<PAGE>   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).)


     


<PAGE>   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.


<PAGE>   3
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<CAPTION>
- -------------------------------  ------  ---------  ---------  ----------------------  ----------  --------  -----------------------
           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
- ------------------------------------------------------------------------------------------------------------------------------------
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>




                                  Page 1 of 41

<PAGE>   4
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>




                                  Page 2 of 41

<PAGE>   5
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                  Page 3 of 41

<PAGE>   6
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                  Page 4 of 41

<PAGE>   7
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                  Page 5 of 41

<PAGE>   8
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                  Page 6 of 41

<PAGE>   9
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>




                                  Page 7 of 41

<PAGE>   10
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                  Page 8 of 41

<PAGE>   11
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                  Page 9 of 41

<PAGE>   12
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 10 of 41

<PAGE>   13
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>       
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          
</TABLE>



                                 Page 11 of 41

<PAGE>   14
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                  Page 12 of 41

<PAGE>   15
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 13 of 41

<PAGE>   16
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          
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      
</TABLE>



                                 Page 14 of 41

<PAGE>   17
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 15 of 41

<PAGE>   18
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 16 of 41

<PAGE>   19
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 17 of 41

<PAGE>   20
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 18 of 41

<PAGE>   21
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 19 of 41

<PAGE>   22
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 20 of 41

<PAGE>   23
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>        <C>
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  
</TABLE>



                                 Page 21 of 41

<PAGE>   24
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 22 of 41

<PAGE>   25
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 23 of 41

<PAGE>   26
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>      <C>
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 
</TABLE>



                                 Page 24 of 41

<PAGE>   27
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 25 of 41

<PAGE>   28
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 26 of 41

<PAGE>   29
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 27 of 41

<PAGE>   30
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 28 of 41

<PAGE>   31
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 29 of 41

<PAGE>   32
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 30 of 41

<PAGE>   33
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          
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      
</TABLE>



                                 Page 31 of 41

<PAGE>   34
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 32 of 41

<PAGE>   35
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 33 of 41

<PAGE>   36
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 34 of 41

<PAGE>   37
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 35 of 41

<PAGE>   38
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 36 of 41

<PAGE>   39
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 37 of 41

<PAGE>   40
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 38 of 41

<PAGE>   41
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 39 of 41

<PAGE>   42
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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      
</TABLE>



                                 Page 40 of 41

<PAGE>   43
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 3/31/99



<TABLE>
<S>                              <C>     <C>        <C>        <C>          <C>  <C>   <C>         <C>       <C>   <C>          <C>
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
====================================================================================================================================
</TABLE>



                                 Page 41 of 41