<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: December 31, 1999 
                                             

Check here if Amendment [ ]; Amendment Number:  
                                               

  This Amendment (Check only one.):      [ ] is a restatement.
                                         [ ] adds new holdings entries

Institutional Investment Manager Filing this Report:

Name: AMERICAN INTERNATIONAL GROUP, INC.


Address: 70 Pine Street

         New York, New York 10270


Form 13F File Number:  28-219



The Institutional Investment Manager filing this report and the person by whom 
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  Edward E. Matthews

Title: Vice Chairman -- Investments and Financial Services
      
Phone: (212) 770-7000



Signature, Place, and Date of Signing:


/s/ Edward E. Matthews             New York, New York        February 14, 2000
-------------------------------    ------------------------  -----------------
(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: 2,453



Form 13F Information Table Value Total:  $15,881,726 (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

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
21ST CENTURY INDS       EQUITY  901272203    1032169    53445620   SH            DEFINED    1                   53445620
3 COM CORP              EQUITY  885535104        536       11400   SH            DEFINED    1                      11400
3 COM CORP              EQUITY  885535104       5940      126434   SH            DEFINED    2                     126434
3D SHOPPING COM         EQUITY  885535104        235        5000   SH            DEFINED    4                       5000
3D SHOPPING COM       CORPBOND  885793117        124       45200  PRN            DEFINED    4                      45200
99 CENTS ONLY
  STORES                EQUITY  65440K106      24888      650667   SH            DEFINED    3                     609617       41050
A D C TELECOMM          EQUITY  000886101        327        4500   SH            DEFINED    1                       4500
A D C TELECOMM          EQUITY  000886101       7699      106100   SH            DEFINED    3                      87700       18400
AAR CORP                EQUITY  000361105        100        5600   SH            DEFINED    2                       5600
ABBOTT LABS             EQUITY  002824100       8252      227250   SH            DEFINED    1                     227250
ABBOTT LABS             EQUITY  002824100       1722       47415   SH            DEFINED    2                      47415
ABERCROMBIE & FITCH     EQUITY  002896207       9768      366000   SH            DEFINED    1                     366000
ABERCROMBIE & FITCH     EQUITY  002896207       2258       84600   SH            DEFINED    2                      84600
ACCREDO HEALTH INC      EQUITY  00437V104      11916      387500   SH            DEFINED    3                     387500
ACE LTD                 EQUITY  G0070K103        838       50200   SH            DEFINED    2                      50200
ACNIELSEN CORP          EQUITY  004833109        128        5199   SH            DEFINED    1                       5199
ACNIELSON CORP          EQUITY  004833109        180        7300   SH            DEFINED    2                       7300
ACUSON CORP             EQUITY  005113105         31        2500   SH            DEFINED    1                       2500
ACXIOM CORP             EQUITY  005125109        185        7700   SH            DEFINED    1                       7700
ACXIOM CORP             EQUITY  005125109        101        4200   SH            DEFINED    2                       4200
ADAPTEC INC             EQUITY  00651F108        185        3700   SH            DEFINED    1                       3700
ADAPTIVE BROADBND       EQUITY  00650M104       1960       26700   SH            DEFINED    2                      26700
ADAPTIVE BROADBND     CORPBOND  00650MAA3       8490     3274000  PRN            DEFINED    4                    3274000
ADC TELECOMM            EQUITY  000886101        304        4189   SH            DEFINED    2                       4189
ADOBE SYSTEMS INC       EQUITY  00724F101        309        4600   SH            DEFINED    1                       4600
ADOBE SYSTEMS INC       EQUITY  00724F101       2280       33900   SH            DEFINED    2                      33900
ADTRAN INC              EQUITY  00738A106        180        3500   SH            DEFINED    1                       3500
ADTRAN INC              EQUITY  00738A106      66138     1285800   SH            DEFINED    3                    1259200       26600
ADVANCE PARADIGM        EQUITY  007491103      41023     1902500   SH            DEFINED    3                    1865900       36600
ADVANCED DRAING SYS     EQUITY  99A218496       4845       38761   SH            DEFINED    1                      38761
ADVANCED ENRGY INDS     EQUITY  007973100      26093      529800   SH            DEFINED    3                     519800       10000
ADVANCED FIBRE COMM     EQUITY  00754A105       3538       79100   SH            DEFINED    2                      79100
ADVANCED MICRO DEVCS    EQUITY  007903107        130        4500   SH            DEFINED    1                       4500
AES CORP                EQUITY  00130H105        411        5500   SH            DEFINED    1                       5500
AES CORP              CORPBOND  00130H113       6692       55500  PRN            DEFINED    4                      55500
AETNA INC               EQUITY  008117103        285        5100   SH            DEFINED    1                       5100
AETNA INC               EQUITY  008117103        723       12959   SH            DEFINED    2                      12959
AFFILIATED COMPTR
  SVCS                  EQUITY  008190100        202        4400   SH            DEFINED    1                       4400
AFFILIATED COMPTR
  SVCS                  EQUITY  008190100        681       14800   SH            DEFINED    2                      14800
AFFILIATED COMPTR
  SVCS                  EQUITY  008190100      99222     2157000   SH            DEFINED    3                    2077300       79700
AFFYMETRIX INC          EQUITY  00826T108      12420       73200   SH            DEFINED    2                      73200
AFLAC INC               EQUITY  001055102       8428      178600   SH            DEFINED    1                     178600
AGCO CORP               EQUITY  001084102         73        5400   SH            DEFINED    1                       5400
AGENCY COM LTD          EQUITY  008447104         26         500   SH            DEFINED    1                        500
AGENCY COM LTD          EQUITY  008447104        128        2500   SH            DEFINED    2                       2500
</TABLE>


                                    1 of 48

<PAGE>   4

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
AGILE SOFTWARE CORP     EQUITY  00846X105       4344       20000   SH            DEFINED    2                      20000
AGILENT TECHNLGS        EQUITY  00846U101       1160       15000   SH            DEFINED    1                      15000
AGILENT TECHNLGS        EQUITY  00846U101        186        2400   SH            DEFINED    2                       2400
AGL RES INC             EQUITY  001204106         88        5200   SH            DEFINED    1                       5200
AGL RES INC             EQUITY  001204106       1935      113800   SH            DEFINED    2                     113800
AGNICO EAGLE MINES    CORPBOND  008474AA6        880     1285000  PRN            DEFINED    4                    1285000
AIR PRODS & CHEMS       EQUITY  009158106        248        7400   SH            DEFINED    1                       7400
AIR PRODS & CHEMS       EQUITY  009158106       4985      148517   SH            DEFINED    2                     148517
AIRBORNE FREIGHT        EQUITY  009266107         95        4300   SH            DEFINED    1                       4300
AIRGAS INC              EQUITY  009363102         61        6400   SH            DEFINED    1                       6400
AIRGATE PCS INC         EQUITY  009367103       2598       49300   SH            DEFINED    2                      49300
AK STEEL HOLDING        EQUITY  001547108        174        9200   SH            DEFINED    1                       9200
AK STEEL HOLDING        EQUITY  001547108        396       21000   SH            DEFINED    2                      21000
ALAMO GROUP INC         EQUITY  011311107        404       40400   SH            DEFINED    2                      40400
ALASKA AIR GROUP        EQUITY  011659109         84        2400   SH            DEFINED    1                       2400
ALBANY INTL CORP        EQUITY  012348108         38        2470   SH            DEFINED    1                       2470
ALBEMARLE CORP          EQUITY  012653101         92        4800   SH            DEFINED    1                       4800
ALBERTO-CULVER CO       EQUITY  013068101         44        1700   SH            DEFINED    1                       1700
ALBERTSONS INC          EQUITY  013104104        467       14492   SH            DEFINED    1                      14492
ALBERTSONS INC          EQUITY  013104104       4835      149927   SH            DEFINED    2                     149927
ALCAN ALUMINUM LTD      EQUITY  013716105        319        7700   SH            DEFINED    1                       7700
ALCAN ALUMINUM LTD      EQUITY  013716956         72        1740   SH            DEFINED    2                       1740
ALCOA INC               EQUITY  013817101        955       11500   SH            DEFINED    1                      11500
ALCOA INC               EQUITY  013817101      12666      152600   SH            DEFINED    2                     152600
ALEXANDER & BALDWIN     EQUITY  014482103         89        3900   SH            DEFINED    1                       3900
ALKERMES INC            EQUITY  01642T108       4129       84100   SH            DEFINED    2                      84100
ALKERMES INC            EQUITY  01642T405      30615      351900   SH            DEFINED    4                     351900
ALLAIRE CORP            EQUITY  016714107       4726       32300   SH            DEFINED    2                      32300
ALLEGHENY ENERGY        EQUITY  017361106        283       10500   SH            DEFINED    1                      10500
ALLEGHENY TECH-
  NOLOGIES              EQUITY  01741R102         68        3042   SH            DEFINED    1                       3042
ALLEGIANCE TELECOM      EQUITY  01747T102        494        5400   SH            DEFINED    2                       5400
ALLEN TELECOM INC       EQUITY  018091108         75        6500   SH            DEFINED    2                       6500
ALLERGAN INC            EQUITY  018490102        219        4400   SH            DEFINED    1                       4400
ALLIANT ENERGY CORP     EQUITY  018802108        201        7300   SH            DEFINED    1                       7300
ALLIED CAP CORP NEW     EQUITY  01903Q108        318       17400   SH            DEFINED    2                      17400
ALLIED WASTE INDS       EQUITY  019589308         48        5400   SH            DEFINED    1                       5400
ALLMERICA FINANCIAL     EQUITY  019754100        278        5000   SH            DEFINED    1                       5000
ALLOY ONLINE INC        EQUITY  019855105       1707      108400   SH            DEFINED    2                     108400
ALLSTATE CORP           EQUITY  020002101       7397      307400   SH            DEFINED    1                     307400
ALLSTATE CORP           EQUITY  020002101        403       16800   SH            DEFINED    2                      16800
ALLTEL CORP             EQUITY  020039103        744        9000   SH            DEFINED    1                       9000
ALPHARMA INC          CORPBOND  020813AC5       3270     3000000  PRN            DEFINED    4                    3000000
ALTERA CORP             EQUITY  021441100        917       18500   SH            DEFINED    1                      18500
ALZA CORP               EQUITY  022615108         97        2800   SH            DEFINED    1                       2800
ALZA CORP             CORPBOND  022615AC2      23859    48079000  PRN            DEFINED    4                   48079000
AMAZON COM INC          EQUITY  023135106       3350       44000   SH            DEFINED    2                      44000
AMB PROPERTY CORP       EQUITY  00163T109      17033      854300   SH            DEFINED    3                     726200      128100
AMBAC INC               EQUITY  023139108        339        6500   SH            DEFINED    1                       6500
AMDOCS LTD              EQUITY  G02602103       3171       91900   SH            DEFINED    2                      91900
AMERADA HESS CORP       EQUITY  023551104        165        2900   SH            DEFINED    1                       2900
AMERADA HESS CORP       EQUITY  023551104          6         100   SH            DEFINED    2                        100
</TABLE>


                                    2 of 48

<PAGE>   5

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
AMEREN CORP             EQUITY  023608102        134        4080   SH            DEFINED    1                       4080
AMERICA ONLINE INC      EQUITY  02364J104      16040      211400   SH            DEFINED    1                     211400
AMERICA ONLINE INC    CORPBOND  02364JAB0     352009    30268000  PRN            DEFINED    4                   30268000
AMERICA ONLINE INC      EQUITY  02364J104      54785      726227   SH            DEFINED    2                     726227
AMERICAN CELLULAR       EQUITY  02599C106        357        3571   SH            DEFINED    1                       3571
AMERICAN EAGLE OUT-
  FITTERS               EQUITY  02553E106        194        4300   SH            DEFINED    1                       4300
AMERICAN ELECTRIC
  PWR                   EQUITY  025537101        209        6500   SH            DEFINED    1                       6500
AMERICAN EXPRESS CO     EQUITY  025816109      28529      171605   SH            DEFINED    2                     171605
AMERICAN EXPRESS CO     EQUITY  025816109      26326      158350   SH            DEFINED    1                     158350
AMERICAN EXPRESS CO     EQUITY  025816109        781        4700   SH            DEFINED    3                       4700
AMERICAN GEN CORP       EQUITY  026351106        372        4900   SH            DEFINED    2                       4900
AMERICAN GENERAL        EQUITY  026351106        615        8099   SH            DEFINED    1                       8099
AMERICAN GENERAL        EQUITY  026351809        528        8400   SH            DEFINED    4                       8400
AMERICAN GREETINGS      EQUITY  026375105         52        2200   SH            DEFINED    1                       2200
AMERICAN GREETINGS      EQUITY  026375105       4425      187310   SH            DEFINED    2                     187310
AMERICAN HOME PRODS     EQUITY  026609107      16595      422800   SH            DEFINED    1                     422800
AMERICAN HOME PRODS     EQUITY  026609107       7613      193052   SH            DEFINED    2                     193052
AMERICAN INTL GROUP     EQUITY  026874107       9914       91690   SH            DEFINED    1                      91690
AMERICAN INTL GROUP     EQUITY  026874107       2240       20718   SH            DEFINED    2                      20718
AMERICAN ITALIAN
  PASTA                 EQUITY  027070101        221        7200   SH            DEFINED    2                       7200
AMERICAN MATL CAN
  GRP                   EQUITY  027714104        433       33300   SH            DEFINED    2                      33300
AMERICAN MGMT SYS       EQUITY  027352103        125        4000   SH            DEFINED    2                       4000
AMERICAN PWR CONVRSN    EQUITY  029066107        472       17900   SH            DEFINED    1                      17900
AMERICAN RETIREMENT   CORPBOND  028913AA9        531      775000  PRN            DEFINED    4                     775000
AMERICAN SKIING CORP    EQUITY  029654308       2081      528581   SH            DEFINED    1                     528581
AMERICAN STANDARD       EQUITY  029712106        303        6600   SH            DEFINED    1                       6600
AMERICAN TOWER CORP     EQUITY  029912201      68197     2231400   SH            DEFINED    3                    2142200       89200
AMERICAN TOWER CORP   CORPBOND  029912AA0       3665       26200  PRN            DEFINED    3                      20100        6100
AMERICAN WTR WKS INC    EQUITY  030411102        187        8800   SH            DEFINED    1                       8800
AMERICREDIT CORP        EQUITY  03060R101       1012       54700   SH            DEFINED    2                      54700
AMERICREDIT CORP        EQUITY  03060R101      56532     3055800   SH            DEFINED    3                    2953500      102300
AMERISOURCE HEALTH      EQUITY  03071P102        507       33400   SH            DEFINED    2                      33400
AMERITRADE HLDG       CORPBOND  03072HAA7       3666     4300000  PRN            DEFINED    4                    4300000
AMES DEPT STORES INC    EQUITY  030789507         10         360   SH            DEFINED    1                        360
AMES DEPT STORES INC    EQUITY  030789507      32901     1141900   SH            DEFINED    3                    1118700       23200
AMETEK INC              EQUITY  031100100         55        2900   SH            DEFINED    1                       2900
AMF BOWLING INC       CORPBOND  03113VAA7        371     6753000  PRN            DEFINED    4                    6753000
AMF BOWLING INC       CORPBOND  03113VAB5       2096    38106000  PRN            DEFINED    4                   38106000
AMFM INC                EQUITY  001693209      23895      110510   SH            DEFINED    4                     110510
AMFM INC                EQUITY  001693100       5618       71797   SH            DEFINED    3                      59609       12188
AMGEN INC               EQUITY  031162100       2090       34800   SH            DEFINED    1                      34800
AMGEN INC               EQUITY  031162100      13949      232255   SH            DEFINED    2                     232255
AMPHENOL CORP           EQUITY  032095101      21852      328300   SH            DEFINED    3                     307757       20543
AMR CORP DEL            EQUITY  001765106        395        5900   SH            DEFINED    1                       5900
AMR CORP DEL            EQUITY  001765106        429        6400   SH            DEFINED    2                       6400
AMSOUTH BANCORP         EQUITY  032165102        220       11388   SH            DEFINED    1                      11388
ANADARKO PETE CORP      EQUITY  032511107        123        3600   SH            DEFINED    1                       3600
ANADARKO PETE CORP      EQUITY  032511107        126        3700   SH            DEFINED    2                       3700
ANALOG DEVICES INC      EQUITY  032654105        502        5400   SH            DEFINED    1                       5400
ANALOG DEVICES INC      EQUITY  032654105       2213       23800   SH            DEFINED    2                      23800
ANALOGIC CORP           EQUITY  032657207        574       17600   SH            DEFINED    2                      17600
ANDREW CORP             EQUITY  034425108         50        2650   SH            DEFINED    1                       2650
</TABLE>


                                    3 of 48

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<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
ANHEUSER BUSCH COS      EQUITY  035229103      13803      194750   SH            DEFINED    1                     194750
ANHEUSER BUSCH COS      EQUITY  035229103       5516       77834   SH            DEFINED    2                      77834
ANIXTER INTL INC        EQUITY  035290105        175        8500   SH            DEFINED    2                       8500
ANSWERTHINK CONSLTG
  GRP                   EQUITY  036916104       2984       87000   SH            DEFINED    2                      87000
ANTEC CORP              EQUITY  03664P105       1624       44500   SH            DEFINED    2                      44500
ANTEC CORP              EQUITY  03664P105      26992      739517   SH            DEFINED    3                     711917       27600
ANTEC CORP            CORPBOND  03664PAB1       2519     1564000  PRN            DEFINED    4                    1564000
AON CORP                EQUITY  037389103      10870      271750   SH            DEFINED    1                     271750
AON CORP                EQUITY  037389103        636       15900   SH            DEFINED    2                      15900
APACHE CORP             EQUITY  037411105        102        2750   SH            DEFINED    1                       2750
APACHE CORP             EQUITY  037411105         48        1300   SH            DEFINED    2                       1300
APACHE CORP             EQUITY  037411105       4680      126700   SH            DEFINED    3                     108700       18000
APARTMENT INVT &
  MGMT                  EQUITY  03748R101      16805      422100   SH            DEFINED    3                     359300       62800
APARTMENT INVT &
  MGMT                  EQUITY  03748R705       1950       78000   SH            DEFINED    4                      78000
APOGEE ENTERPRISES
  INC                   EQUITY  037598109         64       12800   SH            DEFINED    2                      12800
APOLLO GROUP INC        EQUITY  037604105        142        7100   SH            DEFINED    1                       7100
APOLLO GROUP INC        EQUITY  037604105         50        2500   SH            DEFINED    2                       2500
APP FIN VI MAURITIUS
  LTD                 CORPBOND  00202NAA3        824     4649000  PRN            DEFINED    4                    4649000
APPLE COMPUTER          EQUITY  037833100        432        4200   SH            DEFINED    1                       4200
APPLE COMPUTER          EQUITY  037833100       7770       75625   SH            DEFINED    2                      75625
APPLIED MAGNETICS     CORPBOND  038213AA2        131     2627000  PRN            DEFINED    4                    2627000
APPLIED MATERIALS
  INC                   EQUITY  038222105       1520       12000   SH            DEFINED    1                      12000
APPLIED MATERIALS
  INC                   EQUITY  038222105       7121       56225   SH            DEFINED    2                      56225
APPLIED MICRO
  CIRCUITS              EQUITY  03822W109      22841      179500   SH            DEFINED    3                     175300        4200
APPLIED MICRO
  CIRCUITS              EQUITY  03822W109       2568       20200   SH            DEFINED    2                      20200
APPLIED PWR INC         EQUITY  038225108        121        3300   SH            DEFINED    2                       3300
APPLIED PWR INC         EQUITY  038225108      29411      800300   SH            DEFINED    3                     783500       16800
APRIA HEALTHCARE GRP    EQUITY  037933108         79        4400   SH            DEFINED    1                       4400
APRIA HEALTHCARE GRP    EQUITY  037933108        142        7900   SH            DEFINED    2                       7900
ARACRUZ CELULOSE SA     EQUITY  038496204        919       35000   SH            DEFINED    1                      35000
ARCHER DANIELS
  MIDLAND               EQUITY  039483102       3936      324628   SH            DEFINED    1                     324628
ARCHER DANIELS
  MIDLAND               EQUITY  039483102        719       59010   SH            DEFINED    2                      59010
ARCHSTONE CMNTYS TR     EQUITY  039581202       2228       80700   SH            DEFINED    4                      80700
ARCHSTONE CMNTYS TR     EQUITY  039581103       4100      200000   SH            DEFINED    1                     200000
ARCHSTONE CMNTYS TR     EQUITY  039581103      21859     1066291   SH            DEFINED    3                     933149      133142
ARDEN RLTY GROUP INC    EQUITY  039793104      17382      866400   SH            DEFINED    3                     739300      127100
ARGONAUT GROUP INC      EQUITY  040157109        474       24000   SH            DEFINED    2                      24000
ARMSTRONG WORLD INDS    EQUITY  042476101         43        1300   SH            DEFINED    1                       1300
ARNOLD INDS INC         EQUITY  042595108         34        2400   SH            DEFINED    1                       2400
ARROW ELECTRONICS       EQUITY  042735100        230        9050   SH            DEFINED    1                       9050
ART TECHNOLOGY GRP      EQUITY  04289L107      19180      149700   SH            DEFINED    3                     145800        3900
ART TECHNOLOGY GRP      EQUITY  04289L107       8991       69900   SH            DEFINED    2                      69900
ARVIN INDS INC          EQUITY  043339100         65        2300   SH            DEFINED    1                       2300
ASHLAND INC             EQUITY  044204105         76        2300   SH            DEFINED    1                       2300
ASHLAND INC             EQUITY  044204105        264        8000   SH            DEFINED    2                       8000
ASK JEEVES INC          EQUITY  045174109       4370       38700   SH            DEFINED    2                      38700
ASM LITHOGRAPHY HLDG    EQUITY  N07059111       1496       13250   SH            DEFINED    2                      13250
ASPECT COMMUNICA-
  TIONS                 EQUITY  04523Q102       1537       39400   SH            DEFINED    2                      39400
ASSOCIATED BANC CORP    EQUITY  045487105        202        5900   SH            DEFINED    1                       5900
ASSOCIATES FIRST CAP    EQUITY  046008108        630       22968   SH            DEFINED    1                      22968
ASSOCIATES FIRST CAP    EQUITY  046008108        383       13970   SH            DEFINED    2                      13970
ASTORIA FINL CORP       EQUITY  046265104        152        5000   SH            DEFINED    1                       5000
</TABLE>


                                    4 of 48

<PAGE>   7

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
ASTORIA FINL CORP       EQUITY  046265104        108        3560   SH            DEFINED    2                       3560
ASTROPOWER INC          EQUITY  04644A101       8796      628300   SH            DEFINED    3                     628300
AT HOME CORP            EQUITY  045919107       3975       92650   SH            DEFINED    2                      92650
AT&T CORP               EQUITY  001957109      24232      476900   SH            DEFINED    1                     476900
AT&T CORP               EQUITY  001957109      14375      283241   SH            DEFINED    2                     283249
AT&T CORP               EQUITY  001957208      23231      409352   SH            DEFINED    2                     409352
ATLANTIC RICHFIELD      EQUITY  048825103        926       10700   SH            DEFINED    1                      10700
ATLANTIC RICHFIELD      EQUITY  048825103        692        8000   SH            DEFINED    2                       8000
ATMEL CORP              EQUITY  049513104        544       18400   SH            DEFINED    1                      18400
ATMEL CORP              EQUITY  049513104       3580      121100   SH            DEFINED    2                     121100
ATMEL CORP              EQUITY  049513AB0       2972     4000000   SH            DEFINED    4                    4000000
ATRIX LABS INC        CORPBOND  04962LAC5        547      960000  PRN            DEFINED    4                     960000
AURORA FOODS INC        EQUITY  05164B106         60        6400   SH            DEFINED    2                       6400
AUTODESK INC            EQUITY  052769106         61        1800   SH            DEFINED    1                       1800
AUTOMATIC DATA PROC     EQUITY  053015103       2535       47050   SH            DEFINED    1                      47050
AUTOMATIC DATA PROC     EQUITY  053015103      26399      490000   SH            DEFINED    2                     490000
AUTOZONE INC            EQUITY  053332102        162        5000   SH            DEFINED    1                       5000
AVALONBAY CMNTYS        EQUITY  053484101      15636      451573   SH            DEFINED    3                     393122       58451
AVATAR HLDGS INC        EQUITY  053494100        219       12500   SH            DEFINED    2                      12500
AVERY DENNISON          EQUITY  053611109        255        3500   SH            DEFINED    1                       3500
AVIATION SALES CO       EQUITY  053672101         43        2600   SH            DEFINED    2                       2600
AVISTA CORP             EQUITY  05379B107         97        6300   SH            DEFINED    2                       6300
AVISTA CORP             EQUITY  05379B503        839       55000   SH            DEFINED    2                      55000
AVNET INC               EQUITY  053807103        236        3900   SH            DEFINED    1                       3900
AVON PRODUCTS           EQUITY  054303102        274        8300   SH            DEFINED    1                       8300
AVX CORP                EQUITY  002444107       8250      165200   SH            DEFINED    3                     137400       27800
AXOGEN LTD              EQUITY  G0690R108       6875      200000   SH            DEFINED    1                     200000
BACKWEB TECHS LTD       EQUITY  M15633106       1262       30000   SH            DEFINED    2                      30000
BAKER HUGHES INC        EQUITY  057224107        221       10470   SH            DEFINED    1                      10470
BAKER HUGHES INC        EQUITY  057224107       5047      239600   SH            DEFINED    2                     239600
BALL CORP               EQUITY  058498106         39        1000   SH            DEFINED    1                       1000
BALLY TOTAL FITNESS
  HLDG                  EQUITY  05873K108       3379      126600   SH            DEFINED    2                     126600
BANCO DE A  EDWARDS     EQUITY  059504100        831       49978   SH            DEFINED    1                      49978
BANCO DE GALICIA Y
  BUE ARIES             EQUITY  059538207         21        1050   SH            DEFINED    2                       1050
BANCO FRANCES DEL
  RIO                   EQUITY  059591107        893       40500   SH            DEFINED    1                      40500
BANCO FRANCES DEL
  RIO                   EQUITY  059591107         35        1460   SH            DEFINED    2                       1460
BANCO GANADERO SA       EQUITY  059594507         83       10500   SH            DEFINED    1                      10500
BANCO RIO DE LA
  PLATA                 EQUITY  059644104        357       29300   SH            DEFINED    1                      29300
BANDAG INC              EQUITY  059815100         48        1900   SH            DEFINED    1                       1900
BANK NEW YORK INC       EQUITY  064057102       1232       30800   SH            DEFINED    1                      30800
BANK NEW YORK INC       EQUITY  064057102       6407      160180   SH            DEFINED    2                     160180
BANK OF AMERICA CORP    EQUITY  060505104      20488      408236   SH            DEFINED    1                     408236
BANK OF AMERICA CORP    EQUITY  060505104       3708       73883   SH            DEFINED    2                      73883
BANK ONE CORP           EQUITY  06423A103       1236       38622   SH            DEFINED    1                      38622
BANK ONE CORP           EQUITY  06423A103        610       19030   SH            DEFINED    2                      19030
BANK UNITED CORP        EQUITY  065412108      21304      781802   SH            DEFINED    1                     781802
BANK UNITED CORP        EQUITY  065412108       5107      187400   SH            DEFINED    3                     187400
BANKATLANTIC BANCORP  CORPBOND  065908AB1       4349     5042000  PRN            DEFINED    4                    5042000
BANTA CORP              EQUITY  066821109         61        2700   SH            DEFINED    1                       2700
BANTA CORP              EQUITY  066821109        194        8600   SH            DEFINED    2                       8600
BANYAN SYS INC          EQUITY  066908104        999       50000   SH            DEFINED    2                      50000
BANYAN SYS INC          EQUITY  066908104       3654      182700   SH            DEFINED    3                     182700
</TABLE>


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<PAGE>   8

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
BARD C R INC            EQUITY  067383109         95        1800   SH            DEFINED    1                       1800
BARNES & NOBLE INC      EQUITY  067774109        134        6500   SH            DEFINED    1                       6500
BARNESANDNOBLE COM      EQUITY  067846105        314       22300   SH            DEFINED    2                      22300
BARRETT RES CORP        EQUITY  068480201        150        5100   SH            DEFINED    2                       5100
BARRICK GOLD CORP       EQUITY  067901108        228       12900   SH            DEFINED    1                      12900
BASSETT FURNITURE
  INDS                  EQUITY  070203104         93        6000   SH            DEFINED    2                       6000
BAUSCH & LOMB           EQUITY  071707103        123        1800   SH            DEFINED    1                       1800
BAXTER INTL INC         EQUITY  071813109      18721      298050   SH            DEFINED    1                     298050
BAXTER INTL INC         EQUITY  071813109        540        8600   SH            DEFINED    2                       8600
BB&T CORP               EQUITY  054937107        263        9600   SH            DEFINED    1                       9600
BEA SYS INC             EQUITY  073325102       1903       27200   SH            DEFINED    2                      27200
BEAR STEARNS COS INC    EQUITY  073902108        146        3405   SH            DEFINED    1                       3405
BECKMAN COULTER INC     EQUITY  075811109        137        2700   SH            DEFINED    1                       2700
BECTON DICKINSON &
  CO                    EQUITY  075887109        224        8300   SH            DEFINED    1                       8300
BED BATH AND BEYOND     EQUITY  075896100        142        4100   SH            DEFINED    1                       4100
BELCO OIL & GAS CORP    EQUITY  077410207        137        9000   SH            DEFINED    2                       9000
BELDEN INC              EQUITY  077459105         80        3800   SH            DEFINED    2                       3800
BELL & HOWELL CO NEW    EQUITY  077852101        191        6000   SH            DEFINED    2                       6000
BELL ATLANTIC CORP      EQUITY  077853109       3598       58444   SH            DEFINED    1                      58444
BELL ATLANTIC CORP      EQUITY  077853109        751       12200   SH            DEFINED    2                      12200
BELL CANADA INTL        EQUITY  077914109        908       40000   SH            DEFINED    1                      40000
BELLSOUTH CORP          EQUITY  079860102       2874       61400   SH            DEFINED    1                      61400
BELO A H CORP           EQUITY  080555105        206       10800   SH            DEFINED    1                      10800
BEMIS INC               EQUITY  081437105         63        1800   SH            DEFINED    1                       1800
BEMIS INC               EQUITY  081437105       5291      151705   SH            DEFINED    2                     151705
BENTLEY PHARM         CORPBOND  082657AB3        450      182000  PRN            DEFINED    4                     182000
BERGEN BRUNSWIG CORP    EQUITY  083739102        100       12000   SH            DEFINED    1                      12000
BERINGER WINE EST
  HLDGS                 EQUITY  084102102        433       10900   SH            DEFINED    2                      10900
BERKLEY W R CORP        EQUITY  084423102        616       29500   SH            DEFINED    1                      29500
BERKSHIRE HATHAWAY      EQUITY  084670108       3534          63   SH            DEFINED    2                         63
BERKSHIRE HATHAWAY      EQUITY  084670207        339         185   SH            DEFINED    2                        185
BEST BUY INC            EQUITY  086516101       8065      160500   SH            DEFINED    1                     160500
BEST BUY INC            EQUITY  086516101       2509       50000   SH            DEFINED    2                      50000
BESTFOODS               EQUITY  08658U101      11890      226200   SH            DEFINED    1                     226200
BESTFOODS               EQUITY  08658U101        999       19000   SH            DEFINED    2                      19000
BETHELEM STL  CORP      EQUITY  087509105         33        3900   SH            DEFINED    1                       3900
BEVERLY ENTERPRISES     EQUITY  087851309         39        9000   SH            DEFINED    1                       9000
BEYOND COM CORP         EQUITY  08860E101        146       18900   SH            DEFINED    2                      18900
BG GROUP                EQUITY  087628905         74       11483   SH            DEFINED    2                      11483
BIOGEN INC              EQUITY  090597105       1183       14000   SH            DEFINED    1                      14000
BIOGEN INC              EQUITY  090597105      11085      131200   SH            DEFINED    2                     131200
BIOMET INC              EQUITY  090613100        152        3800   SH            DEFINED    1                       3800
BIOVAIL CORP INTL       EQUITY  09067K106        769        8200   SH            DEFINED    2                       8200
BIOVAIL CORP INTL       EQUITY  09067K106      46509      496100   SH            DEFINED    3                     475800       20300
BJ SVCS CO              EQUITY  055482103        268        6400   SH            DEFINED    1                       6400
BJ SVCS CO              EQUITY  055482103      12673      303100   SH            DEFINED    2                     303100
BJ SVCS CO              EQUITY  055482111       4418       62200   SH            DEFINED    4                      62200
BJS WHOLESALE CLUB
  INC                   EQUITY  05548J106        248        6800   SH            DEFINED    1                       6800
BJS WHOLESALE CLUB
  INC                   EQUITY  05548J106       1570       43000   SH            DEFINED    2                      43000
BJS WHOLESALE CLUB
  INC                   EQUITY  05548J106      42523     1165000   SH            DEFINED    3                    1119700       45300
BLACK & DECKER CORP     EQUITY  091797100        152        2900   SH            DEFINED    1                       2900
BLACK HILLS CORP        EQUITY  092113109         43        1950   SH            DEFINED    1                       1950
</TABLE>


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<PAGE>   9

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
BLANCH E W HLDGS INC    EQUITY  093210102        404        6600   SH            DEFINED    2                       6600
BLUESTONE SOFTWARE
  INC                   EQUITY  09623P102       4329       37700   SH            DEFINED    2                      37700
BLYTH INDUSTRIES INC    EQUITY  09643P108        106        4300   SH            DEFINED    1                       4300
BMC SOFTWARE INC        EQUITY  055921100        576        7200   SH            DEFINED    1                       7200
BMC SOFTWARE INC        EQUITY  055921100       1055       13200   SH            DEFINED    2                      13200
BOARDWALK EQUITIES
  INC                   EQUITY  096613104          7         800   SH            DEFINED    2                        800
BOB EVANS FARMS INC     EQUITY  096761101         57        3700   SH            DEFINED    1                       3700
BOEING CO               EQUITY  097023105       1302       31426   SH            DEFINED    1                      31426
BOEING CO               EQUITY  097023105        568       13670   SH            DEFINED    2                      13670
BOISE CASCADE CORP      EQUITY  097383103         73        1800   SH            DEFINED    1                       1800
BORDERS GROUP INC       EQUITY  099709107        112        6900   SH            DEFINED    1                       6900
BORDERS GROUP INC       EQUITY  099709107        363       22600   SH            DEFINED    2                      22600
BORG-WARNER AUTO        EQUITY  099724106         97        2400   SH            DEFINED    1                       2400
BORG WARNER AUTO        EQUITY  099724106        150        3700   SH            DEFINED    2                       3700
BOSTON PPTYS INC        EQUITY  101121101      10197      327600   SH            DEFINED    3                     277500    50100
BOSTON SCIENTIFIC       EQUITY  101137107        273       12500   SH            DEFINED    1                      12500
BOSTON SCIENTIFIC       EQUITY  101137107        613       28000   SH            DEFINED    2                      28000
BOWATER INC             EQUITY  102183100        266        4900   SH            DEFINED    1                       4900
BOWNE & CO INC          EQUITY  103043105        198       14700   SH            DEFINED    2                      14700
BOYKIN LODGING CO       EQUITY  103430104        273       25000   SH            DEFINED    3                               25000
BP AMOCO PLC            EQUITY  055622104        803       13544   SH            DEFINED    2                      13544
BRADLEY REAL ESTATE     EQUITY  104580105       7517      431100   SH            DEFINED    3                     396200    34900
BRADLEY REAL ESTATE     EQUITY  104580105       3479      199500   SH            DEFINED    1                     199500
BRAUNS FASHIONS CORP    EQUITY  105658108       3090      147150   SH            DEFINED    3                     147150
BRE PROPERTIES INC      EQUITY  05564E106      14599      643500   SH            DEFINED    3                     547600    95900
BRIGGS & STRATTON       EQUITY  109043109         38         700   SH            DEFINED    1                        700
BRIGHT HORIZON
  FAMILY                EQUITY  109195107      34638     1847380   SH            DEFINED    3                    1847380
BRIGHTPOINT INC       CORPBOND  109473AC2        350     1000000  PRN            DEFINED    4                    1000000
BRINKER INTL INC        EQUITY  109641100        142        5900   SH            DEFINED    1                       5900
BRINKER INTL INC        EQUITY  109641100      15865      657600   SH            DEFINED    3                     612800    44800
BRISTOL MYERS SQUIBB    EQUITY  110122108       4743       73900   SH            DEFINED    1                      73900
BRISTOL MYERS SQUIBB    EQUITY  110122108       3112       48480   SH            DEFINED    2                      48480
BRITISH AIRWAYS         EQUITY  012905006        128       19590   SH            DEFINED    2                      19590
BROADCOM CORP           EQUITY  111320107       1062        3900   SH            DEFINED    2                       3900
BROADVISION INC         EQUITY  111412102      11768       69200   SH            DEFINED    2                      69200
BROADWING INC           EQUITY  111620100        745       20200   SH            DEFINED    1                      20200
BROWN & BROWN INC       EQUITY  115236101       4396      114750   SH            DEFINED    1                     114750
BROWN FORMAN CORP       EQUITY  115637209        120        2100   SH            DEFINED    1                       2100
BRUNSWICK CORP          EQUITY  117043109         69        3100   SH            DEFINED    1                       3100
BRUNSWICK CORP          EQUITY  117043109        147        6600   SH            DEFINED    2                       6600
BUDGET GROUP INC        EQUITY  119003101        251       27749   SH            DEFINED    1                      27749
BUFFETS INC             EQUITY  119882108         41        4100   SH            DEFINED    1                       4100
BURLINGTON INDS INC     EQUITY  121693105         22        5400   SH            DEFINED    1                       5400
BURLINGTON NTHRN
  SANTA FE              EQUITY  12189T104        378       15710   SH            DEFINED    1                      15710
BURLINGTON NTHRN
  SANTA FE              EQUITY  12189T104        534       22000   SH            DEFINED    2                      22000
BURLINGTON RES INC      EQUITY  122014103        189        5714   SH            DEFINED    1                       5714
BURLINGTON RES INC      EQUITY  122014103        803       24300   SH            DEFINED    2                      24300
BURNHAM PAC PPTYS
  INC                   EQUITY  12232C108       3889      414800   SH            DEFINED    3                     318000    96800
BURR BROWN CORP         EQUITY  122574106       1685       46800   SH            DEFINED    2                      46800
BURR BROWN CORP         EQUITY  122574106      31357      868000   SH            DEFINED    3                     851200    16800
BUSH BOAKE ALLEN INC    EQUITY  123162109       1213       49400   SH            DEFINED    2                      49400
BUSINESS OBJECTS S A    EQUITY  12328X107      18627      139400   SH            DEFINED    3                     136500    2900
</TABLE>


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<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
C BRDG INTERNET SOL     EQUITY  12500B105        754       15500   SH            DEFINED    2                      15500
C CUBE MICROSYSTEMS     EQUITY  125015107        644       10300   SH            DEFINED    2                      10300
C D I CORP              EQUITY  125071100        101        4200   SH            DEFINED    2                       4200
C H ROBINSON
  WRLDWIDE              EQUITY  12541W100        211        5300   SH            DEFINED    2                       5300
CABLETRON SYSTEMS       EQUITY  126920107        135        5200   SH            DEFINED    1                       5200
CABLETRON SYSTEMS       EQUITY  126920107       1264       48600   SH            DEFINED    2                      48600
CABLETRON SYSTEMS       EQUITY  126920107      26406     1015600   SH            DEFINED    3                     955400    60200
CABLEVISION SYS CORP    EQUITY  12686C109       4796       63520   SH            DEFINED    2                      63520
CABOT CORP              EQUITY  127055101        126        6200   SH            DEFINED    1                       6200
CACHEFLOW INC           EQUITY  126946102         65         500   SH            DEFINED    1                        500
CADENCE DESIGN SYS      EQUITY  127387108        547       22800   SH            DEFINED    1                      22800
CADENCE DESIGN SYS      EQUITY  127387108        910       37900   SH            DEFINED    2                      37900
CAIS INTERNET INC       EQUITY  12476Q102       1771       50000   SH            DEFINED    2                      50000
CALIPER TECHNOLOGIES    EQUITY  130876105       2670       40000   SH            DEFINED    2                      40000
CALIPER TECHNOLOGIES    EQUITY  130876105       2336       35000   SH            DEFINED    3                      35000
CALLAWAY GOLF CO        EQUITY  131193104        120        6800   SH            DEFINED    1                       6800
CALLON PETE CO DEL      EQUITY  13123X201       1377       40500   SH            DEFINED    4                      40500
CALPINE CORP            EQUITY  131347106        378        5900   SH            DEFINED    1                       5900
CALPINE CORP            EQUITY  131347106        896       14000   SH            DEFINED    2                      14000
CAMBRIDGE TECH
  PARTNRS               EQUITY  132524109        147        5600   SH            DEFINED    1                       5600
CAMDEN PPTY TR          EQUITY  133131102      11880      428100   SH            DEFINED    3                     388600    39500
CAMDEN PPTY TR          EQUITY  133131102       4579      165000   SH            DEFINED    1                     165000
CAMPBELL SOUP CO        EQUITY  134429109        600       15500   SH            DEFINED    1                      15500
CANADIAN NATL RY CO     EQUITY  136375102        142        5400   SH            DEFINED    2                       5400
CAPITAL ONE FINL
  CORP                  EQUITY  14040H105        270        5600   SH            DEFINED    1                       5600
CAPITAL ONE FINL
  CORP                  EQUITY  14040H105      15083      313000   SH            DEFINED    2                     313000
CAPITAL ONE FINL
  CORP                  EQUITY  14040H105       3590       74500   SH            DEFINED    3                      63600    10900
CAPITAL SOUTHWEST       EQUITY  140501107        327        5500   SH            DEFINED    2                       5500
CAPITOL TRANSAMERICA    EQUITY  140640103       1084      107700   SH            DEFINED    1                     107700
CAPTEC NET LEASE
  RLTY                  EQUITY  140724105       3271      436100   SH            DEFINED    3                     371500    64600
CARDIAC SCIENCE INC     EQUITY  141410209          3         578   SH            DEFINED    1                        578
CARDINAL HEALTH INC     EQUITY  14149Y108        383        8000   SH            DEFINED    1                       8000
CARDINAL HEALTH INC     EQUITY  14149Y108      20108      420000   SH            DEFINED    2                     420000
CAREER ED CORP          EQUITY  141665109       2494       65000   SH            DEFINED    2                      65000
CAREMARK RX INC         EQUITY  141705103       1041      205600   SH            DEFINED    2                     205600
CAREMATRIX CORP       CORPBOND  141706AC5        430     1250000  PRN            DEFINED    4                    1250000
CARLISLE COS INC        EQUITY  142339100         97        2700   SH            DEFINED    1                       2700
CARNIVAL CORP           EQUITY  143658102        932       19500   SH            DEFINED    1                      19500
CARNIVAL CORP           EQUITY  143658102       4552       95200   SH            DEFINED    2                      95200
CAROLINA PWR & LT CO    EQUITY  144141108        155        5100   SH            DEFINED    1                       5100
CARPENTER TECHNOLOGY    EQUITY  144285103         58        2100   SH            DEFINED    1                       2100
CARPENTER TECHNOLOGY    EQUITY  144285103        148        5400   SH            DEFINED    2                       5400
CARRAMERICA RLTY
  CORP                  EQUITY  144418100      10337      483600   SH            DEFINED    3                     412900    70700
CARRIER ACCESS CORP     EQUITY  144460102       5048       75000   SH            DEFINED    2                      75000
CARTER WALLACE INC      EQUITY  146285101         72        4000   SH            DEFINED    1                       4000
CASCADE NAT GAS CORP    EQUITY  147339105        219       13600   SH            DEFINED    2                      13600
CASEYS GEN STORES
  INC                   EQUITY  147528103         75        7200   SH            DEFINED    2                       7200
CATALINA MARKETING      EQUITY  148867104        567        4900   SH            DEFINED    2                       4900
CATELLUS DEV CORP       EQUITY  149111106        636       49600   SH            DEFINED    2                      49600
CATERPILLAR INC         EQUITY  149123101        551       11700   SH            DEFINED    1                      11700
CATERPILLAR INC         EQUITY  149123101       4586       97443   SH            DEFINED    2                      97443
CB RICHARD ELLIS
  SVCS                  EQUITY  12489L108        688       55600   SH            DEFINED    2                      55600
</TABLE>


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<PAGE>   11

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
CBL & ASSOC PPTYS
  INC                   EQUITY  124830100        311       15100   SH            DEFINED    3                                  15100
CBRL GROUP INC          EQUITY  12489V106         51        5300   SH            DEFINED    1                       5300
CBS CORP                EQUITY  12490K107       1559       24382   SH            DEFINED    1                      24382
CBS CORP                EQUITY  12490K107      13435      210130   SH            DEFINED    2                     210130
CBS CORP                EQUITY  12490K107        895       14000   SH            DEFINED    3                      14000
CBT GROUP PUB LTD       EQUITY  124853300         85        2527   SH            DEFINED    2                       2527
CCB FINL CORP           EQUITY  124875105        161        3700   SH            DEFINED    1                       3700
CCB FINL CORP           EQUITY  124875105        479       11000   SH            DEFINED    2                      11000
CCC INFOR SVCS GRP      EQUITY  12487Q109       2055      120000   SH            DEFINED    1                     120000
C-CUBE MICROSYSTEMS   CORPBOND  125015AA5       4076     2020000  PRN            DEFINED    4                    2020000
CDW COMPUTER CTRS       EQUITY  125129106        315        4000   SH            DEFINED    1                       4000
CEC ENTMT INC           EQUITY  125137109      14478      512500   SH            DEFINED    3                     503400        9100
CELESTICA INC           EQUITY  15101Q108        236        4254   SH            DEFINED    2                       4254
CELGENE CORP            EQUITY  151020104       1519       21700   SH            DEFINED    2                      21700
CEMEX S A               EQUITY  151290889         33        1200   SH            DEFINED    2                       1200
CEMEX SA                EQUITY  151290889       1082       38800   SH            DEFINED    1                      38800
CENDANT CORP            EQUITY  151313103        667       25118   SH            DEFINED    1                      25118
CENTERPOINT PPTYS TR    EQUITY  151895109         86        2400   SH            DEFINED    2                       2400
CENTEX CORP             EQUITY  152312104         44        1800   SH            DEFINED    1                       1800
CENTRAL & SOUTH WEST    EQUITY  152357109        140        7000   SH            DEFINED    1                       7000
CENTRAL & SOUTH WEST    EQUITY  152357109         72        3600   SH            DEFINED    2                       3600
CENTURY BANCORP INC     EQUITY  156432106         65        4000   SH            DEFINED    2                       4000
CENTURYTEL INC          EQUITY  156700106        213        4500   SH            DEFINED    1                       4500
CEPHALON INC            EQUITY  156708307      47010      466600   SH            DEFINED    4                     466600
CEPHALON INC            EQUITY  156708109       7542      218200   SH            DEFINED    2                     218200
CERIDIAN CORP           EQUITY  15677T106        108        5000   SH            DEFINED    1                       5000
CERIDIAN CORP           EQUITY  15677T106       1089       50500   SH            DEFINED    2                      50500
CHAMPION ENTERPRISES    EQUITY  158496109        111       13000   SH            DEFINED    2                      13000
CHAMPION INTL CORP      EQUITY  158525105        198        3200   SH            DEFINED    1                       3200
CHAMPION INTL CORP      EQUITY  158525105        186        3000   SH            DEFINED    2                       3000
CHARMING SHOPPES INC  CORPBOND  161133AA1       5332     4888000  PRN            DEFINED    4                    4888000
CHARTER COMM            EQUITY  16117M107        109        5000   SH            DEFINED    1                       5000
CHARTER COMM            EQUITY  16117M107       7842      358500   SH            DEFINED    2                     358500
CHARTER ONE FINL INC    EQUITY  160903100      49102     2567405   SH            DEFINED    3                    2419559      147846
CHARTER ONE FINL INC    EQUITY  160903100        381       19900   SH            DEFINED    1                      19900
CHARTERED SEMICNDCTR    EQUITY  16133R106        146        2000   SH            DEFINED    1                       2000
CHASE MANHATTAN         EQUITY  16161A108      29234      376300   SH            DEFINED    1                     376300
CHASE MANHATTAN         EQUITY  16161A108      16711      215100   SH            DEFINED    2                     215100
CHATEAU CMNTYS INC      EQUITY  161726104        125        4800   SH            DEFINED    2                       4800
CHATEAU COMMNTYS        EQUITY  161726104       4020      155000   SH            DEFINED    1                     155000
CHATEAU COMMNTYS        EQUITY  161726104       9841      379400   SH            DEFINED    3                     345900       33500
CHECKFREE HLDGS         EQUITY  162816102        606        5800   SH            DEFINED    1                       5800
CHECKFREE HLDGS         EQUITY  162816102       7273       69600   SH            DEFINED    2                      69600
CHEESECAKE FACTORY      EQUITY  163072101      27858      795950   SH            DEFINED    3                     780600       15350
CHELSEA GCA REALTY      EQUITY  163262108         42        1400   SH            DEFINED    2                       1400
CHESAPEAKE CORP         EQUITY  165159104         61        2000   SH            DEFINED    1                       2000
CHESAPEAKE CORP         EQUITY  165159104        146        4800   SH            DEFINED    2                       4800
CHEVRON CORP            EQUITY  166751107      28105      324450   SH            DEFINED    1                     324450
CHEVRON CORP            EQUITY  166751107       5934       68500   SH            DEFINED    2                      68500
CHICOS FAS INC          EQUITY  168615102      12100      321600   SH            DEFINED    3                     321600
CHIEFTAIN INTL FDG      EQUITY  168672202       1048       41100   SH            DEFINED    4                      41100
CHIEFTAIN INTL INC      EQUITY  16867C101        207       12000   SH            DEFINED    2                      12000
</TABLE>


                                    9 of 48

<PAGE>   12

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
CHIQUITA BRANDS INC     EQUITY  170032403        324       16600   SH            DEFINED    4                      16600
CHIRON CORP             EQUITY  170040109        712       16800   SH            DEFINED    1                      16800
CHIRON CORP             EQUITY  170040109        626       14800   SH            DEFINED    2                      14800
CHIRON CORP           CORPBOND  170040AB5      25202    17134000  PRN            DEFINED    4                   17134000
CHITTENDEN CORP         EQUITY  170228100         80        2700   SH            DEFINED    2                       2700
CHRIS CRAFT INDS INC    EQUITY  170520100        215        2981   SH            DEFINED    1                       2981
CHUBB CORP              EQUITY  171232101       2563       45515   SH            DEFINED    1                      45515
CHUBB CORP              EQUITY  171232101       1115       19800   SH            DEFINED    2                      19800
CHURCH & DWIGHT INC     EQUITY  171340102         91        3400   SH            DEFINED    1                       3400
CIA ANONIMA NACIONL     EQUITY  204421101       1606       65200   SH            DEFINED    1                      65200
CIA CERVEJARIA
  BRAHMA                EQUITY  20440X103        363       25900   SH            DEFINED    1                      25900
CIA DE MINAS
  BUENAVTRA             EQUITY  204448104        949       59102   SH            DEFINED    1                      59102
CIA DE TELECOM CHILE    EQUITY  204449300       2767      151600   SH            DEFINED    1                     151600
CIA PARANAENSE ENERG    EQUITY  20441B407       1014      108850   SH            DEFINED    1                     108850
CIA SIDERURGICA
  NACNL                 EQUITY  20440W105        257        7000   SH            DEFINED    1                       7000
CIBER INC               EQUITY  17163B102        622       22600   SH            DEFINED    2                      22600
CIE BRAS DE DIST        EQUITY  20440T201       1163       36000   SH            DEFINED    1                      36000
CIENA CORP              EQUITY  171779101        558        9700   SH            DEFINED    2                       9700
CIGNA CORP              EQUITY  125509109        548        6800   SH            DEFINED    1                       6800
CIGNA CORP              EQUITY  125509109       1893       23500   SH            DEFINED    2                      23500
CINAR CORP              EQUITY  171905300      70072     2860100   SH            DEFINED    3                    2801000       59100
CINAR CORP              EQUITY  171905300       4470      182100   SH            DEFINED    2                     182100
CINCINNATI FINL CORP    EQUITY  172062101        139        4450   SH            DEFINED    1                       4450
CINERGY CORP            EQUITY  172474108        127        5300   SH            DEFINED    1                       5300
CINTAS CORP             EQUITY  172908105        553       10400   SH            DEFINED    1                      10400
CIRCOR INTL INC         EQUITY  17273K109        214       20750   SH            DEFINED    2                      20750
CIRCUIT CITY STORE      EQUITY  172737108        302        6700   SH            DEFINED    1                       6700
CIRCUIT CITY STORE      EQUITY  172737108       1469       32600   SH            DEFINED    2                      32600
CIRRUS LOGIC CORP       EQUITY  172755100         75        5600   SH            DEFINED    1                       5600
CIRRUS LOGIC CORP     CORPBOND  172755AC4       3560     4238000  PRN            DEFINED    4                    4238000
CISCO SYS INC           EQUITY  17275R102      75777      707658   SH            DEFINED    2                     707658
CISCO SYSTEMS INC       EQUITY  17275R102      56337      525900   SH            DEFINED    1                     525900
CISCO SYSTEMS INC       EQUITY  17275R102        857        8000   SH            DEFINED    3                       8000
CIT GROUP INC           EQUITY  125577106       5843      276570   SH            DEFINED    1                     276570
CIT GROUP INC           EQUITY  125577106        270       12800   SH            DEFINED    2                      12800
CITADEL COMM            EQUITY  172853202        648       10000   SH            DEFINED    2                      10000
CITIGROUP INC           EQUITY  172967101      44712      802901   SH            DEFINED    1                     802901
CITIGROUP INC           EQUITY  172967101     107543     1935475   SH            DEFINED    2                    1935475
CITIZENS UTILS TR       EQUITY  177351202       1403       25000   SH            DEFINED    4                      25000
CITRIX SYS INC          EQUITY  177376100       6394       52000   SH            DEFINED    2                      52000
CITRIX SYS INC        CORPBOND  177376AB6      34799    39100000  PRN            DEFINED    4                   39100000
CITRIX SYSTEMS INC      EQUITY  177376100        357        2900   SH            DEFINED    1                       2900
CITRIX SYSTEMS INC    CORPBOND  177376AB6         79         900  PRN            DEFINED    1                        900
CITY NATL CORP          EQUITY  178566105        142        4300   SH            DEFINED    1                       4300
CK WITCO CORP           EQUITY  12562C108        141       10528   SH            DEFINED    1                      10528
CK WITCO CORP           EQUITY  12562C108                      3   SH            DEFINED    2                          3
CLAIRES STORES INC      EQUITY  179584107        103        4600   SH            DEFINED    1                       4600
CLARENT CORP DEL        EQUITY  180461105       2541       32700   SH            DEFINED    2                      32700
CLASSIC COMM            EQUITY  182728204        731       20000   SH            DEFINED    1                      20000
CLASSIC COMM            EQUITY  182728204        366       10000   SH            DEFINED    2                      10000
CLAYTON HOMES           EQUITY  184190106        119       12968   SH            DEFINED    1                      12968
CLEAR CHANNEL COMM      EQUITY  184502102        821        9200   SH            DEFINED    1                       9200
</TABLE>


                                    10 of 48

<PAGE>   13

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
CLEAR CHANNEL COMM      EQUITY  184502102      17313      193987   SH            DEFINED    2                     193987
CLEAR CHANNEL COMM      EQUITY  184502102     110088     1233484   SH            DEFINED    3                    1191014       42470
CLECO CORP              EQUITY  12561W105         64        2000   SH            DEFINED    1                       2000
CLEVELAND CLIFFS INC    EQUITY  185896107         31        1000   SH            DEFINED    1                       1000
CLOROX CO               EQUITY  189054109        343        6800   SH            DEFINED    1                       6800
CMG INFORMATION SVCS    EQUITY  125750109      14203       51300   SH            DEFINED    2                      51300
CMP GROUP INC           EQUITY  125887109         77        2800   SH            DEFINED    1                       2800
CMS ENERGY CORP         EQUITY  125896100        115        3700   SH            DEFINED    1                       3700
CNET INC                EQUITY  125945105         85        1500   SH            DEFINED    2                       1500
CNF TRANSN INC          EQUITY  12612W104        159        4600   SH            DEFINED    2                       4600
CNF TRANSPORTATION      EQUITY  12612W104        152        4400   SH            DEFINED    1                       4400
COASTAL CORP            EQUITY  190441105        248        7000   SH            DEFINED    1                       7000
COASTAL CORP            EQUITY  190441105       2126       60000   SH            DEFINED    2                      60000
COCA COLA CO            EQUITY  191216100      14714      252600   SH            DEFINED    1                     252600
COCA COLA CO            EQUITY  191216100       1608       27600   SH            DEFINED    2                      27600
COCA-COLA ENTPRS        EQUITY  191219104        266       13200   SH            DEFINED    1                      13200
COCA-COLA FEMSA         EQUITY  191241108        667       38000   SH            DEFINED    1                      38000
COEUR D ALENE MINES   CORPBOND  192108207        652      170800  PRN            DEFINED    4                     170800
COFLEXIP                EQUITY  192384105         83        2200   SH            DEFINED    2                       2200
COGNEX CORP             EQUITY  192422103       1238       31800   SH            DEFINED    2                      31800
COINSTAR INC            EQUITY  19259P300       2951      210800   SH            DEFINED    1                     210800
COLGATE PALMOLIVE       EQUITY  194162103       2022       31100   SH            DEFINED    1                      31100
COLGATE PALMOLIVE       EQUITY  194162103        403        6200   SH            DEFINED    2                       6200
COLONIAL BANCGROUP    CORPBOND  195493AA9        356      240000  PRN            DEFINED    4                     240000
COLONIAL PPTYS TR       EQUITY  195872106       3803      164000   SH            DEFINED    3                     150000       14000
COLONIAL PPTYS TR       EQUITY  195872106       3478      150000   SH            DEFINED    1                     150000
COLUMBIA ENERGY GRP     EQUITY  197648108        174        2750   SH            DEFINED    1                       2750
COLUMBIA/HCA HEALTH-
  CARE                  EQUITY  197677107        542       18500   SH            DEFINED    1                      18500
COLUMBIA/HCA HEALTH-
  CARE                  EQUITY  197677107        261        8900   SH            DEFINED    2                       8900
COMCAST CORP            EQUITY  200300200       1193       23600   SH            DEFINED    1                      23600
COMCAST CORP            EQUITY  200300200      23714      469205   SH            DEFINED    2                     469205
COMDISCO INC            EQUITY  200336105        525       14100   SH            DEFINED    1                      14100
COMERICA INC            EQUITY  200340107        257        5500   SH            DEFINED    1                       5500
COMMERCE BANCSHARES     EQUITY  200525103         36        1050   SH            DEFINED    2                       1050
COMMERCE ONE INC        EQUITY  200693109       1915        9720   SH            DEFINED    2                       9720
COMMERCIAL NET LEASE    EQUITY  202218103        309       31100   SH            DEFINED    3                                  31100
COMMONWEALTH TEL
  ENTRPRS               EQUITY  203349105       1008       19200   SH            DEFINED    2                      19200
COMMSCOPE INC           EQUITY  203372107       1221       30300   SH            DEFINED    2                      30300
COMMSCOPE INC           EQUITY  203372107      42550     1055500   SH            DEFINED    3                    1032200       23300
COMMUNITY BK SYS INC    EQUITY  203607106        162        7000   SH            DEFINED    2                       7000
COMPANHIA BRAS DIST     EQUITY  20440T201         87        2696   SH            DEFINED    2                       2696
COMPANHIA ENERG
  MINAS                 EQUITY  204409601         43        1888   SH            DEFINED    2                       1888
COMPAQ COMPUTER         EQUITY  204493100       1595       58944   SH            DEFINED    1                      58944
COMPAQ COMPUTER         EQUITY  204493100        571       21100   SH            DEFINED    2                      21100
COMPASS BANCSHARES      EQUITY  20449H109        237       10600   SH            DEFINED    1                      10600
COMPLETE BUS SOLU-
  TIONS                 EQUITY  20452F107        163        6490   SH            DEFINED    2                       6490
COMPUSA INC             EQUITY  204932107         44        8600   SH            DEFINED    1                       8600
COMPUSA INC             EQUITY  204932107         54       10500   SH            DEFINED    2                      10500
COMPUTER ASSOC INTL     EQUITY  204912109      16771      239800   SH            DEFINED    1                     239800
COMPUTER ASSOC INTL     EQUITY  204912109       1476       21100   SH            DEFINED    2                      21100
COMPUTER HORIZONS       EQUITY  205908106        371       23000   SH            DEFINED    2                      23000
COMPUTER SCIENCES       EQUITY  205363104       8582       90700   SH            DEFINED    1                      90700
</TABLE>

                   

                                    11 OF 48

<PAGE>   14

<TABLE>
<CAPTION>
                                                                                                        VOTING AUTHORITY
                        TITLE    CUSIP     VALUE      SHRS OR     SH/     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>
COMPUTER SCIENCES       EQUITY  205363104      48779      515500   SH            DEFINED    2                     515500
COMPUWARE CORP          EQUITY  205638109        444       11900   SH            DEFINED    1                      11900
COMSAT CORP             EQUITY  20564D107         95        4799   SH            DEFINED    1                       4799
COMVERSE TECHNOLOGY     EQUITY  205862402        876        6050   SH            DEFINED    1                       6050
COMVERSE TECHNOLOGY   CORPBOND  205862AG0      56485    16510000  PRN            DEFINED    4                   16510000
CONAGRA                 EQUITY  205887102        368       16200   SH            DEFINED    1                      16200
CONAGRA INC             EQUITY  205887102       4596      203692   SH            DEFINED    2                     203692
CONCORD EFS INC         EQUITY  206197105        493       19150   SH            DEFINED    1                      19150
CONCORD EFS INC         EQUITY  206197105       1979       77050   SH            DEFINED    2                      77050
CONCORD EFS INC         EQUITY  206197105       8764      340350   SH            DEFINED    3                     278700       61650
CONECTIV INC            EQUITY  206829103        148        8800   SH            DEFINED    1                       8800
CONEXANT SYS INC        EQUITY  207142100       9746      147000   SH            DEFINED    2                     147000
CONEXANT SYS INC        EQUITY  207142100       6286       94700   SH            DEFINED    3                      77200       17500
CONEXANT SYS INC      CORPBOND  207142AB6         95         350  PRN            DEFINED    1                        350
CONOCO INC              EQUITY  208251405       8060      324000   SH            DEFINED    1                     324000
CONSECO INC             EQUITY  208464107        185       10382   SH            DEFINED    1                      10382
CONSOL ENERGY INC       EQUITY  20854P109         48        4700   SH            DEFINED    2                       4700
CONSOLIDATED EDISON     EQUITY  209115104        676       19600   SH            DEFINED    1                      19600
CONSOLIDATED NATRL
  GAS                   EQUITY  209615103        208        3200   SH            DEFINED    1                       3200
CONSOLIDATED PAPERS     EQUITY  209759109        258        8100   SH            DEFINED    1                       8100
CONSOLIDATED PAPERS     EQUITY  209759109        919       28900   SH            DEFINED    2                      28900
CONSOLIDATED STORES     EQUITY  210149100         52        3200   SH            DEFINED    1                       3200
CONSOLIDATED STORES     EQUITY  210149100        697       42900   SH            DEFINED    2                      42900
CONSTELLATION ENERGY    EQUITY  210371100        142        4900   SH            DEFINED    1                       4900
CONTINENTAL AIRLS
  INC                   EQUITY  210795308        595       13400   SH            DEFINED    2                      13400
CONVERGYS CORP          EQUITY  212485106        431       14000   SH            DEFINED    1                      14000
COOPER CAMERON CORP     EQUITY  216640102       1390       28400   SH            DEFINED    2                      28400
COOPER INDS INC         EQUITY  216669101        186        4600   SH            DEFINED    1                       4600
COOPER INDS INC         EQUITY  216669101        396        9800   SH            DEFINED    2                       9800
COOPER TIRE & RUBR
  CO                    EQUITY  216831107         39        2500   SH            DEFINED    1                       2500
COOPER TIRE & RUBR
  CO                    EQUITY  216831107       4607      296045   SH            DEFINED    2                     296045
COORS ADOLPH CO         EQUITY  217016104         47         900   SH            DEFINED    1                        900
CORDANT TECHNOLOGIES    EQUITY  218412104        106        3200   SH            DEFINED    1                       3200
CORDANT TECHNOLOGIES    EQUITY  218412104         96        2900   SH            DEFINED    2                       2900
CORECOMM LTD            EQUITY  G2422R109       1106       18750   SH            DEFINED    2                      18750
COREL CORP              EQUITY  21868Q109        444       29400   SH            DEFINED    2                      29400
CORN PRODUCTS INTL      EQUITY  219023108        160        4900   SH            DEFINED    2                       4900
CORNERSTONE PPTYS       EQUITY  21922h103       6033      412500   SH            DEFINED    3                     351400       61100
CORNING INC             EQUITY  219350105        993        7700   SH            DEFINED    1                       7700
COSTCO WHSL CORP        EQUITY  22160K105        639        7000   SH            DEFINED    1                       7000
COSTCO WHSL CORP        EQUITY  22160K105       2695       29550   SH            DEFINED    2                      29550
COSTCO WHSL CORP        EQUITY  22160K105        767        8400   SH            DEFINED    3                       8400
COUNTRYWIDE CR INDS     EQUITY  222372104         91        3600   SH            DEFINED    1                       3600
COUNTRYWIDE CR INDS     EQUITY  222372104        583       23100   SH            DEFINED    2                      23100
COVAD COMM GRP          EQUITY  222814204       2022       36200   SH            DEFINED    2                      36200
COVANCE INC             EQUITY  222816100         55        5100   SH            DEFINED    1                       5100
CRANE CO                EQUITY  224399105         43        2175   SH            DEFINED    1                       2175
CRANE CO                EQUITY  224399105        111        5600   SH            DEFINED    2                       5600
CREDENCE SYS            EQUITY  225302108         86        1000   SH            DEFINED    2                       1000
CRESCENT REAL EST
  EQS                   EQUITY  225756105        345       18800   SH            DEFINED    2                      18800
CRESCENT REAL EST
  EQS                   EQUITY  225756105       8254      449200   SH            DEFINED    3                     380300       68900
</TABLE>




                                    12 OF 48

<PAGE>   15

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


CRESCENT REAL EST 
  EQS                   EQUITY  225756204       1059       70000    SH           DEFINED    1                      70000
CRESTLINE CAPITAL       EQUITY  226153104         68        3309    SH           DEFINED    1                       3309
CRITICAL PATH INC       EQUITY  22674V100      10221      108300    SH           DEFINED    2                     108300
CRITICAL PATH INC       EQUITY  22674V100      21178      224400    SH           DEFINED    3                     219100        5300
CROSS TIMBERS OIL CO    EQUITY  227573201       1922       79720    SH           DEFINED    4                      79720     
CROWN CASTLE INTL       EQUITY  228227104      62453     1944050    SH           DEFINED    1                    1944050     
CROWN CASTLE INTL       EQUITY  228227104        435       13600    SH           DEFINED    2                      13600     
CROWN CORK & SEAL       EQUITY  228255105         92        4100    SH           DEFINED    1                       4100     
CROWN CORK & SEAL       EQUITY  228255303      15726      764300    SH           DEFINED    4                     764300     
CSG SYS INTL INC        EQUITY  126349109      60781     1524300    SH           DEFINED    3                    1462000       62300
CSK AUTO CORP           EQUITY  125965103       2658      151900    SH           DEFINED    3                     115700       36200
CSX CORP                EQUITY  126408103        223        7100    SH           DEFINED    1                       7100     
CSX CORP                EQUITY  126408103        489       15600    SH           DEFINED    2                      15600     
CUBIST PHARMACEUTI-                                                                                                          
  CALS                  EQUITY  229678107                  42932    SH           DEFINED    1                      42932     
CUMMINS ENGINE INC      EQUITY  231021106         63        1300    SH           DEFINED    1                       1300     
CUMULUS MEDIA INC       EQUITY  231082108      32434      639100    SH           DEFINED    3                     625200       13900
CURAGEN CORP            EQUITY  23126R101       6759       96900    SH           DEFINED    2                      96900     
CVS CORP                EQUITY  126650100       7716      193500    SH           DEFINED    1                     193500     
CVS CORP                EQUITY  126650100      17972      450000    SH           DEFINED    2                     450000     
CYBERSOURCE CORP        EQUITY  23251J106      46270      894100    SH           DEFINED    3                     877500       16600
CYBERSOURCE CORP        EQUITY  23251J106       3594       69400    SH           DEFINED    2                      69400     
CYPRESS SEMI-                                                                                                                
  CONDUCTOR             EQUITY  232806109        308        9500    SH           DEFINED    1                       9500     
CYSIVE INC              EQUITY  23281T108       1399       19400    SH           DEFINED    2                      19400     
CYTEC INDUSTRIES INC    EQUITY  232820100         90        3900    SH           DEFINED    1                       3900     
DAIICHI PHARM CO        EQUITY  625021001         39        3000    SH           DEFINED    2                       3000     
DANA CORP               EQUITY  235811106        156        4939    SH           DEFINED    1                       4939     
DANA CORP               EQUITY  235811106        377       12600    SH           DEFINED    2                      12600     
DANAHER CORP            EQUITY  235851102        169        3500    SH           DEFINED    1                       3500     
DANAHER CORP            EQUITY  235851102        733       15200    SH           DEFINED    2                      15200     
DANAHER CORP            EQUITY  235851102       6678      138400    SH           DEFINED    3                     116200       22200
DANKA BUSINESS SYS    CORPBOND  236277AB5       1238     1529000   PRN           DEFINED    4                    1529000     
DAO HENG BANK GRP       EQUITY  628713901         52       10000    SH           DEFINED    2                      10000     
DARDEN RESTAURANTS      EQUITY  237194105         85        4700    SH           DEFINED    1                       4700     
DATA RETURN CORP        EQUITY  23785M104      25798      482200    SH           DEFINED    3                     471100       11100
DAYTON HUDSON CORP      EQUITY  239753106       1175       16000    SH           DEFINED    1                      16000     
DAYTON HUDSON CORP      EQUITY  239753106       6844       93200    SH           DEFINED    2                      93200     
DEAN FOODS CO           EQUITY  242361103        139        3500    SH           DEFINED    1                       3500     
DEERE & CO              EQUITY  244199105        568       13100    SH           DEFINED    1                      13100     
DEERE & CO              EQUITY  244199105        119        2740    SH           DEFINED    2                       2740     
DELL COMPUTER CORP      EQUITY  247025109       4289       84100    SH           DEFINED    1                      84100     
DELL COMPUTER CORP      EQUITY  247025109      17413      341622    SH           DEFINED    2                     341622     
DELPHI AUTOMTV SYS      EQUITY  247126105        266       16858    SH           DEFINED    1                      16858     
DELPHI AUTOMTV SYS      EQUITY  247126105         41        2608    SH           DEFINED    2                       2608     
DELTA AIRLINES INC      EQUITY  247361108        239        4800    SH           DEFINED    1                       4800     
DELTA THREE COM INC     EQUITY  24783N102        258       10000    SH           DEFINED    1                      10000     
DELTIC TIMBER CORP      EQUITY  247850100        416       19000    SH           DEFINED    2                      19000     
DELUXE CORP             EQUITY  248019101         66        2400    SH           DEFINED    1                       2400     
DEN DANSKE BANK         EQUITY  426292009         53         480    SH           DEFINED    2                        480     
DENTSPLY INTL INC       EQUITY  249030107        113        4800    SH           DEFINED    1                       4800     
DENTSPLY INTL INC       EQUITY  249030107         92        3900    SH           DEFINED    2                       3900     
DESC S A DE C V         EQUITY  250309101        226       13500    SH           DEFINED    1                      13500     
DEUTSCHE TELEKOM        EQUITY  511938904        323        4537    SH           DEFINED    2                       4537     
</TABLE>



                                    13 OF 48

<PAGE>   16

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


DEVELOPERS DIVERS                                                                                                            
  RLTY                  EQUITY  251591103      10533      818100    SH           DEFINED    3                     672900      145200
DEVON ENERGY CORP       EQUITY  25179M103        237        7200    SH           DEFINED    1                       7200     
DEVON ENERGY CORP       EQUITY  25179M103       1383       42066    SH           DEFINED    2                      42066     
DEVON ENERGY CORP       EQUITY  25179M103      25965      789800    SH           DEFINED    3                     770100       19700
DEVRY INC               EQUITY  251893103        120        6400    SH           DEFINED    1                       6400     
DEVRY INC               EQUITY  251893103       1006       54000    SH           DEFINED    2                      54000     
DEVRY INC               EQUITY  251893103      24382     1300374    SH           DEFINED    3                    1263174       37200
DEXTER CORP             EQUITY  252165105         83        2100    SH           DEFINED    1                       2100     
DIAGEO PLC              EQUITY  25243Q205        576       18000    SH           DEFINED    2                      18000     
DIAL CORP               EQUITY  25247D101        233        9600    SH           DEFINED    1                       9600     
DIAL CORP               EQUITY  25247D101        518       21300    SH           DEFINED    2                      21300     
DIAMOND OFFSHORE                                                                                                             
  DRILLG                EQUITY  25271C102       4251      139100    SH           DEFINED    2                     139100     
DIAMOND TECH                                                                                                                 
  PARTNERS              EQUITY  252762109      46153      537050    SH           DEFINED    3                     526050       11000
DIEBOLD INC             EQUITY  253651103        154        6550    SH           DEFINED    1                       6550     
DIGEX INC DEL           EQUITY  253756100        129        1900    SH           DEFINED    2                       1900     
DIGITAL IMPACT INC      EQUITY  25385G106      20050      400000    SH           DEFINED    3                     389600       10400
DIGITAL IS INC DEL      EQUITY  25385N101       1271       13400    SH           DEFINED    2                      13400     
DIGITAL MICROWAVE       EQUITY  253859102       2520      107500    SH           DEFINED    2                     107500     
DII GROUP INC           EQUITY  232949107        447        6300    SH           DEFINED    2                       6300     
DILLARDS INC            EQUITY  254067101         73        3600    SH           DEFINED    1                       3600     
DIME BANCORP INC        EQUITY  25429Q102        154       10200    SH           DEFINED    1                      10200     
DISNEY WALT CO          EQUITY  254687106      12917      441600    SH           DEFINED    1                     441600     
DISNEY WALT CO          EQUITY  254687106       1515       51800    SH           DEFINED    2                      51800     
DOCUMENTUM INC          EQUITY  256159104       7784      130000    SH           DEFINED    2                     130000     
DOLE FOOD INC           EQUITY  256605106         85        5200    SH           DEFINED    1                       5200     
DOLLAR GEN CORP         EQUITY  256669102        170        7493    SH           DEFINED    1                       7493     
DOLLAR TREE STORES      EQUITY  256747106        281        5800    SH           DEFINED    1                       5800     
DOLLAR TREE STORES      EQUITY  256747106       7217      149000    SH           DEFINED    3                     120500       28500
DOMINION RESOURCES      EQUITY  257470104        247        6300    SH           DEFINED    1                       6300     
DONALDSON INC           EQUITY  257651109        101        4200    SH           DEFINED    1                       4200     
DONALDSON LUFKIN &                                                                                                           
  JENRETTE              EQUITY  257661504        320       23600    SH           DEFINED    2                      23600     
DONALDSON LUFKIN &                                                                                                           
  JENRETTE              EQUITY  257661108        832       17200    SH           DEFINED    2                      17200     
DONNELLEY R R & SONS    EQUITY  257867101        117        4700    SH           DEFINED    1                       4700     
DOREL INDS INC          EQUITY  25822C205        106        6400    SH           DEFINED    2                       6400     
DOUBLECLICK INC         EQUITY  258609304       9071       35844    SH           DEFINED    2                      35844     
DOVER CORP              EQUITY  260003108        304        6700    SH           DEFINED    1                       6700     
DOVER CORP              EQUITY  260003108        944       20800    SH           DEFINED    2                      20800     
DOW CHEMICAL CO         EQUITY  260543103        949        7100    SH           DEFINED    1                       7100     
DOW JONES & CO          EQUITY  260561105        224        3300    SH           DEFINED    1                       3300     
DOW JONES & CO          EQUITY  260561105        272        4000    SH           DEFINED    2                       4000     
DPL INC                 EQUITY  233293109        253       14600    SH           DEFINED    1                      14600     
DQE INC                 EQUITY  23329J104        242        7000    SH           DEFINED    1                       7000     
DREYERS GRAND ICE                                                                                                            
  CREAM                 EQUITY  261878102         37        2200    SH           DEFINED    1                       2200     
DRS TECHNOLOGIES      CORPBOND  23330XAB6        557      490000   PRN           DEFINED    4                     490000     
DSET CORP               EQUITY  262504103       9609      257100    SH           DEFINED    2                     257100     
DSP GROUP INC           EQUITY  23332B106        111        1200    SH           DEFINED    2                       1200     
DST SYSTEMS INC         EQUITY  233326107        443        5800    SH           DEFINED    1                       5800     
DTE ENERGY CO           EQUITY  233331107        142        4500    SH           DEFINED    1                       4500     
DU PONT E I DE                                                                                                               
  NEMOURS               EQUITY  263534109       2161       32800    SH           DEFINED    1                      32800     
DU PONT E I DE                                                                                                               
  NEMOURS               EQUITY  263534109      10923      165811    SH           DEFINED    2                     165811     
DUALSTAR TECHNOL-                                                                                                            
  OGIES                 EQUITY  263572117         61       16900    SH           DEFINED    4                      16900     
DUKE ENERGY CO          EQUITY  264399106        620       12366    SH           DEFINED    1                      12366     
</TABLE>



                                    14 OF 48

<PAGE>   17

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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 CO          EQUITY  264399106          5         100    SH           DEFINED    2                        100     
DUKE WEEKS REALTY       EQUITY  264411505      29451     1510310    SH           DEFINED    3                    1287438      222872
DUN & BRADSTREET        EQUITY  26483B106        165        5600    SH           DEFINED    1                       5600     
DUN & BRADSTREET        EQUITY  26483B106        333       11300    SH           DEFINED    2                      11300     
DURA AUTOMOTIVE SYS     EQUITY  265903104         54        3100    SH           DEFINED    2                       3100     
DURA PHARMACEUTICALS    EQUITY  26632S109      34263     2458300    SH           DEFINED    3                    2359500       98800
DURA PHARMACEUTICALS    EQUITY  266898105       1308       46000    SH           DEFINED    2                      46000     
DYCOM INDS INC          EQUITY  267475101        617       14000    SH           DEFINED    2                      14000     
DYERSBURG CORP          EQUITY  267575108         70       75000    SH           DEFINED    4                      75000     
E M C CORP MASS         EQUITY  268648102     149402     1367526    SH           DEFINED    2                    1367526     
E PIPHANY INC           EQUITY  26881V100       2988       13400    SH           DEFINED    2                      13400     
E STAMP CORP            EQUITY  269154100        102        4600    SH           DEFINED    2                       4600     
E TRADE GROUP INC       EQUITY  269246104        570       21800    SH           DEFINED    1                      21800     
E TRADE GROUP INC       EQUITY  269246104        462       17700    SH           DEFINED    2                      17700     
EARTHLINK NETWORK       EQUITY  270322100       1088       25600    SH           DEFINED    2                      25600     
EASTERN ENTERPRISES     EQUITY  27637F100         34         600    SH           DEFINED    1                        600     
EASTGROUP PPTYS INC     EQUITY  277276101         15         810    SH           DEFINED    2                        810     
EASTMAN CHEMICAL        EQUITY  277432100        129        2700    SH           DEFINED    1                       2700     
EASTMAN KODAK CO        EQUITY  277461109        709       10700    SH           DEFINED    1                      10700     
EASTMAN KODAK CO        EQUITY  277461109       4560       68834    SH           DEFINED    2                      68834     
EATON CORP              EQUITY  278058102        189        2600    SH           DEFINED    1                       2600     
EATON CORP              EQUITY  278058102         22         300    SH           DEFINED    2                        300     
EBENX INC               EQUITY  278668108       1810       40000    SH           DEFINED    3                      40000     
ECHOSTAR COMM           EQUITY  278762307     178995      223745    SH           DEFINED    4                     223745     
ECHOSTAR COMM           EQUITY  278762109       9869      101400    SH           DEFINED    2                     101400     
ECOLAB INC              EQUITY  278865100        157        4000    SH           DEFINED    1                       4000     
ECOLLEGE COM            EQUITY  27887E100        219       20000    SH           DEFINED    2                      20000     
ECOLLEGE  COM           EQUITY  27887E100        547       50000    SH           DEFINED    3                      50000     
EDISON INTL             EQUITY  281020107       1105       42200    SH           DEFINED    1                      42200     
EDISON INTL             EQUITY  281020107          3         100    SH           DEFINED    2                        100     
EDISON SCHS INC         EQUITY  281033100        174       11200    SH           DEFINED    2                      11200     
EDUCATION MGMT          EQUITY  28139T101        595       42500    SH           DEFINED    3                      42500     
EDWARDS AG INC          EQUITY  281760108        273        8500    SH           DEFINED    1                       8500     
EDWARDS J D & CO        EQUITY  281667105        983       32900    SH           DEFINED    2                      32900     
EL PASO ENERGY CORP     EQUITY  283905107        283        7300    SH           DEFINED    1                       7300     
EL PASO ENERGY CORP     EQUITY  283905107          4         100    SH           DEFINED    2                        100     
EL SITIO INC            EQUITY  G30177102       7350      200000    SH           DEFINED    3                     200000     
ELAN PLC                EQUITY  284131703       5800      200000    SH           DEFINED    1                     200000     
ELAN PLC                EQUITY  284131208      33720     1143055    SH           DEFINED    1                    1143055     
ELECTROCOMPONENTS       EQUITY  030964001        100        9000    SH           DEFINED    2                       9000     
ELECTROGLAS INC         EQUITY  285324109        667       26300    SH           DEFINED    2                      26300     
ELECTRONIC ARTS         EQUITY  285512109        487        5800    SH           DEFINED    1                       5800     
ELECTRONIC ARTS         EQUITY  285512109       1579       18800    SH           DEFINED    2                      18800     
ELECTRONIC DATA SYS     EQUITY  285661104       1071       16000    SH           DEFINED    1                      16000     
ELECTRONIC DATA SYS     EQUITY  285661104       1345       20100    SH           DEFINED    2                      20100     
ELETRONICS FOR                                                                                                               
  IMAGING               EQUITY  286082102        111        1900    SH           DEFINED    2                       1900     
ELF AQUINTAINE          EQUITY  286269105         75        1306    SH           DEFINED    1                       1306     
EMBOTELLADORA ANDINA    EQUITY  29081P303        560       38300    SH           DEFINED    1                      38300     
EMC CORP                EQUITY  268648102      22949      210055    SH           DEFINED    1                     210055     
EMC CORP              CORPBOND  26865YAA2        562         582   PRN           DEFINED    1                        582     
EMC CORP              CORPBOND  26865YAA2     862368    89414000   PRN           DEFINED    4                   89414000     
EMCOR GROUP INC       CORPBOND  29084QAC4       5166     5879000   PRN           DEFINED    4                    5879000     
</TABLE>



                                    15 OF 48

<PAGE>   18

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


EMERSON ELEC CO         EQUITY  291011104       1279       22300    SH           DEFINED    1                      22300     
EMERSON ELEC CO         EQUITY  291011104       4599       80164    SH           DEFINED    2                      80164     
EMMIS COMMUNICATIONS    EQUITY  291525103       3116       25000    SH           DEFINED    2                      25000     
EMPRESA NACNL DE                                                                                                             
  ELEC                  EQUITY  29244T101        417       29392    SH           DEFINED    1                      29392     
EMPRESAS ICA SOC        EQUITY  292448107        193       59300    SH           DEFINED    1                      59300     
ENERGY EAST CORP        EQUITY  29266M109        231       11100    SH           DEFINED    1                      11100     
ENERGY EAST CORP        EQUITY  29266M109       1041       50000    SH           DEFINED    2                      50000     
ENERSIS S A             EQUITY  29274F104        501       20797    SH           DEFINED    1                      20797     
ENGAGE TECHNOLOGIES     EQUITY  292827102       5844       97400    SH           DEFINED    2                      97400     
ENGELHARD CORP          EQUITY  292845104         87        4600    SH           DEFINED    1                       4600     
ENGELHARD CORP          EQUITY  292845104        674       35700    SH           DEFINED    2                      35700     
ENHANCE FINL SVCS                                                                                                            
  GRP                   EQUITY  293310108       1519       93500    SH           DEFINED    2                      93500     
ENRON CORP              EQUITY  293561106        998       22500    SH           DEFINED    1                      22500     
ENRON CORP              EQUITY  293561106       8522      192050    SH           DEFINED    2                     192050     
ENSCO INTL INC          EQUITY  26874Q100        295       12900    SH           DEFINED    1                      12900     
ENTERCOM COMM           EQUITY  293639100       5630       85300    SH           DEFINED    2                      85300     
ENTERGY CORP            EQUITY  29364G103        203        7900    SH           DEFINED    1                       7900     
ENTRADE INC             EQUITY  29382L993       4056      110250    SH           DEFINED    2                     110250     
ENTRUST TECHNOLOGIES    EQUITY  293848107       5632       94000    SH           DEFINED    2                      94000     
ENTRUST TECHNOLOGIES    EQUITY  293848107      10189      170000    SH           DEFINED    3                     159900       10100
EQUANT N V              EQUITY  294409107      35358      315700    SH           DEFINED    2                     315700     
EQUIFAX INC             EQUITY  294429105        118        5000    SH           DEFINED    1                       5000     
EQUITABLE RES INC       EQUITY  294549100        434       13000    SH           DEFINED    2                      13000     
EQUITY OFFICE PPTYS                                                                                                          
  TR                    EQUITY  294741103      12876      522873    SH           DEFINED    1                     522873     
EQUITY OFFICE PPTYS                                                                                                          
  TR                    EQUITY  294741103      43246     1756188    SH           DEFINED    3                    1506298      249890
EQUITY RES PPTYS TR     EQUITY  29476L107       4269      100000    SH           DEFINED    1                     100000     
EQUITY RES PPTYS TR     EQUITY  29476L107        149        3500    SH           DEFINED    2                       3500     
EQUITY RES PPTYS TR     EQUITY  29476L107      34287      803200    SH           DEFINED    3                     695800      107400
EQUITY RES PPTYS TR     EQUITY  29476L826        655       25000    SH           DEFINED    4                      25000     
EQUITY RES PPTYS TR     EQUITY  29476L883       2729      114900    SH           DEFINED    4                     114900     
ERICSSON L M TEL CO     EQUITY  294821400       1601       24400    SH           DEFINED    2                      24400     
ESPEED INC              EQUITY  296643109        577       16200    SH           DEFINED    2                      16200     
ETHAN ALLEN INTER-                                                                                                           
  IORS                  EQUITY  297602104       1183       36900    SH           DEFINED    2                      36900     
ETHYL CORP              EQUITY  297659104         27        7800    SH           DEFINED    1                       7800     
EVANS & SUTHERLAND      EQUITY  299096107        511       44700    SH           DEFINED    2                      44700     
EVEREST REINS HLGS      EQUITY  299808105        103        4600    SH           DEFINED    1                       4600     
EVEREST REINS HLGS      EQUITY  299808105        112        5000    SH           DEFINED    2                       5000     
EVERGREEN RESOURCES     EQUITY  299900308        215       11000    SH           DEFINED    2                      11000     
EXODUS COMMUNICA-                                                                                                            
  TIONS                 EQUITY  302088109        471        5300    SH           DEFINED    2                       5300     
EXPEDIA INC             EQUITY  302125109         32         900    SH           DEFINED    1                        900     
EXPEDITORES INTL                                                                                                             
  WASH                  EQUITY  302130109        108        2500    SH           DEFINED    2                       2500     
EXPRESS SCRIPTS INC     EQUITY  302182100        243        3800    SH           DEFINED    1                       3800     
EXTENDED STAY AMER      EQUITY  30224P101        699       91700    SH           DEFINED    2                      91700     
EXTREME NETWORKS        EQUITY  30226D106       4384       52500    SH           DEFINED    2                      52500     
EXXON MOBIL CORP        EQUITY  30231G102      18955      235281    SH           DEFINED    1                     235281     
EXXON MOBIL CORP        EQUITY  30231G102      18922      234869    SH           DEFINED    2                     234869     
F N B CORP PA           EQUITY  302520101        266       12050    SH           DEFINED    2                      12050     
FAMILY DOLLAR STORES    EQUITY  307000109        256       15700    SH           DEFINED    1                      15700     
FAMILY DLR STORES                                                                                                            
  INC                   EQUITY  307000109        422       25900    SH           DEFINED    2                      25900     
FARMSTEAD TEL GROUP     EQUITY  311565139          3       21200    SH           DEFINED    4                      21200     
FASTENAL CO             EQUITY  311900104        153        3400    SH           DEFINED    1                       3400     
FDX CORP                EQUITY  31304N107        304        7420    SH           DEFINED    1                       7420     
</TABLE>



                                    16 OF 48

<PAGE>   19

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


FEDERAL HOME LN MTG     EQUITY  313400301      17771      377600    SH           DEFINED    1                     377600     
FEDERAL HOME LN MTG     EQUITY  313400301        729       15500    SH           DEFINED    2                      15500     
FEDERAL MOGUL CORP      EQUITY  313549107        131        6500    SH           DEFINED    1                       6500     
FEDERAL NATL MTG                                                                                                             
  ASSN                  EQUITY  313586109       2801       44800    SH           DEFINED    1                      44800     
FEDERAL NATL MTG                                                                                                             
  ASSN                  EQUITY  313586109       3832       61375    SH           DEFINED    2                      61375     
FEDERAL REALTY INVS                                                                                                          
  TR                    EQUITY  313747206       3198      170000    SH           DEFINED    1                     170000     
FEDERAL REALTY INVS                                                                                                          
  TR                    EQUITY  313747206       3198      170000    SH           DEFINED    3                     170000     
FEDERAL SIGNAL CORP     EQUITY  313855108         63        3900    SH           DEFINED    1                       3900     
FEDERAL SIGNAL CORP     EQUITY  313855108        670       41700    SH           DEFINED    2                      41700     
FEDERATED DEPT                                                                                                               
  STORES                EQUITY  31410H101      21737      429900    SH           DEFINED    1                     429900     
FEDERATED DEPT                                                                                                               
  STORES                EQUITY  31410H127       5137      209527    SH           DEFINED    4                     209527     
FEDERATED INVS INC                                                                                                           
  PA                    EQUITY  314211103        411       20500    SH           DEFINED    2                      20500     
FELCOR LODGING TR       EQUITY  31430F101        140        8000    SH           DEFINED    2                       8000     
FELCOR LODGING TR       EQUITY  31430f101       3840      219447    SH           DEFINED    3                     186654       32793
FERRO CORP              EQUITY  315405100         79        3600    SH           DEFINED    1                       3600     
FERRO CORP              EQUITY  315405100        123        5600    SH           DEFINED    2                       5600     
FIFTH THIRD BANK        EQUITY  316773100        622        8475    SH           DEFINED    1                       8475     
FINANCIAL FED CORP      EQUITY  317492106       2525      110700    SH           DEFINED    3                     110700     
FINANCIAL SEC ASSUR                                                                                                          
  HLDGS                 EQUITY  31769P100        652       12500    SH           DEFINED    2                      12500     
FINISTAR CORP           EQUITY  31787A101        180        2000    SH           DEFINED    1                       2000     
FINISTAR CORP           EQUITY  31787A101       2651       29500    SH           DEFINED    2                      29500     
FINOVA FIN TR TOPRS     EQUITY  31808E 207      8114      158700    SH           DEFINED    4                     158700     
FINOVA GROUP INC        EQUITY  317928109        202        5700    SH           DEFINED    1                       5700     
FINOVA GROUP INC        EQUITY  317928109       4359      122800    SH           DEFINED    3                      91900       30900
FIREBIRD REPUBLICA                                                                                                           
  FD                    EQUITY  318991965         55         960    SH           DEFINED    2                        960     
FIRST AMERICAN FINL     EQUITY  318522307        560       45000    SH           DEFINED    2                      45000     
FIRST DATA CORP         EQUITY  319963104        730       14800    SH           DEFINED    1                      14800     
FIRST DATA CORP         EQUITY  319963104        335        6800    SH           DEFINED    2                       6800     
FIRST HEALTH GROUP      EQUITY  320960107        129        4800    SH           DEFINED    1                       4800     
FIRST HEALTH GROUP      EQUITY  320960107       1115       41500    SH           DEFINED    2                      41500     
FIRST INDUSTRIAL                                                                                                             
  RLTY TR               EQUITY  32054K103       6294      229400    SH           DEFINED    3                     196200       33200
FIRST SEC CORP          EQUITY  336294103        467       18300    SH           DEFINED    1                      18300     
FIRST SIERRA FINL                                                                                                            
  CORP                  EQUITY  335944104      20476     1195700    SH           DEFINED    3                    1195700     
FIRST TENN NATL CORP    EQUITY  337162101        348       12200    SH           DEFINED    1                      12200     
FIRST TENN NATL CORP    EQUITY  337162101        117        4100    SH           DEFINED    2                       4100     
FIRST UNION CORP        EQUITY  337358105       1023       31066    SH           DEFINED    1                      31066     
FIRST UNION CORP        EQUITY  337358105        167        5100    SH           DEFINED    2                       5100     
FIRST VA BANKS INC      EQUITY  337477103        204        4750    SH           DEFINED    1                       4750     
FIRST VA BANKS INC      EQUITY  337477103       1806       42000    SH           DEFINED    2                      42000     
FIRST WASH RLTY TR      EQUITY  337489504       4201      224800    SH           DEFINED    3                     191000       33800
FIRSTAR CORP WIS        EQUITY  33763V109        672       31813    SH           DEFINED    1                      31813     
FIRSTAR CORP WIS        EQUITY  33763V109        845       40000    SH           DEFINED    2                      40000     
FIRSTENERGY CORP        EQUITY  337932107        175        7700    SH           DEFINED    1                       7700     
FIRSTMERIT CORP         EQUITY  337915102        191        8300    SH           DEFINED    1                       8300     
FISERV INC              EQUITY  337738108        430       11225    SH           DEFINED    1                      11225     
FISERV INC              EQUITY  337738108        713       18675    SH           DEFINED    2                      18675     
FISERV INC              EQUITY  337738108      16159      421775    SH           DEFINED    3                     382150       39625
FLEETBOSTON FINL        EQUITY  339030108       1007       28931    SH           DEFINED    1                      28931     
FLEETBOSTON FINL        EQUITY  339030108        480       13800    SH           DEFINED    2                      13800     
FLEETWOOD ENTER-                                                                                                             
  PRISES                EQUITY  339099103         29        1400    SH           DEFINED    1                       1400     
FLEXTRONICS INTL        EQUITY  Y2573F102      45236      983400    SH           DEFINED    2                     983400     
FLORIDA PROGRESS        EQUITY  341109106        135        3400    SH           DEFINED    1                       3400     
</TABLE>



                                    17 OF 48

<PAGE>   20

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


FLORIDA PROGRESS        EQUITY  341109106        317        7500    SH           DEFINED    2                       7500     
FLOWERS INDS INC        EQUITY  343496105        140        8800    SH           DEFINED    1                       8800     
FLOWERS INDS INC        EQUITY  343496105        253       15900    SH           DEFINED    2                      15900     
FLOWSERVE CORP          EQUITY  34354P105         58        3400    SH           DEFINED    1                       3400     
FLOWSERVE CORP          EQUITY  34354P105       1173       69000    SH           DEFINED    2                      69000     
FLUOR CORP              EQUITY  343861100        128        2800    SH           DEFINED    1                       2800     
FMC CORP                EQUITY  302491303         75        1300    SH           DEFINED    1                       1300     
FOMENTO ECONOMICO                                                                                                            
  MEX                   EQUITY  344419106       1651       37100    SH           DEFINED    1                      37100     
FORD MTR CO DEL         EQUITY  345370100       2106       39500    SH           DEFINED    1                      39500     
FORD MTR CO DEL         EQUITY  345370100        469        8790    SH           DEFINED    2                       8790     
FOREST CITY ENTER-                                                                                                           
  PRISES                EQUITY  345550107        658       23500    SH           DEFINED    2                      23500     
FOREST LABS INC         EQUITY  345838106       8684      141350    SH           DEFINED    1                     141350     
FOREST LABS INC         EQUITY  345838106       1487       24200    SH           DEFINED    2                      24200     
FORRESTER RESH INC      EQUITY  346563109       1240       18100    SH           DEFINED    2                      18100     
FORT JAMES CORP         EQUITY  347471104        197        7200    SH           DEFINED    1                       7200     
FORTUNE BRANDS INC      EQUITY  349631101        185        5600    SH           DEFINED    1                       5600     
FORTUNE BRANDS INC      EQUITY  349631101          7         200    SH           DEFINED    2                        200     
FOSTER WHEELER CORP     EQUITY  350244109         13        1500    SH           DEFINED    1                       1500     
FOUNDATION HEALTH                                                                                                            
  SYS                   EQUITY  350404109        104       10490    SH           DEFINED    1                      10490     
FOUNDRY NETWORKS        EQUITY  35063R100       1840        6100    SH           DEFINED    2                       6100     
FOUR SEASONS HOTELS     EQUITY  35100E104       1024       19226    SH           DEFINED    2                      19226     
FPL GROUP INC           EQUITY  302571104        274        6400    SH           DEFINED    1                       6400     
FPL GROUP INC           EQUITY  302571104        925       21600    SH           DEFINED    2                      21600     
FRANCHISE FINL CORP     EQUITY  351807102       3311      138300    SH           DEFINED    3                     117400       20900
FRANKLIN RES INC        EQUITY  354613101        269        8400    SH           DEFINED    1                       8400     
FREEMARKETS INC         EQUITY  356602102        171         500    SH           DEFINED    2                        500     
FREEPORT-MCMORAN                                                                                                             
  CPPR & GLD            EQUITY  35671D501       4573      239100    SH           DEFINED    4                     239100     
FREEPORT-MCMORAN                                                                                                             
  CPPR & GLD            EQUITY  35671D857        131        6200    SH           DEFINED    1                       6200     
FSI INTL INC            EQUITY  302633102        521       45800    SH           DEFINED    2                      45800     
FULLER H B CO           EQUITY  359694106         67        1200    SH           DEFINED    1                       1200     
FULLER H B CO           EQUITY  359694106        162        2900    SH           DEFINED    2                       2900     
FURNITURE BRANDS                                                                                                             
  INTL                  EQUITY  360921100        103        4700    SH           DEFINED    1                       4700     
FURNITURE BRANDS                                                                                                             
  INTL                  EQUITY  360921100        176        8000    SH           DEFINED    2                       8000     
GABLES RESIDENTIAL                                                                                                           
  TR                    EQUITY  362418105        240       10000    SH           DEFINED    2                      10000     
GABLES RESIDENTIAL                                                                                                           
  TR                    EQUITY  362418105       5909      246200    SH           DEFINED    3                     209500       36700
GALILEO INTL INC        EQUITY  363547100        386       12900    SH           DEFINED    2                      12900     
GALILEO TECHNOLOGY                                                                                                           
  LTD                   EQUITY  M47298100      19693      816300    SH           DEFINED    3                     798800       17500
GALLAGHER ARTHUR J      EQUITY  363576109      14621      225800    SH           DEFINED    1                     225800     
GALLAGHER ARTHUR J      EQUITY  363576109        201        3100    SH           DEFINED    2                       3100     
GALLAHER GROUP PLC      EQUITY  363595109          3         200    SH           DEFINED    2                        200     
GANNETT INC             EQUITY  364730101      19981      244980    SH           DEFINED    1                     244980     
GANNETT INC             EQUITY  364730101       1011       12400    SH           DEFINED    2                      12400     
GAP INC                 EQUITY  364760108      23288      506250    SH           DEFINED    1                     506250     
GAP INC                 EQUITY  364760108      16548      359745    SH           DEFINED    2                     359745     
GARTNER GROUP INC       EQUITY  366651206        127        9177    SH           DEFINED    1                       9177     
GARTNER GROUP INC       EQUITY  366651107         46        3000    SH           DEFINED    2                       3000     
GATEWAY INC             EQUITY  367626108       8237      114300    SH           DEFINED    1                     114300     
GATEWAY INC             EQUITY  367626108        569        7900    SH           DEFINED    2                       7900     
GATX CORP               EQUITY  361448103        149        4400    SH           DEFINED    1                       4400     
GENENTECH INC           EQUITY  368710406      56512      420164    SH           DEFINED    2                     420164     
GENER S A               EQUITY  368731105        816       52665    SH           DEFINED    1                      52665     
GENERAL ALUMINUM        EQUITY  368768107        775      516663    SH           DEFINED    1                     516663     
</TABLE>



                                    18 OF 48

<PAGE>   21

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


GENERAL DYNAMICS        EQUITY  369550108        754       14300    SH           DEFINED    1                      14300     
GENERAL DYNAMICS        EQUITY  369550108       1187       22500    SH           DEFINED    2                      22500     
GENERAL ELEC CO         EQUITY  369604103      43918      283800    SH           DEFINED    1                     283800     
GENERAL ELEC CO         EQUITY  369604103      76849      496599    SH           DEFINED    2                     496599     
GENERAL ELEC CO         EQUITY  369604103       3714       24000    SH           DEFINED    3                      24000     
GENERAL GROWTH PPTYS    EQUITY  370021107        386       13800    SH           DEFINED    2                      13800     
GENERAL GROWTH PPTYS    EQUITY  370021107      19382      692200    SH           DEFINED    3                     589800    102400
GENERAL GROWTH PPTYS    EQUITY  370021206        264       13200    SH           DEFINED    2                      13200     
GENERAL INSTR CORP      EQUITY  370120107        408        4800    SH           DEFINED    1                       4800     
GENERAL INSTR CORP      EQUITY  370120107       1675       19700    SH           DEFINED    2                      19700     
GENERAL MILLS INC       EQUITY  370334104        372       10400    SH           DEFINED    1                      10400     
GENERAL MTRS CORP       EQUITY  370442105       1570       21600    SH           DEFINED    1                      21600     
GENERAL MTRS CORP       EQUITY  370442105       5609       77171    SH           DEFINED    2                      77171     
GENERAL MTRS CORP       EQUITY  370442832       7910       82400    SH           DEFINED    2                      82400     
GENERAL PUBLIC                                                                                                               
  UTILITY               EQUITY  36225X100         92        3100    SH           DEFINED    1                       3100     
GENERAL RE CORP         EQUITY  370997306        971       10000    SH           DEFINED    1                      10000     
GENTEX CORP             EQUITY  371901109      45899     1654000    SH           DEFINED    3                    1586900    67100
GENUINE PARTS CO        EQUITY  372460105        150        6050    SH           DEFINED    1                       6050     
GENUINE PARTS CO        EQUITY  372460105       4479      180534    SH           DEFINED    2                     180534     
GENZYME CORP            EQUITY  372917104        351        7800    SH           DEFINED    1                       7800     
GENZYME CORP            EQUITY  372917104       2143       47700    SH           DEFINED    2                      47700     
GENZYME CORP            EQUITY  372917609         13        2290    SH           DEFINED    2                       2290     
GENZYME CORP          CORPBOND  372917AE4        382        3000   PRN           DEFINED    1                       3000     
GENZYME CORP          CORPBOND  372917AF1       3181     2500000   PRN           DEFINED    4                    2500000     
GEORGIA GULF CORP       EQUITY  373200203         91        3000    SH           DEFINED    1                       3000     
GEORGIA PAC CORP        EQUITY  373298108        315        6200    SH           DEFINED    1                       6200     
GEORGIA PAC CORP        EQUITY  373298108       5263      103700    SH           DEFINED    2                     103700     
GEORGIA PAC CORP        EQUITY  373298702        185        7500    SH           DEFINED    1                       7500     
GEORGIA PAC CORP        EQUITY  373298702        148        6000    SH           DEFINED    2                       6000     
GETTHERE COM INC        EQUITY  374266104         81        2000    SH           DEFINED    1                       2000     
GETTHERE COM INC        EQUITY  374266104       6730      167200    SH           DEFINED    3                     162600    4600
GILAT SATELLITE                                                                                                              
  NETWKS                EQUITY  M51474100        486        4100    SH           DEFINED    2                       4100     
GILEAD SCIENCES INC     EQUITY  375558103        206        3800    SH           DEFINED    1                       3800     
GILEAD SCIENCES INC     EQUITY  375558103        416        7700    SH           DEFINED    2                       7700     
GILLETTE CO             EQUITY  375766102       1487       36100    SH           DEFINED    1                      36100     
GILLETTE CO             EQUITY  375766102       1932       46900    SH           DEFINED    2                      46900     
GLATFELTER P H CO       EQUITY  377316104         52        3600    SH           DEFINED    1                       3600     
GLAXO WELLCOME PLC      EQUITY  37733W105        598       10695    SH           DEFINED    2                      10695     
GLEASON CORP            EQUITY  377339106        412       17700    SH           DEFINED    2                      17700     
GLENBOROUGH RLTY TR     EQUITY  37803P105        106        7900    SH           DEFINED    2                       7900     
GLOBAL CROSSING LTD     EQUITY  G3921A100       1281       25615    SH           DEFINED    1                      25615     
GLOBAL CROSSING LTD     EQUITY  G3921A100        105        2100    SH           DEFINED    2                       2100     
GLOBAL INDUSTRIES                                                                                                            
  INC                   EQUITY  379336100        464       53800    SH           DEFINED    2                      53800     
GLOBAL MARINE INC       EQUITY  379352404        271       16300    SH           DEFINED    1                      16300     
GLOBAL MARINE INC       EQUITY  379352404       1691      101700    SH           DEFINED    2                     101700     
GLOBAL TELESYSTEMS                                                                                                           
  GRP                 CORPBOND  37936UAA2       4191     1200000   PRN           DEFINED    4                    1200000     
GLOBAL TELESYSTEMS                                                                                                           
  GRP                   EQUITY  37936U104      20155      580000    SH           DEFINED    1                     580000     
GLOBAL TELESYSTEMS                                                                                                           
  GRP                   EQUITY  37936U104        290        8370    SH           DEFINED    2                       8370     
GLOBALSTAR LP LTD       EQUITY  G3930H104       1195       27160    SH           DEFINED    2                      27160     
GLOBESPAN INC           EQUITY  379571102        721       11071    SH           DEFINED    1                      11071     
GLOBO CABO S A          EQUITY  37957X102       1044       58000    SH           DEFINED    1                      58000     
GOLDEN WEST FINL        EQUITY  381317106        211        6300    SH           DEFINED    1                       6300     
</TABLE>



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<PAGE>   22

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


GOLDEN WEST FINL        EQUITY  381317106       1126       33600    SH           DEFINED    2                      33600     
GOLF TR AMER INC        EQUITY  38168B103       7607      449150    SH           DEFINED    3                     381350    67800
GOODRICH B F CO         EQUITY  382388106         52        1900    SH           DEFINED    1                       1900     
GOODYEAR TIRE & RUBR    EQUITY  382550101        149        5300    SH           DEFINED    1                       5300     
GP FINANCIAL CORP       EQUITY  395384100        238       10000    SH           DEFINED    1                      10000     
GPU INC                 EQUITY  36225X100         21         700    SH           DEFINED    1                        700     
GRACE W R & CO          EQUITY  38388F108         37        2600    SH           DEFINED    1                       2600     
GRAINGER W W INC        EQUITY  384802104        163        3400    SH           DEFINED    1                       3400     
GRANITE CONSTR INC      EQUITY  387328107         44        2400    SH           DEFINED    1                       2400     
GRANITE CONSTR INC      EQUITY  387328107         59        3200    SH           DEFINED    2                       3200     
GRAPHON CORP            EQUITY  388707119        419       32200    SH           DEFINED    4                      32200     
GREAT ATLANTIC & PAC    EQUITY  390064103         36        1300    SH           DEFINED    1                       1300     
GREAT ATLANTIC & PAC    EQUITY  390064103        156        5600    SH           DEFINED    2                       5600     
GREAT LAKES CHEM        EQUITY  390568103         80        2100    SH           DEFINED    1                       2100     
GREAT LAKES CHEMI       EQUITY  390568103        233        6100    SH           DEFINED    2                       6100     
GREAT PLAINS SFTWR      EQUITY  39119E105      20564      275100    SH           DEFINED    3                     263100    12000
GREY WOLF INC           EQUITY  397888108        189       65900    SH           DEFINED    2                      65900     
GRUPO ELEKTRA SA DE                                                                                                          
  CV                    EQUITY  40050A102       1126      115500    SH           DEFINED    1                     115500     
GRUPO TELEVISA SA DE                                                                                                         
  CV                    EQUITY  40049J206       2334       34200    SH           DEFINED    1                      34200     
GRUPO TELEVISA SA DE                                                                                                         
  CV                    EQUITY  40049J206        416        6100    SH           DEFINED    2                       6100     
GTE CORP                EQUITY  362320103      28500      403897    SH           DEFINED    1                     403897     
GTE CORP                EQUITY  362320103      28779      407850    SH           DEFINED    2                     407850     
GTECH HOLDINGS CORP     EQUITY  400518106         84        3800    SH           DEFINED    1                       3800     
GTS DURATEK             EQUITY  36237J107       1811      230000    SH           DEFINED    1                     230000     
GUCCI GROUP N V         EQUITY  401566104        174        1523    SH           DEFINED    2                       1523     
GUIDANT CORP            EQUITY  401698105       8216      174800    SH           DEFINED    1                     174800     
H & R BLOCK             EQUITY  093671105        459       10500    SH           DEFINED    1                      10500     
HALLIBURTON CO          EQUITY  406216101        572       14200    SH           DEFINED    1                      14200     
HALLIBURTON CO          EQUITY  406216101       8869      220345    SH           DEFINED    2                     220345     
HANNA M A CO            EQUITY  410522106         49        4500    SH           DEFINED    1                       4500     
HANNAFORD BROS CO       EQUITY  410550107        263        3800    SH           DEFINED    1                       3800     
HANOVER CAP MTG                                                                                                              
  HLDGS                 EQUITY  410761118                 200900    SH           DEFINED    4                     200900     
HANOVER COMPRESSOR      EQUITY  410768105        102        2700    SH           DEFINED    1                       2700     
HANSON PLC              EQUITY  411352404        247        6100    SH           DEFINED    2                       6100     
HARBINGER CORP          EQUITY  41145C103       3507      110300    SH           DEFINED    2                     110300     
HARCOURT GENERAL        EQUITY  41163G101         97        2400    SH           DEFINED    1                       2400     
HARCOURT GENERAL        EQUITY  41163G101        568       14100    SH           DEFINED    2                      14100     
HARLEY DAVIDSON INC     EQUITY  412822108        910       14200    SH           DEFINED    1                      14200     
HARMAN INTL INDS INC    EQUITY  413086109        225        4000    SH           DEFINED    2                       4000     
HARMONIC INC            EQUITY  413160102       2200       23200    SH           DEFINED    2                      23200     
HARRAHS ENTMT           EQUITY  413619107         85        3200    SH           DEFINED    1                       3200     
HARRIS CORP             EQUITY  413875105        200        7500    SH           DEFINED    1                       7500     
HARSCO CORP             EQUITY  415864107        137        4300    SH           DEFINED    1                       4300     
HARTE-HANKS INC         EQUITY  416196103        137        6300    SH           DEFINED    1                       6300     
HARTE-HANKS INC         EQUITY  416196103      17629      810506    SH           DEFINED    3                     793006    17500
HARTFORD FINL SVCS                                                                                                           
  GRP                   EQUITY  416515104        857       18100    SH           DEFINED    1                      18100     
HASBRO INC              EQUITY  418056107        116        6150    SH           DEFINED    1                       6150     
HAWAIIAN ELEC INDS      EQUITY  419870100         87        3000    SH           DEFINED    1                       3000     
HCC INS HLDGS INC       EQUITY  404132102         53        4000    SH           DEFINED    2                       4000     
HEALTH CARE PPTY                                                                                                             
  INVS                  EQUITY  421915109       7910      331300    SH           DEFINED    3                     281826    49474
HEALTH MGMY SYS INC     EQUITY  421933102        308       23000    SH           DEFINED    1                      23000     
HEALTH MGMY SYS INC     EQUITY  421933102       1707      127600    SH           DEFINED    2                     127600     
</TABLE>



                                    20 OF 48

<PAGE>   23

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


HEALTHSOUTH CORP        EQUITY  421924101         69       12900    SH           DEFINED    1                      12900     
HEICO CORP NEW          EQUITY  422806208       3524      166800    SH           DEFINED    2                     166800     
HEILIG MEYERS CO        EQUITY  422893107         15        5500    SH           DEFINED    1                       5500     
HEINZ H J CO            EQUITY  423074103      12183      306000    SH           DEFINED    1                     306000     
HELLENIC TELECOM ORG    EQUITY  423325307        287       24000    SH           DEFINED    1                      24000     
HELLER FINL INC         EQUITY  423328103        909       45300    SH           DEFINED    2                      45300     
HELMERICH & PAYNE       EQUITY  423452101         98        4500    SH           DEFINED    1                       4500     
HELMERICH & PAYNE       EQUITY  423452101        161        7400    SH           DEFINED    2                       7400     
HEMISOHERX BIOPHARMA    EQUITY  42366C111         70       11800    SH           DEFINED    4                      11800     
HERCULES INC            EQUITY  427056106         92        3300    SH           DEFINED    1                       3300     
HERMAN MILLER INC       EQUITY  600544100       3151      137000    SH           DEFINED    3                     105800       31200
HERSHEY FOODS CORP      EQUITY  427866108        232        4900    SH           DEFINED    1                       4900     
HERSHEY FOODS CORP      EQUITY  427866108       4196       88327    SH           DEFINED    2                      88327     
HERTZ CORP              EQUITY  428040109        526       10500    SH           DEFINED    2                      10500     
HEWLETT PACKARD         EQUITY  428236103       3777       33200    SH           DEFINED    1                      33200     
HEWLETT PACKARD         EQUITY  428236103      43433      381200    SH           DEFINED    2                     381200     
HEWLETT PACKARD       CORPBOND  428236AC7        103        1500   PRN           DEFINED    1                       1500     
HIBERNIA CORP           EQUITY  428656102        159       15000    SH           DEFINED    1                      15000     
HIGHWOODS PPTYS         EQUITY  431284108       2835      120000    SH           DEFINED    1                     120000     
HIGHWOODS PPTYS         EQUITY  431284108      16875      714300    SH           DEFINED    3                     629800       84500
HILLENBRAND INDS        EQUITY  431573104        193        6100    SH           DEFINED    1                       6100     
HILTON HOTELS CORP      EQUITY  432848109         98       10200    SH           DEFINED    1                      10200     
HILTON HOTELS CORP    CORPBOND  432848AL3        189        2500   PRN           DEFINED    1                       2500     
HILTON HOTELS CORP    CORPBOND  432848AL3       2151     2840000   PRN           DEFINED    4                    2840000     
HISPANIC BROADCAST-                                                                                                          
  ING                   EQUITY  43357B104        461        5000    SH           DEFINED    1                       5000     
HISPANIC BROADCAST-                                                                                                          
  ING                   EQUITY  43357B104       1538       16713    SH           DEFINED    2                      16713     
HISPANIC BROADCAST-                                                                                                          
  ING                   EQUITY  43357B104      87755      951600    SH           DEFINED    3                     924300       27300
HMT TECHNOLOGY CORP   CORPBOND  403917AD9        407     1031000   PRN           DEFINED    4                    1031000     
HOME DEPOT INC          EQUITY  437076102      14200      206550    SH           DEFINED    1                     206550     
HOME DEPOT INC          EQUITY  437076102      54621      796590    SH           DEFINED    2                     796590     
HOME DEPOT INC          EQUITY  437076102       3609       52500    SH           DEFINED    3                      52500     
HOME PPTYS N Y INC      EQUITY  437306103        343       12500    SH           DEFINED    2                      12500     
HOMESTAKE MNG CO        EQUITY  437614100         60        7700    SH           DEFINED    1                       7700     
HON INDS INC            EQUITY  438092108        127        5800    SH           DEFINED    1                       5800     
HON INDS INC            EQUITY  438092108        831       37900    SH           DEFINED    2                      37900     
HONEYWELL INTL INC      EQUITY  438516106      16640      288450    SH           DEFINED    1                     288450     
HONEYWELL INTL INC      EQUITY  438516106       7345      127328    SH           DEFINED    2                     127328     
HORACE MANN EDUCA-                                                                                                           
  TORS                  EQUITY  440327104       1425       72600    SH           DEFINED    1                      72600     
HORACE MANN EDUCA-                                                                                                           
  TORS                  EQUITY  440327104        383       19500    SH           DEFINED    2                      19500     
HORMEL FOODS CORP       EQUITY  440452100        276        6800    SH           DEFINED    1                       6800     
HOSPITALITY PPTYS TR    EQUITY  44106M102       7120      373500    SH           DEFINED    3                     302600       70900
HOST MARRIOTT CORP      EQUITY  44107P104        297       35967    SH           DEFINED    1                      35967     
HOST MARRIOTT CORP      EQUITY  44107P104      18080     2191500    SH           DEFINED    3                    1862500      329000
HOUGHTON MIFFLIN CO     EQUITY  441560109        114        2700    SH           DEFINED    1                       2700     
HOUGHTON MIFFLIN CO     EQUITY  441560109        135        3200    SH           DEFINED    2                       3200     
HOUSEHOLD INTL INC      EQUITY  441815107        661       17733    SH           DEFINED    1                      17733     
HOUSEHOLD INTL INC      EQUITY  441815107       2816       75600    SH           DEFINED    2                      75600     
HOWELL CORP             EQUITY  443051206        845       31900    SH           DEFINED    4                      31900     
HSB GROUP INC           EQUITY  40428N109      12205      360950    SH           DEFINED    1                     360950     
HUANENG POWER INTL      EQUITY  443304100         42        4000    SH           DEFINED    2                       4000     
HUBBELL INC             EQUITY  443510201        155        5700    SH           DEFINED    1                       5700     
HUDSON UTD BANCORP      EQUITY  444165104        147        5754    SH           DEFINED    2                       5754     
</TABLE>



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<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


HUGHES SUPPLY INC       EQUITY  444482103         80        3700    SH           DEFINED    2                       3700     
HUMAN GENOME                                                                                                                 
  SCIENCES              EQUITY  444903108       2182       14300    SH           DEFINED    2                      14300     
HUMAN GENOME                                                                                                                 
  SCIENCES            CORPBOND  444903AA6      18251     5880000   PRN           DEFINED    4                    5880000     
HUMANA CORP             EQUITY  444859102         43        5300    SH           DEFINED    1                       5300     
HUNT J B TRANS SVCS     EQUITY  445658107         47        3400    SH           DEFINED    1                       3400     
HUNTINGTON BANC-                                                                                                             
  SHARES                EQUITY  446150104        172        7314    SH           DEFINED    1                       7314     
HUSSMANN INTL INC       EQUITY  448110106        107        7130    SH           DEFINED    2                       7130     
HUTCHINSON TECHNO-                                                                                                           
  LOGY                CORPBOND  448407AC0       1340     1410000   PRN           DEFINED    4                    1410000     
HUTTIG BLDG PRODS                                                                                                            
  INC                   EQUITY  448451104          2         482    SH           DEFINED    1                        482     
I2 TECHNOLOGIES INC   CORPBOND  465754AD1        179        1250   PRN           DEFINED    1                       1250     
IBP INC                 EQUITY  449223106        148        8200    SH           DEFINED    1                       8200     
ICICI LTD               EQUITY  44926P103        486       35000    SH           DEFINED    1                      35000     
ICICI LTD               EQUITY  44926P103         83        6008    SH           DEFINED    2                       6008     
ICN PHARMACEUTICALS     EQUITY  448924100        185        7300    SH           DEFINED    1                       7300     
IDACORP INC             EQUITY  451107106         88        3300    SH           DEFINED    1                       3300     
IFS INTERNATIONAL                                                                                                            
  INC                   EQUITY  449515139         10       47000    SH           DEFINED    4                      47000     
IKON OFFICE SOLU-                                                                                                            
  TIONS                 EQUITY  451713101         29        4300    SH           DEFINED    1                       4300     
ILEX ONCOLOGY INC       EQUITY  451923106       6569      272300    SH           DEFINED    3                     272300     
ILLINOIS TOOL WORKS     EQUITY  452308109        554        8200    SH           DEFINED    1                       8200     
ILLINOVA CORP           EQUITY  452317100        226        6500    SH           DEFINED    1                       6500     
ILLUMINET HLDGS INC     EQUITY  452334105       5913      107500    SH           DEFINED    3                     107500     
IMAGEX COM INC          EQUITY  45244D102       2387       57000    SH           DEFINED    1                      57000     
IMATION CORP            EQUITY  45245A107        124        3700    SH           DEFINED    1                       3700     
IMAX CORP               EQUITY  45245E109        600       21900    SH           DEFINED    2                      21900     
IMC GLOBAL INC          EQUITY  449669100        172       10500    SH           DEFINED    1                      10500     
IMMUNEX CORP            EQUITY  452528102        723        6600    SH           DEFINED    2                       6600     
IMPLANT SCIENCES        EQUITY  45320R116         14       28400    SH           DEFINED    4                      28400     
IMS HEALTH INC          EQUITY  449934108        296       10900    SH           DEFINED    1                      10900     
INACOM CORP             EQUITY  45323G109         80       11000    SH           DEFINED    2                      11000     
INCO LTD                EQUITY  453258402      16713      711200    SH           DEFINED    1                     711200     
INCO LTD                EQUITY  453258956        332       14200    SH           DEFINED    2                      14200     
INDIANA ENERGY INC      EQUITY  454707100         47        2666    SH           DEFINED    1                       2666     
INDY MAC MTG HLDGS      EQUITY  456607100       1085       85100    SH           DEFINED    2                      85100     
INFINITY BROAD-                                                                                                              
  CASTING               EQUITY  45662S102       1894       52350    SH           DEFINED    2                      52350     
INFINITY BROAD-                                                                                                              
  CASTING               EQUITY  45662S102      62631     1730745    SH           DEFINED    3                    1643391       87354
INFOCURE CORP COM       EQUITY  45665A108       6737      216000    SH           DEFINED    3                     216000     
INFONET SVCS CORP       EQUITY  45666T106        664       25303    SH           DEFINED    2                      25303     
INFORMIX CORP           EQUITY  456779107        204       17800    SH           DEFINED    1                      17800     
INFOSPACE COM INC       EQUITY  45678T102       2460       11500    SH           DEFINED    2                      11500     
INGERSOLL-RAND CO       EQUITY  456866102      13179      239350    SH           DEFINED    1                     239350     
INKTOMI CORP            EQUITY  457277101      12656      142720    SH           DEFINED    2                     142720     
INSURANCE AUTO                                                                                                               
  AUCTIONS              EQUITY  457875102       1575      100000    SH           DEFINED    1                     100000     
INTEGRATED DEVICE                                                                                                            
  TECH                  EQUITY  458118106        238        8200    SH           DEFINED    1                       8200     
INTEGRATED DEVICE                                                                                                            
  TECH                CORPBOND  458118AA4       2448     2272000   PRN           DEFINED    4                    2272000     
INTEL CORP              EQUITY  458140100      34267      416300    SH           DEFINED    1                     416300     
INTEL CORP              EQUITY  458140100      22510      273525    SH           DEFINED    2                     273525     
INTERFACE INC           EQUITY  458665106         58       10400    SH           DEFINED    2                      10400     
INTERIM SVCS INC        EQUITY  45868P100        720       29100    SH           DEFINED    2                      29100     
INTERLIANT INC          EQUITY  458742103       1438       55300    SH           DEFINED    2                      55300     
INTERMEDIA COMM         EQUITY  458801107        610       15709    SH           DEFINED    1                      15709     
INTERMEDIA COMM         EQUITY  458801107       1873       48500    SH           DEFINED    2                      48500     
INTERNAP NETWORK                                                                                                             
  SVCS                  EQUITY  45885A102       2076       12000    SH           DEFINED    2                      12000     
</TABLE>



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<PAGE>   25

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


INTERNATIONAL BUS                                                                                                            
  MACHS                 EQUITY  459200101      22934      212600    SH           DEFINED    1                     212600     
INTERNATIONAL BUS                                                                                                            
  MACHS                 EQUITY  459200101      24342      225400    SH           DEFINED    2                     225400     
INTERNATIONAL PAPER                                                                                                          
  CAP TR                EQUITY  460137300        186        3500    SH           DEFINED    2                       3500     
INTERNATIONAL PAPER     EQUITY  460146103        752       13320    SH           DEFINED    1                      13320     
INTERNATIONAL PAPER     EQUITY  460146103         14         248    SH           DEFINED    2                        248     
INTERNATIONAL SMART     EQUITY  46033G116        108      123400    SH           DEFINED    4                     123400     
INTERNET CAP GROUP      EQUITY  46059C106      19914      117210    SH           DEFINED    2                     117210     
INTERPUBLIC GROUP                                                                                                            
  COS                   EQUITY  460690100        536        9300    SH           DEFINED    1                       9300     
INTERPUBLIC GROUP                                                                                                            
  COS                   EQUITY  460690100        808       14000    SH           DEFINED    2                      14000     
INTERPUBLIC GROUP                                                                                                            
  COS                 CORPBOND  460690AF7      20161    12867000   PRN           DEFINED    4                   12867000     
INTERSTATE BAKERIES     EQUITY  46072H108        112        6200    SH           DEFINED    1                       6200     
INTERSTATE BAKERIES     EQUITY  46072H108        223       12300    SH           DEFINED    2                      12300     
INTERSTATE HOTELS       EQUITY  46088R108         49       15058    SH           DEFINED    1                      15058     
INTERTAN INC            EQUITY  461120107      12195      466800    SH           DEFINED    3                     434200       32600
INTERWEST BANCORP       EQUITY  460931108        227       12000    SH           DEFINED    2                      12000     
INTERWORLD CORP         EQUITY  46114Q108       1516       17800    SH           DEFINED    2                      17800     
INTERWOVEN INC          EQUITY  46114T102         61         500    SH           DEFINED    1                        500     
INTERWOVEN INC          EQUITY  46114T102        730        6000    SH           DEFINED    2                       6000     
INTL FLAVORS &                                                                                                               
  FRAGRANCES            EQUITY  459506101        139        3700    SH           DEFINED    1                       3700     
INTL FLAVORS &                                                                                                               
  FRAGRANCES            EQUITY  459506101       4579      121296    SH           DEFINED    2                     121296     
INTL GAME TECHNOLOGY    EQUITY  459902102        193        9500    SH           DEFINED    1                       9500     
INTL MULTIFOODS CORP    EQUITY  460043102         21        1600    SH           DEFINED    1                       1600     
INTL SPEEDWAY CORP      EQUITY  460335201      48451      961800    SH           DEFINED    3                     934100       27700
INTL SPEEDWAY CORP      EQUITY  460335201        247        4900    SH           DEFINED    1                       4900     
INTUIT                  EQUITY  461202103       1049       17500    SH           DEFINED    1                      17500     
INTUIT                  EQUITY  461202103        503        8400    SH           DEFINED    2                       8400     
INVACARE CORP           EQUITY  461203101        140        7000    SH           DEFINED    2                       7000     
INVESTMENT TECH GRP     EQUITY  46145F105         81        2800    SH           DEFINED    1                       2800     
INVITROGEN CORP         EQUITY  46185R100       9218      153800    SH           DEFINED    2                     153800     
INVITROGEN CORP         EQUITY  46185r100      28044      467400    SH           DEFINED    3                     457400       10000
IPALCO ENTERPRISES      EQUITY  462613100        130        7600    SH           DEFINED    1                       7600     
IPC HLDGS LTD           EQUITY  G4933P101      90738     6100000    SH           DEFINED    1                    6100000     
IPC HLDGS LTD           EQUITY  G4933P101        298       20000    SH           DEFINED    2                      20000     
IRON MTN INC            EQUITY  46284P104       3931      100000    SH           DEFINED    1                     100000     
IRON MTN INC            EQUITY  46284P104      67920     1727700    SH           DEFINED    3                    1667650       60050
IRT PPTY CO             EQUITY  450058102        141       18000    SH           DEFINED    2                      18000     
ISS GROUP INC           EQUITY  450306105      48842      686700    SH           DEFINED    3                     669900       16800
ITC DELTACOM INC        EQUITY  45031T104        940       34113    SH           DEFINED    2                      34113     
ITRON INC             CORPBOND  465741AC0       1040     1762000   PRN           DEFINED    4                    1762000     
ITT EDL SVCS INC        EQUITY  45068B109        892       57800    SH           DEFINED    2                      57800     
ITT INDS INC            EQUITY  450911102        120        3600    SH           DEFINED    1                       3600     
IVAX CORP               EQUITY  465823102        270       10500    SH           DEFINED    1                      10500     
IVAX CORP               EQUITY  465823102       1329       51600    SH           DEFINED    2                      51600     
IXL ENTERPRISES INC     EQUITY  450718101      10286      185500    SH           DEFINED    2                     185500     
IXL ENTERPRISES INC     EQUITY  450718101       8991      162000    SH           DEFINED    3                     126200       35800
IXNET INC               EQUITY  46601C109       5335      177200    SH           DEFINED    2                     177200     
JABIL CIRCUIT INC       EQUITY  466313103        584        8000    SH           DEFINED    1                       8000     
JACOBS ENGR GROUP                                                                                                            
  INC                   EQUITY  469814107         75        2300    SH           DEFINED    1                       2300     
JACOR COMMUNICATIONS    EQUITY  469858138       6185      396977    SH           DEFINED    4                     396977     
JACOR COMMUNICATIONS    EQUITY  469858146       1800      240000    SH           DEFINED    4                     240000     
JACOR COMMUNICATIONS  CORPBOND  469858AA2      41819    30133000   PRN           DEFINED    4                   30133000     
JDA SOFTWARE GROUP                                                                                                           
  INC                   EQUITY  46612K108        939       58000    SH           DEFINED    2                      58000     
</TABLE>



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<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


JDN RLTY CORP           EQUITY  465917102         98        6100    SH           DEFINED    2                       6100     
JDN RLTY CORP           EQUITY  465917102      10278      637400    SH           DEFINED    3                     519700      117700
JDS UNIPHASE CORP       EQUITY  46612J101      19775      122600    SH           DEFINED    2                     122600     
JEFFERSON PILOT         EQUITY  475070108        232        3400    SH           DEFINED    1                       3400     
JLG INDS INC            EQUITY  466210101        265       16600    SH           DEFINED    2                      16600     
JNI CORP                EQUITY  46622G105       2950       44700    SH           DEFINED    2                      44700     
JOHNSON & JOHNSON       EQUITY  478160104       4252       45601    SH           DEFINED    1                      45601     
JOHNSON & JOHNSON       EQUITY  478160104      15193      163140    SH           DEFINED    2                     163140     
JOHNSON & JOHNSON       EQUITY  478160104        793        8500    SH           DEFINED    3                       8500     
JOHNSON CONTROLS INC    EQUITY  478366107        165        2900    SH           DEFINED    1                       2900     
JONES APPAREL GROUP     EQUITY  480074103        297       10952    SH           DEFINED    1                      10952     
JONES APPAREL GROUP     EQUITY  480074103        505       18600    SH           DEFINED    2                      18600     
JONES INTERCABLE INC    EQUITY  480206200        506        7400    SH           DEFINED    2                       7400     
JONES PHARMACEU-                                                                                                             
  TICALS                EQUITY  480236108      50114     1153699    SH           DEFINED    3                    1108999       44700
JOSTENS INC             EQUITY  481088102         27        1100    SH           DEFINED    1                       1100     
JOSTENS INC             EQUITY  481088102        224        9210    SH           DEFINED    2                       9210     
JUNIPER NETWORKS INC    EQUITY  48203R104        237         700    SH           DEFINED    2                        700     
K MART CORP             EQUITY  482584109        163       16200    SH           DEFINED    1                      16200     
K MART CORP             EQUITY  482584109        445       44200    SH           DEFINED    2                      44200     
KANA COMMUNICATIONS     EQUITY  483600102       4506       22000    SH           DEFINED    2                      22000     
KANSAS CITY PWR & 
  LT C                  EQUITY  485134100        128        5800    SH           DEFINED    1                       5800     
KANSAS CITY SOUTHN                                                                                                           
  IND                   EQUITY  485170104        261        3900    SH           DEFINED    1                       3900     
KAO CORP                EQUITY  648380004        171        6000    SH           DEFINED    2                       6000     
KAUFMAN & BROAD HOME    EQUITY  486168107         31        1300    SH           DEFINED    1                       1300     
KAUFMAN & BROAD HOME    EQUITY  486168107         92        3800    SH           DEFINED    2                       3800     
KAYDON CORP             EQUITY  486587108         75        2800    SH           DEFINED    1                       2800     
KEANE INC               EQUITY  486665102        215        6700    SH           DEFINED    1                       6700     
KEANE INC               EQUITY  486665102        489       15400    SH           DEFINED    2                      15400     
KELLOGG CO              EQUITY  487836108        431       14000    SH           DEFINED    1                      14000     
KELLY SVCS INC          EQUITY  488152208         80        3200    SH           DEFINED    1                       3200     
KEMET CORP              EQUITY  488360108        149        3300    SH           DEFINED    2                       3300     
KEMET CORP              EQUITY  488360108      63425     1407500    SH           DEFINED    3                    1376300       31200
KENNAMETAL INC          EQUITY  489170100         91        2700    SH           DEFINED    1                       2700     
KENT ELECTRS CORP       EQUITY  490553104      17975      790100    SH           DEFINED    3                     772100       18000
KERR MCGEE CORP         EQUITY  492386107        169        2732    SH           DEFINED    1                       2732     
KEY ENERGY SVCS INC     EQUITY  492914106        415       80000    SH           DEFINED    2                      80000     
KEYCORP                 EQUITY  493267108        332       15000    SH           DEFINED    1                      15000     
KEYCORP                 EQUITY  493267108       1047       47300    SH           DEFINED    2                      47300     
KEYSPAN CORP            EQUITY  49337W100        299       12900    SH           DEFINED    1                      12900     
KEYSTONE FINL INC       EQUITY  493482103         93        4400    SH           DEFINED    1                       4400     
KEYSTONE FINL INC       EQUITY  493482103        316       15000    SH           DEFINED    2                      15000     
KILROY RLTY CORP        EQUITY  49427F108       3356      150000    SH           DEFINED    1                     150000     
KILROY RLTY CORP        EQUITY  49427F108         64        2900    SH           DEFINED    2                       2900     
KILROY RLTY CORP        EQUITY  49427F108       6849      306100    SH           DEFINED    3                     283300       22800
KIMBERLY CLARK CORP     EQUITY  494368103      10794      164950    SH           DEFINED    1                     164950     
KIMBERLY CLARK CORP     EQUITY  494368103        378        5800    SH           DEFINED    2                       5800     
KIMCO REALTY CORP       EQUITY  49446R109      16124      475975    SH           DEFINED    1                     475975     
KIMCO REALTY CORP       EQUITY  49446R109      21677      639900    SH           DEFINED    3                     535400      104500
KINDER MORGAN INC       EQUITY  49455P101        206       10200    SH           DEFINED    1                      10200     
KLA-TENCOR CORP         EQUITY  482480100        298        2675    SH           DEFINED    1                       2675     
KLA-TENCOR CORP         EQUITY  482480100       1258       11300    SH           DEFINED    2                      11300     
KLM ROYAL DUTCH                                                                                                              
  AIRLS                 EQUITY  482516309        377       15106    SH           DEFINED    2                      15106     
</TABLE>



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<PAGE>   27

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>


KMART FING I          CORPBOND  498778208       2625       60000   PRN           DEFINED    1                      60000     
KMART FING I            EQUITY  498778208      48152     1103777    SH           DEFINED    4                    1103777     
KNIGHT RIDDER INC       EQUITY  499040103        167        2800    SH           DEFINED    1                       2800     
KNIGHT TRANSN INC       EQUITY  499064103        240       14500    SH           DEFINED    2                      14500     
KNIGHT TRIMARK GROUP    EQUITY  499067106        795       17300    SH           DEFINED    2                      17300     
KNIGHT TRIMARK GROUP    EQUITY  499067106      77547     1685800    SH           DEFINED    3                    1618100      67700
KNIGHTSBRIDGE                                                                                                                
  TANKERS               EQUITY  G5299G106        161       12000    SH           DEFINED    2                      12000     
KNOLOGY INC             EQUITY  499183119         28       11000    SH           DEFINED    1                      11000     
KOGER EQUITY INC        EQUITY  500228101        528       31300    SH           DEFINED    2                      31300     
KOHLS CORP              EQUITY  500255104        383        5300    SH           DEFINED    1                       5300     
KOHLS CORP              EQUITY  500255104        585        8100    SH           DEFINED    2                       8100     
KONINKLIJKE PHILIPS                                                                                                          
  ELECTRS               EQUITY  500472204        367        2720    SH           DEFINED    2                       2720     
KOREA ELEC PWR          EQUITY  500631106       3936      235000    SH           DEFINED    1                     235000     
KOREA FUND              EQUITY  500634100       3307      194500    SH           DEFINED    1                     194500     
KOREA TELECOM           EQUITY  50063P103        552        7390    SH           DEFINED    2                       7390     
KROGER CO               EQUITY  501044101        513       27200    SH           DEFINED    1                      27200     
KROGER CO               EQUITY  501044101        970       51400    SH           DEFINED    2                      51400     
KROLL O GARA CO         EQUITY  501050108      23829     1444212    SH           DEFINED    1                    1444212     
KROLL O GARA CO         EQUITY  501050108        754       45900    SH           DEFINED    2                      45900     
KULICKE & SOFFA INDS    EQUITY  501242101       6956      163500    SH           DEFINED    2                     163500     
LA JOLLA PHARMACEU-                                                                                                          
  TICAL                 EQUITY  503459117         16       63500    SH           DEFINED    4                      63500     
LABONE INC NEW          EQUITY  50540L105        113       17400    SH           DEFINED    2                      17400     
LABORATORY CORP AMER                                                                                                         
  HLDGS                 EQUITY  50540R201       3243       47000    SH           DEFINED    4                      47000     
LACLEDE GAS CO          EQUITY  505588103        606       28000    SH           DEFINED    2                      28000     
LAM RESH CORP           EQUITY  512807108       2276       20400    SH           DEFINED    2                      20400     
LAMAR ADVERTISING CO    EQUITY  512815101        525        8700    SH           DEFINED    2                       8700     
LAMAR ADVERTISING CO  CORPBOND  512815AF8       4598     3155000   PRN           DEFINED    3                    2691000     464000
LANCASTER COLONY        EQUITY  513847103        124        3750    SH           DEFINED    1                       3750   
LANCE INC               EQUITY  514606102         93        9300    SH           DEFINED    1                       9300
LANCE INC               EQUITY  514606102        744       74900    SH           DEFINED    2                      74900
LANDRYS SEAFOOD REST    EQUITY  51508L103        243       28000    SH           DEFINED    2                      28000
LANDS END INC           EQUITY  515086106        101        2900    SH           DEFINED    1                       2900
LARSEN & TOUBRO LTD     EQUITY  51729V104        255        7600    SH           DEFINED    2                       7600
LASALLE RE HOLDINGS     EQUITY  G5383Q101        678       41100    SH           DEFINED    2                      41100
LATTICE SEMI-
  CONDUCTOR             EQUITY  518415104        165        3500    SH           DEFINED    2                       3500
LAUDER ESTEE COS INC    EQUITY  518439104        308        6100    SH           DEFINED    2                       6100
LEAR CORP               EQUITY  521865105        198        6200    SH           DEFINED    1                       6200
LEAR CORP               EQUITY  521865105        598       18700    SH           DEFINED    2                      18700
LEASING SOLUTIONS     CORPBOND  522113AA7         11     1092000   PRN           DEFINED    4                    1092000
LEE ENTERPRISES INC     EQUITY  523768109        128        4000    SH           DEFINED    1                       4000
LEGATO SYSTEMS INC      EQUITY  524651106        516        7500    SH           DEFINED    1                       7500
LEGATO SYSTEMS INC      EQUITY  524651106       6749       98100    SH           DEFINED    2                      98100
LEGG MASON INC          EQUITY  524901105        189        5200    SH           DEFINED    1                       5200
LEGG MASON INC          EQUITY  524901105        990       27300    SH           DEFINED    2                      27300
LEGGETT & PLATT INC     EQUITY  524660107        131        6100    SH           DEFINED    1                       6100
LEHMAN BROS HLDGS       EQUITY  524908100        271        3200    SH           DEFINED    1                       3200
LEHMAN BROS HLDGS       EQUITY  524908100       1668       19700    SH           DEFINED    2                      19700
LENNAR CORP             EQUITY  526057104        260       16000    SH           DEFINED    2                      16000
LEUCADIA NATL CORP      EQUITY  527288104        472       20400    SH           DEFINED    2                      20400
LEVEL 3 COMMUNI-
  CATIONS               EQUITY  52729N100       4937       60390    SH           DEFINED    2                      60390
LEXMARK INTL GROUP      EQUITY  529771107      12874      142250    SH           DEFINED    1                     142250
LEXMARK INTL GROUP      EQUITY  529771107       1222       13500    SH           DEFINED    2                      13500
</TABLE>



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<PAGE>   28



<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
LG&E ENERGY CORP        EQUITY  501917108        208       11900     SH          DEFINED     1                    11900
LIBERTY DIGITAL INC     EQUITY  530436104       1083       14600     SH          DEFINED     2                    14600
LIBERTY FINL COS INC    EQUITY  530512102        229       10000     SH          DEFINED     2                    10000
LIGHTBRIDGE INC         EQUITY  532226107        742       26700     SH          DEFINED     2                    26700
LIGHTPATH TECH-
  NOLOGIES              EQUITY  532257110        340       18200     SH          DEFINED     4                    18200
LIGHTPATH TECH-
  NOLOGIES              EQUITY  532257128        117       10300     SH          DEFINED     4                    10300
LILLY ELI & CO          EQUITY  532457108       2414       36300     SH          DEFINED     1                    36300
LILLY ELI & CO          EQUITY  532457108        180        2700     SH          DEFINED     2                     2700
LIMITED INC             EQUITY  532716107        334        7700     SH          DEFINED     1                     7700
LIMITED INC             EQUITY  532716107        528       12200     SH          DEFINED     2                    12200
LINCARE HLDGS INC       EQUITY  532791100        191        5500     SH          DEFINED     1                     5500
LINCARE HLDGS INC       EQUITY  532791100       1082       31200     SH          DEFINED     2                    31200
LINCOLN NATIONAL        EQUITY  534187109        260        6500     SH          DEFINED     1                     6500
LINCOLN NATIONAL        EQUITY  534187109         33         830     SH          DEFINED     2                      830
LINEAR TECHNOLOGY       EQUITY  535678106       1016       14200     SH          DEFINED     1                    14200
LINEAR TECHNOLOGY       EQUITY  535678106       2766       38645     SH          DEFINED     2                    38645
LINENS N THINGS INC     EQUITY  535679104      31918     1077400     SH          DEFINED     3                  1055000       22400
LIQUID AUDIO INC        EQUITY  53631T102        799       30500     SH          DEFINED     2                    30500
LITTON INDS INC         EQUITY  538021106        219        4400     SH          DEFINED     1                     4400
LIZ CLAIBORNE INC       EQUITY  539320101         90        2400     SH          DEFINED     1                     2400
LNR PPTY CORP           EQUITY  501940100        521       26200     SH          DEFINED     2                    26200
LOCKHEED MARTIN         EQUITY  539830109        405       18500     SH          DEFINED     1                    18500
LOCKHEED MARTIN         EQUITY  539830109        326       14900     SH          DEFINED     2                    14900
LOEWS CORP              EQUITY  540424108        249        4100     SH          DEFINED     1                     4100
LO-JACK CORP            EQUITY  539451104       1620      240000     SH          DEFINED     1                   240000
LONE STAR STEAKHOUSE    EQUITY  542307103         31        3500     SH          DEFINED     1                     3500
LONE STAR STEAKHOUSE    EQUITY  542307103         61        6900     SH          DEFINED     2                     6900
LONE STAR TECH-
  NOLOGIES              EQUITY  542312103       1469       52700     SH          DEFINED     2                    52700
LONGS DRUG STORES       EQUITY  543162101         28        1100     SH          DEFINED     1                     1100
LONGVIEW FIBRE          EQUITY  543213102         64        4500     SH          DEFINED     1                     4500
LORAL SPACE & COMM      EQUITY  G56462107       1131       46500     SH          DEFINED     2                    46500
LORAL SPACE & COMM      EQUITY  G56462149      46922      753771     SH          DEFINED     4                   753771
LOUISIANA PACIFIC       EQUITY  546347105         49        3500     SH          DEFINED     1                     3500
LOWES COS INC           EQUITY  548661107        675       11300     SH          DEFINED     1                    11300
LSI LOGIC CORP          EQUITY  502161102        304        4500     SH          DEFINED     1                     4500
LTC PPTYS INC         CORPBOND  502175AE2       1260     1500000    PRN          DEFINED     4                  1500000
LTC PPTYS INC           EQUITY  502175102       5837      691800     SH          DEFINED     3                   531800      160000
LTX CORP                EQUITY  502392103       1179       52700     SH          DEFINED     2                    52700
LUBRIZOL CORP           EQUITY  549271104        161        5200     SH          DEFINED     1                     5200
LUCENT TECHNOLOGIES     EQUITY  549463107      32698      435967     SH          DEFINED     1                   435967
LUCENT TECHNOLOGIES     EQUITY  549463107      18024      240883     SH          DEFINED     2                   240883
LYCOS INC               EQUITY  550818108      12475      156800     SH          DEFINED     2                   156800
LYONDELL CHEMICAL       EQUITY  552078107        135       10600     SH          DEFINED     1                    10600
MACERICH CO             EQUITY  554382101      11990      576100     SH          DEFINED     3                   462800      113300
MACK CA RLTY CORP       EQUITY  554489104        209        8000     SH          DEFINED     2                     8000
MACK CA RLTY CORP       EQUITY  554489104      15103      579500     SH          DEFINED     3                   494300       85200
MACROMEDIA INC          EQUITY  556100105       6201       84800     SH          DEFINED     2                    84800
MADECO S A              EQUITY     55630-
                                    41038        217       19500     SH          DEFINED     1                    19500
MAGNA INTL INC        CORPBOND  559222AE4      23755    24745000    PRN          DEFINED     4                 24745000
MAGNA INTL INC        CORPBOND  559222AF1        340        4000    PRN          DEFINED     1                     4000
MAGNETEK INC            EQUITY  559424106         17        2200     SH          DEFINED     1                     2200
MAGNUM HUNTER RES       EQUITY  55972F120         16       84700     SH          DEFINED     4                    84700
</TABLE>



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<PAGE>   29

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
MAGYAR TAVKOZLESI RT    EQUITY  559776109        671       18625     SH          DEFINED     1                    18625
MAHANAGAR TELEP NI      EQUITY  559778204         18        2000     SH          DEFINED     2                     2000
MAIL WELL HLDGS INC     EQUITY  560321200        103        7600     SH          DEFINED     2                     7600
MALLINCKRODT GROUP      EQUITY  561232109         80        2500     SH          DEFINED     1                     2500
MANDALAY RESORT GRP     EQUITY  562567107        169        8400     SH          DEFINED     1                     8400
MANOR CARE INC          EQUITY  564055101         42        2600     SH          DEFINED     1                     2600
MANPOWER INC WIS        EQUITY  56418H100        263        7000     SH          DEFINED     1                     7000
MANPOWER INC WIS        EQUITY  56418H100        436       11600     SH          DEFINED     2                    11600
MANUFACTURED HM
  CMNTYS                EQUITY  564682102       4376      180000     SH          DEFINED     1                   180000
MANUFACTURED HM
  CMNTYS                EQUITY  564682102        474       19500     SH          DEFINED     2                    19500
MANUFACTURED HM
  CMNTYS                EQUITY  564682102       4376      180000     SH          DEFINED     3                   180000
MANULIFE FINL CORP      EQUITY  56501R106       9639      759700     SH          DEFINED     1                   759700
MARIMBA INC COM         EQUITY  56781Q109      17389      377500     SH          DEFINED     3                   367200        10300
MARINE DRILLING COS     EQUITY  568240204       1135       50600     SH          DEFINED     2                    50600
MARK IV INDS INC        EQUITY  570387100         81        4600     SH          DEFINED     1                     4600
MARK IV INDS INC        EQUITY  570387100         94        5300     SH          DEFINED     2                     5300
MARRIOTT INTL INC       EQUITY  571903202       2335       73976     SH          DEFINED     1                    73976
MARRIOTT INTL INC       EQUITY  571903202       1338       42400     SH          DEFINED     2                    42400
MARSH & MCLENNAN        EQUITY  571748102      33768      352900     SH          DEFINED     1                   352900
MARSH & MCLENNAN        EQUITY  571748102        459        4800     SH          DEFINED     2                     4800
MARSH SUPERMARKETS    CORPBOND  571783AB5        345      388000    PRN          DEFINED     4                   388000
MARSHALL & ILSLEY       EQUITY  571834100        609        9700     SH          DEFINED     1                     9700
MARSHALL & ILSLEY       EQUITY  571834100       1237       19700     SH          DEFINED     2                    19700
MARTHA STEWART
  LIVING                EQUITY  573083102         24        1000     SH          DEFINED     2                     1000
MARTIN MARIETTA
  MATLS                 EQUITY  573284106        180        4400     SH          DEFINED     1                     4400
MARTIN MARIETTA
  MATLS                 EQUITY  573284106       1357       33100     SH          DEFINED     2                    33100
MASCO CORP              EQUITY  574599106        365       14400     SH          DEFINED     1                    14400
MASCO CORP              EQUITY  574599106       1490       58700     SH          DEFINED     2                    58700
MASCOTECH INC         CORPBOND  574670AB1        531      710000    PRN          DEFINED     4                   710000
MASISA S A              EQUITY  574799102        227       17600     SH          DEFINED     1                    17600
MATTEL INC              EQUITY  577081102        168       12800     SH          DEFINED     1                    12800
MAVERICK TUBE CORP      EQUITY  577914104       3184      129400     SH          DEFINED     2                   129400
MAXIM INTEGRATED
  PRODS                 EQUITY  57772K101       1189       25200     SH          DEFINED     1                    25200
MAXIM INTEGRATED
  PRODS                 EQUITY  57772K101       4147       88000     SH          DEFINED     2                    88000
MAXIMUS INC COM         EQUITY  577933104      58878     1734900     SH          DEFINED     3                  1668700        66200
MAXXAM INC              EQUITY  577913106         34         800     SH          DEFINED     1                      800
MAXYGEN INC             EQUITY  577776107       2485       35000     SH          DEFINED     3                    35000
MAY DEPT STORES CO      EQUITY  577778103        685       21250     SH          DEFINED     1                    21250
MAY DEPT STORES CO      EQUITY  577778103       4877      151226     SH          DEFINED     2                   151226
MAYTAG CORP             EQUITY  578592107        139        2900     SH          DEFINED     1                     2900
MAYTAG CORP             EQUITY  578592107         10         200     SH          DEFINED     2                      200
MBIA INC                EQUITY  55262C100        180        3400     SH          DEFINED     1                     3400
MBIA INC                EQUITY  55262C100        660       12500     SH          DEFINED     2                    12500
MBL INTL FIN BERM TR  CORPBOND  55262XAA2       6630     6000000    PRN          DEFINED     4                  6000000
MBNA CORP               EQUITY  55262L100       1273       46712     SH          DEFINED     1                    46712
MBNA CORP               EQUITY  55262L100       5551      203700     SH          DEFINED     3                   203700
MCAFEE COM CORP         EQUITY  579062100         45        1000     SH          DEFINED     1                     1000
McCORMICK & CO          EQUITY  579780206        202        6800     SH          DEFINED     1                     6800
MCDERMOTT INTL          EQUITY  580037109         17        1900     SH          DEFINED     1                     1900
MCDONALDS CORP          EQUITY  580135101       2211       54850     SH          DEFINED     1                    54850
MCDONALDS CORP          EQUITY  580135101       7752      192300     SH          DEFINED     2                   192300
MCGRAW HILL CORP        EQUITY  580645109       1393       22600     SH          DEFINED     1                    22600
</TABLE>



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<PAGE>   30

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
MCI WORLDCOM INC        EQUITY  55268B106      38909      733261     SH          DEFINED     1                   733261
MCI WORLDCOM INC        EQUITY  55268B106      23472      442482     SH          DEFINED     2                   442482
MCKESSON HBOC INC       EQUITY  58155Q103        200        8894     SH          DEFINED     1                     8894
MCLEODUSA INC           EQUITY  582266102       2955       50300     SH          DEFINED     2                    50300
MCN ENERGY GROUP        EQUITY  55267J100        185        7800     SH          DEFINED     1                     7800
MEAD CORP               EQUITY  582834107        152        3500     SH          DEFINED     1                     3500
MEDIA 100 INC           EQUITY  58440W105       1322       50000     SH          DEFINED     2                    50000
MEDIA GEN INC           EQUITY  584404107        125        2400     SH          DEFINED     1                     2400
MEDIAONE GROUP INC      EQUITY  58440J104       1475       19200     SH          DEFINED     1                    19200
MEDIAONE GROUP INC      EQUITY  58440J104      13452      175126     SH          DEFINED     2                   175126
MEDICAL MANAGER       CORPBOND  58461UAA1      11356     8030000    PRN          DEFINED     4                  8030000
MEDICIS PHARMA-
  CEUTICAL              EQUITY  584690309      60054     1410950     SH          DEFINED     3                  1383150        27800
MEDIMMUNE INC           EQUITY  584699102        929        5600     SH          DEFINED     1                     5600
MEDIMMUNE INC           EQUITY  584699102      16688      100650     SH          DEFINED     2                   100650
MEDITRUST CORP          EQUITY  58501T306        471       85600     SH          DEFINED     3                                 85600
MEDQUIST INC            EQUITY  584949101        351       13700     SH          DEFINED     2                    13700
MEDTRONIC INC           EQUITY  585055106       1399       38400     SH          DEFINED     1                    38400
MEDTRONIC INC           EQUITY  585055106        929       25500     SH          DEFINED     2                    25500
MELLON FINL CORP        EQUITY  58551A108        606       17800     SH          DEFINED     1                    17800
MELLON FINL CORP        EQUITY  58551A108       6813      200000     SH          DEFINED     2                   200000
MENS WEARHOUSE          EQUITY  587118100        112        3800     SH          DEFINED     2                     3800
MENTOR GRAPHICS         EQUITY  587200106         74        5600     SH          DEFINED     1                     5600
MENTOR GRAPHICS         EQUITY  587200106        234       17920     SH          DEFINED     2                    17920
MERCANTILE BANK-
  SHARES                EQUITY  587405101        626       19600     SH          DEFINED     1                    19600
MERCK & CO INC          EQUITY  589331107       5966       88800     SH          DEFINED     1                    88800
MERCK & CO INC          EQUITY  589331107       9677      144280     SH          DEFINED     2                   144280
MERCURY INTERACTIVE     EQUITY  589405109      29229      270800     SH          DEFINED     3                   260300        10500
MEREDITH CORP           EQUITY  589433101         67        1600     SH          DEFINED     1                     1600
MERISTAR HOSPITALITY    EQUITY  58984y103       3234      202100     SH          DEFINED     3                   171800        30300
MERITOR AUTOMOTIVE      EQUITY  59000G100        120        6199     SH          DEFINED     1                     6199
MERRILL LYNCH & CO      EQUITY  590188108        950       11400     SH          DEFINED     1                    11400
MERRILL LYNCH & CO      EQUITY  590188108       7098       85000     SH          DEFINED     2                    85000
METALINK LTD            EQUITY  M69897102       1131       56000     SH          DEFINED     2                    56000
METALINK LTD            EQUITY  M69897102       1549       76000     SH          DEFINED     3                    76000
METASOLV SOFTWARE       EQUITY  591393103       2861       35000     SH          DEFINED     3                    35000
METRETEK TECH-
  NOLOGIES              EQUITY  59159Q115         73       45100     SH          DEFINED     4                    45100
METRIS COS INC          EQUITY  591598107      97039     2719130     SH          DEFINED     3                  2629694        89436
METROCALL INC           EQUITY  591647102         80       40000     SH          DEFINED     1                    40000
METROMEDIA FIBER
  NTWRK                 EQUITY  591689104       1662       34710     SH          DEFINED     2                    34710
METRON TECHNOLOGY NV    EQUITY  N5665B105       2380      148200     SH          DEFINED     3                   148200
METTLER TOLEDO INTL     EQUITY  592688105      23516      615803     SH          DEFINED     1                   615803
MGIC INVT CORP WIS      EQUITY  552848103        235        3900     SH          DEFINED     1                     3900
MGIC INVT CORP WIS      EQUITY  552848103        361        6000     SH          DEFINED     2                     6000
MGIC INVT CORP WIS      EQUITY  552848103      13247      220100     SH          DEFINED     3                   188300        31800
MGM GRAND INC           EQUITY  552953101       1166       23175     SH          DEFINED     2                    23175
MIAMI COMPUTER
  SUPPLY                EQUITY  593261100       2138       57600     SH          DEFINED     3                    57600
MICHAELS STORES INC   CORPBOND  594087AC2        567      600000    PRN          DEFINED     3                   600000
MICHAELS STORES INC   CORPBOND  594087AC2       5052     5378000    PRN          DEFINED     4                  5378000
MICRO WHSE INC          EQUITY  59501B105         56        3000     SH          DEFINED     1                     3000
MICROCHIP TECHNOLOGY    EQUITY  595017104        329        4800     SH          DEFINED     1                     4800
MICROMUSE INC           EQUITY  595094103       5763       33900     SH          DEFINED     2                    33900
MICRON TECHNOLOGY
  INC                   EQUITY  595112103        575        7400     SH          DEFINED     1                     7400
</TABLE>



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<PAGE>   31

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/    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>
MICRON TECHNOLOGY
  INC                   EQUITY  595112103       6998       90000     SH          DEFINED     2                    90000
MICRON TECHNOLOGY
  INC                 CORPBOND  595112AB9        255        2000    PRN          DEFINED     1                     2000
MICROSOFT CORP          EQUITY  594918104      60499      518190     SH          DEFINED     1                   518190
MICROSOFT CORP          EQUITY  594918104      61910      530353     SH          DEFINED     2                   530353
MIDAMERICAN ENGY
  HLDGS                 EQUITY  59562V107        185        5500     SH          DEFINED     1                     5500
MID-ATLANTIC RLTY TR  CORPBOND  595232AA7       1429     1500000    PRN          DEFINED     4                  1500000
MIDCOAST ENERGY RES     EQUITY  59563W104       2915      174000     SH          DEFINED     3                   174000
MILACRON INC            EQUITY  598709103         18        1200     SH          DEFINED     1                     1200
MILLENIUM PHARM         EQUITY  599902103        415        3400     SH          DEFINED     1                     3400
MILLENIUM PHARM         EQUITY  599902103       5635       46200     SH          DEFINED     2                    46200
MILLENNIUM CHEMICALS    EQUITY  599903101        209       10600     SH          DEFINED     2                    10600
MILLER HERMAN INC       EQUITY  600544100        168        7300     SH          DEFINED     1                     7300
MILLIPORE CORP          EQUITY  601073109         54        1400     SH          DEFINED     1                     1400
MILLIPORE CORP          EQUITY  601073109        409       10600     SH          DEFINED     2                    10600
MILLIPORE CORP          EQUITY  601073109      61043     1580400     SH          DEFINED     3                  1520300        60100
MILLS CORP              EQUITY  601148109       2681      150000     SH          DEFINED     3                   150000
MILLS CORP              EQUITY  601148109       2681      150000     SH          DEFINED     1                   150000
MINERALS TECH-
  NOLOGIES              EQUITY  603158106         80        2000     SH          DEFINED     1                     2000
MINIMED INC             EQUITY  60365K108        212        2900     SH          DEFINED     1                     2900
MINIMED INC             EQUITY  60365K108        579        7900     SH          DEFINED     2                     7900
MINNESOTA MNG & MFG     EQUITY  604059105       1312       13400     SH          DEFINED     1                    13400
MINNESOTA MNG & MFG     EQUITY  604059105       5816       59421     SH          DEFINED     2                    59421
MINNESOTA POWER         EQUITY  604110106        110        6500     SH          DEFINED     1                     6500
MIRAGE RESORTS INC      EQUITY  60462E104         94        6200     SH          DEFINED     1                     6200
MIRAGE RESORTS INC      EQUITY  60462E104         39        2548     SH          DEFINED     2                     2548
MISSION CRITICAL
  SOFTWARE              EQUITY  605047109       5677       81100     SH          DEFINED     2                    81100
MITCHELL ENERGY &
  DEV                   EQUITY  606592301        226       10500     SH          DEFINED     2                    10500
MKS INSTRS INC          EQUITY  55306N104       1431       39600     SH          DEFINED     2                    39600
MOBILE MINI INC         EQUITY  60740F105       3218      150300     SH          DEFINED     2                   150300
MOBILE MINI INC         EQUITY  60740F105       8658      402700     SH          DEFINED     3                   402700
MODINE MFG CO           EQUITY  607828100         63        2500     SH          DEFINED     1                     2500
MODIS PROFESSIONAL
  SVCS                  EQUITY  607830106        120        8400     SH          DEFINED     1                     8400
MOHAWK INDS INC         EQUITY  608190104        148        5600     SH          DEFINED     1                     5600
MOLEX INC               EQUITY  608554101        272        4800     SH          DEFINED     1                     4800
MOLEX INC               EQUITY  608554101        738       13037     SH          DEFINED     2                    13037
MOLEX INC               EQUITY  608554200        425        9500     SH          DEFINED     2                     9500
MONSANTO CO             EQUITY  611662107       9416      265700     SH          DEFINED     1                   265700
MONSANTO CO             EQUITY  611662107       1176       33000     SH          DEFINED     2                    33000
MONSANTO CO             EQUITY  611662305       1822       55000     SH          DEFINED     1                    55000
MONTANA POWER CO        EQUITY  612085100        368       10200     SH          DEFINED     1                    10200
MORGAN J P & CO INC     EQUITY  616880100        722        5700     SH          DEFINED     1                     5700
MORGAN J P & CO INC     EQUITY  616880100       4322       34132     SH          DEFINED     2                    34132
MORGAN STANLY ASIA
  PAC                   EQUITY  61744U106        284       24000     SH          DEFINED     2                    24000
MORGAN STANLY DW        EQUITY  617446448       2747       19240     SH          DEFINED     1                    19240
MORGAN STANLY DW        EQUITY  617446448      28010      196220     SH          DEFINED     2                   196220
MORGAN STANLY DW
  INDIA                 EQUITY  61745C105       2143      129900     SH          DEFINED     1                   129900
MOTOROLA INC            EQUITY  620076109      24296      165000     SH          DEFINED     1                   165000
MOTOROLA INC            EQUITY  620076109      23531      159800     SH          DEFINED     2                   159800
MOTOROLA INC          CORPBOND  620076AJ8       1755     1060000    PRN          DEFINED     4                  1060000
MRV COMMUNICATIONS      EQUITY  553477100       1280       20400     SH          DEFINED     2                    20400
MSC INDL DIRECT INC     EQUITY  553530106        148       11200     SH          DEFINED     2                    11200
MULTIMEDIA GAMES INC    EQUITY  625453113          6       22100     SH          DEFINED     4                    22100
</TABLE>



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<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
MURPHY OIL CORP         EQUITY  626717102        235        4100     SH          DEFINED     1                     4100
MURPHY OIL CORP         EQUITY  626717102        224        3900     SH          DEFINED     2                     3900
MUSE TECHNOLOGIES       EQUITY  627487119         18       29000     SH          DEFINED     4                    29000
MYLAN LABS INC          EQUITY  628530107        297       11800     SH          DEFINED     1                    11800
MYLAN LABS INC          EQUITY  628530107        380       15100     SH          DEFINED     2                    15100
MYPOINTS COM INC        EQUITY  62855T102        962       13000     SH          DEFINED     2                    13000
MYRIAD GENETICS INC     EQUITY  62855J104       6270      136500     SH          DEFINED     2                   136500
NABISCO GROUP HLDGS     EQUITY  62952P102        116       10900     SH          DEFINED     1                    10900
NABISCO HLDGS CORP      EQUITY  629526104        585       18500     SH          DEFINED     2                    18500
NABORS INDS INC         EQUITY  629568106        393       12700     SH          DEFINED     1                    12700
NABORS INDS INC         EQUITY  629568106       1952       63100     SH          DEFINED     2                    63100
NABORS INDS INC         EQUITY  629568106       7734      250000     SH          DEFINED     3                   250000
NACCO INDS INC          EQUITY  629579103         17         300     SH          DEFINED     1                      300
NAM CORPORATION         EQUITY  62872L116         31       29300     SH          DEFINED     4                    29300
NANOGEN INC             EQUITY  630075109      10938      500000     SH          DEFINED     1                   500000
NANOGEN INC             EQUITY  630075109        455       20000     SH          DEFINED     2                    20000
NATIONAL AUSTRALIA
  BK                    EQUITY  632525309       3453      125000     SH          DEFINED     1                   125000
NATIONAL AUSTRALIA
  BK                  CORPBOND  632525309      24954      907400    PRN          DEFINED     4                   907400
NATIONAL BK GREECE
  S A                   EQUITY  633643408        194       13820     SH          DEFINED     1                    13820
NATIONAL CITY CORP      EQUITY  635405103        509       21500     SH          DEFINED     1                    21500
NATIONAL CITY CORP      EQUITY  635405103       1120       47300     SH          DEFINED     2                    47300
NATIONAL COMM
  BANCORP               EQUITY  635449101        583       25700     SH          DEFINED     2                    25700
NATIONAL DATA CORP      EQUITY  635621105        397       11700     SH          DEFINED     2                    11700
NATIONAL EQUIP SVCS     EQUITY  635847106        469       75000     SH          DEFINED     1                    75000
NATIONAL FUEL GAS
  CO NJ                 EQUITY  636180101        163        3500     SH          DEFINED     1                     3500
NATIONAL FUEL GAS
  CO NJ                 EQUITY  636180101        116        2500     SH          DEFINED     2                     2500
NATIONAL INSTRS         EQUITY  636518102       1143       29875     SH          DEFINED     2                    29875
NATIONAL PRESTO INDS    EQUITY  637215104       1363       38400     SH          DEFINED     2                    38400
NATIONAL SEMI-
  CONDUCTOR             EQUITY  637640103        210        4900     SH          DEFINED     1                     4900
NATIONAL SEMI-
  CONDUCTOR             EQUITY  637640103       8494      198400     SH          DEFINED     2                   198400
NATIONAL SVC INDS       EQUITY  637657107         35        1200     SH          DEFINED     1                     1200
NATIONAL SVC INDS       EQUITY  637657107       4461      151226     SH          DEFINED     2                   151226
NATIONWIDE HEALTH
  PPTY                  EQUITY  638620104      13302      967400     SH          DEFINED     3                   822300       145100
NATL COM BANCORP        EQUITY  635449101        220        9700     SH          DEFINED     1                     9700
NAUTICA ENTERPRISES     EQUITY  639089101         52        4600     SH          DEFINED     2                     4600
NAVIGANT CONSULTING     EQUITY  63935N107         40        3700     SH          DEFINED     1                     3700
NAVISITE INC            EQUITY  63935M109         50         500     SH          DEFINED     2                      500
NAVISTAR INTL CORP      EQUITY  63934E108        108        2300     SH          DEFINED     1                     2300
NCH CORP                EQUITY  628850109         27         600     SH          DEFINED     1                      600
NCO GROUP INC           EQUITY  628858102         69        2300     SH          DEFINED     1                     2300
NCR CORP                EQUITY  62886E108        345        9100     SH          DEFINED     1                     9100
NDS GROUP PLC           EQUITY  628891103        153        5000     SH          DEFINED     1                     5000
NEC CORP                EQUITY  664040003        627       26300     SH          DEFINED     2                    26300
NEIMAN MARCUS GRP       EQUITY  640204301        224        8314     SH          DEFINED     2                     8314
NEIMAN MARCUS GRP       EQUITY  640204202        129        4600     SH          DEFINED     1                     4600
NEOWARE SYS INC         EQUITY  64065P110          2       24000     SH          DEFINED     4                    24000
NEPTUNE ORIENT LNS      EQUITY  662885003        119       88600     SH          DEFINED     2                    88600
NET PERCEPTIONS INC     EQUITY  64107U101      10584      252000     SH          DEFINED     3                   246500         5500
NETCENTIVES INC         EQUITY  64108P101      15391      247000     SH          DEFINED     3                   247000
NETOPIA INC             EQUITY  64114K104       5051       93000     SH          DEFINED     2                    93000
NETSCOUT SYS INC        EQUITY  64115T104       7053      227500     SH          DEFINED     3                   227500
NETSOLVE INC            EQUITY  64115J106       2678       85000     SH          DEFINED     3                    85000
</TABLE>



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<PAGE>   33

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
NETWORK APPLIANCE       EQUITY  64120L104        382        4600     SH          DEFINED     1                     4600
NETWORK APPLIANCE       EQUITY  64120L104       8587      103400     SH          DEFINED     2                   103400
NETWORK EQUIP TECHNS    EQUITY  641208103        224       19000     SH          DEFINED     2                    19000
NETWORK SOLUTIONS       EQUITY  64121Q102        609        2800     SH          DEFINED     2                     2800
NETWORK SOLUTIONS       EQUITY  64121Q102      46732      214800     SH          DEFINED     3                   204400     10400
NETWORKS ASSOCIATES     EQUITY  640938106        344       12900     SH          DEFINED     1                    12900
NEW CENTURY ENERGIES    EQUITY  64352U103        112        3700     SH          DEFINED     1                     3700
NEW ENGLAND ELEC SYS    EQUITY  644001109        290        5600     SH          DEFINED     1                     5600
NEW ERA OF NETWORKS     EQUITY  644312100       4905      103000     SH          DEFINED     2                   103000
NEW PLAN EXCEL
  RLTY TR               EQUITY  648053106       8393      530800     SH          DEFINED     3                   450900     79900
NEW WORLD DEVEL         EQUITY  663376002         41       18000     SH          DEFINED     2                    18000
NEW YORK TIMES          EQUITY  650111107        314        6400     SH          DEFINED     1                     6400
NEWELL RUBBERMAID       EQUITY  651229106        336       11588     SH          DEFINED     1                    11588
NEWELL RUBBERMAID       EQUITY  651229106       4755      163959     SH          DEFINED     2                   163959
NEWMONT MINING          EQUITY  651639106        129        5273     SH          DEFINED     1                     5273
NEWPORT NEWS
  SHIPBLDG              EQUITY  652228107         85        3100     SH          DEFINED     1                     3100
NEWS CORP LTD           EQUITY  652487802       1441       43100     SH          DEFINED     2                    43100
NEWS CORP               EQUITY  662075902         96       11188     SH          DEFINED     2                    11188
NEWS CORP               EQUITY  688692003        161       16601     SH          DEFINED     2                    16601
NEXTCARD INC            EQUITY  65332K107         63        2200     SH          DEFINED     2                     2200
NEXTCARD INC            EQUITY  65332K107      22320      773000     SH          DEFINED     3                   754000     19000
NEXTEL COMMNS           EQUITY  65332V103        908        8800     SH          DEFINED     1                     8800
NEXTEL COMMNS           EQUITY  65332V103       2876       27900     SH          DEFINED     2                    27900
NEXTLINK COMMNS         EQUITY  65333H707       1378       16600     SH          DEFINED     2                    16600
NIAGARA MOHAWK HLDGS    EQUITY  653520106         66        4700     SH          DEFINED     1                     4700
NICOR INC               EQUITY  654086107         52        1600     SH          DEFINED     1                     1600
NIKE INC                EQUITY  654106103        476        9600     SH          DEFINED     1                     9600
NIKE INC                EQUITY  654106103        283        5715     SH          DEFINED     2                     5715
NIPPON TEL & TEL CP     EQUITY  654624105        577        6700     SH          DEFINED     2                     6700
NISOURCE INC            EQUITY  65473P105        209       11700     SH          DEFINED     1                    11700
NISSAN MOTOR CO         EQUITY  664286002        181       46000     SH          DEFINED     2                    46000
NOBLE AFFILIATES INC    EQUITY  654894104        109        5100     SH          DEFINED     1                     5100
NOBLE DRILLING CORP     EQUITY  655042109        400       12200     SH          DEFINED     1                    12200
NOBLE DRILLING CORP     EQUITY  655042109        108        3300     SH          DEFINED     2                     3300
NOKIA CORP              EQUITY  654902204      34720      182720     SH          DEFINED     2                   182720
NOMURA SECURITIES       EQUITY  664310000        325       18000     SH          DEFINED     2                    18000
NORDSON CORP            EQUITY  655663102        109        2800     SH          DEFINED     1                     2800
NORDSON CORP            EQUITY  655663102       1013       21000     SH          DEFINED     2                    21000
NORDSTROM INC           EQUITY  655664100        108        4100     SH          DEFINED     1                     4100
NORFOLK SOUTHN          EQUITY  655844108        258       12600     SH          DEFINED     1                    12600
NORFOLK SOUTHN          EQUITY  655844108       4519      220459     SH          DEFINED     2                   220459
NORTEL NETWORKS         EQUITY  656569100      33080      327520     SH          DEFINED     1                   327520
NORTEL NETWORKS         EQUITY  656569100      36996      366300     SH          DEFINED     2                   366300
NORTH AMERN VACCINE   CORPBOND  657201AA7        932     1130000    PRN          DEFINED     4                  1130000
NORTH FORK BANCORP      EQUITY  659424105        226       13000     SH          DEFINED     1                    13000
NORTH FORK BANCORP      EQUITY  659424105        315       18000     SH          DEFINED     2                    18000
NORTHEAST UTILS         EQUITY  664397106        251       12200     SH          DEFINED     1                    12200
NORTHERN STS PWR        EQUITY  665772109         94        4800     SH          DEFINED     1                     4800
NORTHERN TRUST          EQUITY  665859104        360        6800     SH          DEFINED     1                     6800
NORTHROP GRUMMAN        EQUITY  666807102        103        1900     SH          DEFINED     1                     1900
NORTHWAY FINL           EQUITY  667270102       1170       45010     SH          DEFINED     1                    45010
NORTHWEST NAT GAS     CORPBOND  667655AM6       1611     1435000    PRN          DEFINED     4                  1435000
</TABLE>



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<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
NORTHWEST NAT GAS       EQUITY  667655104        265       12100     SH          DEFINED     1                    12100
NOTIFY CORP             EQUITY  669956112         22       10800     SH          DEFINED     4                    10800
NOVA CORP GA            EQUITY  669784100        211        6700     SH          DEFINED     1                     6700
NOVA CORP GA            EQUITY  669784100       1827       57900     SH          DEFINED     2                    57900
NOVA CORP GA            EQUITY  669784100      61080     1935195     SH          DEFINED     3                  1862089     73106
NOVELL INC              EQUITY  670006105        463       11600     SH          DEFINED     1                    11600
NOVELL INC              EQUITY  670006105       2109       52900     SH          DEFINED     2                    52900
NOVELLUS SYS INC        EQUITY  670008101        429        3500     SH          DEFINED     1                     3500
NOVELLUS SYS INC        EQUITY  670008101       2413       19700     SH          DEFINED     2                    19700
NS GROUP INC            EQUITY  628916108        129       16950     SH          DEFINED     2                    16950
NSTAR                   EQUITY  67019E107        239        5900     SH          DEFINED     1                     5900
NTL INC                 EQUITY  629407107      37212      298890     SH          DEFINED     2                   298890
NTT MOBILE COMMS        EQUITY  612927905       1462          38     SH          DEFINED     2                       38
NUCOR CORP              EQUITY  670346105        159        2900     SH          DEFINED     1                     2900
NUEVO GRUPO IUSACELL    EQUITY  670512102       1755      117458     SH          DEFINED     1                   117458
NUWAVE TECHNOLOGIES     EQUITY  67065M110         41       65400     SH          DEFINED     4                    65400
O CHARLEYS INC          EQUITY  670823103       1696      129200     SH          DEFINED     3                   129200
O REILLY AUTOMOTIVE     EQUITY  686091109        327       15100     SH          DEFINED     2                    15100
OAK INDS INC            EQUITY  671400505        255        2400     SH          DEFINED     2                     2400
OAK INDS INC          CORPBOND  671400AL3       7682     2758000    PRN          DEFINED     4                  2758000
OAKLEY INC              EQUITY  673662102       2001      359800     SH          DEFINED     2                   359800
OCCIDENTAL PETE         EQUITY  674599105        234       10800     SH          DEFINED     1                    10800
OCEAN ENERGY            EQUITY  67481E106        115       14800     SH          DEFINED     1                    14800
OCEAN ENERGY INC        EQUITY  67481E106        217       28000     SH          DEFINED     2                    28000
OCULAR SCIENCES         EQUITY  675744106        131        7000     SH          DEFINED     2                     7000
OFFICE DEPOT INC        EQUITY  676220106        136       12400     SH          DEFINED     1                    12400
OFFICEMAX INC           EQUITY  67622M108         58       10700     SH          DEFINED     1                    10700
OFFSHORE LOGISTICS      EQUITY  676255102       1927      205900     SH          DEFINED     2                   205900
OGDEN CORP              EQUITY  676346109         53        4400     SH          DEFINED     1                     4400
OGE ENERGY CORP         EQUITY  670837103        133        7000     SH          DEFINED     1                     7000
OHIO CAS CORP           EQUITY  677240103         92        5700     SH          DEFINED     1                     5700
OHIO CAS CORP           EQUITY  677240103        397       24710     SH          DEFINED     2                    24710
OLD KENT FINL CORP      EQUITY  679833103        134        3800     SH          DEFINED     1                     3800
OLD REP INTL CORP       EQUITY  680223104        579       42500     SH          DEFINED     1                    42500
OLD REP INTL CORP       EQUITY  680223104        388       28500     SH          DEFINED     2                    28500
OLIN CORP               EQUITY  680665205         83        4200     SH          DEFINED     1                     4200
OLSTEN CORP             EQUITY  681385100         84        7400     SH          DEFINED     1                     7400
OMEGA HEALTHCARE
  INVS                  EQUITY  681936100       5372      423400     SH          DEFINED     3                   315200    108200
OMEGA HEALTHCARE
  INVS                CORPBOND  681936AG5       8114     9435000    PRN          DEFINED     4                  9435000
OMNICARE INC            EQUITY  681904108        102        8500     SH          DEFINED     1                     8500
OMNICARE INC            EQUITY  681904108        812       67700     SH          DEFINED     2                    67700
OMNICARE INC          CORPBOND  681904AD0       2025     3000000    PRN          DEFINED     4                  3000000
OMNICOM GROUP           EQUITY  681919106        500        5000     SH          DEFINED     1                     5000
OMNICOM GROUP           EQUITY  681919106       2020       20200     SH          DEFINED     2                    20200
OMNICOM GROUP         CORPBOND  681919AE6      95089    29906000    PRN          DEFINED     4                 29906000
OMNIPOINT CORP          EQUITY  68212D102       1156        9600     SH          DEFINED     2                     9600
ON ASSIGNMENT INC       EQUITY  682159108        880       29700     SH          DEFINED     2                    29700
ONDISPLAY INC           EQUITY  68232L100       1227       13500     SH          DEFINED     2                    13500
ONEOK INC               EQUITY  682680103         19         750     SH          DEFINED     1                      750
OPEN MKT INC            EQUITY  68370M100       1205       26700     SH          DEFINED     2                    26700
OPN JT STK CO-VIMPEL
  COMMS                 EQUITY  68370R109        377        8438     SH          DEFINED     1                     8438
OPTICAL COATING LAB     EQUITY  683829105       1115        3800     SH          DEFINED     2                     3800
</TABLE>



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<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
ORACLE CORP             EQUITY  68389X105      31111      277625     SH          DEFINED     1                   277625
ORACLE CORP             EQUITY  68389X105       3718       33200     SH          DEFINED     2                    33200
ORBOTECH LTD            EQUITY  M75253100       1337       17250     SH          DEFINED     2                    17250
OREGON STL MLS INC      EQUITY  686079104         16        2000     SH          DEFINED     1                     2000
ORTHODONTIC CTRS
  AMER                  EQUITY  68750P103        787       65900     SH          DEFINED     2                    65900
OSHKOSH TRUCK CORP      EQUITY  688239201       2962      101100     SH          DEFINED     2                   101100
OUTBACK STEAKHOUSE      EQUITY  689899102        174        6700     SH          DEFINED     1                     6700
OUTBACK STEAKHOUSE      EQUITY  689899102       1149       44300     SH          DEFINED     2                    44300
OVERSEAS SHIPHLDG       EQUITY  690368105         46        3100     SH          DEFINED     1                     3100
OWENS CORNING           EQUITY  69073F103         35        1800     SH          DEFINED     1                     1800
OWENS ILLINOIS INC      EQUITY  690768403        113        4500     SH          DEFINED     1                     4500
OXFORD HEALTH PLANS     EQUITY  691471106         94        7400     SH          DEFINED     1                     7400
P COM INC               EQUITY  693262107        840       95000     SH          DEFINED     2                    95000
P G & E CORP            EQUITY  69331C108        357       17400     SH          DEFINED     1                    17400
P J AMER INC            EQUITY  72585Q104       3395      219000     SH          DEFINED     3                   219000
P P & L RES INC         EQUITY  693499105        112        4900     SH          DEFINED     1                     4900
PACCAR INC              EQUITY  693718108        102        2300     SH          DEFINED     1                     2300
PACIFIC CENTURY FINL    EQUITY  694058108        133        7100     SH          DEFINED     1                     7100
PACIFIC CENTURY FINL    EQUITY  616400909        137       59000     SH          DEFINED     2                    59000
PACIFICARE HEALTH
  SYS                   EQUITY  695112102        228        4304     SH          DEFINED     1                     4304
PACKETEER INC           EQUITY  695210104       2663       37500     SH          DEFINED     3                    37500
PACTIV CORP             EQUITY  695257105         62        5800     SH          DEFINED     1                     5800
PAINE WEBBER GROUP      EQUITY  695629105        179        4600     SH          DEFINED     1                     4600
PAINE WEBBER GROUP      EQUITY  695629105       3105       80000     SH          DEFINED     2                    80000
PALL CORP               EQUITY  696429307         86        4000     SH          DEFINED     1                     4000
PANAMERICAN BEVRGS      EQUITY  P74823108        179        8700     SH          DEFINED     1                     8700
PANAMSAT CORP NEW       EQUITY  697933109       2933       49400     SH          DEFINED     2                    49400
PANTRY INC              EQUITY  698657103       1300       92000     SH          DEFINED     3                    92000
PAPA JOHN'S INTL INC    EQUITY  698813102         68        2600     SH          DEFINED     1                     2600
PARAMETRIC TECHNLGY     EQUITY  699173100        238        8800     SH          DEFINED     1                     8800
PARAMETRIC TECHNLGY     EQUITY  699173100       1574       58300     SH          DEFINED     2                    58300
PAREXEL INTL CORP       EQUITY  699462107        191       16200     SH          DEFINED     2                    16200
PARK PL ENTMT CORP      EQUITY  700690100       1884      150700     SH          DEFINED     2                   150700
PARK PLACE ENTMT        EQUITY  700690100        354       28300     SH          DEFINED     1                    28300
PARKER HANNIFAN         EQUITY  701094104        187        3650     SH          DEFINED     1                     3650
PARKWAY PPTYS INC       EQUITY  70159Q104        144        5000     SH          DEFINED     2                     5000
PARTNER COMM            EQUITY  70211M109        250        9680     SH          DEFINED     2                     9680
PATINA OIL & GAS        EQUITY  703224113         42       67200     SH          DEFINED     4                    67200
PATTERSON ENERGY        EQUITY  703414102        597       46000     SH          DEFINED     2                    46000
PAYCHEX INC             EQUITY  704326107        322        8050     SH          DEFINED     1                     8050
PAYCHEX INC             EQUITY  704326107        419       10500     SH          DEFINED     2                    10500
PAYCHEX INC             EQUITY  704326107      74758     1868943     SH          DEFINED     3                  1795545        73398
PAYLESS SHOESOURCE      EQUITY  704379106        141        3000     SH          DEFINED     1                     3000
PAYLESS SHOESOURCE      EQUITY  704379106        470       10000     SH          DEFINED     2                    10000
PE CORP                 EQUITY  69332S102        397        3300     SH          DEFINED     1                     3300
PECO ENERGY CO          EQUITY  693304107        243        7000     SH          DEFINED     1                     7000
PECO ENERGY CO          EQUITY  693304107       3597      103500     SH          DEFINED     2                   103500
PENN TRAFFIC CO         EQUITY  707832119         18       11300     SH          DEFINED     4                    11300
PENN TREATY AMERN     CORPBOND  707874AC7       1918     2500000    PRN          DEFINED     4                  2500000
PENNEY J C INC          EQUITY  708160106        207       10400     SH          DEFINED     1                    10400
PENNEY J C INC          EQUITY  708160106        138        6900     SH          DEFINED     2                     6900
PENNZOIL QUAKER ST      EQUITY  709323109        142       13900     SH          DEFINED     2                    13900
</TABLE>



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<PAGE>   36

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
PENTAIR INC             EQUITY  709631105        169        4400     SH          DEFINED     1                     4400
PENTAIR INC             EQUITY  709631105        466       12100     SH          DEFINED     2                    12100
PENZOIL-QUAKER STATE    EQUITY  709323109         71        6999     SH          DEFINED     1                     6999
PEOPLES ENERGY          EQUITY  711030106         40        1200     SH          DEFINED     1                     1200
PEOPLES HERITAGE
  FINL GRP              EQUITY  711147108        375       25000     SH          DEFINED     2                    25000
PEOPLESOFT INC          EQUITY  712713106        168        7900     SH          DEFINED     1                     7900
PEP BOYS MANNY MOE
  & JACK                EQUITY  713278109         18        2000     SH          DEFINED     1                     2000
PEP BOYS MANNY MOE
  & JACK              CORPBOND  713278AJ8        530     1000000    PRN          DEFINED     4                  1000000
PEPSICO INC             EQUITY  713448108       1805       51200     SH          DEFINED     1                    51200
PEPSICO INC             EQUITY  713448108        455       12900     SH          DEFINED     2                    12900
PEPSI-GEMEX S A
  DE CV                 EQUITY  713435105        799      124100     SH          DEFINED     1                   124100
PEREGRINE INVMTNT       EQUITY  668293905         90       91000     SH          DEFINED     2                    91000
PEREGRINE SYS INC       EQUITY  71366Q101       2066       24600     SH          DEFINED     2                    24600
PERFICIENT INC          EQUITY  71375U101        350       27600     SH          DEFINED     2                    27600
PERICOM 
  SEMICONDUCTOR         EQUITY  713831105       1315       50000     SH          DEFINED     2                    50000
PERKINELMER INC         EQUITY  714046109         54        1300     SH          DEFINED     1                     1300
PERRIGO CO              EQUITY  714290103         53        6600     SH          DEFINED     1                     6600
PERRIGO CO              EQUITY  714290103        230       28800     SH          DEFINED     2                    28800
PERUSAHHAN PERS
  INDO SAT              EQUITY  715680104        456       21100     SH          DEFINED     1                    21100
PETROLEUM GEO SVCS
  AS                    EQUITY  716597109       1026       57600     SH          DEFINED     2                    57600
PETSMART INC          CORPBOND  716768AB2       2133     2650000    PRN          DEFINED     4                  2650000
PFIZER INC              EQUITY  717081103       4616      142300     SH          DEFINED     1                   142300
PFIZER INC              EQUITY  717081103       8997      277350     SH          DEFINED     2                   277350
PFSWEB INC              EQUITY  717098107         38        1000     SH          DEFINED     1                     1000
PHARMACIA & UPJOHN      EQUITY  716941109       6255      139000     SH          DEFINED     1                   139000
PHARMACIA & UPJOHN      EQUITY  716941109        378        8400     SH          DEFINED     2                     8400
PHELPS DODGE CORP       EQUITY  717265102      15084      223880     SH          DEFINED     1                   223880
PHELPS DODGE CORP       EQUITY  717265102        168        2500     SH          DEFINED     2                     2500
PHILIP MORRIS COS       EQUITY  718154107       1863       81000     SH          DEFINED     1                    81000
PHILIP MORRIS COS       EQUITY  718154107       5199      224211     SH          DEFINED     2                   224211
PHILIPPINE LNG
  DISTANCE TEL          EQUITY  718252703      40767      856000     SH          DEFINED     4                   856000
PHILIPS INTL RLTY
  CORP                  EQUITY  718333107       3593      218600     SH          DEFINED     3                   184800        33800
PHILLIPS PETE CO        EQUITY  718507106       8126      172900     SH          DEFINED     1                   172900
PHOENIX INVT
  PARTNERS            CORPBOND  719085AA0       6460     5869000    PRN          DEFINED     4                  5869000
PHONE COM INC           EQUITY  71920Q100       1570       13540     SH          DEFINED     2                    13540
PIER 1 IMPORTS INC      EQUITY  720279108        412       64600     SH          DEFINED     2                    64600
PIERCE LEAHY CORP       EQUITY  720722107       1298       30000     SH          DEFINED     3                    30000
PINNACLE HLDGS INC      EQUITY  72346N101        345        8100     SH          DEFINED     2                     8100
PINNACLE HLDGS INC      EQUITY  72346N101        848       20000     SH          DEFINED     3                    16900         3100
PINNACLE WEST CAP       EQUITY  723484101         86        2800     SH          DEFINED     1                     2800
PINNACLE WEST CAP       EQUITY  723484101        217        7100     SH          DEFINED     2                     7100
PIONEER NATURAL RES     EQUITY  723787107         82        9200     SH          DEFINED     1                     9200
PITNEY BOWES INC        EQUITY  724479100        454        9400     SH          DEFINED     1                     9400
PITNEY BOWES INC        EQUITY  724479100       4967      102802     SH          DEFINED     2                   102802
PITTSTON BRINKS
  GROUP                 EQUITY  725701106        106        4800     SH          DEFINED     2                     4800
PITTSTON CO             EQUITY  725701106         84        3800     SH          DEFINED     1                     3800
PITTSTON CO             EQUITY  725701882         86        8100     SH          DEFINED     2                     8100
PITTWAY CORP DEL        EQUITY  725790208       1766       39400     SH          DEFINED     2                    39400
PLACER DOME INC         EQUITY  725906101        102        9500     SH          DEFINED     1                     9500
PLUM CREEK TIMBER       EQUITY  729251108        313       12500     SH          DEFINED     2                    12500
PLUM CREEK TIMBER       EQUITY  729251108       1350       54000     SH          DEFINED     3                    45900         8100
PMC-SIERRA INC          EQUITY  69344F106       1491        9300     SH          DEFINED     2                     9300
</TABLE>


                                               
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<PAGE>   37

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
PMI GROUP INC           EQUITY  69344M101        234        4800   SH            DEFINED    1                       4800
PMI GROUP INC           EQUITY  69344M101      38364      785950   SH            DEFINED    3                     767350       18600
PNC FINANCIAL CORP      EQUITY  693475105        472       10600   SH            DEFINED    1                      10600
POGO PRODUCING CO       EQUITY  730448107      35481     1741400   SH            DEFINED    3                    1704700       36700
POHANG IRON & STL
  LTD                   EQUITY  730450103       1225       35000   SH            DEFINED    1                      35000
POHANG IRON & STL
  LTD                   EQUITY  730450103        233        6651   SH            DEFINED    2                       6651
POLARIS INDS INC        EQUITY  731068102        127        3500   SH            DEFINED    2                       3500
POLAROID CORP           EQUITY  731095105         28        1500   SH            DEFINED    1                       1500
POLAROID CORP           EQUITY  731095105        117        6200   SH            DEFINED    2                       6200
POLICY MGMT SYS CORP    EQUITY  731108106         82        3200   SH            DEFINED    1                       3200
POLYCOM INC             EQUITY  73172K104        191        3000   SH            DEFINED    1                       3000
POLYCOM INC             EQUITY  73172K104       1465       23000   SH            DEFINED    2                      23000
PORTAL SOFTWARE INC     EQUITY  736126103        338        3300   SH            DEFINED    2                       3300
POST PPTYS INC          EQUITY  737464107      16226      424200   SH            DEFINED    3                     376900       47300
POST PPTYS INC          EQUITY  737464107       3863      101000   SH            DEFINED    1                     101000
POTLATCH CORP           EQUITY  737628107         36         800   SH            DEFINED    1                        800
POTLATCH CORP           EQUITY  737628107        482       10800   SH            DEFINED    2                      10800
POTOMAC ELEC PWR CO     EQUITY  737679100        248       10800   SH            DEFINED    1                      10800
POWER INTERIGATIONS     EQUITY  739276103         33         678   SH            DEFINED    1                        678
POWERWAVE TECHNLGS      EQUITY  739363109       5100       87400   SH            DEFINED    2                      87400
POWERWAVE TECHNLGS      EQUITY  739363109      21686      371500   SH            DEFINED    3                     363400        8100
PPG INDUSTRIES INC      EQUITY  693506107        388        6200   SH            DEFINED    1                       6200
PRAXAIR INC             EQUITY  74005P104      16598      329900   SH            DEFINED    1                     329900
PRAXAIR INC             EQUITY  74005P104       1223       24300   SH            DEFINED    2                      24300
PRECISION CASTPARTS     EQUITY  740189105         60        2300   SH            DEFINED    1                       2300
PRECISION CASTPARTS     EQUITY  740189105        129        4900   SH            DEFINED    2                       4900
PRECISION DRILLING      EQUITY  74022D100       4819      187600   SH            DEFINED    2                     187600
PREMIER PARKS INC       EQUITY  740540208        208        7200   SH            DEFINED    1                       7200
PREMIER PKS INC         EQUITY  740540208        962       33300   SH            DEFINED    2                      33300
PRENTISS PPTYS TR       EQUITY  740706106        315       15000   SH            DEFINED    2                      15000
PRENTISS PPTYS TR       EQUITY  740706106       1135       53100   SH            DEFINED    3                      53100
PREVIEW SYSTEMS INC     EQUITY  741379101         32         500   SH            DEFINED    1                        500
PRICE T ROWE & ASSCS    EQUITY  741477103        126        3400   SH            DEFINED    1                       3400
PRIME HOSPITALITY       EQUITY  741917108         85        9600   SH            DEFINED    2                       9600
PRIMUS KNOWLDG 
  SOLUTIONS             EQUITY  74163Q100        371        8200   SH            DEFINED    2                       8200
PRIMUS TELECOMMNS       EQUITY  741929103       2869       75000   SH            DEFINED    1                      75000
PRINCETON VIDEO
  IMAGE                 EQUITY  742476104        600       75000   SH            DEFINED    1                      75000
PROCTER & GAMBLE CO     EQUITY  742718109      23430      213850   SH            DEFINED    1                     213850
PROCTER & GAMBLE CO     EQUITY  742718109       1326       12100   SH            DEFINED    2                      12100
PROFESSIONAL 
  DETAILING             EQUITY  74312N107        787       26300   SH            DEFINED    2                      26300
PROFESSIONAL 
  DETAILING             EQUITY  74312N107       9963      332800   SH            DEFINED    3                     332800
PROFIT RECVRY GRP
  INTL                  EQUITY  743168106      38157     1436499   SH            DEFINED    3                    1404549       31950
PROGRESSIVE CORP        EQUITY  743315103       2415       33020   SH            DEFINED    1                      33020
PROGRESSIVE CORP        EQUITY  743315103       1236       16900   SH            DEFINED    2                      16900
PROJECT SOFTWARE &
  DEV                   EQUITY  74339P101       5821      105000   SH            DEFINED    2                     105000
PROLOGIS TR             EQUITY  743410300      18732      759000   SH            DEFINED    4                     759000
PROLOGIS TR             EQUITY  743410102      26725     1388320   SH            DEFINED    3                    1181510      206810
PROTECTIVE LIFE CORP    EQUITY  743674103        191        6000   SH            DEFINED    1                       6000
PROTECTIVE LIFE CORP    EQUITY  743674103        350       11000   SH            DEFINED    2                      11000
PROVIDENT FINL GRP      EQUITY  743866105        144        4000   SH            DEFINED    1                       4000
PROVIDIAN FINL CORP     EQUITY  74406A102       1279       14050   SH            DEFINED    1                      14050
PROVIDIAN FINL CORP     EQUITY  74406A102       2040       22400   SH            DEFINED    2                      22400
</TABLE>



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<PAGE>   38

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
PROXICOM INC            EQUITY  744282104      36237      291500   SH            DEFINED    3                     286800        4700
PROXIM INC              EQUITY  744284100       7280       66200   SH            DEFINED    2                      66200
PS BUSINESS PKS INC     EQUITY  69360J107       1768       77700   SH            DEFINED    3                      65800       11900
PSINET INC              EQUITY  74437C101        976       15800   SH            DEFINED    2                      15800
PSINET INC              EQUITY  74437C309       2627       45000   SH            DEFINED    1                      45000
PSS WORLD MEDICAL
  INC                   EQUITY  69366A100         56        5900   SH            DEFINED    1                       5900
PSW TECHNOLOGIES INC    EQUITY  69364J103       1756       88100   SH            DEFINED    3                      88100
PUBLIC STORAGE INC      EQUITY  74460D109         86        3800   SH            DEFINED    2                       3800
PUBLIC STORAGE INC      EQUITY  74460D109      25218     1111558   SH            DEFINED    3                     946274      165284
PUBLIC SVC 
  ENTERPRISE GRP        EQUITY  744573106        268        7700   SH            DEFINED    1                       7700
PUGET SOUND PWR &
  LT C                  EQUITY  745332106        147        7600   SH            DEFINED    1                       7600
PULITZER INC            EQUITY  745769109        109        2700   SH            DEFINED    2                       2700
PULTE CORP              EQUITY  745867101         32        1400   SH            DEFINED    1                       1400
PULTE CORP              EQUITY  745867101        338       15000   SH            DEFINED    2                      15000
PUMA TECHNOLOGY INC     EQUITY  745887109       1698       13000   SH            DEFINED    2                      13000
QLOGIC CORP             EQUITY  747277101        544        3400   SH            DEFINED    1                       3400
QLOGIC CORP             EQUITY  747277101       3229       20200   SH            DEFINED    2                      20200
QLT 
  PHOTOTHERAPEUTICS     EQUITY  746927102       7277      124000   SH            DEFINED    2                     124000
QRS CORP                EQUITY  74726X105       2552       24300   SH            DEFINED    2                      24300
QUADRAMED CORP        CORPBOND  74730WAC5        507     1041000  PRN            DEFINED    4                    1041000
QUAKER OATS CO          EQUITY  747402105        295        4500   SH            DEFINED    1                       4500
QUALCOMM INC            EQUITY  747525103       3311       18800   SH            DEFINED    1                      18800
QUALCOMM INC            EQUITY  747525103      60735      344928   SH            DEFINED    2                     344928
QUANTUM CORP            EQUITY  747906204        233       15400   SH            DEFINED    1                      15400
QUANTUM CORP            EQUITY  747906204        416       27500   SH            DEFINED    2                      27500
QUANTUM CORP            EQUITY  747906303        136       19600   SH            DEFINED    2                      19600
QUANTUM CORP          CORPBOND  747906AC9        225        3000  PRN            DEFINED    1                       3000
QUESTAR CORP            EQUITY  748356102        321       21400   SH            DEFINED    1                      21400
QUESTRON TECHNOLOGY     EQUITY  748372117         60       30100   SH            DEFINED    4                      30100
QUINENCO S A            EQUITY  748718103        312       28000   SH            DEFINED    1                      28000
QUINTILES TRANSNATL     EQUITY  748767100         67        3600   SH            DEFINED    1                       3600
QUINTUS CORP            EQUITY  748798105         46        1000   SH            DEFINED    1                       1000
QUINTUS CORP            EQUITY  748798105       1147       25000   SH            DEFINED    3                      25000
QUORUM HEALTH GRP       EQUITY  749084109         57        6100   SH            DEFINED    1                       6100
QUOTESMITH.COM INC      EQUITY  749117107        324       28500   SH            DEFINED    1                      28500
QWEST COMMS INTL        EQUITY  749121109       6164      143435   SH            DEFINED    2                     143435
R & B FALCON CORP       EQUITY  74912E101        861       65000   SH            DEFINED    2                      65000
RPM INC OHIO            EQUITY  749685103        604       59300   SH            DEFINED    2                      59300
RADIAN GROUP INC        EQUITY  750236101        530       11099   SH            DEFINED    2                      11099
RADIAN GROUP INC        EQUITY  750236101      45792      959000   SH            DEFINED    3                     936000       23000
RADIO ONE INC           EQUITY  75040P108      24785      269400   SH            DEFINED    3                     263200        6200
RADIO UNICA COMMS       EQUITY  75040Q106        956       33100   SH            DEFINED    2                      33100
RADIO UNICA COMMS       EQUITY  75040Q106       2166       75000   SH            DEFINED    3                      75000
RADWARE LTD             EQUITY  M81873107        786       18600   SH            DEFINED    2                      18600
RALCORP HLDGS INC       EQUITY  751028101        175        8800   SH            DEFINED    2                       8800
RALSTON PURINA CO       EQUITY  751277401       1280       35000   SH            DEFINED    2                      35000
RALSTON PURINA GRP      EQUITY  751277302        293       10500   SH            DEFINED    1                      10500
RATIONAL SOFTWARE       EQUITY  75409P202        403        8200   SH            DEFINED    1                       8200
RATIONAL SOFTWARE       EQUITY  75409P202        766       15600   SH            DEFINED    2                      15600
RAVISENT 
  TECHNOLOGIES          EQUITY  754440105        170       11217   SH            DEFINED    1                      11217
RAYMOND JAMES FINL      EQUITY  754730109       1067       57100   SH            DEFINED    2                      57100
RAYONIER INC            EQUITY  754907103        121        2500   SH            DEFINED    1                       2500
</TABLE>



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<PAGE>   39

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
RAYONIER INC            EQUITY  754907103        314        6500   SH            DEFINED    2                       6500
RAYTHEON CO             EQUITY  755111408        279       10500   SH            DEFINED    1                      10500
RAYTHEON CO             EQUITY  755111408       4740      178449   SH            DEFINED    2                     178449
RAZORFISH INC           EQUITY  755236106      25503      268100   SH            DEFINED    3                     262000        6100
READERS DIGEST ASSN     EQUITY  755267101        720       24600   SH            DEFINED    1                      24600
READERS DIGEST ASSN     EQUITY  755267101        351       12000   SH            DEFINED    2                      12000
REAL NETWORKS INC       EQUITY  75605L104       3922       32600   SH            DEFINED    2                      32600
RECKSON ASSOCS RLTY     EQUITY  75621K106      13565      661700   SH            DEFINED    3                     569600       92100
RECKSON ASSOCS RLTY     EQUITY  75621K205      11206      567400   SH            DEFINED    4                     567400
RED HAT INC             EQUITY  756577102        106         500   SH            DEFINED    1                        500
REEBOK INTL LTD         EQUITY  758110100         16        2000   SH            DEFINED    1                       2000
REGAL BELOIT CORP       EQUITY  758750103        149        7200   SH            DEFINED    2                       7200
REGENCY RLTY CORP       EQUITY  758939102       5052      252600   SH            DEFINED    3                     214400       38200
REGIONS FINL CORP       EQUITY  758940100        181        7200   SH            DEFINED    1                       7200
REGIS CORP MINN         EQUITY  758932107      20997     1112450   SH            DEFINED    3                    1092150       20300
REINSURANCE GRP AMER    EQUITY  759351109       1320       47551   SH            DEFINED    2                      47551
RELIANT ENERGY INC      EQUITY  75952J108        241       10523   SH            DEFINED    1                      10523
RELIASTAR FINL          EQUITY  75952U103        314        8000   SH            DEFINED    1                       8000
REMEC INC               EQUITY  759543101        280       11000   SH            DEFINED    2                      11000
REMEDY CORP             EQUITY  759548100        934       19700   SH            DEFINED    2                      19700
RENAISSANCE RE HLDGS    EQUITY  G7496G103         82        2000   SH            DEFINED    2                       2000
RENT WAY INC          CORPBOND  76009UAB0       8992     5894000  PRN            DEFINED    4                    5894000
REPUBLIC NEW YORK       EQUITY  760719104        274        3800   SH            DEFINED    1                       3800
REPUBLIC SEC FINL       EQUITY  760758102        163       22900   SH            DEFINED    2                      22900
REPUBLIC SVCS INC       EQUITY  760759100        436       30300   SH            DEFINED    2                      30300
RES-CARE INC          CORPBOND  760943AC4       2203     2711000  PRN            DEFINED    4                    2711000
REYNOLDS & REYNOLDS     EQUITY  761695105        158        7000   SH            DEFINED    1                       7000
REYNOLDS METALS CO      EQUITY  761763101        169        2200   SH            DEFINED    1                       2200
REYNOLDS METALS CO      EQUITY  761763101        575        7500   SH            DEFINED    2                       7500
REYNOLDS R J TOB
  HLDGS                 EQUITY  76182K105        176       10002   SH            DEFINED    1                      10002
RF MICRO DEVICES INC    EQUITY  749941100        607        8900   SH            DEFINED    2                       8900
RH DONNELLEY CORP       EQUITY  74955W307         87        4600   SH            DEFINED    2                       4600
RHYTHMS 
  NETCONNECTIONS        EQUITY  762430205       1798       58000   SH            DEFINED    2                      58000
RITE AID CORP           EQUITY  767754104         92        8300   SH            DEFINED    1                       8300
RITEK CORP              EQUITY  767767205        111        9610   SH            DEFINED    2                       9610
RIVERVIEW BANCORP
  INC                   EQUITY  769397100        100       10000   SH            DEFINED    2                      10000
RIVIERA HLDGS CORP      EQUITY  769627100       4182      675920   SH            DEFINED    1                     675920
ROBBINS & MEYERS INC  CORPBOND  770196AA1       2258     2342000  PRN            DEFINED    4                    2342000
ROBERT HALF INTL INC    EQUITY  770323103        243        8500   SH            DEFINED    1                       8500
ROBERT HALF INTL INC    EQUITY  770323103        180        6300   SH            DEFINED    2                       6300
ROCKWELL INTL CORP      EQUITY  773903109        330        6900   SH            DEFINED    1                       6900
ROGERS COMMS            EQUITY  775109200        233        9400   SH            DEFINED    2                       9400
ROGERS COMMS          CORPBOND  775109AE1       5391     6250000  PRN            DEFINED    4                    6250000
ROHM & HAAS CO          EQUITY  775371107        309        7600   SH            DEFINED    1                       7600
ROLLINS INC             EQUITY  775711104         45        3000   SH            DEFINED    1                       3000
ROMAC INTL INC          EQUITY  775835101        289       21500   SH            DEFINED    2                      21500
ROPER INDS              EQUITY  776696106        155        4100   SH            DEFINED    2                       4100
ROSS STORES INC         EQUITY  778296103        147        8200   SH            DEFINED    1                       8200
ROSS STORES INC         EQUITY  778296103      24381     1359200   SH            DEFINED    3                    1319900       39300
ROUSE CO                EQUITY  779273309         13         400   SH            DEFINED    2                        400
ROUSE CO                EQUITY  779273309      11425      347525   SH            DEFINED    4                     347525
ROUSE CO                EQUITY  779273101          4         200   SH            DEFINED    2                        200
</TABLE>



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<PAGE>   40

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
ROUSE CO                EQUITY  779273101      10442      491400   SH            DEFINED    3                     417300       74100
ROWAN COS INC           EQUITY  779382100         54        2500   SH            DEFINED    1                       2500
ROWAN COS INC           EQUITY  779382100       1143       52700   SH            DEFINED    2                      52700
ROYAL BK CDA MONTRL
  QUE                   EQUITY  780087953         28         640   SH            DEFINED    2                        640
ROYAL CARIBBEAN
  CRUISES               EQUITY  V7780T103       1253       25400   SH            DEFINED    2                      25400
ROYAL CARIBBEAN
  CRUISES               EQUITY  V7780T111      46312      322435   SH            DEFINED    4                     322435
ROYAL DUTCH PETE        EQUITY  780257804       4282       70700   SH            DEFINED    1                      70700
ROYAL DUTCH PETE        EQUITY  780257804       8830      146100   SH            DEFINED    2                     146100
RPM INC OHIO            EQUITY  749685103         99        9700   SH            DEFINED    1                       9700
RUDDICK CORP            EQUITY  781258108         64        4100   SH            DEFINED    1                       4100
RUDDICK CORP            EQUITY  781258108         59        3800   SH            DEFINED    2                       3800
RUSSELL CORP            EQUITY  782352108         20        1200   SH            DEFINED    1                       1200
RYANS FAMILY STK
  HOUSES                EQUITY  783519101         41        4800   SH            DEFINED    2                       4800
RYDER SYSTEMS INC       EQUITY  783549108         56        2300   SH            DEFINED    1                       2300
RYERSON TULL INC        EQUITY  78375P107         37        1900   SH            DEFINED    1                       1900
S3 INC                  EQUITY  784849101      15367     1329000   SH            DEFINED    3                    1329000
S3 INC                CORPBOND  784849AC5        372      400000  PRN            DEFINED    3                     400000
SABA PETE CO          CORPBOND  785152AA7       1478     1739000  PRN            DEFINED    4                    1739000
SAFECO CORP             EQUITY  786429100        127        5100   SH            DEFINED    1                       5100
SAFEGUARD 
  SCIENTIFICS           EQUITY  786449108       1734       10700   SH            DEFINED    2                      10700
SAFEWAY INC             EQUITY  786514208        547       15300   SH            DEFINED    1                      15300
SAGA SYS INC            EQUITY  786610105        945       47400   SH            DEFINED    2                      47400
SAKS INC                EQUITY  79377W108        210       13500   SH            DEFINED    1                      13500
SANMINA CORP            EQUITY  800907107        539        5400   SH            DEFINED    1                       5400
SANMINA CORP            EQUITY  800907107        676        6800   SH            DEFINED    2                       6800
SANTA FE SNYDER CORP    EQUITY  80218K105        129       16100   SH            DEFINED    1                      16100
SAP 
  AKTIENGESELLS CHAFT   EQUITY  803054204        968       18600   SH            DEFINED    2                      18600
SAPIENT CORP            EQUITY  803062108       1113        7900   SH            DEFINED    2                       7900
SARA LEE CORP           EQUITY  803111103        655       29700   SH            DEFINED    1                      29700
SARA LEE CORP           EQUITY  803111103        221       10000   SH            DEFINED    2                      10000
SBA COMMUNICATIONS      EQUITY  78388J106       9401      501400   SH            DEFINED    3                     501400
SBC COMMUNICATIONS      EQUITY  78387G103      23297      477894   SH            DEFINED    1                     477894
SBC COMMUNICATIONS      EQUITY  78387G103       6144      126036   SH            DEFINED    2                     126036
SCANA CORP              EQUITY  805898103        258        9600   SH            DEFINED    1                       9600
SCANA CORP              EQUITY  805898103       1150       42800   SH            DEFINED    2                      42800
SCHERING PLOUGH         EQUITY  806605101      15368      362660   SH            DEFINED    1                     362660
SCHERING PLOUGH         EQUITY  806605101       7830      185595   SH            DEFINED    2                     185595
SCHLUMBERGER LTD        EQUITY  806857108      17407      310150   SH            DEFINED    1                     310150
SCHLUMBERGER LTD        EQUITY  806857108      13015      231380   SH            DEFINED    2                     231380
SCHOLASTIC CORP         EQUITY  807066105         87        1400   SH            DEFINED    1                       1400
SCHULMAN A INC          EQUITY  808194104         54        3300   SH            DEFINED    1                       3300
SCHULMAN A INC          EQUITY  808194104        465       28600   SH            DEFINED    2                      28600
SCHWAB CHARLES          EQUITY  808513105        995       26000   SH            DEFINED    1                      26000
SCHWAB CHARLES          EQUITY  808513105        904       23550   SH            DEFINED    2                      23550
SCI SYS INC             EQUITY  783890106        551        6700   SH            DEFINED    1                       6700
SCI SYS INC             EQUITY  783890106        921       11200   SH            DEFINED    2                      11200
SCIENT CORP             EQUITY  80864H109         35         400   SH            DEFINED    2                        400
SCIENTIFIC ATLANTA      EQUITY  808655104        134        2400   SH            DEFINED    1                       2400
SCIENTIFIC ATLANTA      EQUITY  808655104       1107       19900   SH            DEFINED    2                      19900
SCIENTIFIC ATLANTA      EQUITY  808655104      13477      241200   SH            DEFINED    3                     217400       23800
SCIENTIFIC LEARNING     EQUITY  808760102       2738       75000   SH            DEFINED    3                      75000
SDL INC                 EQUITY  784076101      18770       86100   SH            DEFINED    3                      84300        1800
</TABLE>



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<PAGE>   41

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
SDL INC                 EQUITY  784076101        654        3000   SH            DEFINED    2                       3000
SEACOAST FINL SVCS      EQUITY  81170Q106        201       20000   SH            DEFINED    2                      20000
SEACOR SMIT INC       CORPBOND  811904AE1       2320     2449000  PRN            DEFINED    4                    2449000
SEAGATE TECHNOLOGY      EQUITY  811804103        340        7300   SH            DEFINED    1                       7300
SEAGRAM CO LTD          EQUITY  811850205       3375       75000   SH            DEFINED    1                      75000
SEAGRAM CO LTD          EQUITY  811850106        577       12900   SH            DEFINED    1                      12900
SEAGRAM JOSEPH E &
  SONS                CORPBOND  811845AH9        214      262000  PRN            DEFINED    4                     262000
SEALED AIR CORP         EQUITY  81211K100        101        1957   SH            DEFINED    1                       1957
SEALED AIR CORP         EQUITY  81211K100       1057       20400   SH            DEFINED    2                      20400
SEALED AIR CORP         EQUITY  81211K209      15705      314100   SH            DEFINED    4                     314100
SEARS ROEBUCK & CO      EQUITY  812387108        395       13000   SH            DEFINED    1                      13000
SEARS ROEBUCK & CO      EQUITY  812387108        435       14300   SH            DEFINED    2                      14300
SEMPRA ENERGY           EQUITY  816851109        123        7053   SH            DEFINED    1                       7053
SENSORMATIC ELECTRS     EQUITY  817265101        113        6500   SH            DEFINED    1                       6500
SENSORMATIC ELECTRS     EQUITY  817265101        106        6100   SH            DEFINED    2                       6100
SENSORMATIC ELECTRS     EQUITY  817265200       2818      110500   SH            DEFINED    4                     110500
SENSORMATIC ELECTRS     EQUITY  817265804        536       22000   SH            DEFINED    1                      22000
SEPRACOR INC            EQUITY  817315104        307        3100   SH            DEFINED    1                       3100
SEPRACOR INC            EQUITY  817315104        327        3300   SH            DEFINED    2                       3300
SEPRACOR INC          CORPBOND  817315AC8        544      250000  PRN            DEFINED    4                     250000
SEPRACOR INC          CORPBOND  817315AE4      36214    16639000  PRN            DEFINED    4                   16639000
SEQUA CORP              EQUITY  817320104         54        1000   SH            DEFINED    1                       1000
SERVICE CORP INTL       EQUITY  817565104         59        8500   SH            DEFINED    1                       8500
SFX ENTMT INC           EQUITY  784178105      62110     1716350   SH            DEFINED    3                    1656350       60000
SHARED MED SYS CORP     EQUITY  819486101         46         900   SH            DEFINED    1                        900
SHAW INDUSTRIES INC     EQUITY  820286102        197       12700   SH            DEFINED    1                      12700
SHELL TRANS & TRADG     EQUITY  822703609        404        8200   SH            DEFINED    2                       8200
SHERWIN WILLIAMS CO     EQUITY  824348106        120        5700   SH            DEFINED    1                       5700
SHERWIN WILLIAMS CO     EQUITY  824348106       4571      217653   SH            DEFINED    2                     217653
SHERWOOD BRANDS         EQUITY  82437L112          3       12300   SH            DEFINED    4                      12300
SHIRE PHARMS GRP        EQUITY  82481R106        323       11200   SH            DEFINED    2                      11200
SHOPKO STORES INC       EQUITY  824911101        331       14400   SH            DEFINED    2                      14400
SIEBEL SYS INC          EQUITY  826170102       1445       17200   SH            DEFINED    1                      17200
SIEBEL SYS INC          EQUITY  826170102       3247       38600   SH            DEFINED    2                      38600
SIEBEL SYS INC        CORPBOND  826170AA0        532        2750  PRN            DEFINED    1                       2750
SIERRA HEALTH SVCS      EQUITY  826322109          5         700   SH            DEFINED    2                        700
SIERRA PAC RES          EQUITY  826428104        118        6800   SH            DEFINED    1                       6800
SIERRA PAC RES          EQUITY  826428104        313       18067   SH            DEFINED    2                      18067
SIGMA ALDRICH CORP      EQUITY  826552101         99        3300   SH            DEFINED    1                       3300
SILICON GRAPHICS INC    EQUITY  827056102         58        6000   SH            DEFINED    1                       6000
SILICON GRAPHICS INC  CORPBOND  827056AC6        410        5500  PRN            DEFINED    1                       5500
SIMON PPTY GROUP        EQUITY  828806109      20422      890350   SH            DEFINED    3                     757850      132500
SIRIUS SATELLITE
  RADIO                 EQUITY  82966U103       1316       29600   SH            DEFINED    2                      29600
SK TELECOM LTD          EQUITY  78440P108        391       10197   SH            DEFINED    2                      10197
SKYMALLINC              EQUITY  830859104        719      100000   SH            DEFINED    2                     100000
SLM HLDG CORP           EQUITY  78442A109        199        4700   SH            DEFINED    1                       4700
SLM HLDG CORP           EQUITY  78442A109        722       17100   SH            DEFINED    2                      17100
SMITH CORONA CORP       EQUITY  831858204          1         785   SH            DEFINED    1                        785
SMITH INTL INC          EQUITY  832110100        229        4600   SH            DEFINED    1                       4600
SMITH INTL INC          EQUITY  832110100       5058      101800   SH            DEFINED    2                     101800
SMITHKLINE BEECHAM      EQUITY  832378301       1160       18000   SH            DEFINED    2                      18000
SMUCKER JM              EQUITY  832696108         53        2700   SH            DEFINED    1                       2700
</TABLE>



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<PAGE>   42

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
SNAP-ON INC             EQUITY  833034101         49        1850   SH            DEFINED    1                       1850
SOC QUIMICA MINERA
  DE CHIL               EQUITY  833635105       1822       57730   SH            DEFINED    1                      57730
SODEXHO MARIOTT SVCS    EQUITY  833793102        108        8272   SH            DEFINED    1                       8272
SOLA INTL INC           EQUITY  834092108        416       30000   SH            DEFINED    1                      30000
SOLA INTL INC           EQUITY  834092108        347       25000   SH            DEFINED    2                      25000
SOLECTRON CORP          EQUITY  834182107        803        8800   SH            DEFINED    1                       8800
SOLECTRON CORP          EQUITY  834182107      17294      181800   SH            DEFINED    2                     181800
SOLUTIA INC             EQUITY  834376105        161       10400   SH            DEFINED    1                      10400
SONIC FDRY INC          EQUITY  83545R116        378       30400   SH            DEFINED    4                      30400
SONOCO PRODS CO         EQUITY  835495102        209        9190   SH            DEFINED    1                       9190
SONOCO PRODS CO         EQUITY  835495102        423       18600   SH            DEFINED    2                      18600
SONY CORP               EQUITY  835699307      54245      190500   SH            DEFINED    2                     190500
SOTHEBYS HLDGS INC      EQUITY  835898107        165        5500   SH            DEFINED    1                       5500
SOTHEBYS HLDGS INC      EQUITY  835898107       2259       75300   SH            DEFINED    2                      75300
SOUTHDOWN INC           EQUITY  841297104        170        3300   SH            DEFINED    1                       3300
SOUTHERN CO             EQUITY  842587107        548       23300   SH            DEFINED    1                      23300
SOUTHERN CO             EQUITY  842587107        150        6400   SH            DEFINED    2                       6400
SOUTHERN PERU COPPER    EQUITY  843611104         85        5500   SH            DEFINED    1                       5500
SOUTHTRUST CORP         EQUITY  844730101        204        5400   SH            DEFINED    1                       5400
SOUTHWEST AIRLS CO      EQUITY  844741108        266       16525   SH            DEFINED    1                      16525
SOUTHWEST AIRLS CO      EQUITY  844741108        430       26575   SH            DEFINED    2                      26575
SOUTHWEST BANCORP       EQUITY  84476R109        153        7700   SH            DEFINED    2                       7700
SOVEREIGN BANCORP       EQUITY  845905108        152       20400   SH            DEFINED    1                      20400
SPANISH BROADCSTNG
  SYS                   EQUITY  846425882       5940      147900   SH            DEFINED    2                     147900
SPARTECH CORP           EQUITY  847220209      13006      403300   SH            DEFINED    3                     390500       12800
SPEEDWAY MOTRSPRTS    CORPBOND  847788AC0       2832     2700000  PRN            DEFINED    4                    2700000
SPEEDWAY MOTRSPRTS      EQUITY  847788106        609       21900   SH            DEFINED    2                      21900
SPIEKER PPTYS INC       EQUITY  848497103       3749      102900   SH            DEFINED    3                      88100       14800
SPINNAKER EXPL CO       EQUITY  84855W109       7769      550000   SH            DEFINED    3                     550000
SPLASH TECHNLGY
  HLDGS                 EQUITY  848623104        141       16000   SH            DEFINED    2                      16000
SPRINGS INDS INC        EQUITY  851783100         28         700   SH            DEFINED    1                        700
SPRINT CORP             EQUITY  852061100       1865       27700   SH            DEFINED    1                      27700
SPRINT CORP             EQUITY  852061506       1399       13650   SH            DEFINED    1                      13650
SPRINT CORP             EQUITY  852061506      51200      499515   SH            DEFINED    2                     499515
SPX CORP                EQUITY  784635104        234        2900   SH            DEFINED    1                       2900
ST JUDE MEDICAL INC     EQUITY  790849103         83        2700   SH            DEFINED    1                       2700
ST PAUL CAP LLC         EQUITY  792856205        890       15045   SH            DEFINED    4                      15045
ST PAUL COS INC         EQUITY  792860108        256        7600   SH            DEFINED    1                       7600
STAMPS COM INC          EQUITY  852857101       4416      106100   SH            DEFINED    2                     106100
STANCORP FINL GRP       EQUITY  852891100        154        6100   SH            DEFINED    2                       6100
STANDARD AUTOMOTIVE     EQUITY  853097202        778       77800   SH            DEFINED    4                      77800
STANDARD REGISTER       EQUITY  853887107         48        2500   SH            DEFINED    1                       2500
STANDARD REGISTER       EQUITY  853887107         76        3900   SH            DEFINED    2                       3900
STANLEY WORKS           EQUITY  854616109        277        9200   SH            DEFINED    1                       9200
STAPLES INC             EQUITY  855030102        304       14650   SH            DEFINED    1                      14650
STAPLES INC             EQUITY  855030102        512       24820   SH            DEFINED    2                      24820
STARBUCKS CORP          EQUITY  855244109        405       16700   SH            DEFINED    1                      16700
STARMEDIA NETWORK       EQUITY  855546107        401       10000   SH            DEFINED    1                      10000
STATE STREET CORP       EQUITY  857477103        358        4900   SH            DEFINED    1                       4900
STATE STREET CORP       EQUITY  857477103        321        4400   SH            DEFINED    2                       4400
STATEN IS BANCORP       EQUITY  857550107        119        6600   SH            DEFINED    2                       6600
STEINWAY MUSCL
  INSTRS                EQUITY  858495104      36473     1801131   SH            DEFINED    1                    1801131
</TABLE>



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<PAGE>   43

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
STERIS CORP             EQUITY  859152100         60        5900   SH            DEFINED    1                       5900
STERIS CORP             EQUITY  859152100        196       18960   SH            DEFINED    2                      18960
STERLING COMMERCE       EQUITY  859205106        286        8400   SH            DEFINED    1                       8400
STERLING SOFTWARE       EQUITY  859547101        246        7800   SH            DEFINED    1                       7800
STEWART & STEVENSON     EQUITY  860342104         34        2900   SH            DEFINED    1                       2900
STEWART & STEVENSON     EQUITY  860342104        176       14930   SH            DEFINED    2                      14930
STEWART ENETERPRISES    EQUITY  860370105         47        9800   SH            DEFINED    1                       9800
STEWART INFORMTN
  SVCS                  EQUITY  860372101        499       37500   SH            DEFINED    2                      37500
STMICROELECTRONICS      EQUITY  861012102       2900       19150   SH            DEFINED    1                      19150
STMICROELECTRONICS      EQUITY  861012102       1199        7920   SH            DEFINED    2                       7920
STMICROELECTRONICS    CORPBOND  861012AA0     167088    61625000  PRN            DEFINED    4                   61625000
STORAGE TECHNOLOGY      EQUITY  862111200        173        9400   SH            DEFINED    1                       9400
STORAGE TECHNOLOGY      EQUITY  862111200         87        4700   SH            DEFINED    2                       4700
STORAGE USA INC         EQUITY  861907103       2420       80000   SH            DEFINED    1                      80000
STORAGE USA INC         EQUITY  861907103      11613      383900   SH            DEFINED    3                     379700        4200
STRIDE RITE CORP        EQUITY  863314100        408       62700   SH            DEFINED    4                      62700
STRUCTURAL DYNMCS
  RESH                  EQUITY  863555108         37        2900   SH            DEFINED    1                       2900
STRUCTURAL DYNMCS
  RESH                  EQUITY  863555108        228       17870   SH            DEFINED    2                      17870
STRYKER CORP            EQUITY  863667101        634        9100   SH            DEFINED    1                       9100
STUDENT LN CORP         EQUITY  863902102       1157       23200   SH            DEFINED    2                      23200
SUIZA FOODS CORP        EQUITY  865077101        127        3200   SH            DEFINED    1                       3200
SUMMIT BANCORP          EQUITY  866005101        153        5000   SH            DEFINED    1                       5000
SUMMIT BANCORP          EQUITY  866005101       7868      256900   SH            DEFINED    2                     256900
SUMMIT PPTYS INC        EQUITY  866239106        358       20000   SH            DEFINED    2                      20000
SUMMIT PPTYS INC        EQUITY  866239106        316       17700   SH            DEFINED    3                                  17700
SUN COMMUNITIES INC     EQUITY  866674104       3856      119800   SH            DEFINED    3                     106600       13200
SUN HEALTHCARE GRP    CORPBOND  866933AA2                1546000  PRN            DEFINED    4                    1546000
SUN INC               CORPBOND  866762AG2        489      534000  PRN            DEFINED    4                     534000
SUN MICROSYSTEMS        EQUITY  866810104      14016      181000   SH            DEFINED    1                     181000
SUN MICROSYSTEMS        EQUITY  866810104       3959       51162   SH            DEFINED    2                      51162
SUNBEAM CORP          CORPBOND  867071AA0       1233     7958000  PRN            DEFINED    4                    7958000
SUNGARD DATA SYS        EQUITY  867363103        259       10900   SH            DEFINED    1                      10900
SUNGARD DATA SYS        EQUITY  867363103        361       15200   SH            DEFINED    2                      15200
SUNGARD DATA SYS        EQUITY  867363103      39314     1655308   SH            DEFINED    3                    1577808       77500
SUNGLASS HUT INTL       EQUITY  86736F106       3809      338620   SH            DEFINED    2                     338620
SUNOCO INC              EQUITY  86764P109         54        2300   SH            DEFINED    1                       2300
SUNRISE ASSISTED
  LIVNG                 EQUITY  86768K106        165       12000   SH            DEFINED    2                      12000
SUNRISE MED INC         EQUITY  867910101         54        8800   SH            DEFINED    2                       8800
SUNTERRA CORP           EQUITY  86787D109        875       76100   SH            DEFINED    2                      76100
SUNTRUST BANKS INC      EQUITY  867914103        619        9000   SH            DEFINED    1                       9000
SUPER VALU STORES       EQUITY  868536103         76        3800   SH            DEFINED    1                       3800
SUPERGEN INC            EQUITY  868059106        770       26300   SH            DEFINED    2                      26300
SUPERIOR INDS INTL      EQUITY  868168105         64        2400   SH            DEFINED    1                       2400
SUPERIOR INDS INTL      EQUITY  868168105        362       13500   SH            DEFINED    2                      13500
SURGE COMPONENTS        EQUITY  868908112         63       83900   SH            DEFINED    4                      83900
SWIFT TRANSN CO         EQUITY  870756103        100        5700   SH            DEFINED    1                       5700
SWIFT TRANSN CO         EQUITY  870756103      22649     1285025   SH            DEFINED    3                    1251200       33825
SYBRON INTL CORP        EQUITY  87114F106        239        9700   SH            DEFINED    1                       9700
SYBRON INTL CORP        EQUITY  87114F106        469       19000   SH            DEFINED    2                      19000
SYKES ENTERPRISES
  INC                   EQUITY  871237103        167        3800   SH            DEFINED    1                       3800
SYLVAN LEARNING SYS     EQUITY  871399101         60        4600   SH            DEFINED    1                       4600
SYMANTEC CORP           EQUITY  871503108        311        5300   SH            DEFINED    1                       5300
</TABLE>



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<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
SYMANTEC CORP           EQUITY  871503108       1173       20000   SH            DEFINED    2                      20000
SYMBOL TECHNOLOGIES     EQUITY  871508107        521        8200   SH            DEFINED    1                       8200
SYMBOL TECHNOLOGIES     EQUITY  871508107       1239       19500   SH            DEFINED    2                      19500
SYMYX TECHNOLOGIES      EQUITY  87155S108       2250       75000   SH            DEFINED    3                      75000
SYNNEX TECHNOLOGY       EQUITY  87161A109        203        7710   SH            DEFINED    2                       7710
SYNOPSYS INC            EQUITY  871607107        441        6600   SH            DEFINED    1                       6600
SYNOPSYS INC            EQUITY  871607107       1588       23900   SH            DEFINED    2                      23900
SYNOVUS FINL            EQUITY  87161C105        162        8150   SH            DEFINED    1                       8150
SYSCO CORP              EQUITY  871829107       1119       32350   SH            DEFINED    1                      32350
TAIWAN FUND INC         EQUITY  874036106       7430      364660   SH            DEFINED    1                     364660
TAIWAN SEMICONDCTR      EQUITY  874039100        576       12800   SH            DEFINED    1                      12800
TALBOTS INC             EQUITY  874161102       8546      191500   SH            DEFINED    2                     191500
TALK CITY INC           EQUITY  874263106        832       31864   SH            DEFINED    1                      31864
TALK CITY INC           EQUITY  874263106       1305       50000   SH            DEFINED    2                      50000
TANDY CORP              EQUITY  875382103        339        6900   SH            DEFINED    1                       6900
TANDY CORP              EQUITY  875382103       5903      120000   SH            DEFINED    2                     120000
TANDY CORP              EQUITY  875382103       6690      136000   SH            DEFINED    3                     123800       12200
TAUBMAN CTRS INC        EQUITY  876664103       3742      348100   SH            DEFINED    3                     296100       52000
TBA ENTMT CORP          EQUITY  872173117         30       24900   SH            DEFINED    4                      24900
TCF FINANCIAL CORP      EQUITY  872275102        189        7600   SH            DEFINED    1                       7600
TECH DATA CORP          EQUITY  878237106        125        4600   SH            DEFINED    1                       4600
TECH DATA CORP          EQUITY  878237106        298       11000   SH            DEFINED    2                      11000
TECO ENERGY INC         EQUITY  872375100        223       12000   SH            DEFINED    1                      12000
TECUMSEH PRODS CO       EQUITY  878895200         90        1900   SH            DEFINED    1                       1900
TEKTRONIX INC           EQUITY  879131100         64        1650   SH            DEFINED    1                       1650
TEKTRONIX INC           EQUITY  879131100        272        7000   SH            DEFINED    2                       7000
TELE NORTE LESTE
  PART                  EQUITY  879246106       2618      102650   SH            DEFINED    1                     102650
TELEBRAS                EQUITY  879287100          -       15500   SH            DEFINED    1                      15500
TELEBRAS                EQUITY  879287308       3311       28500   SH            DEFINED    1                      28500
TELEBRAS                EQUITY  879287308        993        7729   SH            DEFINED    2                       7729
TELECORP PCS INC        EQUITY  879299105        152        4000   SH            DEFINED    1                       4000
TELEFLEX INC            EQUITY  879369106        106        3400   SH            DEFINED    1                       3400
TELEFLEX INC            EQUITY  879369106        269        8600   SH            DEFINED    2                       8600
TELEFONICA DE ARG       EQUITY  879378206       1844       60250   SH            DEFINED    1                      60250
TELEFONICA DE ARG       EQUITY  879378206         83        2690   SH            DEFINED    2                       2690
TELEFONICA DEL PERU     EQUITY  879384105        890       67700   SH            DEFINED    1                      67700
TELEFONICA S A          EQUITY  879382208       1098       13930   SH            DEFINED    2                      13930
TELEFONOS DE MEXICO     EQUITY  879403780      11303      100470   SH            DEFINED    1                     100470
TELEFONOS DE MEXICO     EQUITY  879403780        579        5150   SH            DEFINED    2                       5150
TELEMIG CELULAR PART    EQUITY  87944E105        659       14200   SH            DEFINED    1                      14200
TELEPHONE & DATA SYS    EQUITY  879433100        743        5900   SH            DEFINED    1                       5900
TELESP PARTICIPACOES    EQUITY  87952K100        164       10000   SH            DEFINED    1                      10000
TELLABS INC             EQUITY  879664100        809       12600   SH            DEFINED    1                      12600
TELLABS INC             EQUITY  879664100       1622       25300   SH            DEFINED    2                      25300
TEMPLE INLAND  INC      EQUITY  879868107        125        1900   SH            DEFINED    1                       1900
TENET HEALTHCARE        EQUITY  88033G100        233        9000   SH            DEFINED    1                       9000
TENET HEALTHCARE        EQUITY  88033G100        815       34700   SH            DEFINED    2                      34700
TERADYNE INC            EQUITY  880770102       8857      134200   SH            DEFINED    1                     134200
TERRA NETWORKS          EQUITY  88100W103        657       12000   SH            DEFINED    1                      12000
TESORO PETE CORP      CORPBOND  881609408       2979      243200  PRN            DEFINED    4                     243200
TETRA TECH INC          EQUITY  88162G103      24349     1583669   SH            DEFINED    3                    1542736       40933
TEVA PHARMCTCL INDS     EQUITY  881624209        679        9500   SH            DEFINED    2                       9500
</TABLE>



                                    42 OF 48

<PAGE>   45

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
TEXACO INC              EQUITY  881694103       1005       18500   SH            DEFINED    1                      18500
TEXACO INC              EQUITY  881694103       1139       20980   SH            DEFINED    2                      20980
TEXAS INSTRS INC        EQUITY  882508104       2464       25500   SH            DEFINED    1                      25500
TEXAS INSTRS INC        EQUITY  882508104      57891      597582   SH            DEFINED    2                     597582
TEXAS INSTRS INC        EQUITY  882508104       4696       48600   SH            DEFINED    3                      48600
TEXAS UTILS CO          EQUITY  882848104        307        8637   SH            DEFINED    1                       8637
TEXAS UTILS CO          EQUITY  882848104        391       11000   SH            DEFINED    2                      11000
TEXTRON INC             EQUITY  883203101        422        5500   SH            DEFINED    1                       5500
THERMADYNE CORP         EQUITY  883434201         58       80000   SH            DEFINED    1                      80000
THERMO ELECTRON         EQUITY  883556102         74        5300   SH            DEFINED    1                       5300
THOMAS & BETTS          EQUITY  884315102         54        1700   SH            DEFINED    1                       1700
TIBCO SOFTWARE          EQUITY  88632Q103       3519       23000   SH            DEFINED    3                      23000
TICKETMASTER ONLN
  CITYSEARCH            EQUITY  88633P203       7415      192911   SH            DEFINED    2                     192911
TIDEWATER INC           EQUITY  886423102        187        5200   SH            DEFINED    1                       5200
TIFFANY & CO            EQUITY  886547108        589        6600   SH            DEFINED    1                       6600
TIFFANY & CO            EQUITY  886547108      39296      440293   SH            DEFINED    2                     440293
TIME WARNER INC         EQUITY  887315109      28314      391550   SH            DEFINED    1                     391550
TIME WARNER INC         EQUITY  887315109      22482      310387   SH            DEFINED    2                     310387
TIMES MIRROR CO         EQUITY  887364107        208        3100   SH            DEFINED    1                       3100
TIMKEN CO               EQUITY  887389104         39        1900   SH            DEFINED    1                       1900
TJX COS INC NEW         EQUITY  872540109        204       10000   SH            DEFINED    1                      10000
TJX COS INC NEW         EQUITY  872540109        396       19400   SH            DEFINED    2                      19400
TMP WORLDWIDE INC       EQUITY  872941109       3237       22900   SH            DEFINED    2                      22900
TMP WORLDWIDE INC       EQUITY  872941109      50808      357800   SH            DEFINED    3                     349800        8000
TODAYS MAN INC          EQUITY  888910114          3       52400   SH            DEFINED    4                      52400
TOLL BROS INC           EQUITY  889478103        179        9600   SH            DEFINED    2                       9600
TOLLGRADE COMMS         EQUITY  889542106       4475      129700   SH            DEFINED    3                     129700
TOO INC                 EQUITY  890333107         26        1528   SH            DEFINED    2                       1528
TORCHMARK CORP          EQUITY  891027104        171        5900   SH            DEFINED    1                       5900
TOSCO CORP              EQUITY  891490302        114        4200   SH            DEFINED    1                       4200
TOSCO CORP              EQUITY  891490302        563       20700   SH            DEFINED    2                      20700
TOTAL FINA SA           EQUITY  89151E109        886       12800   SH            DEFINED    2                      12800
TOTAL RENAL CARE
  HLDGS                 EQUITY  89151A107         51        7600   SH            DEFINED    1                       7600
TOWER AUTOMOTIVE        EQUITY  891707101        170       11000   SH            DEFINED    2                      11000
TOWER AUTOMOTIVE       CORPBOND 891707AE1       2812     3200000  PRN            DEFINED    4                    3200000
TOYS R US INC           EQUITY  892335100        129        9000   SH            DEFINED    1                       9000
TRANS WORLD AIRLS       EQUITY  893349837          6        2649   SH            DEFINED    1                       2649
TRANSACTION SYS
  ARCHTCS               EQUITY  893416107         78        2800   SH            DEFINED    1                       2800
TRANSACTION SYS
  ARCHTCS               EQUITY  893416107      33307     1189538   SH            DEFINED    3                    1138738       50800
TRANSATLANTIC HLDGS     EQUITY  893521104    1608995    20611620   SH            DEFINED    1                   20611620
TRANSATLANTIC HLDGS     EQUITY  893521104       1710       21900   SH            DEFINED    2                      21900
TRANSMONTAIGNE INC      EQUITY  893934109       9735     1390702   SH            DEFINED    3                    1363902       26800
TRANSOCEAN SEDCO
  FOREX                 EQUITY  G90078109       2360       70063   SH            DEFINED    1                      70063
TRANSOCEAN SEDCO
  FOREX                 EQUITY  G90078109       7003      207876   SH            DEFINED    2                     207876
TRANSPORTADORA DE
  GAS                   EQUITY  893870204        716       77900   SH            DEFINED    1                      77900
TRANSWITCH CORP         EQUITY  894065101      36920      508800   SH            DEFINED    3                     498200       10600
TRAVELERS PPTY CAS      EQUITY  893939108        466       13600   SH            DEFINED    2                      13600
TRIAD GTY INC           EQUITY  895925105       4407      193700   SH            DEFINED    3                     193700
TRIARC  COS INC       CORPBOND  895927AB7       2372    10600000  PRN            DEFINED    4                   10600000
TRIBUNE CO              EQUITY  896047107        418        7600   SH            DEFINED    1                       7600
TRIBUNE CO              EQUITY  896047107        479        8700   SH            DEFINED    2                       8700
TRICON GLOBAL
  RESTRNTS              EQUITY  895953107        200        5170   SH            DEFINED    1                       5170
</TABLE>



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<PAGE>   46

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
TRIGON HEALTHCARE       EQUITY  89618L100        106        3600   SH            DEFINED    1                       3600
TRINITY INDS INC        EQUITY  896522109        111        3900   SH            DEFINED    1                       3900
TRIQUINT SEMICON-
  DUCTOR                EQUITY  89674K103      37302      335300   SH            DEFINED    3                     330500        4800
TRITEL INC              EQUITY  89675X104        468       14800   SH            DEFINED    2                      14800
TRITON PCS HLDGS        EQUITY  89677M106        701       15000   SH            DEFINED    1                      15000
TRIZEC HAHN CORP        EQUITY  896938107       7305      432900   SH            DEFINED    3                     361100       71800
TRW INC                 EQUITY  872649108        208        4000   SH            DEFINED    1                       4000
TSI INTL SOFTWARE
  LTD                   EQUITY  872879101       3285       58100   SH            DEFINED    2                      58100
TUBOS DE ACERO DE
  MEX                   EQUITY  898592506        962       70900   SH            DEFINED    1                      70900
TUPPERWARE CORP         EQUITY  899896104         37        2200   SH            DEFINED    1                       2200
TV AZTECA S A           EQUITY  901145102        656       72900   SH            DEFINED    1                      72900
TV GUIDE INC            EQUITY  87307Q109       1605       37600   SH            DEFINED    2                      37600
TYCO INTL LTD NEW       EQUITY  902124106      44429     1139210   SH            DEFINED    1                    1139210
TYCO INTL LTD NEW       EQUITY  902124106      10691      275005   SH            DEFINED    2                     275005
TYSON FOODS INC         EQUITY  902494103        349       21500   SH            DEFINED    1                      21500
TYSON FOODS INC         EQUITY  902494103        353       21700   SH            DEFINED    2                      21700
U S FOODSERVICE         EQUITY  90331R101        147        8800   SH            DEFINED    1                       8800
U S FOODSERVICE         EQUITY  90331R101        551       32900   SH            DEFINED    2                      32900
U S LABORATORIES INC    EQUITY  90333T113         12       23150   SH            DEFINED    4                      23150
U S RESTAURANT PPTYS    EQUITY  902971100       5957      418000   SH            DEFINED    3                     336700       81300
U S RESTAURANT PPTYS    EQUITY  902971209       1041       75000   SH            DEFINED    1                      75000
UAL CORP                EQUITY  902549500      32448      418346   SH            DEFINED    2                     418346
UCAR INTERNATIONAL      EQUITY  90262K109         75        4200   SH            DEFINED    1                       4200
ULTRAMAR DIAMND
  SHAMROCK              EQUITY  904000106        177        7799   SH            DEFINED    1                       7799
UMB FINL CORP           EQUITY  902788108        514       13900   SH            DEFINED    2                      13900
UNIBANCO  UNIAO DE
  BARN                  EQUITY  90458E107        530       17600   SH            DEFINED    1                      17600
UNIBANCO  UNIAO DE
  BARN                  EQUITY  90458E107         60        2000   SH            DEFINED    2                       2000
UNICOM CORP             EQUITY  904911104        238        7100   SH            DEFINED    1                       7100
UNICOM CORP             EQUITY  904911104        526       15700   SH            DEFINED    2                      15700
UNIFI INC               EQUITY  904677101         68        5500   SH            DEFINED    1                       5500
UNIFIED ENERGY SYS      EQUITY  904688207        474       39500   SH            DEFINED    1                      39500
UNILEVER N V            EQUITY  904784709       1039       19095   SH            DEFINED    1                      19095
UNION CARBIDE           EQUITY  905581104        280        4200   SH            DEFINED    1                       4200
UNION PACIFIC CORP      EQUITY  907818108       2756       63084   SH            DEFINED    1                      63084
UNION PACIFIC RES
  GRP                   EQUITY  907834105        676       52984   SH            DEFINED    1                      52984
UNION PACIFIC RES
  GRP                   EQUITY  907834105        464       36400   SH            DEFINED    2                      36400
UNION PLANTERS CORP     EQUITY  908068109        162        4100   SH            DEFINED    1                       4100
UNION PLANTERS CORP     EQUITY  908068109        777       19700   SH            DEFINED    2                      19700
UNIONBANCAL CORP        EQUITY  908906100        777       19700   SH            DEFINED    2                      19700
UNISYS CORP             EQUITY  909214108        754       23600   SH            DEFINED    1                      23600
UNISYS CORP             EQUITY  909214108        137        4300   SH            DEFINED    2                       4300
UNITED ASSET MGMT       EQUITY  909420101        360       19400   SH            DEFINED    2                      19400
UNITED HEALTHCARE       EQUITY  910581107        329        6200   SH            DEFINED    1                       6200
UNITED HEALTHCARE       EQUITY  910581107        697       13120   SH            DEFINED    2                      13120
UNITED PARCEL
  SERVICE               EQUITY  911312106        828       12000   SH            DEFINED    3                      12000
UNITED PARK CITY
  MINES                 EQUITY  911315208       4276      154094   SH            DEFINED    1                     154094
UNITED RENTALS INC      EQUITY  911363109        608       35500   SH            DEFINED    2                      35500
UNITED STATES CELL-
  ULAR CORP           CORPBOND  911684AA6      72687    75952000  PRN            DEFINED    4                   75952000
UNITED STATIONERS
  INC                   EQUITY  913004107        117        4100   SH            DEFINED    2                       4100
UNITED TECHNOLOGIES     EQUITY  913017109      17316      266404   SH            DEFINED    1                     266404
UNITRIN INC             EQUITY  913275103        245        6500   SH            DEFINED    1                       6500
UNITRIN INC             EQUITY  913275103        113        3000   SH            DEFINED    2                       3000
</TABLE>



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<PAGE>   47

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
UNIVERSAL CORP VA       EQUITY  913456109         68        3000   SH            DEFINED    1                       3000
UNIVERSAL CORP VA       EQUITY  913456109        139        6100   SH            DEFINED    2                       6100
UNIVERSAL FOODS CORP    EQUITY  913538104         92        4500   SH            DEFINED    1                       4500
UNIVISION COMM          EQUITY  914906102        961        9400   SH            DEFINED    1                       9400
UNIVISION COMM          EQUITY  914906102      33926      332000   SH            DEFINED    2                     332000
UNOCAL CAP TR           EQUITY  91528T207       1463       30000   SH            DEFINED    2                      30000
UNOCAL CORP             EQUITY  915289102        272        8100   SH            DEFINED    1                       8100
UNOCAL CORP             EQUITY  915289102        379       11300   SH            DEFINED    2                      11300
UNUMPROVIDENT CORP      EQUITY  91529Y106      31861      993709   SH            DEFINED    1                     993709
UNUMPROVIDENT CORP      EQUITY  91529Y106        714       22265   SH            DEFINED    2                      22265
URBAN SHOPPING CTRS     EQUITY  917060105       6320      233000   SH            DEFINED    3                     196400       36600
US AIRWAYS GROUP INC    EQUITY  911905107         77        2400   SH            DEFINED    1                       2400
US BANCORP              EQUITY  902973106        577       24220   SH            DEFINED    1                      24220
US BANCORP              EQUITY  902973106       1769       74300   SH            DEFINED    2                      74300
US RESTAURANT PPTYS     EQUITY  902971209       4017      284400   SH            DEFINED    4                     284400
US WEST INC             EQUITY  91273H101       1166       16199   SH            DEFINED    1                      16199
USA NETWORKS INC        EQUITY  902984103       4834       87500   SH            DEFINED    2                      87500
USG CORP                EQUITY  903293405        217        4600   SH            DEFINED    1                       4600
USG CORP                EQUITY  903293405        622       13200   SH            DEFINED    2                      13200
UST INC                 EQUITY  902911106        149        5900   SH            DEFINED    1                       5900
UST INC                 EQUITY  902911106       5179      205630   SH            DEFINED    2                     205630
USWEB CORP              EQUITY  917327108       3475       78200   SH            DEFINED    2                      78200
USWEB CORP              EQUITY  917327108      28462      640500   SH            DEFINED    3                     626800       13700
USX MARATHON GRP        EQUITY  902905827        237        9600   SH            DEFINED    1                       9600
USX MARATHON GRP        EQUITY  902905827        432       17500   SH            DEFINED    2                      17500
USX-U S STEEL           EQUITY  90337T101         89        2700   SH            DEFINED    1                       2700
USX-U S STEEL           EQUITY  90337T101        601       18200   SH            DEFINED    2                      18200
UTILICORP UTD INC       EQUITY  918005109        160        8250   SH            DEFINED    1                       8250
V F CORP                EQUITY  918204108       4579      152622   SH            DEFINED    2                     152622
VA LINUX SYS INC        EQUITY  91819B105        207        1000   SH            DEFINED    2                       1000
VALASSIS COMM           EQUITY  918866104        619       14650   SH            DEFINED    2                      14650
VALERO ENERGY CORP      EQUITY  91913Y100        101        5100   SH            DEFINED    1                       5100
VALHI INC NEW         CORPBOND  918905AC4       3410     5582000  PRN            DEFINED    4                    5582000
VALUEVISION INTL INC    EQUITY  92047K107       5009       87400   SH            DEFINED    2                      87400
VARCO INTL INC          EQUITY  922126107         55        5400   SH            DEFINED    1                       5400
VARIAN MED SYS INC      EQUITY  92220P105        179        6000   SH            DEFINED    2                       6000
VARIAN SEMICONDCTR
  EQUIP                 EQUITY  922207105        670       19700   SH            DEFINED    2                      19700
VASTAR RES INC          EQUITY  922380100       3941       66800   SH            DEFINED    3                      55900       10900
VENATOR GROUP           EQUITY  922944103        102       14500   SH            DEFINED    2                      14500
VERIO INC               EQUITY  923433106       2637       57100   SH            DEFINED    2                      57100
VERISIGN INC            EQUITY  92343E102      30280      158480   SH            DEFINED    2                     158480
VERITAS SOFTWARE      CORPBOND  923436AB5     145658    14482000  PRN            DEFINED    4                   14482000
VERITAS SOFTWARE        EQUITY  923436109       3414       23850   SH            DEFINED    1                      23850
VERITAS SOFTWARE        EQUITY  923436109       5459       38150   SH            DEFINED    2                      38150
VERSATEL TELECOM
  INTL                  EQUITY  925301103       1029       30000   SH            DEFINED    1                      30000
VERTEX COMMUNICA-
  TIONS                 EQUITY  925320103        820       40000   SH            DEFINED    2                      40000
VF CORP                 EQUITY  918204108        120        4000   SH            DEFINED    1                       4000
VIACOM INC              EQUITY  925524308       1420       23500   SH            DEFINED    1                      23500
VIACOM INC              EQUITY  925524308       1071       17715   SH            DEFINED    2                      17715
VIAD CORP               EQUITY  92552R109        254        9100   SH            DEFINED    1                       9100
VIAD CORP               EQUITY  92552R109       1408       50500   SH            DEFINED    2                      50500
VIGNETTE CORP           EQUITY  926734104      10887       66800   SH            DEFINED    2                      66800
</TABLE>



                                    45 OF 48

<PAGE>   48

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
VIGNETTE CORP           EQUITY  926734104      18549      113800   SH            DEFINED    3                     113800
VION PHARMACEUTICALS    EQUITY  927624122         46       52500   SH            DEFINED    4                      52500
VISHAY INTERTECH-
  NOLOGY                EQUITY  928298108        247        7800   SH            DEFINED    1                       7800
VISHAY INTERTECH-
  NOLOGY                EQUITY  928298108       1497       47325   SH            DEFINED    2                      47325
VISUAL NETWORKS         EQUITY  928444108       1414       17843   SH            DEFINED    1                      17843
VISUAL NETWORKS         EQUITY  928444108      38199      482000   SH            DEFINED    3                     471300       10700
VISX INC                EQUITY  92844S105        305        5900   SH            DEFINED    1                       5900
VITESSE SEMICON-
  DUCTOR                EQUITY  928497106        739       14100   SH            DEFINED    1                      14100
VITESSE SEMICON-
  DUCTOR                EQUITY  928497106       3751       71600   SH            DEFINED    2                      71600
VITESSE SEMICON-
  DUCTOR                EQUITY  928497106      11043      210600   SH            DEFINED    3                     187000       23600
VITRIA TECHNOLOGY       EQUITY  92849Q104        374        1600   SH            DEFINED    2                       1600
VLASIC FOODS INTL       EQUITY  928559103         22        3900   SH            DEFINED    1                       3900
VLASIC FOODS INTL       EQUITY  928559103        148       26000   SH            DEFINED    2                      26000
VODAFONE AIRTOUCH       EQUITY  92857T107      28157      568825   SH            DEFINED    2                     568825
VOICESTREAM WIRELESS    EQUITY  928615103       4299       30300   SH            DEFINED    2                      30300
VORNADO RLTY TR         EQUITY  929042208         14         300   SH            DEFINED    2                        300
VORNADO RLTY TR         EQUITY  929042109        231        7100   SH            DEFINED    2                       7100
VORNADO RLTY TR         EQUITY  929042109      16234      499500   SH            DEFINED    3                     423500       76000
VULCAN MATERIALS        EQUITY  929160109        128        3200   SH            DEFINED    1                       3200
VULCAN MATLS CO         EQUITY  929160109        982       24600   SH            DEFINED    2                      24600
WACHOVIA CORP           EQUITY  929771103        415        6100   SH            DEFINED    1                       6100
WADDELL & REED FINL     EQUITY  930059100        545       20100   SH            DEFINED    2                      20100
WADDELL & REED FINL     EQUITY  930059209        219        8700   SH            DEFINED    2                       8700
WAL MART STORES         EQUITY  931142103      29393      425220   SH            DEFINED    1                     425220
WAL MART STORES         EQUITY  931142103      25835      373740   SH            DEFINED    2                     373740
WALDEN RESIDENT
  PPTYS                 EQUITY  931210108       5207      240800   SH            DEFINED    3                     204600       36200
WALGREEN CO             EQUITY  931422109        977       33400   SH            DEFINED    1                      33400
WALLACE COMPUTER
  SVCS                  EQUITY  932270101         67        4000   SH            DEFINED    1                       4000
WALLACE COMPUTER
  SVCS                  EQUITY  932270101        366       22000   SH            DEFINED    2                      22000
WARNACO GRP INC         EQUITY  934390105         68        5500   SH            DEFINED    1                       5500
WARNACO GRP INC         EQUITY  934390105         64        5200   SH            DEFINED    2                       5200
WARNER CHILCOTT PLC     EQUITY  934435207       5054      496120   SH            DEFINED    1                     496120
WARNER LAMBERT          EQUITY  934488107      11501      140365   SH            DEFINED    1                     140365
WARNER LAMBERT          EQUITY  934488107      39080      476945   SH            DEFINED    2                     476945
WASHINGTON GAS LT       EQUITY  938837101        116        4200   SH            DEFINED    1                       4200
WASHINGTON GAS LT       EQUITY  938837101        732       26600   SH            DEFINED    2                      26600
WASHINGTON MUTUAL       EQUITY  939322103        474       18325   SH            DEFINED    1                      18325
WASHINGTON POST         EQUITY  939640108        500         900   SH            DEFINED    1                        900
WASTE MGMT INC          EQUITY  94106L109        327       19000   SH            DEFINED    1                      19000
WASTE MGMT INC          EQUITY  94106L109        537       31272   SH            DEFINED    2                      31272
WATERS CORP             EQUITY  941848103        297        5600   SH            DEFINED    1                       5600
WATERS CORP             EQUITY  941848103        329        6200   SH            DEFINED    2                       6200
WATERS CORP             EQUITY  941848103      53795     1015000   SH            DEFINED    3                     971700       43300
WATSON PHARMCTCLS       EQUITY  942683103        107        3000   SH            DEFINED    1                       3000
WATSON PHARMCTCLS       EQUITY  942683103         61        1700   SH            DEFINED    2                       1700
WATTS INDS INC          EQUITY  942749102        347       23500   SH            DEFINED    2                      23500
WAUSAU-MOSINEE PAPER    EQUITY  943315101         55        4700   SH            DEFINED    1                       4700
WAUSAU-MOSINEE PAPER    EQUITY  943315101        137       11700   SH            DEFINED    2                      11700
WD 40 CO                EQUITY  929236107        996       45000   SH            DEFINED    2                      45000
WEATHERFORD INTL        EQUITY  947074100        383        9600   SH            DEFINED    1                       9600
WEATHERFORD INTL        EQUITY  947074100       5184      129800   SH            DEFINED    2                     129800
WEBSTER FINANCIAL       EQUITY  947890109         90        3800   SH            DEFINED    1                       3800
</TABLE>



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<PAGE>   49

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
WEBSTER FINL            EQUITY  947890109        401       17000   SH            DEFINED    2                      17000
WEIS MKTS INC           EQUITY  948849104        265        6100   SH            DEFINED    2                       6100
WELLMAN INC             EQUITY  949702104         52        2800   SH            DEFINED    1                       2800
WELLPOINT HLTH
  NETWRKS               EQUITY  94973H108         45        2200   SH            DEFINED    1                       2200
WELLPOINT HLTH
  NETWRKS               EQUITY  94973H108       2024       30700   SH            DEFINED    2                      30700
WELLS FARGO & CO        EQUITY  949746101       2155       53300   SH            DEFINED    1                      53300
WELLS FARGO & CO        EQUITY  949746101       8132      201100   SH            DEFINED    2                     201100
WELLSFORD REAL PPTYS    EQUITY  950240101        445       52400   SH            DEFINED    2                      52400
WENDYS FINANCING I      EQUITY  950588202       4548       95000   SH            DEFINED    1                      95000
WENDYS INTL INC         EQUITY  950590109         83        4000   SH            DEFINED    1                       4000
WEST PHARMCTCL SVCS     EQUITY  955306105         74        2382   SH            DEFINED    2                       2382
WESTAMERICA BANCORP     EQUITY  957090103         98        3500   SH            DEFINED    1                       3500
WESTERN DIGITAL         EQUITY  958102105        349       88683   SH            DEFINED    4                      88683
WESTERN DIGITAL       CORPBOND  958102AH8        428     2953000  PRN            DEFINED    4                    2953000
WESTERN WIRELESS        EQUITY  95988E204       5558       83400   SH            DEFINED    2                      83400
WESTPOINT STEVENS       EQUITY  961238102        883       50480   SH            DEFINED    1                      50480
WESTVACO CORP           EQUITY  961548104        108        3300   SH            DEFINED    1                       3300
WESTWOOD ONE            EQUITY  961815107        380        5000   SH            DEFINED    1                       5000
WESTWOOD ONE            EQUITY  961815107      43571      573300   SH            DEFINED    3                     560900       12400
WET SEAL INC            EQUITY  961840105         38        3100   SH            DEFINED    2                       3100
WEYERHAEUSER CO         EQUITY  962166104        488        6800   SH            DEFINED    1                       6800
WEYERHAEUSER CO         EQUITY  962166104       1767       24600   SH            DEFINED    2                      24600
WHIRLPOOL CORP          EQUITY  963320106       2003       30780   SH            DEFINED    1                      30780
WHIRLPOOL CORP          EQUITY  963320106        156        2400   SH            DEFINED    2                       2400
WHITMAN CORP            EQUITY  96647R107        179       13300   SH            DEFINED    1                      13300
WHITMAN CORP            EQUITY  96647R107        105        7800   SH            DEFINED    2                       7800
WHOLE FOODS MKT         EQUITY  966837106        572       12400   SH            DEFINED    2                      12400
WHX CORP              CORPBOND  929248201       5875      172800  PRN            DEFINED    4                     172800
WICOR INC               EQUITY  929253102       1424       48800   SH            DEFINED    2                      48800
WILD OATS MARKETS       EQUITY  96808B107      29664     1336950   SH            DEFINED    3                    1307850       29100
WILLAMETTE INDS         EQUITY  969133107        172        3700   SH            DEFINED    1                       3700
WILLAMETTE INDS         EQUITY  969133107        450        9700   SH            DEFINED    2                       9700
WILLIAMS COS INC        EQUITY  969457100        410       13400   SH            DEFINED    1                      13400
WILLIAMS COS INC        EQUITY  969457100        960       31400   SH            DEFINED    2                      31400
WILLIAMS SONOMA         EQUITY  969904101        235        5100   SH            DEFINED    1                       5100
WILLIAMS SONOMA         EQUITY  969904101      28313      615500   SH            DEFINED    3                     588800       26700
WILMINGTON TRUST        EQUITY  971807102        145        3000   SH            DEFINED    1                       3000
WINK COMMUNICATIONS     EQUITY  974168106        120        2000   SH            DEFINED    2                       2000
WINN DIXIE STORES       EQUITY  974280109        117        4900   SH            DEFINED    1                       4900
WINSTAR COMM            EQUITY  975515107       4145       55180   SH            DEFINED    2                      55180
WISCONSIN CENT
  TRANSN                EQUITY  976592105         56        4200   SH            DEFINED    1                       4200
WISCONSIN ENERGY        EQUITY  976657106        204       10600   SH            DEFINED    1                      10600
WOLVERINE WORLDWIDE     EQUITY  978097103        405       37000   SH            DEFINED    2                      37000
WORLD ACCESS INC        EQUITY  98141A101       1300       67556   SH            DEFINED    1                      67556
WORLD COLOR PRESS     CORPBOND  981443AA2       1566     1520000  PRN            DEFINED    4                    1520000
WORLDGATE COMMS         EQUITY  98156L307       2068       43500   SH            DEFINED    2                      43500
WORTHINGTON INDS        EQUITY  981811102         48        2900   SH            DEFINED    1                       2900
WPP GROUP PLC           EQUITY  929309300         99        1200   SH            DEFINED    2                       1200
WRIGLEY WM JR CO        EQUITY  982526105        315        3800   SH            DEFINED    1                       3800
WYNDHAM INTL INC        EQUITY  983101106       1327      451748   SH            DEFINED    1                     451748
WYNDHAM INTL INC        EQUITY  983101106        529      180000   SH            DEFINED    3                     180000
XCEED INC               EQUITY  98388N105      12853      309700   SH            DEFINED    3                     309700
</TABLE>



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<PAGE>   50

<TABLE>
<CAPTION>
                                                                                                       VOTING AUTHORITY
                        TITLE    CUSIP      VALUE     SHRS OR     SH/     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>
XEROX CORP              EQUITY  984121103        706       31100   SH            DEFINED    1                      31100
XEROX CORP              EQUITY  984121103        862       38000   SH            DEFINED    2                      38000
XILINX INC              EQUITY  983919101        464       10200   SH            DEFINED    1                      10200
XILINX INC              EQUITY  983919101       1036       22800   SH            DEFINED    2                      22800
XL CAPITAL LTD          EQUITY  G98255105       5188      100000   SH            DEFINED    1                     100000
XL CAPITAL LTD          EQUITY  G98255105        827       15945   SH            DEFINED    2                      15945
XPEDIOR INC             EQUITY  98413B100       6038      210000   SH            DEFINED    3                     209700         300
XTRA CORP               EQUITY  984138107       1066       25000   SH            DEFINED    2                      25000
YAHOO INC               EQUITY  984332106       3678        8500   SH            DEFINED    1                       8500
YAHOO INC               EQUITY  984332106      44321      102431   SH            DEFINED    2                     102431
YANKEE CANDLE           EQUITY  984757104       3846      235800   SH            DEFINED    2                     235800
YORK INTL CORP          EQUITY  986670107        104        3800   SH            DEFINED    1                       3800
YORK INTL CORP          EQUITY  986670107        203        7400   SH            DEFINED    2                       7400
YOUNG & RUBICAM         EQUITY  987425105        976       13800   SH            DEFINED    2                      13800
YPF SOCIEDADANONIMA     EQUITY  984245100        265        9000   SH            DEFINED    1                       9000
ZIFF DAVIS INC          EQUITY  989511100       2252      142400   SH            DEFINED    2                     142400
ZIONS BANCORP           EQUITY  989701107        468        7900   SH            DEFINED    1                       7900
ZIONS BANCORP           EQUITY  989701107        767       13000   SH            DEFINED    2                      13000
</TABLE>



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