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: September 30, 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) 770-7000 Signature, Place, and Date of Signing: /s/ Edward E. Matthews New York, New York November 15, 1999 - ------------------------------- ------------------------ ---------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
2 FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 2480 Form 13F Information Table Value Total: $12,503,568 (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 28-4637 AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL L.P. 4 28-5794 AIG INTERNATIONAL MANAGEMENT COMPANY, INC.
3 File Number 28-219 (Consolidated) As of 9/30/99 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- 20TH CENTURY INDUSTRIES CAL EQUITY 901272203 1,035,509 53,445,620 SH DEFINED 1 53,445,620 3COM CORP EQUITY 885535104 357 12,400 SH DEFINED 1 12,400 800 TRAVEL SYSTEM EQUITY 282506112 84 84,300 SH DEFINED 4 84,300 99 CENTS ONLY STORES EQUITY 65440K106 34,647 959,098 SH DEFINED 3 925,448 33,650 A D C TELECOMMUNICA- TIONS EQUITY 000886101 205 4,900 SH DEFINED 1 4,900 A D C TELECOMMUNICA- TIONS EQUITY 000886101 7,863 187,500 SH DEFINED 3 152,900 34,600 AAR CORP EQUITY 000361105 101 5,600 SH DEFINED 2 5,600 ABBEY NATIONAL EQUITY 000445007 230 13,000 SH DEFINED 2 13,000 ABBOTT LABORATORIES EQUITY 002824100 2,370 64,600 SH DEFINED 1 64,600 ABBOTT LABORATORIES EQUITY 002824100 1,654 45,000 SH DEFINED 2 45,000 ABERCROMBIE & FITCH CO EQUITY 002896207 313 9,200 SH DEFINED 1 9,200 ABERCROMBIE & FITCH CO EQUITY 002896207 4,994 146,600 SH DEFINED 2 146,600 ACCREDO HEALTH INC EQUITY 00437V104 10,395 330,000 SH DEFINED 3 330,000 ACE LTD EQUITY G0070K103 1,004 59,300 SH DEFINED 2 59,300 ACME COMMUNICATION INC EQUITY 004631107 1,550 50,000 SH DEFINED 3 50,000 ACNIELSEN CORP EQUITY 004833109 118 5,199 SH DEFINED 1 5,199 ACTV INC EQUITY 00088E104 1,882 135,000 SH DEFINED 3 135,000 ACUSON CORP EQUITY 005113105 32 2,500 SH DEFINED 1 2,500 ACXIOM CORP EQUITY 005125109 828 42,200 SH DEFINED 2 42,200 ADAPTEC INC EQUITY 00651F108 175 4,400 SH DEFINED 1 4,400 ADAPTIVE BROADBAND CORP CORPBOND 00650MAA3 10,990 9,158,000 PRN DEFINED 4 9,158,000 ADELPHIA COMMUNICA- TIONS CORP EQUITY 006848105 670 11,400 SH DEFINED 2 11,400 ADOBE SYSTEMS INC EQUITY 00724F101 284 2,500 SH DEFINED 1 2,500 ADOBE SYSTEMS INC EQUITY 00724F101 1,748 15,400 SH DEFINED 2 15,400 ADTRAN INC EQUITY 00738A106 134 3,500 SH DEFINED 1 3,500 ADTRAN INC EQUITY 00738A106 45,044 1,175,700 SH DEFINED 3 1,152,800 22,900 ADVANCE PARADIGM INC EQUITY 007491103 45,716 835,000 SH DEFINED 3 818,900 16,100 ADVANCED FIBRE COM- MUNICATIONS EQUITY 00754A105 1,296 58,400 SH DEFINED 2 58,400 ADVANCED MICRO DEVICES INC EQUITY 007903107 83 4,800 SH DEFINED 1 4,800 AES CORP EQUITY 00130H105 401 6,800 SH DEFINED 1 6,800 AES CORP EQUITY 00130H113 4,957 55,500 SH DEFINED 4 55,500 AETNA INC EQUITY 008117103 266 5,400 SH DEFINED 1 5,400 AETNA INC EQUITY 008117103 737 14,959 SH DEFINED 2 14,959 AFFILIATED COMPUTER SERVICES INC EQUITY 008190100 179 4,400 SH DEFINED 1 4,400 AFFILIATED COMPUTER SERVICES INC EQUITY 008190100 683 16,800 SH DEFINED 2 16,800 AFFILIATED COMPUTER SERVICES INC EQUITY 008190100 78,455 1,931,200 SH DEFINED 3 1,860,800 70,400 AFFYMETRIX INC EQUITY 00826T108 3,847 39,100 SH DEFINED 2 39,100 AFLAC INC EQUITY 001055102 7,508 179,300 SH DEFINED 1 179,300 Page 1 of 55
4 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- AGCO CORP EQUITY 001084102 70 5,400 SH DEFINED 1 5,400 AGILE SOFTWARE CORP DEL EQUITY 00846X105 640 10,000 SH DEFINED 3 10,000 AGL RESOURCES INC EQUITY 001204106 85 5,200 SH DEFINED 1 5,200 AGL RESOURCES INC EQUITY 001204106 2,080 128,000 SH DEFINED 2 128,000 AIR EXPRESS INTERNATIONAL CORP EQUITY 009104100 428 19,000 SH DEFINED 2 19,000 AIR PRODUCTS & CHEMICALS INC EQUITY 009158106 240 8,200 SH DEFINED 1 8,200 AIR PRODUCTS & CHEMICALS INC EQUITY 009158106 4,818 165,771 SH DEFINED 2 165,771 AIRBORNE FREIGHT CORP EQUITY 009266107 91 4,300 SH DEFINED 1 4,300 AIRGAS INC EQUITY 009363102 74 6,400 SH DEFINED 1 6,400 AIRGATE PCS INC EQUITY 009367103 1,154 46,400 SH DEFINED 2 46,400 AK STEEL HOLDING CORP EQUITY 001547108 95 5,200 SH DEFINED 1 5,200 AK STEEL HOLDING CORP EQUITY 001547108 467 25,600 SH DEFINED 2 25,600 ALAMO GROUP INC EQUITY 011311107 324 35,000 SH DEFINED 2 35,000 ALASKA AIR GROUP EQUITY 011659109 98 2,400 SH DEFINED 1 2,400 ALBANY INTERNATIONAL CORP EQUITY 012348108 37 2,470 SH DEFINED 1 2,470 ALBEMARLE CORP EQUITY 012653101 97 4,800 SH DEFINED 1 4,800 ALBERTO CULVER CO EQUITY 013068101 42 1,800 SH DEFINED 1 1,800 ALBERTSONS INC EQUITY 013104104 8,258 208,743 SH DEFINED 1 208,743 ALCAN ALUMINUM LTD NEW EQUITY 013716956 55 1,740 SH DEFINED 2 1,740 ALCAN ALUMINUM LTD NEW EQUITY 013716105 209 6,700 SH DEFINED 1 6,700 ALCATEL ALSTHOM EQUITY 013904305 216 7,800 SH DEFINED 2 7,800 ALCOA INC EQUITY 013817101 782 12,600 SH DEFINED 1 12,600 ALCOA INC EQUITY 013817101 8,751 141,000 SH DEFINED 2 141,000 ALEXANDER & BALDWIN INC EQUITY 014482103 93 3,900 SH DEFINED 1 3,900 ALKERMES INC EQUITY 01642T108 2,909 101,100 SH DEFINED 2 101,100 ALKERMES INC EQUITY 01642T405 7,016 125,000 SH DEFINED 4 125,000 ALLAIRE CORP EQUITY 016714107 2,480 44,300 SH DEFINED 2 44,300 ALLAIRE CORP EQUITY 016714107 311 5,100 SH DEFINED 4 5,100 ALLEGHENY ENERGY INC EQUITY 017361106 335 10,500 SH DEFINED 1 10,500 ALLEGHENY TELEDYNE INC EQUITY 017415100 116 6,845 SH DEFINED 1 6,845 ALLEGIANCE TELECOM INC EQUITY 01747T102 226 4,300 SH DEFINED 2 4,300 ALLEN TELECOM INC EQUITY 018091108 132 13,500 SH DEFINED 2 13,500 ALLERGAN INC EQUITY 018490102 264 2,400 SH DEFINED 1 1,900 ALLIANT ENERGY CORP EQUITY 018802108 191 6,900 SH DEFINED 1 6,900 ALLIED CAPITAL CORP NEW EQUITY 01903Q108 367 16,300 SH DEFINED 2 16,300 ALLIED-SIGNAL INC. EQUITY 019512102 16,180 269,950 SH DEFINED 1 269,950 ALLIED-SIGNAL INC EQUITY 019512102 342 5,700 SH DEFINED 2 5,700 ALLIED WASTE INDUST- RIES INC EQUITY 019589308 70 6,000 SH DEFINED 1 6,000 ALLIED WASTE INDUST- RIES INC EQUITY 019589308 673 57,600 SH DEFINED 2 57,600 ALLMERICA FINANCIAL CORP EQUITY 019754100 238 5,000 SH DEFINED 1 5,000 ALLSCRIPTS INC EQUITY 019886100 89 5,600 SH DEFINED 2 5,600 ALLSTATE CORP EQUITY 020002101 7,835 314,200 SH DEFINED 1 314,200 ALLSTATE CORP EQUITY 020002101 317 12,700 SH DEFINED 2 12,700 ALLTEL CORP EQUITY 020039103 704 10,000 SH DEFINED 1 10,000 ALLTEL CORP EQUITY 020039103 7,260 103,161 SH DEFINED 2 103,161 ALPHARMA INC CORPBOND 020813AC5 2,420 2,000,000 PRN DEFINED 4 2,000,000 Page 2 of 55
5 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- ALTEON WEBSYSTEMS INC EQUITY 02145A109 940 10,000 SH DEFINED 3 10,000 ALTERA CORP EQUITY 021441100 772 17,800 SH DEFINED 1 17,800 ALZA CORP DEL EQUITY 022615108 128 3,000 SH DEFINED 1 3,000 ALZA CORP DEL EQUITY 022615108 51 1,200 SH DEFINED 2 1,200 ALZA CORP DEL CORPBOND 022615AC2 49,417 86,924,000 PRN DEFINED 4 86,924,000 ALZA CORP DEL CORPBOND 022615AD0 714 500,000 PRN DEFINED 4 500,000 AMB PROPERTY CORP EQUITY 00163T109 15,685 740,300 SH DEFINED 3 619,400 20,900 AMBAC FINANCIAL GROUP INC EQUITY 023139108 298 6,300 SH DEFINED 1 6,300 AMBAC FINANCIAL GROUP INC EQUITY 023139108 725 15,300 SH DEFINED 2 15,300 AMDOCS LTD EQUITY G02602103 1,174 55,900 SH DEFINED 2 55,900 AMERADA HESS CORP EQUITY 023551104 202 3,300 SH DEFINED 1 3,300 AMERADA HESS CORP EQUITY 023551104 6 100 SH DEFINED 2 100 AMEREN CORP EQUITY 023608102 158 4,180 SH DEFINED 1 4,180 AMERICA ONLINE INC DEL EQUITY 02364J104 6,181 59,400 SH DEFINED 1 59,400 AMERICA ONLINE INC DEL EQUITY 02364J104 8,506 81,787 SH DEFINED 2 81,787 AMERICA ONLINE INC DEL CORPBOND 02364JAB0 126,819 15,867,000 PRN DEFINED 4 15,867,000 AMERICAN ELECTRIC POWER INC EQUITY 025537101 242 7,100 SH DEFINED 1 7,100 AMERICAN ELECTRIC POWER INC EQUITY 025537101 17 500 SH DEFINED 2 500 AMERICAN EXPRESS CO EQUITY 025816109 26,764 198,250 SH DEFINED 1 198,250 AMERICAN EXPRESS CO EQUITY 025816109 23,574 175,105 SH DEFINED 2 175,105 AMERICAN FINANCIAL GROUP INC EQUITY 025932104 154 5,500 SH DEFINED 1 5,500 AMERICAN FINANCIAL GROUP INC EQUITY 025932104 84 3,000 SH DEFINED 2 3,000 AMERICAN GENERAL CORP EQUITY 026351106 573 9,061 SH DEFINED 1 9,061 AMERICAN GENERAL CORP EQUITY 026351106 221 3,500 SH DEFINED 2 3,500 AMERICAN GENERAL CORP EQUITY 026351809 3,546 67,200 SH DEFINED 4 67,200 AMERICAN GREETINGS CORP EQUITY 026375105 67 2,600 SH DEFINED 1 2,600 AMERICAN GREETINGS CORP EQUITY 026375105 3,962 153,864 SH DEFINED 2 153,864 AMERICAN HEALTH PROPERTIES INC EQUITY 026494104 6,665 331,200 SH DEFINED 3 278,500 52,700 AMERICAN HOME PRODUCTS CORP EQUITY 026609107 22,684 546,600 SH DEFINED 1 546,600 AMERICAN HOME PRODUCTS CORP EQUITY 026609107 3,324 80,100 SH DEFINED 2 80,100 AMERICAN INTERNA- TIONAL GROUP INC EQUITY 026874107 7,397 85,088 SH DEFINED 1 984,229 AMERICAN INTERNA- TIONAL GROUP INC EQUITY 026874107 1,910 21,968 SH DEFINED 2 21,968 AMERICAN ITALIAN PASTA CO EQUITY 027070101 206 7,200 SH DEFINED 2 7,200 AMERICAN NATIONAL CAN GROUP INC EQUITY 027714104 443 28,000 SH DEFINED 2 28,000 AMERICAN MANAGEMENT SYSTEMS INC EQUITY 027352103 620 24,200 SH DEFINED 2 24,200 AMERICAN POWER CONVERSION CORP EQUITY 029066107 327 17,200 SH DEFINED 1 17,200 AMERICAN RETIREMENT CORP CORPBOND 028913AA9 1,084 1,500,000 PRN DEFINED 4 1,500,000 AMERICAN SKIING CORP EQUITY 029654308 2,118 529,581 SH DEFINED 1 529,581 AMERICAN STANDARD COS INC DEL EQUITY 029712106 243 6,300 SH DEFINED 1 6,300 AMERICAN TOWER CORP EQUITY 029912201 42,953 2,188,700 SH DEFINED 3 2,102,900 85,800 AMERICAN WATER WORKS INC EQUITY 030411102 246 8,500 SH DEFINED 1 8,500 AMERICREDIT CORP EQUITY 03060R101 713 47,700 SH DEFINED 2 47,700 AMERICREDIT CORP EQUITY 03060R101 43,401 2,905,500 SH DEFINED 3 2,809,500 96,000 AMERISOURCE HEALTH CORP EQUITY 03071P102 488 20,600 SH DEFINED 2 20,600 AMERITECH CORP NEW EQUITY 030954101 2,683 40,200 SH DEFINED 1 40,200 AMERITRADE HOLDING CORP CORPBOND 03072HAA7 2,008 2,750,000 PRN DEFINED 4 2,750,000 Page 3 of 55
6 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- AMES DEPARTMENT STORES INC EQUITY 030789507 11 360 SH DEFINED 1 360 AMES DEPARTMENT STORES INC EQUITY 030789507 35,381 1,110,000 SH DEFINED 3 1,088,800 21,200 AMETEK INC NEW EQUITY 031100100 57 2,900 SH DEFINED 1 2,900 AMF BOWLING INC CORPBOND 03113VAA7 591 6,753,000 PRN DEFINED 4 6,753,000 AMF BOWLING INC CORPBOND 03113VAB5 421 4,806,000 PRN DEFINED 4 4,806,000 AMFM INC EQUITY 001693209 15,351 91,310 SH DEFINED 4 91,310 AMFM INC EQUITY 001693100 4,246 69,897 SH DEFINED 3 57,709 12,188 AMGEN INC EQUITY 031162100 1,573 19,300 SH DEFINED 1 19,300 AMGEN INC EQUITY 031162100 9,267 113,700 SH DEFINED 2 113,700 AMKOR TECHNOLOGY INC CORPBOND 031652AA8 1,300 1,000,000 PRN DEFINED 4 1,000,000 AMR CORP EQUITY 001765106 360 6,600 SH DEFINED 1 6,600 AMR CORP EQUITY 001765106 278 5,100 SH DEFINED 2 5,100 AMSOUTH BANCORPORA- TION EQUITY 032165102 131 5,600 SH DEFINED 1 5,600 ANADARKO PETROLEUM CORP EQUITY 032511107 138 4,500 SH DEFINED 1 4,500 ANADARKO PETROLEUM CORP EQUITY 032511107 4,890 160,000 SH DEFINED 3 160,000 ANALOG DEVICES INC EQUITY 032654105 794 15,500 SH DEFINED 1 15,500 ANALOG DEVICES INC EQUITY 032654105 620 12,100 SH DEFINED 2 12,100 ANALOGIC CORP EQUITY 032657207 349 11,100 SH DEFINED 2 11,100 ANCOR COMMUNICATIONS INC EQUITY 03332K108 364 15,000 SH DEFINED 2 15,000 ANDREW CORP EQUITY 034425108 52 2,975 SH DEFINED 1 2,975 ANHEUSER BUSCH COS INC EQUITY 035229103 12,951 184,850 SH DEFINED 1 184,850 ANHEUSER BUSCH COS INC EQUITY 035229103 5,453 77,834 SH DEFINED 2 77,834 ANIXTER INTL INC EQUITY 035290105 198 8,500 SH DEFINED 2 8,500 ANSWERTHINK CONSUL- TING GROUP EQUITY 036916104 1,076 112,000 SH DEFINED 2 112,000 ANTEC CORP EQUITY 03664P105 1,965 37,000 SH DEFINED 2 37,000 ANTEC CORP CORPBOND 03664PAB1 13,673 5,929,000 PRN DEFINED 4 5,929,000 ANTEC CORP EQUITY 03664P105 38,139 717,917 SH DEFINED 3 693,017 24,900 AO TATNEFT EQUITY 03737P306 66 21,200 SH DEFINED 4 21,200 AON CORP EQUITY 037389103 8,116 274,550 SH DEFINED 1 274,550 APACHE CORP EQUITY 037411105 132 3,050 SH DEFINED 1 3,050 APACHE CORP EQUITY 037411105 8,715 201,800 SH DEFINED 3 177,100 24,700 APACHE CORP EQUITY 037411600 2,402 60,800 SH DEFINED 4 60,800 APARTMENT INVT & MGMT CO EQUITY 03748R101 8,013 209,500 SH DEFINED 3 176,300 33,200 APOGEE ENTERPRISES INC EQUITY 037598109 101 14,400 SH DEFINED 2 14,400 APOLLO GROUP INC EQUITY 037604105 150 7,100 SH DEFINED 1 7,100 APOLLO GROUP INC EQUITY 037604105 110 5,200 SH DEFINED 2 5,200 APP FIN VI MAURITIUS LTD CORPBOND 00202NAA3 894 7,649,000 PRN DEFINED 4 7,649,000 APPLE COMPUTER INC EQUITY 037833100 298 4,700 SH DEFINED 1 4,700 APPLE COMPUTER INC EQUITY 037833100 5,011 79,225 SH DEFINED 2 79,225 APPLIED MAGNETICS CORP DEL CORPBOND 038213AA2 420 2,627,000 PRN DEFINED 4 2,627,000 APPLIED MATERIALS INC EQUITY 038222105 1,018 13,100 SH DEFINED 1 13,100 APPLIED MATERIALS INC EQUITY 038222105 4,575 58,875 SH DEFINED 2 58,875 APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 1,128 19,800 SH DEFINED 2 19,800 APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 17,328 304,000 SH DEFINED 3 296,800 7,200 APPLIED POWER INC EQUITY 038225108 100 3,300 SH DEFINED 2 3,300 APPLIED POWE RINC EQUITY 038225108 16,910 556,700 SH DEFINED 3 545,400 11,300 Page 4 of 55
7 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- APRIA HEALTHCARE GROUP INC EQUITY 037933108 74 4,400 SH DEFINED 1 4,400 APRIA HEALTHCARE GROUP INC EQUITY 037933108 132 7,900 SH DEFINED 2 7,900 ARCH COMMUNICATIONS GROUP INC EQUITY 039381140 11 60,000 SH DEFINED 4 60,000 ARCHER DANIELS MIDLAND CO EQUITY 039483102 3,961 326,658 SH DEFINED 1 326,658 ARCHER DANIELS MIDLAND CO EQUITY 039483102 698 57,310 SH DEFINED 2 57,310 ARCHSTONE COMMUNITIES TRUST EQUITY 039581103 3,950 200,000 SH DEFINED 1 200,000 ARCHSTONE COMMUNITIES TRUST EQUITY 039581103 15,697 794,762 SH DEFINED 3 665,149 129,613 ARDEN REALTY GROUP INC EQUITY 039793104 7,660 352,200 SH DEFINED 3 296,400 55,800 ARGONAUT GROUP INC EQUITY 040157109 629 25,400 SH DEFINED 2 25,400 ARMCO INC EQUITY 042170407 2,543 48,900 SH DEFINED 4 48,900 ARMSTRONG WORLD INDUSTRIES INC EQUITY 042476101 63 1,400 SH DEFINED 1 1,400 ARNOLD INDUSTRIES INC EQUITY 042595108 30 2,400 SH DEFINED 1 2,400 ARROW ELECTRONICS INC EQUITY 042735100 151 8,550 SH DEFINED 1 8,550 ARV ASSISTED LIVING INC CORPBOND 00204CAA5 131 545,000 PRN DEFINED 4 545,000 ARVIN INDUSTRIES INC EQUITY 043339100 71 2,300 SH DEFINED 1 2,300 ASARCO INC EQUITY 043413103 38 1,400 SH DEFINED 1 1,400 ASHLAND INC EQUITY 044204105 84 2,500 SH DEFINED 1 2,500 ASHLAND INC EQUITY 044204105 269 8,000 SH DEFINED 2 8,000 ASIA PULP & PAPER LTD EQUITY 04516V100 68 11,400 SH DEFINED 4 11,400 ASIA TIGERS FUND INC EQUITY 04516T105 354 42,600 SH DEFINED 4 42,600 ASM LITHOGRAPHY HOLDINGS N V EQUITY N07059111 888 13,250 SH DEFINED 2 13,250 ASPECT TELECOMMUNI- CATIONS CORP EQUITY 045237104 1,294 76,400 SH DEFINED 2 76,400 ASPECT TELECOMMUNI- CATIONS CORP CORPBOND 045237AE4 773 3,000,000 PRN DEFINED 4 3,000,000 ASSISTED LIVING CONCEPTS INC CORPBOND 04543LAD1 90 166,000 PRN DEFINED 4 166,000 ASSOCIATED BANC CORP EQUITY 045487105 203 5,600 SH DEFINED 1 5,600 ASSOCIATES FIRST CAPITAL CORP EQUITY 046008108 902 25,068 SH DEFINED 1 25,068 ASSOCIATES FIRST CAPITAL CORP EQUITY 046008108 414 11,500 SH DEFINED 2 11,500 ASTORIA FINANCIAL CORP EQUITY 046265104 154 5,000 SH DEFINED 1 5,000 ASTORIA FINANCIAL CORP EQUITY 046265104 109 3,560 SH DEFINED 2 3,560 ASTROPOWER INC EQUITY 04644A101 2,012 167,700 SH DEFINED 3 167,700 AT + T CORP EQUITY 001957109 11,813 271,571 SH DEFINED 2 271,571 AT&T CORP EQUITY 001957109 6,110 140,450 SH DEFINED 1 140,450 AT&T CORP EQUITY 001957208 13,892 374,188 SH DEFINED 2 374,188 AT HOME CORP EQUITY 045919107 3,065 73,968 SH DEFINED 2 73,968 ATLANTIC RICHFIELD CO EQUITY 048825103 1,046 11,800 SH DEFINED 1 11,800 ATLANTIC RICHFIELD CO EQUITY 048825103 656 7,400 SH DEFINED 2 7,400 ATMEL CORP EQUITY 049513104 304 9,000 SH DEFINED 1 9,000 ATMEL CORP EQUITY 049513104 1,353 40,000 SH DEFINED 2 40,000 ATMEL CORP EQUITY 049513AB0 2,110 4,000,000 SH DEFINED 4 4,000,000 ATRIX LABS INC CORPBOND 04962LAC5 967 1,560,000 PRN DEFINED 4 1,560,000 AUDIOCODES LTD EQUITY M15342104 1,164 31,000 SH DEFINED 2 31,000 AURORA FOODS INC EQUITY 05164B106 102 6,400 SH DEFINED 2 6,400 AUTODESK INC EQUITY 052769106 42 1,900 SH DEFINED 1 1,900 AUTODESK INC EQUITY 052769106 219 10,000 SH DEFINED 2 10,000 AUTOMATIC DATA PRO- CESSING INC EQUITY 053015103 2,026 45,400 SH DEFINED 1 45,400 AUTOMATIC DATA PRO- CESSING INC EQUITY 053015103 16,511 370,000 SH DEFINED 2 370,000 Page 5 of 55
8 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- AUTOZONE INC EQUITY 053332102 154 5,500 SH DEFINED 1 5,500 AUTOZONE INC EQUITY 053332102 121 4,300 SH DEFINED 2 4,300 AVALONBAY COMMUNTYS INC EQUITY 053484101 8,768 258,835 SH DEFINED 3 227,122 31,713 AVATAR HLDGS INC EQUITY 053494100 238 12,500 SH DEFINED 2 12,500 AVERY DENNISON CORP EQUITY 053611109 195 3,700 SH DEFINED 1 3,700 AVIATION SALES CO EQUITY 053672101 49 2,600 SH DEFINED 2 2,600 AVISTA CORP EQUITY 05379B107 79 4,500 SH DEFINED 2 4,500 AVISTA CORP EQUITY 05379B503 1,138 65,000 SH DEFINED 2 65,000 AVNET INC EQUITY 053807103 130 3,100 SH DEFINED 1 3,100 AVON PRODUCTS INC EQUITY 054303102 241 9,700 SH DEFINED 1 9,700 AVX CORP NEW EQUITY 002444107 3,281 93,400 SH DEFINED 3 77,800 15,600 AXOGEN LTD EQUITY G0690R108 6,375 200,000 SH DEFINED 1 200,000 BAKER HUGHES INC EQUITY 057224107 333 11,470 SH DEFINED 1 11,470 BAKER HUGHES INC EQUITY 057224107 6,670 230,000 SH DEFINED 2 230,000 BALL CORP EQUITY 058498106 48 1,100 SH DEFINED 1 1,100 BANCO DE A EDWARDS EQUITY 059504100 627 39,200 SH DEFINED 1 39,200 BANCO DE GALICIA Y BUENOS AIRE EQUITY 059538207 19 909 SH DEFINED 2 909 BANCO FRANCES DEL RIO DE LA PL EQUITY 059591107 487 26,000 SH DEFINED 1 26,000 BANCO FRANCES DEL RIO DE LA PL EQUITY 059591107 29 1,460 SH DEFINED 2 1,460 BANCO GANADERO S A EQUITY 059594507 77 10,500 SH DEFINED 1 10,500 BANCO LATINOAMERI- CANO DE EXP EQUITY P16994132 229 10,000 SH DEFINED 1 10,000 BANCO LATINOAMERI- CANO DE EXP EQUITY P16994132 615 26,900 SH DEFINED 2 26,900 BANCO RIO DE LA PLATA SA EQUITY 059644104 315 29,300 SH DEFINED 1 29,300 BANDAG INC EQUITY 059815100 61 1,900 SH DEFINED 1 1,900 BANK NEW YORK INC EQUITY 064057102 1,177 35,200 SH DEFINED 1 35,200 BANK NEW YORK INC EQUITY 064057102 4,406 131,780 SH DEFINED 2 131,780 BANK OF AMERICA CORP EQUITY 060505104 21,803 391,519 SH DEFINED 1 391,519 BANK OF AMERICA CORP EQUITY 060505104 5,997 107,683 SH DEFINED 2 107,683 BANK ONE CORP EQUITY 06423A103 1,804 51,822 SH DEFINED 1 7,822 BANK ONE CORP EQUITY 06423A103 1,698 48,784 SH DEFINED 2 48,784 BANK UNITED CORP EQUITY 065412108 30,199 932,802 SH DEFINED 1 932,802 BANK UNITED CORP EQUITY 065412108 225 7,000 SH DEFINED 2 7,000 BANK UNITED CORP EQUITY 065412108 29,228 902,800 SH DEFINED 3 881,200 21,600 BANKATLANTIC BANCORP CORPBOND 065908AB1 5,719 5,517,000 PRN DEFINED 4 5,517,000 BANKBOSTON CORP EQUITY 06605R106 442 10,200 SH DEFINED 1 10,200 BANKBOSTON CORP EQUITY 06605R106 785 18,100 SH DEFINED 2 18,100 BANTA CORP EQUITY 066821109 60 2,700 SH DEFINED 1 2,700 BANTA CORP EQUITY 066821109 393 17,600 SH DEFINED 2 17,600 BARD C R INC EQUITY 067383109 89 1,900 SH DEFINED 1 1,900 BARNES & NOBLE INC EQUITY 067774109 159 6,100 SH DEFINED 1 6,100 BARNESANDNOBLE COM INC EQUITY 067846105 343 17,800 SH DEFINED 2 17,800 BARRETT RESOURCES CORP EQUITY 068480201 624 16,900 SH DEFINED 2 16,900 BARRETT RESOURCES CORP EQUITY 068480201 2,744 74,300 SH DEFINED 3 74,300 BARRICK GOLD CORP. EQUITY 067901108 309 14,200 SH DEFINED 1 14,200 BASSETT FURNITURE INDUSTRIES INC EQUITY 070203104 112 6,000 SH DEFINED 2 6,000 BAUSCH & LOMB INC EQUITY 071707103 132 2,000 SH DEFINED 1 2,000 Page 6 of 55
9 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- BAXTER INTERNATIONAL INC EQUITY 071813109 17,189 285,300 SH DEFINED 1 285,300 BAXTER INTERNATIONAL INC EQUITY 071813109 1,332 22,100 SH DEFINED 2 22,100 BB&T CORP EQUITY 054937107 343 10,600 SH DEFINED 1 10,600 BE AEROSPACE INC EQUITY 073302101 150 12,600 SH DEFINED 2 12,600 BEA SYSTEMS INC EQUITY 073325102 706 20,000 SH DEFINED 2 20,000 BEAR STEARNS COMPAN- IES INC EQUITY 073902108 159 4,130 SH DEFINED 1 4,130 BEAR STEARNS COMPAN- IES INC EQUITY 073902108 404 10,500 SH DEFINED 2 10,500 BECKMAN COULTER INC EQUITY 075811109 113 2,500 SH DEFINED 1 2,500 BECTON DICKINSON & CO EQUITY 075887109 267 9,500 SH DEFINED 1 9,500 BECTON DICKINSON & CO EQUITY 075887109 932 33,200 SH DEFINED 2 33,200 BED BATH & BEYOND INC EQUITY 075896100 196 5,600 SH DEFINED 1 5,600 BELCO OIL & GAS CORP EQUITY 077410207 307 18,300 SH DEFINED 2 18,300 BELDEN INC EQUITY 077459105 113 5,500 SH DEFINED 2 5,500 BELL & HOWELL CO NEW EQUITY 077852101 220 6,000 SH DEFINED 2 6,000 BELL ATLANTIC CORP EQUITY 077853109 4,278 63,560 SH DEFINED 1 63,560 BELL ATLANTIC CORP EQUITY 077853109 471 7,000 SH DEFINED 2 7,000 BELL CANADA INTERNA- TIONAL INC. EQUITY 077914109 410 40,000 SH DEFINED 1 40,000 BELLSOUTH CORP EQUITY 079860102 3,065 68,100 SH DEFINED 1 68,100 BELO A H CORP DEL EQUITY 080555105 207 10,800 SH DEFINED 1 10,800 BEMIS INC EQUITY 081437105 68 2,000 SH DEFINED 1 2,000 BEMIS INC EQUITY 081437105 7,566 223,339 SH DEFINED 2 223,339 BEN & JERRYS HOME- MADE INC EQUITY 081465106 445 25,900 SH DEFINED 2 25,900 BENTLEY PHARMACEUTI- CALS INC EQUITY 082657123 16 85,500 SH DEFINED 4 85,500 BENTLEY PHARMACEUTI- CALS INC CORPBOND 082657AB3 216 180,000 PRN DEFINED 4 180,000 BERGEN BRUNSWIG CORP EQUITY 083739102 125 12,000 SH DEFINED 1 12,000 BERINGER WINE ESTATES HOLDINGS EQUITY 084102102 1,300 31,900 SH DEFINED 2 31,900 BERKLEY W R CORP EQUITY 084423102 1,369 59,500 SH DEFINED 1 59,500 BERKSHIRE HATHAWAY INC DEL EQUITY 084670108 3,465 63 SH DEFINED 2 63 BERKSHIRE HATHAWAY INC DEL EQUITY 084670207 312 168 SH DEFINED 2 168 BEST BUY INC EQUITY 086516101 453 7,300 SH DEFINED 1 7,300 BEST BUY INC EQUITY 086516101 3,103 50,000 SH DEFINED 2 50,000 BESTFOODS INC EQUITY 08658U101 573 11,800 SH DEFINED 1 11,800 BESTFOODS INC EQUITY 08658U101 6,413 132,230 SH DEFINED 2 132,230 BETHELEM STEEL CORP EQUITY 087509105 32 4,400 SH DEFINED 1 4,400 BEVERLY ENTERPRISES INC EQUITY 087851309 38 9,000 SH DEFINED 1 9,000 BEYOND COM CORP EQUITY 08860E101 1,019 83,300 SH DEFINED 2 83,300 BIOGEN INC EQUITY 090597105 1,056 13,400 SH DEFINED 1 13,400 BIOGEN INC EQUITY 090597105 10,316 130,900 SH DEFINED 2 130,900 BIOMET INC EQUITY 090613100 111 4,200 SH DEFINED 1 4,200 BIOMET INC EQUITY 090613100 50 1,900 SH DEFINED 2 1,900 BISYS GROUP INC EQUITY 055472104 1,203 25,800 SH DEFINED 2 25,800 BJ SERVICES CO EQUITY 055482103 204 6,400 SH DEFINED 1 6,400 BJ SERVICES CO EQUITY 055482103 7,540 237,000 SH DEFINED 2 237,000 BJ SERVICES CO EQUITY 055482111 2,154 62,200 SH DEFINED 4 62,200 BJS WHOLESALE CLUB INC EQUITY 05548J106 192 6,500 SH DEFINED 1 6,500 BJS WHOLESALE CLUB INC EQUITY 05548J106 1,212 41,000 SH DEFINED 2 41,000 Page 7 of 55
10 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- BJS WHOLESALE CLUB INC EQUITY 05548J106 33,831 1,144,400 SH DEFINED 3 1,101,100 43,300 BLACK & DECKER CORP EQUITY 091797100 151 3,300 SH DEFINED 1 3,300 BLACK BOX CORP EQUITY 091826107 609 11,600 SH DEFINED 2 11,600 BLACK HILLS CORP EQUITY 092113109 45 1,950 SH DEFINED 1 1,950 BLANCH E W HOLDINGS INC EQUITY 093210102 378 5,800 SH DEFINED 2 5,800 BLOCK H & R INC EQUITY 093671105 669 15,400 SH DEFINED 1 15,400 BLUESTONE SOFTWARE INC EQUITY 09623P102 353 15,000 SH DEFINED 2 15,000 BLYTH INDUSTRIES INC EQUITY 09643P108 121 4,300 SH DEFINED 1 4,300 BMC SOFTWARE INC EQUITY 055921100 608 8,500 SH DEFINED 1 8,500 BMC SOFTWARE INC EQUITY 055921100 1,087 15,200 SH DEFINED 2 15,200 BOARDWALK EQUITIES INC EQUITY 096613104 7 800 SH DEFINED 2 800 BOB EVANS FARMS INC EQUITY 096761101 75 3,700 SH DEFINED 1 3,700 BOEING CO EQUITY 097023105 1,467 34,426 SH DEFINED 1 34,426 BOEING CO EQUITY 097023105 499 11,700 SH DEFINED 2 11,700 BOISE CASCADE CORP EQUITY 097383103 69 1,900 SH DEFINED 1 1,900 BONSO ELECTRONICS INTL INC EQUITY 098529126 4 11,500 SH DEFINED 4 11,500 BORDERS GROUP INC EQUITY 099709107 101 6,900 SH DEFINED 1 6,900 BORDERS GROUP INC EQUITY 099709107 370 25,200 SH DEFINED 2 25,200 BORG-WARNER AUTOMOTIVE INC EQUITY 099724106 103 2,400 SH DEFINED 1 2,400 BORG-WARNER AUTOMOTIVE INC EQUITY 099724106 159 3,700 SH DEFINED 2 3,700 BOSTON SCIENTIFIC CORP EQUITY 101137107 337 13,600 SH DEFINED 1 13,600 BOSTON SCIENTIFIC CORP EQUITY 101137107 822 33,300 SH DEFINED 2 33,300 BOWATER INC EQUITY 102183100 257 4,900 SH DEFINED 1 4,900 BOWNE & CO INC EQUITY 103043105 177 14,700 SH DEFINED 2 14,700 BOYDS COLLECTION LTD EQUITY 103354106 187 15,300 SH DEFINED 2 15,300 BRADLEY REAL ESTATE INC EQUITY 104580105 3,666 199,500 SH DEFINED 1 199,500 BRADLEY REAL ESTATE INC EQUITY 104580105 4,743 258,100 SH DEFINED 3 215,700 42,400 BRAZILIAN EQUITY FUND INC EQUITY 105884100 187 45,400 SH DEFINED 4 45,400 BRE PROPERTIES INC EQUITY 05564E106 4,551 190,100 SH DEFINED 3 159,200 30,900 BRIGGS & STRATTON CORP EQUITY 109043109 53 900 SH DEFINED 1 900 BRIGHT HORIZON FAMILY SOLUTION EQUITY 109195107 25,550 1,635,180 SH DEFINED 3 1,635,180 BRIGHTSTAR INF TECH GRP INC EQUITY 10947N104 103 31,000 SH DEFINED 2 31,000 BRILLANCE CHINA AUTO HDGS LTD EQUITY G1368B102 2,631 100,000 SH DEFINED 1 100,000 BRINKER INTERNA- TIONAL INC EQUITY 109641100 160 5,900 SH DEFINED 1 5,900 BRINKER INTERNA- TIONAL INC EQUITY 109641100 15,418 569,700 SH DEFINED 3 528,900 40,800 BRISTOL HOTEL & RESORTS INC EQUITY 110041100 338 49,200 SH DEFINED 3 49,200 BRISTOL MYERS SQUIBB CO EQUITY 110122108 5,751 85,200 SH DEFINED 1 85,200 BRISTOL MYERS SQUIBB CO EQUITY 110122108 21,647 320,700 SH DEFINED 2 320,700 BROADCOM CORP EQUITY 111320107 425 3,900 SH DEFINED 2 3,900 BROADVISION INC EQUITY 111412102 5,721 43,000 SH DEFINED 2 43,000 BROWN & BROWN INC EQUITY 115236101 3,895 117,150 SH DEFINED 1 117,150 BROWN FORMAN CORP EQUITY 115637209 150 2,400 SH DEFINED 1 2,400 BROWN SHOE INC NEW EQUITY 115736100 4,794 261,800 SH DEFINED 3 261,800 BRUNSWICK CORP EQUITY 117043109 80 3,200 SH DEFINED 1 3,200 BRUNSWICK CORP EQUITY 117043109 164 6,600 SH DEFINED 2 6,600 BUDGET GROUP INC EQUITY 119003101 196 27,749 SH DEFINED 1 27,749 Page 8 of 55
11 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- BUDGET GROUP INC EQUITY 119003101 57 8,000 SH DEFINED 2 8,000 BUFFETS INC EQUITY 119882108 48 4,100 SH DEFINED 1 4,100 BURLINGTON INDUS- TRIES INC EQUITY 121693105 24 5,400 SH DEFINED 1 5,400 BURLINGTON NRTHRN SANTA FE CORP EQUITY 12189T104 462 16,910 SH DEFINED 1 16,910 BURLINGTON NRTHRN SANTA FE CORP EQUITY 12189T104 748 27,200 SH DEFINED 2 27,200 BURLINGTON RESOURCES INC EQUITY 122014103 225 6,124 SH DEFINED 1 6,124 BURLINGTON RESOURCES INC EQUITY 122014103 393 10,700 SH DEFINED 2 10,700 BURNHAM PAC PPTYS INC EQUITY 12232C108 2,534 239,900 SH DEFINED 3 200,900 39,000 BURR BROWN CORP EQUITY 122574106 1,225 31,200 SH DEFINED 2 31,200 BURR BROWN CORP EQUITY 122574106 11,763 297,800 SH DEFINED 3 291,700 6,100 BUSH BOAKE ALLEN INC EQUITY 123162109 1,121 42,500 SH DEFINED 2 42,500 BUSINESS OBJECTS S A EQUITY 12328X107 13,080 221,700 SH DEFINED 3 217,200 4,500 C COR NET CORP EQUITY 125010108 1,756 57,800 SH DEFINED 3 57,800 C CUBE MICROSYSTEMS INC EQUITY 125015107 447 10,300 SH DEFINED 2 10,300 C D I CORP EQUITY 125071100 115 4,200 SH DEFINED 2 4,200 C H ROBINSON WORLD- WIDE EQUITY 12541W100 974 28,900 SH DEFINED 2 28,900 C21 SOLUTIONS INC EQUITY 12652N113 13 26,725 SH DEFINED 4 26,725 CABLETRON SYSTEMS INC EQUITY 126920107 85 5,400 SH DEFINED 1 5,400 CABLETRON SYSTEMS INC EQUITY 126920107 1,199 76,400 SH DEFINED 2 76,400 CABLEVISION SYS CORP EQUITY 12686C109 4,556 62,620 SH DEFINED 2 62,620 CABOT CORP EQUITY 127055101 147 6,200 SH DEFINED 1 6,200 CADENCE DESIGN SYSTEM INC EQUITY 127387108 290 21,700 SH DEFINED 1 21,700 CADENCE DESIGN SYSTEM INC EQUITY 127387108 502 37,900 SH DEFINED 2 37,900 CALLAWAY GOLF CO EQUITY 131193104 83 6,800 SH DEFINED 1 6,800 CALPINE CORP EQUITY 131347106 204 2,400 SH DEFINED 1 2,400 CALPINE CORP EQUITY 131347106 510 6,000 SH DEFINED 2 6,000 CAMBRIDGE TECH PARTNERS MASS EQUITY 132524109 73 5,000 SH DEFINED 1 5,000 CAMDEN PROPERTY TRUST EQUITY 133131102 4,434 165,000 SH DEFINED 1 165,000 CAMDEN PROPERTY TRUST EQUITY 133131102 8,581 319,300 SH DEFINED 3 267,400 51,900 CAMDEN PROPERTY TRUST CORPBOND 133131AA0 28 25,000 PRN DEFINED 4 25,000 CAMPBELL SOUP CO EQUITY 134429109 661 16,900 SH DEFINED 1 16,900 CANADIAN NATIONAL RY CO EQUITY 136375102 164 5,400 SH DEFINED 2 5,400 CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 238 6,100 SH DEFINED 1 6,100 CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 11,684 299,600 SH DEFINED 2 299,600 CAPITAL SOUTHWEST CORP EQUITY 140501107 216 3,000 SH DEFINED 2 3,000 CAPITOL TRANSAMERICA CORP EQUITY 140640103 1,508 107,700 SH DEFINED 1 107,700 CAPTEC NET LEASE REALTY INC EQUITY 140724105 6,052 601,400 SH DEFINED 3 484,800 116,600 CARADON EQUITY 017626904 37 14,800 SH DEFINED 2 14,800 CARDINAL HEALTH INC EQUITY 14149Y108 480 8,800 SH DEFINED 1 8,800 CARDINAL HEALTH INC EQUITY 14149Y108 17,232 316,188 SH DEFINED 2 316,188 CAREER EDUCATION CORP EQUITY 141665109 1,885 65,000 SH DEFINED 2 65,000 CAREINSITE INC EQUITY 14170M106 695 13,900 SH DEFINED 2 13,900 CAREMARK RX INC EQUITY 141705103 774 134,600 SH DEFINED 2 134,600 CAREMATRIX CORP CORPBOND 141706AA9 109 250,000 PRN DEFINED 4 250,000 CAREMATRIX CORP CORPBOND 141706AC5 2,020 4,634,000 PRN DEFINED 4 4,634,000 CARLISLE COS INC EQUITY 142339100 107 2,700 SH DEFINED 1 2,700 Page 9 of 55
12 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- CARNIVAL CORP EQUITY 143658102 3,985 91,600 SH DEFINED 2 91,600 CARNIVAL CORP EQUITY 143658102 931 21,400 SH DEFINED 1 21,400 CAROLINA POWER & LIGHT CO EQUITY 144141108 191 5,400 SH DEFINED 1 5,400 CARPENTER TECHNOLOGY CORP EQUITY 144285103 42 1,700 SH DEFINED 1 1,700 CARPENTER TECHNOLOGY CORP EQUITY 144285103 458 18,700 SH DEFINED 2 18,700 CARRAMERICA REALTY CORP EQUITY 144418100 8,610 392,500 SH DEFINED 3 330,300 62,200 CARRIER ACCESS CORP EQUITY 144460102 949 22,700 SH DEFINED 2 22,700 CARTER WALLACE INC EQUITY 146285101 72 4,000 SH DEFINED 1 4,000 CASCADE NATURAL GAS CORP EQUITY 147339105 245 13,700 SH DEFINED 2 13,700 CASE CORP EQUITY 14743R103 139 2,800 SH DEFINED 1 2,800 CASEYS GENERAL STORES INC EQUITY 147528103 55 4,100 SH DEFINED 2 4,100 CATALINA MARKETING CORP EQUITY 148867104 1,247 14,700 SH DEFINED 2 14,700 CATELLUS DEVELOPMENT CORP EQUITY 149111106 382 32,500 SH DEFINED 2 32,500 CATERPILLAR INC EQUITY 149123101 724 13,200 SH DEFINED 1 13,200 CATERPILLAR INC EQUITY 149123101 7,395 134,921 SH DEFINED 2 134,921 CB RICHARD ELLIS SERVICES INC EQUITY 12489L108 750 49,600 SH DEFINED 2 49,600 CBRL GROUP INC EQUITY 12489V106 82 5,300 SH DEFINED 1 5,300 CBS CORP EQUITY 12490K107 1,138 24,600 SH DEFINED 1 24,600 CBS CORP EQUITY 12490K107 26,019 562,575 SH DEFINED 2 562,575 CBS CORP EQUITY 12490K107 578 12,500 SH DEFINED 3 12,500 CBT GROUP PUB LTD EQUITY 124853300 62 2,527 SH DEFINED 2 2,527 CCB FINANCIAL CORP EQUITY 124875105 146 3,500 SH DEFINED 1 3,500 CCB FINANCIAL CORP EQUITY 124875105 333 8,000 SH DEFINED 2 8,000 CCC INFORMATION SERVICES GRP INC EQUITY 12487Q109 1,583 120,000 SH DEFINED 1 120,000 C-CUBE MICROSYSTEMS INC CORPBOND 125015AA5 792 570,000 PRN DEFINED 4 570,000 CD RADIO INC EQUITY 125127100 574 22,500 SH DEFINED 2 22,500 CEC ENTERTAINMENT INC EQUITY 125137109 14,601 407,000 SH DEFINED 3 398,900 8,100 CEMEX S A EQUITY 151290889 29 1,200 SH DEFINED 2 1,200 CENDANT CORP EQUITY 151313103 494 27,818 SH DEFINED 1 27,818 CENTERPOINT PROPERTIES TRUST EQUITY 151895109 79 2,400 SH DEFINED 2 2,400 CENTEX CORP EQUITY 152312104 56 1,900 SH DEFINED 1 1,900 CENTOCOR INC EQUITY 152342101 375 6,400 SH DEFINED 1 6,400 CENTOCOR INC EQUITY 152342101 2,223 38,000 SH DEFINED 2 38,000 CENTOCOR INC CORPBOND 152342AE1 145 1,100 PRN DEFINED 1 1,100 CENTOCOR INC CORPBOND 152342AE1 1,311 1,000,000 PRN DEFINED 4 1,000,000 CENTRAL & SOUTHWEST CORP EQUITY 152357109 163 7,700 SH DEFINED 1 7,700 CENTRAL & SOUTHWEST CORP EQUITY 152357109 76 3,600 SH DEFINED 2 3,600 CENTRAL EUROPEAN MEDIA ENT LTD EQUITY G20045103 67 44,800 SH DEFINED 2 44,800 CENTRICA EQUITY 057343907 37 13,500 SH DEFINED 2 13,500 CENTURY BANCORP INC MASS EQUITY 156432106 86 4,800 SH DEFINED 2 4,800 CENTURYTEL INC EQUITY 156700106 228 5,600 SH DEFINED 1 5,600 CEPHALON INC EQUITY 156708307 8,668 154,100 SH DEFINED 4 154,100 CEPHALON INC EQUITY 156708109 3,179 177,000 SH DEFINED 2 177,000 CERIDIAN CORP EQUITY 15677T106 137 5,500 SH DEFINED 1 5,500 CERIDIAN CORP EQUITY 15677T106 798 32,100 SH DEFINED 2 32,100 CHAMPION INTERNA- TIONAL CORP EQUITY 158525105 180 3,500 SH DEFINED 1 3,500 Page 10 of 55
13 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- CHAMPION INTERNA- TIONAL CORP EQUITY 158525105 154 3,000 SH DEFINED 2 3,000 CHARMING SHOPPES INC CORPBOND 161133AA1 1,551 1,665,000 PRN DEFINED 4 1,665,000 CHARTER ONE FINANCIAL INC EQUITY 160903100 372 16,065 SH DEFINED 1 16,065 CHARTER ONE FINANCIAL INC EQUITY 160903100 40,807 1,764,630 SH DEFINED 3 1,674,097 90,533 CHASE MANHATTAN CORP NEW EQUITY 16161A108 21,592 286,460 SH DEFINED 1 286,460 CHASE MANHATTAN CORP NEW EQUITY 16161A108 16,236 215,400 SH DEFINED 2 215,400 CHATEAU COMMUNITIES INC EQUITY 161726104 4,030 155,000 SH DEFINED 1 155,000 CHATEAU COMMUNITIES INC EQUITY 161726104 125 4,800 SH DEFINED 2 4,800 CHEAP TICKETS INC EQUITY 162672109 541 16,700 SH DEFINED 2 16,700 CHECKFREE HLDGS CORP EQUITY 162816102 3,500 85,100 SH DEFINED 2 85,100 CHEESECAKE FACTORY INC EQUITY 163072101 26,833 966,950 SH DEFINED 3 945,400 21,550 CHESAPEAKE CORP EQUITY 165159104 61 2,000 SH DEFINED 1 2,000 CHESAPEAKE CORP EQUITY 165159104 145 4,800 SH DEFINED 2 4,800 CHESAPEAKE ENERGY CORP EQUITY 165167305 1,627 49,300 SH DEFINED 4 49,300 CHEVRON CORP EQUITY 166751107 26,896 303,050 SH DEFINED 1 303,050 CHEVRON CORP EQUITY 166751107 12,452 140,309 SH DEFINED 2 140,309 CHICOS FAS INC EQUITY 168615102 8,284 304,000 SH DEFINED 3 304,000 CHIEFTAIN INTERNA- TIONAL FDG CORP EQUITY 168672202 708 26,700 SH DEFINED 4 26,700 CHIEFTAIN INTERNA- TIONAL FDG CORP EQUITY 16867C101 323 17,000 SH DEFINED 2 17,000 CHILECTRA S A EQUITY 168884104 8 422 SH DEFINED 2 422 CHINA FUND INC EQUITY 169373107 279 27,200 SH DEFINED 4 27,200 CHIQUITA BRANDS INC EQUITY 170032403 438 18,200 SH DEFINED 4 18,200 CHIRON CORP EQUITY 170040109 451 16,300 SH DEFINED 1 16,300 CHIRON CORP CORPBOND 170040AB5 9,100 8,750,000 PRN DEFINED 4 8,750,000 CHRIS CRAFT INDUS- TRIES INC EQUITY 170520100 167 2,981 SH DEFINED 1 2,981 CHUBB CORP EQUITY 171232101 2,348 47,315 SH DEFINED 1 47,315 CHUBB CORP EQUITY 171232101 1,509 30,300 SH DEFINED 2 30,300 CHURCH & DWIGHT INC EQUITY 171340102 85 3,400 SH DEFINED 1 3,400 CIBER INC EQUITY 17163B102 377 24,600 SH DEFINED 2 24,600 CIENA CORP EQUITY 171779101 730 20,000 SH DEFINED 2 20,000 CIGNA CORP EQUITY 125509109 583 7,500 SH DEFINED 1 7,500 CIGNA CORP EQUITY 125509109 1,998 25,700 SH DEFINED 2 25,700 CINAR CORP EQUITY 171905300 85,952 2,841,400 SH DEFINED 3 2,786,200 55,200 CINAR CORP EQUITY 171905300 4,515 149,600 SH DEFINED 2 149,600 CINCINNATI BELL INC EQUITY 171870108 237 12,200 SH DEFINED 1 12,200 CINCINNATI FINANCIAL CORP EQUITY 172062101 175 4,650 SH DEFINED 1 4,650 CINERGY CORP EQUITY 172474108 161 5,700 SH DEFINED 1 5,700 CINTAS CORP EQUITY 172908105 578 10,000 SH DEFINED 1 10,000 CINTAS CORP EQUITY 172908105 520 9,000 SH DEFINED 2 9,000 CIRCUIT CITY STORES INC EQUITY 172737108 304 7,200 SH DEFINED 1 7,200 CIRCUIT CITY STORES INC EQUITY 172737108 953 22,600 SH DEFINED 2 22,600 CIRRUS LOGIC CORP EQUITY 172755100 62 5,600 SH DEFINED 1 5,600 CIRRUS LOGIC CORP CORPBOND 172755AC4 1,688 2,254,000 PRN DEFINED 4 2,254,000 CISCO SYSTEMS INC EQUITY 17275R102 38,882 567,100 SH DEFINED 1 567,100 CISCO SYSTEMS INC EQUITY 17275R102 43,366 632,892 SH DEFINED 2 632,892 CIT GROUP INC EQUITY 125577106 317 15,400 SH DEFINED 2 15,400 Page 11 of 55
14 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- CITADEL COMMUNICA- TIONS CORP EQUITY 172853202 351 10,300 SH DEFINED 2 10,300 CITIGROUP INC EQUITY 172967101 34,708 788,811 SH DEFINED 1 788,811 CITIGROUP INC EQUITY 172967101 42,625 968,752 SH DEFINED 2 968,752 CITRIX SYSTEMS INC EQUITY 177376100 477 7,700 SH DEFINED 1 7,700 CITRIX SYSTEMS INC EQUITY 177376100 4,388 70,900 SH DEFINED 2 70,900 CITY NATIONAL CORP EQUITY 178566105 134 4,000 SH DEFINED 1 4,000 CK WITCO CORP EQUITY 12562C108 157 10,529 SH DEFINED 1 10,529 CK WITCO CORP EQUITY 12562C108 104 7,144 SH DEFINED 2 7,144 CKE RESTAURANTS INC EQUITY 12561E105 41 5,600 SH DEFINED 2 5,600 CLAIRE'S STORES INC EQUITY 179584107 76 4,600 SH DEFINED 1 4,600 CLARENT CORP DEL EQUITY 180461105 2,007 39,400 SH DEFINED 2 39,400 CLARIFY INC EQUITY 180492100 5,196 103,300 SH DEFINED 2 103,300 CLAYTON HOMES INC EQUITY 184190106 113 12,968 SH DEFINED 1 12,968 CLEAR CHANNEL COM- MUNICATIONS EQUITY 184502102 815 10,200 SH DEFINED 1 10,200 CLEAR CHANNEL COM- MUNICATIONS EQUITY 184502102 13,418 167,987 SH DEFINED 2 167,987 CLEAR CHANNEL COM- MUNICATIONS EQUITY 184502102 97,348 1,218,756 SH DEFINED 3 1,178,286 40,470 CLECO CORP EQUITY 12561W105 65 2,000 SH DEFINED 1 2,000 CLEVELAND CLIFFS INC EQUITY 185896107 31 1,000 SH DEFINED 1 1,000 CLOROX CO EQUITY 189054109 279 7,300 SH DEFINED 1 7,300 CMG INFORMATION SVCS INC EQUITY 125750109 3,977 38,800 SH DEFINED 2 38,800 CMP GROUP INC EQUITY 125887109 74 2,800 SH DEFINED 1 2,800 CMS ENERGY CORP EQUITY 125896100 136 4,000 SH DEFINED 1 4,000 CNF TRANSN INC EQUITY 12612W104 659 17,700 SH DEFINED 2 17,700 CNF TRANSPORTATION INC EQUITY 12612W104 164 4,400 SH DEFINED 1 4,400 COAST FEDERAL LITI- GATION TR EQUITY 19034Q110 2 1,500 SH DEFINED 2 1,500 COASTAL CORP EQUITY 190441105 307 7,500 SH DEFINED 1 7,500 COASTAL CORP EQUITY 190441105 2,456 60,000 SH DEFINED 2 60,000 COASTAL CORP EQUITY 190441105 6,947 169,700 SH DEFINED 3 143,200 26,500 COCA COLA CO EQUITY 191216100 4,251 88,100 SH DEFINED 1 88,100 COCA COLA CO EQUITY 191216100 1,327 27,600 SH DEFINED 2 27,600 COCA COLA ENTER- PRISES INC EQUITY 191219104 327 14,500 SH DEFINED 1 14,500 COCA COLA ENTER- PRISES INC EQUITY 191219104 482 21,350 SH DEFINED 2 21,350 COEUR D ALENE MINES CORP EQUITY 192108207 954 165,800 SH DEFINED 4 165,800 COGNEX CORP EQUITY 192422103 699 23,200 SH DEFINED 2 23,200 COGNOS INC EQUITY 19244C109 390 15,000 SH DEFINED 2 15,000 COLGATE PALMOLIVE CO EQUITY 194162103 1,633 35,700 SH DEFINED 1 35,700 COLGATE PALMOLIVE CO EQUITY 194162103 284 6,200 SH DEFINED 2 6,200 COLLAGENEX PHARMA- CEUTICALS INC EQUITY 19419B100 137 7,814 SH DEFINED 1 7,814 COLONIAL BANCGROUP INC CORPBOND 195493AA9 384 240,000 PRN DEFINED 4 240,000 COLONIAL PROPERTIES TRUST EQUITY 195872106 10,679 399,200 SH DEFINED 1 399,200 COLT TELECOM GROUP EQUITY 042469908 573 24,080 SH DEFINED 2 24,080 COLUMBIA/HCA HEALTH- CARE CORP EQUITY 197677107 430 20,000 SH DEFINED 1 20,000 COLUMBIA/HCA HEALTH- CARE CORP EQUITY 197677107 436 20,600 SH DEFINED 2 20,600 COLUMBIA ENERGY GROUP EQUITY 197648108 172 3,100 SH DEFINED 1 3,100 COMAIR HOLDINGS INC EQUITY 199789108 143 8,550 SH DEFINED 1 8,550 COMCAST CORP EQUITY 200300200 1,009 25,300 SH DEFINED 1 25,300 Page 12 of 55
15 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- COMCAST CORP EQUITY 200300200 17,521 439,605 SH DEFINED 2 439,605 COMDISCO INC EQUITY 200336105 261 13,500 SH DEFINED 1 13,500 COMERICA INC EQUITY 200340107 314 6,200 SH DEFINED 1 6,200 COMMERCE BANCSHARES INC EQUITY 200525103 25 700 SH DEFINED 2 700 COMMONWEALTH TEL ENTERPRISES EQUITY 203349105 756 17,200 SH DEFINED 2 17,200 COMMSCOPE INC EQUITY 203372107 757 23,300 SH DEFINED 2 23,300 COMMSCOPE INC EQUITY 203372107 32,620 1,003,700 SH DEFINED 3 983,500 20,200 COMMUNITY BANK SYS- TEMS INC EQUITY 203607106 282 10,300 SH DEFINED 2 10,300 COMPANHIA BRASILEIRA DE DISTRB EQUITY 20440T201 604 30,500 SH DEFINED 1 30,500 COMPANHIA BRASILEIRA DE DISTRB EQUITY 20440T201 53 2,696 SH DEFINED 2 2,696 COMPANHIA CERVEJARIA BRAHMA EQUITY 20440X103 311 25,900 SH DEFINED 1 25,900 COMPANHIA ENERGETICA DE MINAS EQUITY 204409601 29 1,888 SH DEFINED 2 1,888 COMPANHIA PARANAENSE ENRG COP EQUITY 20441B407 393 59,850 SH DEFINED 1 59,850 COMPANIA ANONIMA NACIONALE TEL EQUITY 204421101 1,239 46,200 SH DEFINED 1 46,200 COMPANIA DE MINAS BUENAVENTURA EQUITY 204448104 764 44,102 SH DEFINED 1 44,102 COMPANIA DE TELECOMUNICS CHILE EQUITY 204449300 1,184 65,550 SH DEFINED 1 65,550 COMPAQ COMPUTER CORP EQUITY 204493100 1,376 60,144 SH DEFINED 1 60,144 COMPAQ COMPUTER CORP EQUITY 204493100 310 13,500 SH DEFINED 2 13,500 COMPASS BANCSHARES INC EQUITY 20449H109 250 10,000 SH DEFINED 1 10,000 COMPUSA INC EQUITY 204932107 52 8,600 SH DEFINED 1 8,600 COMPUSA INC EQUITY 204932107 64 10,500 SH DEFINED 2 10,500 COMPUTER ASSOCIATES INTL INC EQUITY 204912109 20,611 337,200 SH DEFINED 1 337,200 COMPUTER ASSOCIATES INTL INC EQUITY 204912109 1,831 29,900 SH DEFINED 2 29,900 COMPUTER HORIZONS CORP EQUITY 205908106 349 30,000 SH DEFINED 2 30,000 COMPUTER SCIENCES CORP EQUITY 205363104 394 5,600 SH DEFINED 1 5,600 COMPUTER SCIENCES CORP EQUITY 205363104 27,408 389,800 SH DEFINED 2 389,800 COMPUWARE CORP EQUITY 205638109 341 13,100 SH DEFINED 1 13,100 COMSAT CORP EQUITY 20564D107 124 4,200 SH DEFINED 1 4,200 COMVERSE TECHNOLOGY INC EQUITY 205862402 599 6,350 SH DEFINED 1 6,350 COMVERSE TECHNOLOGY INC CORPBOND 205862AE5 73,666 23,823,000 PRN DEFINED 4 23,823,000 COMVERSE TECHNOLOGY INC CORPBOND 205862AG0 12,483 5,500,000 PRN DEFINED 4 5,500,000 CONAGRA INC EQUITY 205887102 402 17,800 SH DEFINED 1 17,800 CONAGRA INC EQUITY 205887102 4,538 201,138 SH DEFINED 2 201,138 CONCORD EFS INC EQUITY 206197105 350 16,950 SH DEFINED 1 16,950 CONCORD EFS INC EQUITY 206197105 1,383 67,050 SH DEFINED 2 67,050 CONCORD EFS INC EQUITY 206197105 6,820 330,650 SH DEFINED 3 269,000 61,650 CONECTIV INC EQUITY 206829103 161 8,200 SH DEFINED 1 8,200 CONEXANT SYSTEMS INC EQUITY 207142100 5,689 78,300 SH DEFINED 3 65,000 13,300 CONEXANT SYSTEMS INC EQUITY 207142100 5,224 71,900 SH DEFINED 2 71,900 CONOCO INC EQUITY 208251405 2,053 75,000 SH DEFINED 4 75,000 CONOCO INC EQUITY 208251405 610 22,300 SH DEFINED 1 22,300 CONSECO INC. EQUITY 208464107 211 11,106 SH DEFINED 1 11,106 CONSOL ENERGY INC EQUITY 20854P109 48 3,300 SH DEFINED 2 3,300 CONSOLIDATED EDISON INC EQUITY 209115104 842 20,300 SH DEFINED 1 20,300 CONSOLIDATED EDISON INC EQUITY 209115104 17 400 SH DEFINED 2 400 CONSOLIDATED NATURAL GAS CO EQUITY 209615103 218 3,500 SH DEFINED 1 3,500 Page 13 of 55
16 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- CONSOLIDATED PAPERS INC EQUITY 209759109 218 8,100 SH DEFINED 1 8,100 CONSOLIDATED PAPERS INC EQUITY 209759109 532 19,800 SH DEFINED 2 19,800 CONSOLIDATED STORES CORP EQUITY 210149100 90 4,100 SH DEFINED 1 4,100 CONSOLIDATED STORES CORP EQUITY 210149100 664 30,100 SH DEFINED 2 30,100 CONSTELLATION ENERGY CORP EQUITY 210371100 152 5,400 SH DEFINED 1 5,400 CONTINENTAL AIRLINES INC EQUITY 210795308 655 20,000 SH DEFINED 2 20,000 CONVERGYS CORP EQUITY 212485106 277 14,000 SH DEFINED 1 14,000 COOPER CAMERON CORP EQUITY 216640102 1,046 27,700 SH DEFINED 2 27,700 COOPER CAMERON CORP EQUITY 216640102 7,206 190,900 SH DEFINED 3 163,400 27,500 COOPER INDUSTRIES INC EQUITY 216669101 234 5,000 SH DEFINED 1 5,000 COOPER INDUSTRIES INC EQUITY 216669101 136 2,900 SH DEFINED 2 2,900 COOPER TIRE & RUBBER CO EQUITY 216831107 51 2,900 SH DEFINED 1 2,900 COOPER TIRE & RUBBER CO EQUITY 216831107 5,484 311,147 SH DEFINED 2 311,147 COORS ADOLPH CO EQUITY 217016104 54 1,000 SH DEFINED 1 1,000 CORDANT TECHNOLOGIES INC EQUITY 218412104 97 3,200 SH DEFINED 1 3,200 CORECOMM LTD EQUITY G2422R109 518 15,750 SH DEFINED 2 15,750 CORN PRODUCTS INTL INC EQUITY 219023108 149 4,900 SH DEFINED 2 4,900 CORNERSTONE PROPER- TIES INC EQUITY 21922h103 5,790 379,700 SH DEFINED 3 318,600 61,100 CORNING INC. EQUITY 219350105 562 8,200 SH DEFINED 1 8,200 CORPORATE EXECUTIVE BOARD CO EQUITY 21988R102 7,131 175,000 SH DEFINED 3 175,000 COST PLUS INC CALIF EQUITY 221485105 14,526 299,500 SH DEFINED 3 299,500 COSTCO COMPANIES INC EQUITY 22160Q102 101 1,400 SH DEFINED 1 1,400 COSTCO WHOLESALE CORP EQUITY 22160K105 439 6,100 SH DEFINED 1 6,100 COSTCO WHOLESALE CORP EQUITY 22160K105 2,183 30,350 SH DEFINED 2 30,350 COUNTRYWIDE CREDIT INDUSTRIES INC EQUITY 222372104 126 3,900 SH DEFINED 1 3,900 COUNTRYWIDE CREDIT INDUSTRIES INC EQUITY 222372104 745 23,100 SH DEFINED 2 23,100 COVAD COMMUNICATIONS GROUP INC EQUITY 222814204 2,079 47,700 SH DEFINED 2 47,700 COVANCE INC EQUITY 222816100 49 5,100 SH DEFINED 1 5,100 COVANCE INC EQUITY 222816100 573 59,100 SH DEFINED 2 59,100 CRANE CO EQUITY 224399105 53 2,375 SH DEFINED 1 2,375 CRANE CO EQUITY 224399105 164 7,300 SH DEFINED 2 7,300 CREDENCE SYSTEMS CORP EQUITY 225302108 237 5,300 SH DEFINED 2 5,300 CREDITCORP LTD EQUITY G2519Y108 843 81,121 SH DEFINED 1 81,121 CRESCENT REAL ESTATE EQUITIES EQUITY 225756204 330 22,000 SH DEFINED 4 22,000 CRESCENT REAL ESTATE EQUITIES EQUITY 225756105 338 18,800 SH DEFINED 2 18,800 CRESCENT REAL ESTATE EQUITIES EQUITY 225756105 8,996 499,800 SH DEFINED 3 416,600 83,200 CRESCENT REAL ESTATE EQUITIES EQUITY 225756204 1,050 70,000 SH DEFINED 1 70,000 CRESTLINE CAPITAL CORP EQUITY 226153104 68 3,309 SH DEFINED 1 3,309 CRITICAL PATH INC EQUITY 22674V100 1,202 29,800 SH DEFINED 2 29,800 CRITICAL PATH INC EQUITY 22674V100 11,337 281,000 SH DEFINED 3 275,900 5,100 CROSS TIMBERS OIL CO EQUITY 227573201 2,442 77,620 SH DEFINED 4 77,620 CROWN CASTLE INTER- NATIONAL CORP EQUITY 228227104 45,750 2,444,050 SH DEFINED 1 2,444,050 CROWN CASTLE INTER- NATIONAL CORP EQUITY 228227104 628 33,600 SH DEFINED 2 33,600 CROWN CORK & SEAL INC EQUITY 228255303 7,988 356,600 SH DEFINED 4 356,600 CROWN CORK & SEAL INC EQUITY 228255105 112 4,600 SH DEFINED 1 4,600 CSG SYS INTL INC EQUITY 126349109 45,870 1,673,700 SH DEFINED 3 1,614,200 59,500 Page 14 of 55
17 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- CSK AUTO CORP EQUITY 125965103 8,245 378,000 SH DEFINED 3 341,800 36,200 CSX CORP EQUITY 126408103 331 7,800 SH DEFINED 1 7,800 CSX CORP EQUITY 126408103 661 15,600 SH DEFINED 2 15,600 CUMMINS ENGINE INC EQUITY 231021106 75 1,500 SH DEFINED 1 1,500 CUMMINS ENGINE INC EQUITY 231021106 13,828 277,600 SH DEFINED 3 270,900 6,700 CUMULUS MEDIA INC EQUITY 231082108 20,495 627,000 SH DEFINED 3 614,100 12,900 CUSTOMTRACKS CORP EQUITY 232046102 593 20,000 SH DEFINED 3 20,000 CVS CORP EQUITY 126650100 551 13,500 SH DEFINED 1 13,500 CVS CORP EQUITY 126650100 13,468 330,000 SH DEFINED 2 330,000 CYBERSOURCE CORP EQUITY 23251J106 3,480 62,900 SH DEFINED 2 62,900 CYBERSOURCE CORP EQUITY 23251J106 13,733 248,000 SH DEFINED 3 242,900 5,100 CYMER INC CORPBOND 232572AC1 1,466 1,500,000 PRN DEFINED 4 1,500,000 CYPRESS SEMICON- DUCTOR CORP EQUITY 232806109 204 9,500 SH DEFINED 1 9,500 CYPRUS AMAX MINERALS CO EQUITY 232809103 61 3,100 SH DEFINED 1 3,100 CYTEC INDUSTRIES INC EQUITY 232820100 92 3,900 SH DEFINED 1 3,900 CYTEC INDUSTRIES INC EQUITY 232820100 199 8,300 SH DEFINED 2 8,300 CYTOCLONAL PHARMA- CAUTICALS INC EQUITY 23282G113 33 17,900 SH DEFINED 4 17,900 DALLAS SEMICONDUCTOR CORP EQUITY 235204104 1,021 19,100 SH DEFINED 2 19,100 DANA CORP EQUITY 235811106 210 5,657 SH DEFINED 1 5,657 DANA CORP EQUITY 235811106 468 12,600 SH DEFINED 2 12,600 DANAHER CORP EQUITY 235851102 227 4,300 SH DEFINED 1 4,300 DANAHER CORP EQUITY 235851102 869 16,500 SH DEFINED 2 16,500 DANAHER CORP EQUITY 235851102 10,785 204,700 SH DEFINED 3 173,900 30,800 DANKA BUSINESS SYSTEMS CORPBOND 236277AB5 363 471,000 PRN DEFINED 4 471,000 DARDEN RESTAURANTS INC EQUITY 237194105 106 5,400 SH DEFINED 1 5,400 DATA GENERAL CORP EQUITY 237688106 32 1,500 SH DEFINED 1 1,500 DATA GENERAL CORP CORPBOND 237688AG1 1,040 1,000,000 PRN DEFINED 4 1,000,000 DAYTON HUDSON CORP EQUITY 239753106 1,057 17,600 SH DEFINED 1 17,600 DAYTON HUDSON CORP EQUITY 239753106 5,406 90,000 SH DEFINED 2 90,000 DEAN FOODS CO EQUITY 242361103 152 3,500 SH DEFINED 1 3,500 DEERE & CO EQUITY 244199105 604 15,600 SH DEFINED 1 15,600 DELL COMPUTER CORP EQUITY 247025109 3,851 92,100 SH DEFINED 1 92,100 DELL COMPUTER CORP EQUITY 247025109 10,856 259,645 SH DEFINED 2 259,645 DELPHI AUTOMOTIVE SYSTEMS CORP EQUITY 247126105 298 18,540 SH DEFINED 1 18,540 DELPHI AUTOMOTIVE SYSTEMS CORP EQUITY 247126105 92 5,700 SH DEFINED 2 5,700 DELTA AIRLINES INC EQUITY 247361108 257 5,300 SH DEFINED 1 5,300 DELUXE CORP EQUITY 248019101 88 2,600 SH DEFINED 1 2,600 DENTAL MEDICAL DIAG- NOSTICS SYSTEMS EQUITY 24873K117 45 27,300 SH DEFINED 4 27,300 DENTSPLY INTERNA- TIONAL INC NEW EQUITY 249030107 109 4,800 SH DEFINED 1 4,800 DENTSPLY INTERNA- TIONAL INC NEW EQUITY 249030107 59 2,600 SH DEFINED 2 2,600 DEPOMED INC EQUITY 249908112 27 31,300 SH DEFINED 4 31,300 DETROIT EDISON CO EQUITY 233331107 153 4,200 SH DEFINED 1 4,200 DEVELOPERS DIVERSI- VIED REALTY CO EQUITY 251591103 14,333 1,023,800 SH DEFINED 3 834,200 189,600 DEVON ENERGY CORP EQUITY 25179M103 257 6,200 SH DEFINED 1 6,200 DEVON ENERGY CORP EQUITY 25179M103 1,177 28,400 SH DEFINED 2 28,400 DEVON ENERGY CORP EQUITY 25179m103 32,591 786,500 SH DEFINED 3 768,800 17,700 Page 15 of 55
18 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- DEVRY INC DEL EQUITY 251893103 648 32,400 SH DEFINED 2 32,400 DEVRY INC DEL EQUITY 251893103 31,496 1,574,800 SH DEFINED 3 1,537,600 37,200 DEXTER CORP EQUITY 252165105 78 2,100 SH DEFINED 1 2,100 DIAGEO PLC EQUITY 25243Q205 1,384 33,400 SH DEFINED 2 33,400 DIAL CORP NEW EQUITY 25247D101 235 9,200 SH DEFINED 1 9,200 DIAL CORP NEW EQUITY 25247D101 362 14,200 SH DEFINED 2 14,200 DIAMOND OFFSHORE DRILLING INC EQUITY 25271C102 4,322 129,500 SH DEFINED 2 129,500 DIEBOLD INC EQUITY 253651103 140 6,050 SH DEFINED 1 6,050 DIGITAL IS INC DEL EQUITY 25385N101 485 18,700 SH DEFINED 2 18,700 DIGITAL LAVA INC EQUITY 253928113 14 12,000 SH DEFINED 4 12,000 DILLARDS INC EQUITY 254067101 85 4,200 SH DEFINED 1 4,200 DIME BANCORP INC NEW EQUITY 25429Q102 179 10,200 SH DEFINED 1 10,200 DISNEY WALT CO EQUITY 254687106 1,903 73,200 SH DEFINED 1 73,200 DISNEY WALT CO EQUITY 254687106 911 35,200 SH DEFINED 2 35,200 DOLE FOOD INC EQUITY 256605106 99 5,200 SH DEFINED 1 5,200 DOLLAR GENERAL CORP EQUITY 256669102 253 8,192 SH DEFINED 1 8,192 DOLLAR GEN CORP EQUITY 256669102 509 16,500 SH DEFINED 2 16,500 DOLLAR TREE STORES INC EQUITY 256747106 220 5,500 SH DEFINED 1 5,500 DOLLAR TREE STORES INC EQUITY 256747106 4,557 114,100 SH DEFINED 3 91,300 22,800 DOMINION RESOURCES INC VA EQUITY 257470104 307 6,800 SH DEFINED 1 6,800 DONALDSON INC EQUITY 257651109 97 4,200 SH DEFINED 1 4,200 DONALDSON INC EQUITY 257651109 464 20,000 SH DEFINED 2 20,000 DONALDSON LUFKIN &JENRETTE INC EQUITY 257661108 736 18,600 SH DEFINED 2 18,600 DONNELLEY R R & SONS CO EQUITY 257867101 156 5,400 SH DEFINED 1 5,400 DOREL INDS INC EQUITY 25822C205 108 6,400 SH DEFINED 2 6,400 DOUBLECLICK INC EQUITY 258609304 3,407 28,600 SH DEFINED 2 28,600 DOVER CORP EQUITY 260003108 315 7,700 SH DEFINED 1 7,700 DOVER CORP EQUITY 260003108 956 23,400 SH DEFINED 2 23,400 DOW CHEMICAL CO EQUITY 260543103 989 8,700 SH DEFINED 1 8,700 DOW JONES & CO INC EQUITY 260561105 197 4,700 SH DEFINED 1 4,700 DOW JONES & CO INC EQUITY 260561105 256 4,800 SH DEFINED 2 4,800 DPL INC EQUITY 233293109 245 13,900 SH DEFINED 1 13,900 DQE INC EQUITY 23329J104 274 7,000 SH DEFINED 1 7,000 DREYER'S GRAND ICE CREAM INC EQUITY 261878102 38 2,200 SH DEFINED 1 2,200 DRKOOP COM INC EQUITY 262098106 2,372 167,200 SH DEFINED 3 167,200 DRS TECHNOLOGIES INC CORPBOND 23330XAB6 1,024 881,000 PRN DEFINED 4 881,000 DSET CORP EQUITY 262504103 3,517 239,100 SH DEFINED 2 239,100 DSP COMMUNICATIONS INC EQUITY 23332K106 885 46,600 SH DEFINED 2 46,600 DSP COMMUNICATIONS INC EQUITY 23332K106 17,520 922,100 SH DEFINED 3 903,200 18,900 DST SYSTEMS INC DEL EQUITY 233326107 319 5,600 SH DEFINED 1 5,600 DST SYSTEMS INC DEL EQUITY 233326107 745 13,100 SH DEFINED 2 13,100 DTE ENERGY CO EQUITY 233331107 29 800 SH DEFINED 1 800 DU PONT E I DE NEMOURS & CO EQUITY 263534109 2,099 34,700 SH DEFINED 1 34,700 DU PONT E I DE NEMOURS & CO EQUITY 263534109 12,199 200,387 SH DEFINED 2 200,387 DUALSTAR TECHNOLOGIES EQUITY 263572117 77 38,700 SH DEFINED 4 38,700 DUKE ENERGY CORP EQUITY 264399106 743 13,472 SH DEFINED 1 13,472 Page 16 of 55
19 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ---------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- DUKE ENERGY CORP EQUITY 264399106 6 100 SH DEFINED 2 100 DUKE WEEKS REALTY CORP EQUITY 264411505 21,743 1,115,020 SH DEFINED 3 937,102 177,918 DUN & BRADSTREET CORP EQUITY 26483B106 185 6,200 SH DEFINED 1 6,200 DURA AUTOMOTIVE SYSTEMS INC EQUITY 265903104 76 3,200 SH DEFINED 2 3,200 DURA PHARMACEUTICALS INC EQUITY 26632S109 38,020 2,727,900 SH DEFINED 3 2,589,100 138,800 DUSA PHARMACEUTICALS INC EQUITY 266898105 490 35,000 SH DEFINED 2 35,000 DYCOM INDUSTRIES INC EQUITY 267475101 540 12,800 SH DEFINED 2 12,800 E M C CORP MASS EQUITY 268648102 94,595 1,324,166 SH DEFINED 2 1,324,166 E*TRADE GROUP INC EQUITY 269246104 484 20,600 SH DEFINED 1 20,600 EAGLE SUPPLY GROUP INC EQUITY 269894119 23 24,500 SH DEFINED 4 24,500 EASTERN ENTERPRISES EQUITY 27637F100 33 700 SH DEFINED 1 700 EASTMAN CHEMICAL CO EQUITY 277432100 120 3,000 SH DEFINED 1 3,000 EASTMAN KODAK CO EQUITY 277461109 938 12,300 SH DEFINED 1 12,300 EASTMAN KODAK CO EQUITY 277461109 6,718 89,050 SH DEFINED 2 89,050 EATON CORP EQUITY 278058102 242 2,800 SH DEFINED 1 2,800 EATON CORP EQUITY 278058102 26 300 SH DEFINED 2 300 EATON VANCE CORP EQUITY 278265103 54 1,700 SH DEFINED 2 1,700 EBAY INC EQUITY 278642103 465 3,300 SH DEFINED 2 3,300 ECHOSTAR COMMUNICATIONS NEW EQUITY 278762109 3,048 33,560 SH DEFINED 2 33,560 ECHOSTAR COMMUNICATIONS NEW EQUITY 278762307 87,143 233,350 SH DEFINED 4 233,350 ECOLAB INC EQUITY 278865100 173 5,076 SH DEFINED 1 5,076 EDISON INTERNATIONAL EQUITY 281020107 1,106 45,500 SH DEFINED 1 45,500 EDISON INTERNATIONAL EQUITY 281020107 2 100 SH DEFINED 2 100 EDWARDS AG INC EQUITY 281760108 224 8,500 SH DEFINED 1 8,500 EFFICIENT NETWORKS INC EQUITY 282056100 4,547 125,000 SH DEFINED 3 125,000 EG & G INC EQUITY 268457108 60 1,500 SH DEFINED 1 1,500 EINSTEIN / NOAH BAGEL CORP CORPBOND 282577AC9 413 750,000 PRN DEFINED 4 750,000 EL PASO ENERGY CORP EQUITY 283905107 443 11,000 SH DEFINED 1 11,000 ELAN PLC EQUITY 284131208 46,754 1,393,055 SH DEFINED 1 1,393,055 ELAN PLC EQUITY 284131703 7,550 200,000 SH DEFINED 1 200,000 ELDERTRUST EQUITY 284560109 4,322 557,700 SH DEFINED 3 465,500 92,200 ELECTROCOMPONENTS EQUITY 030964001 102 12,000 SH DEFINED 2 12,000 ELECTROGLAS INC EQUITY 285324109 468 20,000 SH DEFINED 2 20,000 ELECTRONIC ARTS INC EQUITY 285512109 391 5,400 SH DEFINED 1 5,400 ELECTRONIC ARTS INC EQUITY 285512109 723 10,000 SH DEFINED 2 10,000 ELECTRONIC DATA SYSTEMS NEW EQUITY 285661104 926 17,500 SH DEFINED 1 17,500 ELECTRONIC DATA SYSTEMS NEW EQUITY 285661104 836 15,800 SH DEFINED 2 15,800 ELECTRONICS FOR IMAGING INC EQUITY 286082102 1,141 22,200 SH DEFINED 2 22,200 ELF AQUATAINE EQUITY 286269105 75 1,306 SH DEFINED 1 1,306 EMBOTELLADORA ANDINA S A EQUITY 29081P303 498 38,300 SH DEFINED 1 38,300 EMBRATEL PARTICIPACOES S A EQUITY 29081N100 578 50,300 SH DEFINED 1 50,300 EMC CORP EQUITY 268648102 2,520 35,300 SH DEFINED 1 35,300 EMC CORP CORPBOND 26865YAA2 205,651 2,628,000 PRN DEFINED 4 2,628,000 EMCOR GROUP INC CORPBOND 29084QAC4 5,320 5,870,000 PRN DEFINED 4 5,870,000 EMERSON ELECTRIC CO EQUITY 291011104 1,592 25,200 SH DEFINED 1 25,200 EMERSON ELECTRIC CO EQUITY 291011104 6,680 105,724 SH DEFINED 2 105,724 Page 17 of 55
20 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ---------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- EMMIS COMMUNICATIONS CORP EQUITY 291525103 991 15,000 SH DEFINED 3 15,000 EMPRESA NACIONAL DE ELECTRICIDAD EQUITY 29244T101 378 29,392 SH DEFINED 1 29,392 EMPRESAS ICA SOCIEDAD CONTRLAD EQUITY 292448107 174 59,300 SH DEFINED 1 59,300 ENERGEN CORP EQUITY 29265N108 71 3,500 SH DEFINED 2 3,500 ENERGY CONVERSION DEVICES INC EQUITY 292659224 165 73,200 SH DEFINED 4 73,200 ENERGY EAST CORP EQUITY 29266M109 264 11,100 SH DEFINED 1 11,100 ENERGY EAST CORP EQUITY 29266M109 1,188 50,000 SH DEFINED 2 50,000 ENERSIS S A EQUITY 29274F104 485 20,797 SH DEFINED 1 20,797 ENGAGE TECHNOLOGIES INC EQUITY 292827102 4,009 106,400 SH DEFINED 2 106,400 ENGELHARD CORP EQUITY 292845104 95 5,200 SH DEFINED 1 5,200 ENGELHARD CORP EQUITY 292845104 497 27,300 SH DEFINED 2 27,300 ENHANCE FINL SVCS GROUP INC EQUITY 293310108 1,380 78,000 SH DEFINED 2 78,000 ENRON CORP EQUITY 293561106 1,014 24,700 SH DEFINED 1 24,700 ENRON CORP EQUITY 293561106 8,747 212,050 SH DEFINED 2 212,050 ENSCO INTERNATIONAL INC EQUITY 26874Q100 224 12,400 SH DEFINED 1 12,400 ENTERGY CORP EQUITY 29364G103 252 8,700 SH DEFINED 1 8,700 ENTRUST TECHNOLOGIES INC EQUITY 293848107 2,368 105,600 SH DEFINED 2 105,600 EOG RESOURCES INC EQUITY 26875P101 385 18,100 SH DEFINED 2 18,100 EQUANT N V EQUITY 294409107 155 1,900 SH DEFINED 2 1,900 EQUIFAX INC EQUITY 294429105 177 6,300 SH DEFINED 1 6,300 EQUITABLE RES INC EQUITY 294549100 730 19,300 SH DEFINED 2 19,300 EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 12,157 522,873 SH DEFINED 1 522,873 EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 34,549 1,485,975 SH DEFINED 3 1,231,398 254,577 EQUITY RESIDENTIAL PROPERTIES TRUST EQUITY 29476L107 4,238 100,000 SH DEFINED 1 100,000 EQUITY RESIDENTIAL PROPERTIES TRUST EQUITY 29476L107 148 3,500 SH DEFINED 2 3,500 EQUITY RESIDENTIAL PROPERTIES TRUST EQUITY 29476L107 23,310 550,100 SH DEFINED 3 461,300 88,800 EQUITY RESIDENTIAL PROPERTIES TRUST EQUITY 29476L826 650 25,000 SH DEFINED 4 25,000 ERICSSON L M TEL CO EQUITY 294821400 895 28,700 SH DEFINED 2 28,700 ETHAN ALLEN INTERIORS INC EQUITY 297602104 972 30,550 SH DEFINED 2 30,550 ETHYL CORP EQUITY 297659104 26 6,800 SH DEFINED 1 6,800 ETOYS INC EQUITY 297862104 539 8,100 SH DEFINED 2 8,100 EVANS & SUTHERLAND COMPUTER CO EQUITY 299096107 417 33,700 SH DEFINED 2 33,700 EVEREST REINSURANCE HOLDINGS INC EQUITY 299808105 110 4,600 SH DEFINED 1 4,600 EVEREST REINSURANCE HLDGS EQUITY 299808105 79 3,300 SH DEFINED 2 3,300 EVERGREEN RESOURCES EQUITY 299900308 265 11,000 SH DEFINED 2 11,000 EXPEDITORES INTER- NATIONAL WASH INC EQUITY 302130109 32 1,000 SH DEFINED 2 1,000 EXPRESS SCRIPTS INC EQUITY 302182100 837 10,692 SH DEFINED 2 10,692 EXTENDED STAY AMER INC EQUITY 30224P101 591 65,700 SH DEFINED 2 65,700 EXXON CORP EQUITY 302290101 8,421 110,800 SH DEFINED 1 110,800 EXXON CORP EQUITY 302290101 2,384 31,400 SH DEFINED 2 31,400 F N B CORP PA EQUITY 302520101 290 12,050 SH DEFINED 2 12,050 FAMILY DLR STORES INC EQUITY 307000109 792 37,500 SH DEFINED 2 37,500 FAMILY DOLLAR STORES INC EQUITY 307000109 332 15,700 SH DEFINED 1 15,700 FARMSTEAD TEL GROUP INC EQUITY 311565121 3 16,600 SH DEFINED 4 16,600 FARMSTEAD TEL GROUP INC EQUITY 311565139 3 21,200 SH DEFINED 4 21,200 FASTENAL CO EQUITY 311900104 160 3,400 SH DEFINED 1 3,400 Page 18 of 55
21 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ---------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- FDX CORP EQUITY 31304N107 395 10,160 SH DEFINED 1 10,160 FEDERAL AGRIC MTG CORP EQUITY 313148306 608 30,500 SH DEFINED 2 30,500 FEDERAL HOME LOAN MORTGAGE CORP EQUITY 313400301 19,126 367,800 SH DEFINED 1 367,800 FEDERAL HOME LOAN MORTGAGE CORP EQUITY 313400301 1,214 23,350 SH DEFINED 2 23,350 FEDERAL MOGUL CORP EQUITY 313549107 171 6,200 SH DEFINED 1 6,200 FEDERAL NATIONAL MORTGAGE ASSN EQUITY 313586109 3,332 53,150 SH DEFINED 1 52,750 FEDERAL NATIONAL MORTGAGE ASSN EQUITY 313586109 2,772 44,225 SH DEFINED 2 44,225 FEDERAL REALTY INVESTMENT TRUST EQUITY 313747206 3,559 170,000 SH DEFINED 1 170,000 FEDERAL SIGNAL CORP EQUITY 313855108 78 3,900 SH DEFINED 1 3,900 FEDERAL SIGNAL CORP EQUITY 313855108 411 20,700 SH DEFINED 2 20,700 FEDERATED DEPARTMENT STORES INC EQUITY 31410H101 13,325 305,000 SH DEFINED 1 305,000 FEDERATED DEPARTMENT STORES INC EQUITY 31410H119 11,788 654,600 SH DEFINED 4 654,600 FEDERATED DEPARTMENT STORES INC EQUITY 31410H127 6,226 345,527 SH DEFINED 4 345,527 FEDERATED INVESTMENTS INC EQUITY 314211103 335 19,400 SH DEFINED 2 19,400 FELCOR LODGING TRUST INC EQUITY 31430F101 140 8,000 SH DEFINED 2 8,000 FELCOR LODGING TRUST INC EQUITY 31430f101 19,629 1,121,669 SH DEFINED 3 918,254 203,415 FERRO CORP EQUITY 315405100 77 3,600 SH DEFINED 1 3,600 FERRO CORP EQUITY 315405100 119 5,600 SH DEFINED 2 5,600 FIFTH THIRD BANCORP EQUITY 316773100 540 8,875 SH DEFINED 1 8,875 FINANCIAL SECURITY ASSR HLDGS LTD EQUITY 31769P100 646 12,500 SH DEFINED 2 12,500 FINOVA FINANCIAL TRUST EQUITY 31808E207 7,093 135,100 SH DEFINED 4 135,100 FINOVA GROUP INC EQUITY 317928109 197 5,400 SH DEFINED 1 5,400 FIREBIRD REPUBLICA FUND LTD EQUITY 318991965 57 960 SH DEFINED 2 960 FIRST AMERICAN FINL CORP EQUITY 318522307 532 39,800 SH DEFINED 2 39,800 FIRST DATA CORP EQUITY 319963104 720 16,400 SH DEFINED 1 16,400 FIRST DATA CORP EQUITY 319963104 601 13,700 SH DEFINED 2 13,700 FIRST HEALTH GROUP CORP EQUITY 320960107 108 4,800 SH DEFINED 1 4,800 FIRST HEALTH GROUP CORP EQUITY 320960107 617 27,500 SH DEFINED 2 27,500 FIRST INDUSTRIAL REALTY TRUST EQUITY 32054K103 10,638 429,800 SH DEFINED 3 361,200 68,600 FIRST SECURITIES CORP DEL EQUITY 336294103 411 17,300 SH DEFINED 1 17,300 FIRST SIERRA FINANCIAL INC EQUITY 335944104 10,840 1,014,300 SH DEFINED 3 1,014,300 FIRST TENNESSEE NATIONAL CORP EQUITY 337162101 326 11,600 SH DEFINED 1 11,600 FIRST TENNESSEE NATIONAL CORP EQUITY 337162101 385 13,700 SH DEFINED 2 13,700 FIRST UNION CORP EQUITY 337358105 1,244 34,926 SH DEFINED 1 34,926 FIRST UNION CORP EQUITY 337358105 2,251 63,300 SH DEFINED 2 63,300 FIRST VIRGINIA BANKS INC EQUITY 337477103 194 4,450 SH DEFINED 1 4,450 FIRST VIRGINIA BANKS INC EQUITY 337477103 2,043 46,900 SH DEFINED 2 46,900 FIRST WASHINGTON REALTY TRUST INC EQUITY 337489504 4,473 213,000 SH DEFINED 3 178,200 34,800 FIRSTAR CORP WIS EQUITY 33763V109 1,025 40,000 SH DEFINED 2 40,000 FIRSTAR CORP WIS EQUITY 33763V109 897 34,986 SH DEFINED 1 34,986 FIRSTENERGY CORP EQUITY 337932107 210 8,300 SH DEFINED 1 8,300 FIRSTMERIT CORP EQUITY 337915102 10,704 421,822 SH DEFINED 3 410,022 11,800 FISERV INC EQUITY 337738108 349 10,725 SH DEFINED 1 10,725 FISERV INC EQUITY 337738108 516 15,875 SH DEFINED 2 15,875 FISERV INC EQUITY 337738108 13,908 427,925 SH DEFINED 3 388,300 39,625 FLEET FINANCIAL GROUP INC NEW EQUITY 338915101 586 16,000 SH DEFINED 1 16,000 Page 19 of 55
22 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ---------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- FLEETWOOD ENTERPRISES INC EQUITY 339099103 34 1,700 SH DEFINED 1 1,700 FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 22,236 382,147 SH DEFINED 2 382,147 FLORIDA PROGRESS CORP EQUITY 341109106 162 3,500 SH DEFINED 1 3,500 FLORIDA PROGRESS CORP EQUITY 341109106 347 7,500 SH DEFINED 2 7,500 FLOWERS INDUSTRIES INC EQUITY 343496105 119 8,800 SH DEFINED 1 8,800 FLOWERS INDUSTRIES INC EQUITY 343496105 87 6,400 SH DEFINED 2 6,400 FLOWSERVE CORP EQUITY 34354P105 57 3,400 SH DEFINED 1 3,400 FLOWSERVE CORP EQUITY 34354P105 1,195 71,900 SH DEFINED 2 71,900 FLUOR CORP EQUITY 343861100 133 3,300 SH DEFINED 1 3,300 FMC CORP EQUITY 302491303 72 1,500 SH DEFINED 1 1,500 FOCAL COMMUNICATIONS CORP EQUITY 344155106 51 2,000 SH DEFINED 1 2,000 FOMENTO ECONOMICO MEXICANO EQUITY 344419106 251 8,000 SH DEFINED 1 8,000 FORD MOTOR CO DEL EQUITY 345370100 2,181 43,400 SH DEFINED 1 43,400 FORD MOTOR CO DEL EQUITY 345370100 3,794 75,600 SH DEFINED 2 75,600 FOREST CITY ENTERPRISES INC EQUITY 345550107 502 22,500 SH DEFINED 2 22,500 FOREST LABORATORIES INC EQUITY 345838106 11,290 268,000 SH DEFINED 1 268,000 FOREST OIL CORP EQUITY 346091606 384 22,500 SH DEFINED 2 22,500 FORT JAMES CORP EQUITY 347471104 205 7,700 SH DEFINED 1 7,700 FORT JAMES CORP EQUITY 347471104 398 14,900 SH DEFINED 2 14,900 FORTUNE BRANDS INC EQUITY 349631101 203 6,300 SH DEFINED 1 6,300 FORTUNE BRANDS INC EQUITY 349631101 6 200 SH DEFINED 2 200 FOSTER WHEELER CORP EQUITY 350244109 22 1,800 SH DEFINED 1 1,800 FOUNDATION HEALTH SYSTEMS INC EQUITY 350404109 99 10,490 SH DEFINED 1 10,490 FOUNDATION HEALTH SYSTEMS INC EQUITY 350404109 780 82,600 SH DEFINED 2 82,600 FOUNDRY NETWORKS INC EQUITY 35063R100 756 6,000 SH DEFINED 2 6,000 FOUNDRY NETWORKS INC EQUITY 35063R100 3,780 30,000 SH DEFINED 3 29,300 700 FOUR SEASONS HOTELS INC EQUITY 35100E104 703 19,226 SH DEFINED 2 19,226 FOX ENTMT GROUP INC EQUITY 35138T107 321 15,200 SH DEFINED 2 15,200 FPL GROUP INC EQUITY 302571104 358 7,100 SH DEFINED 1 7,100 FPL GROUP INC EQUITY 302571104 448 8,900 SH DEFINED 2 8,900 FRANCHISE FINANCIAL CORP OF AM EQUITY 351807102 9,712 415,500 SH DEFINED 3 348,000 67,500 FRANKLIN RESOURCES INC EQUITY 354613101 278 9,100 SH DEFINED 1 9,100 FREEPORT-MCMORAN COPPER & GLD EQUITY 35671D857 109 7,000 SH DEFINED 1 7,000 FRONTIER INSURANCE GROUP NEW EQUITY 359081106 15 1,740 SH DEFINED 1 1,740 FRONTIER INSURANCE GROUP NEW EQUITY 359081106 225 25,740 SH DEFINED 2 25,740 FRONTLINE COMMUNI- CATIONS CORP EQUITY 35921T116 98 65,025 SH DEFINED 4 65,025 FULLER H B CO EQUITY 359694106 73 1,200 SH DEFINED 1 1,200 FULLER H B CO EQUITY 359694106 176 2,900 SH DEFINED 2 2,900 FUNDTECH LTD EQUITY M47095100 1,584 71,000 SH DEFINED 2 71,000 FURNITURE BRANDS INTL INC EQUITY 360921100 93 4,700 SH DEFINED 1 4,700 FURNITURE BRANDS INTL INC EQUITY 360921100 2,262 114,900 SH DEFINED 3 110,100 4,800 FURNITURE BRANDS INTL INC EQUITY 360921100 158 8,000 SH DEFINED 2 8,000 G & K SERVICES INC EQUITY 361268105 890 22,000 SH DEFINED 2 22,000 GABLES RESIDENTIAL TRUST EQUITY 362418105 324 13,500 SH DEFINED 2 13,500 GABLES RESIDENTIAL TRUST EQUITY 362418105 9,720 405,000 SH DEFINED 3 338,300 66,700 GADZOOX NETWORKS INC EQUITY 362555104 1,616 30,000 SH DEFINED 2 30,000 Page 20 of 55
23 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ---------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- GALILEO INTL INC EQUITY 363547100 576 14,300 SH DEFINED 2 14,300 GALILEO TECHNOLOGY LTD EQUITY M47298100 19,340 773,600 SH DEFINED 3 757,800 15,800 GALLAGHER ARTHUR J & CO EQUITY 363576109 12,024 225,800 SH DEFINED 1 225,800 GALLAGHER ARTHUR J & CO EQUITY 363576109 852 16,000 SH DEFINED 2 16,000 GALLAHER GROUP PLC EQUITY 363595109 5 200 SH DEFINED 2 200 GANNETT INC EQUITY 364730101 16,310 235,730 SH DEFINED 1 235,730 GANNETT INC EQUITY 364730101 982 14,200 SH DEFINED 2 14,200 GAP INC DEL EQUITY 364760108 8,374 261,700 SH DEFINED 1 261,700 GAP INC DEL EQUITY 364760108 8,087 252,725 SH DEFINED 2 252,725 GARTNER GROUP INC NEW EQUITY 366651206 153 9,177 SH DEFINED 1 9,177 GARTNER GROUP INC NEW EQUITY 366651107 284 17,800 SH DEFINED 2 17,800 GATEWAY INC EQUITY 367626108 488 11,100 SH DEFINED 1 11,100 GATX CORP EQUITY 361448103 137 4,400 SH DEFINED 1 4,400 GENCORP INC EQUITY 368682100 68 3,700 SH DEFINED 1 3,700 GENER S A EQUITY 368731105 910 59,665 SH DEFINED 1 59,665 GENERAL ALUMINUM CORP EQUITY 368768107 928 516,663 SH DEFINED 1 516,663 GENERAL COMMUNICATION INC EQUITY 369385109 208 40,000 SH DEFINED 2 40,000 GENERAL DYNAMICS CORP EQUITY 369550108 1,055 16,900 SH DEFINED 1 16,900 GENERAL DYNAMICS CORP EQUITY 369550108 1,655 26,500 SH DEFINED 2 26,500 GENERAL ELECTRIC CO EQUITY 369604103 47,235 398,400 SH DEFINED 1 398,400 GENERAL ELECTRIC CO EQUITY 369604103 53,986 455,342 SH DEFINED 2 455,342 GENERAL ELECTRIC CO EQUITY 369604103 2,846 24,000 SH DEFINED 3 24,000 GENERAL GROWTH PROPERTIES INC EQUITY 370021107 491 15,600 SH DEFINED 2 15,600 GENERAL GROWTH PROPERTIES INC EQUITY 370021107 16,890 536,200 SH DEFINED 3 453,600 82,600 GENERAL GROWTH PROPERTIES INC EQUITY 370021206 290 13,200 SH DEFINED 2 13,200 GENERAL INSTRUMENT CORP EQUITY 370120107 240 5,000 SH DEFINED 1 5,000 GENERAL INSTRUMENT CORP EQUITY 370120107 1,121 23,300 SH DEFINED 2 23,300 GENERAL MILLS INC EQUITY 370334104 454 5,600 SH DEFINED 1 5,600 GENERAL MOTORS CORP EQUITY 370442105 1,485 23,600 SH DEFINED 1 23,600 GENERAL MOTORS CORP EQUITY 370442105 10,907 173,303 SH DEFINED 2 173,303 GENERAL MOTORS CORP EQUITY 370442832 1,431 25,000 SH DEFINED 2 25,000 GENERAL RE CORP EQUITY 370997306 971 10,000 SH DEFINED 1 10,000 GENETECH INC EQUITY 368710406 21,857 149,384 SH DEFINED 2 149,384 GENTEX CORP EQUITY 371901109 38,602 1,868,800 SH DEFINED 3 1,805,100 63,700 GENUINE PARTS CO EQUITY 372460105 178 6,700 SH DEFINED 1 6,700 GENUINE PARTS CO EQUITY 372460105 4,952 186,440 SH DEFINED 2 186,440 GENZYME CORP EQUITY 372917104 333 7,400 SH DEFINED 1 7,400 GENZYME CORP EQUITY 372917104 2,670 59,300 SH DEFINED 2 59,300 GENZYME CORP EQUITY 372917500 2 SH DEFINED 2 2 GENZYME CORP EQUITY 372917609 17 3,114 SH DEFINED 2 3,114 GENZYME CORP CORPBOND 372917AF1 3,350 2,500,000 PRN DEFINED 4 2,500,000 GENZYME CORP CORPBOND 372917AE4 533 4,000 PRN DEFINED 1 4,000 GEORGIA GULF CORP EQUITY 373200203 53 3,000 SH DEFINED 1 3,000 GEORGIA PACIFIC CORP EQUITY 373298108 279 6,900 SH DEFINED 1 6,900 GEORGIA PACIFIC CORP EQUITY 373298108 4,005 98,900 SH DEFINED 2 98,900 GEORGIA PACIFIC CORP EQUITY 373298702 172 7,500 SH DEFINED 1 7,500 Page 21 of 55
24 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ---------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- GEORGIA PACIFIC CORP EQUITY 373298702 595 26,000 SH DEFINED 2 26,000 GILEAD SCIENCES INC EQUITY 375558103 244 3,800 SH DEFINED 1 3,800 GILEAD SCIENCES INC EQUITY 375558103 860 13,400 SH DEFINED 2 13,400 GILLETTE CO EQUITY 375766102 7,979 235,100 SH DEFINED 1 235,100 GILLETTE CO EQUITY 375766102 1,490 43,900 SH DEFINED 2 43,900 GLATFELTER P H CO EQUITY 377316104 59 3,600 SH DEFINED 1 3,600 GLAXO WELLCOME PLC EQUITY 37733W105 421 8,100 SH DEFINED 2 8,100 GLEASON CORP EQUITY 377339106 252 15,000 SH DEFINED 2 15,000 GLENBOROUGH REALTY TRUST INC EQUITY 37803P105 130 7,900 SH DEFINED 2 7,900 GLENBOROUGH REALTY TRUST INC EQUITY 37803P105 10,844 657,200 SH DEFINED 3 549,800 107,400 GLOBAL CROSSING LTD EQUITY G3921A100 133 5,000 SH DEFINED 1 5,000 GLOBAL CROSSING LTD EQUITY G3921A100 804 30,340 SH DEFINED 2 30,340 GLOBAL INDUSTRIES INC EQUITY 379336100 828 101,900 SH DEFINED 2 101,900 GLOBAL MARINE INC EQUITY 379352404 255 15,500 SH DEFINED 1 15,500 GLOBAL MARINE INC EQUITY 379352404 2,490 151,500 SH DEFINED 2 151,500 GLOBAL MARINE INC EQUITY 379352404 4,931 300,000 SH DEFINED 3 300,000 GLOBAL TELESYSTEMS GROUP EQUITY 37936U104 3,549 180,000 SH DEFINED 1 180,000 GLOBAL TELESYSTEMS GROUP CORPBOND 37936UAA2 2,402 1,200,000 PRN DEFINED 4 1,200,000 GLOBALSTAR LP LTD EQUITY G3930H104 685 29,960 SH DEFINED 2 29,960 GOLDEN ST BANCORP INC EQUITY 381197128 5,607 760,299 SH DEFINED 4 760,299 GOLDEN ST BANCORP INC EQUITY 381197102 12,533 698,700 SH DEFINED 3 677,400 21,300 GOLDEN WEST FINANCIAL CORP EQUITY 381317106 236 2,400 SH DEFINED 1 2,400 GOLDEN WEST FINANCIAL CORP EQUITY 381317106 1,002 10,200 SH DEFINED 2 10,200 GOLF TRUST AMERICA INC EQUITY 38168B103 7,826 396,250 SH DEFINED 3 331,350 64,900 GOODRICH B F CO EQUITY 382388106 70 2,420 SH DEFINED 1 2,420 GOODYEAR TIRE & RUBBER CO EQUITY 382550101 274 5,700 SH DEFINED 1 5,700 GOODYEAR TIRE & RUBBER CO EQUITY 382550101 5,903 122,664 SH DEFINED 2 122,664 GPU INC EQUITY 36225X100 134 4,100 SH DEFINED 1 4,100 GRACE W R & CO DEL NEW EQUITY 38388F108 51 3,100 SH DEFINED 1 3,100 GRAINGER W W INC EQUITY 384802104 183 3,800 SH DEFINED 1 3,800 GRANITE CONSTRUCTION INC EQUITY 387328107 63 2,400 SH DEFINED 1 2,400 GRANITE CONSTRUCTION INC EQUITY 387328107 83 3,200 SH DEFINED 2 3,200 GREAT ATLANTIC & PACIFIC TEA INC EQUITY 390064103 42 1,400 SH DEFINED 1 1,400 GREAT ATLANTIC & PACIFIC TEA INC EQUITY 390064103 167 5,500 SH DEFINED 2 5,500 GREAT LAKES CHEMICAL CORP EQUITY 390568103 91 2,400 SH DEFINED 1 2,400 GREAT LAKES CHEMICAL CORP EQUITY 390568103 232 6,100 SH DEFINED 2 6,100 GREAT PLAINS SOFTWARE EQUITY 39119E105 11,608 225,400 SH DEFINED 3 213,400 12,000 GREENPOINT FINANCIAL CORP EQUITY 395384100 255 9,600 SH DEFINED 1 9,600 GREY WOLF INC EQUITY 397888108 316 105,400 SH DEFINED 2 105,400 GRUMA SA DE CV EQUITY 400131306 4 642 SH DEFINED 2 642 GRUPO TELEVISA SA DE CV EQUITY 40049J206 1,398 35,000 SH DEFINED 1 35,000 GRUPO TELEVISA SA DE CV EQUITY 40049J206 284 7,100 SH DEFINED 2 7,100 GST TELECOMMUNICA- TIONS INC EQUITY 361942105 263 37,400 SH DEFINED 2 37,400 GTE CORP EQUITY 362320103 35,293 459,097 SH DEFINED 1 459,097 GTE CORP EQUITY 362320103 20,326 264,400 SH DEFINED 2 264,400 GTECH HOLDINGS CORP EQUITY 400518106 81 3,800 SH DEFINED 1 3,800 Page 22 of 55
25 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- GTS DURATEK INC EQUITY 36237J107 1,373 230,000 SH DEFINED 1 230,000 GUCCI GROUP N V EQUITY 401566104 173 2,076 SH DEFINED 2 2,076 GUIDANT CORP EQUITY 401698105 5,893 109,900 SH DEFINED 1 109,900 GULF INDONESIA RESOURCES LTD EQUITY 402284103 155 15,400 SH DEFINED 4 15,400 HALLIBURTON CO EQUITY 406216101 627 15,300 SH DEFINED 1 15,300 HALLIBURTON CO EQUITY 406216101 8,618 210,195 SH DEFINED 2 210,195 HALTER MARINE GROUP INC CORPBOND 40642YAC9 837 1,329,000 PRN DEFINED 4 1,329,000 HAMILTON BANCORP INC FLA EQUITY 407013101 1,279 60,200 SH DEFINED 2 60,200 HANNA M A CO EQUITY 410522106 51 4,500 SH DEFINED 1 4,500 HANNAFORD BROS CO EQUITY 410550107 268 3,800 SH DEFINED 1 3,800 HANOVER CAP MORTGAGE HLDGS INC EQUITY 410761118 6 199,200 SH DEFINED 4 199,200 HANOVER COMPRESSOR CO EQUITY 410768105 89 2,800 SH DEFINED 2 2,800 HANSON PLC EQUITY 411352404 236 6,100 SH DEFINED 2 6,100 HARBINGER CORP EQUITY 41145C103 844 50,000 SH DEFINED 2 50,000 HARCOURT GENERAL INC EQUITY 41163G101 108 2,600 SH DEFINED 1 2,600 HARCOURT GENERAL INC EQUITY 41163G101 1,902 45,700 SH DEFINED 2 45,700 HARLEY DAVIDSON INC EQUITY 412822108 681 13,600 SH DEFINED 1 13,600 HARLEYSVILLE GROUP INC EQUITY 412824104 60 4,300 SH DEFINED 2 4,300 HARMAN INTERNATIONAL INDS INC EQUITY 413086109 168 4,000 SH DEFINED 2 4,000 HARMONIC INC EQUITY 413160102 1,308 10,000 SH DEFINED 2 10,000 HARMONIC INC EQUITY 413160102 15,227 116,400 SH DEFINED 3 112,400 4,000 HARRAH'S ENTERTAIN- MENT INC EQUITY 413619107 97 3,500 SH DEFINED 1 3,500 HARRIS CORP EQUITY 413875105 72 2,600 SH DEFINED 1 2,600 HARSCO CORP EQUITY 415864107 119 4,300 SH DEFINED 1 4,300 HARTE-HANKS INC EQUITY 416196103 159 6,300 SH DEFINED 1 6,300 HARTE-HANKS INC EQUITY 416196103 30,207 1,199,300 SH DEFINED 3 1,174,000 25,300 HARTFORD FINANCIAL SVCS GRP INC EQUITY 416515104 352 8,600 SH DEFINED 1 8,600 HASBRO INC EQUITY 418056107 151 7,025 SH DEFINED 1 7,025 HAWAIIAN ELECTRIC INDUSTRIES EQUITY 419870100 95 2,700 SH DEFINED 1 2,700 HCC INS HLDGS INC EQUITY 404132102 146 8,700 SH DEFINED 2 8,700 HEALTH CARE PROPERTY INV INC EQUITY 421915109 9,182 349,800 SH DEFINED 3 278,400 71,400 HEALTH MGMT ASSO- CIATES INC NEW EQUITY 421933102 171 22,000 SH DEFINED 1 22,000 HEALTH MGMT ASSO- CIATES INC NEW EQUITY 421933102 468 63,400 SH DEFINED 2 63,400 HEALTHSOUTH CORP EQUITY 421924101 88 15,300 SH DEFINED 1 15,300 HEICO CORP NEW EQUITY 422806208 3,211 166,800 SH DEFINED 2 166,800 HEILIG MEYERS CO EQUITY 422893107 26 5,500 SH DEFINED 1 5,500 HEINZ H J CO EQUITY 423074103 14,986 348,500 SH DEFINED 1 348,500 HEINZ H J CO EQUITY 423074103 4,660 108,378 SH DEFINED 2 108,378 HELLENIC TELECOMMUN ORG SA EQUITY 423325307 470 42,000 SH DEFINED 1 42,000 HELLER FINANCIAL INC EQUITY 423328871 13,047 125,000 SH DEFINED 1 125,000 HELLER FINANCIAL INC EQUITY 423328103 889 39,500 SH DEFINED 2 39,500 HELMERICH & PAYNE INC EQUITY 423452101 43 1,700 SH DEFINED 1 1,700 HELMERICH & PAYNE INC EQUITY 423452101 187 7,400 SH DEFINED 2 7,400 HELMERICH & PAYNE INC EQUITY 423452101 16,086 635,500 SH DEFINED 3 622,900 12,600 HERCULES INC EQUITY 427056106 106 3,700 SH DEFINED 1 3,700 HERLEY INDUSTRIES INC DEL EQUITY 427398110 10 15,000 SH DEFINED 4 15,000 Page 23 of 55
26 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- HERMAN MILLER INC EQUITY 600544100 3,885 162,500 SH DEFINED 3 132,200 30,300 HERSHEY FOODS CORP EQUITY 427866108 268 5,500 SH DEFINED 1 5,500 HERTZ CORP EQUITY 428040109 220 5,000 SH DEFINED 2 5,000 HEWLETT PACKARD CO EQUITY 428236103 3,403 37,500 SH DEFINED 1 37,500 HEWLETT PACKARD CO EQUITY 428236103 11,123 120,900 SH DEFINED 2 120,900 HEWLETT PACKARD CO CORPBOND 428236AC7 18,417 30,130,000 PRN DEFINED 4 30,130,000 HEXCEL CORP NEW CORPBOND 428291AA6 266 365,000 PRN DEFINED 4 365,000 HIBERNIA CORP EQUITY 428656102 166 14,300 SH DEFINED 1 14,300 HIGHWOODS PROPERTIES INC EQUITY 431284108 3,105 120,000 SH DEFINED 1 120,000 HIGHWOODS PROPERTIES INC EQUITY 431284108 14,901 575,900 SH DEFINED 3 489,000 86,900 HILLENBRAND INDUS- TRIES INC EQUITY 431573104 153 5,800 SH DEFINED 1 5,800 HILTON HOTELS CORP EQUITY 432848109 90 9,100 SH DEFINED 1 9,100 HILTON HOTELS CORP EQUITY 432848109 7,197 728,800 SH DEFINED 3 600,900 127,900 HILTON HOTELS CORP CORPBOND 432848AL3 203 2,500 PRN DEFINED 1 2,500 HISPANIC BROADCAS- TING CORP EQUITY 43357B104 335 4,400 SH DEFINED 1 4,400 HISPANIC BROADCAS- TING CORP EQUITY 43357b104 80,152 1,052,900 SH DEFINED 3 1,024,200 28,700 HISPANIC BROADCAS- TING CORP EQUITY 43357B104 1,303 17,113 SH DEFINED 2 17,113 HMT TECHNOLOGY CORP CORPBOND 403917AD9 387 1,031,000 PRN DEFINED 4 1,031,000 HOLLINGER INTERNA- TIONAL INC EQUITY 435569207 890 86,600 SH DEFINED 4 86,600 HOME DEPOT INC EQUITY 437076102 13,107 191,000 SH DEFINED 1 191,000 HOME DEPOT INC EQUITY 437076102 35,315 514,614 SH DEFINED 2 514,614 HOME DEPOT INC EQUITY 437076102 2,402 35,000 SH DEFINED 3 35,000 HOME DEPOT INC CORPBOND 437076AE2 81,552 27,382,000 PRN DEFINED 4 27,382,000 HOME PROPERTIES N Y INC EQUITY 437306103 422 15,800 SH DEFINED 2 15,800 HOMEBASE INC CORPBOND 43738EAB4 1,208 1,750,000 PRN DEFINED 4 1,750,000 HOMEBASE INC CORPBOND 43738EAA6 208 3,000 PRN DEFINED 1 3,000 HOMESTAKE MINING CO EQUITY 437614100 74 8,000 SH DEFINED 1 8,000 HON HAI PRECISION IND LTD EQUITY 438090201 64 4,574 SH DEFINED 2 4,574 HON INDUSTRIES INC EQUITY 438092108 100 5,200 SH DEFINED 1 5,200 HON INDS INC EQUITY 438092108 753 39,100 SH DEFINED 2 39,100 HONEYWELL INC EQUITY 438506107 490 4,400 SH DEFINED 1 4,400 HONEYWELL INC EQUITY 438506107 1,670 15,000 SH DEFINED 2 15,000 HORACE MANN EDUCA- TORS CORP NEW EQUITY 440327104 1,874 72,600 SH DEFINED 1 72,600 HORMEL FOODS CORP EQUITY 440452100 269 6,500 SH DEFINED 1 6,500 HOST MARRIOTT CORP NEW EQUITY 44107P104 342 35,967 SH DEFINED 1 35,967 HOST MARRIOTT CORP NEW EQUITY 44107P104 22,882 2,408,600 SH DEFINED 3 2,023,400 385,200 HOUGHTON MIFFLIN CO EQUITY 441560109 110 2,700 SH DEFINED 1 2,700 HOUGHTON MIFFLIN CO EQUITY 441560109 366 9,000 SH DEFINED 2 9,000 HOUSEHOLD INTERNA- TIONAL INC EQUITY 441815107 766 19,086 SH DEFINED 1 19,086 HOUSEHOLD INTERNA- TIONAL INC EQUITY 441815107 4,237 105,600 SH DEFINED 2 105,600 HOWELL CORP EQUITY 443051206 1,025 39,800 SH DEFINED 4 39,800 HSB GROUP INC EQUITY 40428N109 12,701 360,950 SH DEFINED 1 360,950 HUANENG POWER INTL INC EQUITY 443304100 50 4,000 SH DEFINED 2 4,000 HUBBELL INC EQUITY 443510201 182 5,700 SH DEFINED 1 5,700 HUDSON UTD BANCORP EQUITY 444165104 172 5,587 SH DEFINED 2 5,587 HUGHES SUPPLY INC EQUITY 444482103 80 3,700 SH DEFINED 2 3,700 Page 24 of 55
27 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- HUMAN GENOME SCIENCES INC EQUITY 444903108 369 5,000 SH DEFINED 2 5,000 HUMAN GENOME SCIENCES INC CORPBOND 444903AA6 9,953 6,380,000 PRN DEFINED 4 6,380,000 HUMANA CORP EQUITY 444859102 41 5,900 SH DEFINED 1 5,900 HUNT J B TRANSPOR- TARTION SVCS INC EQUITY 445658107 47 3,400 SH DEFINED 1 3,400 HUNTINGTON BANC- SHARES INC EQUITY 446150104 213 8,023 SH DEFINED 1 8,023 HUSSMANN INTL INC EQUITY 448110106 138 8,100 SH DEFINED 2 8,100 HYPERCOM CORP EQUITY 44913M105 272 34,000 SH DEFINED 2 34,000 IBP INC EQUITY 449223106 202 8,200 SH DEFINED 1 8,200 ICN PHARMACEUTICALS INC NEW EQUITY 448924100 120 7,000 SH DEFINED 1 7,000 IDACORP INC EQUITY 451107106 99 3,300 SH DEFINED 1 3,300 IDACORP INC EQUITY 451107106 232 7,700 SH DEFINED 2 7,700 IDEC PHARMACEUTICALS CORP EQUITY 449370105 75 800 SH DEFINED 2 800 IDEXX LABS INC EQUITY 45168D104 724 42,100 SH DEFINED 2 42,100 IFS INTERNATIONAL INC EQUITY 449515139 6 17,900 SH DEFINED 4 17,900 IKON OFFICE SOLU- TIONS INC EQUITY 451713101 49 4,600 SH DEFINED 1 4,600 ILLINOIS TOOL WORKS INC EQUITY 452308109 671 9,000 SH DEFINED 1 9,000 ILLINOVA CORP EQUITY 452317100 182 6,500 SH DEFINED 1 6,500 IMAGEX COM INC EQUITY 45244D102 945 135,000 SH DEFINED 1 135,000 IMATION CORP EQUITY 45245A107 115 3,700 SH DEFINED 1 3,700 IMAX CORP EQUITY 45245E109 364 18,500 SH DEFINED 2 18,500 IMC GLOBAL INC EQUITY 449669118 2 10,000 SH DEFINED 4 10,000 IMC GLOBAL INC EQUITY 449669100 153 10,500 SH DEFINED 1 10,500 IMMUNEX CORP NEW EQUITY 452528102 217 5,000 SH DEFINED 2 5,000 IMPLANT SCIENCES CORP EQUITY 45320R116 12 23,400 SH DEFINED 4 23,400 IMS HEALTH INC EQUITY 449934108 278 12,200 SH DEFINED 1 12,200 INACOM CORP EQUITY 45323G109 101 11,000 SH DEFINED 2 11,000 INCO LTD EQUITY 453258402 15,148 708,700 SH DEFINED 1 708,700 INCO LTD EQUITY 453258956 303 14,200 SH DEFINED 2 14,200 INCO LTD CORPBOND 453258AK1 1,696 1,790,000 PRN DEFINED 4 1,790,000 INDIANA ENERGY INC EQUITY 454707100 53 2,666 SH DEFINED 1 2,666 INDIGO AVIATION AB EQUITY 45567P104 2,450 272,200 SH DEFINED 3 272,200 INFINITY BROADCAS- TING CORP NEW EQUITY 45662S102 2,609 89,000 SH DEFINED 3 67,300 21,700 INFOCURE CORP EQUITY 45665A108 5,304 281,000 SH DEFINED 3 281,000 INFORMIX CORP EQUITY 456779107 133 16,800 SH DEFINED 1 16,800 INFOSPACE COM INC EQUITY 45678T102 679 16,500 SH DEFINED 2 16,500 INGERSOLL-RAND CO EQUITY 456866102 865 15,750 SH DEFINED 1 15,750 INGRAM MICRO INC EQUITY 457153104 129 10,000 SH DEFINED 2 10,000 INKTOMI CORP EQUITY 457277101 8,168 68,060 SH DEFINED 2 68,060 INNKEEPERS USA TRUST EQUITY 4576J0302 807 49,300 SH DEFINED 4 49,300 INSIGHT COMMUNICA- TIONS INC EQUITY 45768V108 336 11,700 SH DEFINED 2 11,700 INSPIRE INS SOLU- TIONS INC EQUITY 457732105 6,056 880,804 SH DEFINED 3 859,904 20,900 INSURANCE AUTO AUCTIONS INC EQUITY 457875102 1,488 100,000 SH DEFINED 1 100,000 INSWEB CORP EQUITY 45809K103 1,276 65,000 SH DEFINED 1 65,000 INSWEB CORP EQUITY 45809K103 981 50,000 SH DEFINED 3 50,000 INTEGRATED DEVICE TECH INC EQUITY 458118106 142 7,700 SH DEFINED 1 7,700 INTEL CORP EQUITY 458140100 36,131 486,200 SH DEFINED 1 486,200 Page 25 of 55
28 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- INTEL CORP EQUITY 458140100 38,598 519,400 SH DEFINED 2 519,400 INTERFACE INC EQUITY 458665106 57 11,000 SH DEFINED 2 11,000 INTERIM SVCS INC EQUITY 45868P100 571 34,900 SH DEFINED 2 34,900 INTERLIANT INC EQUITY 458742103 955 80,000 SH DEFINED 2 80,000 INTERMEDIA COMMUNI- CATIONS INC. EQUITY 458801107 167 7,663 SH DEFINED 1 7,663 INTERNAP NETWORK SVCS CORP EQUITY 45885A102 536 12,000 SH DEFINED 2 12,000 INTERNATIONAL BUSI- NESS MACHINES EQUITY 459200101 31,575 260,950 SH DEFINED 1 260,950 INTERNATIONAL BUSI- NESS MACHINES EQUITY 459200101 32,201 265,300 SH DEFINED 2 265,300 INTERNATIONAL FLVRS & FRAGRANCES EQUITY 459506101 148 4,300 SH DEFINED 1 4,300 INTERNATIONAL FLVRS & FRAGRANCES EQUITY 459506101 4,840 140,289 SH DEFINED 2 140,289 INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 171 9,500 SH DEFINED 1 9,500 INTERNATIONAL MULTI- FOODS CORP EQUITY 460043102 37 1,600 SH DEFINED 1 1,600 INTERNATIONAL MULTI- FOODS CORP EQUITY 460043102 147 6,400 SH DEFINED 2 6,400 INTERNATIONAL PAPER CO EQUITY 460146103 685 14,259 SH DEFINED 1 14,259 INTERNATIONAL PAPER CO EQUITY 460146103 6,784 141,146 SH DEFINED 2 141,146 INTERNATIONAL SMART SOURCING EQUITY 46033G116 96 123,400 SH DEFINED 4 123,400 INTERNATIONAL SPEED- WAY CORP EQUITY 460335201 49,193 935,900 SH DEFINED 3 909,700 26,200 INTERNET CAP GROUP INC EQUITY 46059C106 1,001 11,400 SH DEFINED 2 11,400 INTERPUBLIC GROUP COS INC EQUITY 460690100 424 10,300 SH DEFINED 1 10,300 INTERPUBLIC GROUP COS INC EQUITY 460690100 576 14,000 SH DEFINED 2 14,000 INTERPUBLIC GROUP COS INC CORPBOND 460690AF7 13,821 11,838,000 PRN DEFINED 4 11,838,000 INTERSPEED INC EQUITY 46070W107 740 42,000 SH DEFINED 2 42,000 INTERSTATE BAKERIES CORP EQUITY 46072H108 143 6,200 SH DEFINED 1 6,200 INTERSTATE BAKERIES CORP EQUITY 46072H108 248 10,800 SH DEFINED 2 10,800 INTERSTATE HOTELS CORP EQUITY 46088R108 48 15,058 SH DEFINED 1 15,058 INTERTAN INC EQUITY 461120107 5,599 285,300 SH DEFINED 3 255,800 29,500 INTERWEST BANCORP INC EQUITY 460931108 234 11,300 SH DEFINED 2 11,300 INTUIT INC EQUITY 461202103 482 5,500 SH DEFINED 1 5,500 INTUIT EQUITY 461202103 272 3,100 SH DEFINED 2 3,100 INVACARE CORP EQUITY 461203101 125 6,400 SH DEFINED 2 6,400 INVESTMENT TECH- NOLOGY GROUP EQUITY 46145F105 64 2,800 SH DEFINED 1 2,800 INVITROGEN CORP EQUITY 46185R100 1,822 54,200 SH DEFINED 2 54,200 INVITROGEN CORP EQUITY 46185r100 2,488 74,000 SH DEFINED 3 74,000 IONICS INC EQUITY 462218108 557 17,200 SH DEFINED 2 17,200 IPALCO ENTERPRISES INC EQUITY 462613100 148 7,600 SH DEFINED 1 7,600 IPC HOLDINGS LTD EQUITY G4933P101 114,375 6,100,000 SH DEFINED 1 6,100,000 IPC HOLDINGS LTD EQUITY G4933P101 488 26,000 SH DEFINED 2 26,000 IRON MOUNTAIN INC EQUITY 46284P104 3,150 100,000 SH DEFINED 1 100,000 IRON MOUNTAIN INC EQUITY 46284P104 53,009 1,564,850 SH DEFINED 3 1,508,300 56,550 IRT PROPERTY CO EQUITY 450058102 243 27,000 SH DEFINED 2 27,000 ITC DELTACOM INC EQUITY 45031T104 294 10,679 SH DEFINED 2 10,679 ITRON INC CORPBOND 465741AC0 1,128 1,762,000 PRN DEFINED 4 1,762,000 ITT EDUCATIONAL SERVICES INC EQUITY 45068B109 698 35,800 SH DEFINED 2 35,800 ITT INDUSTRIES INC EQUITY 450911102 124 3,900 SH DEFINED 1 3,900 IVAX CORP EQUITY 465823102 173 10,500 SH DEFINED 1 10,500 IVAX CORP EQUITY 465823102 571 34,600 SH DEFINED 2 34,600 Page 26 of 55
29 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- IXNET INC EQUITY 46601C109 2,084 137,900 SH DEFINED 2 137,900 JABIL CIRCUIT INC EQUITY 466313103 361 7,300 SH DEFINED 1 7,300 JACOBS ENGINEERING GROUP INC EQUITY 469814107 75 2,300 SH DEFINED 1 2,300 JACOR COMMUNICATIONS INC EQUITY 469858138 5,359 396,977 SH DEFINED 4 396,977 JACOR COMMUNICATIONS INC EQUITY 469858146 1,440 240,000 SH DEFINED 4 240,000 JACOR COMMUNICATIONS INC CORPBOND 469858AA2 37,585 30,133,000 PRN DEFINED 4 30,133,000 JDA SOFTWARE GROUP INC EQUITY 46612K108 121 10,400 SH DEFINED 2 10,400 JDN REALTY CORP EQUITY 465917102 4,840 236,100 SH DEFINED 3 197,700 38,400 JDN REALTY CORP EQUITY 465917102 125 6,100 SH DEFINED 2 6,100 JDS UNIPHASE CORP EQUITY 46612J101 7,123 62,600 SH DEFINED 2 62,600 JEFFERSON PILOT CORP EQUITY 475070108 303 4,800 SH DEFINED 1 4,800 JLG INDUSTRIES INC EQUITY 466210101 252 16,600 SH DEFINED 2 16,600 JOHNSON & JOHNSON EQUITY 478160104 4,860 52,900 SH DEFINED 1 52,900 JOHNSON & JOHNSON EQUITY 478160104 15,150 164,900 SH DEFINED 2 164,900 JOHNSON CONTROLS INC EQUITY 478366107 212 3,200 SH DEFINED 1 3,200 JONES APPAREL GROUP INC EQUITY 480074103 315 10,952 SH DEFINED 1 10,952 JONES APPAREL GROUP INC EQUITY 480074103 581 20,200 SH DEFINED 2 20,200 JONES INTERCABLE INC EQUITY 480206200 961 17,800 SH DEFINED 2 17,800 JONES PHARMACEU- TICALS INC EQUITY 480236108 39,299 1,191,999 SH DEFINED 3 1,149,199 42,800 JOSTENS INC EQUITY 481088102 23 1,200 SH DEFINED 1 1,200 JOSTENS INC EQUITY 481088102 421 22,000 SH DEFINED 2 22,000 JUNO ONLINE SVCS INC EQUITY 482048105 648 40,000 SH DEFINED 2 40,000 K MART CORP EQUITY 482584109 203 17,400 SH DEFINED 1 17,400 K MART CORP EQUITY 482584109 402 34,400 SH DEFINED 2 34,400 KANA COMMUNICATIONS INC EQUITY 483600102 100 2,000 SH DEFINED 2 2,000 KANSAS CITY POWER & LIGHT CO EQUITY 485134100 131 5,400 SH DEFINED 1 5,400 KANSAS CITY SOUTHERN INDS INC EQUITY 485170104 205 4,400 SH DEFINED 1 4,400 KAUFMAN & BROAD HOME CORP EQUITY 486168107 43 2,100 SH DEFINED 1 2,100 KAUFMAN + BROAD HOME CORP EQUITY 486168107 78 3,800 SH DEFINED 2 3,800 KAYDON CORP EQUITY 486587108 70 2,800 SH DEFINED 1 2,800 KEANE INC EQUITY 486665102 144 6,300 SH DEFINED 1 6,300 KEANE INC EQUITY 486665102 192 8,400 SH DEFINED 2 8,400 KELLOGG CO EQUITY 487836108 588 15,700 SH DEFINED 1 15,700 KELLOGG CO EQUITY 487836108 6,763 180,635 SH DEFINED 2 180,635 KELLY SERVICES INC EQUITY 488152208 96 3,200 SH DEFINED 1 3,200 KEMET CORP EQUITY 488360108 297 9,300 SH DEFINED 2 9,300 KEMET CORP EQUITY 488360108 16,569 518,300 SH DEFINED 3 507,900 10,400 KENNAMETAL INC EQUITY 489170100 70 2,700 SH DEFINED 1 2,700 KERR MCGEE CORP EQUITY 492386107 164 2,985 SH DEFINED 1 2,985 KEY ENERGY SERVICES INC EQUITY 492914106 395 80,000 SH DEFINED 2 80,000 KEY PRODUCTION INC EQUITY 493138101 985 101,000 SH DEFINED 3 101,000 KEYCORP NEW EQUITY 493267108 436 16,900 SH DEFINED 1 16,900 KEYCORP NEW EQUITY 493267108 1,389 53,800 SH DEFINED 2 53,800 KEYSPAN CORP EQUITY 49337W100 369 12,900 SH DEFINED 1 12,900 KEYSTONE FINANCIAL INC EQUITY 493482103 105 4,400 SH DEFINED 1 4,400 KEYSTONE FINANCIAL INC EQUITY 493482103 76 3,200 SH DEFINED 2 3,200 Page 27 of 55
30 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- KILROY REALTY CORP EQUITY 49427F108 3,169 150,000 SH DEFINED 1 150,000 KILROY REALTY CORP EQUITY 49427F108 61 2,900 SH DEFINED 2 2,900 KIMBALL INTERNA- TIONAL INC EQUITY 494274103 152 8,000 SH DEFINED 2 8,000 KIMBERLY CLARK CORP EQUITY 494368103 1,255 23,800 SH DEFINED 1 23,800 KIMBERLY CLARK CORP EQUITY 494368103 305 5,800 SH DEFINED 2 5,800 KIMCO REALTY CORP EQUITY 49446R109 25,450 711,875 SH DEFINED 1 711,875 KIMCO REALTY CORP EQUITY 49446R109 17,714 495,500 SH DEFINED 3 408,400 87,100 KING WORLD PRODUC- TIONS INC EQUITY 495667107 86 2,300 SH DEFINED 1 2,300 KLA-TENCOR CORP EQUITY 482480100 193 2,975 SH DEFINED 1 2,975 KLA TENCOR CORP EQUITY 482480100 1,008 15,500 SH DEFINED 2 15,500 KLM ROYAL DUTCH AIRLINES EQUITY 482516101 526 20,142 SH DEFINED 2 20,142 KMART FINANCING I EQUITY 498778208 2,858 60,000 SH DEFINED 1 60,000 KMART FINANCING I EQUITY 498778208 76,293 1,606,177 SH DEFINED 4 1,606,177 KN ENERGY INC EQUITY 482620101 141 6,300 SH DEFINED 1 6,300 KNIGHT RIDDER INC EQUITY 499040103 182 3,300 SH DEFINED 1 3,300 KNIGHT/TRIMARK GROUP INC EQUITY 499067106 187 6,300 SH DEFINED 2 6,300 KNIGHT/TRIMARK GROUP INC EQUITY 499067106 39,419 1,330,600 SH DEFINED 3 1,282,500 48,100 KNIGHTSBRIDGE TANKERS LTD EQUITY G5299G106 191 12,000 SH DEFINED 2 12,000 KOGER EQUITY INC EQUITY 500228101 368 23,000 SH DEFINED 2 23,000 KOHLS CORP EQUITY 500255104 430 6,500 SH DEFINED 1 6,500 KOHLS CORP EQUITY 500255104 397 6,000 SH DEFINED 2 6,000 KONINKLIJKE PHILIPS ELECTRS NV EQUITY 500472204 325 3,220 SH DEFINED 2 3,220 KOREA ELECTRIC POWER EQUITY 500631106 2,095 139,000 SH DEFINED 1 139,000 KOREA ELECTRIC POWER EQUITY 500631106 73 4,540 SH DEFINED 2 4,540 KOREA FUND EQUITY 500634100 1,663 133,000 SH DEFINED 1 133,000 KOREA TELECOM EQUITY 50063P103 273 7,390 SH DEFINED 2 7,390 KROGER CO EQUITY 501044101 655 29,700 SH DEFINED 1 29,700 KROGER CO EQUITY 501044101 785 35,600 SH DEFINED 2 35,600 KROLL O GARA CO EQUITY 501050108 24,100 1,444,212 SH DEFINED 1 1,444,212 KROLL O GARA CO EQUITY 501050108 2,435 145,900 SH DEFINED 2 145,900 K-SWISS INC EQUITY 482686102 76 2,400 SH DEFINED 2 2,400 KULICKE & SOFFA INDS INC EQUITY 501242101 3,074 126,500 SH DEFINED 2 126,500 LA JOLLA PHARMACEU- TICAL CO EQUITY 503459117 1 70,000 SH DEFINED 4 70,000 LABONE INC NEW EQUITY 50540L105 251 26,800 SH DEFINED 2 26,800 LACLEDE GAS CO EQUITY 505588103 657 28,900 SH DEFINED 2 28,900 LAIDLAW INC EQUITY 50730K503 80 11,800 SH DEFINED 1 11,800 LAM RESH CORP EQUITY 512807108 1,043 17,100 SH DEFINED 2 17,100 LAMONTS APPAREL INC EQUITY 513628404 11 34,222 SH DEFINED 1 34,222 LANCASTER COLONY CORP EQUITY 513847103 120 3,750 SH DEFINED 1 3,750 LANCASTER COLONY CORP EQUITY 513847103 214 6,700 SH DEFINED 2 6,700 LANCE INC EQUITY 514606102 178 13,600 SH DEFINED 1 13,600 LANCE INC EQUITY 514606102 974 74,900 SH DEFINED 2 74,900 LANDRYS SEAFOOD REST INC EQUITY 51508L103 222 28,000 SH DEFINED 2 28,000 LANDS END INC EQUITY 515086106 191 2,900 SH DEFINED 1 2,900 LARSEN & TOUBRO LTD EQUITY 51729V104 168 7,600 SH DEFINED 2 7,600 LAS VEGAS ENT NET- WORK INC. EQUITY 517669305 159 90,629 SH DEFINED 1 90,629 Page 28 of 55
31 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- LASALLE RE HOLDINGS LTD EQUITY G5383Q101 355 25,600 SH DEFINED 2 25,600 LASON HOLDINGS INC EQUITY 51808R107 445 10,000 SH DEFINED 2 10,000 LATTICE SEMICON- DUCTOR CORP EQUITY 518415104 4,635 156,200 SH DEFINED 2 156,200 LAUDER ESTEE COS INC EQUITY 518439104 633 16,200 SH DEFINED 2 16,200 LEAR CORP EQUITY 521865105 204 5,800 SH DEFINED 1 5,800 LEAR CORP EQUITY 521865105 658 18,700 SH DEFINED 2 18,700 LEASING SOLUTIONS CORPBOND 522113AA7 50 992,000 PRN DEFINED 4 992,000 LEE ENTERPRISES INC EQUITY 523768109 110 4,000 SH DEFINED 1 4,000 LEGATO SYSTEMS INC EQUITY 524651106 314 7,200 SH DEFINED 1 7,200 LEGATO SYSTEMS INC EQUITY 524651106 3,722 85,400 SH DEFINED 2 85,400 LEGGETT & PLATT INC EQUITY 524660107 343 17,400 SH DEFINED 1 17,400 LEHMAN BROTHERS HOLDING INC EQUITY 524908100 198 3,400 SH DEFINED 1 3,400 LEHMAN BROTHERS HLDGS INC EQUITY 524908100 875 15,000 SH DEFINED 2 15,000 LEUCADIA NATL CORP EQUITY 527288104 428 20,400 SH DEFINED 2 20,400 LEUKOSITE INC EQUITY 52728R102 1,579 78,451 SH DEFINED 1 78,451 LEVEL 3 COMMUNICA- TIONS INC EQUITY 52729N100 2,807 53,790 SH DEFINED 2 53,790 LEXMARK INTERNA- TIONAL GROUP INC EQUITY 529771107 407 5,050 SH DEFINED 1 5,050 LG&E ENERGY CORP EQUITY 501917108 253 11,900 SH DEFINED 1 11,900 LIBERTY DIGITAL INC EQUITY 530436104 368 16,000 SH DEFINED 2 16,000 LIBERTY FINANCIAL COMPANIES INC EQUITY 530512102 548 25,000 SH DEFINED 1 25,000 LIFEPOINT HOSPS INC EQUITY 53219L109 35 4,035 SH DEFINED 2 4,035 LIGAND PHARMACEU- TICALS INC EQUITY 53220K116 107 47,632 SH DEFINED 4 47,632 LILLY ELI & CO EQUITY 532457108 2,568 40,000 SH DEFINED 1 40,000 LILLY ELI & CO EQUITY 532457108 624 9,755 SH DEFINED 2 9,755 LIMITED INC EQUITY 532716107 360 9,400 SH DEFINED 1 9,400 LIMITED INC EQUITY 532716107 467 12,200 SH DEFINED 2 12,200 LINCARE HOLDINGS INC EQUITY 532791100 133 5,000 SH DEFINED 1 5,000 LINCARE HLDGS INC EQUITY 532791100 847 31,800 SH DEFINED 2 31,800 LINCOLN NATIONAL CORP EQUITY 534187109 334 8,900 SH DEFINED 1 8,900 LINEAR TECHNOLOGY CORP EQUITY 535678106 794 13,500 SH DEFINED 1 13,500 LINEAR TECHNOLOGY CORP EQUITY 535678106 3,693 62,845 SH DEFINED 2 62,845 LINENS N THINGS INC EQUITY 535679104 32,815 972,300 SH DEFINED 3 952,900 19,400 LIQUID AUDIO INC EQUITY 53631T102 710 19,200 SH DEFINED 2 19,200 LITCHFIELD FINANCIAL CORP EQUITY 536619109 16,774 697,113 SH DEFINED 3 681,313 15,800 LITTELFUSE INC EQUITY 537008104 668 30,000 SH DEFINED 2 30,000 LITTON INDUSTRIES INC EQUITY 538021106 224 4,100 SH DEFINED 1 4,100 LIZ CLAIBORNE INC EQUITY 539320101 84 2,700 SH DEFINED 1 2,700 LNR PROPERTY CORP EQUITY 501940100 509 25,000 SH DEFINED 2 25,000 LOCKHEED MARTIN CORP EQUITY 539830109 700 21,400 SH DEFINED 1 21,400 LOCKHEED MARTIN CORP EQUITY 539830109 330 10,100 SH DEFINED 2 10,100 LOEWS CORP EQUITY 540424108 337 4,800 SH DEFINED 1 4,800 LO-JACK CORP EQUITY 539451104 1,987 240,000 SH DEFINED 1 240,000 LONE STAR INDUSTRIES INC EQUITY 542290408 200 4,000 SH DEFINED 2 4,000 LONE STAR INDUSTRIES INC EQUITY 542290119 30,638 378,250 SH DEFINED 4 378,250 LONE STAR STEAKHOUSE SALOON EQUITY 542307103 27 3,500 SH DEFINED 1 3,500 LONE STAR STEAKHOUSE + SALOON EQUITY 542307103 53 6,900 SH DEFINED 2 6,900 Page 29 of 55
32 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- LONE STAR TECH- NOLOGIES INC EQUITY 542312103 800 40,000 SH DEFINED 2 40,000 LONGS DRUG STORES CORP EQUITY 543162101 36 1,200 SH DEFINED 1 1,200 LONGVIEW FIBRE CO EQUITY 543213102 56 4,500 SH DEFINED 1 4,500 LORAL SPACE & COMMUNICATIONS EQUITY G56462107 880 51,200 SH DEFINED 2 51,200 LORAL SPACE & COMMUNICATIONS EQUITY G56462149 17,981 366,960 SH DEFINED 4 366,960 LOUISIANA PACIFIC CORP EQUITY 546347105 63 4,000 SH DEFINED 1 4,000 LOWES COMPANIES INC EQUITY 548661107 478 9,800 SH DEFINED 1 9,800 LSI LOGIC CORP EQUITY 502161102 250 4,800 SH DEFINED 1 4,800 LSI LOGIC CORP CORPBOND 502161AD4 1,793 1,000,000 PRN DEFINED 4 1,000,000 LTC PROPERTIES INC EQUITY 502175102 2,908 273,700 SH DEFINED 3 225,100 48,600 LTC PROPERTIES INC CORPBOND 502175AE2 2,175 2,500,000 PRN DEFINED 4 2,500,000 LTX CORP EQUITY 502392103 548 40,000 SH DEFINED 2 40,000 LUBRIZOL CORP EQUITY 549271104 134 5,200 SH DEFINED 1 5,200 LUCENT TECHNOLOGIES INC EQUITY 549463107 9,637 148,552 SH DEFINED 1 148,552 LUCENT TECHNOLOGIES INC EQUITY 549463107 33,087 510,006 SH DEFINED 2 510,006 LYCOS INC EQUITY 550818108 7,238 144,400 SH DEFINED 2 144,400 LYONDELL CHEMICAL CO EQUITY 552078107 142 10,600 SH DEFINED 1 10,600 LYONDELL CHEMICAL CO EQUITY 552078107 87 6,500 SH DEFINED 2 6,500 MACDERMID INC EQUITY 554273102 286 8,400 SH DEFINED 2 8,400 MACERICH CO EQUITY 554382101 5,867 253,700 SH DEFINED 3 213,800 39,900 MACK CALIFORNIA REALTY CORP EQUITY 554489104 215 8,000 SH DEFINED 2 8,000 MACK CALIFORNIA REALTY CORP EQUITY 554489104 11,843 441,700 SH DEFINED 3 370,400 71,300 MACROMEDIA INC EQUITY 556100105 2,844 69,600 SH DEFINED 2 69,600 MADECO S A EQUITY 556304103 200 19,500 SH DEFINED 1 19,500 MAGNA INTERNATIONAL INC CORPBOND 559222AE4 37,074 37,074,000 PRN DEFINED 4 37,074,000 MAGNA INTERNATIONAL INC CORPBOND 559222AF1 366 4,000 PRN DEFINED 1 4,000 MAGNETEK INC EQUITY 559424106 20 2,200 SH DEFINED 1 2,200 MAGNETEK INC EQUITY 559424106 89 10,000 SH DEFINED 2 10,000 MAGNUM HUNTER RESOURCES INC EQUITY 55972F120 32 84,700 SH DEFINED 4 84,700 MAGYAR TAVKOZLESI RT EQUITY 559776109 262 9,625 SH DEFINED 1 9,625 MAHANAGAR TELEP NI EQUITY 559778204 17 2,000 SH DEFINED 2 2,000 MAIL WELL HOLDINGS INC EQUITY 560321200 12 900 SH DEFINED 2 900 MAKITA CORP EQUITY 655580009 67 6,000 SH DEFINED 2 6,000 MALLINCKRODT INC NEW EQUITY 561232109 85 2,800 SH DEFINED 1 2,800 MANDALAY RESORT GROUP EQUITY 562567107 166 8,400 SH DEFINED 1 8,400 MANNESMANN AG EQUITY 576750905 1,159 7,260 SH DEFINED 2 7,260 MANOR CARE INC EQUITY 564055101 48 2,800 SH DEFINED 1 2,800 MANPOWER INC EQUITY 56418H100 204 7,000 SH DEFINED 1 7,000 MANPOWER INC EQUITY 56418H100 294 10,100 SH DEFINED 2 10,100 MANUFACTURED HOME CMMTS INC EQUITY 564682102 4,208 180,000 SH DEFINED 1 180,000 MANUFACTURED HOME CMMTS INC EQUITY 564682102 631 27,000 SH DEFINED 2 27,000 MANUFACTURED HOME CMMTS INC EQUITY 564682102 9,034 386,500 SH DEFINED 3 323,200 63,300 MARINE DRILLING COS INC EQUITY 568240204 712 45,000 SH DEFINED 2 45,000 MARK IV INDUSTRIES INC EQUITY 570387100 91 4,600 SH DEFINED 1 4,600 MARK IV INDUSTRIES INC EQUITY 570387100 138 7,000 SH DEFINED 2 7,000 MARRIOTT INTERNA- TIONAL INC NEW EQUITY 571903202 2,444 74,776 SH DEFINED 1 74,776 Page 30 of 55
33 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- MARRIOTT INTERNA- TIONAL INC NEW EQUITY 571903202 1,118 34,200 SH DEFINED 2 34,200 MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 28,088 410,050 SH DEFINED 1 410,050 MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 329 4,800 SH DEFINED 2 4,800 MARSH SUPERMARKETS INC CORPBOND 571783AB5 372 388,000 PRN DEFINED 4 388,000 MARSHALL & ILSLY CORP EQUITY 571834100 531 9,300 SH DEFINED 1 9,300 MARTIN MARIETTA MATERIALS INC EQUITY 573284106 160 4,000 SH DEFINED 1 4,000 MARTIN MARIETTA MATERIALS INC EQUITY 573284106 1,218 30,500 SH DEFINED 2 30,500 MASCO CORP EQUITY 574599106 487 15,700 SH DEFINED 1 15,700 MASCO CORP EQUITY 574599106 2,024 65,300 SH DEFINED 2 65,300 MASISA S A EQUITY 574799102 183 17,600 SH DEFINED 1 17,600 MATTEL INC EQUITY 577081102 266 14,000 SH DEFINED 1 14,000 MATTEL INC EQUITY 577081102 255 13,425 SH DEFINED 2 13,425 MAVERICK TUBE CORP EQUITY 577914104 499 30,000 SH DEFINED 2 30,000 MAXIM INTEGRATED PRODS INC EQUITY 57772K101 2,586 41,000 SH DEFINED 2 41,000 MAXIM INTEGRATED PRODUCTS INC EQUITY 57772K101 757 12,000 SH DEFINED 1 12,000 MAXIMUS INC EQUITY 577933104 51,501 1,720,300 SH DEFINED 3 1,649,500 70,800 MAXXAM INC EQUITY 577913106 41 800 SH DEFINED 1 800 MAY DEPARTMENT STORES CO EQUITY 577778103 845 23,200 SH DEFINED 1 23,200 MAY DEPT STORES CO EQUITY 577778103 5,872 161,149 SH DEFINED 2 161,149 MAYTAG CO EQUITY 578592107 113 3,400 SH DEFINED 1 3,400 MAYTAG CORP EQUITY 578592107 7 200 SH DEFINED 2 200 MBIA INC EQUITY 55262C100 168 3,600 SH DEFINED 1 3,600 MBIA INC EQUITY 55262C100 256 5,500 SH DEFINED 2 5,500 MBIA, Inc EQUITY 55262C100 51 1,100 SH DEFINED 1 1,100 MBL INTERNATIONAL FIN BERMUDA TR CORPBOND 55262XAA2 3,544 3,000,000 PRN DEFINED 4 3,000,000 MBNA CORP EQUITY 55262L100 615 26,965 SH DEFINED 1 26,965 MBNA CORP EQUITY 55262L100 532 23,300 SH DEFINED 2 23,300 MBNA CORP EQUITY 55262L100 5,094 223,300 SH DEFINED 3 223,300 MCCORMICK & CO. EQUITY 579780206 225 6,800 SH DEFINED 1 6,800 MCDERMOTT INTERNA- TIONAL INC EQUITY 580037109 41 2,000 SH DEFINED 1 2,000 MCDERMOTT INTERNA- TIONAL INC EQUITY 580037109 549 27,100 SH DEFINED 2 27,100 MCDONALDS CORP EQUITY 580135101 12,945 299,300 SH DEFINED 1 299,300 MCDONALDS CORP EQUITY 580135101 9,474 220,333 SH DEFINED 2 220,333 MCGRAW HILL CORP EQUITY 580645109 1,301 26,900 SH DEFINED 1 26,900 MCI WORLDCOM INC EQUITY 55268B106 13,269 184,607 SH DEFINED 1 184,607 MCI WORLDCOM INC EQUITY 55268B106 37,542 522,600 SH DEFINED 2 522,600 MCKESSON HBOC INC EQUITY 58155Q103 284 9,794 SH DEFINED 1 9,794 MCLEODUSA INC EQUITY 582266102 2,197 51,700 SH DEFINED 2 51,700 MCN ENERGY GROUP INC EQUITY 55267J100 124 7,200 SH DEFINED 1 7,200 MEAD CORP EQUITY 582834107 134 3,900 SH DEFINED 1 3,900 MEDE AMERICA CORP EQUITY 584067102 2,530 110,000 SH DEFINED 3 110,000 MEDIA GEN INC EQUITY 584404107 123 2,400 SH DEFINED 1 2,400 MEDIA METRIX INC EQUITY 58440X103 1,048 15,000 SH DEFINED 3 15,000 MEDIAONE GROUP INC EQUITY 58440J104 23,459 343,400 SH DEFINED 1 343,400 MEDIAONE GROUP INC EQUITY 58440J104 11,084 162,248 SH DEFINED 2 162,248 MEDIAONE GROUP INC EQUITY 58440J203 56,688 417,460 SH DEFINED 4 417,460 Page 31 of 55
34 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- MEDICAL MANAGER CORP NEW EQUITY 58461U103 263 5,300 SH DEFINED 2 5,300 MEDICIS PHARMACEU- TICAL CORP EQUITY 584690309 33,727 1,183,400 SH DEFINED 3 1,158,500 24,900 MEDIMMUNE INC EQUITY 584699102 488 4,900 SH DEFINED 1 4,900 MEDIMMUNE INC EQUITY 584699102 7,836 78,650 SH DEFINED 2 78,650 MEDITRUST CORP EQUITY 58501T306 14,409 1,695,200 SH DEFINED 3 1,375,100 320,100 MEDQUIST INC EQUITY 584949101 782 23,400 SH DEFINED 2 23,400 MEDTRONIC INC EQUITY 585055106 1,487 41,800 SH DEFINED 1 41,800 MEDTRONIC INC EQUITY 585055106 951 26,800 SH DEFINED 2 26,800 MELLON BANK CORP EQUITY 585509102 679 20,200 SH DEFINED 1 20,200 MELLON BK CORP EQUITY 585509102 6,750 200,000 SH DEFINED 2 200,000 MENS WEARHOUSE INC EQUITY 587118100 72 3,400 SH DEFINED 2 3,400 MENTOR GRAPHICS CORP EQUITY 587200106 48 5,600 SH DEFINED 1 5,600 MENTOR GRAPHICS CORP EQUITY 587200106 75 8,800 SH DEFINED 2 8,800 MERCANTILE BANK- SHARES CORP EQUITY 587405101 710 22,950 SH DEFINED 1 22,950 MERCANTILE BANK- SHARES CORP EQUITY 587405101 464 15,000 SH DEFINED 2 15,000 MERCK & CO EQUITY 589331107 21,148 326,290 SH DEFINED 1 326,290 MERCK & CO EQUITY 589331107 8,756 135,100 SH DEFINED 2 135,100 MERCURY INTERACTIVE CORP EQUITY 589405109 11,286 174,800 SH DEFINED 3 168,100 6,700 MEREDITH CORP EQUITY 589433101 62 1,700 SH DEFINED 1 1,700 MERISTAR HOSPITALITY CORP EQUITY 58984y103 209 13,600 SH DEFINED 3 13,600 MERITOR AUTOMOTIVE INC EQUITY 59000G100 129 6,199 SH DEFINED 1 6,199 MERRILL LYNCH & CO INC EQUITY 590188108 849 12,600 SH DEFINED 1 12,600 MERRILL LYNCH & CO INC EQUITY 590188108 6,248 93,000 SH DEFINED 2 93,000 MERRILL LYNCH & CO INC EQUITY 590188751 612 35,100 SH DEFINED 2 35,100 METHODE ELECTRONICS INC EQUITY 591520200 16,183 857,400 SH DEFINED 3 840,700 16,700 METRETEK TECHNO- LOGIES INC EQUITY 59159Q115 24 23,000 SH DEFINED 4 23,000 METRICOM INC CORPBOND 591596AC5 9,758 6,241,000 PRN DEFINED 4 6,241,000 METRIS COS INC EQUITY 591598107 62,224 2,109,290 SH DEFINED 3 2,043,354 65,936 METROCALL INC EQUITY 591647102 50 40,000 SH DEFINED 1 40,000 METROMEDIA FIBER NETWORK INC EQUITY 591689104 725 29,610 SH DEFINED 2 29,610 METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 15,957 538,631 SH DEFINED 1 538,631 MEXICO FUND INC EQUITY 592835102 549 39,400 SH DEFINED 4 39,400 MGI PROPERTIES INC EQUITY 552885105 10 1,100 SH DEFINED 2 1,100 MGIC INVESTMENT CORP WIS EQUITY 552848103 234 4,900 SH DEFINED 1 4,900 MGIC INVESTMENT CORP WIS EQUITY 552848103 5,988 125,400 SH DEFINED 3 94,000 31,400 MGIC INVESTMENT CORP WIS EQUITY 552848103 334 7,000 SH DEFINED 2 7,000 MGM GRAND INC EQUITY 552953101 994 19,425 SH DEFINED 2 19,425 MICHAELS STORES INC CORPBOND 594087AC2 1,453 1,481,000 PRN DEFINED 4 1,481,000 MICHAELS STORES INC CORPBOND 594087AC2 591 600,000 PRN DEFINED 3 600,000 MICRO WHAREHOUSE INC EQUITY 59501B105 36 3,000 SH DEFINED 1 3,000 MICROCHIP TECHNOLOGY INC EQUITY 595017104 236 4,600 SH DEFINED 1 4,600 MICROMUSE INC EQUITY 595094103 3,489 54,300 SH DEFINED 2 54,300 MICRON TECHNOLOGY INC EQUITY 595112103 545 8,200 SH DEFINED 1 8,200 MICRON TECHNOLOGY INC EQUITY 595112103 8,320 125,000 SH DEFINED 2 125,000 MICRON TECHNOLOGY INC CORPBOND 595112AB9 250 2,000 PRN DEFINED 1 2,000 MICRON TECHNOLOGY INC CORPBOND 595112AB9 8,208 7,000,000 PRN DEFINED 4 7,000,000 Page 32 of 55
35 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- MICROSOFT CORP EQUITY 594918203 6,440 64,000 SH DEFINED 4 64,000 MICROSOFT CORP EQUITY 594918104 58,167 642,290 SH DEFINED 1 642,290 MICROSOFT CORP EQUITY 594918104 42,396 468,140 SH DEFINED 2 468,140 MIDAMERICAN ENERGY HOLDINGS CO EQUITY 59562V107 150 5,100 SH DEFINED 1 5,100 MID-ATLANTIC REALTY TRUST CORPBOND 595232AA7 1,491 1,500,000 PRN DEFINED 4 1,500,000 MIDCOAST ENERGY RESOURCES INC EQUITY 59563W104 2,824 143,000 SH DEFINED 3 143,000 MIH LTD EQUITY G6116R101 170 5,900 SH DEFINED 2 5,900 MILACRON INC EQUITY 598709103 23 1,300 SH DEFINED 1 1,300 MILACRON INC EQUITY 598709103 37 2,100 SH DEFINED 2 2,100 MILLENIUM PHARMACEU- TICALS INC EQUITY 599902103 208 3,200 SH DEFINED 1 3,200 MILLENIUM PHARMACEU- TICALS INC EQUITY 599902103 3,512 54,100 SH DEFINED 2 54,100 MILLENNIUM CHEMICALS INC EQUITY 599903101 258 12,600 SH DEFINED 2 12,600 MILLER HERMAN INC EQUITY 600544100 175 7,300 SH DEFINED 1 7,300 MILLER HERMAN INC EQUITY 600544100 640 26,800 SH DEFINED 2 26,800 MILLIPORE CORP EQUITY 601073109 60 1,600 SH DEFINED 1 1,600 MILLIPORE CORP EQUITY 601073109 188 5,000 SH DEFINED 2 5,000 MILLIPORE CORP EQUITY 601073109 44,519 1,185,200 SH DEFINED 3 1,141,800 43,400 MILLS CORP EQUITY 601148109 2,672 150,000 SH DEFINED 1 150,000 MINDSPRING ENTER- PRISES INC EQUITY 602683104 277 10,000 SH DEFINED 2 10,000 MINERALS TECHNO- LOGIES INC EQUITY 603158106 97 2,000 SH DEFINED 1 2,000 MINERALS TECHNO- LOGIES INC EQUITY 603158106 874 18,000 SH DEFINED 2 18,000 MINIMED INC EQUITY 60365K108 265 2,700 SH DEFINED 1 2,700 MINIMED INC EQUITY 60365K108 344 3,500 SH DEFINED 2 3,500 MINNESOTA MINING & MFGT CO EQUITY 604059105 1,479 15,400 SH DEFINED 1 15,400 MINNESOTA MINING & MFGT CO EQUITY 604059105 9,118 94,919 SH DEFINED 2 94,919 MINNESOTA POWER INC EQUITY 604110106 114 6,500 SH DEFINED 1 6,500 MIRAGE RESORTS INC EQUITY 60462E104 95 6,800 SH DEFINED 1 6,800 MISSION CRITICAL SOFTWARE INC EQUITY 605047109 890 20,000 SH DEFINED 3 20,000 MITCHELL ENERGY & DEV CORP EQUITY 606592301 282 12,000 SH DEFINED 2 12,000 MKS INSTRUMENTS INC EQUITY 55306N104 668 30,000 SH DEFINED 2 30,000 MMC NETWORKS INC EQUITY 55308N102 468 15,000 SH DEFINED 2 15,000 MOBIL CORP EQUITY 607059102 3,798 37,700 SH DEFINED 1 37,700 MOBIL CORP EQUITY 607059102 10,085 100,100 SH DEFINED 2 100,100 MOBILE MINI INC EQUITY 60740F105 3,299 150,800 SH DEFINED 3 150,800 MOBILE MINI INC EQUITY 60740F105 3,288 150,300 SH DEFINED 2 150,300 MODINE MANUFACTURING CO EQUITY 607828100 58 2,500 SH DEFINED 1 2,500 MODIS PROFESSIONAL SERVICES INC EQUITY 607830106 111 8,400 SH DEFINED 1 8,400 MOHAWK INDUSTRIES INC EQUITY 608190104 106 5,300 SH DEFINED 1 5,300 MOLEX INC EQUITY 608554101 498 13,686 SH DEFINED 1 13,686 MOLEX INC EQUITY 608554101 565 15,537 SH DEFINED 2 15,537 MOLEX INC EQUITY 608554200 363 11,200 SH DEFINED 2 11,200 MONSANTO CO EQUITY 611662107 935 26,200 SH DEFINED 1 26,200 MONSANTO CO EQUITY 611662107 1,178 33,000 SH DEFINED 2 33,000 MONSANTO CO EQUITY 611662305 1,980 55,000 SH DEFINED 1 55,000 MONTANA POWER CO EQUITY 612085100 301 9,900 SH DEFINED 1 9,900 MONTANA POWER CO EQUITY 612085100 180 5,900 SH DEFINED 2 5,900 Page 33 of 55
36 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- MORGAN J P & CO INC EQUITY 616880100 811 7,100 SH DEFINED 1 7,100 MORGAN J P & CO INC EQUITY 616880100 6,588 57,664 SH DEFINED 2 57,664 MORGAN STANLEY ASIA PAC FD INC EQUITY 61744U106 346 35,000 SH DEFINED 2 35,000 MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 1,894 21,240 SH DEFINED 1 21,240 MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 19,762 221,575 SH DEFINED 2 221,575 MORGAN STANLEY DN WIT AFRICA INV EQUITY 617444104 368 39,300 SH DEFINED 4 39,300 MORGAN STANLEY DN WIT INDIA EQUITY 61745C105 754 56,900 SH DEFINED 1 56,900 MOTOROLA INC EQUITY 620076109 9,354 106,300 SH DEFINED 1 106,300 MOTOROLA INC EQUITY 620076109 12,434 141,300 SH DEFINED 2 141,300 MOTOROLA INC CORPBOND 620076AJ8 1,074 1,060,000 PRN DEFINED 4 1,060,000 MOVADO GROUP INC EQUITY 624580106 1,189 51,700 SH DEFINED 2 51,700 MSC INDL DIRECT INC EQUITY 553530106 119 12,900 SH DEFINED 2 12,900 MULTIMEDIA GAMES INC EQUITY 625453113 17 22,100 SH DEFINED 4 22,100 MURPHY OIL CORP EQUITY 626717102 211 3,900 SH DEFINED 1 3,900 MURPHY OIL CORP EQUITY 626717102 389 7,200 SH DEFINED 2 7,200 MUSE TECHNOLOGIES INC EQUITY 627487119 14 18,000 SH DEFINED 4 18,000 MUTUAL RISK MANAGE- MENT LTD CORPBOND 628351AA6 1,186 2,791,000 PRN DEFINED 4 2,791,000 MYLAN LABORATORIES INC EQUITY 628530107 217 11,800 SH DEFINED 1 11,800 MYRIAD GENETICS INC EQUITY 62855J104 1,870 109,900 SH DEFINED 2 109,900 NABI INC EQUITY 628716102 203 39,224 SH DEFINED 1 39,224 NABISCO GROUP HOLD- INGS CORP EQUITY 62952P102 182 12,100 SH DEFINED 1 12,100 NABISCO HOLDINGS CORP EQUITY 629526104 639 18,500 SH DEFINED 2 18,500 NABORS INDUSTRIES INC EQUITY 629568106 263 10,500 SH DEFINED 1 10,500 NABORS INDUSTRIES INC EQUITY 629568106 1,378 55,100 SH DEFINED 2 55,100 NABORS INDUSTRIES INC EQUITY 629568106 5,000 200,000 SH DEFINED 3 200,000 NACCO INDUSTRIES INC EQUITY 629579103 28 400 SH DEFINED 1 400 NALCO CHEM CO EQUITY 629853102 10,442 206,771 SH DEFINED 2 206,771 NANOGEN INC EQUITY 630075109 3,625 500,000 SH DEFINED 1 500,000 NANOGEN INC EQUITY 630075109 140 20,000 SH DEFINED 2 20,000 NATIONAL AUSTRALIA BANK LTD EQUITY 632525309 3,422 125,000 SH DEFINED 1 125,000 NATIONAL AUSTRALIA BANK LTD EQUITY 632525309 19,200 704,600 SH DEFINED 4 704,600 NATIONAL CITY CORP EQUITY 635405103 667 25,000 SH DEFINED 1 25,000 NATIONAL CITY CORP EQUITY 635405103 1,102 41,300 SH DEFINED 2 41,300 NATIONAL COMM UNITY BANCORP EQUITY 635449101 691 31,500 SH DEFINED 2 31,500 NATIONAL DATA CORP EQUITY 635621105 322 12,400 SH DEFINED 2 12,400 NATIONAL EQUIPMENT SERVICES INC EQUITY 635847106 893 75,000 SH DEFINED 1 75,000 NATIONAL FUEL GAS CO N J EQUITY 636180101 462 9,800 SH DEFINED 2 9,800 NATIONAL FUEL GAS CO N J EQUITY 636180101 156 3,300 SH DEFINED 1 3,300 NATIONAL INSTRUMENTS CORP EQUITY 636518102 1,879 53,175 SH DEFINED 2 53,175 NATIONAL PRESTO INDS INC EQUITY 637215104 1,313 34,000 SH DEFINED 2 34,000 NATIONAL SEMI- CONDUCTOR CORP EQUITY 637640103 159 5,200 SH DEFINED 1 5,200 NATIONAL SEMI- CONDUCTOR CORP EQUITY 637640103 9,437 309,400 SH DEFINED 2 309,400 NATIONAL SEMI- CONDUCTOR CORP CORPBOND 637641AB9 149 1,500 PRN DEFINED 1 1,500 NATIONAL SEMI- CONDUCTOR CORP CORPBOND 637640AB9 792 800,000 PRN DEFINED 4 800,000 NATIONAL SERVICE INDUSTRIES INC EQUITY 637657107 41 1,300 SH DEFINED 1 1,300 NATIONAL SERVICE INDUSTRIES INC EQUITY 637657107 5,257 166,883 SH DEFINED 2 166,883 Page 34 of 55
37 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- NATIONWIDE HEALTH PROPERTIES INC EQUITY 638620104 12,933 777,900 SH DEFINED 3 650,000 127,900 NAUTICA ENTERPRISES INC EQUITY 639089101 77 4,800 SH DEFINED 2 4,800 NAVIGANT CONSULTING INC EQUITY 63935N107 172 3,700 SH DEFINED 1 3,700 NAVIGANT CONSULTING INC EQUITY 63935n107 70,448 1,519,100 SH DEFINED 3 1,462,800 56,300 NAVISTAR INTERNA- TIONAL CORP NEW EQUITY 63934E108 116 2,500 SH DEFINED 1 2,500 NCH CORP EQUITY 628850109 27 600 SH DEFINED 1 600 NCR CORP EQUITY 62886E108 291 8,800 SH DEFINED 1 8,800 NCS HEALTHCARE INC CORPBOND 628874AC3 285 750,000 PRN DEFINED 4 750,000 NEC CORP EQUITY 664040003 830 41,300 SH DEFINED 2 41,300 NEOWARE SYSTEMS INC EQUITY 64065P110 2 24,000 SH DEFINED 4 24,000 NEPTUNE ORIENT LNS EQUITY 662885003 106 88,600 SH DEFINED 2 88,600 NETGRAVITY INC EQUITY 641114103 1,234 37,300 SH DEFINED 2 37,300 NETOPIA INC EQUITY 64114K104 2,252 56,500 SH DEFINED 2 56,500 NETSCOUT SYS TEMS INC EQUITY 64115T104 4,877 227,500 SH DEFINED 3 227,500 NETSOLVE INC EQUITY 64115J106 2,041 115,000 SH DEFINED 3 115,000 NETWORK APPLIANCE INC EQUITY 64120L104 179 2,500 SH DEFINED 1 2,500 NETWORK APPLIANCE INC EQUITY 64120L104 5,608 78,300 SH DEFINED 2 78,300 NETWORK EQUIPMENT TECHNOLOGIES EQUITY 641208103 239 26,000 SH DEFINED 2 26,000 NETWORK SOLUTIONS INC DEL EQUITY 64121Q102 486 5,300 SH DEFINED 2 5,300 NETWORK SOLUTIONS INC DEL EQUITY 64121q102 31,201 339,600 SH DEFINED 3 324,200 15,400 NETWORKS ASSOCIATES INC EQUITY 640938106 235 12,300 SH DEFINED 1 12,300 NETZERO INC EQUITY 64122R109 26 1,000 SH DEFINED 2 1,000 NEW CENTURY ENERGIES INC EQUITY 64352U103 154 4,600 SH DEFINED 1 4,600 NEW ENGLAND ELECTRIC SYSTEMS EQUITY 644001109 291 5,600 SH DEFINED 1 5,600 NEW PLAN EXCEL REALTY TRUST INC EQUITY 648053106 10,997 617,400 SH DEFINED 3 516,600 100,800 NEW WORLD DEVELOP- MENT CO EQUITY 663376002 66 30,000 SH DEFINED 2 30,000 NEW YORK TIMES CO EQUITY 650111107 270 7,200 SH DEFINED 1 7,200 NEWELL RUBBERMAID INC EQUITY 651229106 381 13,337 SH DEFINED 1 13,337 NEWELL RUBBERMAID INC EQUITY 651229106 4,720 165,247 SH DEFINED 2 165,247 NEWFIELD EXPLORATION CO EQUITY 651290108 329 10,000 SH DEFINED 2 10,000 NEWFIELD EXPLORATION CO EQUITY 651290108 11,143 338,300 SH DEFINED 3 330,600 7,700 NEWMONT MINING CORP EQUITY 651639106 146 5,633 SH DEFINED 1 5,633 NEWPORT NEWS SHIP- BUILDING INC EQUITY 652228107 100 3,100 SH DEFINED 1 3,100 NEWS CORP LTD EQUITY 652487802 1,353 50,700 SH DEFINED 2 50,700 NEXTEL COMMUNICA- TIONS INC EQUITY 65332V103 644 9,500 SH DEFINED 1 9,500 NEXTEL COMMUNICA- TIONS INC EQUITY 65332V103 932 13,750 SH DEFINED 2 13,750 NEXTLINK COMMUNI- CATIONS INC EQUITY 65333H707 886 17,100 SH DEFINED 2 17,100 NIAGARA MOHAWK HOLD- INGS INC EQUITY 653520106 81 5,200 SH DEFINED 1 5,200 NIAGARA MOHAWK HLDGS INC EQUITY 653520106 463 30,000 SH DEFINED 2 30,000 NICOR INC EQUITY 654086107 71 1,900 SH DEFINED 1 1,900 NIELSEN MEDIA RESH INC EQUITY 653929307 976 26,233 SH DEFINED 2 26,233 NIKE INC EQUITY 654106103 603 10,600 SH DEFINED 1 10,600 NISOURCE INC EQUITY 65473P105 248 11,200 SH DEFINED 1 11,200 NOBLE AFFILIATES INC EQUITY 654894104 148 5,100 SH DEFINED 1 5,100 NOBLE AFFILIATES INC EQUITY 654894104 9,338 322,000 SH DEFINED 3 314,000 8,000 NOBLE DRILLING CORP EQUITY 655042109 258 11,800 SH DEFINED 1 11,800 Page 35 of 55
38 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- NOBLE DRILLING CORP EQUITY 655042109 72 3,300 SH DEFINED 2 3,300 NOKIA CORP EQUITY 654902204 16,094 179,200 SH DEFINED 2 179,200 NORDSON CORP EQUITY 655663102 78 1,600 SH DEFINED 1 1,600 NORDSON CORP EQUITY 655663102 972 20,100 SH DEFINED 2 20,100 NORDSTROM INC EQUITY 655664100 159 5,900 SH DEFINED 1 5,900 NORFOLK SOUTHERN CORP EQUITY 655844108 338 13,800 SH DEFINED 1 13,800 NORFOLK SOUTHERN CORP EQUITY 655844108 4,928 201,150 SH DEFINED 2 201,150 NORSK HYDRO AS EQUITY 464580000 448 10,590 SH DEFINED 2 10,590 NORTEL NETWORKS CORP EQUITY 656569100 27,179 532,920 SH DEFINED 1 532,920 NORTEL NETWORKS CORP EQUITY 656569100 19,880 389,800 SH DEFINED 2 389,800 NORTEL NETWORKS CORP EQUITY 656569951 602 11,800 SH DEFINED 2 11,800 NORTH AMERICAN VACCINE INC EQUITY 657201AA7 497 1,130,000 SH DEFINED 4 1,130,000 NORTH FORK BANCORP EQUITY 659424105 254 13,000 SH DEFINED 1 13,000 NORTHEAST UTILITIES EQUITY 664397106 217 11,800 SH DEFINED 1 11,800 NORTHERN STATES POWER CO MINN EQUITY 665772109 112 5,200 SH DEFINED 1 5,200 NORTHERN TRUST CORP EQUITY 665859104 351 4,200 SH DEFINED 1 4,200 NORTHROP GRUMMAN CORP EQUITY 666807102 127 2,000 SH DEFINED 1 2,000 NORTHWAY FINANCIAL INC EQUITY 667270102 1,210 45,010 SH DEFINED 1 45,010 NORTHWEST NATIONAL GAS CO EQUITY 667655104 206 8,000 SH DEFINED 2 8,000 NORTHWEST NATIONAL GAS CO CORPBOND 667655AM6 1,861 1,435,000 PRN DEFINED 4 1,435,000 NORTHWEST NATURAL GAS CO EQUITY 667655104 416 16,100 SH DEFINED 1 16,100 NOTIFY CORP EQUITY 669956112 29 10,800 SH DEFINED 4 10,800 NOVA CORP GA EQUITY 669784100 160 6,400 SH DEFINED 1 6,400 NOVA CORP GA EQUITY 669784100 1,113 44,500 SH DEFINED 2 44,500 NOVA CORP GA EQUITY 669784100 45,811 1,832,426 SH DEFINED 3 1,763,220 9,206 NOVELL INC EQUITY 670006105 269 13,000 SH DEFINED 1 13,000 NOVELL INC EQUITY 670006105 414 20,000 SH DEFINED 2 20,000 NOVELLUS SYSTEMS INC EQUITY 670008101 236 3,500 SH DEFINED 1 3,500 NOVELLUS SYS INC EQUITY 670008101 823 12,200 SH DEFINED 2 12,200 NS GROUP INC EQUITY 628916108 204 19,000 SH DEFINED 2 19,000 NTL INC EQUITY 629407107 259 2,700 SH DEFINED 2 2,700 NUCOR CORP EQUITY 670346105 157 3,300 SH DEFINED 1 3,300 NUEVO GRUPO IUSACELL SA DE DV EQUITY 670512102 1,357 142,858 SH DEFINED 1 142,858 NUWAVE TECHNOLOGIES INC EQUITY 67065M110 9 11,500 SH DEFINED 4 11,500 O CHARLEYS INC EQUITY 670823103 3,482 236,100 SH DEFINED 3 236,100 O REILLY AUTOMOTIVE INC EQUITY 686091109 210 4,400 SH DEFINED 2 4,400 OAK INDUSTRIES INC EQUITY 671400505 160 4,700 SH DEFINED 2 4,700 OAK INDUSTRIES INC EQUITY 671400505 64,916 1,909,300 SH DEFINED 3 1,847,000 2,300 OAKLEY INC EQUITY 673662102 2,789 450,700 SH DEFINED 2 450,700 OCCIDENTAL PETROLEUM CORP DEL EQUITY 674599105 282 12,200 SH DEFINED 1 12,200 OCEAN ENERGY INC EQUITY 67481E106 151 14,800 SH DEFINED 1 14,800 OCEANEERING INTERNA- TIONAL INC EQUITY 675232102 14,484 861,500 SH DEFINED 3 844,300 7,200 OFFICE DEPOT INC EQUITY 676220106 143 13,600 SH DEFINED 1 13,600 OFFICE DEPOT INC CORPBOND 676220AA4 3,842 5,934,000 PRN DEFINED 4 5,934,000 OFFICEMAX INC EQUITY 67622M108 62 10,700 SH DEFINED 1 10,700 OGDEN CORP EQUITY 676346109 46 4,400 SH DEFINED 1 4,400 Page 36 of 55
39 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- OGE ENERGY CORP EQUITY 670837103 156 7,000 SH DEFINED 1 7,000 OHIO CASUALTY CORP EQUITY 677240103 96 5,700 SH DEFINED 1 5,700 OLD KENT FINANCIAL CORP EQUITY 679833103 393 10,584 SH DEFINED 1 10,584 OLD REPUBLIC INTER- NATIONAL CORP EQUITY 680223104 614 42,500 SH DEFINED 1 42,500 OLD REPUBLIC INTER- NATIONAL CORP EQUITY 680223104 274 19,000 SH DEFINED 2 19,000 OLIN CORP EQUITY 680665205 57 4,200 SH DEFINED 1 4,200 OLSTEN CORP EQUITY 681385100 69 6,600 SH DEFINED 1 6,600 OMEGA HEALTHCARE INVESTMENTS INC EQUITY 681936100 3,402 162,000 SH DEFINED 3 133,300 28,700 OMEGA HEALTHCARE INVESTMENTS INC CORPBOND 681936AG5 8,633 9,435,000 PRN DEFINED 4 9,435,000 OMNICARE INC EQUITY 681904108 74 7,700 SH DEFINED 1 7,700 OMNICARE INC EQUITY 681904108 667 69,300 SH DEFINED 2 69,300 OMNICARE INC CORPBOND 681904AD0 665 1,000,000 PRN DEFINED 4 1,000,000 OMNICOM GROUP INC EQUITY 681919106 483 6,100 SH DEFINED 1 6,100 OMNICOM GROUP INC EQUITY 681919106 467 5,900 SH DEFINED 2 5,900 OMNICOM GROUP INC CORPBOND 681919AE6 28,339 11,184,000 PRN DEFINED 4 11,184,000 OMNIPOINT CORP EQUITY 68212D102 367 6,600 SH DEFINED 2 6,600 ON ASSIGNMENT INC EQUITY 682159108 593 24,700 SH DEFINED 2 24,700 ONEOK INC NEW EQUITY 682680103 24 800 SH DEFINED 1 800 OPEN JOINT STOCK CO - VIMPEL COM EQUITY 68370R109 108 8,438 SH DEFINED 1 8,438 OPTIBASE LTD EQUITY M7524R108 245 35,000 SH DEFINED 2 35,000 ORACLE CORP EQUITY 68389X105 2,397 52,675 SH DEFINED 1 52,675 ORACLE CORP EQUITY 68389X105 2,384 52,400 SH DEFINED 2 52,400 ORBOTECH LTD EQUITY M75253100 1,021 16,500 SH DEFINED 2 16,500 OREGON STEEL MILLS INC EQUITY 686079104 22 2,000 SH DEFINED 1 2,000 ORTHODONTIC CENTERS OF AM INC EQUITY 68750P103 16,086 922,500 SH DEFINED 3 901,600 20,900 ORTHODONTIC CENTERS OF AM INC EQUITY 68750P103 875 50,000 SH DEFINED 2 50,000 OSHKOSH TRUCK CORP EQUITY 688239201 2,692 101,100 SH DEFINED 2 101,100 OUTBACK STEAKHOUSE INC EQUITY 689899102 171 6,700 SH DEFINED 1 6,700 OUTBACK STEAKHOUSE INC EQUITY 689899102 2,652 104,200 SH DEFINED 2 104,200 OUTDOOR SYSTEMS INC EQUITY 690057104 50,843 1,422,189 SH DEFINED 3 1,369,664 52,525 OUTDOOR SYSTEMS INC EQUITY 690057104 1,330 37,200 SH DEFINED 2 37,200 OVERSEAS SHIPHOLDING GROUP INC EQUITY 690368105 48 3,100 SH DEFINED 1 3,100 OWENS CORNING EQUITY 69073F103 41 1,900 SH DEFINED 1 1,900 OWENS ILLINOIS INC EQUITY 690768403 97 4,900 SH DEFINED 1 4,900 OXFORD HEALTH PLANS INC EQUITY 691471106 93 7,400 SH DEFINED 1 7,400 OXFORD HEALTH PLANS INC EQUITY 691471106 634 50,700 SH DEFINED 2 50,700 P COM INC EQUITY 693262107 665 95,000 SH DEFINED 2 95,000 P G & E CORP EQUITY 69331C108 435 16,800 SH DEFINED 1 16,800 P P & L RESOURCES INC EQUITY 693499105 143 5,300 SH DEFINED 1 5,300 PACCAR INC EQUITY 693718108 122 2,400 SH DEFINED 1 2,400 PACCAR INC EQUITY 693718108 6,426 126,300 SH DEFINED 3 106,100 20,200 PACIFIC CENTURY FINANCIAL CORP EQUITY 694058108 145 7,100 SH DEFINED 1 7,100 PACIFICARE HEALTH SYSTEMS INC EQUITY 695112102 173 4,004 SH DEFINED 1 4,004 PACIFICORP EQUITY 695114108 217 10,800 SH DEFINED 1 10,800 PACKETEER INC EQUITY 695210104 1,533 45,000 SH DEFINED 3 45,000 PAINE WEBBER GROUP INC EQUITY 695629105 185 5,100 SH DEFINED 1 5,100 Page 37 of 55
40 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- PAINE WEBBER GROUP INC EQUITY 695629105 2,900 80,000 SH DEFINED 2 80,000 PALL CORP EQUITY 696429307 102 4,400 SH DEFINED 1 4,400 PANAMERICAN BEVE- RAGES INC EQUITY P74823108 144 8,700 SH DEFINED 1 8,700 PANTRY INC EQUITY 698657103 870 78,200 SH DEFINED 3 78,200 PAPA JOHN'S INTER- NATIONAL INC EQUITY 698813102 107 2,600 SH DEFINED 1 2,600 PARADYNE NETWORKS INC EQUITY 69911G107 22,907 818,100 SH DEFINED 3 798,000 20,100 PARAMETRIC TECHNO- LOGY CORP EQUITY 699173100 131 9,700 SH DEFINED 1 9,700 PARAMETRIC TECHNO- LOGY CORP EQUITY 699173100 877 65,300 SH DEFINED 2 65,300 PARK PLACE ENTER- TAINMENT CORP EQUITY 700690100 500 40,000 SH DEFINED 2 40,000 PARKER HANNIFAN CORP EQUITY 701094104 184 4,100 SH DEFINED 1 4,100 PARKWAY PPTYS INC EQUITY 70159Q104 323 10,000 SH DEFINED 2 10,000 PATINA OIL & GAS CORP EQUITY 703224113 76 67,200 SH DEFINED 4 67,200 PATTERSON ENERGY INC EQUITY 703414102 3,060 201,500 SH DEFINED 3 201,500 PATTERSON ENERGYINC EQUITY 703414102 1,063 70,000 SH DEFINED 2 70,000 PAXSON COMMUNICA- TIONS CORP EQUITY 704231109 123 10,000 SH DEFINED 4 10,000 PAXSON COMMUNICA- TIONS CORP EQUITY 704231109 376 30,700 SH DEFINED 2 30,700 PAYCHEX INC EQUITY 704326107 304 8,899 SH DEFINED 1 8,899 PAYCHEX INC EQUITY 704326107 358 10,500 SH DEFINED 2 10,500 PAYCHEX INC EQUITY 704326107 58,576 1,716,525 SH DEFINED 3 1,652,527 63,998 PAYLESS SHOESOURCE INC EQUITY 704379106 141 2,800 SH DEFINED 1 2,800 PAYLESS SHOESOURCE INC EQUITY 704379106 1,020 20,200 SH DEFINED 2 20,200 PE CORP EQUITY 69332S102 260 3,600 SH DEFINED 1 3,600 PECO ENERGY CO EQUITY 693304107 270 7,200 SH DEFINED 1 7,200 PECO ENERGY CO EQUITY 693304107 3,750 100,000 SH DEFINED 2 100,000 PENNCORP FINANCIAL GROUP INC EQUITY 708094107 5 7,225 SH DEFINED 1 7,225 PENNEY J C INC EQUITY 708160106 438 12,700 SH DEFINED 1 12,700 PENNEY J C INC EQUITY 708160106 378 11,000 SH DEFINED 2 11,000 PENNZOIL QUAKER ST CO EQUITY 709323109 148 11,700 SH DEFINED 2 11,700 PENTAIR INC EQUITY 709631105 152 3,800 SH DEFINED 1 3,800 PENTAIR INC EQUITY 709631105 373 9,300 SH DEFINED 2 9,300 PENZOIL-QUAKER STATE CO EQUITY 709323109 88 6,999 SH DEFINED 1 6,999 PEOPLE'S ENERGY CORP EQUITY 711030106 46 1,300 SH DEFINED 1 1,300 PEOPLES HERITAGE FINL GROUP EQUITY 711147108 499 30,000 SH DEFINED 2 30,000 PEOPLESOFT INC EQUITY 712713106 159 9,400 SH DEFINED 1 9,400 PEP BOYS MANNY MOE & JACK EQUITY 713278109 34 2,300 SH DEFINED 1 2,300 PEPSICO INC EQUITY 713448108 1,708 56,000 SH DEFINED 1 56,000 PEPSI-GEMEX S A DE C V EQUITY 713435105 706 124,100 SH DEFINED 1 124,100 PEREGRINE SYS INC EQUITY 71366Q101 1,337 32,800 SH DEFINED 2 32,800 PERFICIENT INC EQUITY 71375U101 179 21,000 SH DEFINED 2 21,000 PERRIGO CO EQUITY 714290103 52 6,600 SH DEFINED 1 6,600 PERRIGO CO EQUITY 714290103 334 42,700 SH DEFINED 2 42,700 PERUSAHAAN PERS INDO SATELLITE EQUITY 715680104 243 18,000 SH DEFINED 1 18,000 PERVASIVE SOFTWARE INC EQUITY 715710109 18,947 549,200 SH DEFINED 3 549,200 PETRO-CANADA EQUITY 71644E102 14,473 956,900 SH DEFINED 1 956,900 PETROL BRASILEIROS EQUITY 268453008 268 1,790,700 SH DEFINED 2 1,790,700 PETROLEUM GEO SVCS AS EQUITY 716597109 1,289 67,600 SH DEFINED 2 67,600 Page 38 of 55
41 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- PETSMART INC CORPBOND 716768AB2 913 1,350,000 PRN DEFINED 4 1,350,000 PFIZER INC EQUITY 717081103 5,597 156,000 SH DEFINED 1 156,000 PFIZER INC EQUITY 717081103 10,677 297,100 SH DEFINED 2 297,100 PG&E Corp EQUITY 69331C108 75 2,900 SH DEFINED 1 2,900 PHARMACIA & UPJOHN INC EQUITY 716941109 1,325 26,700 SH DEFINED 1 26,700 PHARMACIA & UPJOHN INC EQUITY 716941109 726 14,625 SH DEFINED 2 14,625 PHELPS DODGE CORP EQUITY 717265102 12,119 220,100 SH DEFINED 1 220,100 PHILADELPHIA CONS HLDG CORP EQUITY 717528103 1,097 81,232 SH DEFINED 1 81,232 PHILIP MORRIS COS INC EQUITY 718154107 3,354 98,100 SH DEFINED 1 98,100 PHILIP MORRIS COS INC EQUITY 718154107 9,316 272,500 SH DEFINED 2 272,500 PHILIPPINE LONG DISTANCE TEL EQUITY 718252604 211 9,700 SH DEFINED 4 9,700 PHILIPPINE LONG DISTANCE TEL EQUITY 718252703 36,982 888,300 SH DEFINED 4 888,300 PHILIPS INTERNA- TIONAL REALTY CORP EQUITY 718333107 3,232 205,200 SH DEFINED 3 171,700 33,500 PHILLIPS PETROLEUM CO EQUITY 718507106 20,733 425,300 SH DEFINED 1 425,300 PHOENIX INVESTMENT PARTNERS LTD CORPBOND 719085AA0 6,508 5,801,000 PRN DEFINED 4 5,801,000 PHONE COM INC EQUITY 71920Q100 682 4,500 SH DEFINED 2 4,500 PIER 1 IMPORTS INC EQUITY 720279108 436 64,600 SH DEFINED 2 64,600 PIMCO ADVISORS HOLD- INGS LP EQUITY 69338P102 630 20,000 SH DEFINED 2 20,000 PINNACLE HOLDINGS INC EQUITY 72346N101 226 8,700 SH DEFINED 2 8,700 PINNACLE WEST CAP CORP EQUITY 723484101 273 7,500 SH DEFINED 1 7,500 PINNACLE WEST CAP CORP EQUITY 723484101 229 6,300 SH DEFINED 2 6,300 PIONEER HI BRED INTERNATIONAL INC EQUITY 723686101 345 8,700 SH DEFINED 1 8,700 PIONEER NATURAL RESOURCES CO EQUITY 723787107 98 9,200 SH DEFINED 1 9,200 PITNEY BOWES INC EQUITY 724479100 664 10,900 SH DEFINED 1 10,900 PITNEY BOWES INC EQUITY 724479100 125 2,055 SH DEFINED 2 2,055 PITTSTON BRINKS GROUP EQUITY 725701106 111 4,800 SH DEFINED 2 4,800 PITTSTON CO EQUITY 725701106 81 3,500 SH DEFINED 1 3,500 PITTSTON CO EQUITY 725701882 71 8,800 SH DEFINED 2 8,800 PITTWAY CORP DEL EQUITY 725790208 1,021 32,400 SH DEFINED 2 32,400 PJ AMERICA INC EQUITY 72585Q104 2,693 129,000 SH DEFINED 3 129,000 PLACER DOME INC EQUITY 725906101 146 8,300 SH DEFINED 1 8,300 PMC SIERRA INC EQUITY 69344F106 1,443 15,600 SH DEFINED 2 15,600 PMI GROUP INC EQUITY 69344M101 196 4,800 SH DEFINED 1 4,800 PMI GROUP INC EQUITY 69344M101 23,859 583,700 SH DEFINED 3 570,400 13,300 PNC BANK CORP EQUITY 693475105 638 12,100 SH DEFINED 1 12,100 POGO PRODUCING CO EQUITY 730448107 33,364 1,607,900 SH DEFINED 3 1,575,200 32,700 POHANG IRON & STEEL LTD EQUITY 730450103 626 20,000 SH DEFINED 1 20,000 POHANG IRON & STEEL LTD EQUITY 730450103 204 6,500 SH DEFINED 2 6,500 POLARIS INDS INC EQUITY 731068102 128 3,700 SH DEFINED 2 3,700 POLAROID CORP EQUITY 731095105 44 1,700 SH DEFINED 1 1,700 POLAROID CORP EQUITY 731095105 161 6,200 SH DEFINED 2 6,200 POLICY MANAGEMENT SYSTEMS CORP EQUITY 731108106 101 3,200 SH DEFINED 1 3,200 POLICY MANAGEMENT SYSTEMS CORP EQUITY 731108106 617 19,500 SH DEFINED 2 19,500 PORTAL SOFTWARE INC EQUITY 736126103 1,814 46,800 SH DEFINED 2 46,800 POST PROPERTIES INC EQUITY 737464107 3,971 101,000 SH DEFINED 1 101,000 POST PROPERTIES INC EQUITY 737464107 9,246 235,200 SH DEFINED 3 198,500 36,700 Page 39 of 55
42 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- POTLATCH CORP EQUITY 737628107 41 1,000 SH DEFINED 1 1,000 POTLATCH CORP EQUITY 737628107 445 10,800 SH DEFINED 2 10,800 POTOMAC ELECTRIC POWER CO EQUITY 737679100 262 10,300 SH DEFINED 1 10,300 POWER INTERIGATIONS INC EQUITY 739276103 47 678 SH DEFINED 1 678 POWERWAVE TECHNO- LOGIES INC EQUITY 739363109 23,328 483,800 SH DEFINED 3 475,300 8,500 POWERWAVE TECHNO- LOGIES INC EQUITY 739363109 4,213 87,400 SH DEFINED 2 87,400 PPG INDUSTRIES INC EQUITY 693506107 420 7,000 SH DEFINED 1 7,000 PRAXAIR INC EQUITY 74005P104 13,892 302,000 SH DEFINED 1 302,000 PRAXAIR INC EQUITY 74005P104 1,003 21,800 SH DEFINED 2 21,800 PRECISION CASTPARTS CORP EQUITY 740189105 61 2,000 SH DEFINED 1 2,000 PRECISION CASTPARTS CORP EQUITY 740189105 149 4,900 SH DEFINED 2 4,900 PRECISION DRILLING CORP EQUITY 74022D100 4,350 187,600 SH DEFINED 2 187,600 PREMARK INTERNA- TIONAL INC EQUITY 740459102 278 5,500 SH DEFINED 1 5,500 PREMIER PARKS INC EQUITY 740540208 200 6,900 SH DEFINED 1 6,900 PREMIER PARKS INC EQUITY 740540208 1,546 53,300 SH DEFINED 2 53,300 PRENTISS PROPERTIES TRUST EQUITY 740706106 333 15,000 SH DEFINED 2 15,000 PRENTISS PROPERTIES TRUST EQUITY 740706106 1,178 53,100 SH DEFINED 3 53,100 PRESIDENTIAL LIFE CORP EQUITY 740884101 77 4,500 SH DEFINED 2 4,500 PRICE T ROWE & ASSOCIATES EQUITY 741477103 299 10,900 SH DEFINED 1 10,900 PRIDE INTERNATIONAL INC EQUITY 741932107 7,055 497,300 SH DEFINED 3 483,300 14,000 PRIME HOSPITALITY CORP EQUITY 741917108 77 9,600 SH DEFINED 2 9,600 PRINCETON VIDEO IMAGE INC EQUITY 742476104 352 75,000 SH DEFINED 1 75,000 PROCTER & GAMBLE CO EQUITY 742718109 28,219 301,000 SH DEFINED 1 301,000 PROCTER & GAMBLE CO EQUITY 742718109 1,547 16,500 SH DEFINED 2 16,500 PROFESSIONAL DETAI- LING INC EQUITY 74312N107 5,857 225,800 SH DEFINED 3 225,800 PROFESSIONAL DETAI- LING INC EQUITY 74312N107 519 20,000 SH DEFINED 2 20,000 PROFIT RECOVERY GROUP INT INC EQUITY 743168106 63,550 1,424,100 SH DEFINED 3 1,395,050 29,050 PROGRESSIVE CORP OHIO EQUITY 743315103 2,534 30,920 SH DEFINED 1 30,920 PROGRESSIVE CORP OHIO EQUITY 743315103 1,348 16,500 SH DEFINED 2 16,500 PROLOGIS TRUST EQUITY 743410300 1,428 59,000 SH DEFINED 4 59,000 PROLOGIS TRUST EQUITY 743410102 29,944 1,586,440 SH DEFINED 3 1,308,310 278,130 PROMUS HOTEL CORP EQUITY 74342P106 241 7,400 SH DEFINED 1 7,400 PROTECTIVE LIFE CORP EQUITY 743674103 2,021 69,700 SH DEFINED 1 69,700 PROTECTIVE LIFE CORP EQUITY 743674103 334 11,500 SH DEFINED 2 11,500 PROVIDENT FINANCIAL GROUP INC EQUITY 743866105 135 3,700 SH DEFINED 1 3,700 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 1,196 15,100 SH DEFINED 1 15,100 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 1,307 16,500 SH DEFINED 2 16,500 PROXIM INC EQUITY 744284100 3,575 77,800 SH DEFINED 2 77,800 PSINET INC EQUITY 74437C101 377 10,500 SH DEFINED 2 10,500 PSS WORLD MEDICAL INC EQUITY 69366A100 53 5,900 SH DEFINED 1 5,900 PUBLIC SERVICE CO N MEX EQUITY 744499104 66 3,600 SH DEFINED 1 3,600 PUBLIC SERVICE ENTERPRISE GROUP EQUITY 744573106 336 8,700 SH DEFINED 1 8,700 PUBLIC STORAGE INC EQUITY 74460D109 96 3,800 SH DEFINED 2 3,800 PUBLIC STORAGE INC EQUITY 74460D109 17,365 689,422 SH DEFINED 3 579,796 109,626 PUGET SOUND ENERGY INC EQUITY 745332106 171 7,600 SH DEFINED 1 7,600 PULITZER INC EQUITY 745769109 123 2,700 SH DEFINED 2 2,700 Page 40 of 55
43 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- PULTE CORP EQUITY 745867101 35 1,600 SH DEFINED 1 1,600 PULTE CORP EQUITY 745867101 100 4,600 SH DEFINED 2 4,600 QLOGIC CORP EQUITY 747277101 223 3,200 SH DEFINED 1 3,200 QLOGIC CORP EQUITY 747277101 384 5,500 SH DEFINED 2 5,500 QLT PHOTOTHERA- PEUTICS EQUITY 746927102 3,152 41,300 SH DEFINED 2 41,300 QRS CORP EQUITY 74726X105 1,600 25,000 SH DEFINED 2 25,000 QUAKER OATS CO EQUITY 747402105 297 4,800 SH DEFINED 1 4,800 QUALCOMM INC EQUITY 747525103 984 5,200 SH DEFINED 1 5,200 QUALCOMM INC EQUITY 747525103 25,710 135,935 SH DEFINED 2 135,935 QUANTUM CORP EQUITY 747906204 217 15,400 SH DEFINED 1 15,400 QUANTUM CORP EQUITY 747906303 72 9,700 SH DEFINED 2 9,700 QUANTUM CORP CORPBOND 747906AC9 264 3,000 PRN DEFINED 1 3,000 QUESTAR CORP EQUITY 748356102 580 32,000 SH DEFINED 1 32,000 QUESTRON TECHNOLOGY INC EQUITY 748372117 39 54,400 SH DEFINED 4 54,400 QUINTILES TRANSPOR- TATION CORP EQUITY 748767100 185 9,700 SH DEFINED 1 9,700 QUOKKA SPORTS INC EQUITY 749077103 17 2,500 SH DEFINED 1 2,500 QUORUM HEALTH GROUP INC EQUITY 749084109 43 6,100 SH DEFINED 1 6,100 QUOTESMITH.COM INC EQUITY 749117107 278 39,000 SH DEFINED 1 39,000 QWEST COMMUNICATIONS INTL INC EQUITY 749121109 618 20,900 SH DEFINED 2 20,900 RADCOM LTD EQUITY M81873107 297 10,800 SH DEFINED 2 10,800 RADIAN GROUP INC EQUITY 750236101 481 11,199 SH DEFINED 2 11,199 RADIAN GROUP INC EQUITY 750236101 30,215 703,700 SH DEFINED 3 687,400 16,300 RALCORP HOLDINGS INC NEW EQUITY 751028101 156 8,800 SH DEFINED 2 8,800 RALSTON PURINA CO EQUITY 751277302 318 11,400 SH DEFINED 1 11,400 RALSTON PURINA CO EQUITY 751277401 1,391 29,600 SH DEFINED 2 29,600 RANBAXY LABORATORIES -GRD EQUITY 4720423 600 25,000 SH DEFINED 1 25,000 RATIONAL SOFTWARE CORP EQUITY 75409P202 220 7,500 SH DEFINED 1 7,500 RATIONAL SOFTWARE CORP EQUITY 75409P202 483 16,600 SH DEFINED 2 16,600 RAYMOND JAMES FINAN- CIAL INC EQUITY 754730109 1,138 57,100 SH DEFINED 2 57,100 RAYONIER INC EQUITY 754907103 105 2,500 SH DEFINED 1 2,500 RAYTHEON CO EQUITY 755111309 291 6,000 SH DEFINED 2 6,000 RAYTHEON CO EQUITY 755111408 571 11,500 SH DEFINED 1 11,500 RCM TECHNOLOGIES INC EQUITY 749360400 669 62,500 SH DEFINED 2 62,500 READERS DIGEST ASSOCIATION INC EQUITY 755267101 790 27,000 SH DEFINED 1 27,000 REAL NETWORKS INC EQUITY 75605L104 4,275 40,900 SH DEFINED 2 40,900 RECKSON ASSOCIATES REALTY CORP EQUITY 75621K106 12,758 613,000 SH DEFINED 3 500,100 112,900 RECKSON ASSOCIATES REALTY CORP EQUITY 75621K205 8,079 400,200 SH DEFINED 4 400,200 RED HAT INC EQUITY 756577102 48 500 SH DEFINED 1 500 RED HAT INC EQUITY 756577102 2,160 22,500 SH DEFINED 2 22,500 REDBACK NETWORKS INC EQUITY 757209101 2,030 18,800 SH DEFINED 2 18,800 REEBOK INTERNATIONAL LTD EQUITY 758110100 26 2,400 SH DEFINED 1 2,400 REEBOK INTERNATIONAL LTD EQUITY 758110100 406 38,000 SH DEFINED 2 38,000 REGAL BELOIT CORP EQUITY 758750103 149 7,200 SH DEFINED 2 7,200 REGENCY REALTY CORP EQUITY 758939102 9,647 459,400 SH DEFINED 3 384,600 74,800 REGIONS FINANCIAL CORP EQUITY 758940100 237 7,900 SH DEFINED 1 7,900 REGIONS FINANCIAL CORP EQUITY 758940100 263 8,800 SH DEFINED 2 8,800 Page 41 of 55
44 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- REGIS CORP MINN EQUITY 758932107 20,495 1,064,650 SH DEFINED 3 1,047,250 17,400 REINSURANCE GROUP AMER INC EQUITY 759351109 1,386 53,952 SH DEFINED 2 53,952 RELIANT ENERGY INC EQUITY 75952J108 309 11,426 SH DEFINED 1 11,426 RELIASTAR FINANCIAL CORP EQUITY 75952U103 266 8,000 SH DEFINED 1 8,000 REMEC INC EQUITY 759543101 234 17,000 SH DEFINED 2 17,000 RENAISSANCE RE HOLD- INGS LTD EQUITY G7496G103 25,000 SH DEFINED 1 25,000 RENAISSANCE RE HOLD- INGS LTD EQUITY G7496G103 45 1,300 SH DEFINED 2 1,300 RENT WAY INC CORPBOND 76009UAB0 10,073 6,894,000 PRN DEFINED 4 6,894,000 REPUBLIC NEW YORK CORP EQUITY 760719104 283 4,600 SH DEFINED 1 4,600 REPUBLIC SEC FINL CORP EQUITY 760758102 170 20,000 SH DEFINED 2 20,000 REPUBLIC SERVCES INC EQUITY 760759100 365 33,600 SH DEFINED 2 33,600 RES-CARE INC CORPBOND 760943AC4 3,742 3,756,000 PRN DEFINED 4 3,756,000 REYNOLDS & REYNOLDS CO EQUITY 761695105 143 7,000 SH DEFINED 1 7,000 REYNOLDS METALS CO EQUITY 761763101 139 2,300 SH DEFINED 1 2,300 REYNOLDS METALS CO EQUITY 761763101 453 7,500 SH DEFINED 2 7,500 REYNOLDS R J TOBACCO HOLDINGS INC EQUITY 76182K105 257 9,532 SH DEFINED 1 9,532 RH DONNELLEY CORP EQUITY 74955W307 86 4,600 SH DEFINED 2 4,600 RHYTHMS NETCONNEC- TIONS INC EQUITY 762430205 1,484 43,000 SH DEFINED 2 43,000 RITCHIE BROS AUC- TIONEERS INC EQUITY 767744105 532 14,000 SH DEFINED 2 14,000 RITE AID CORP EQUITY 767754104 138 10,000 SH DEFINED 1 10,000 RITE AID CORP EQUITY 767754104 464 33,600 SH DEFINED 2 33,600 RIVERVIEW BANCORP INC EQUITY 769397100 168 14,000 SH DEFINED 2 14,000 RIVIERA HOLDINGS CORP EQUITY 769627100 3,058 756,920 SH DEFINED 1 756,920 ROBBINS & MEYERS INC CORPBOND 770196AA1 463 572,000 PRN DEFINED 4 572,000 ROBERT HALF INTER- NATIONAL INC EQUITY 770323103 195 8,200 SH DEFINED 1 8,200 ROBERT HALF INTER- NATIONAL INC EQUITY 770323103 175 7,300 SH DEFINED 2 7,300 ROCKWELL INTERNA- TIONAL CORP EQUITY 773903109 410 7,800 SH DEFINED 1 7,800 ROGERS COMMUNICA- TIONS INC EQUITY 775109200 158 9,400 SH DEFINED 2 9,400 ROGERS COMMUNICA- TIONS INC EQUITY 775109960 312 18,420 SH DEFINED 2 18,420 ROHM & HAAS CO EQUITY 775371107 316 8,753 SH DEFINED 1 8,753 ROLLINS INC EQUITY 775711104 46 3,000 SH DEFINED 1 3,000 ROMAC INTL INC EQUITY 775835101 253 30,500 SH DEFINED 2 30,500 ROPER INDS EQUITY 776696106 268 7,000 SH DEFINED 2 7,000 ROSS STORES INC EQUITY 778296103 165 8,200 SH DEFINED 1 8,200 ROSS STORES INC EQUITY 778296103 33,468 1,663,000 SH DEFINED 3 1,623,000 40,000 ROSTELECOM OPEN JT STOCK LNG DST EQUITY 778529107 69 14,900 SH DEFINED 4 14,900 ROUSE CO EQUITY 779273309 236 6,600 SH DEFINED 4 6,600 ROUSE CO EQUITY 779273101 173 7,500 SH DEFINED 2 7,500 ROUSE CO EQUITY 779273101 17,917 779,000 SH DEFINED 3 651,500 127,500 ROUSE CO EQUITY 779273309 14 400 SH DEFINED 2 400 ROWAN COMPANIES INC EQUITY 779382100 46 2,800 SH DEFINED 1 2,800 ROWAN COMPANIES INC EQUITY 779382100 650 40,000 SH DEFINED 2 40,000 ROYAL BNAKK CDA MONTREAL QUE EQUITY 780087953 27 640 SH DEFINED 2 640 ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 1,242 27,600 SH DEFINED 2 27,600 ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T111 31,239 223,315 SH DEFINED 4 223,315 ROYAL DUTCH PETRO CO EQUITY 780257804 4,554 77,100 SH DEFINED 1 77,100 Page 42 of 55
45 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- ROYAL DUTCH PETRO CO EQUITY 780257804 17,102 289,553 SH DEFINED 2 289,553 RPM INC OHIO EQUITY 749685103 115 9,400 SH DEFINED 1 9,400 RPM INC OHIO EQUITY 749685103 537 44,100 SH DEFINED 2 44,100 RUDDICK CORP EQUITY 781258108 65 4,100 SH DEFINED 1 4,100 RUDDICK CORP EQUITY 781258108 17 1,100 SH DEFINED 2 1,100 RUSSELL CORP EQUITY 782352108 21 1,500 SH DEFINED 1 1,500 RYANS FAMILY STEAK HOUSES INC EQUITY 783519101 43 4,800 SH DEFINED 2 4,800 RYDER SYSTEMS INC EQUITY 783549108 51 2,500 SH DEFINED 1 2,500 RYERSON TULL INC EQUITY 78375P107 44 1,900 SH DEFINED 1 1,900 S3 INC EQUITY 784849101 11,128 1,066,200 SH DEFINED 3 1,066,200 S3 INC CORPBOND 784849AC5 358 400,000 PRN DEFINED 3 400,000 SABA PETE CO CORPBOND 785152AA7 1,513 1,739,000 PRN DEFINED 4 1,739,000 SABRATEK CORP CORPBOND 78571UAA6 216 800,000 PRN DEFINED 4 800,000 SAFECO CORP EQUITY 786429100 157 5,600 SH DEFINED 1 5,600 SAFEGUARD SCIEN- TIFICS INC EQUITY 786449108 714 10,500 SH DEFINED 2 10,500 SAFEWAY INC NEW EQUITY 786514208 662 17,400 SH DEFINED 1 17,400 SAKS INCORPORATED EQUITY 79377W108 197 13,000 SH DEFINED 1 13,000 SAN JUAN BASIN REALTY TRUST EQUITY 798241105 1,595 179,690 SH DEFINED 3 179,690 SANMINA CORP EQUITY 800907107 395 5,100 SH DEFINED 1 5,100 SANMINA CORP EQUITY 800907107 224 2,900 SH DEFINED 2 2,900 SANTA FE SNYDER CORP EQUITY 80218K105 145 16,100 SH DEFINED 1 16,100 SANTA FE SNYDER CORP EQUITY 80218K105 4,950 550,000 SH DEFINED 3 550,000 SAP AKTIENGESELL- SCHAFT EQUITY 803054204 985 26,100 SH DEFINED 2 26,100 SAPIENT CORP EQUITY 803062108 547 5,800 SH DEFINED 2 5,800 SARA LEE CORP EQUITY 803111103 781 35,400 SH DEFINED 1 35,400 SAVILLE SYSTEMS PLC EQUITY 805174109 192 13,100 SH DEFINED 2 13,100 SBC COMMUNICATIONS INC EQUITY 78387G103 21,970 430,258 SH DEFINED 1 430,258 SBC COMMUNICATIONS INC EQUITY 78387G103 2,048 40,100 SH DEFINED 2 40,100 SBA COMMUNICATIONS INC EQUITY 78388J106 3,937 362,000 SH DEFINED 3 362,000 SCANA CORP EQUITY 805898103 223 9,200 SH DEFINED 1 9,200 SCANA CORP EQUITY 805898103 140 5,800 SH DEFINED 2 5,800 SCHERING PLOUGH CORP EQUITY 806605101 26,166 599,800 SH DEFINED 1 599,800 SCHERING PLOUGH CORP EQUITY 806605101 6,490 148,775 SH DEFINED 2 148,775 SCHLUMBERGER LTD EQUITY 806857108 21,859 350,800 SH DEFINED 1 350,800 SCHLUMBERGER LTD EQUITY 806857108 14,870 238,636 SH DEFINED 2 238,636 SCHOLASTIC CORP EQUITY 807066105 70 1,400 SH DEFINED 1 1,400 SCHULMAN A INC EQUITY 808194104 57 3,300 SH DEFINED 1 3,300 SCHULMAN A INC EQUITY 808194104 575 33,700 SH DEFINED 2 33,700 SCHWAB CHARLES CORP NEW EQUITY 808513105 950 28,400 SH DEFINED 1 28,400 SCHWAB CHARLES CORP NEW EQUITY 808513105 4,960 147,250 SH DEFINED 2 147,250 SCI SYSTEMS INC EQUITY 783890106 289 6,500 SH DEFINED 1 6,500 SCI SYSTEMS INC EQUITY 783890106 644 14,500 SH DEFINED 2 14,500 SCIENT CORP EQUITY 80864H109 13 200 SH DEFINED 2 200 SCIENTIFIC ATLANTA INC EQUITY 808655104 129 2,600 SH DEFINED 1 2,600 SCIENTIFIC ATLANTA INC EQUITY 808655104 986 19,900 SH DEFINED 2 19,900 SCIENTIFIC ATLANTA INC EQUITY 808655104 10,740 216,700 SH DEFINED 3 192,900 23,800 Page 43 of 55
46 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- SCIENTIFIC LEARNING CORP EQUITY 808760102 1,173 70,000 SH DEFINED 3 70,000 SDL INC EQUITY 784076101 29,151 382,000 SH DEFINED 3 373,800 8,200 SEACOAST FINL SVCS CORP EQUITY 81170Q106 200 20,000 SH DEFINED 2 20,000 SEACOR SMIT INC CORPBOND 811904AE1 418 431,000 PRN DEFINED 4 431,000 SEAGATE TECHNOLOGY EQUITY 811804103 273 8,900 SH DEFINED 1 8,900 SEAGRAM JOSEPH E & SONS INC CORPBOND 811845AH9 220 262,000 PRN DEFINED 4 262,000 SEAGRAM LTD EQUITY 811850106 628 13,800 SH DEFINED 1 13,800 SEAGRAM LTD EQUITY 811850205 3,483 75,000 SH DEFINED 1 75,000 SEAGRAM LTD EQUITY 811850205 10,838 235,600 SH DEFINED 4 235,600 SEALED AIR CORP NEW EQUITY 81211K100 121 2,357 SH DEFINED 1 2,357 SEALED AIR CORP NEW EQUITY 81211K100 954 18,600 SH DEFINED 2 18,600 SEALED AIR CORP NEW EQUITY 81211K209 18,219 359,000 SH DEFINED 4 359,000 SEARS ROEBUCK & CO EQUITY 812387108 449 14,300 SH DEFINED 1 14,300 SEARS ROEBUCK & CO EQUITY 812387108 449 14,300 SH DEFINED 2 14,300 SEMA GROUP EQUITY 017285008 262 21,430 SH DEFINED 2 21,430 SEMINIS INC EQUITY 816658108 380 46,000 SH DEFINED 2 46,000 SEMPRA ENERGY EQUITY 816851109 163 7,852 SH DEFINED 1 7,852 SENSORMATIC ELEC- TRONICS CORP EQUITY 817265200 2,210 110,500 SH DEFINED 4 110,500 SENSORMATIC ELEC- TRONICS CORP EQUITY 817265101 82 6,500 SH DEFINED 1 6,500 SEPRACOR INC EQUITY 817315104 219 2,900 SH DEFINED 1 2,900 SEPRACOR INC EQUITY 817315104 174 2,300 SH DEFINED 2 2,300 SEPRACOR INC CORPBOND 817315AC8 427 250,000 PRN DEFINED 4 250,000 SEPRACOR INC CORPBOND 817315AE4 5,665 3,315,000 PRN DEFINED 4 3,315,000 SEQUA CORP EQUITY 817320104 44 700 SH DEFINED 1 700 SERVICE CORP INTER- NATIONAL EQUITY 817565104 96 9,100 SH DEFINED 1 9,100 SFX ENTERTAINMENT INC EQUITY 784178105 51,612 1,685,300 SH DEFINED 3 1,627,700 57,600 SFX ENTERTAINMENT INC EQUITY 784178105 458 15,000 SH DEFINED 2 15,000 SHARED MEDICAL SYS- TEMS CORP EQUITY 819486101 47 1,000 SH DEFINED 1 1,000 SHARED MEDICAL SYS- TEMS CORP EQUITY 819486101 837 17,900 SH DEFINED 2 17,900 SHAW INDUSTRIES INC EQUITY 820286102 191 12,000 SH DEFINED 1 12,000 SHELL TRANSPORTATION & TRDG PLC EQUITY 822703609 701 15,400 SH DEFINED 2 15,400 SHERWIN WILLIAMS CO EQUITY 824348106 128 6,100 SH DEFINED 1 6,100 SHERWOOD BRANDS INC EQUITY 82437L112 3 12,300 SH DEFINED 4 12,300 SHIRE PHARMACEU- TICALS GROUP PLC EQUITY 82481R106 328 11,400 SH DEFINED 2 11,400 SHOPKO STORES INC EQUITY 824911101 435 15,000 SH DEFINED 2 15,000 SIEBEL SYSTEMS INC EQUITY 826170102 546 8,200 SH DEFINED 1 8,200 SIEBEL SYSTEMS INC EQUITY 826170102 1,339 20,100 SH DEFINED 2 20,100 SIERRA HEALTH SER- VICES INC EQUITY 826322109 110 10,900 SH DEFINED 2 10,900 SIERRA PACIFIC RESOURCES NEW EQUITY 826428104 151 6,800 SH DEFINED 1 6,800 SIERRA PACIFIC RESOURCES NEW EQUITY 826428104 353 15,867 SH DEFINED 2 15,867 SIGMA ALDRICH CORP EQUITY 826552101 117 3,700 SH DEFINED 1 3,700 SILICON GRAPHICS INC EQUITY 827056102 70 6,400 SH DEFINED 1 6,400 SILICON GRAPHICS INC CORPBOND 827056AC6 457 5,500 PRN DEFINED 1 5,500 SIMON PROPERTY GROUP INC NEW EQUITY 828806109 19,917 887,650 SH DEFINED 3 729,350 158,300 SINCLAIR BROADCAST GROUP INC EQUITY 829226109 640 70,600 SH DEFINED 2 70,600 SK TELECOM LTD EQUITY 78440P108 102 9,900 SH DEFINED 2 9,900 Page 44 of 55
47 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- SL GREEN REALTY CORP EQUITY 78440X101 8,417 410,600 SH DEFINED 3 344,300 66,300 SLM HOLDING CORP EQUITY 78442A109 13 300 SH DEFINED 1 300 SLM HOLDING CORP EQUITY 78442A109 1,131 26,300 SH DEFINED 2 26,300 SMITH CORONA CORP EQUITY 831858204 1 785 SH DEFINED 1 785 SMITH INTERNATIONAL INC EQUITY 832110100 174 4,300 SH DEFINED 1 4,300 SMITH INTERNATIONAL INC EQUITY 832110100 5,812 143,500 SH DEFINED 2 143,500 SMITH INTERNATIONAL INC EQUITY 832110100 4,658 115,000 SH DEFINED 3 115,000 SMITHKLINE BEECHAM P L C EQUITY 832378301 1,176 20,400 SH DEFINED 2 20,400 SMUCKER J M CO EQUITY 832696108 42 2,000 SH DEFINED 1 2,000 SNAP-ON INC EQUITY 833034101 111 3,400 SH DEFINED 1 3,400 SNYDER COMMUNICA- TIONS INC EQUITY 832914105 96 6,300 SH DEFINED 1 6,300 SOCIEDAD QUIMICA MINERA DE CHILE EQUITY 833635105 1,515 51,130 SH DEFINED 1 51,130 SODEXHO MARIOTT SERVICES INC EQUITY 833793102 141 8,272 SH DEFINED 1 8,272 SOFTWORKS INC EQUITY 83404P102 51 10,000 SH DEFINED 2 10,000 SOLA INTL INC EQUITY 834092108 388 25,000 SH DEFINED 2 25,000 SOLECTRON CORP EQUITY 834182107 589 8,200 SH DEFINED 1 8,200 SOLECTRON CORP EQUITY 834182107 776 10,800 SH DEFINED 2 10,800 SOLUTIA INC EQUITY 834376105 172 9,600 SH DEFINED 1 9,600 SONAT INC EQUITY 835415100 135 3,400 SH DEFINED 1 3,400 SONAT INC EQUITY 835415100 4 100 SH DEFINED 2 100 SONOCO PRODUCTS CO EQUITY 835495102 198 8,690 SH DEFINED 1 8,690 SONY CORP EQUITY 835699307 21,384 142,500 SH DEFINED 2 142,500 SOTHEBYS HOLDINGS INC EQUITY 835898107 132 5,100 SH DEFINED 1 5,100 SOTHEBYS HOLDINGS INC EQUITY 835898107 1,822 70,600 SH DEFINED 2 70,600 SOUTHDOWN INC EQUITY 841297104 177 3,300 SH DEFINED 1 3,300 SOUTHERN CO EQUITY 842587107 651 25,300 SH DEFINED 1 25,300 SOUTHERN CO EQUITY 842587107 165 6,400 SH DEFINED 2 6,400 SOUTHERN PERU COPPER CORP EQUITY 843611104 219 13,000 SH DEFINED 1 13,000 SOUTHTRUST CORP EQUITY 844730101 244 6,800 SH DEFINED 1 6,800 SOUTHWEST AIRLINES CO EQUITY 844741108 274 18,037 SH DEFINED 1 18,037 SOUTHWEST AIRLINES CO EQUITY 844741108 470 30,920 SH DEFINED 2 30,920 SOUTHWEST BANCOR- PORATION TEX EQUITY 84476R109 133 7,700 SH DEFINED 2 7,700 SOVEREIGN BANCORP INC EQUITY 845905108 145 15,900 SH DEFINED 1 15,900 SPARTECH CORP EQUITY 847220209 10,945 373,400 SH DEFINED 3 361,900 11,500 SPEEDWAY MOTORSPORTS INC EQUITY 847788106 22,111 510,500 SH DEFINED 3 491,100 19,400 SPEEDWAY MOTORSPORTS INC EQUITY 847788106 949 21,900 SH DEFINED 2 21,900 SPIEGEL INC EQUITY 848457107 304 30,000 SH DEFINED 3 30,000 SPIEGEL INC EQUITY 848457107 151 15,000 SH DEFINED 2 15,000 SPIEKER PROPERTIES INC EQUITY 848497103 201 5,800 SH DEFINED 3 5,800 SPINNAKER EXPLOR- ATION CO EQUITY 84855W109 7,150 550,000 SH DEFINED 3 550,000 SPLASH TECHNOLOGY HLDGS INC EQUITY 848623104 165 27,000 SH DEFINED 2 27,000 SPRINGS INDUSTRIES INC EQUITY 851783100 24 700 SH DEFINED 1 700 SPRINT CORP EQUITY 852061100 1,649 30,400 SH DEFINED 1 30,400 SPRINT CORP EQUITY 852061506 1,174 15,750 SH DEFINED 1 15,750 SPRINT CORP EQUITY 852061506 23,884 320,323 SH DEFINED 2 320,323 SPX CORP EQUITY 784635104 245 2,700 SH DEFINED 1 2,700 Page 45 of 55
48 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- SPX CORP EQUITY 784635104 399 4,400 SH DEFINED 2 4,400 ST JUDE MEDICAL INC EQUITY 790849103 91 2,900 SH DEFINED 1 2,900 ST PAUL BANCORP INC EQUITY 792848103 12,892 563,600 SH DEFINED 3 552,600 11,000 ST PAUL CAP LLC EQUITY 792856205 3,512 65,045 SH DEFINED 4 65,045 ST PAUL COMPANIES INC EQUITY 792860108 226 8,200 SH DEFINED 1 8,200 STAMPS COM INC EQUITY 852857101 1,155 33,200 SH DEFINED 2 33,200 STANCORP FINL GROUP INC EQUITY 852891100 136 6,100 SH DEFINED 2 6,100 STANDARD AUTOMOTIVE CORP EQUITY 853097202 991 79,300 SH DEFINED 4 79,300 STANDARD REGISTER CO EQUITY 853887107 59 2,500 SH DEFINED 1 2,500 STANDARD REGISTER CO EQUITY 853887107 92 3,900 SH DEFINED 2 3,900 STANLEY WORKS EQUITY 854616109 264 10,500 SH DEFINED 1 10,500 STANLEY WORKS EQUITY 854616109 78 3,100 SH DEFINED 2 3,100 STAPLES INC EQUITY 855030102 350 16,050 SH DEFINED 1 16,050 STARBUCKS CORP EQUITY 855244109 401 16,200 SH DEFINED 1 16,200 STATE STREET CORP EQUITY 857477103 401 6,200 SH DEFINED 1 6,200 STATE STREET CORP EQUITY 857477103 343 5,300 SH DEFINED 2 5,300 STATEN IS BANCORP INC EQUITY 857550107 124 6,600 SH DEFINED 2 6,600 STEINER LEISURE LTD EQUITY P8744Y102 302 12,100 SH DEFINED 2 12,100 STEINWAY MUSICAL INSTRUMENTS INC EQUITY 858495104 37,599 1,801,131 SH DEFINED 1 1,801,131 STERIS CORP EQUITY 859152100 81 5,900 SH DEFINED 1 5,900 STERIS CORP EQUITY 859152100 199 14,500 SH DEFINED 2 14,500 STERLING COMMERCE INC EQUITY 859205106 156 8,400 SH DEFINED 1 8,400 STERLING COMMERCE INC EQUITY 859205106 265 14,300 SH DEFINED 2 14,300 STERLING SOFTWARE INC EQUITY 859547101 148 7,400 SH DEFINED 1 7,400 STERLING SOFTWARE INC EQUITY 859547101 954 47,700 SH DEFINED 2 47,700 STEWART & STEVENSON SERVICES INC EQUITY 860342104 38 2,900 SH DEFINED 1 2,900 STEWART & STEVENSON SERVICES INC EQUITY 860342104 206 16,000 SH DEFINED 2 16,000 STEWART ENTERPRISES INC EQUITY 860370105 59 9,800 SH DEFINED 1 9,800 STEWART INFORMATION SVCS CORP EQUITY 860372101 505 27,600 SH DEFINED 2 27,600 STMICROELECTRONICS N V EQUITY 861012102 1,318 17,800 SH DEFINED 1 17,800 STMICROELECTRONICS N V EQUITY 861012102 622 8,400 SH DEFINED 2 8,400 STMICROELECTRONICS NV CORPBOND 861012AA0 22,082 16,165,000 PRN DEFINED 4 16,165,000 STONE ENERGY CORP EQUITY 861642106 4,830 94,700 SH DEFINED 3 94,700 STORAGE TECHNOLOGY CORP EQUITY 862111200 174 9,000 SH DEFINED 1 9,000 STORAGE USA INC EQUITY 861907103 2,200 80,000 SH DEFINED 1 80,000 STORAGE USA INC EQUITY 861907103 12,722 462,600 SH DEFINED 3 386,200 76,400 STRIDE RITE CORP EQUITY 863314100 40 5,700 SH DEFINED 2 5,700 STRUCTURAL DYNAMICS RES CORP EQUITY 863555108 44 2,900 SH DEFINED 1 2,900 STRYKER CORP EQUITY 863667101 440 8,600 SH DEFINED 1 8,600 STUDENT LOAN CORP EQUITY 78442A109 211 4,900 SH DEFINED 1 4,900 STUDENT LOAN CORP EQUITY 863902102 802 19,600 SH DEFINED 2 19,600 SUIZA FOODS CORP EQUITY 865077101 120 3,200 SH DEFINED 1 3,200 SUIZA FOODS CORP EQUITY 865077101 120 3,200 SH DEFINED 2 3,200 SUMMIT BANCORP EQUITY 866005101 211 6,500 SH DEFINED 1 6,500 SUMMIT BANCORP EQUITY 866005101 8,486 261,600 SH DEFINED 2 261,600 SUMMIT PPTYS INC EQUITY 866239106 439 22,000 SH DEFINED 2 22,000 Page 46 of 55
49 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- SUN COMMUNITIES INC EQUITY 866674104 1,051 31,800 SH DEFINED 3 31,800 SUN HEALTHCARE GROUP INC CORPBOND 866933AA2 17 1,546,000 PRN DEFINED 4 1,546,000 SUN INC CORPBOND 866762AG2 534 534,000 PRN DEFINED 4 534,000 SUN MICROSYSTEMS INC EQUITY 866810104 2,558 27,500 SH DEFINED 1 27,500 SUN MICROSYSTEMS INC EQUITY 866810104 2,659 28,592 SH DEFINED 2 28,592 SUNBEAM CORP CORPBOND 867071AA0 1,183 6,958,000 PRN DEFINED 4 6,958,000 SUNGARD DATA SYSTEMS INC EQUITY 867363103 268 10,200 SH DEFINED 1 10,200 SUNGARD DATA SYSTEMS INC EQUITY 867363103 466 17,700 SH DEFINED 2 17,700 SUNGARD DATA SYSTEMS INC EQUITY 867363103 83,545 3,175,096 SH DEFINED 3 3,052,996 122,100 SUNGLASS HUT INTER- NATIONAL INC EQUITY 86736F106 3,536 335,200 SH DEFINED 2 335,200 SUNOCO INC EQUITY 86764P109 66 2,400 SH DEFINED 1 2,400 SUNRISE ASSISTED LIVING INC EQUITY 86768K106 1,339 50,400 SH DEFINED 2 50,400 SUNRISE MEDICAL INC EQUITY 867910101 53 8,800 SH DEFINED 2 8,800 SUNTERRA CORP EQUITY 86787D109 660 55,600 SH DEFINED 2 55,600 SUNTRUST BANKS INC EQUITY 867914103 671 10,200 SH DEFINED 1 10,200 SUPERGEN INC EQUITY 868059106 459 20,000 SH DEFINED 2 20,000 SUPERIOR INDUSTRIES INTL INC EQUITY 868168105 67 2,400 SH DEFINED 1 2,400 SUPERIOR INDUSTRIES INTL INC EQUITY 868168105 493 17,600 SH DEFINED 2 17,600 SUPERVALUE INC EQUITY 868536103 86 3,900 SH DEFINED 1 3,900 SURGE COMPONENTS INC NY EQUITY 868908112 21 48,600 SH DEFINED 4 48,600 SWIFT TRANSPORTATION CO EQUITY 870756103 112 5,700 SH DEFINED 1 5,700 SWIFT TRANSPORTATION CO EQUITY 870756103 676 34,350 SH DEFINED 2 34,350 SWIFT TRANSPORTATION CO EQUITY 870756103 19,751 1,003,225 SH DEFINED 3 977,800 25,425 SYBRON INTERNATIONAL CORP EQUITY 87114F106 247 9,200 SH DEFINED 1 9,200 SYBRON INTERNATIONAL CORP EQUITY 87114F106 473 17,600 SH DEFINED 2 17,600 SYLVAN LEARNING SYS INC EQUITY 871399101 233 12,000 SH DEFINED 2 12,000 SYLVAN LEARNING SYS- TEMS INC EQUITY 871399101 89 4,600 SH DEFINED 1 4,600 SYMANTEC CORP EQUITY 871503108 180 5,000 SH DEFINED 1 5,000 SYMBOL TECHNOLOGIES INC EQUITY 871508107 266 7,900 SH DEFINED 1 7,900 SYMBOL TECHNOLOGIES INC EQUITY 871508107 422 12,550 SH DEFINED 2 12,550 SYNOPSYS INC EQUITY 871607107 354 6,300 SH DEFINED 1 6,300 SYNOPSYS INC EQUITY 871607107 1,454 25,900 SH DEFINED 2 25,900 SYNOVUS FINANCIAL CORP EQUITY 87161C105 168 9,000 SH DEFINED 1 9,000 SYSCO CORP EQUITY 871829107 1,367 39,000 SH DEFINED 1 39,000 SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 338 26,900 SH DEFINED 2 26,900 TAIWAN FUND INC EQUITY 874036106 4,143 228,600 SH DEFINED 1 228,600 TAIWAN SEMICONDUCTOR MFG LTD EQUITY 874039100 378 12,800 SH DEFINED 1 12,800 TALBOTS INC EQUITY 874161102 5,379 119,700 SH DEFINED 2 119,700 TANDY CORP EQUITY 875382103 382 7,400 SH DEFINED 1 7,400 TANDY CORP EQUITY 875382103 4,109 79,500 SH DEFINED 2 79,500 TANDY CORP EQUITY 875382103 18,664 361,100 SH DEFINED 3 329,400 31,700 TBA ENTERTAINMENT CORP EQUITY 872173117 18 24,900 SH DEFINED 4 24,900 TCF FINANCIAL CORP EQUITY 872275102 217 7,600 SH DEFINED 1 7,600 TECH DATA CORP EQUITY 878237106 107 4,600 SH DEFINED 1 4,600 TECH DATA CORP EQUITY 878237106 170 7,300 SH DEFINED 2 7,300 TECO ENERGY INC EQUITY 872375100 241 11,400 SH DEFINED 1 11,400 Page 47 of 55
50 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- TECUMSEH PRODUCTS CO EQUITY 878895200 80 1,600 SH DEFINED 1 1,600 TEKTRONIX INC EQUITY 879131100 59 1,750 SH DEFINED 1 1,750 TEKTRONIX INC EQUITY 879131100 235 7,000 SH DEFINED 2 7,000 TELE NORTE LESTE PARTICIPACOES S A EQUITY 879246106 691 44,600 SH DEFINED 1 44,600 TELECOMUNICACOES BRASILEIRAS S A EQUITY 879287100 15,500 SH DEFINED 1 15,500 TELECOMUNICACOES BRASILEIRAS S A EQUITY 879287100 5,795 SH DEFINED 2 5,795 TELECOMUNICACOES BRASILEIRAS S A EQUITY 879287308 1,775 24,700 SH DEFINED 1 24,700 TELECOMUNICACOES BRASILEIRAS S A EQUITY 879287308 383 5,109 SH DEFINED 2 5,109 TELEFLEX INC EQUITY 879369106 134 3,400 SH DEFINED 1 3,400 TELEFLEX INC EQUITY 879369106 379 9,600 SH DEFINED 2 9,600 TELEFONICA DE ARGEN- TINA S A EQUITY 879378206 71 2,690 SH DEFINED 2 2,690 TELEFONICA DE ARGEN- TINA S A EQUITY 879378206 1,218 45,250 SH DEFINED 1 45,250 TELEFONICA DEL PERU S A EQUITY 879384105 760 57,700 SH DEFINED 1 57,700 TELEFONOS DE MEXICO S A EQUITY 879403780 5,863 85,870 SH DEFINED 1 85,870 TELEFONOS DE MEXICO S A EQUITY 879403780 438 6,150 SH DEFINED 2 6,150 TELEPHONE & DATA SYSTEMS INC EQUITY 879433100 480 5,400 SH DEFINED 1 5,400 TELESP PARTICIPACOES S A EQUITY 87952K100 330 20,500 SH DEFINED 1 20,500 TELLABS INC EQUITY 879664100 786 13,800 SH DEFINED 1 13,800 TELLABS INC EQUITY 879664100 996 17,500 SH DEFINED 2 17,500 TEMPLE INLAND INC EQUITY 879868107 122 2,000 SH DEFINED 1 2,000 TEMPLETON CHINA WORLD FUND INC EQUITY 88018X102 235 33,600 SH DEFINED 4 33,600 TENET HEALTHCARE CORP EQUITY 88033G100 191 10,900 SH DEFINED 1 10,900 TENET HEALTHCARE CORP EQUITY 88033G100 609 34,700 SH DEFINED 2 34,700 TENNECO INC NEW EQUITY 88037E101 114 6,700 SH DEFINED 1 6,700 TERADYNE INC EQUITY 880770102 744 21,100 SH DEFINED 2 21,100 TERADYNE INC. EQUITY 880770102 12,070 342,400 SH DEFINED 1 342,400 TESORO PETE CORP EQUITY 881609408 11,430 721,600 SH DEFINED 4 721,600 TETRA TECH INC NEW EQUITY 88162G103 208 12,500 SH DEFINED 2 12,500 TETRA TECHNOLOGIES INC NEW EQUITY 88162G103 28,376 1,700,461 SH DEFINED 3 1,663,428 37,033 TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 508 10,100 SH DEFINED 2 10,100 TEXACO INC EQUITY 881694103 1,529 24,228 SH DEFINED 1 24,228 TEXACO INC EQUITY 881694103 814 12,900 SH DEFINED 2 12,900 TEXAS INSTRS INC EQUITY 882508104 42,356 514,966 SH DEFINED 2 514,966 TEXAS INSTRUMENTS INC EQUITY 882508104 2,352 28,600 SH DEFINED 1 28,600 TEXAS INSTRUMENTS INC EQUITY 882508104 3,997 48,600 SH DEFINED 3 48,600 TEXAS UTILITIES CO EQUITY 882848104 345 9,252 SH DEFINED 1 9,252 TEXAS UTILITIES CO EQUITY 882848104 410 11,000 SH DEFINED 2 11,000 TEXTRON INC EQUITY 883203101 487 6,300 SH DEFINED 1 6,300 THERMADYNE CORP EQUITY 883434201 58 80,000 SH DEFINED 1 80,000 THERMO ELECTRON EQUITY 883556102 82 6,100 SH DEFINED 1 6,100 THOMAS & BETTS CORP EQUITY 884315102 92 1,800 SH DEFINED 1 1,800 TIBCO SOFTWARE INC EQUITY 88632Q103 1,204 40,000 SH DEFINED 3 40,000 TICKETMASTER ONLINE CITYSEARCH EQUITY 88633P203 2,736 113,100 SH DEFINED 2 113,100 TIDEWATER INC EQUITY 886423102 125 4,900 SH DEFINED 1 4,900 TIFFANY & CO NEW EQUITY 886547108 372 6,200 SH DEFINED 1 6,200 TIFFANY & CO NEW EQUITY 886547108 20,271 338,200 SH DEFINED 2 338,200 Page 48 of 55
51 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- TIME WARNER INC EQUITY 887315109 23,112 380,450 SH DEFINED 1 380,450 TIME WARNER INC EQUITY 887315109 17,922 295,018 SH DEFINED 2 295,018 TIME WARNER TELECOM INC EQUITY 887319101 1,245 60,000 SH DEFINED 2 60,000 TIMES MIRROR CO EQUITY 887364107 237 3,600 SH DEFINED 1 3,600 TIMKEN CO EQUITY 887389104 32 2,000 SH DEFINED 1 2,000 TITAN PHARMACEU- TICALS INC DEL EQUITY 888314119 1,202 345,500 SH DEFINED 4 345,500 TIVO INC EQUITY 888706108 12 400 SH DEFINED 2 400 TJX COMPANIES INC NEW EQUITY 872540109 300 10,700 SH DEFINED 1 10,700 TLEKOMUNIKACJA POLSKA S A EQUITY 87943D108 97 19,787 SH DEFINED 2 19,787 TMP WORLDWIDE INC EQUITY 872941109 1,218 20,000 SH DEFINED 2 20,000 TMP WORLDWIDE INC EQUITY 872941109 20,838 342,300 SH DEFINED 3 334,900 7,400 TODAYS MAN INC EQUITY 888910114 5 52,400 SH DEFINED 4 52,400 TOLL BROS INC EQUITY 889478103 183 9,600 SH DEFINED 2 9,600 TOLLGRADE COMMUNI- CATIONS INC EQUITY 889542106 3,104 115,500 SH DEFINED 3 115,500 TOO INC EQUITY 890333107 1 SH DEFINED 1 1 TOO INC EQUITY 890333107 27 1,528 SH DEFINED 2 1,528 TORCHMARK CORP EQUITY 891027104 158 6,100 SH DEFINED 1 6,100 TOSCO CORP EQUITY 891490302 146 5,800 SH DEFINED 1 5,800 TOSCO CORP EQUITY 891490302 679 26,900 SH DEFINED 2 26,900 TOTAL RENAL CARE HOLDINGS INC EQUITY 89151A107 49 6,600 SH DEFINED 1 6,600 TOTAL RENAL CARE HLDGS INC EQUITY 89151A107 128 17,200 SH DEFINED 2 17,200 TOWER AUTOMOTIVE INC EQUITY 891707101 218 11,000 SH DEFINED 2 11,000 TOWER AUTOMOTIVE INC CORPBOND 891707AE1 2,321 2,450,000 PRN DEFINED 4 2,450,000 TOYS R US INC EQUITY 892335100 156 10,400 SH DEFINED 1 10,400 TRANS WORLD AIRLINES INC EQUITY 893349837 8 2,649 SH DEFINED 1 2,649 TRANSACTION SYSTEMS ARCHITECTS EQUITY 893416107 48,178 1,788,500 SH DEFINED 3 1,720,800 67,700 TRANSACTION SYSTEMS ARCHITECTS EQUITY 893416107 75 2,800 SH DEFINED 1 2,800 TRANSATLANTIC HLDGS INC EQUITY 893521104 1,728 24,600 SH DEFINED 2 24,600 TRANSATLANTIC HOLD- INGS INC EQUITY 893521104 1,433,214 20,401,620 SH DEFINED 1 20,401,620 TRANSMONTAIGNE INC EQUITY 893934109 22,299 1,486,600 SH DEFINED 3 1,459,800 26,800 TRANSOCEAN OFFSHORE INC CAYMON EQUITY G90076103 270 8,800 SH DEFINED 1 8,800 TRANSOCEAN OFFSHORE INC CAYMON EQUITY G90076103 4,266 139,300 SH DEFINED 2 139,300 TRANSPORTACION MARI- TIMA MEXICA EQUITY 893868208 104 28,100 SH DEFINED 4 28,100 TRANSPORTADORA DE GAS SUR EQUITY 893870204 638 77,900 SH DEFINED 1 77,900 TRANSWITCH CORP EQUITY 894065101 1,465 25,700 SH DEFINED 2 25,700 TRANSWITCH CORP EQUITY 894065101 23,330 409,300 SH DEFINED 3 401,600 7,700 TRAVELERS PROPERTY CAS CORP EQUITY 893939108 401 13,600 SH DEFINED 2 13,600 TRIAD HOSPS INC EQUITY 89579K109 41 4,035 SH DEFINED 2 4,035 TRIARC COS INC CORPBOND 895927AB7 2,624 10,600,000 PRN DEFINED 4 10,600,000 TRIBUNE CO NEW EQUITY 896047107 418 8,400 SH DEFINED 1 8,400 TRIBUNE CO NEW EQUITY 896047107 537 10,800 SH DEFINED 2 10,800 TRICON GLOBAL RESTAURANTS INC EQUITY 895953107 232 5,670 SH DEFINED 1 5,670 TRIGON HEALTHCARE INC EQUITY 89618L100 105 3,600 SH DEFINED 1 3,600 TRIGON HEALTHCARE INC EQUITY 89618L100 31,397 1,073,400 SH DEFINED 3 1,047,300 26,100 TRINITY INDUSTRIES INC EQUITY 896522109 120 3,900 SH DEFINED 1 3,900 TRIQUINT SEMICON- DUCTOR INC EQUITY 89674K103 29,846 521,900 SH DEFINED 3 514,900 7,000 Page 49 of 55
52 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- TRIZEC HAHN CORP EQUITY 896938107 4,464 235,700 SH DEFINED 3 193,100 42,600 TRW INC EQUITY 872649108 229 4,700 SH DEFINED 1 4,700 TUBOS DE ACERO DE MEXICO S A EQUITY 898592506 685 55,900 SH DEFINED 1 55,900 TUPPERWARE CORP EQUITY 899896104 51 2,500 SH DEFINED 1 2,500 TV AZTECA S A DE C V EQUITY 901145102 1,175 234,900 SH DEFINED 1 234,900 TV AZTECA S A DE C V EQUITY 901145102 11 2,100 SH DEFINED 2 2,100 TV AZTECA SA DE CV EQUITY 901145102 73 14,600 SH DEFINED 4 14,600 TV GUIDE INC EQUITY 87307Q109 616 15,800 SH DEFINED 2 15,800 TYCO INTERNATIONAL LTD NEW EQUITY 902124106 29,171 282,532 SH DEFINED 1 282,532 TYCO INTL LTD NEW EQUITY 902124106 37,823 366,325 SH DEFINED 2 366,325 TYSON FOODS INC EQUITY 902494103 339 20,600 SH DEFINED 1 20,600 TYSON FOODS INC EQUITY 902494103 444 27,000 SH DEFINED 2 27,000 U S FOODSERVICE EQUITY 90331R101 583 32,400 SH DEFINED 2 32,400 U S LABORATORIES INC EQUITY 90333T113 13 23,150 SH DEFINED 4 23,150 US RESTAURANT PRO- PERTIES INC EQUITY 902971209 1,313 75,000 SH DEFINED 1 75,000 US RESTAURANT PRO- PERTIES INC EQUITY 902971209 1,452 79,000 SH DEFINED 4 79,000 US RESTAURANT PRO- PERTIES INC EQUITY 902971100 6,314 332,300 SH DEFINED 3 257,300 75,000 US WEST INC EQUITY 91273H101 1,002 17,552 SH DEFINED 1 3,163 US WEST INC EQUITY 91273H101 514 9,000 SH DEFINED 2 9,000 U.S. FOODSERVICE EQUITY 90331R101 158 8,800 SH DEFINED 1 8,800 UAL CORP EQUITY 902549500 21,629 331,169 SH DEFINED 2 331,169 UBS AG EQUITY 90261R105 1,188 84,300 SH DEFINED 2 84,300 UCAR INTERNATIONAL INC EQUITY 90262K109 87 3,800 SH DEFINED 1 3,800 UGLY DUCKLING HOLD- INGS INC EQUITY 903512101 981 137,644 SH DEFINED 1 137,644 ULTRAMAR DIAMOND SHAMROCK CORP EQUITY 904000106 199 7,799 SH DEFINED 1 7,799 UMB FINL CORP EQUITY 902788108 623 15,000 SH DEFINED 2 15,000 UNIBANCO - UNIAO DE BANCOS BRASIL EQUITY 90458E107 1,056 59,700 SH DEFINED 1 59,700 UNIBANCO - UNIAO DE BANCOS BRASIL EQUITY 90458E107 35 2,000 SH DEFINED 2 2,000 UNICOM CORP EQUITY 904911104 284 7,700 SH DEFINED 1 7,700 UNICOM CORP EQUITY 904911104 580 15,700 SH DEFINED 2 15,700 UNIFI INC EQUITY 904677101 61 5,500 SH DEFINED 1 5,500 UNILEVER N V EQUITY 904784709 1,441 21,145 SH DEFINED 1 21,145 UNIMAR CORP EQUITY 904788106 5 SH DEFINED 1 5 UNION CARBIDE CORP EQUITY 905581104 256 4,500 SH DEFINED 1 4,500 UNION PACIFIC CORP EQUITY 907818108 3,051 63,484 SH DEFINED 1 63,484 UNION PACIFIC RE- SOURCES GROUP INC EQUITY 907834105 900 55,378 SH DEFINED 1 55,378 UNION PACIFIC RES GROUP INC EQUITY 907834105 562 35,000 SH DEFINED 2 35,000 UNION PLANTERS CORP EQUITY 908068109 187 4,600 SH DEFINED 1 4,600 UNISYS CORP EQUITY 909214108 17,892 396,500 SH DEFINED 1 396,500 UNISYS CORP EQUITY 909214108 23 500 SH DEFINED 2 500 UNITED ASSET MANAGE- MENT CORP EQUITY 909420101 398 20,700 SH DEFINED 2 20,700 UNITED HEALTHCARE CORP EQUITY 910581107 326 6,700 SH DEFINED 1 6,700 UNITED HEALTHCARE CORP EQUITY 910581107 501 10,300 SH DEFINED 2 10,300 UNITED PARK CITY MINES CO EQUITY 911315208 4,344 154,094 SH DEFINED 1 154,094 UNITED PAYORSM & UNITED PROVIDERS EQUITY 911319101 5,291 300,200 SH DEFINED 3 300,200 UNITED RENTALS INC EQUITY 911363109 1,787 82,178 SH DEFINED 2 82,178 Page 50 of 55
53 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- UNITED STATES CELL- ULAR CORP EQUITY 911684AA6 35,596 54,507,000 SH DEFINED 4 54,507,000 UNITED STATES FILTER CORP NEW CORPBOND 911843AF7 5,000 5,000,000 PRN DEFINED 4 5,000,000 UNITED STATIONERS INC EQUITY 913004107 80 3,800 SH DEFINED 2 3,800 UNITED TECHNOLOGIES CORP EQUITY 913017109 19,283 325,104 SH DEFINED 1 325,104 UNITED TECHNOLOGIES CORP EQUITY 913017109 3,262 55,000 SH DEFINED 2 55,000 UNITRIN INC EQUITY 913275103 226 6,500 SH DEFINED 1 6,500 UNITRIN INC EQUITY 913275103 97 2,800 SH DEFINED 2 2,800 UNIVERSAL CORP VA EQUITY 913456109 78 3,000 SH DEFINED 1 3,000 UNIVERSAL CORP VA EQUITY 913456109 159 6,100 SH DEFINED 2 6,100 UNIVERSAL FOODS CORP EQUITY 913538104 103 4,500 SH DEFINED 1 4,500 UNIVISION COMMUNI- CATIONS INC EQUITY 914906102 749 9,200 SH DEFINED 1 9,200 UNIVISION COMMUNI- CATIONS INC EQUITY 914906102 18,822 231,300 SH DEFINED 2 231,300 UNOCAL CORP EQUITY 915289102 330 8,900 SH DEFINED 1 8,900 UNOCAL CORP EQUITY 915289102 237 6,400 SH DEFINED 2 6,400 UNUMPROVIDENT CORP EQUITY 91529Y106 62,465 2,121,942 SH DEFINED 1 2,121,942 UNUMPROVIDENT CORP EQUITY 91529Y106 835 28,365 SH DEFINED 2 28,365 US AIRWAYS GROUP INC EQUITY 911905107 68 2,600 SH DEFINED 1 2,600 US BANCORP EQUITY 902973106 822 27,220 SH DEFINED 1 5,349 US BANCORP EQUITY 902973106 1,081 35,800 SH DEFINED 2 35,800 USA NETWORKS INC EQUITY 902984103 8,326 214,864 SH DEFINED 1 214,864 USA NETWORKS INC EQUITY 902984103 3,119 80,500 SH DEFINED 2 80,500 USG CORP EQUITY 903293405 210 4,400 SH DEFINED 1 4,400 USG CORP EQUITY 903293405 950 20,000 SH DEFINED 2 20,000 UST INC EQUITY 902911106 196 6,500 SH DEFINED 1 6,500 UST INC EQUITY 902911106 6,178 204,652 SH DEFINED 2 204,652 USWEB CORP EQUITY 917327108 2,450 71,400 SH DEFINED 2 71,400 USWEB CORP EQUITY 917327108 38,962 1,135,500 SH DEFINED 3 1,110,200 25,300 USX MARATHON GROUP EQUITY 902905827 304 10,400 SH DEFINED 1 10,400 USX MARATHON GROUP EQUITY 902905827 1,167 39,900 SH DEFINED 2 39,900 USX U S STL GROUP EQUITY 90337T101 469 18,200 SH DEFINED 2 18,200 USX-US STEEL GROUP INC. EQUITY 90337T101 77 3,000 SH DEFINED 1 3,000 UTILICORP UNITED INC EQUITY 918005109 174 8,250 SH DEFINED 1 8,250 V F CORP EQUITY 918204108 298 9,600 SH DEFINED 2 9,600 VALASSIS COMMUNI- CATIONS INC EQUITY 918866104 692 15,750 SH DEFINED 2 15,750 VALERO ENERGY CORP EQUITY 91913Y100 98 5,100 SH DEFINED 1 5,100 VALHI INC NEW CORPBOND 918905AC4 5,953 9,538,000 PRN DEFINED 4 9,538,000 VALUEVISION INTL INC EQUITY 92047K107 2,271 87,400 SH DEFINED 2 87,400 VARCO INTERNATIONAL INC EQUITY 922126107 66 5,400 SH DEFINED 1 5,400 VARIAN MEDICAL SYS- TEMS INC EQUITY 92220P105 131 6,000 SH DEFINED 2 6,000 VARIAN SEMICONDUCTOR EQUIP INC EQUITY 922207105 316 15,000 SH DEFINED 2 15,000 VASTAR RESOURCES INC EQUITY 922380100 9,072 145,000 SH DEFINED 3 122,900 22,100 VASTAR RESOURCES INC EQUITY 922380100 1,251 20,000 SH DEFINED 2 20,000 VENATOR GROUP INC EQUITY 922944103 110 12,800 SH DEFINED 2 12,800 VERIO INC EQUITY 923433106 996 32,100 SH DEFINED 2 32,100 VERISIGN INC EQUITY 92343E102 8,677 81,540 SH DEFINED 2 81,540 VERITAS SOFTWARE CORP EQUITY 923436109 1,124 14,800 SH DEFINED 1 14,800 Page 51 of 55
54 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- VERITAS SOFTWARE CORP EQUITY 923436109 486 6,400 SH DEFINED 2 6,400 VERITAS SOFTWARE CORP CORPBOND 923436AB5 40,062 10,985,000 PRN DEFINED 4 10,985,000 VERITY INC EQUITY 92343C106 840 12,200 SH DEFINED 2 12,200 VERTEX COMMUNICA- TIONS CORP EQUITY 925320103 448 40,000 SH DEFINED 2 40,000 VF CORP EQUITY 918204108 136 4,400 SH DEFINED 1 4,400 VIACOM INC EQUITY 925524308 748 17,715 SH DEFINED 2 17,715 VIACOM INC EQUITY 925524308 1,107 26,200 SH DEFINED 1 26,200 VIAD CORP EQUITY 92552R109 268 9,100 SH DEFINED 1 9,100 VIAD CORP EQUITY 92552R109 1,407 47,700 SH DEFINED 2 47,700 VIALINK CO EQUITY 92552Q119 143 11,400 SH DEFINED 4 11,400 VIDEO UPDATE INC EQUITY 92657V104 24 37,800 SH DEFINED 4 37,800 VIGNETTE CORP EQUITY 926734104 5,168 57,100 SH DEFINED 2 57,100 VION PHARMACEUTICALS INC EQUITY 927624122 75 99,700 SH DEFINED 4 99,700 VISHAY INTERTECH- NOLOGY INC EQUITY 928298108 174 7,315 SH DEFINED 1 7,315 VISHAY INTERTECH- NOLOGY INC EQUITY 928298108 1,019 42,925 SH DEFINED 2 42,925 VISTANA INC EQUITY 92839P108 761 51,400 SH DEFINED 2 51,400 VISUAL NETWORKS INC EQUITY 928444108 24,554 578,600 SH DEFINED 3 566,900 11,700 VISX INC DEL EQUITY 92844S105 443 5,600 SH DEFINED 1 5,600 VISX INC DEL EQUITY 92844S105 340 4,300 SH DEFINED 2 4,300 VITESSE SEMICON- DUCTOR CORP EQUITY 928497106 572 6,700 SH DEFINED 1 6,700 VITESSE SEMICON- DUCTOR CORP EQUITY 928497106 9,016 105,600 SH DEFINED 3 93,800 11,800 VITESSE SEMICON- DUCTOR CORP EQUITY 928497106 1,921 22,500 SH DEFINED 2 22,500 VITRIA TECHNOLOGY INC EQUITY 92849Q104 59 1,600 SH DEFINED 2 1,600 VITRO SOCIEDAD ANONIMA EQUITY 928502301 157 38,000 SH DEFINED 4 38,000 VLASIC FOODS INTER- NATIONAL INC EQUITY 928559103 27 3,900 SH DEFINED 1 3,900 VLASIC FOODS INTL INC EQUITY 928559103 147 21,200 SH DEFINED 2 21,200 VODAFONE AIRTOUCH PLC EQUITY 92857T107 24,589 103,424 SH DEFINED 2 103,424 VOICESTREAM WIRELESS CORP EQUITY 928615103 3,788 61,400 SH DEFINED 2 61,400 VORNADO REALTY TR EQUITY 929042208 14 300 SH DEFINED 2 300 VORNADO REALTY TRUST EQUITY 929042208 9,360 200,700 SH DEFINED 4 200,700 VORNADO REALTY TRUST EQUITY 929042109 13,111 403,400 SH DEFINED 3 337,500 65,900 VORNADO REALTY TRUST EQUITY 929042109 351 10,800 SH DEFINED 2 10,800 VOYAGER NET INC EQUITY 92906W101 42 4,800 SH DEFINED 2 4,800 VULCAN MATERIALS INC EQUITY 929160109 128 3,500 SH DEFINED 1 3,500 VULCAN MATERIALS INC EQUITY 929160109 754 20,600 SH DEFINED 2 20,600 WACHOVIA CORP EQUITY 929771103 511 6,500 SH DEFINED 1 6,500 WADDELL & REED FINANCIAL INC EQUITY 930059100 446 20,100 SH DEFINED 2 20,100 WADDELL & REED FINANCIAL INC EQUITY 930059209 186 8,700 SH DEFINED 2 8,700 WAL MART STORES INC EQUITY 931142103 30,003 630,820 SH DEFINED 1 630,820 WAL MART STORES INC EQUITY 931142103 10,278 216,090 SH DEFINED 2 216,090 WALDEN RESIDENTIAL PROPERTIES INC EQUITY 931210108 5,017 230,000 SH DEFINED 3 192,700 37,300 WALGREEN CO EQUITY 931422109 929 36,600 SH DEFINED 1 36,600 WALLACE COMPUTER SYSTEMS INC EQUITY 932270101 81 4,000 SH DEFINED 1 4,000 WALLACE COMPUTER SYSTEMS INC EQUITY 932270101 446 22,000 SH DEFINED 2 22,000 WALTER INDUSTRIES EQUITY 93317Q105 11 807 SH DEFINED 1 807 WARNACO GROUP INC EQUITY 934390105 100 5,500 SH DEFINED 1 5,500 Page 52 of 55
55 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- WARNACO GROUP INC EQUITY 934390105 464 25,400 SH DEFINED 2 25,400 WARNER CHILCOTT PLC EQUITY 934435207 3,659 496,120 SH DEFINED 1 496,120 WARNER LAMBERT CO EQUITY 934488107 22,359 336,865 SH DEFINED 1 336,865 WARNER LAMBERT CO EQUITY 934488107 10,491 158,050 SH DEFINED 2 158,050 WASHINGTON GAS LT CO EQUITY 938837101 114 4,200 SH DEFINED 1 4,200 WASHINGTON GAS LT CO EQUITY 938837101 711 26,200 SH DEFINED 2 26,200 WASHINGTON MUTUAL INC EQUITY 939322103 573 19,580 SH DEFINED 1 19,580 WASHINGTON POST CO EQUITY 939640108 459 900 SH DEFINED 1 900 WASHINGTON POST CO EQUITY 939640108 51 100 SH DEFINED 2 100 WASTE CONNECTIONS INC EQUITY 941053100 18,959 922,000 SH DEFINED 3 908,200 13,800 WASTE MANAGEMENT INC EQUITY 94106L109 410 21,300 SH DEFINED 1 21,300 WASTE MANAGEMENT INC EQUITY 94106L109 981 50,972 SH DEFINED 2 50,972 WATERS CORP EQUITY 941848103 327 5,400 SH DEFINED 1 5,400 WATERS CORP EQUITY 941848103 648 10,700 SH DEFINED 2 10,700 WATERS CORP EQUITY 941848103 56,771 937,400 SH DEFINED 3 897,100 40,300 WATSON PHARMACEUTI- CALS INC EQUITY 942683103 113 3,700 SH DEFINED 1 3,700 WATSON PHARMACEUTI- CALS INC EQUITY 942683103 86 2,800 SH DEFINED 2 2,800 WATTS INDUSTRIES INC EQUITY 942749102 52 2,400 SH DEFINED 1 2,400 WATTS INDS INC EQUITY 942749102 511 23,500 SH DEFINED 2 23,500 WAUSAU-MOSINEE PAPER CORP EQUITY 943315101 57 4,700 SH DEFINED 1 4,700 WAUSAU-MOSINEE PAPER CORP EQUITY 943315101 127 10,500 SH DEFINED 2 10,500 WD 40 CO EQUITY 929236107 1,113 47,600 SH DEFINED 2 47,600 WEATHERFORD INTERNA- TIONAL INC EQUITY 947074100 307 9,600 SH DEFINED 1 9,600 WEATHERFORD INTERNA- TIONAL INC EQUITY 947074100 5,229 163,400 SH DEFINED 2 163,400 WEBSTER FINANCIAL CORP EQUITY 947890109 87 3,400 SH DEFINED 1 3,400 WEBSTER FINANCIAL CORP EQUITY 947890109 382 15,000 SH DEFINED 2 15,000 WELLMAN INC EQUITY 949702104 51 2,800 SH DEFINED 1 2,800 WELLPOINT HEALTH NETWORK NEW EQUITY 94973H108 137 2,400 SH DEFINED 1 2,400 WELLPOINT HEALTH NETWORK NEW EQUITY 94973H108 1,499 26,300 SH DEFINED 2 26,300 WELLPOINT HEALTH NETWORK NEW EQUITY 94973H108 6,242 109,500 SH DEFINED 3 88,700 20,800 WELLS FARGO & CO NEW EQUITY 949746101 2,314 58,400 SH DEFINED 1 58,400 WELLS FARGO & CO NEW EQUITY 949746101 8,198 206,900 SH DEFINED 2 206,900 WELLSFORD REAL PRO- PERTIES INC EQUITY 950240101 403 42,400 SH DEFINED 2 42,400 WENDY'S INTERNA- TIONAL INC EQUITY 950590109 111 4,200 SH DEFINED 1 4,200 WERNER ENTERPRISES INC EQUITY 950755108 278 15,750 SH DEFINED 2 15,750 WEST PHARMACEUTICAL SVCS INC EQUITY 955306105 90 2,382 SH DEFINED 2 2,382 WESTAMERICA BANCORP EQUITY 957090103 106 3,500 SH DEFINED 1 3,500 WESTAMERICA BANCORP EQUITY 957090103 454 15,000 SH DEFINED 2 15,000 WESTELL TECHNOLOGIES INC EQUITY 957541105 1,829 225,100 SH DEFINED 3 225,100 WESTERN DIGITAL CORP CORPBOND 958102AH8 1,953 13,953,000 PRN DEFINED 4 13,953,000 WESTERN WIRELESS CORP EQUITY 95988E204 3,836 85,600 SH DEFINED 2 85,600 WESTPOINT STEVENS INC EQUITY 961238102 1,193 50,480 SH DEFINED 1 50,480 WESTPOINT STEVENS INC EQUITY 961238102 10,778 456,200 SH DEFINED 3 429,500 26,700 WESTVACO CORP EQUITY 961548104 95 3,700 SH DEFINED 1 3,700 WESTWOOD ONE INC EQUITY 961815107 217 4,800 SH DEFINED 1 4,800 WESTWOOD ONE INC EQUITY 961815107 25,478 564,600 SH DEFINED 3 553,100 11,500 Page 53 of 55
56 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- WET SEAL INC EQUITY 961840105 51 3,100 SH DEFINED 2 3,100 WEYERHAEUSER CO EQUITY 962166104 438 7,600 SH DEFINED 1 7,600 WEYERHAEUSER CO EQUITY 962166104 1,118 19,400 SH DEFINED 2 19,400 WHIRLPOOL CORP EQUITY 963320106 9,634 147,500 SH DEFINED 1 147,500 WHITMAN CORP EQUITY 96647R107 182 12,800 SH DEFINED 1 12,800 WHITMAN CORP EQUITY 96647R107 111 7,800 SH DEFINED 2 7,800 WHITTMAN HART INC EQUITY 966834103 225 5,800 SH DEFINED 2 5,800 WHOLE FOODS MARKET INC EQUITY 966837106 954 29,200 SH DEFINED 2 29,200 WHX CORP EQUITY 929248201 6,253 167,300 SH DEFINED 4 167,300 WICOR INC EQUITY 929253102 1,026 35,300 SH DEFINED 2 35,300 WILD OATS MARKETS INC EQUITY 96808B107 31,379 794,400 SH DEFINED 3 776,700 17,700 WILEY JOHN & SON EQUITY 968223206 533 34,000 SH DEFINED 2 34,000 WILLAMETTE INDUS- TRIES INC EQUITY 969133107 168 3,900 SH DEFINED 1 3,900 WILLAMETTE INDS INC EQUITY 969133107 418 9,700 SH DEFINED 2 9,700 WILLIAMS COMPANIES INC DEL EQUITY 969457100 564 15,000 SH DEFINED 1 15,000 WILLIAMS COMPANIES INC DEL EQUITY 969457100 1,176 31,400 SH DEFINED 2 31,400 WILLIAMS SONOMA INC EQUITY 969904101 228 4,700 SH DEFINED 1 4,700 WILLIAMS SONOMA INC EQUITY 969904101 32,114 661,300 SH DEFINED 3 630,300 31,000 WILMINGTON TRUST CORP EQUITY 971807102 146 3,000 SH DEFINED 1 3,000 WILMINGTON TRUST CORP EQUITY 971807102 728 15,000 SH DEFINED 2 15,000 WINK COMMUNICATIONS INC EQUITY 974168106 87 2,000 SH DEFINED 2 2,000 WINN DIXIE STORES INC EQUITY 974280109 160 5,400 SH DEFINED 1 5,400 WINN DIXIE STORES INC EQUITY 974280109 4,061 136,789 SH DEFINED 2 136,789 WINSTAR COMMUNICA- TIONS INC EQUITY 975515107 2,166 55,180 SH DEFINED 2 55,180 WISCONSIN CENTRAL TRANSP CORP EQUITY 976592105 57 4,200 SH DEFINED 1 4,200 WISCONSIN ENERGY CORP EQUITY 976657106 248 10,600 SH DEFINED 1 10,600 WMX TECHNOLOGIES INC CORPBOND 92929QAF4 5,903 7,199,000 PRN DEFINED 4 7,199,000 WOLVERINE WORLD WIDE INC EQUITY 978097103 569 50,000 SH DEFINED 2 50,000 WORLD COLOR PRESS INC CORPBOND 981443AA2 1,611 1,520,000 PRN DEFINED 4 1,520,000 WORLD COLOR PRESS INC EQUITY 981443104 145 3,900 SH DEFINED 2 3,900 WORTHINGTON INDUS- TRIES EQUITY 981811102 54 3,200 SH DEFINED 1 3,200 WPP GROUP PLC EQUITY 929309300 56 600 SH DEFINED 2 600 WRIGLEY WM JR CO EQUITY 982526105 289 4,200 SH DEFINED 1 4,200 WYNDAHAM INTERNA- TIONAL INC EQUITY 983101106 1,186 451,748 SH DEFINED 1 451,748 XCEED INC EQUITY 98388N105 6,639 309,700 SH DEFINED 3 309,700 XEROX CORP EQUITY 984121103 1,493 35,600 SH DEFINED 1 35,600 XEROX CORP EQUITY 984121103 1,921 45,800 SH DEFINED 2 45,800 XILINX INC EQUITY 983919101 937 14,300 SH DEFINED 1 14,300 XILINX INC EQUITY 983919101 1,507 23,000 SH DEFINED 2 23,000 XL CAPITAL LTD EQUITY G98255105 529 11,745 SH DEFINED 2 11,745 XL CAPITAL LTD EQUITY G98255105 4,500 100,000 SH DEFINED 1 100,000 XTRA CORP EQUITY 984138107 994 25,000 SH DEFINED 2 25,000 YAHOO INC EQUITY 984332106 12,156 67,748 SH DEFINED 2 67,748 YANKEE CANDLE INC EQUITY 984757104 3,075 159,200 SH DEFINED 2 159,200 YORK INTERNATIONAL CORP EQUITY 986670107 137 3,800 SH DEFINED 1 3,800 YOUNG & RUBICAM INC EQUITY 987425105 598 13,600 SH DEFINED 2 13,600 Page 54 of 55
57 VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SHRS/ PUT/ INVSTMT OTHR ------------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ---- YPF SOCIEDAD ANONIMA EQUITY 984245100 265 9,000 SH DEFINED 1 9,000 ZIFF DAVIS INC EQUITY 989511100 2,296 142,400 SH DEFINED 2 142,400 ZIONS BANCORP EQUITY 989701107 397 7,200 SH DEFINED 1 7,200 ZIONS BANCORP EQUITY 989701107 314 5,700 SH DEFINED 2 5,700 ZIPLINK INC EQUITY 989741103 105 10,000 SH DEFINED 2 10,000 Page 55 of 55