502 10,700 SH DEFINED 2 10,700 HOUGHTON MIFFLIN CO COM 441560109 127 2,700 SH DEFINED 1 2,700 HOUSEHOLD INT'L COM 441815107 798 17,486 SH DEFINED 1 17,486 HOUSEHOLD INTL INC COM 441815107 5,448 119,400 SH DEFINED 2 119,400 HSB GROUP INC COM 40428N109 13,421 361,500 SH DEFINED 1 361,500 HUANENG POWER INTL INC COM 443304100 40 4,000 SH DEFINED 2 4,000 HUBBELL INC. Class B COM 443510201 228 5,700 SH DEFINED 1 5,700 HUBCO INC COM 404382103 419 12,510 SH DEFINED 2 12,510 HUGHES SUPPLY INC COM 444482103 96 4,200 SH DEFINED 2 4,200 HUMANA CORP COM 444859102 105 6,100 SH DEFINED 1 6,100 HUNT (JB) TRANSPRT SVCS INC COM 445658107 71 3,400 SH DEFINED 1 3,400 HUNTINGTON BANCSHARES COM 446150104 237 7,670 SH DEFINED 1 7,670 HUSSMANN INTL INC COM 448110106 84 5,700 SH DEFINED 2 5,700 Page 18 of 41

21 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 HYPERCOM CORP COM 44913M105 217 34,000 SH DEFINED 2 34,000 HYPERION SOLUTIONS CORP COM 44914M104 77 5,280 SH DEFINED 2 5,280 I B M COM 459200101 848 4,785 SH DEFINED 2 4,785 IBERDROLA SA COM 442464004 165 11,120 SH DEFINED 2 11,120 IBP INC. COM 449223106 153 8,200 SH DEFINED 1 8,200 ICG COMMUNICATIONS INC COM 449246107 755 37,800 SH DEFINED 2 37,800 ICN PHARMACEUTICALS INC COM 448924100 176 7,000 SH DEFINED 1 7,000 IDACORP INC COM 451107106 226 7,700 SH DEFINED 2 7,700 IDACORP INC COM 451107106 97 3,300 SH DEFINED 1 3,300 IKON OFFICE SOLUTIONS INC COM 451713101 60 4,700 SH DEFINED 1 4,700 ILLINOIS TOOL WORKS COM 452308109 557 9,000 SH DEFINED 1 9,000 ILLINOVA CORP COM 452317100 311 14,700 SH DEFINED 2 14,700 ILLINOVA CORP COM 452317100 138 6,500 SH DEFINED 1 6,500 IMATION CORPORATION COM 45245A107 61 3,700 SH DEFINED 1 3,700 IMAX CORP COM 45245E109 282 14,400 SH DEFINED 2 14,400 IMC GLOBAL INC COM 449669100 204 10,000 SH DEFINED 2 10,000 IMC GLOBAL INC. COM 449669100 215 10,500 SH DEFINED 1 10,500 IMPERIAL BANCORP COM 452556103 343 20,000 SH DEFINED 2 20,000 IMS HEALTH INC COM 449934108 3,119 94,160 SH DEFINED 2 94,160 IMS HEALTH INC. COM 449934108 411 12,400 SH DEFINED 1 12,400 INA(IST NAZ ASS) COM 453493900 242 80,000 SH DEFINED 2 80,000 INACOM CORP COM 45323G109 22 2,800 SH DEFINED 2 2,800 INCO LTD COM 453258402 80 6,000 SH DEFINED 1 6,000 INDIANA ENERGY INC COM 454707100 50 2,666 SH DEFINED 1 2,666 INFINITY BROADCASTING CORP NEW COM 45662S102 749 29,100 SH DEFINED 2 29,100 INFORMATION RES INC COM 456905108 15 2,400 SH DEFINED 1 2,400 INFORMIX CORP COM 456779107 117 15,800 SH DEFINED 1 15,800 INFOSEEK CORP COM 45678M107 3,839 51,900 SH DEFINED 2 51,900 INGERSOLL-RAND COM 456866102 315 6,350 SH DEFINED 1 6,350 INGERSOLL-RAND CO 6.75% PFD CVT 456867209 4,798 190,000 SH DEFINED 1 190,000 INKTOMI CORP COM 457277101 5,948 69,460 SH DEFINED 2 69,460 INSIGHT ENTERPRISES INC COM 45765U103 639 25,700 SH DEFINED 2 25,700 INSURANCE AUTO AUCTIONS COM 457875102 1,213 100,000 SH DEFINED 1 100,000 INTEGRATED DEVICE TECH INC COM 458118106 36 6,700 SH DEFINED 1 6,700 INTEL CORP COM 458140100 18,515 155,500 SH DEFINED 2 155,500 INTEL CORP COM 458140100 31,882 268,200 SH DEFINED 1 268,200 INTERFACE INC COM 458665106 103 11,000 SH DEFINED 2 11,000 INTERIM SVCS INC COM 45868P100 662 44,100 SH DEFINED 2 44,100 INTERMEDIA COMMUNICATIONS INC COM 458801107 3,166 118,900 SH DEFINED 2 118,900 INTERMET CORP COM 45881K104 79 5,900 SH DEFINED 2 5,900 INTERNATIONAL BUSINESS MACHINES COM 459200101 34,954 197,200 SH DEFINED 1 197,200 INTERNATIONAL BUSINESS MACHS COM 459200101 24,567 138,600 SH DEFINED 2 138,600 INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 162 4,300 SH DEFINED 1 4,300 INTERNATIONAL FLAVOURS COM 459506101 4,245 113,016 SH DEFINED 2 113,016 INTERNATIONAL GAME TECHNOLOGY COM 459902102 139 9,500 SH DEFINED 1 9,500 INTERNATIONAL MULTIFOO COM 460043102 37 1,600 SH DEFINED 1 1,600 INTERNATIONAL MULTIFOODS CORP COM 460043102 84 3,600 SH DEFINED 2 3,600 INTERNATIONAL PAPER COM 460146103 460 10,900 SH DEFINED 1 10,900 INTERNATIONAL PAPER 5.25% PFD CVT 460137300 2,606 55,000 SH DEFINED 1 55,000 INTERNATIONAL PAPER CO COM 460146103 4,793 113,605 SH DEFINED 2 113,605 INTERPUBLIC GROUP COS COM 460690100 413 5,300 SH DEFINED 1 5,300 INTERPUBLIC GROUP COS INC COM 460690100 1,931 24,800 SH DEFINED 2 24,800 INTERSTATE BAKERIES CORP COM 46072H108 173 8,000 SH DEFINED 2 8,000 INTERSTATE BAKERIES CORP COM 46072H108 134 6,200 SH DEFINED 1 6,200 Page 19 of 41

22 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 INTERSTATE ENERGY CORP COM 460845100 170 6,400 SH DEFINED 1 6,400 INTESYS SERIES A PREFFERED COM 46114N204 33 334 SH DEFINED 1 334 INTESYS TECHNOLOGIES, INC. WARRANTS COM 46114N113 300 1,046 SH DEFINED 1 1,046 INTRAWARE INC COM 46118M103 200 5,000 SH DEFINED 2 5,000 INTUIT COM 461202103 1,025 10,080 SH DEFINED 2 10,080 INTUIT INCORPORATION COM 461202103 529 5,200 SH DEFINED 1 5,200 INVITROGEN CORP COM 46185R100 1,893 147,000 SH DEFINED 2 147,000 IONICS INC COM 462218108 609 20,200 SH DEFINED 2 20,200 IPALCO ENTERPRISES INC COM 462613100 167 7,600 SH DEFINED 1 7,600 IPC HOLDINGS LTD COM G4933P101 278 14,000 SH DEFINED 2 14,000 IPC HOLDINGS LTDS COM G4933P101 121,238 6,100,000 SH DEFINED 1 6,100,000 IRON AGE SECURITIES COMMON STOCK COM 462994104 1,190 3,273 SH DEFINED 1 3,273 IRON AGE SECURITIES WARRANT COM 462994112 33 1 SH DEFINED 1 1 IRON MOUNTAIN INC. COM 46284P104 1,222 39,111 SH DEFINED 1 39,111 IRT PPTY CO COM 450058102 353 40,000 SH DEFINED 2 40,000 ISS GROUP INC COM 450306105 585 7,300 SH DEFINED 2 7,300 ITALGAS(SOC ITAL) COM 446820003 39 8,000 SH DEFINED 2 8,000 ITT EDL SVCS INC COM 45068B109 2,780 74,000 SH DEFINED 2 74,000 ITT INDUSTRIES COM 450911102 134 3,800 SH DEFINED 1 3,800 IVAX CORP COM 465823102 124 10,500 SH DEFINED 1 10,500 IVILLAGE INC COM 46588H105 291 2,900 SH DEFINED 2 2,900 J.C. PENNEY & CO. COM 708160106 531 13,100 SH DEFINED 1 13,100 JACOBS ENGR GROUP INC COM 469814107 91 2,300 SH DEFINED 1 2,300 JACOR COMMUNICATIONS INC COM 469858401 3,260 42,900 SH DEFINED 2 42,900 JDN RLTY CORP COM 465917102 121 6,100 SH DEFINED 2 6,100 JEFFERSON PILOT COM 475070108 325 4,800 SH DEFINED 1 4,800 JERONIMO MARTINS SGPS COM 447723008 163 4,566 SH DEFINED 2 4,566 JLG INDS INC COM 466210101 226 16,600 SH DEFINED 2 16,600 JOHNSON & JOHNSON COM 478160104 16,972 181,165 SH DEFINED 2 181,165 JOHNSON & JOHNSON COM 478160104 34,369 367,580 SH DEFINED 1 367,580 JOHNSON CONTROLS INC COM 478366107 212 3,400 SH DEFINED 1 3,400 JONES APPAREL GROUP IN COM 480074103 263 9,400 SH DEFINED 1 9,400 JONES APPAREL GROUP INC COM 480074103 617 22,100 SH DEFINED 2 22,100 JONES INTERCABLE INC COM 480206200 1,138 28,900 SH DEFINED 2 28,900 JONES LANG LASALLE INC COM 48020Q107 543 18,100 SH DEFINED 2 18,100 JOSTENS COM 481088102 23 1,100 SH DEFINED 1 1,100 JOSTENS INC COM 481088102 425 20,000 SH DEFINED 2 20,000 JUST FOR FEET INC COM 48213P106 313 25,000 SH DEFINED 2 25,000 K MART COM 482584109 296 17,600 SH DEFINED 1 17,600 K MART CORP COM 482584109 398 23,700 SH DEFINED 2 23,700 K2 INC COM 482732104 65 8,200 SH DEFINED 2 8,200 KANSAS CITY PWR & LT C COM 485134100 133 5,400 SH DEFINED 1 5,400 KANSAS CITY SOUTHN IND COM 485170104 570 10,000 SH DEFINED 1 10,000 KAUFMAN & BROAD HOME CORP. COM 486168107 45 2,000 SH DEFINED 1 2,000 KAUFMAN + BROAD HOME CORP COM 486168107 47 2,100 SH DEFINED 2 2,100 KAYDON CORP COM 486587108 130 4,500 SH DEFINED 2 4,500 KAYDON CORP. COM 486587108 81 2,800 SH DEFINED 1 2,800 KBC BANKVERZEKERIN NPV COM 449774009 433 6,480 SH DEFINED 2 6,480 KEANE INC COM 486665102 119 5,600 SH DEFINED 1 5,600 KEEBLER FOODS CO COM 487256109 548 15,000 SH DEFINED 2 15,000 KELLOGG COM 487836108 544 16,100 SH DEFINED 1 16,100 KELLOGG CO COM 487836108 4,920 145,517 SH DEFINED 2 145,517 KELLSTROM INDS INC COM 488035106 71 4,500 SH DEFINED 2 4,500 KELLWOOD CO COM 488044108 119 5,400 SH DEFINED 2 5,400 Page 20 of 41

23 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 KELLY SERVICES CI'A' COM 488152208 89 3,200 SH DEFINED 1 3,200 KEMET CORP COM 488360108 162 14,200 SH DEFINED 2 14,200 KENNAMETAL INC COM 489170100 42 2,400 SH DEFINED 1 2,400 KERR MCGEE CORP COM 492386107 104 3,165 SH DEFINED 1 3,165 KEYCORP COM 493267108 524 17,300 SH DEFINED 1 17,300 KEYSPAN ENERGY CORP. COM 49337K106 324 12,900 SH DEFINED 1 12,900 KEYSTONE FINANCIAL INC COM 493482103 142 4,400 SH DEFINED 1 4,400 KILROY REALTY CORP COM 49427F108 3,075 150,000 SH DEFINED 1 150,000 KILROY RLTY CORP COM 49427F108 123 6,000 SH DEFINED 2 6,000 KIMBALL INTL INC COM 494274103 74 5,000 SH DEFINED 2 5,000 KIMBERLY CLARK CORP COM 494368103 259 5,400 SH DEFINED 2 5,400 KIMBERLY CLARK MEX COM 249191008 47 12,526 SH DEFINED 2 12,526 KIMBERLY-CLARK CORP COM 494368103 1,160 24,200 SH DEFINED 1 24,200 KIMCO REALTY COM 49446R109 32,877 891,575 SH DEFINED 1 891,575 KIMCO RLTY CORP COM 49446R109 15 400 SH DEFINED 2 400 KING WORLD PRODUCTIONS COM 495667107 70 2,300 SH DEFINED 1 2,300 KLA TENCOR CORP COM 482480100 481 9,900 SH DEFINED 2 9,900 KLA-TENCOR CORP COM 482480100 155 3,200 SH DEFINED 1 3,200 KLM ROYAL DUTCH AIRLS COM 482516101 389 14,000 SH DEFINED 2 14,000 KMART FINANCING 7.75% PFD CVT 498778208 3,630 60,000 SH DEFINED 1 60,000 KN ENERGY INC. COM 482620101 114 5,700 SH DEFINED 1 5,700 KNIGHT RIDDER INC. COM 499040103 170 3,400 SH DEFINED 1 3,400 KNIGHT TRIMARK GROUP COM 499067106 670 10,000 SH DEFINED 2 10,000 KNIGHTSBRIDGE TANKERS LTD COM G5299G106 540 32,000 SH DEFINED 2 32,000 KOGER EQUITY INC COM 500228101 47 3,500 SH DEFINED 2 3,500 KOHLS CORPORATION COM 500255104 411 5,800 SH DEFINED 1 5,800 KOMAG INC COM 500453105 157 35,800 SH DEFINED 2 35,800 KOREA ELEC POWER CORP-SP ADR COM 500631106 1,908 104,500 SH DEFINED 1 104,500 KOREA ELEC PWR CORP COM 500631106 136 10,700 SH DEFINED 2 10,700 KRAUSES FURNITURE INC COM 500760202 314 173,100 SH DEFINED 2 173,100 KROGER CO. COM 501044101 581 9,700 SH DEFINED 1 9,700 KROLL O GARA CO COM 501050108 4,646 171,800 SH DEFINED 2 171,800 KROLL-O'GARA COMPANY COM 501050108 39,174 1,444,212 SH DEFINED 1 1,444,212 L OREAL COM 453478000 101 160 SH DEFINED 2 160 LA Z BOY INC COM 505336107 131 6,900 SH DEFINED 2 6,900 LAB HLDGS INC COM 505353102 527 31,700 SH DEFINED 2 31,700 LABONE INC COM 50540E101 37 3,500 SH DEFINED 2 3,500 LACLEDE GAS CO COM 505588103 559 26,700 SH DEFINED 2 26,700 LAFARGE COM 450270004 67 742 SH DEFINED 2 742 LAIDLAW INC. COM 50730K503 69 11,900 SH DEFINED 1 11,900 LAMONTS APPAREL INC COM 513628404 13 34,222 SH DEFINED 1 34,222 LANCASTER COLONY CORP COM 513847103 797 30,000 SH DEFINED 2 30,000 LANCASTER COLONY CORP COM 513847103 100 3,750 SH DEFINED 1 3,750 LANCE INC COM 514606102 1,113 70,100 SH DEFINED 2 70,100 LANCE INC COM 514606102 267 16,400 SH DEFINED 1 16,400 LANDAMERICA FINL GROUP INC COM 514936103 17 600 SH DEFINED 2 600 LANDRYS SEAFOOD REST INC COM 51508L103 179 28,000 SH DEFINED 2 28,000 LANDS END INC COM 515086106 100 2,900 SH DEFINED 1 2,900 LAPEYRE COM 451015002 54 840 SH DEFINED 2 840 LASALLE RE HOLDINGS LTD COM G5383Q101 881 30,000 SH DEFINED 1 30,000 LASON HLDGS INC COM 51808R107 528 9,400 SH DEFINED 2 9,400 LAS VEGAS ENTMT. NETWORK COM 517669305 108 90,629 SH SOLE 90,629 LATTICE SEMICONDUCTOR CORP COM 518415104 632 13,900 SH DEFINED 2 13,900 LAUDER ESTEE COS INC COM 518439104 567 6,000 SH DEFINED 2 6,000 Page 21 of 41

24 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 LAWTER INTERNATIONAL INC COM 520786104 20 2,800 SH DEFINED 1 2,800 LEAR CORP COM 521865105 867 20,300 SH DEFINED 2 20,300 LEAR CORPORATION COM 521865105 248 5,800 SH DEFINED 1 5,800 LEARNING CO INC COM 522008101 458 15,800 SH DEFINED 2 15,800 LEE ENTERPRISES INC COM 523768109 104 3,600 SH DEFINED 1 3,600 LEGATO SYSTEMS INC COM 524651106 3,392 65,800 SH DEFINED 2 65,800 LEGATO SYSTEMS INC COM 524651106 176 3,400 SH DEFINED 1 3,400 LEGGETT & PLATT INC. COM 524660107 360 18,000 SH DEFINED 1 18,000 LEHMAN BROTHERS HLDGS INC COM 524908100 896 15,000 SH DEFINED 2 15,000 LEHMAN BROTHERS HOLDING INC COM 524908100 239 4,000 SH DEFINED 1 4,000 LEHMAN BROTHERS HOLDINGS PFD CVT 524908886 17,600 400,000 SH DEFINED 1 400,000 LEINER HEALTH PRODUCTS INC. NEW COM 525367108 364 3,640 SH DEFINED 1 3,640 LEINER HEALTH PRODUCTS INC. WARRANTS COM 525996112 43 8,925 SH DEFINED 1 8,925 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3,713 50,990 SH DEFINED 2 50,990 LEVEL 8 SYSTEMS COM 52729M102 110 13,912 SH DEFINED 1 13,912 LEXMARK INTL GROUP - CL A COM 529771107 682 6,100 SH DEFINED 1 6,100 LG&E ENERGY CORP COM 501917108 248 11,900 SH DEFINED 1 11,900 LIBBEY INC COM 529898108 90 2,900 SH DEFINED 2 2,900 LIBERTY FINANCIAL COMPANIES COM 530512102 628 25,000 SH DEFINED 1 25,000 LIBERTY PROPERTY COM 531172104 66 3,200 SH DEFINED 2 3,200 LIFE FINL CORP COM 53184P101 25 8,000 SH DEFINED 2 8,000 LILLY ELI + CO COM 532457108 5,346 62,990 SH DEFINED 2 62,990 LILLY, ELI AND COMPANY COM 532457108 12,748 150,200 SH DEFINED 1 150,200 LIMITED INC COM 532716107 424 10,700 SH DEFINED 2 10,700 LIMITED INC COM 532716107 372 9,400 SH DEFINED 1 9,400 LINCARE HLDGS INC COM 532791100 1,313 46,800 SH DEFINED 2 46,800 LINCARE HOLDINGS INC COM 532791100 141 5,000 SH DEFINED 1 5,000 LINCOLN NATIONAL CORP. COM 534187109 475 4,800 SH DEFINED 1 4,800 LINEAR TECHNOLOGY CORP COM 535678106 1,040 20,270 SH DEFINED 2 20,270 LINEAR TECHNOLOGY CORP COM 535678106 666 13,000 SH DEFINED 1 13,000 LITTELFUSE INC COM 537008104 551 30,000 SH DEFINED 2 30,000 LITTON INDS INC COM 538021106 238 4,100 SH DEFINED 1 4,100 LIZ CLAIBORNE INC COM 539320101 85 2,600 SH DEFINED 1 2,600 LOCKHEED MARTIN CORP COM 539830109 328 8,700 SH DEFINED 2 8,700 LOCKHEED MARTIN CORP COM 539830109 849 22,500 SH DEFINED 1 22,500 LOEWS CORP. COM 540424108 358 4,800 SH DEFINED 1 4,800 LO-JACK CORPORATION COM 539451104 1,845 240,000 SH DEFINED 1 240,000 LONE STAR INDS INC COM 542290408 217 7,000 SH DEFINED 2 7,000 LONE STAR STEAKHOUSE + SALOON COM 542307103 71 6,900 SH DEFINED 2 6,900 LONE STAR STEAKHOUSE S COM 542307103 36 3,500 SH DEFINED 1 3,500 LONGS DRUG STORES INC COM 543162101 33 1,100 SH DEFINED 1 1,100 LONGVIEW FIBRE COM 543213102 52 4,500 SH DEFINED 1 4,500 LORAL SPACE + COMMUNICATIONS COM G56462107 884 61,200 SH DEFINED 2 61,200 LOUISIANA PACIFIC COM 546347105 76 4,100 SH DEFINED 1 4,100 LOWE'S COMPANIES COM 548661107 750 12,400 SH DEFINED 1 12,400 LSI LOGIC CORP COM 502161102 153 4,900 SH DEFINED 1 4,900 LUBRIZOL CORP COM 549271104 450 20,000 SH DEFINED 2 20,000 LUBRIZOL CORP. COM 549271104 117 5,200 SH DEFINED 1 5,200 LUBYS CAFETERIAS INC COM 549282101 386 22,900 SH DEFINED 2 22,900 LUCENT TECHNOLOGIES COM 549463107 20,463 199,186 SH DEFINED 2 199,186 LUCENT TECHNOLOGIES COM 549463107 23,384 216,516 SH DEFINED 1 216,516 LYCOS INC COM 550818108 1,489 17,300 SH DEFINED 2 17,300 LYONDELL CHEMICAL COMPANY COM 552078107 94 6,900 SH DEFINED 1 6,900 MAC GRAY CORP COM 554153106 891 97,000 SH DEFINED 2 97,000 Page 22 of 41

25 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 MACK CA RLTY CORP COM 554489104 235 8,000 SH DEFINED 2 8,000 MACROMEDIA INC COM 556100105 2,315 51,100 SH DEFINED 2 51,100 Madeco SA-ADR COM 556304103 36 4,000 SH DEFINED 1 4,000 MAGELLAN HEALTH SVCS INC COM 559079108 36 8,700 SH DEFINED 2 8,700 MAGNA INTL. 4.875% 2/15/05 CVT 559222AF1 300 3,000 SH DEFINED 1 3,000 MAGNETEK INC COM 559424106 84 10,000 SH DEFINED 2 10,000 MAGNETEK INC COM 559424106 18 2,200 SH DEFINED 1 2,200 MAHANAGAR TELE NIGAM-GDR COM 559778204 429 51,500 SH DEFINED 1 51,500 MAHANAGAR TELEP NI COM 559778204 21 2,000 SH DEFINED 2 2,000 MALLINCKRODT GROUP INC COM 561232109 75 2,800 SH DEFINED 1 2,800 MALLINCKRODT INC NEW COM 561232109 29 1,100 SH DEFINED 2 1,100 MANNESMANN AG COM 546095902 1,092 8,540 SH DEFINED 2 8,540 MANPOWER INC COM 56418H100 164 7,000 SH DEFINED 1 7,000 MANPOWER INC WIS COM 56418H100 281 12,000 SH DEFINED 2 12,000 MANUFACTURED HOME CMNTYS INC COM 564682102 401 16,700 SH DEFINED 2 16,700 MANUFACTURED HOME COMMUNITIES COM 564682102 4,320 180,000 SH DEFINED 1 180,000 MARINE DRILLING COS INC COM 568240204 385 35,000 SH DEFINED 2 35,000 MARK IV INDS INC COM 570387100 179 13,700 SH DEFINED 2 13,700 MARK IV INDS INC COM 570387100 60 4,600 SH DEFINED 1 4,600 MARKETWATCH COM INC COM 570619106 37 500 SH DEFINED 2 500 MARRIOTT INTERNATIONAL-CL A COM 571903202 2,538 75,476 SH DEFINED 1 75,476 MARRIOTT INTL INC NEW COM 571903202 1,150 34,200 SH DEFINED 2 34,200 MARSH & MC LENNAN COM 571748102 16,543 222,800 SH DEFINED 1 222,800 MARSH + MCLENNAN COS INC COM 571748102 163 2,200 SH DEFINED 2 2,200 MARSHALL & ILSLY CORP COM 571834100 493 8,900 SH DEFINED 1 8,900 MARTIN MARIETTA MATERIALS INC COM 573284106 228 4,000 SH DEFINED 1 4,000 MARTIN MARIETTA MATLS INC COM 573284106 3,258 57,100 SH DEFINED 2 57,100 MASCO CORP COM 574599106 2,011 71,200 SH DEFINED 2 71,200 MASCO CORP COM 574599106 345 12,200 SH DEFINED 1 12,200 Masisa SA-ADR COM 574799102 183 23,600 SH DEFINED 1 23,600 MATAV RT-SPONSORED ADR COM 559776109 256 9,625 SH DEFINED 1 9,625 MATTEL INC COM 577081102 2,128 85,513 SH DEFINED 2 85,513 MATTEL INC. COM 577081102 258 10,350 SH DEFINED 1 10,350 MAXIM INTEGRATED PRODS COM 57772K101 650 12,000 SH DEFINED 1 12,000 MAXIM INTEGRATED PRODS INC COM 57772K101 1,341 24,800 SH DEFINED 2 24,800 MAXXAM INC COM 577913106 40 800 SH DEFINED 1 800 MAXXIM MED INC COM 57777G105 68 3,600 SH DEFINED 2 3,600 MAY DEPARTMENT STORES COM 577778103 974 24,900 SH DEFINED 1 24,900 MAY DEPT STORES CO COM 577778103 5,119 130,848 SH DEFINED 2 130,848 MAYTAG CO. COM 578592107 217 3,600 SH DEFINED 1 3,600 MAYTAG CORP COM 578592107 12 200 SH DEFINED 2 200 MBIA INC COM 55262C100 70 1,200 SH DEFINED 2 1,200 MBIA INC. COM 55262C100 191 3,300 SH DEFINED 1 3,300 MBNA CORP COM 55262L100 511 21,400 SH DEFINED 2 21,400 MBNA CORP COM 55262L100 658 27,540 SH DEFINED 1 27,540 MC DONALDS CORP. COM 580135101 13,938 307,600 SH DEFINED 1 307,600 McCORMICK & CO. COM 579780206 197 6,800 SH DEFINED 1 6,800 MCDERMOTT INTERNATIONAL COM 580037109 51 2,000 SH DEFINED 1 2,000 MCDERMOTT INTL INC COM 580037109 749 29,600 SH DEFINED 2 29,600 MCDONALDS CORP COM 580135101 10,109 223,100 SH DEFINED 2 223,100 MCGRAW HILL CORP COM 580645109 1,591 29,200 SH DEFINED 1 29,200 MCI WORLDCOM COM 552688106 36,956 417,420 SH DEFINED 2 417,420 MCI WORLDCOM INC COM 55268B106 3,985 45,000 SH DEFINED 2 45,000 MCI WORLDCOM INC COM 55268B106 16,424 185,449 SH DEFINED 1 185,449 Page 23 of 41

26 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 MCKESSON HBOC INC COM 58155Q103 6,322 95,790 SH DEFINED 2 95,790 MCKESSON HBOC INC COM 58155Q103 644 9,762 SH DEFINED 1 9,762 MCN ENERGY GROUP INC. COM 55267J100 116 7,200 SH DEFINED 1 7,200 MDU RES GROUP INC COM 552690109 48 2,100 SH DEFINED 2 2,100 MEAD CORP COM 582834107 120 3,900 SH DEFINED 1 3,900 MEDIA GEN INC COM 584404107 112 2,400 SH DEFINED 1 2,400 MEDIAONE GROUP INC COM 58440J104 9,366 147,500 SH DEFINED 2 147,500 MEDIAONE GROUP INC COM 58440J104 1,370 21,600 SH DEFINED 1 21,600 MEDIAONE GROUP INC 6.25% PFD CVT 58440J401 6,206 75,000 SH DEFINED 1 75,000 MEDICIS PHARMACEUTICAL CORP COM 584690309 300 10,000 SH DEFINED 2 10,000 MEDIMMUNE INC COM 584699102 6,804 114,950 SH DEFINED 2 114,950 MEDIMMUNE INC COM 584699102 10,672 180,303 SH DEFINED 1 180,303 MEDIOLANUM COM 553519901 1,989 74,680 SH DEFINED 2 74,680 MEDQUIST INC COM 584949101 300 10,000 SH DEFINED 2 10,000 MEDTRONIC INC COM 585055106 1,830 25,500 SH DEFINED 2 25,500 MEDTRONIC INC. COM 585055106 1,538 21,400 SH DEFINED 1 21,400 MELLON BANK CORP COM 585509102 732 10,400 SH DEFINED 1 10,400 MELLON BK CORP COM 585509102 5,982 85,000 SH DEFINED 2 85,000 MENTOR GRAPHICS COM 587200106 76 5,600 SH DEFINED 1 5,600 MERCANTILE BANCORPORAT COM 587342106 238 5,000 SH DEFINED 1 5,000 MERCANTILE BANCORPORATION INC COM 587342106 2,294 48,300 SH DEFINED 2 48,300 MERCANTILE BANKSHARES CORP COM 587405101 734 20,100 SH DEFINED 2 20,100 MERCANTILE BANKSHARES CORP COM 587405101 916 24,750 SH DEFINED 1 24,750 MERCK & CO INC COM 589331107 17,311 215,900 SH DEFINED 2 215,900 MERCK & CO. COM 589331107 27,630 344,840 SH DEFINED 1 344,840 MEREDITH CORP COM 589433101 57 1,800 SH DEFINED 1 1,800 MERITOR AUTOMOTIVE INC COM 59000G100 88 5,699 SH DEFINED 1 5,699 MERRILL LYNCH & CO. COM 590188108 1,168 13,200 SH DEFINED 1 13,200 MERRILL LYNCH + CO INC COM 590188108 7,597 85,900 SH DEFINED 2 85,900 MESABA HLDGS INC COM 59066B102 265 20,000 SH DEFINED 2 20,000 META GROUP INC COM 591002100 673 43,800 SH DEFINED 2 43,800 METHODE ELECTRS INC COM 591520200 231 21,000 SH DEFINED 2 21,000 METRIS COS INC COM 591598107 143 3,601 SH DEFINED 2 3,601 METRO AG COM 504141904 382 6,100 SH DEFINED 2 6,100 METROCALL COM 591647102 121 40,000 SH SOLE 40,000 METTLER-TOLEDO INTERNATIONAL COM 592688105 14,569 588,631 SH DEFINED 1 588,631 METZLER GROUP INC COM 592903108 622 19,900 SH DEFINED 2 19,900 MEYER FRED INC DEL COM 592907109 330 5,600 SH DEFINED 1 5,600 MEYER FRED INC DEL NEW COM 592907109 841 14,280 SH DEFINED 2 14,280 MGI PPTYS COM 552885105 30 1,100 SH DEFINED 2 1,100 MGIC INVESTMENT CORP COM 552848103 158 4,500 SH DEFINED 1 4,500 MGIC INVT CORP WIS COM 552848103 214 6,100 SH DEFINED 2 6,100 MGM GRAND INC COM 552953101 842 25,035 SH DEFINED 2 25,035 MIAMI CRUISELINE SERVICES HOLD I CX B COM 593993108 1,604 3,333 SH DEFINED 1 3,333 MICRO WHSE INC COM 59501B105 48 3,000 SH DEFINED 1 3,000 MICROCHIP TECHNOLOGY INCORPORATED COM 595017104 159 4,600 SH DEFINED 1 4,600 MICROMUSE INC COM 595094103 4,393 95,500 SH DEFINED 2 95,500 MICRON TECHNOLOGY INC COM 595112103 241 5,000 SH DEFINED 2 5,000 MICRON TECHNOLOGY INC COM 595112103 361 7,500 SH DEFINED 1 7,500 MICROSOFT COM 594918104 63,548 709,040 SH DEFINED 1 709,040 MICROSOFT CORP COM 594918104 61,538 686,882 SH DEFINED 2 686,882 MIDAMERICAN ENERGY HOLDINGS CO COM 59562V107 143 5,100 SH DEFINED 1 5,100 MIDWEST EXPRESS HLDGS INC COM 597911106 97 3,300 SH DEFINED 2 3,300 MILACRON INC COM 598709103 33 2,100 SH DEFINED 2 2,100 Page 24 of 41

27 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 MILACRON INC COM 598709103 19 1,200 SH DEFINED 1 1,200 MILLENNIUM CHEMICALS INC COM 599903101 225 11,300 SH DEFINED 2 11,300 MILLENNIUM PHARMACEUTICALS COM 599902103 625 20,000 SH DEFINED 2 20,000 MILLER HERMAN COM 600544100 133 7,300 SH DEFINED 1 7,300 MILLER HERMAN INC COM 600544100 471 26,100 SH DEFINED 2 26,100 MILLIPORE CORP COM 601073109 39 1,600 SH DEFINED 1 1,600 MILLS COPORATION COM 601148109 2,691 150,000 SH DEFINED 1 150,000 MINAS BUENAVENTURA-SPON ADR COM 204448104 66 5,000 SH DEFINED 1 5,000 MINDSPRING ENTERPRISES INC COM 602683104 568 6,600 SH DEFINED 2 6,600 MINERALS TECHNOLOGIES INC COM 603158106 912 19,000 SH DEFINED 2 19,000 MINERALS TECHNOLOGIES INC COM 603158106 96 2,000 SH DEFINED 1 2,000 MINNESOTA MINING & MFG. COM 604059105 1,104 15,600 SH DEFINED 1 15,600 MINNESOTA MNG + MFG CO COM 604059105 6,576 92,949 SH DEFINED 2 92,949 MINNESOTA POWER, INC COM 604110106 115 5,800 SH DEFINED 1 5,800 MIRAGE RESORTS INC COM 60462E104 744 35,000 SH DEFINED 2 35,000 MIRAGE RESORTS INC COM 60462E104 128 6,000 SH DEFINED 1 6,000 MITCHELL ENERGY + DEV CORP COM 606592301 225 18,000 SH DEFINED 2 18,000 MKS INSTRS INC COM 55306N104 401 30,000 SH DEFINED 2 30,000 MOBIL CORP COM 607059102 10,650 121,025 SH DEFINED 2 121,025 MOBIL CORP. COM 607059102 3,485 39,600 SH DEFINED 1 39,600 MODINE MFG CO COM 607828100 70 2,500 SH DEFINED 1 2,500 MODIS PROFESSIONAL SERVICES COM 607830106 92 10,200 SH DEFINED 1 10,200 MOHAWK INDS INC COM 608190104 1,680 56,000 SH DEFINED 2 56,000 MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 158 7,375 SH DEFINED 1 7,375 MOLEX INC COM 608554200 839 32,500 SH DEFINED 2 32,500 MOLEX INC COM 608554101 492 16,737 SH DEFINED 2 16,737 MOLEX INC COM 608554101 402 13,686 SH DEFINED 1 13,686 MONSANTO COMPANY COM 611662107 1,282 27,900 SH DEFINED 1 27,900 MONSANTO COMPANY 6.50% PFD CVT 611662305 2,232 48,000 SH DEFINED 1 48,000 MONTANA POWER CO COM 612085100 353 4,800 SH DEFINED 1 4,800 MONTANA PWR CO COM 612085100 736 10,000 SH DEFINED 2 10,000 MONY GROUP INC COM 615337102 62 2,500 SH DEFINED 2 2,500 MOOG INC COM 615394202 70 2,300 SH DEFINED 2 2,300 MOORE CORP COM 615785102 34 3,400 SH DEFINED 1 3,400 MORGAN J P + CO INC COM 616880100 5,737 46,497 SH DEFINED 2 46,497 MORGAN J.P. COM 616880100 876 7,100 SH DEFINED 1 7,100 MORGAN STANLEY ASIA PAC FD INC COM 61744U106 656 82,000 SH DEFINED 2 82,000 MORGAN STANLEY DEAN WITTER COM 617446448 19,139 191,510 SH DEFINED 2 191,510 MORGAN STANLEY DEAN WITTER & CO COM 617446448 2,143 21,440 SH DEFINED 1 21,440 MORTON INTERNATIONAL INC. COM 619335102 187 5,100 SH DEFINED 1 5,100 MOTOROLA INC COM 620076109 8,440 115,225 SH DEFINED 2 115,225 MOTOROLA INC COM 620076109 1,626 22,200 SH DEFINED 1 22,200 MOVADO GROUP INC COM 624580106 1,304 52,200 SH DEFINED 2 52,200 MSC INDL DIRECT INC COM 553530106 751 44,200 SH DEFINED 2 44,200 MULTEX SYS INC COM 625367107 2,405 38,500 SH DEFINED 2 38,500 MURATA MFG CO COM 661040006 692 13,000 SH DEFINED 2 13,000 MURPHY OIL CORP COM 626717102 266 6,400 SH DEFINED 2 6,400 MURPHY OIL CORP COM 626717102 162 3,900 SH DEFINED 1 3,900 MYLAN LABORATORIES COM 628530107 324 11,800 SH DEFINED 1 11,800 NABISCO HLDGS CORP COM 629526104 1,135 27,300 SH DEFINED 2 27,300 NABORS INDS INC COM 629568106 158 8,700 SH DEFINED 1 8,700 NAC RE CORP COM 628907107 413 7,700 SH DEFINED 2 7,700 NACCO INDUSTRIES -CL A COM 629579103 22 300 SH DEFINED 1 300 NALCO CHEM CO COM 629853102 5,814 218,868 SH DEFINED 2 218,868 Page 25 of 41

28 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 NALCO CHEMICAL CO COM 629853102 64 2,400 SH DEFINED 1 2,400 NALE LABORATORIES WARRANTS COM 629857111 400 26,000 SH DEFINED 1 26,000 NANOGEN INC COM 630075109 185 20,000 SH DEFINED 2 20,000 NANOGEN INC COM 630075109 4,813 500,000 SH DEFINED 1 500,000 NATIONAL AUSTRALIA BK 7.875% PFD CVT 632525309 3,914 125,000 SH DEFINED 1 125,000 NATIONAL BANK OF GREECE GDR'S COM 633643200 286 21,200 SH DEFINED 1 21,200 NATIONAL CITY CORP COM 635405103 976 14,700 SH DEFINED 2 14,700 NATIONAL CITY CORP COM 635405103 810 12,200 SH DEFINED 1 12,200 NATIONAL COMM BANCORP COM 635449101 342 15,000 SH DEFINED 2 15,000 NATIONAL DATA CORP COM 635621105 399 9,500 SH DEFINED 2 9,500 NATIONAL FUEL GAS CO N COM 636180101 130 3,300 SH DEFINED 1 3,300 NATIONAL FUEL GAS CO N J COM 636180101 279 7,100 SH DEFINED 2 7,100 NATIONAL INSTRS CORP COM 636518102 382 13,550 SH DEFINED 2 13,550 NATIONAL PRESTO INDS INC COM 637215104 2,112 59,600 SH DEFINED 2 59,600 NATIONAL SEMICONDUCTOR COM 637640103 51 5,500 SH DEFINED 1 5,500 NATIONAL SERVICE INDS INC COM 637657107 44 1,300 SH DEFINED 1 1,300 NATIONAL SVC INDS INC COM 637657107 4,579 134,438 SH DEFINED 2 134,438 NATSTEEL ELECTRONI COM 607375904 115 42,000 SH DEFINED 2 42,000 NAUTICA ENTERPRISES INC COM 639089101 101 8,900 SH DEFINED 2 8,900 NAVISTAR INTERNATIONAL COM 63934E108 100 2,500 SH DEFINED 1 2,500 NCH CORP. COM 628850109 29 600 SH DEFINED 1 600 NCR CORPORATION COM 62886E108 440 8,800 SH DEFINED 1 8,800 NEC CORP COM 664040003 353 29,300 SH DEFINED 2 29,300 NEOMAGIC CORP COM 640497103 64 6,400 SH DEFINED 2 6,400 NEON SYS INC COM 640509105 553 10,200 SH DEFINED 2 10,200 NETGRAVITY INC COM 641114103 2,852 69,000 SH DEFINED 2 69,000 NETWORK APPLIANCE INC COM 64120L104 4,250 83,900 SH DEFINED 2 83,900 NETWORK EQUIP TECHNOLOGIES COM 641208103 286 32,000 SH DEFINED 2 32,000 NETWORK SOLUTIONS INC DEL COM 64121Q102 3,976 37,600 SH DEFINED 2 37,600 NETWORKS ASSOCIATES INC COM 640938106 347 11,300 SH DEFINED 1 11,300 NETWORKS ASSOCS INC COM 640938106 199 6,500 SH DEFINED 2 6,500 NEVADA POWER CO COM 641423108 104 4,200 SH DEFINED 1 4,200 NEVADA PWR CO COM 641423108 1,015 41,000 SH DEFINED 2 41,000 NEW CENTURY ENERGIES COM 64352U103 140 4,100 SH DEFINED 1 4,100 NEW ENGLAND ELEC SYS COM 644001109 272 5,600 SH DEFINED 1 5,600 NEW JERSEY RES CORP COM 646025106 64 1,800 SH DEFINED 2 1,800 NEW YORK TIMES COM 650111107 211 7,400 SH DEFINED 1 7,400 NEW YORK TIMES CO COM 650111107 46 1,600 SH DEFINED 2 1,600 NEW ZEALAND TEL 5.75% 4/1/03 CVT 07785GAB6 423 4,000 SH DEFINED 1 4,000 NEWCOURT CR GROUP INC COM 650905102 280 10,350 SH DEFINED 2 10,350 NEWELL FINANCIAL TRUST 5.25% PFD CVT 651195208 4,420 80,000 SH DEFINED 1 80,000 NEWELL RUBBERMAID INC COM 651229106 5,742 120,874 SH DEFINED 2 120,874 NEWELL RUBBERMAID INC COM 651229106 654 13,772 SH DEFINED 1 13,772 NEWFIELD EXPL CO COM 651290108 317 14,000 SH DEFINED 2 14,000 NEWMONT MINING CORP COM 651639106 100 5,733 SH DEFINED 1 5,733 NEWPORT NEWS SHIPBUILDING COM 652228107 79 2,500 SH DEFINED 1 2,500 NEWS CORP LTD COM 652487802 1,185 43,100 SH DEFINED 2 43,100 NEWS CORPORATION COM 662075902 56 8,162 SH DEFINED 2 8,162 NEWS CORPORATION COM 688692003 101 13,685 SH DEFINED 2 13,685 NEXTEL COMMUNICATIONS COM 65332V103 363 9,900 SH DEFINED 1 9,900 NEXTLINK COMMUNICATIONS INC COM 65333H707 812 14,500 SH DEFINED 2 14,500 NIAGARA MOHAWK HLDGS INC COM 653520106 2,245 167,100 SH DEFINED 2 167,100 NIAGARA MOHAWK HOLDINGS INC COM 653520106 81 6,000 SH DEFINED 1 6,000 NICOR INC COM 654086107 65 1,800 SH DEFINED 1 1,800 Page 26 of 41

29 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 NIELSEN MEDIA RESH INC COM 653929307 788 31,933 SH DEFINED 2 31,933 NIKE INC CL B COM 654106103 531 9,200 SH DEFINED 2 9,200 NIKE INC. COM 654106103 623 10,800 SH DEFINED 1 10,800 NINE WEST GROUP INC COM 65440D102 77 3,100 SH DEFINED 1 3,100 NIPPON TEL+TEL CP COM 664137007 774 79 SH DEFINED 2 79 NIPSCO INDS 7.75% PFD CVT 629140302 1,515 30,000 SH DEFINED 1 30,000 NIPSCO INDS INC COM 629140104 292 10,800 SH DEFINED 1 10,800 NOBLE AFFILIATES INC COM 654894104 136 4,700 SH DEFINED 1 4,700 NOBLE DRILLING CORP COM 655042109 55 3,200 SH DEFINED 2 3,200 NOBLE DRILLING CORP COM 655042109 196 11,300 SH DEFINED 1 11,300 NOKIA CORP COM 654902204 7,606 51,075 SH DEFINED 2 51,075 NOMURA SECURITIES COM 664310000 199 19,000 SH DEFINED 2 19,000 NORDSON CORP COM 655663102 279 5,000 SH DEFINED 2 5,000 NORDSON CORP COM 655663102 89 1,600 SH DEFINED 1 1,600 NORDSTROM INC. COM 655664100 237 5,800 SH DEFINED 1 5,800 NORFOLK AND SOUTHERN COM 655844108 367 13,900 SH DEFINED 1 13,900 NORFOLK SOUTHN CORP COM 655844108 4,225 160,188 SH DEFINED 2 160,188 NORTH FORK BANCORPORATION COM 659424105 275 13,000 SH DEFINED 1 13,000 NORTH FORK BANCORPORATION INC COM 659424105 1,208 57,200 SH DEFINED 2 57,200 NORTHEAST UTILS COM 664397106 154 11,100 SH DEFINED 1 11,100 NORTHERN STATES POWER - MN COM 665772109 121 5,200 SH DEFINED 1 5,200 NORTHERN TELECOM LTD COM 665815106 1,777 28,600 SH DEFINED 2 28,600 NORTHERN TELECOM LTD COM 665815957 430 6,900 SH DEFINED 2 6,900 NORTHERN TELECOM LTD COM 665815106 23,494 378,180 SH DEFINED 1 378,180 NORTHERN TR CORP COM 665859104 364 4,100 SH DEFINED 1 4,100 NORTHROP GRUMMAN CORP COM 666807102 54 900 SH DEFINED 2 900 NORTHROP GRUMMAN CORP COM 666807102 120 2,000 SH DEFINED 1 2,000 NORTHWAY FINANCIAL INC. COM 667270102 1,362 45,010 SH DEFINED 1 45,010 NORTHWEST NAT GAS CO COM 667655104 893 40,800 SH DEFINED 2 40,800 NORTHWEST NATURAL GAS CO. COM 667655104 424 19,400 SH DEFINED 1 19,400 NOVA CORP GA COM 669784100 457 17,400 SH DEFINED 2 17,400 NOVA CORP/GEORGIA COM 669784100 152 5,800 SH DEFINED 1 5,800 NOVARTIS AG COM 66987V109 479 5,900 SH DEFINED 2 5,900 NOVELL INC COM 670006105 1,496 59,400 SH DEFINED 2 59,400 NOVELL INC. COM 670006105 340 13,500 SH DEFINED 1 13,500 NS GROUP INC COM 628916108 278 50,000 SH DEFINED 2 50,000 NTL INC COM 629407107 195 2,400 SH DEFINED 2 2,400 NTT MOBILE COMMUNI COM 612927905 543 11 SH DEFINED 2 11 NUCOR CORP COM 670346105 154 3,500 SH DEFINED 1 3,500 NUI CORP COM 629430109 125 5,800 SH DEFINED 2 5,800 O/SEAS CHINESE BK COM 666369004 247 36,400 SH DEFINED 2 36,400 OAK INDS INC COM 671400505 149 4,700 SH DEFINED 2 4,700 OAKLEY INC COM 673662102 2,945 424,500 SH DEFINED 2 424,500 OCCIDENTAL PETROLEUM COM 674599105 229 12,700 SH DEFINED 1 12,700 OCEAN ENERGY CORPORATION COM 67481E106 94 13,800 SH DEFINED 1 13,800 OCEAN ENERGY INC TEX COM 67481E106 88 12,900 SH DEFINED 2 12,900 OEA COM 670826106 15 1,800 SH DEFINED 1 1,800 OFFICE DEPOT INC COM 676220106 2,544 78,855 SH DEFINED 2 78,855 OFFICE DEPOT INCORPORATED COM 676220106 842 22,500 SH DEFINED 1 22,500 OFFICEMAX INC COM 67622M108 92 10,700 SH DEFINED 1 10,700 OFFSHORE LOGISTICS INC COM 676255102 1,793 154,200 SH DEFINED 2 154,200 OGDEN CORP COM 676346109 94 3,900 SH DEFINED 1 3,900 OGE ENERGY CORP. COM 670837103 158 7,000 SH DEFINED 1 7,000 OHIO CAS CORP COM 677240103 78 2,000 SH DEFINED 2 2,000 Page 27 of 41

30 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 OIL CO LUKOIL COM 677862104 3 120 SH DEFINED 2 120 OLD KENT FINANCIAL CORP COM 679833103 410 9,700 SH DEFINED 1 9,700 OLD REPUBLIC INTERNATIONAL GROUP COM 680223104 228 12,500 SH DEFINED 1 12,500 OLIN CORP COM 680665205 42 4,200 SH DEFINED 1 4,200 OLSTEN CORP. COM 681385100 41 6,600 SH DEFINED 1 6,600 OMNICARE INC COM 681904108 170 8,900 SH DEFINED 2 8,900 OMNICARE INC COM 681904108 147 7,700 SH DEFINED 1 7,700 OMNICOM GROUP COM 681919106 1,119 14,000 SH DEFINED 2 14,000 OMNICOM GROUP INC COM 681919106 472 5,900 SH DEFINED 1 5,900 OMNIPOINT CORP COM 68212D102 138 9,600 SH DEFINED 2 9,600 OMNIQUIP INTL INC COM 681969101 72 6,100 SH DEFINED 2 6,100 ON ASSIGNMENT INC COM 682159108 513 20,000 SH DEFINED 2 20,000 ONEOK COM 682680103 20 800 SH DEFINED 1 800 ONYX SOFTWARE CORP COM 683402101 1,163 29,700 SH DEFINED 2 29,700 ORACLE CORP COM 68389X105 18 700 SH DEFINED 2 700 ORACLE SYSTEMS COM 68389X105 1,457 55,251 SH DEFINED 1 55,251 ORBITAL IMAGING CORP WARRANT COM 68556F119 200 5,000 SH DEFINED 1 5,000 ORBOTECH LTD COM M75253100 399 8,100 SH DEFINED 2 8,100 OREGON STL MLS INC COM 686079104 21 2,000 SH DEFINED 1 2,000 ORION CAP CORP COM 686268103 247 7,900 SH DEFINED 2 7,900 ORTHODONTIC CTRS AMER INC COM 68750P103 394 25,000 SH DEFINED 2 25,000 OSHKOSH TRUCK CORP COM 688239201 3,298 102,000 SH DEFINED 2 102,000 OTE (HELLENIC TLCM) COM 505160903 114 4,700 SH DEFINED 2 4,700 OUTBACK STEAKHOUSE INC COM 689899102 3,443 105,300 SH DEFINED 2 105,300 OUTBACK STEAKHOUSE INC COM 689899102 201 6,150 SH DEFINED 1 6,150 OUTDOOR SYS INC COM 690057104 3,254 108,480 SH DEFINED 2 108,480 OVERSEAS SHIPHOLDING COM 690368105 36 3,100 SH DEFINED 1 3,100 OWENS CORNING COM 69073F103 60 1,900 SH DEFINED 1 1,900 OWENS ILL INC COM 690768403 575 23,000 SH DEFINED 2 23,000 OWENS-ILLINOIS INC COM 690768403 135 5,400 SH DEFINED 1 5,400 OXFORD HEALTH PLANS COM 691471106 116 7,400 SH DEFINED 1 7,400 P G & E CORPORATION COM 69331C108 7,567 243,600 SH DEFINED 1 243,600 P P & L RESOURCES INC COM 693499105 139 5,600 SH DEFINED 1 5,600 PACCAR INC COM 693718108 103 2,500 SH DEFINED 1 2,500 PACIFIC CENTURY FINL COM 694058108 138 6,600 SH DEFINED 1 6,600 PACIFIC GULF PPTYS INC COM 694396102 63 3,500 SH DEFINED 2 3,500 PACIFICARE HEALTH SYSTEMS-CLASS B COM 695112201 232 3,404 SH DEFINED 1 3,404 PACIFICORP COM 695114108 191 11,100 SH DEFINED 1 11,100 PAINE WEBBER GROUP INC COM 695629105 3,190 80,000 SH DEFINED 2 80,000 PAINE WEBBER GROUP INC COM 695629105 522 13,100 SH DEFINED 1 13,100 PALL CORP COM 696429307 222 13,400 SH DEFINED 2 13,400 PALL CORP COM 696429307 75 4,500 SH DEFINED 1 4,500 PAPA JOHNS INTL INC COM 698813102 434 9,900 SH DEFINED 2 9,900 PAPA JOHN'S INTL INC COM 698813102 115 2,600 SH DEFINED 1 2,600 PARAMETRIC TECHNOLOGY CORP COM 699173100 1,335 67,600 SH DEFINED 2 67,600 PARAMETRIC TECHNOLOGY CORP COM 699173100 188 9,500 SH DEFINED 1 9,500 PARKER DRILLING CO. COM 701081101 24 6,600 SH DEFINED 1 6,600 PARKER HANNIFAN COM 701094104 140 4,100 SH DEFINED 1 4,100 PARKWAY PPTYS INC COM 70159Q104 282 10,000 SH DEFINED 2 10,000 PARTNERRE LTD COM G6852T105 45 1,100 SH DEFINED 2 1,100 PATRIOT AMERICAN HOSPITALITY COM 703352203 2,315 451,748 SH DEFINED 1 451,748 PAYCHEX INC COM 704326107 1,921 40,500 SH DEFINED 2 40,500 PAYCHEX INC COM 704326107 285 6,000 SH DEFINED 1 6,000 PAYLESS SHOESOURCE INC COM 704379106 632 13,600 SH DEFINED 2 13,600 Page 28 of 41

31 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 PAYLESS SHOESOURCE INC. COM 704379106 163 3,500 SH DEFINED 1 3,500 PECO ENERGY CO COM 693304107 5,550 120,000 SH DEFINED 2 120,000 PECO ENERGY CO COM 693304107 338 7,300 SH DEFINED 1 7,300 PENNCORP FINANCIAL GROUP COM 708094107 12 7,225 SH DEFINED 1 7,225 PENNEY J C INC COM 708160106 1,458 36,000 SH DEFINED 2 36,000 PENSKE MOTORSPORTS INC COM 709598106 1,114 31,600 SH DEFINED 2 31,600 PENTAIR INC COM 709631105 257 7,600 SH DEFINED 2 7,600 PENTAIR, INC COM 709631105 111 3,300 SH DEFINED 1 3,300 PENZOIL-QUAKER STATE CO COM 709323109 87 6,999 SH DEFINED 1 6,999 PEOPLES ENERGY CORP COM 711030106 452 14,000 SH DEFINED 2 14,000 PEOPLE'S ENERGY CORP. COM 711030106 39 1,200 SH DEFINED 1 1,200 PEOPLES HERITAGE FINL GROUP COM 711147108 1,101 61,400 SH DEFINED 2 61,400 PEOPLESOFT INC COM 712713106 123 8,400 SH DEFINED 1 8,400 PEP BOYS MANNY MOE & JAC COM 713278109 37 2,400 SH DEFINED 1 2,400 PEPSI BOTTLING GROUP INC COM 713409100 2,190 101,000 SH DEFINED 2 101,000 PEPSICO INC. COM 713448108 19,033 485,700 SH DEFINED 1 485,700 Pepsi-Gemex S.A.- Spons GDR COM 713435105 930 102,600 SH DEFINED 1 102,600 PERKIN-ELMER COM 714041100 175 1,800 SH DEFINED 1 1,800 PERRIGO CO COM 714290103 433 59,700 SH DEFINED 2 59,700 PERRIGO CO COM 714290103 48 6,600 SH DEFINED 1 6,600 PETROLEUM GEO SVCS AS COM 716597109 688 45,100 SH DEFINED 2 45,100 PETSMART INC COM 716768106 590 73,800 SH DEFINED 2 73,800 PFF BANCORP INC COM 69331W104 175 10,000 SH DEFINED 2 10,000 PFIZER COM 717081103 30,990 223,350 SH DEFINED 1 223,350 PFIZER INC COM 717081103 29,921 215,650 SH DEFINED 2 215,650 PG+E CORP COM 69331C108 311 10,000 SH DEFINED 2 10,000 PHARMACIA & UPJOHN INC COM 716941109 1,697 27,200 SH DEFINED 1 27,200 PHARMACIA + UPJOHN INC COM 716941109 4,965 79,600 SH DEFINED 2 79,600 PHELPS DODGE CORP. COM 717265102 11,517 233,850 SH DEFINED 1 233,850 PHILADELPHIA CONS HLDG 7% PFD CVT 717528301 2,359 250,000 SH DEFINED 1 250,000 PHILADELPHIA CONSOLIDATED HLDG CO COM 717528103 1,898 81,232 SH DEFINED 1 81,232 PHILIP MORRIS COM 718154107 23,136 657,500 SH DEFINED 1 657,500 PHILIP MORRIS COS INC COM 718154107 14,368 408,313 SH DEFINED 2 408,313 PHILLIPS PETROLEUM COM 718507106 449 9,500 SH DEFINED 1 9,500 PIER 1 IMPORTS INC COM 720279108 403 49,600 SH DEFINED 2 49,600 PINNACLE SYS INC COM 723481107 209 4,600 SH DEFINED 2 4,600 PINNACLE WEST CAP CORP COM 723484101 247 6,800 SH DEFINED 2 6,800 PINNACLE WEST CAP CORP COM 723484101 273 7,500 SH DEFINED 1 7,500 PIONEER HI BRED INTNL INC COM 723686101 335 8,900 SH DEFINED 1 8,900 PIONEER NATURAL RESOURCES CO COM 723787107 71 9,200 SH DEFINED 1 9,200 PITNEY BOWES COM 724479100 663 10,400 SH DEFINED 1 10,400 PITTSTON BRINKS GROUP COM 725701106 251 10,700 SH DEFINED 2 10,700 PITTSTON BRINK'S GROUP COM 725701106 82 3,500 SH DEFINED 1 3,500 PITTSTON CO COM 725701882 61 8,800 SH DEFINED 2 8,800 PITTWAY CORP DEL COM 725790208 792 29,900 SH DEFINED 2 29,900 PIXAR COM 725811103 310 8,000 SH DEFINED 2 8,000 PLACER DOME INC COM 725906101 103 9,200 SH DEFINED 1 9,200 PLATINUM SOFTWARE CORP COM 72764R105 189 25,625 SH DEFINED 1 25,625 PLATINUM TECHNOLOGY INTL INC COM 72764T101 213 8,400 SH DEFINED 2 8,400 PLATINUM TECHNOLOGY INT'L INC. COM 72764T101 179 7,000 SH DEFINED 1 7,000 PLEXUS CORP COM 729132100 141 5,000 SH DEFINED 2 5,000 PMC SIERRA INC COM 69344F106 363 5,100 SH DEFINED 2 5,100 PMI GROUP INC COM 69344M101 148 3,200 SH DEFINED 1 3,200 PNC FINANCIAL CORP COM 693475105 689 12,400 SH DEFINED 1 12,400 Page 29 of 41

32 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 POE AND BROWN INC COM 730444106 3,954 119,150 SH DEFINED 1 119,150 POLARIS INDS INC COM 731068102 178 5,600 SH DEFINED 2 5,600 POLAROID CORP COM 731095105 34 1,700 SH DEFINED 1 1,700 POLICY MANAGEMENT SYSTEMS COM 731108106 98 3,200 SH DEFINED 1 3,200 POLICY MGMT SYS CORP COM 731108106 815 26,600 SH DEFINED 2 26,600 POLO RALPH LAUREN CORP COM 731572103 332 16,700 SH DEFINED 2 16,700 POST PROPERTIES INC COM 737464107 3,661 101,000 SH DEFINED 1 101,000 POTLATCH CORP COM 737628107 367 10,800 SH DEFINED 2 10,800 POTLATCH CORP COM 737628107 34 1,000 SH DEFINED 1 1,000 POTOMAC ELEC PWR CO COM 737679100 239 10,300 SH DEFINED 1 10,300 POWER INTERIGATIONS INC COM 739276103 22 678 SH DEFINED 1 678 PPG INDUSTRIES INC COM 693506107 364 7,100 SH DEFINED 1 7,100 PPT VISION INC COM 693519100 125 26,000 SH DEFINED 2 26,000 PRAXAIR INC COM 74005P104 902 25,000 SH DEFINED 2 25,000 PRAXAIR INC COM 74005P104 7,162 198,600 SH DEFINED 1 198,600 PRECISION CASTPARTS CORP COM 740189105 153 3,800 SH DEFINED 2 3,800 PRECISION CASTPARTS CORP COM 740189105 81 2,000 SH DEFINED 1 2,000 PREMARK INTERNATIONAL, INC. COM 740459102 168 5,100 SH DEFINED 1 5,100 PREMIER PKS INC COM 740540208 2,395 64,300 SH DEFINED 2 64,300 PRESIDENTIAL LIFE CORP COM 740884101 81 4,500 SH DEFINED 2 4,500 PRICE T ROWE & ASSOCIA COM 741477103 375 10,900 SH DEFINED 1 10,900 PRICELINE COM INC COM 741503106 124 1,500 SH DEFINED 2 1,500 PRIME HOSPITALITY CORP COM 741917108 95 9,600 SH DEFINED 2 9,600 PROCTER + GAMBLE CO COM 742718109 1,175 12,000 SH DEFINED 2 12,000 PROCTER AND GAMBLE COM 742718109 31,565 322,300 SH DEFINED 1 322,300 PROFESSIONAL DETAILING INC COM 74312N107 524 20,000 SH DEFINED 2 20,000 PROGRESSIVE CORP OHIO COM 743315103 2,597 18,100 SH DEFINED 2 18,100 PROGRESSIVE CORP. COM 743315103 402 2,800 SH DEFINED 1 2,800 PROMUS HOTEL CORP COM 74342P106 253 6,962 SH DEFINED 1 6,962 PROMUS HOTEL CORP NEW COM 74342P106 524 14,400 SH DEFINED 2 14,400 PROTECTION ONE INC COM 743663304 238 38,000 SH DEFINED 2 38,000 PROTECTIVE LIFE 6.5% PFD CVT 743674202 3,552 57,000 SH DEFINED 1 57,000 PROTECTIVE LIFE CORP COM 743674103 1,011 26,700 SH DEFINED 2 26,700 PROTECTIVE LIFE CORP. COM 743674103 2,625 69,300 SH DEFINED 1 69,300 PROVIDENT COMPANIES INC COM 743862104 173 5,000 SH DEFINED 1 5,000 PROVIDENT COS INC COM 743862104 17 500 SH DEFINED 2 500 PROVIDENT FINANCIAL GROUP COM 743866105 142 3,700 SH DEFINED 1 3,700 PROVIDIAN FINANCIAL CORP COM 74406A102 633 5,750 SH DEFINED 1 5,750 PROVIDIAN FINL CORP COM 74406A102 7,194 65,400 SH DEFINED 2 65,400 PSS WORLD MEDICAL INC COM 69366A100 52 5,900 SH DEFINED 1 5,900 PUBLIC SERVICE ENTERPRISE GP COM 744573106 344 9,000 SH DEFINED 1 9,000 PUBLIC STORAGE INC COM 74460D109 153 6,100 SH DEFINED 2 6,100 PUBLIC SVC CO N MEX COM 744499104 61 3,600 SH DEFINED 1 3,600 PUBLIC SVC CO NM COM 744499104 78 4,600 SH DEFINED 2 4,600 PUGET SOUND PWR & LT C COM 745332106 166 7,200 SH DEFINED 1 7,200 PULITZER INC COM 745769109 81 2,000 SH DEFINED 2 2,000 PULTE CORP COM 745867101 35 1,700 SH DEFINED 1 1,700 QRS CORP COM 74726X105 1,058 17,000 SH DEFINED 2 17,000 QUAKER OATS COM 747402105 305 4,900 SH DEFINED 1 4,900 QUALCOMM 5.75% PFD CVT 74752R204 4,531 50,000 SH DEFINED 1 50,000 QUALCOMM INC COM 747525103 1,031 8,300 SH DEFINED 2 8,300 QUALCOMM INC COM 747525103 721 5,800 SH DEFINED 1 5,800 QUANTUM 7% 8/1/04 CVT 747906AC9 271 3,000 SH DEFINED 1 3,000 QUANTUM CORP COM 747906105 692 38,500 SH DEFINED 2 38,500 Page 30 of 41

33 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 QUANTUM CORP. COM 747906105 277 15,400 SH DEFINED 1 15,400 QUESTAR CORP COM 748356102 583 34,400 SH DEFINED 1 34,400 Quintiles Transnational Corp COM 748767100 238 6,300 SH DEFINED 1 6,300 QUORUM HEALTH GROUP INC COM 749084109 36 3,600 SH DEFINED 2 3,600 QUORUM HEALTH GROUP INC COM 749084109 61 6,100 SH DEFINED 1 6,100 QWEST COMMUNICATIONS INTL INC COM 749121109 4,060 56,324 SH DEFINED 2 56,324 R.P.M. INC OHIO COM 749685103 362 27,200 SH DEFINED 2 27,200 RALCORP HLDGS INC NEW COM 751028101 251 13,200 SH DEFINED 2 13,200 RALSTON PURINA CO COM 751277401 1,106 29,700 SH DEFINED 2 29,700 RALSTON PURINA GROUP COM 751277302 310 11,600 SH DEFINED 1 11,600 RANGER OIL LTD COM 752805101 46 11,500 SH DEFINED 1 11,500 RAO GAZPROM COM 753317205 11 1,080 SH DEFINED 2 1,080 RATIONAL SOFTWARE CORP COM 75409P202 681 25,700 SH DEFINED 2 25,700 RATIONAL SOFTWARE CORP COM 75409P202 201 7,500 SH DEFINED 1 7,500 RAYCHEM CORP. COM 754603108 77 3,400 SH DEFINED 1 3,400 RAYMOND JAMES FINANCIAL INC COM 754730109 1,325 67,100 SH DEFINED 2 67,100 RAYONIER INC COM 754907103 100 2,500 SH DEFINED 1 2,500 RAYTHEON CO COM 755111408 586 10,000 SH DEFINED 2 10,000 RAYTHEON CO COM 755111309 982 17,000 SH DEFINED 2 17,000 RAYTHEON COMPANY CLASS - B COM 755111408 733 12,500 SH DEFINED 1 12,500 RCM TECHNOLOGIES INC COM 749360400 1,691 153,700 SH DEFINED 2 153,700 READERS DIGEST $1.93 PFD CVT 755271202 6,044 190,000 SH DEFINED 1 190,000 READERS DIGEST ASSN- CLASS A COM 755267101 679 21,600 SH DEFINED 1 21,600 REAL NETWORKS INC COM 75605L104 2,969 24,300 SH DEFINED 2 24,300 RECKSON ASSOCS RLTY CORP COM 75621K106 80 3,900 SH DEFINED 2 3,900 REEBOK INTL LTD COM 758110100 416 26,200 SH DEFINED 2 26,200 REEBOK INTL LTD COM 758110100 40 2,500 SH DEFINED 1 2,500 REGAL BELOIT CORP COM 758750103 130 7,200 SH DEFINED 2 7,200 REGENCY RLTY CORP COM 758939102 39 2,100 SH DEFINED 2 2,100 REGIONS FINL CORP COM 758940100 274 7,900 SH DEFINED 1 7,900 REINSURANCE GROUP AMER INC COM 759351109 702 16,500 SH DEFINED 2 16,500 REINSURANCE GROUP OF AMERICA COM 759351208 930 27,450 SH DEFINED 2 27,450 RELIANCE GROUP HLDGS INC COM 759464100 329 43,500 SH DEFINED 2 43,500 RELIANT ENERGY INC. COM 75952J108 291 11,177 SH DEFINED 1 11,177 RELIASTAR FINANCIAL CORP COM 75952U103 324 7,600 SH DEFINED 1 7,600 RELIASTAR FINL CORP COM 75952U103 124 2,900 SH DEFINED 2 2,900 RENAISSANCE RE HOLDINGS LTD COM G7496G103 1,084 25,000 SH DEFINED 1 25,000 RENAISSANCE WORLDWIDE INC COM 75968A109 71 11,400 SH DEFINED 2 11,400 REPUBLIC NEW YORK COM 760719104 208 4,500 SH DEFINED 1 4,500 RESTORATION HARDWARE INC DEL COM 760981100 357 16,300 SH DEFINED 2 16,300 REYNOLDS & REYNOLDS COM 761695105 133 7,000 SH DEFINED 1 7,000 REYNOLDS + REYNOLDS CO COM 761695105 201 10,600 SH DEFINED 2 10,600 REYNOLDS METALS COM 761763101 101 2,100 SH DEFINED 1 2,100 RICHFOOD HLDGS INC COM 763408101 304 14,100 SH DEFINED 2 14,100 RITCHIE BROS AUCTIONEERS INC COM 767744105 573 17,000 SH DEFINED 2 17,000 RITE AID CORP COM 767754104 1,050 42,000 SH DEFINED 2 42,000 RITE AID CORP COM 767754104 230 9,200 SH DEFINED 1 9,200 RITE AID CORP 5.25% 9/15/02 CVT 767754AK0 511 5,000 SH DEFINED 1 5,000 RIVERVIEW BANCORP INC COM 769397100 238 20,000 SH DEFINED 2 20,000 RIVIERA HLDGS. CO. COM 769627100 3,333 761,920 SH SOLE 761,920 RJR NABISCO HOLDINGS CORP COM 74960K876 303 12,100 SH DEFINED 1 12,100 ROBERT HALF INTERNATIONAL INC COM 770323103 251 7,650 SH DEFINED 1 7,650 ROBERT HALF INTL INC COM 770323103 9,283 282,900 SH DEFINED 2 282,900 ROBERTS PHARMACEUTICAL CORP COM 770491108 77 3,700 SH DEFINED 2 3,700 Page 31 of 41

34 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 ROCKWELL INTL CORP COM 773903109 331 7,800 SH DEFINED 1 7,800 ROGERS COMMUNICATIONS INC COM 775109200 185 10,200 SH DEFINED 2 10,200 ROGERS COMMUNICATIONS INC COM 775109960 298 16,400 SH DEFINED 2 16,400 ROHM & HAAS CO COM 775371107 238 7,100 SH DEFINED 1 7,100 ROLLINS INC COM 775711104 50 3,000 SH DEFINED 1 3,000 ROMAC INTL INC COM 775835101 194 22,800 SH DEFINED 2 22,800 ROPER INDS COM 776696106 167 7,000 SH DEFINED 2 7,000 ROSS STORES INC COM 778296103 180 4,100 SH DEFINED 1 4,100 ROUSE CO COM 779273101 697 31,400 SH DEFINED 2 31,400 ROUSE CO COM 779273309 15 400 SH DEFINED 2 400 ROWAN COS. INC. COM 779382100 38 3,000 SH DEFINED 1 3,000 ROWECOM INC COM 77957X108 48 1,100 SH DEFINED 2 1,100 ROYAL BK CDA MONTREAL QUE COM 780087953 30 640 SH DEFINED 2 640 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 480 12,300 SH DEFINED 2 12,300 ROYAL DUTCH PETROL COM 520270901 324 6,080 SH DEFINED 2 6,080 ROYAL DUTCH PETRO-NY SHRS COM 780257804 4,092 78,700 SH DEFINED 1 78,700 RPM INC OHIO COM 749685103 125 9,400 SH DEFINED 1 9,400 RSL COMMUNICATIONS LTD COM G7702U102 592 16,500 SH DEFINED 2 16,500 RUDDICK CORP COM 781258108 80 4,100 SH DEFINED 1 4,100 RUSSELL CORP COM 782352108 30 1,500 SH DEFINED 1 1,500 RYANS FAMILY STEAK HOUSES INC COM 783519101 166 13,800 SH DEFINED 2 13,800 RYDER SYS INC COM 783549108 91 3,300 SH DEFINED 2 3,300 RYDER SYSTEMS INC COM 783549108 75 2,700 SH DEFINED 1 2,700 RYERSON TULL INC COM 78375P107 28 1,900 SH DEFINED 1 1,900 SAFECO CORP COM 786429100 235 5,800 SH DEFINED 1 5,800 SAFEGUARD SCIENTIFICS INC COM 786449108 739 10,900 SH DEFINED 2 10,900 SAFEWAY COM 004924007 110 28,000 SH DEFINED 2 28,000 SAFEWAY INC NEW COM 786514208 913 17,800 SH DEFINED 1 17,800 SAGA PETROLEUM COM 476802905 8 770 SH DEFINED 2 770 SAKS INC COM 79377W108 850 32,700 SH DEFINED 2 32,700 SAKS INCORPORATED COM 79377W108 338 13,000 SH DEFINED 1 13,000 SAMSUNG ELECTRON-SP GDR N/V SAMDR LI COM 796050201 1,752 108,500 SH DEFINED 1 108,500 SANMINA CORP COM 800907107 83 1,300 SH DEFINED 2 1,300 SANOFI COM 488770900 335 1,986 SH DEFINED 2 1,986 SANTA FE INTERNATIONAL CORP COM G7805C108 73 3,900 SH DEFINED 2 3,900 Santa Isabel SA - Spons ADR COM 802233106 45 5,151 SH DEFINED 1 5,151 SAP AKTIENGESELLSCHAFT COM 803054204 705 26,800 SH DEFINED 2 26,800 SAPIENT CORP COM 803062108 328 4,600 SH DEFINED 2 4,600 SARA LEE CORP COM 803111103 755 30,500 SH DEFINED 2 30,500 SARA LEE CORP COM 803111103 824 33,300 SH DEFINED 1 33,300 SAVILLE SYS PLC COM 805174109 1,701 139,100 SH DEFINED 2 139,100 SBARRO INC COM 805844107 1,720 64,900 SH DEFINED 2 64,900 SBARRO INC COM 805844107 48 1,800 SH DEFINED 1 1,800 SBC COMMUNICATIONS INC COM 78387G103 1,659 35,200 SH DEFINED 2 35,200 SBC COMMUNICATIONS INC COM 78387G103 21,218 449,658 SH DEFINED 1 449,658 SCANA CORP COM 805898103 117 5,400 SH DEFINED 2 5,400 SCANNA CORP COM 805898103 200 9,200 SH DEFINED 1 9,200 SCHERING PLOUGH COM 806605101 26,437 478,500 SH DEFINED 1 478,500 SCHERING PLOUGH CORP COM 806605101 17,374 314,100 SH DEFINED 2 314,100 SCHLUMBERGER COM 806857108 6,201 103,020 SH DEFINED 2 103,020 SCHLUMBERGER COM 806857108 17,340 288,100 SH DEFINED 1 288,100 SCHOLASTIC CORP COM 807066105 655 13,400 SH DEFINED 2 13,400 SCHOLASTIC CORPORATION COM 807066105 68 1,400 SH DEFINED 1 1,400 SCHULMAN A INC COM 808194104 471 34,700 SH DEFINED 2 34,700 Page 32 of 41

35 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 SCHWAB (CHARLES) CORP COM 808513105 1,391 14,475 SH DEFINED 1 14,475 SCHWAB CHARLES CORP COM 808513105 1,132 11,775 SH DEFINED 2 11,775 SCHWEITZER MAUDUIT INTL INC COM 808541106 115 10,000 SH DEFINED 2 10,000 SCI SYS INC COM 783890106 86 2,900 SH DEFINED 2 2,900 SCI SYSTEMS INC COM 783890106 148 5,000 SH DEFINED 1 5,000 SCIENTIFIC ATLANTA INC COM 808655104 76 2,800 SH DEFINED 1 2,800 SCOTSMAN INDS INC COM 809340102 67 3,900 SH DEFINED 2 3,900 SDL INC. COM 784076101 12,178 134,190 SH DEFINED 1 134,190 SEAGATE TECHNOLOGY COM 811804103 591 20,000 SH DEFINED 2 20,000 SEAGATE TECHNOLOGY COM 811804103 284 9,600 SH DEFINED 1 9,600 SEAGRAM COMPANY LTD COM 811850106 715 14,300 SH DEFINED 1 14,300 SEALED AIR CORP NEW COM 81211K100 1,013 20,600 SH DEFINED 2 20,600 SEALED AIR CORP. (new) COM 81211K100 137 2,782 SH DEFINED 1 2,782 SEARS ROEBUCK + CO COM 812387108 375 8,300 SH DEFINED 2 8,300 SEARS, ROEBUCK COM 812387108 11,541 255,400 SH DEFINED 1 255,400 SELECTIVE INS GROUP INC COM 816300107 95 5,400 SH DEFINED 2 5,400 SelectTech CVT 816993208 250 150,000 SH DEFINED 1 150,000 SEMPRA ENERGY COM 816851109 171 8,899 SH DEFINED 1 8,899 SENSORMATIC ELECTRONICS CORP COM 817265101 62 6,500 SH DEFINED 1 6,500 SEPRACOR INC COM 817315104 4,469 39,835 SH DEFINED 2 39,835 SEPRACOR INC COM 817315104 292 2,600 SH DEFINED 1 2,600 SEQUA CORP - CL A COM 817320104 35 700 SH DEFINED 1 700 SEQUENT COMPUTER SYS INC COM 817338106 37 4,100 SH DEFINED 2 4,100 SEQUENT COMPUTER SYS. COM 817338106 28 3,100 SH DEFINED 1 3,100 SERVICE CORP INTERNATIONAL COM 817565104 133 9,300 SH DEFINED 1 9,300 SFX ENTMT INC COM 784178105 646 10,000 SH DEFINED 2 10,000 SHARED MEDI CAL SYSTEM COM 819486101 1,014 18,200 SH DEFINED 2 18,200 SHARED MEDICAL SYSTEMS COM 819486101 50 900 SH DEFINED 1 900 SHAW INDUSTRIES INC. COM 820286102 222 12,000 SH DEFINED 1 12,000 SHERWIN-WILLIAMS COM 824348106 172 6,100 SH DEFINED 1 6,100 SHIRE PHARMACEUTICALS GROUP PL COM 82481R106 98 4,300 SH DEFINED 2 4,300 SHOPKO STORES INC COM 824911101 332 11,100 SH DEFINED 2 11,100 SHOPKO STORES INC COM 824911101 111 3,700 SH DEFINED 2 3,700 SIEBEL SYS INC COM 826170102 1,425 30,000 SH DEFINED 2 30,000 SIEBEL SYSTEMS INC COM 826170102 352 7,400 SH DEFINED 1 7,400 SIERRA HEALTH SVCS INC COM 826322109 262 20,150 SH DEFINED 2 20,150 SIERRA PAC RES COM 826425100 194 5,500 SH DEFINED 2 5,500 SIGMA-ALDRICH COM 826552101 111 3,800 SH DEFINED 1 3,800 Silicon Graphics 5.25 09/04 CVT 827056AC6 359 4,000 SH DEFINED 1 4,000 SILICON GRAPHICS, INC. COM 827056102 108 6,500 SH DEFINED 1 6,500 SILICON VY GROUP INC COM 827066101 66 5,400 SH DEFINED 2 5,400 SK TELECOM CO LTD-ADR COM 78440P108 670 55,000 SH DEFINED 1 55,000 SLM HLDG CORP COM 78442A109 1,870 44,800 SH DEFINED 2 44,800 SMITH CORONA COM 831858204 1 785 SH DEFINED 1 785 SMITH INTERNATIONAL INC. COM 832110100 140 3,500 SH DEFINED 1 3,500 SMITH INTL INC COM 832110100 5,224 130,600 SH DEFINED 2 130,600 SMITHKLINE BEECHAM P L C COM 832378301 2,200 30,775 SH DEFINED 2 30,775 SMUCKER, J.M. COM 832696108 45 2,000 SH DEFINED 1 2,000 SNAP-ON INC. COM 833034101 133 4,600 SH DEFINED 1 4,600 SNYDER COMMUNICATIONS INC COM 832914105 1,787 64,100 SH DEFINED 2 64,100 SNYDER COMMUNICATIONS INC COM 832914105 176 6,300 SH DEFINED 1 6,300 SOC QUIMICA Y MINERA COM 833635105 532 16,630 SH DEFINED 1 16,630 SODEXHO MARIOTT SERVICES COM 833793102 183 8,272 SH DEFINED 1 8,272 SODEXHO MARRIOTT SVCS INC COM 833793102 154 7,000 SH DEFINED 2 7,000 Page 33 of 41

36 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 SOLA INTERNATIONAL INC. COM 834092108 1,983 164,400 SH DEFINED 1 164,400 SOLA INTL INC COM 834092108 434 36,000 SH DEFINED 2 36,000 SOLECTRON CORP COM 834182107 777 16,000 SH DEFINED 2 16,000 SOLECTRON CORP COM 834182107 374 7,700 SH DEFINED 1 7,700 Solectron Corp. COM 834182107(7) 63 1,300 SH DEFINED 1 1,300 SOLUTIA INC COM 834376105 26 1,485 SH DEFINED 2 1,485 SOLUTIA INC COM 834376105 193 11,100 SH DEFINED 1 11,100 SONAT INC COM 835415100 3 100 SH DEFINED 2 100 SONAT INC. COM 835415100 108 3,600 SH DEFINED 1 3,600 SONOCO PRODS CO COM 835495102 200 8,690 SH DEFINED 1 8,690 SONY CORP COM 682150008 583 6,300 SH DEFINED 2 6,300 SOTHEBYS HLDGS INC COM 835898107 2,493 77,000 SH DEFINED 2 77,000 SOTHEBY'S HOLDINGS COM 835898107 155 4,800 SH DEFINED 1 4,800 SOUTHDOWN INC COM 841297104 177 3,300 SH DEFINED 1 3,300 SOUTHERN CO COM 842587107 140 6,000 SH DEFINED 2 6,000 SOUTHERN CO COM 842587107 597 25,600 SH DEFINED 1 25,600 SOUTHERN PERU COPPER CORP COM 843611104 131 13,000 SH DEFINED 1 13,000 SOUTHTRUST CORP COM 844730101 119 3,200 SH DEFINED 2 3,200 SOUTHTRUST CORP COM 844730101 224 6,000 SH DEFINED 1 6,000 SOUTHWEST AIRLINES COM 844741108 376 12,425 SH DEFINED 1 12,425 SOUTHWEST AIRLS CO COM 844741108 377 12,450 SH DEFINED 2 12,450 SOUTHWEST BANCORPORATION TEX COM 84476R109 59 4,800 SH DEFINED 2 4,800 SOVEREIGN BANCORP INC COM 845905108 179 14,600 SH DEFINED 1 14,600 SPEEDFAM IPEC INC COM 847705100 240 20,000 SH DEFINED 2 20,000 SPEEDWAY MOTORSPORTSINC COM 847788106 1,159 28,100 SH DEFINED 2 28,100 SPIEGEL INC COM 848457107 122 20,000 SH DEFINED 2 20,000 SPLASH TECHNOLOGY HLDGS INC COM 848623104 194 32,000 SH DEFINED 2 32,000 SPORTS AUTH INC COM 849176102 25 3,400 SH DEFINED 2 3,400 Spring Ridge Apartment I COM 999911407 1,894 18,941 SH DEFINED 1 18,941 SPRINGS INDUSTRIES INC - CL A COM 851783100 14 500 SH DEFINED 1 500 SPRINT COM 852061100 11,128 113,410 SH DEFINED 1 113,410 SPRINT CORP COM 852061506 8,018 180,937 SH DEFINED 2 180,937 SPRINT PCS GROUP COM 852061506 674 15,200 SH DEFINED 1 15,200 SPT TELECOM AS - GDR COM 852110105 294 22,000 SH DEFINED 1 22,000 SPX CORP COM 784635104 136 2,700 SH DEFINED 1 2,700 SPYGLASS INC COM 852192103 1,208 134,100 SH DEFINED 2 134,100 ST JUDE MEDICAL INC COM 790849103 71 2,900 SH DEFINED 1 2,900 ST PAUL BANCORP INC COM 792848103 281 13,000 SH DEFINED 2 13,000 ST. PAUL COS INC. COM 792860108 264 8,500 SH DEFINED 1 8,500 STANDARD REGISTER CO COM 853887107 74 2,500 SH DEFINED 1 2,500 STANFORD TELECOMMUNICATIONS COM 854402104 590 38,400 SH DEFINED 2 38,400 STANLEY WORKS COM 854616109 72 2,800 SH DEFINED 2 2,800 STANLEY WORKS COM 854616109 302 11,800 SH DEFINED 1 11,800 STAPLES INC COM 855030102 538 16,350 SH DEFINED 1 16,350 STAR CHOICE COMMUNICATIONS WARRANT COM 854921111 459 254,760 SH DEFINED 1 254,760 STAR CITY HLDGS COM 686871906 29 28,600 SH DEFINED 2 28,600 STARBUCKS CORP COM 855244109 8,400 300,000 SH DEFINED 2 300,000 STARBUCKS CORP COM 855244109 438 15,600 SH DEFINED 1 15,600 STATE STREET CORP COM 857477103 485 5,900 SH DEFINED 1 5,900 STATE STREET CORPORATION COM 857477103 1,907 23,200 SH DEFINED 2 23,200 STATEN IS BANCORP INC COM 857550107 101 5,900 SH DEFINED 2 5,900 STEINWAY MUSICAL COM 858495104 39,157 1,764,771 SH SOLE 1,764,771 STERIS CORP COM 859152100 397 14,900 SH DEFINED 2 14,900 STERIS CORP COM 859152100 157 5,900 SH DEFINED 1 5,900 Page 34 of 41

37 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 STERLING BANCSHARES INC COM 858907108 34 3,300 SH DEFINED 2 3,300 STERLING COMM INC COM 859205106 753 24,500 SH DEFINED 2 24,500 STERLING COMMERCE INC COM 859205106 258 8,400 SH DEFINED 1 8,400 STERLING SOFTWARE INC COM 859547101 154 6,500 SH DEFINED 1 6,500 STERLING SOFTWARE INC. COM 859547101 1,207 50,800 SH DEFINED 2 50,800 STEWART & STEVE COM 860342104 22 2,900 SH DEFINED 1 2,900 STEWART + STEVENSON SVCS INC COM 860342104 173 23,000 SH DEFINED 2 23,000 STEWART ENETERPRISES INC - CL A COM 860370105 157 9,800 SH DEFINED 1 9,800 STORAGE TECHNOLOGY CORP. COM 862111200 237 8,500 SH DEFINED 1 8,500 STORAGE USA INC COM 861907103 2,270 80,000 SH DEFINED 1 80,000 STRIDE RITE CORP COM 863314100 254 20,700 SH DEFINED 2 20,700 STRUCTURAL DYNAMICS RESEARCH COM 863555108 55 2,900 SH DEFINED 1 2,900 STRUCTURAL DYNAMICS RESH CORP COM 863555108 139 7,400 SH DEFINED 2 7,400 STRYKER CORP COM 863667101 757 15,000 SH DEFINED 2 15,000 STRYKER CORP COM 863667101 419 8,300 SH DEFINED 1 8,300 STUDENT LN CORP COM 863902102 67 1,800 SH DEFINED 2 1,800 STUDENT LOAN MARKETING COM 78442A109 259 6,200 SH DEFINED 1 6,200 SUIZA FOODS CORP COM 865077101 596 17,700 SH DEFINED 2 17,700 SUIZA FOODS CORP COM 865077101 108 3,200 SH DEFINED 1 3,200 SUMITOMO CORP COM 685894008 144 22,000 SH DEFINED 2 22,000 SUMITOMO ELEC INDS COM 685870008 308 26,000 SH DEFINED 2 26,000 SUMMIT BANCORP COM 866005101 9,617 246,600 SH DEFINED 2 246,600 SUMMIT BANCORPORATION COM 866005101 254 6,500 SH DEFINED 1 6,500 SUMMIT PPTYS INC COM 866239106 444 26,600 SH DEFINED 2 26,600 SUN INTL. HOTELS COM P8797T133 13 385 SH SOLE 385 SUN MICROSYSTEMS COM 866810104 13,919 111,300 SH DEFINED 1 111,300 SUN MICROSYSTEMS INC COM 866810104 8,750 70,000 SH DEFINED 2 70,000 SUNDSTRAND CORP COM 867323107 584 8,400 SH DEFINED 1 8,400 SUNGARD DATA SYS INC COM 867363103 468 11,700 SH DEFINED 2 11,700 SUNGARD DATA SYSTEMS INC. COM 867363103 384 9,600 SH DEFINED 1 9,600 SUNGLASS HUT INTL INC COM 86736F106 2,749 262,100 SH DEFINED 2 262,100 SUNOCO INC COM 86764P109 90 2,500 SH DEFINED 1 2,500 SUNRISE ASSISTED LIVING INC COM 86768K106 3,983 87,500 SH DEFINED 2 87,500 SUNRISE MED INC COM 867910101 55 8,800 SH DEFINED 2 8,800 SUNTERRA CORP COM 86787D109 418 42,900 SH DEFINED 2 42,900 SUNTRUST BANKS INC. COM 867914103 672 10,800 SH DEFINED 1 10,800 SUNTRUST BKS INC COM 867914103 342 5,500 SH DEFINED 2 5,500 SUPER VALU STORES COM 868536103 85 4,100 SH DEFINED 1 4,100 SUPERIOR INDS INTL INC COM 868168105 346 14,900 SH DEFINED 2 14,900 SUPERIOR INDS INTL INC COM 868168105 56 2,400 SH DEFINED 1 2,400 SWIFT TRANSN INC COM 870756103 528 20,900 SH DEFINED 2 20,900 SYBRON CORP COM 87114F106 230 9,200 SH DEFINED 1 9,200 SYBRON INTL CORP WISCONSIN COM 87114F106 465 18,600 SH DEFINED 2 18,600 SYLVAN LEARNING SYS INC COM 871399101 1,668 61,000 SH DEFINED 2 61,000 SYMANTEC CORP COM 871503108 188 11,100 SH DEFINED 2 11,100 SYMANTEC CORPORATION COM 871503108 78 4,600 SH DEFINED 1 4,600 SYMBOL TECHNOLOGIES IN COM 871508107 223 4,950 SH DEFINED 1 4,950 SYNOPSYS INC COM 871607107 1,348 25,100 SH DEFINED 2 25,100 SYNOPSYS INC COM 871607107 285 5,300 SH DEFINED 1 5,300 SYNOVUS FINANCIAL CORPORATION COM 87161C105 200 9,750 SH DEFINED 1 9,750 SYSCO CORP. COM 871829107 1,108 42,100 SH DEFINED 1 42,100 SYSTEMS + COMPUTER TECHNOLOGY COM 871873105 191 19,300 SH DEFINED 2 19,300 TALBOTS INC COM 874161102 95 3,900 SH DEFINED 2 3,900 TANDY CORP COM 875382103 1,646 25,800 SH DEFINED 2 25,800 Page 35 of 41

38 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 TANDY CORP. COM 875382103 281 4,400 SH DEFINED 1 4,400 TCA CABLE TV INC COM 872241104 699 16,100 SH DEFINED 2 16,100 TCA CABLE TV INC. COM 872241104 183 4,200 SH DEFINED 1 4,200 TCF FINANCIAL CORP. COM 872275102 198 7,600 SH DEFINED 1 7,600 TECH DATA CORP COM 878237106 94 4,100 SH DEFINED 1 4,100 TECO ENERGY COM 872375100 227 11,400 SH DEFINED 1 11,400 TECUMSEH PRODS CO COM 878895200 82 1,600 SH DEFINED 1 1,600 TEKTRONIX INC COM 879131100 42 1,650 SH DEFINED 1 1,650 Telebras - Spons ADR Pfd Block COM 879287308 2,999 37,200 SH DEFINED 1 37,200 TELECOMUNICACOES BRASILEIRAS COM 879287308 666 8,256 SH DEFINED 2 8,256 TELEFLEX INC COM 879369106 337 9,900 SH DEFINED 2 9,900 TELEFLEX INC COM 879369106 106 3,100 SH DEFINED 1 3,100 TELEFONICA DE ARGENTINA ADR COM 879378206 1,702 56,250 SH DEFINED 1 56,250 TELEFONICA DE ARGENTINA S A COM 879378206 81 2,690 SH DEFINED 2 2,690 TELEFONICA DEL PERU ADR COM 879384105 621 48,700 SH DEFINED 1 48,700 TELEFONOS DE MEXICO S A COM 879403780 364 5,550 SH DEFINED 2 5,550 TELEKOMUNIKACJA POLSKA-GDR COM 87943D207 359 68,000 SH DEFINED 1 68,000 TELEPHONE & DATA SYSTEMS, INC. COM 879433100 276 4,900 SH DEFINED 1 4,900 TELESP PARTICIPACOES SA-ADR COM 87952K100 1,118 54,200 SH DEFINED 1 54,200 TELLABS COM 879664100 694 7,100 SH DEFINED 1 7,100 TELLABS INC COM 879664100 704 7,200 SH DEFINED 2 7,200 TELMEX ADS - TELEFONOS DE MEXICO CL L COM 879403780 4,113 62,320 SH DEFINED 1 62,320 TEMPLE-INLAND COM 879868107 119 1,900 SH DEFINED 1 1,900 TENET HEALTHCARE CORP COM 88033G100 1,379 72,800 SH DEFINED 2 72,800 TENET HEALTHCARE CORP. COM 88033G100 210 11,100 SH DEFINED 1 11,100 TENNECO INC NEW COM 88037E101 698 25,000 SH DEFINED 2 25,000 TENNECO(NEW) COM 88037E101 187 6,700 SH DEFINED 1 6,700 TERADYNE INC COM 880770102 382 7,000 SH DEFINED 2 7,000 TERADYNE INC. COM 880770102 398 7,300 SH DEFINED 1 7,300 TESORO PETE CORP COM 881609101 116 10,500 SH DEFINED 2 10,500 TETRA TECH INC NEW COM 88162G103 427 20,200 SH DEFINED 2 20,200 TEVA PHARMACEUTICAL INDS LTD COM 881624209 1,056 22,300 SH DEFINED 2 22,300 TEXACO CAPITAL INC 3.5% 8/5/04 CVT NA5291052 403 4,000 SH DEFINED 1 4,000 TEXACO INC COM 881694103 1,888 33,270 SH DEFINED 2 33,270 TEXACO INC. COM 881694103 1,401 24,691 SH DEFINED 1 24,691 TEXAS INDS INC COM 882491103 65 2,600 SH DEFINED 2 2,600 TEXAS INSTRS INC COM 882508104 26,410 266,100 SH DEFINED 2 266,100 TEXAS INSTRUMENTS INC COM 882508104 1,439 14,500 SH DEFINED 1 14,500 TEXAS UTILITIES CO COM 882848104 402 9,572 SH DEFINED 1 9,572 TEXAS UTILS CO COM 882848104 1,668 40,000 SH DEFINED 2 40,000 TEXTRON INC COM 883203101 487 6,300 SH DEFINED 1 6,300 THERMADYNE CORP COMMON COM 883434201 58 80,000 SH DEFINED 1 80,000 THERMO ELECTRON COM 883556102 75 5,500 SH DEFINED 1 5,500 THOMAS & BETTS CORP COM 884315102 60 1,600 SH DEFINED 1 1,600 TIAA REALTY, INC. PREFERRED STOCK CVT 87244S200 1,944 20,000 SH DEFINED 1 20,000 TICKETMASTER ONLINE CITYSEARCH COM 88633P203 2,989 88,900 SH DEFINED 2 88,900 TIDEWATER INC. COM 886423102 140 5,400 SH DEFINED 1 5,400 TIFFANY & CO. COM 886547108 217 2,900 SH DEFINED 1 2,900 TIME WARNER (HOU IND) 7.00% PFD CVT 442161204 7,471 62,000 SH DEFINED 1 62,000 TIME WARNER INC COM 887315109 29,083 409,308 SH DEFINED 2 409,308 TIME WARNER INC. COM 887315109 27,461 387,800 SH DEFINED 1 387,800 TIMES MIRROR CO COM 887364107 195 3,600 SH DEFINED 1 3,600 TIMKEN CO. COM 887389104 33 2,000 SH DEFINED 1 2,000 TJX COMPANIES INC. NEW COM 872540109 364 10,700 SH DEFINED 1 10,700 Page 36 of 41

39 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 TOLL BROS INC COM 889478103 237 13,100 SH DEFINED 2 13,100 TORCHMARK CORP COM 891027104 183 5,800 SH DEFINED 1 5,800 TORO CO COM 891092108 91 2,900 SH DEFINED 2 2,900 TOSCO CORP COM 891490302 819 33,000 SH DEFINED 2 33,000 TOSCO CORP COM 891490302 330 13,300 SH DEFINED 1 13,300 TOSCO FINANCING TRUST 5.75% PFD CVT 891491201 2,388 50,000 SH DEFINED 1 50,000 TOTAL RENAL CARE HLDGS INC COM 89151A107 95 8,600 SH DEFINED 2 8,600 TOTAL RENAL CARE HOLDINGS COM 89151A107 73 6,600 SH DEFINED 1 6,600 TOWER AUTOMOTIVE INC COM 891707101 205 11,000 SH DEFINED 2 11,000 TOYS R US COM 892335100 196 10,400 SH DEFINED 1 10,400 TRANS WORLD AIRLINES, INC COM 893349837 12 2,649 SH DEFINED 1 2,649 TRANSACTION SYS ARCHITECTS INC COM 893416107 1,274 35,400 SH DEFINED 2 35,400 TRANSAMERICA COM 893485102 383 5,400 SH DEFINED 1 5,400 TRANSAMERICA CORP COM 893485102 383 5,400 SH DEFINED 2 5,400 TRANSATLANTIC HLDGS INC COM 893521104 1,973 26,300 SH DEFINED 2 26,300 TRANSATLANTIC HOLDINGS INC COM 893521104 436,432 9,152,420 SH DEFINED 1 19,152,420 TRANSOCEAN OFFSHORE INC COM 893817106 1,570 54,500 SH DEFINED 2 54,500 TRANSOCEAN OFFSHORE INC COM 893817106 254 8,800 SH DEFINED 1 8,800 TRAVEL SVCS INTL INC COM 894169101 681 64,900 SH DEFINED 2 64,900 TRIBUNE CO COM 896047107 288 4,400 SH DEFINED 1 4,400 TRIBUNE CO NEW COM 896047107 386 5,900 SH DEFINED 2 5,900 TRICON GLOBAL RESTAURANTS, INC. COM 895953107 407 5,790 SH DEFINED 1 5,790 TRIGON HEALTHCARE INC COM 89618L100 123 3,600 SH DEFINED 1 3,600 TRIMERIS INC COM 896263100 869 68,153 SH DEFINED 1 68,153 TRINET CORP RLTY TR INC COM 896287109 109 4,300 SH DEFINED 2 4,300 TRINITY INDUSTRIES COM 896522109 106 3,600 SH DEFINED 1 3,600 TRW INC COM 872649108 218 4,800 SH DEFINED 1 4,800 TUPPERWARE CORP COM 899896104 45 2,500 SH DEFINED 1 2,500 TV AZTECA S A DE C V COM 901145102 13 2,100 SH DEFINED 2 2,100 TV Azteca S.A. de C.V. - - Spons ADR COM 901145102 196 31,400 SH DEFINED 1 31,400 TV GUIDE INC COM 87307Q109 757 20,600 SH DEFINED 2 20,600 TWENTIETH CENTURY IND. COM 901272203 846,382 2,085,020 SH DEFINED 1 52,085,020 TWENTIETH CENTY INDS CAL COM 901272203 80 4,900 SH DEFINED 2 4,900 TYCO INTERNATIONAL LTD. COM 902124106 18,144 252,880 SH DEFINED 1 252,880 TYCO INTL LTD NEW COM 902124106 3,057 42,600 SH DEFINED 2 42,600 TYSON FOODS COM 902494103 437 21,100 SH DEFINED 1 21,100 U S FOODSERVICE COM 90331R101 698 15,000 SH DEFINED 2 15,000 U.S VISION INC COM 90339M104 43 10,000 SH DEFINED 2 10,000 U.S. BANCORP COM 902973106 926 27,171 SH DEFINED 1 27,171 U.S. FILTER CORP COM 911843209 481 15,700 SH DEFINED 1 15,700 U.S. FILTER CORP 4.5% 12/01/99 CVT 911843AF7 392 4,000 SH DEFINED 1 4,000 U.S. FOODSERVICE COM 90331R101 167 3,600 SH DEFINED 1 3,600 U.S. RESTAURANT 7.72% PFD CVT 902971209 1,397 75,000 SH DEFINED 1 75,000 UAL CORP COM 902549500 635 8,165 SH DEFINED 2 8,165 UBS INC. SER H CUM PREF STK CVT 90261B803 0 240 SH DEFINED 1 240 UCAR INTERNATIONAL INC COM 90262K109 54 3,800 SH DEFINED 1 3,800 UGLY DUCKLING HLDGS. INC COM 903512101 761 137,644 SH SOLE 137,644 ULTRAMAR DIAMOND SHAMROCK COM 904000106 160 7,399 SH DEFINED 1 7,399 UMB FINL CORP COM 902788108 743 19,300 SH DEFINED 2 19,300 Unibanco - Sponsored GDR COM 90458E107 743 38,600 SH DEFINED 1 38,600 UNIBANCO UNIAO DE BARNCOS BRAS COM 90458E107 19 1,000 SH DEFINED 2 1,000 UNICOM CORP COM 904911104 1,002 27,400 SH DEFINED 2 27,400 UNICOM CORPORATION COM 904911104 293 8,000 SH DEFINED 1 8,000 UNIFI INC COM 904677101 70 5,500 SH DEFINED 1 5,500 Page 37 of 41

40 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 UNILEVER N V COM 904784501 1,601 24,100 SH DEFINED 1 24,100 UNION CAMP CORP COM 905530101 7 100 SH DEFINED 2 100 UNION CAMP CORP COM 905530101 168 2,500 SH DEFINED 1 2,500 UNION CARBIDE COM 905581104 212 4,700 SH DEFINED 1 4,700 UNION PACIFIC CORP. COM 907818108 3,387 63,384 SH DEFINED 1 63,384 UNION PACIFIC RES GROUP INC COM 907834105 390 32,800 SH DEFINED 2 32,800 UNION PACIFIC RESOURCES GRP COM 907834105 660 55,578 SH DEFINED 1 55,578 UNION PLANTERS CORP COM 908068109 202 4,600 SH DEFINED 1 4,600 UNIPHASE CORP COM 909149106 2,639 23,000 SH DEFINED 2 23,000 UNISOURCE WORLDWIDE INC COM 909208100 72 10,100 SH DEFINED 2 10,100 UNISOURCE WORLDWIDE INC COM 909208100 41 5,800 SH DEFINED 1 5,800 UNISYS CORP. COM 909214108 235 8,500 SH DEFINED 1 8,500 UNITED DOMINION RLTY TR INC COM 910197102 19 1,900 SH DEFINED 2 1,900 UNITED HEALTHCARE CORP COM 910581107 558 10,600 SH DEFINED 2 10,600 UNITED HEALTHCARE CORP. COM 910581107 353 6,700 SH DEFINED 1 6,700 UNITED PARK CITY MINES COM 911315208 5,008 154,094 SH DEFINED 1 154,094 UNITED RENTALS INC COM 911363109 869 30,500 SH DEFINED 2 30,500 UNITED TECHNOLOGIES CORP COM 913017109 7,449 55,000 SH DEFINED 2 55,000 UNITED TECHNOLOGIES CORP COM 913017109 1,178 8,700 SH DEFINED 1 8,700 UNITRIN INC COM 913275103 117 3,800 SH DEFINED 2 3,800 UNIVERSAL CORP VA COM 913456109 281 11,000 SH DEFINED 2 11,000 UNIVERSAL CORP VA COM 913456109 77 3,000 SH DEFINED 1 3,000 UNIVERSAL FOODS COM 913538104 78 3,800 SH DEFINED 1 3,800 UNIVISION COMMUNICATIONS INC COM 914906102 10,325 206,500 SH DEFINED 2 206,500 UNOCAL CAP TR COM 91528T207 1,666 31,000 SH DEFINED 2 31,000 UNOCAL CAPITAL TRUST 6.25% PFD CVT 91528T207 3,494 65,000 SH DEFINED 1 65,000 UNOCAL CORP COM 915289102 442 12,000 SH DEFINED 2 12,000 UNOCAL CORP COM 915289102 332 9,000 SH DEFINED 1 9,000 UNUM CORP COM 903192102 1,455 30,600 SH DEFINED 2 30,600 UNUM CORP. COM 903192102 99,301 2,087,800 SH DEFINED 1 2,087,800 US AIRWAYS GROUP, INC. COM 911905107 137 2,800 SH DEFINED 1 2,800 US BANCORP DEL COM 902973106 1,175 34,500 SH DEFINED 2 34,500 US WEST INC COM 91273H101 996 18,089 SH DEFINED 1 18,089 USA NETWORKS INC COM 902984103 2,849 79,600 SH DEFINED 2 79,600 USA NETWORKS INC COM 902984103 7,695 214,864 SH DEFINED 1 214,864 USG CORP COM 903293405 226 4,400 SH DEFINED 1 4,400 UST INC COM 902911106 4,134 158,222 SH DEFINED 2 158,222 UST INC COM 902911106 172 6,600 SH DEFINED 1 6,600 USWEB CORP COM 917327108 7,429 180,200 SH DEFINED 2 180,200 USX MARATHON GROUP COM 902905827 245 8,900 SH DEFINED 2 8,900 USX U S STL GROUP COM 90337T101 392 16,700 SH DEFINED 2 16,700 USX/MARATHON GROUP COM 902905827 297 10,800 SH DEFINED 1 10,800 USX-U.S. STEEL GROUP INC. COM 90337T101 73 3,100 SH DEFINED 1 3,100 UTILICORP UTD INC DEL COM 918005109 188 8,250 SH DEFINED 1 8,250 VALASSIS COMMUNICATIONS INC COM 918866104 378 7,300 SH DEFINED 2 7,300 VALERO ENERGY CORP COM 91913Y100 480 19,300 SH DEFINED 2 19,300 VALERO ENERGY CORP COM 91913Y100 127 5,100 SH DEFINED 1 5,100 VALLEY MEDIA INC COM 91972C106 1,138 50,000 SH DEFINED 2 50,000 VANGUARD CELLULAR SYS INC COM 922022108 84 3,100 SH DEFINED 2 3,100 VANGUARD CELLULAR SYSTEM COM 922022108 96 3,500 SH DEFINED 1 3,500 VANSTAR FINANCING TR 6.75% PFD CVT 92208Q307 1,140 60,000 SH DEFINED 1 60,000 VARCO INTL INC COM 922126107 60 5,400 SH DEFINED 1 5,400 VARIAN ASSOC. INC. COM 922204102 105 2,700 SH DEFINED 1 2,700 VASTAR RES INC COM 922380100 478 10,000 SH DEFINED 2 10,000 Page 38 of 41

41 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 VERISIGN INC COM 92343E102 7,256 47,120 SH DEFINED 2 47,120 VERTICALNET INC COM 92532L107 1,265 12,200 SH DEFINED 2 12,200 VF CORP COM 918204108 219 4,600 SH DEFINED 1 4,600 VIACOM INC COM 925524308 583 6,945 SH DEFINED 2 6,945 VIACOM INC CL-B COMMON COM 925524308 1,116 13,300 SH DEFINED 1 13,300 VIAD CORP COM 92552R109 334 12,000 SH DEFINED 2 12,000 VIAD CORPORATION COM 92552R109 253 9,100 SH DEFINED 1 9,100 VIATEL INC PREFERRED SERIES A CVT 925529307 656 3,647 SH DEFINED 1 3,647 VIGNETTE CORP COM 926734104 3,173 42,300 SH DEFINED 2 42,300 VISHAY INTERTECHNOLOGY COM 928298108 85 5,852 SH DEFINED 1 5,852 VISTANA INC COM 92839P108 570 42,200 SH DEFINED 2 42,200 VISUAL NETWORKS INC COM 928444108 483 13,000 SH DEFINED 2 13,000 VISX INC DEL COM 92844S105 408 3,800 SH DEFINED 2 3,800 VITESSE SEMICONDUCTOR CORP COM 928497106 1,699 33,600 SH DEFINED 2 33,600 VITESSE SEMICONDUCTOR CORP COM 928497106 304 6,000 SH DEFINED 1 6,000 VLASIC FOODS INTERNATIONAL COM 928559103 50 3,900 SH DEFINED 1 3,900 VLASIC FOODS INTL INC COM 928559103 91 7,000 SH DEFINED 2 7,000 VLSI TECHNOLOGY 8.25% 10/1/05 CVT 918270AB5 495 5,000 SH DEFINED 1 5,000 VLSI TECHNOLOGY INC COM 918270109 179 9,200 SH DEFINED 2 9,200 VORNADO REALTY TR COM 929042208 15 300 SH DEFINED 2 300 VORNADO RLTY TR COM 929042109 476 13,800 SH DEFINED 2 13,800 VULCAN MATLS CO COM 929160109 905 21,900 SH DEFINED 2 21,900 VULCAN MATLS CO COM 929160109 372 9,000 SH DEFINED 1 9,000 WACHOVIA CORP COM 929771103 552 6,800 SH DEFINED 1 6,800 WADDELL + REED FINL INC COM 930059100 534 26,300 SH DEFINED 2 26,300 WAL MART STORES INC COM 931142103 12,963 140,620 SH DEFINED 2 140,620 WALGREEN CO COM 931422109 1,222 43,260 SH DEFINED 2 43,260 WALGREEN CO COM 931422109 1,048 37,100 SH DEFINED 1 37,100 WALLACE COMPUTER SER INC COM 932270101 361 18,200 SH DEFINED 2 18,200 WALLACE COMPUTER SYSTEMS COM 932270101 79 4,000 SH DEFINED 1 4,000 WAL-MART STORES COM 931142103 36,890 400,160 SH DEFINED 1 400,160 WALTER INDS INC COM 93317Q105 9 807 SH SOLE 807 WALTER INDS INC COM 93317Q105 98 8,700 SH DEFINED 2 8,700 WANG LABS INC NEW COM 93369N109 143 7,300 SH DEFINED 2 7,300 WARNACO COM 934390105 136 5,500 SH DEFINED 1 5,500 WARNACO GROUP INC COM 934390105 627 25,400 SH DEFINED 2 25,400 WARNER CHILCOTT ADR (NEW) COM 934435207 3,473 496,120 SH DEFINED 1 496,120 WARNER LAMBERT COM 934488107 7,881 118,965 SH DEFINED 1 118,965 WARNER LAMBERT CO COM 934488107 11,672 176,330 SH DEFINED 2 176,330 WASHINGTON GAS LT CO COM 938837101 713 31,500 SH DEFINED 2 31,500 WASHINGTON GAS LT CO COM 938837101 86 3,800 SH DEFINED 1 3,800 WASHINGTON MUT INC COM 939322103 5,657 138,400 SH DEFINED 2 138,400 WASHINGTON MUTUAL INC. COM 939322103 846 20,690 SH DEFINED 1 20,690 WASHINGTON POST CO COM 939640108 104 200 SH DEFINED 2 200 WASHINGTON POST CO. COM 939640108 469 900 SH DEFINED 1 900 WASTE MANAGEMENT INC COM 94106L109 919 20,700 SH DEFINED 1 20,700 WASTE MGMT INC DEL COM 94106L109 1,237 27,872 SH DEFINED 2 27,872 WATERS CORP COM 941848103 147 1,400 SH DEFINED 2 1,400 WATSCO INC COM 942622200 79 5,400 SH DEFINED 2 5,400 WATSON PHARMACEUTICALS COM 942683103 379 8,600 SH DEFINED 1 8,600 WATSON PHARMACEUTICALS INC COM 942683103 441 10,000 SH DEFINED 2 10,000 WATTS INDS INC COM 942749102 298 22,000 SH DEFINED 2 22,000 WATTS INDS INC COM 942749102 102 7,500 SH DEFINED 2 7,500 WATTS INDUSTRIES CLASS A COM 942749102 27 2,000 SH DEFINED 1 2,000 Page 39 of 41

42 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 WAUSAU MOSINEE PAPER CORP COM 943315101 101 7,200 SH DEFINED 2 7,200 WAUSAU-MOSINEE PAPER CORP COM 943315101 66 4,700 SH DEFINED 1 4,700 WD 40 CO COM 929236107 1,363 47,000 SH DEFINED 2 47,000 WEATHERFORD INTERNATIONAL COM 947074100 214 8,200 SH DEFINED 1 8,200 WEATHERFORD INTL INC NEW COM 947074100 3,041 116,400 SH DEFINED 2 116,400 WEINGARTEN RLTY INVS COM 948741103 24 600 SH DEFINED 2 600 WELLMAN INC COM 949702104 25 2,800 SH DEFINED 1 2,800 WELLPOINT HEALTH NETWORKS INC COM 94973H108 432 5,700 SH DEFINED 2 5,700 WELLS FARGO & COMPANY COM 949746101 2,072 59,100 SH DEFINED 1 59,100 WELLS FARGO + CO NEW COM 949746101 6,094 173,800 SH DEFINED 2 173,800 WENDY'S COM 950590109 125 4,400 SH DEFINED 1 4,400 WERNER ENTERPRISES INC COM 950755108 484 30,750 SH DEFINED 2 30,750 WESLEY JESSEN VISIONCARE INC COM 951018100 159 5,800 SH DEFINED 2 5,800 WEST PHARMACEUTICAL SVCS INC COM 955306105 60 1,882 SH DEFINED 2 1,882 WESTAMERICA BANCORPORATION COM 957090103 538 17,000 SH DEFINED 2 17,000 WESTERN BANCORP COM 957683105 276 9,000 SH DEFINED 2 9,000 WESTERN WIRELESS CORP COM 95988E204 2,503 69,300 SH DEFINED 2 69,300 WESTPOINT STEVENS INC. COM 961238102 1,398 50,480 SH DEFINED 1 50,480 WESTVACO CORP COM 961548104 273 13,000 SH DEFINED 2 13,000 WESTVACO CORP. COM 961548104 80 3,800 SH DEFINED 1 3,800 WET SEAL INC COM 961840105 103 2,800 SH DEFINED 2 2,800 WEYERHAEUSER CO COM 962166104 422 7,600 SH DEFINED 2 7,600 WEYERHAEUSER CO. COM 962166104 427 7,700 SH DEFINED 1 7,700 WHIRLPOOL CORP COM 963320106 435 8,000 SH DEFINED 2 8,000 WHIRLPOOL CORP COM 963320106 158 2,900 SH DEFINED 1 2,900 WHITMAN CORP COM 96647K102 148 8,600 SH DEFINED 1 8,600 WHITTMAN HART INC COM 966834103 323 15,000 SH DEFINED 2 15,000 WHOLE FOODS MKT INC COM 966837106 947 27,600 SH DEFINED 2 27,600 WILEY JOHN + SON COM 968223206 567 13,500 SH DEFINED 2 13,500 WILLAMETTE INDS INC COM 969133107 483 12,800 SH DEFINED 2 12,800 WILLAMETTE INDS. INC. COM 969133107 151 4,000 SH DEFINED 1 4,000 WILLIAMS COMPANIES COM 969457100 612 15,500 SH DEFINED 1 15,500 WILLIAMS COS INC COM 969457100 1,067 27,000 SH DEFINED 2 27,000 WILLIAMS SONOMA INC COM 969904101 520 18,400 SH DEFINED 2 18,400 WILMINGTON TR CORP COM 971807102 857 15,000 SH DEFINED 2 15,000 WILMINGTON TRUST CORP COM 971807102 171 3,000 SH DEFINED 1 3,000 WINN DIXIE STORES INC COM 974280109 4,119 110,195 SH DEFINED 2 110,195 WINN-DIXIE STORES INC. COM 974280109 206 5,500 SH DEFINED 1 5,500 WISCONSIN CENTRAL TRANSPORT COM 976592105 56 4,200 SH DEFINED 1 4,200 WISCONSIN ENERGY CORP. COM 976657106 276 10,600 SH DEFINED 1 10,600 WITCO CORP COM 977385103 62 4,900 SH DEFINED 1 4,900 WM. WRIGLEY CO COM 982526105 389 4,300 SH DEFINED 1 4,300 WOLVERINE WORLD WIDE INC COM 978097103 523 55,000 SH DEFINED 2 55,000 WORLD COLOR PRESS INC DEL COM 981443104 83 3,900 SH DEFINED 2 3,900 WORTHINGTON INDUSTRIES COM 981811102 40 3,400 SH DEFINED 1 3,400 WPP GROUP PLC COM 929309300 51 600 SH DEFINED 2 600 XEROX CORP COM 984121103 1,692 31,700 SH DEFINED 2 31,700 XEROX CORP COM 984121103 2,032 38,070 SH DEFINED 1 38,070 XILINX INC COM 983919101 1,053 26,000 SH DEFINED 2 26,000 XILINX INC. COM 983919101 511 12,600 SH DEFINED 1 12,600 XIRCOM INC COM 983922105 75 3,000 SH DEFINED 2 3,000 XL CAPITAL LTD COM G98255105 547 9,000 SH DEFINED 2 9,000 XL CAPITAL LTD COM G98255105 6,075 100,000 SH DEFINED 1 100,000 XTRA CORP COM 984138107 1,222 31,900 SH DEFINED 2 31,900 Page 40 of 41

43 FILE NUMBER 28-219 (CONSOLIDATED) AS OF 3/31/99 YACIMIENTOS PETROLIFEROS FISCADES ADR COM 984245100 1,928 61,100 SH DEFINED 1 61,100 YAHOO INC COM 984332106 10,000 59,400 SH DEFINED 2 59,400 YORK INTERNATIONAL CORP COM 986670107 134 3,800 SH DEFINED 1 3,800 YOUNG + RUBICAM INC COM 987425105 660 16,200 SH DEFINED 2 16,200 YPF SOCIEDAD ANONIMA COM 984245100 399 12,626 SH DEFINED 2 12,626 ZIFF DAVIS INC COM 989511100 6,308 293,400 SH DEFINED 2 293,400 ZIFF DAVIS INC COM 989511209 918 25,500 SH DEFINED 2 25,500 ZIONS BANCORP COM 989701107 325 4,900 SH DEFINED 2 4,900 ZIONS BANCORPORATION COM 989701107 479 7,200 SH DEFINED 1 7,200 ZONAGEN INC COM 98975L108 215 10,000 SH DEFINED 2 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ TOTAL 6,687,131 173,823,148 171,737,858 ==================================================================================================================================== Page 41 of 41