<PAGE>   1
                                UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                                   FORM 13F

                             FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: 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).)


     


<PAGE>   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.

<PAGE>   3
File Number 28-219 (Consolidated)
As of 9/30/99



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



                                  Page 1 of 55

<PAGE>   4

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



                                  Page 2 of 55

<PAGE>   5

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



                                  Page 3 of 55

<PAGE>   6

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



                                  Page 4 of 55

<PAGE>   7

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



                                  Page 5 of 55

<PAGE>   8

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



                                  Page 6 of 55

<PAGE>   9

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



                                  Page 7 of 55

<PAGE>   10

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



                                  Page 8 of 55

<PAGE>   11


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



                                  Page 9 of 55

<PAGE>   12

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


                                 Page 10 of 55

<PAGE>   13

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


                                 Page 11 of 55

<PAGE>   14

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


                                 Page 12 of 55


<PAGE>   15

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



                                 Page 13 of 55

<PAGE>   16

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



                                 Page 14 of 55

<PAGE>   17

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



                                 Page 15 of 55

<PAGE>   18

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



                                 Page 16 of 55

<PAGE>   19

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



                                 Page 17 of 55

<PAGE>   20

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



                                 Page 18 of 55

<PAGE>   21

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



                                 Page 19 of 55

<PAGE>   22

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



                                 Page 20 of 55

<PAGE>   23

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



                                 Page 21 of 55

<PAGE>   24

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



                                 Page 22 of 55

<PAGE>   25

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



                                 Page 23 of 55

<PAGE>   26

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



                                 Page 24 of 55

<PAGE>   27

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



                                 Page 25 of 55

<PAGE>   28

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



                                 Page 26 of 55

<PAGE>   29

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

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
</TABLE>



                                 Page 27 of 55

<PAGE>   30

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



                                 Page 28 of 55

<PAGE>   31

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



                                 Page 29 of 55

<PAGE>   32

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


                                 Page 30 of 55

<PAGE>   33

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



                                 Page 31 of 55

<PAGE>   34

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



                                 Page 32 of 55

<PAGE>   35

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



                                 Page 33 of 55

<PAGE>   36

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



                                 Page 34 of 55

<PAGE>   37

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



                                 Page 35 of 55

<PAGE>   38

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



                                 Page 36 of 55

<PAGE>   39

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



                                 Page 37 of 55

<PAGE>   40

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


                                 Page 38 of 55

<PAGE>   41

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


                                 Page 39 of 55

<PAGE>   42

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


                                 Page 40 of 55

<PAGE>   43

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


                                 Page 41 of 55

<PAGE>   44

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


                                 Page 42 of 55

<PAGE>   45

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


                                 Page 43 of 55

<PAGE>   46

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


                                 Page 44 of 55

<PAGE>   47

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


                                 Page 45 of 55

<PAGE>   48

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


                                 Page 46 of 55

<PAGE>   49

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


                                 Page 47 of 55

<PAGE>   50

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


                                 Page 48 of 55

<PAGE>   51

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


                                 Page 49 of 55

<PAGE>   52

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


                                 Page 50 of 55

<PAGE>   53

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


                                 Page 51 of 55

<PAGE>   54

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


                                 Page 52 of 55

<PAGE>   55

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


                                 Page 53 of 55

<PAGE>   56

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


                                 Page 54 of 55

<PAGE>   57

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

                                         

</TABLE>


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