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1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2000 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 May 15, 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).)

2 FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 2,464 Form 13F Information Table Value Total: $18,148,899 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - -- -------------------- ------------------------------------- 1 28-4637 AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL L.P. 4 28-5794 AIG INTERNATIONAL MANAGEMENT COMPANY, INC.

3 File Number 28-219 (Consolidated) As of 3/31/00 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- AAR CORP EQUITY 000361105 80 4800 SH DEFINED 2 4800 ADC TELECOMM EQUITY 000886101 485 9000 SH DEFINED 1 9000 ADC TELECOMM EQUITY 000886101 1051 19500 SH DEFINED 2 19500 ADC TELECOMM EQUITY 000886101 11955 221900 SH DEFINED 3 185100 36800 AFLAC INC EQUITY 001055102 8137 178600 SH DEFINED 1 178600 AGCO CORP EQUITY 001084102 61 5400 SH DEFINED 1 5400 AGL RES INC EQUITY 001204106 96 5200 SH DEFINED 1 5200 AGL RES INC EQUITY 001204106 2664 145000 SH DEFINED 2 145000 AES CORP EQUITY 00130H105 433 5500 SH DEFINED 1 5500 AES CORP EQUITY 00130H105 244 3100 SH DEFINED 2 3100 AES CORP EQUITY 00130H113 7108 55500 SH DEFINED 4 55500 AK STEEL HOLDING EQUITY 001547108 108 10400 SH DEFINED 1 10400 AK STEEL HOLDING EQUITY 001547306 1959 42350 SH DEFINED 4 42350 AMB PPTY CORP EQUITY 00163T109 16359 760900 SH DEFINED 3 654700 106200 AMFM INC EQUITY 001693100 311 5000 SH DEFINED 2 5000 AMERICAN AIRLINES EQUITY 001765106 188 5900 SH DEFINED 1 5900 AT & T EQUITY 001957109 6313 112100 SH DEFINED 1 112100 AT & T EQUITY 001957109 15888 283343 SH DEFINED 2 283343 AT&T CDA INC EQUITY 00207Q202 439 7200 SH DEFINED 2 7200 LIBERTY MEDIA GROUP EQUITY 001957208 2527 42600 SH DEFINED 1 42600 LIBERTY MEDIA GROUP EQUITY 001957208 21978 372147 SH DEFINED 2 372147 APP FIN VI MAURITIUS CORPBOND 00202NAA3 902 4649000 PRN DEFINED 4 4649000 ATMI INC EQUITY 00207R101 372 7800 SH DEFINED 2 7800 AVT CORP EQUITY 002420107 95 8000 SH DEFINED 2 8000 AVX CORP EQUITY 002444107 10098 133200 SH DEFINED 3 111700 21500 ABBOTT LABS EQUITY 002824100 8982 255250 SH DEFINED 1 255250 ABBOTT LABS EQUITY 002824100 83 2165 SH DEFINED 2 2165 ABERCROMBIE & FITCH EQUITY 002896207 7755 484700 SH DEFINED 1 484700 ABGENIX INC EQUITY 00339B107 69 500 SH DEFINED 2 500 ABIOMED INC EQUITY 003654100 810 20000 SH DEFINED 2 20000 ACCREDO HEALTH EQUITY 00437V104 23477 708750 SH DEFINED 3 708750 ACNIELSEN CORP EQUITY 004833109 117 5199 SH DEFINED 1 5199 ACNIELSON CORP EQUITY 004833109 164 7300 SH DEFINED 2 7300 ACTEL CORP EQUITY 004934105 286 8000 SH DEFINED 4 8000 ACTIVCARD S A EQUITY 00505N109 426 10000 SH DEFINED 2 10000 ACUSON CORP EQUITY 005113105 37 2500 SH DEFINED 1 2500 ACXIOM CORP EQUITY 005125109 256 7700 SH DEFINED 1 7700 ACXIOM CORP EQUITY 005125109 685 20600 SH DEFINED 2 20600 ADAPTEC INC EQUITY 00651F108 143 3700 SH DEFINED 1 3700 ADAPTEC INC EQUITY 00651F108 1221 31600 SH DEFINED 2 31600 ADAPTEC INC CORPBOND 00651FAC2 6068 6499000 PRN DEFINED 4 6499000 ADOBE SYSTEMS INC EQUITY 00724F101 512 4600 SH DEFINED 1 4600 ADOBE SYSTEMS INC EQUITY 00724F101 5331 47894 SH DEFINED 2 47894 ADTRAN INC EQUITY 00738A106 226 3800 SH DEFINED 1 3800 ADTRAN INC EQUITY 00738A106 32881 553200 SH DEFINED 3 541600 11600 ADVANCED FIBRE COMMS EQUITY 00754A105 2576 41100 SH DEFINED 2 41100 AERIAL COMMS INC EQUITY 007655103 116 2000 SH DEFINED 4 2000 AEROFLEX INC EQUITY 007768104 1500 30300 SH DEFINED 2 30300 ADVANCED MICRO DEVCS EQUITY 007903107 257 4500 SH DEFINED 1 4500

4 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- AETNA INC EQUITY 008117103 283 5100 SH DEFINED 1 5100 AFFILIATED COMPTR SVCS EQUITY 008190100 167 4400 SH DEFINED 1 4400 AFFILIATED COMPTR SVCS EQUITY 008190100 585 15400 SH DEFINED 2 15400 AFFILIATED COMPTR SVCS EQUITY 008190100 83068 2186000 SH DEFINED 3 2108200 77800 AFFILIATED COMPTR SVCS CORPBOND 008190AD2 2087 2000000 PRN DEFINED 4 2000000 AFFYMETRIX INC EQUITY 00826T108 9871 66500 SH DEFINED 2 66500 AFFYMETRIX INC CORPBOND 00826TAA6 22726 17000000 PRN DEFINED 4 17000000 AFFYMETRIX INC CORPBOND 00826TAC2 71 100000 PRN DEFINED 4 100000 AGILENT TECHNS INC EQUITY 00846U101 94 900 SH DEFINED 2 900 AGILE SOFTWARE EQUITY 00846X105 2500 40000 SH DEFINED 2 40000 AGRIUM INC EQUITY 008916108 130 16100 SH DEFINED 4 16100 AIR PRODUCTS EQUITY 009158106 2738 96289 SH DEFINED 2 96289 AIR PRODUCTS EQUITY 009158106 210 7400 SH DEFINED 1 7400 AIRBORNE FREIGHT EQUITY 009266107 103 4300 SH DEFINED 1 4300 AIRGAS INC EQUITY 009363102 53 6400 SH DEFINED 1 6400 AIRGATE PCS INC EQUITY 009367103 5201 49300 SH DEFINED 2 49300 ALAMO GROUP INC EQUITY 011311107 1714 147400 SH DEFINED 2 147400 ALASKA AIR GROUP EQUITY 011659109 72 2400 SH DEFINED 1 2400 ALASKA AIR GROUP EQUITY 011659109 69 2300 SH DEFINED 2 2300 ALBANY INTL CORP EQUITY 012348108 37 2518 SH DEFINED 1 2518 ALBEMARLE CORP EQUITY 012653101 100 4800 SH DEFINED 1 4800 ALBERTO-CULVER CO EQUITY 013068101 40 1700 SH DEFINED 1 1700 ALBERTO CULVER CO EQUITY 013068200 228 10400 SH DEFINED 4 10400 ALBERTSONS INC EQUITY 013104104 2661 85833 SH DEFINED 2 85833 ALBERTSONS INC EQUITY 013104104 447 14492 SH DEFINED 1 14492 ALCAN ALUMINUM LTD EQUITY 013716105 262 7700 SH DEFINED 1 7700 ALCOA INC EQUITY 013817101 9245 131600 SH DEFINED 2 131600 ALCOA INC. EQUITY 013817101 14668 208800 SH DEFINED 1 208800 ALEXANDER & BALDWIN EQUITY 014482103 80 3900 SH DEFINED 1 3900 ALEXION PHARMCTCLS CORPBOND 015351AA7 2044 2689000 PRN DEFINED 4 2689000 ALKERMES INC EQUITY 01642T108 6827 73800 SH DEFINED 2 73800 ALKERMES INC CORPBOND 01642T405 106242 671900 PRN DEFINED 4 671900 ALLEGHENY ENERGY EQUITY 017361106 291 10500 SH DEFINED 1 10500 ALLEGHENY TECHN EQUITY 01741R102 61 3042 SH DEFINED 1 3042 ALLEGHENY TECHN EQUITY 01741R102 38 1900 SH DEFINED 2 1900 ALLEGIANCE TELECOM EQUITY 01747T102 669 8300 SH DEFINED 2 8300 ALLEN TELECOM INC EQUITY 018091108 75 4700 SH DEFINED 2 4700 ALLERGAN INC EQUITY 018490102 220 4400 SH DEFINED 1 4400 ALLIANT ENERGY CORP EQUITY 018802108 222 7300 SH DEFINED 1 7300 ALLIANT TECHSYSTEMS EQUITY 018804104 165 2800 SH DEFINED 4 2800 ALLIED RISER COMMS EQUITY 019496108 1564 45000 SH DEFINED 2 45000 ALLIED WASTE INDS EQUITY 019589308 35 5400 SH DEFINED 1 5400 ALLMERICA FINANCIAL EQUITY 019754100 255 5000 SH DEFINED 1 5000 ALLSCRIPTS INC EQUITY 019886100 1203 20000 SH DEFINED 2 20000 ALLSTATE CORP EQUITY 020002101 7196 302200 SH DEFINED 1 302200 ALLTEL CORP EQUITY 020039103 569 9000 SH DEFINED 1 9000 ALPHARMA INC CORPBOND 020813AB7 730 537000 PRN DEFINED 4 537000 ALPHARMA INC CORPBOND 020813AC5 1229 1000000 PRN DEFINED 4 1000000 ALPHARMA INC CORPBOND 020813AD3 8945 7280000 PRN DEFINED 4 7280000 ALTERA CORP EQUITY 021441100 1696 19000 SH DEFINED 1 19000 ALZA CORP DEL EQUITY 022615108 105 2800 SH DEFINED 1 2800 ALZA CORP DEL CORPBOND 022615AC2 34070 64742000 PRN DEFINED 4 64742000 AMBAC INC EQUITY 023139108 327 6500 SH DEFINED 1 6500 AMERADA HESS EQUITY 023551104 187 2900 SH DEFINED 1 2900 AMERADA HESS EQUITY 023551104 6 100 SH DEFINED 2 100 AMEREN CORP EQUITY 023608102 126 4080 SH DEFINED 1 4080 AMERICA ONLINE INC EQUITY 02364J104 14142 209700 SH DEFINED 1 209700 AMERICA ONLINE INC EQUITY 02364J104 128996 1918262 SH DEFINED 2 1918262 AMERICA ONLINE INC CORPBOND 02364JAB0 984259 94608000 PRN DEFINED 4 94608000 AMERICAN ELECTRIC PWR EQUITY 025537101 194 6500 SH DEFINED 1 6500 AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 163 4300 SH DEFINED 1 4300 AMERICAN EXPRESS EQUITY 025816109 2137 14350 SH DEFINED 1 14350

5 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- AMERICAN EXPRESS EQUITY 025816109 23898 160455 SH DEFINED 2 160455 AMERICAN FINANCIAL GRP EQUITY 025932104 157 5500 SH DEFINED 1 5500 AMERICAN FINANCIAL GRP EQUITY 025932104 100 3500 SH DEFINED 4 3500 AMERICAN GENERAL EQUITY 026351106 455 8099 SH DEFINED 1 8099 AMERICAN GENERAL EQUITY 026351106 275 4900 SH DEFINED 2 4900 AMERICAN GENERAL EQUITY 02637G200 10209 147500 SH DEFINED 4 147500 AMERICAN GREEETINGS EQUITY 026375105 40 2200 SH DEFINED 1 2200 AMERICAN GREEETINGS EQUITY 026375105 2159 118280 SH DEFINED 2 118280 AMERICAN HOME PRODS EQUITY 026609107 8708 162000 SH DEFINED 1 162000 AMERICAN HOME PRODS EQUITY 026609107 8256 153951 SH DEFINED 2 153951 AMERICAN INTL GROUP EQUITY 026874107 10086 92112 SH DEFINED 1 92112 AMERICAN INTL GROUP EQUITY 026874107 2269 20718 SH DEFINED 2 20718 AMERICAN ITALIAN PASTA EQUITY 027070101 153 6200 SH DEFINED 2 6200 AMERICAN MGMT SYS EQUITY 027352103 263 6000 SH DEFINED 2 6000 AMERICAN MATL CAN GRP EQUITY 027714104 270 20600 SH DEFINED 2 20600 AMERICAN PWR CONVRN EQUITY 029066107 767 17900 SH DEFINED 1 17900 AMERICAN SKIING EQUITY 029654308 1321 528581 SH DEFINED 1 528581 AMERICAN STANDARD EQUITY 029712106 244 6600 SH DEFINED 1 6600 AMERICAN TOWER EQUITY 029912201 780 15800 SH DEFINED 2 15800 AMERICAN TOWER EQUITY 029912201 86559 1753100 SH DEFINED 3 1715100 38000 AMERICAN TOWER EQUITY 029912AA0 5115 24200 SH DEFINED 3 18100 6100 AMERICAN TOWER CORPBOND 029912AB8 2832 13400 PRN DEFINED 3 9400 4000 AMERICAN TOWER CORPBOND 029912AB8 10691 5000000 PRN DEFINED 4 5000000 AMERICAN SPRCNDCTR EQUITY 030111108 890 20000 SH DEFINED 2 20000 AMERICAN WTR WKS EQUITY 030411102 209 8800 SH DEFINED 1 8800 AMERICREDIT CORP EQUITY 03060R101 61727 3784000 SH DEFINED 3 3667500 116500 AMERISOURCE HEALTH EQUITY 03071P102 552 36800 SH DEFINED 2 36800 AMERISOURCE HEALTH EQUITY 03071P102 161 10700 SH DEFINED 4 10700 AMES DEPT STORES EQUITY 030789507 9 360 SH DEFINED 1 360 AMES DEPT STORES EQUITY 030789507 28185 1147500 SH DEFINED 3 1122300 25200 AMETEK INC EQUITY 031100100 56 2900 SH DEFINED 1 2900 AMF BOWLING INC CORPBOND 03113VAA7 255 6753000 PRN DEFINED 4 6753000 AMF BOWLING INC CORPBOND 03113VAB5 1441 38106000 PRN DEFINED 4 38106000 AMGEN INC EQUITY 031162100 4262 69450 SH DEFINED 1 69450 AMGEN INC EQUITY 031162100 49897 813355 SH DEFINED 2 813355 AMKOR TECHNOLOGY CORPBOND 031652AA8 46570 11751000 PRN DEFINED 4 11751000 AMPHENOL CORP EQUITY 032095101 33446 327100 SH DEFINED 3 306557 20543 AMPLIDYNE INC EQUITY 032103111 104 38700 SH DEFINED 4 38700 AMSOUTH BANCORP EQUITY 032165102 170 11388 SH DEFINED 1 11388 ANADARKO PETE CORP EQUITY 032511107 139 3600 SH DEFINED 1 3600 ANADARKO PETE CORP EQUITY 032511107 143 3700 SH DEFINED 2 3700 ANADIGICS INC EQUITY 032515108 3465 52500 SH DEFINED 2 52500 ANADIGICS INC EQUITY 032515108 16048 243150 SH DEFINED 3 237600 5550 ANALOG DEVICES INC EQUITY 032654105 1296 16100 SH DEFINED 1 16100 ANALOG DEVICES INC EQUITY 032654105 3255 40400 SH DEFINED 2 40400 ANALOGIC CORP EQUITY 032657207 1755 47600 SH DEFINED 2 47600 ANAREN MICROWAVE EQUITY 032744104 6951 72500 SH DEFINED 3 72500 ANDREW CORP EQUITY 034425108 61 2650 SH DEFINED 1 2650 ANDREW CORP EQUITY 034425108 1373 60000 SH DEFINED 2 60000 ANHEUSER BUSCH COS EQUITY 035229103 8718 140050 SH DEFINED 1 140050 ANHEUSER BUSCH COS EQUITY 035229103 4101 65875 SH DEFINED 2 65875 ANIXTER INTL INC EQUITY 035290105 139 5000 SH DEFINED 2 5000 ANNTAYLOR STORES EQUITY 036115103 311 13500 SH DEFINED 2 13500 ANNTAYLOR STORES EQUITY 036115103 207 9000 SH DEFINED 4 9000 ANNTAYLOR STORES CORPBOND 036115AC7 1084 2500000 PRN DEFINED 4 2500000 ANTEC CORP EQUITY 03664P105 1680 37500 SH DEFINED 2 37500 ANTEC CORP EQUITY 03664P105 87641 1955717 SH DEFINED 3 1889117 66600 AO TATNEFT EQUITY 03737P3064 171 13000 SH DEFINED 1 13000 AON CORP EQUITY 037389103 8633 267700 SH DEFINED 1 267700 AON CORP EQUITY 037389103 809 25100 SH DEFINED 2 25100 APACHE CORP EQUITY 037411105 137 2750 SH DEFINED 1 2750 APACHE CORP EQUITY 037411105 63 1300 SH DEFINED 2 1300

6 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- APACHE CORP EQUITY 037411105 8025 161300 SH DEFINED 3 138400 22900 APARTMENT INVT & MGMT EQUITY 03748R101 25914 678600 SH DEFINED 3 579200 99400 APOGEE ENTERPRISES EQUITY 037598109 24 6100 SH DEFINED 2 6100 APOLLO GROUP INC EQUITY 037604105 200 7100 SH DEFINED 1 7100 APPLE COMPUTER EQUITY 037833100 570 4200 SH DEFINED 1 4200 APPLE COMPUTER EQUITY 037833100 9687 71325 SH DEFINED 2 71325 APRIA HEALTHCARE GRP EQUITY 037933108 64 4400 SH DEFINED 1 4400 APRIA HEALTHCARE GRP EQUITY 037933108 114 7900 SH DEFINED 2 7900 APPLIED MATERIALS EQUITY 038222105 2262 24000 SH DEFINED 1 24000 APPLIED MATERIALS EQUITY 038222105 71304 756536 SH DEFINED 2 756536 APPLIED MICRO CIRCUITS EQUITY 03822W109 75511 503200 SH DEFINED 3 491200 12000 APPLIED MICRO CIRCUITS EQUITY 03822W109 5522 36800 SH DEFINED 2 36800 APROPOS TECHNLGY EQUITY 038334108 1665 45000 SH DEFINED 3 45000 APTARGROUP INC EQUITY 038336103 387 14500 SH DEFINED 2 14500 ARACRUZ CELULOSE SA EQUITY 038496204 593 28000 SH DEFINED 1 28000 ARCH COAL INC EQUITY 039380100 4 566 SH DEFINED 1 566 ARCH COAL INC EQUITY 039380100 14 1969 SH DEFINED 2 1969 ARCHER DANIELS MIDLND EQUITY 039483102 3348 324628 SH DEFINED 1 324628 ARCHER DANIELS MIDLND EQUITY 039483102 1344 129510 SH DEFINED 2 129510 ARCHSTONE CMNTYS TR EQUITY 039581103 23590 1183191 SH DEFINED 3 1020449 162742 ARCHSTONE CMNTYS TR EQUITY 039581202 2167 80700 SH DEFINED 4 80700 ARDEN RLTY GROUP EQUITY 039793104 17454 836100 SH DEFINED 3 714200 121900 ARGONAUT GROUP EQUITY 040157109 80 4000 SH DEFINED 2 4000 ARIAD PHARMA EQUITY 04033A118 249 31700 SH DEFINED 4 31700 ARIBA INC EQUITY 04033V104 3165 15100 SH DEFINED 2 15100 ARMSTRONG WORLD INDS EQUITY 042476101 23 1300 SH DEFINED 1 1300 ARNOLD INDS INC EQUITY 042595108 31 2400 SH DEFINED 1 2400 ARQULE INC EQUITY 04269E107 810 60000 SH DEFINED 2 60000 ARROW ELECTRONICS EQUITY 042735100 319 9050 SH DEFINED 1 9050 ART TECHNOLOGY GRP EQUITY 04289L107 4493 68400 SH DEFINED 2 68400 ARVIN INDS INC EQUITY 043339100 52 2300 SH DEFINED 1 2300 ASHLAND INC EQUITY 044204105 76 2300 SH DEFINED 1 2300 ASHLAND INC EQUITY 044204105 268 8000 SH DEFINED 2 8000 ASPECT COMMS EQUITY 04523Q102 1460 39400 SH DEFINED 2 39400 ASSOCIATED BANC EQUITY 045487105 176 5900 SH DEFINED 1 5900 ASSOCIATED BANC EQUITY 045487105 209 7000 SH DEFINED 2 7000 AT HOME CORP CORPBOND 045919AD9 1238 1500000 PRN DEFINED 4 1500000 ASSOCIATES FIRST CAP EQUITY 046008108 491 22968 SH DEFINED 1 22968 ASSOCIATES FIRST CAP EQUITY 046008108 492 22884 SH DEFINED 2 22884 ASTORIA FINCL CORP EQUITY 046265104 142 5000 SH DEFINED 1 5000 ASTORIA FINCL CORP EQUITY 046265104 101 3560 SH DEFINED 2 3560 ASTROPOWER INC EQUITY 04644A101 14705 455100 SH DEFINED 3 455100 ATLANTIC RICHFIELD EQUITY 048825103 910 10700 SH DEFINED 1 10700 ATLANTIC RICHFIELD EQUITY 048825103 1258 14800 SH DEFINED 2 14800 ATLANTIC RICHFIELD EQUITY 048825103 170 2000 SH DEFINED 4 2000 ATMEL CORP EQUITY 049513104 1074 20800 SH DEFINED 1 20800 ATMEL CORP EQUITY 049513104 6293 121900 SH DEFINED 2 121900 ATMEL CORP CORPBOND 049513AB0 5785 4000000 PRN DEFINED 4 4000000 ATMEL CORP CORPBOND 049513AC8 41536 28718000 PRN DEFINED 4 28718000 ATRIX LABS INC CORPBOND 04962LAC5 701 960000 PRN DEFINED 4 960000 AUTODESK INC EQUITY 052769106 82 1800 SH DEFINED 1 1800 AUTOMATIC DATA PROC EQUITY 053015103 1370 28390 SH DEFINED 1 28390 AUTOZONE INC EQUITY 053332102 139 5000 SH DEFINED 1 5000 AVALONBAY COMM EQUITY 053484101 12393 338374 SH DEFINED 3 299423 38951 AVANEX CORP EQUITY 05348W109 2155 14200 SH DEFINED 2 14200 AVATAR HLDGS INC EQUITY 053494100 350 17500 SH DEFINED 2 17500 AVERY DENNISON EQUITY 053611109 214 3500 SH DEFINED 1 3500 AVID TECHNOLOGY EQUITY 05367P100 1359 76000 SH DEFINED 2 76000 AVIRON CORPBOND 053762AC4 13698 13750000 PRN DEFINED 4 13750000 AVISTA CORP EQUITY 05379B107 2445 60000 SH DEFINED 2 60000 AVNET INC EQUITY 053807103 624 9900 SH DEFINED 4 9900 AVNET INC EQUITY 053807103 246 3900 SH DEFINED 1 3900

7 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- AVON PRODUCTS EQUITY 054303102 243 8300 SH DEFINED 1 8300 BB&T CORP EQUITY 054937107 269 9600 SH DEFINED 1 9600 BCE INC EQUITY 05534B109 803 6400 SH DEFINED 2 6400 BISYS GROUP INC EQUITY 055472104 36243 545000 SH DEFINED 3 522200 22800 BISYS GROUP INC EQUITY 055472104 86 1300 SH DEFINED 2 1300 BJ SVCS CO EQUITY 055482103 495 6700 SH DEFINED 1 6700 BJ SVCS CO EQUITY 055482103 22621 306200 SH DEFINED 2 306200 BJ SERVICES CO EQUITY 055482111 8831 75000 SH DEFINED 4 75000 BJS WHOLESALE CLUB EQUITY 05548J106 261 6800 SH DEFINED 1 6800 BJS WHOLESALE CLUB EQUITY 05548J106 1611 41700 SH DEFINED 2 41700 BJS WHOLESALE CLUB EQUITY 05548J106 50805 1323900 SH DEFINED 3 1274100 49800 BP AMOCO PLC EQUITY 055622104 982 18748 SH DEFINED 2 18748 BRE PROPERTIES INC EQUITY 05564E106 11394 441400 SH DEFINED 3 380200 61200 BMC SOFTWARE INC EQUITY 055921100 356 7200 SH DEFINED 1 7200 BMC SOFTWARE INC EQUITY 055921100 1531 31000 SH DEFINED 2 31000 BAKER HUGHES INC EQUITY 057224107 317 10470 SH DEFINED 1 10470 BAKER HUGHES INC EQUITY 057224107 7248 239600 SH DEFINED 2 239600 BALL CORP EQUITY 058498106 35 1000 SH DEFINED 1 1000 BALLY TOTAL FITNESS EQUITY 05873K108 3102 126600 SH DEFINED 2 126600 BALLY TOTAL FITNESS EQUITY 05873K108 110 4500 SH DEFINED 4 4500 BANCO DE A EDWARDS EQUITY 059504100 912 49978 SH DEFINED 1 49978 BANCO FRANCES DEL RIO EQUITY 059591107 549 26000 SH DEFINED 1 26000 BANCO GANADERO SA EQUITY 059594507 84 10500 SH DEFINED 1 10500 BANCO RIO DE LA PLATA EQUITY 059644104 419 29300 SH DEFINED 1 29300 BANDAG INC EQUITY 059815100 44 1900 SH DEFINED 1 1900 BANKAMERICA CORP EQUITY 060505104 2900 55300 SH DEFINED 1 55300 BANKAMERICA CORP EQUITY 060505104 36 683 SH DEFINED 2 683 BANK OF NEW YORK EQUITY 064057102 1068 25700 SH DEFINED 1 25700 BANK OF NEW YORK EQUITY 064057102 9107 219125 SH DEFINED 2 219125 BANC ONE CORP EQUITY 06423A103 1288 37322 SH DEFINED 1 37322 BANK ONE CORP EQUITY 06423A103 87 2855 SH DEFINED 2 2855 BANK UNITED CORP EQUITY 065412108 24676 781802 SH DEFINED 1 781802 BANK UNITED CORP EQUITY 065412108 9469 300000 SH DEFINED 3 300000 BANKATLANTIC BANCORP CORPBOND 065908AB1 4195 4907000 PRN DEFINED 4 4907000 BANTA CORP EQUITY 066821109 50 2700 SH DEFINED 1 2700 BANTA CORP EQUITY 066821109 158 8600 SH DEFINED 2 8600 C.R. BARD EQUITY 067383109 70 1800 SH DEFINED 1 1800 BARNES & NOBLE INC EQUITY 067774109 152 6500 SH DEFINED 1 6500 BARRICK GOLD CORP EQUITY 067901108 212 13500 SH DEFINED 2 13500 BARRICK GOLD CORP EQUITY 067901108 202 12900 SH DEFINED 1 12900 BARRETT RES CORP EQUITY 068480201 236 7900 SH DEFINED 2 7900 BASSETT FURNITURE INDS EQUITY 070203104 84 6000 SH DEFINED 2 6000 BAUSCH & LOMB EQUITY 071707103 94 1800 SH DEFINED 1 1800 BAXTER INTL INC EQUITY 071813109 18552 295950 SH DEFINED 1 295950 BAXTER INTL INC EQUITY 071813109 539 8600 SH DEFINED 2 8600 BEA SYSTEMS INC EQUITY 073325102 1996 27200 SH DEFINED 2 27200 BEA SYSTEMS INC CORPBOND 073325AB8 3946 710000 PRN DEFINED 4 710000 BEAR STEARNS EQUITY 073902108 155 3405 SH DEFINED 1 3405 BECKMAN COULTER INC EQUITY 075811109 173 2700 SH DEFINED 1 2700 BECTON DICKINSON & CO EQUITY 075887109 218 8300 SH DEFINED 1 8300 BED BATH & BEYOND EQUITY 075896100 161 4100 SH DEFINED 1 4100 BED BATH & BEYOND EQUITY 075896100 3792 96300 SH DEFINED 3 77900 18400 BEL FUSE INC EQUITY 077347300 204 9700 SH DEFINED 4 9700 BELCO OIL & GAS EQUITY 077410207 84 5400 SH DEFINED 2 5400 BELCO OIL & GAS EQUITY 077410207 194 12500 SH DEFINED 4 12500 BELDEN INC EQUITY 077459105 105 3800 SH DEFINED 2 3800 BELL & HOWELL CO EQUITY 077852101 206 6600 SH DEFINED 2 6600 BELL ATLANTIC EQUITY 077853109 3145 51444 SH DEFINED 1 51444 BELL ATLANTIC EQUITY 077853109 3535 57825 SH DEFINED 2 57825 BELL CANADA INTL EQUITY 077914109 1150 40000 SH DEFINED 1 40000 BELLSOUTH CORP EQUITY 079860102 2827 60300 SH DEFINED 1 60300 BELO A H CORP EQUITY 080555105 193 10800 SH DEFINED 1 10800

8 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- BEMIS CO EQUITY 081437105 66 1800 SH DEFINED 1 1800 BEMIS CO EQUITY 081437105 3815 103457 SH DEFINED 2 103457 BENCHMARK ELECTRNCS CORPBOND 08160HAA9 1966 1850000 PRN DEFINED 4 1850000 BENTLEY PHARMACTCLS EQUITY 082657123 158 79200 SH DEFINED 4 79200 BENTLEY PHARMACTCLS CORPBOND 082657AB3 173 50000 PRN DEFINED 4 50000 BERGEN BRUNSWIG EQUITY 083739102 81 12000 SH DEFINED 1 12000 BERKLEY WR EQUITY 084423102 680 29500 SH DEFINED 1 29500 BERKSHIRE HATHAWAY EQUITY 084670108 3032 53 SH DEFINED 2 53 BERKSHIRE HATHAWAY EQUITY 084670207 761 417 SH DEFINED 2 417 BEST BUY CO INC EQUITY 086516101 4300 50000 SH DEFINED 2 50000 BEST BUY CO INC EQUITY 086516101 10139 117900 SH DEFINED 1 117900 BESTFOODS EQUITY 08658U101 10650 227500 SH DEFINED 1 227500 BESTFOODS EQUITY 08658U101 889 19000 SH DEFINED 2 19000 BETHELEM STEEL EQUITY 087509105 23 3900 SH DEFINED 1 3900 BEVERLY ENTERPRISES EQUITY 087851309 33 9000 SH DEFINED 1 9000 BINDVIEW DEV CORP EQUITY 090327107 1230 39600 SH DEFINED 2 39600 BIOGEN INC EQUITY 090597105 259 3700 SH DEFINED 1 3700 BIOGEN INC EQUITY 090597105 8106 116000 SH DEFINED 2 116000 BIOMET INC EQUITY 090613100 138 3800 SH DEFINED 1 3800 BIOVAIL CORP EQUITY 09067J109 1547 34900 SH DEFINED 2 34900 BIOVAIL CORP EQUITY 09067J109 69490 1570400 SH DEFINED 3 1503800 66600 BIOSITE DIAGNOSTICS EQUITY 090945106 9677 397000 SH DEFINED 3 397000 BLACK & DECKER CORP EQUITY 091797100 109 2900 SH DEFINED 1 2900 BLACK BOX CORP EQUITY 091826107 83 1200 SH DEFINED 2 1200 BLACK HILLS CORP EQUITY 092113109 43 1950 SH DEFINED 1 1950 BLANCH E W HLDGS INC EQUITY 093210102 54 2700 SH DEFINED 2 2700 H & R BLOCK EQUITY 093671105 215 4800 SH DEFINED 1 4800 BLUESTONE SOFTWARE EQUITY 09623P102 766 22700 SH DEFINED 2 22700 BLYTH INDUSTRIES INC EQUITY 09643P108 117 4300 SH DEFINED 1 4300 BOB EVANS FARMS EQUITY 096761101 46 3700 SH DEFINED 1 3700 BOEING CO EQUITY 097023105 634 16700 SH DEFINED 2 16700 BOEING CO. EQUITY 097023105 12967 342926 SH DEFINED 1 342926 BOISE CASCADE EQUITY 097383103 63 1800 SH DEFINED 1 1800 BORDERS GROUP INC EQUITY 099709107 119 6900 SH DEFINED 1 6900 BORDERS GROUP INC EQUITY 099709107 378 22000 SH DEFINED 2 22000 BORDERS GROUP INC EQUITY 099709107 1875 109100 SH DEFINED 3 109100 BORG WARNER AUTO EQUITY 099724106 146 3700 SH DEFINED 2 3700 BORG-WARNER AUTO EQUITY 099724106 95 2400 SH DEFINED 1 2400 BOSTON PROPERTIES EQUITY 101121101 11087 348500 SH DEFINED 3 298600 49900 BORDERS GROUP INC EQUITY 101137107 266 12500 SH DEFINED 1 12500 BORDERS GROUP INC EQUITY 101137107 597 28000 SH DEFINED 2 28000 BOWATER INC EQUITY 102183100 262 4900 SH DEFINED 1 4900 BOWNE & CO INC EQUITY 103043105 189 14700 SH DEFINED 2 14700 BRADLEY REAL ESTATE EQUITY 104580105 4156 243600 SH DEFINED 3 208700 34900 BRANDYWINE RLTY TR EQUITY 105368203 171 10000 SH DEFINED 3 10000 BRAUNS FASHIONS EQUITY 105658108 3716 147150 SH DEFINED 3 147150 BRIGGS & STRATTON EQUITY 109043109 29 700 SH DEFINED 1 700 BRIGHT HORIZON FAMILY EQUITY 109195107 40242 1860880 SH DEFINED 3 1860880 BRIGHTPOINT INC EQUITY 109473108 96 7800 SH DEFINED 2 7800 BRINKER INTL INC EQUITY 109641100 175 5900 SH DEFINED 1 5900 BRINKER INTL INC EQUITY 109641100 9966 335700 SH DEFINED 3 304600 31100 BRISTOL MYERS SQUIBB EQUITY 110122108 14262 245900 SH DEFINED 1 245900 BRISTOL MYERS SQUIBB EQUITY 110122108 4069 70600 SH DEFINED 2 70600 BROADCOM CORP EQUITY 111320107 15835 65200 SH DEFINED 2 65200 BROADVISION INC EQUITY 111412102 8172 182100 SH DEFINED 2 182100 BROADWING INC EQUITY 111620100 751 20200 SH DEFINED 1 20200 BROWN AND BROWN EQUITY 115236101 4217 109000 SH DEFINED 1 109000 BROWN-FORMAN EQUITY 115637209 114 2100 SH DEFINED 1 2100 BRUNSWICK CORP EQUITY 117043109 59 3100 SH DEFINED 1 3100 BRUNSWICK CORP EQUITY 117043109 123 6500 SH DEFINED 2 6500 BSQUARE CORP EQUITY 11776U102 471 21300 SH DEFINED 2 21300 BUDGET GROUP INC EQUITY 119003101 137 27749 SH DEFINED 1 27749

9 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- BUFFETS INC EQUITY 119882108 37 4100 SH DEFINED 1 4100 BURLINGTON INDS EQUITY 121693105 24 5400 SH DEFINED 1 5400 BURLINGTON NORTHEN EQUITY 12189T104 355 15710 SH DEFINED 1 15710 BURLINGTON RES EQUITY 122014103 485 13100 SH DEFINED 2 13100 BURLINGTON RES EQUITY 122014103 211 5714 SH DEFINED 1 5714 BURLINGTON RES EQUITY 122014103 104 2800 SH DEFINED 4 2800 BURNHAM PAC PPTYS EQUITY 12232C108 116 16400 SH DEFINED 3 16400 BURR BROWN EQUITY 122574106 2545 46800 SH DEFINED 2 46800 BURR BROWN EQUITY 122574106 63654 1170650 SH DEFINED 3 1145850 24800 BUSH BOAKE ALLEN EQUITY 123162109 3235 116300 SH DEFINED 2 116300 BUSINESS OBJECTS EQUITY 12328X107 234 2352 SH DEFINED 2 2352 BUSINESS OBJECTS EQUITY 12328X107 21164 212700 SH DEFINED 3 207800 4900 CBL & ASSOC PPTYS EQUITY 124830100 5183 253600 SH DEFINED 3 211100 42500 CCB FINANCIAL CORP EQUITY 124875105 164 3700 SH DEFINED 1 3700 CCB FINANCIAL CORP EQUITY 124875105 487 11000 SH DEFINED 2 11000 CCC INFORMATION SVC EQUITY 12487Q109 2580 120000 SH DEFINED 1 120000 CBRL GROUP INC EQUITY 12489V106 53 5300 SH DEFINED 1 5300 CBS CORP EQUITY 12490K107 11839 208895 SH DEFINED 2 208895 CBS CORP EQUITY 12490K107 1076 19000 SH DEFINED 3 19000 CBS CORP EQUITY 12490K107 1381 24382 SH DEFINED 1 24382 CBS CORP EQUITY 12490K107 283 5000 SH DEFINED 4 5000 C D I CORP EQUITY 125071100 80 4200 SH DEFINED 2 4200 CDW COMPUTER CTRS EQUITY 125129106 338 4000 SH DEFINED 1 4000 C H ROBINSON WRLDWD EQUITY 12541W100 149 4000 SH DEFINED 2 4000 C H ROBINSON WRLDWD EQUITY 12541W100 145 3900 SH DEFINED 1 3900 CIGNA CORP EQUITY 125509109 515 6800 SH DEFINED 1 6800 CIGNA CORP EQUITY 125509109 2023 26700 SH DEFINED 2 26700 CIT GROUP INC EQUITY 125577106 5372 275470 SH DEFINED 1 275470 CIT GROUP INC EQUITY 125577106 98 5000 SH DEFINED 2 5000 CLECO CORP EQUITY 12561W105 67 2000 SH DEFINED 1 2000 CK WITCO CORP EQUITY 12562C108 3 SH DEFINED 2 3 CK WITCO CORP EQUITY 12562C108 107 10528 SH DEFINED 1 10528 CMG INFORMATION SVCS EQUITY 125750109 3218 28400 SH DEFINED 2 28400 CMP GROUP INC EQUITY 125887109 82 2800 SH DEFINED 1 2800 CMS ENERGY CORP EQUITY 125896100 67 3700 SH DEFINED 1 3700 CNF TRANSPORTATION EQUITY 12612W104 128 4600 SH DEFINED 2 4600 CNF TRANSPORTATION EQUITY 12612W104 122 4400 SH DEFINED 1 4400 CNET NETWORKS INC EQUITY 12613R104 38132 752300 SH DEFINED 2 752300 CSG SYSTEMS INTL EQUITY 126349109 73736 1510600 SH DEFINED 3 1448300 62300 CSG SYSTEMS INTL EQUITY 126349109 239 4900 SH DEFINED 1 4900 CSX CORP EQUITY 126408103 167 7100 SH DEFINED 1 7100 CSX CORP EQUITY 126408103 120 5100 SH DEFINED 2 5100 CTS CORP EQUITY 126501105 211 3700 SH DEFINED 2 3700 CVS CORP EQUITY 126650100 2102 55970 SH DEFINED 2 55970 CVS CORP EQUITY 126650100 47445 1263100 SH DEFINED 1 1263100 CV THERAPEUTICS EQUITY 126667104 1506 30000 SH DEFINED 2 30000 CV THERAPEUTICS CORPBOND 126667AA2 4050 4550000 PRN DEFINED 4 4550000 CABLE & WIRELESS COMMS EQUITY 12682P104 1700 20000 SH DEFINED 4 20000 CABLEVISION SYS EQUITY 12686C109 1107 18220 SH DEFINED 2 18220 CABLETRON SYSTEMS EQUITY 126920107 153 5200 SH DEFINED 1 5200 CABLETRON SYSTEMS EQUITY 126920107 1724 58800 SH DEFINED 2 58800 CABLETRON SYSTEMS EQUITY 126920107 31234 1063300 SH DEFINED 3 993100 70200 CABOT CORP EQUITY 127055101 189 6200 SH DEFINED 1 6200 CABOT CORP EQUITY 127055101 387 12700 SH DEFINED 2 12700 CADENCE DESIGN SYS EQUITY 127387108 470 22800 SH DEFINED 1 22800 CADENCE DESIGN SYS EQUITY 127387108 714 34400 SH DEFINED 2 34400 CALLAWAY GOLF CO EQUITY 131193104 105 6800 SH DEFINED 1 6800 CALLON PETROLEUM EQUITY 13123X201 2322 81300 SH DEFINED 4 81300 CAPLINE CORP EQUITY 131347106 555 5900 SH DEFINED 1 5900 CAMBRIDGE TECH PARTNERS EQUITY 132524109 76 5604 SH DEFINED 1 5604 CAMBRIDGE TECH PARTNERS EQUITY 132524109 125 9200 SH DEFINED 2 9200 CAMDEN PPTY TR EQUITY 133131102 11599 428600 SH DEFINED 3 382000 46600

10 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- CAMINUS CORP EQUITY 133766105 1830 91500 SH DEFINED 3 91500 CAMPBELL SOUP CO EQUITY 134429109 458 14900 SH DEFINED 1 14900 CANADIAN NATL RY EQUITY 136375102 144 5400 SH DEFINED 2 5400 CAPITAL ONE FNCL EQUITY 14040H105 268 5600 SH DEFINED 1 5600 CAPITAL ONE FNCL EQUITY 14040H105 6016 125500 SH DEFINED 2 125500 CAPITAL SOUTHWEST EQUITY 140501107 329 6000 SH DEFINED 2 6000 CAPITOL TRANSAMERICA EQUITY 140640103 1306 107700 SH DEFINED 1 107700 CAPTEC NET LEASE RLTY EQUITY 140724105 3514 421200 SH DEFINED 3 356600 64600 CARDINAL HEALTH EQUITY 14149Y108 4069 88700 SH DEFINED 1 88700 CAREER ED CORP EQUITY 141665109 1400 40000 SH DEFINED 2 40000 CAREMARK RX INC EQUITY 141705103 861 205600 SH DEFINED 2 205600 CAREMATRIX CORP CORPBOND 141706AC5 176 750000 PRN DEFINED 4 750000 CARLISLE COS INC EQUITY 142339100 108 2700 SH DEFINED 1 2700 CARNIVAL CORP EQUITY 143658102 404 16300 SH DEFINED 2 16300 CARNIVAL CORP EQUITY 143658102 484 19500 SH DEFINED 1 19500 CAROLINA PWR & LGHT EQUITY 144141108 5437 167600 SH DEFINED 1 167600 CARPENTER TECHN EQUITY 144285103 44 2100 SH DEFINED 1 2100 CARRAMERICA RLTY EQUITY 144418100 14522 683400 SH DEFINED 3 580900 102500 CARRIER ACCESS EQUITY 144460102 240 4500 SH DEFINED 2 4500 CARTER WALLACE EQUITY 146285101 75 4000 SH DEFINED 1 4000 CASCADE NAT GAS EQUITY 147339105 384 23800 SH DEFINED 2 23800 CASEYS GEN STORES EQUITY 147528103 114 10500 SH DEFINED 2 10500 CATALINA MARKETING EQUITY 148867104 516 5100 SH DEFINED 2 5100 CATELLUS DEV CORP EQUITY 149111106 2885 207900 SH DEFINED 2 207900 CATERPILLAR INC EQUITY 149123101 2427 61532 SH DEFINED 2 61532 CATERPILLAR INC. EQUITY 149123101 461 11700 SH DEFINED 1 11700 CELL THERAPEUTICS EQUITY 150934107 1406 60000 SH DEFINED 2 60000 CELESTICA INC EQUITY 15101Q108 340 6413 SH DEFINED 2 6413 CELGENE CORP EQUITY 151020104 2161 21700 SH DEFINED 2 21700 CEMEX SA EQUITY 151290889 878 38800 SH DEFINED 1 38800 CENDANT CORP EQUITY 151313103 441 23818 SH DEFINED 1 23818 CENDANT CORP EQUITY 151313111 1405 124900 SH DEFINED 4 124900 CENTERPOINT PPTYS TR EQUITY 151895109 51 1400 SH DEFINED 2 1400 CENTEX CORP EQUITY 152312104 43 1800 SH DEFINED 1 1800 CENTRAL & SOUTHWEST EQUITY 152357109 120 7000 SH DEFINED 1 7000 CENTRAL NEWSPAPERS EQUITY 154647101 114 3400 SH DEFINED 4 3400 CENTURY BANCORP EQUITY 156432106 48 3700 SH DEFINED 2 3700 CENTURYTEL INC EQUITY 156700106 167 4500 SH DEFINED 1 4500 CEPHALON INC EQUITY 156708109 6428 171400 SH DEFINED 2 171400 CERIDIAN CORP EQUITY 15677T106 96 5000 SH DEFINED 1 5000 CERIDIAN CORP EQUITY 15677T106 1416 73800 SH DEFINED 2 73800 CHAMPION ENTERPRISES EQUITY 158496109 75 13000 SH DEFINED 2 13000 CHAMPION INTL EQUITY 158525105 170 3200 SH DEFINED 1 3200 CHAMPION INTL EQUITY 158525105 160 3000 SH DEFINED 2 3000 CHARTER ONE FINCL EQUITY 160903100 418 19900 SH DEFINED 1 19900 CHARTER ONE FINCL EQUITY 160903100 50558 2407527 SH DEFINED 3 2259681 147846 CHARMING SHOPPES CORPBOND 161133AA1 5263 5629000 PRN DEFINED 4 5629000 CHARTER COMMS EQUITY 16117M107 192 13400 SH DEFINED 2 13400 CHASE MANHATTAN EQUITY 16161A108 13789 158150 SH DEFINED 1 158150 CHASE MANHATTAN EQUITY 16161A108 18833 216000 SH DEFINED 2 216000 CHATEAU CMNTYS EQUITY 161726104 122 4800 SH DEFINED 2 4800 CHATEAU CMNTYS EQUITY 161726104 9858 386600 SH DEFINED 3 346200 40400 CHECKFREE HOLDINGS EQUITY 162816102 451 6400 SH DEFINED 1 6400 CHECKFREE HOLDINGS EQUITY 162816102 4350 61700 SH DEFINED 2 61700 CHECKPOINT SYSTEMS CORPBOND 162825AB9 702 1040000 PRN DEFINED 4 1040000 CHEESECAKE FACTORY EQUITY 163072101 32803 788050 SH DEFINED 3 772700 15350 CHELSEA GCA REALTY EQUITY 163262108 41 1400 SH DEFINED 2 1400 CHESAPEAKE CORP EQUITY 165159104 59 2000 SH DEFINED 1 2000 CHEVRON CORP EQUITY 166751107 2006 21700 SH DEFINED 1 21700 CHEVRON CORP EQUITY 166751107 7432 80400 SH DEFINED 2 80400 CHICOS FAS INC EQUITY 168615102 5384 317600 SH DEFINED 3 317600

11 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- CHIEFTAIN INTL INC EQUITY 168672202 2425 88600 SH DEFINED 4 88600 CHIEFTAIN INTL INC EQUITY 16867C101 201 10000 SH DEFINED 2 10000 CHIQUITA BRANDS INTL EQUITY 170032403 266 16600 SH DEFINED 4 16600 CHIRON CORP EQUITY 170040109 858 17200 SH DEFINED 1 17200 CHIRON CORP CORPBOND 170040AB5 44416 25800000 PRN DEFINED 4 25800000 CHITTENDEN CORP EQUITY 170228100 80 2700 SH DEFINED 2 2700 CHRIS CRAFT INDS EQUITY 170520100 215 3379 SH DEFINED 1 3379 CHUBB CORP EQUITY 171232101 2845 42115 SH DEFINED 1 42115 CHUBB CORP EQUITY 171232101 831 12300 SH DEFINED 2 12300 CHURCH & DWIGHT EQUITY 171340102 58 3400 SH DEFINED 1 3400 CIBER INC EQUITY 17163B102 404 19700 SH DEFINED 2 19700 CIENA CORP EQUITY 171779101 933 7400 SH DEFINED 2 7400 CINAR CORP EQUITY 171905300 911 182100 SH DEFINED 2 182100 CINAR CORP EQUITY 171905300 13227 1889600 SH DEFINED 3 1840100 49500 CINCINNATI FINANCIAL EQUITY 172062101 167 4450 SH DEFINED 1 4450 CINERGY CORP EQUITY 172474108 1834 85300 SH DEFINED 1 85300 CIRCUIT CITY STORES EQUITY 172737108 408 6700 SH DEFINED 1 6700 CIRCUIT CITY STORES EQUITY 172737108 2599 42700 SH DEFINED 2 42700 CIRCOR INTL INC EQUITY 17273K109 182 13650 SH DEFINED 2 13650 CIRRUS LOGIC INC EQUITY 172755100 113 6200 SH DEFINED 1 6200 CIRRUS LOGIC INC CORPBOND 172755AC4 8636 9298000 PRN DEFINED 4 9298000 CISCO SYSTEMS INC EQUITY 17275R102 76289 986762 SH DEFINED 1 986762 CISCO SYSTEMS INC EQUITY 17275R102 193256 2499941 SH DEFINED 2 2499941 CITADEL COMMS EQUITY 172853202 616 14600 SH DEFINED 2 14600 CINTAS CORP EQUITY 172908105 611 15600 SH DEFINED 1 15600 CITIGROUP INC EQUITY 172967101 67014 1277901 SH DEFINED 1 1277901 CITIGROUP INC EQUITY 172967101 91386 1540645 SH DEFINED 2 1540645 CITIZENS UTILITIES TR EQUITY 177351202 29655 417900 SH DEFINED 4 417900 CITRIX SYSTEMS INC EQUITY 177376100 384 5800 SH DEFINED 1 5800 CITRIX SYSTEMS INC EQUITY 177376100 6989 105500 SH DEFINED 2 105500 CITRIX SYSTEMS INC CORPBOND 177376AB6 66929 71084000 PRN DEFINED 4 71084000 CITY NATL CORP EQUITY 178566105 145 4300 SH DEFINED 1 4300 CLAIRE'S STORES INC EQUITY 179584107 92 4600 SH DEFINED 1 4600 CLARENT CORP DEL EQUITY 180461105 4545 50400 SH DEFINED 2 50400 CLASSIC COMMUN EQUITY 182728204 315 20000 SH DEFINED 1 20000 CLAYTON HOMES INC EQUITY 184190106 131 12968 SH DEFINED 1 12968 CLEAR CHANNEL COMMS EQUITY 184502102 635 9200 SH DEFINED 1 9200 CLEAR CHANNEL COMMS EQUITY 184502102 1527 22108 SH DEFINED 2 22108 CLEAR CHANNEL COMMS EQUITY 184502102 46420 672147 SH DEFINED 3 641677 30470 CLEVELAND CLIFFS INC EQUITY 185896107 24 1000 SH DEFINED 1 1000 CLOROX CO. EQUITY 189054109 224 6800 SH DEFINED 1 6800 COASTAL CORP EQUITY 190441105 322 7000 SH DEFINED 1 7000 COASTAL CORP EQUITY 190441105 3680 80000 SH DEFINED 2 80000 COCA COLA EQUITY 191216100 3703 78900 SH DEFINED 1 78900 COCA COLA EQUITY 191216100 1295 27600 SH DEFINED 2 27600 COCA-COLA ENTPRS EQUITY 191219104 285 13200 SH DEFINED 1 13200 COCA-COLA FEMSA EQUITY 191241108 705 38000 SH DEFINED 1 38000 COFLEXIP EQUITY 192384105 148 2700 SH DEFINED 2 2700 COGNEX CORP EQUITY 192422103 1834 31800 SH DEFINED 2 31800 COHERENT INC EQUITY 192479103 988 19000 SH DEFINED 2 19000 COINSTAR COMMON EQUITY 19259P300 2658 210800 SH DEFINED 1 210800 COLGATE-PALMOLIVE EQUITY 194162103 1144 20300 SH DEFINED 1 20300 COLONIAL PPTYS TR EQUITY 195872106 2396 100900 SH DEFINED 3 100900 COLUMBIA ENERGY GRP EQUITY 197648108 163 2750 SH DEFINED 1 2750 COLUMBIA/HCA HEALTHCARE EQUITY 197677107 468 18500 SH DEFINED 1 18500 COLUMBIA/HCA HEALTHCARE EQUITY 197677107 3389 133900 SH DEFINED 2 133900 COMCAST CORP EQUITY 200300200 1267 29200 SH DEFINED 1 29200 COMCAST CORP EQUITY 200300200 15469 356630 SH DEFINED 2 356630 COMCAST CORP EQUITY 200300507 196473 1566145 SH DEFINED 4 1566145 COMDISCO EQUITY 200336105 640 14500 SH DEFINED 1 14500 COMERICA INC EQUITY 200340107 230 5500 SH DEFINED 1 5500 COMMERCE BANCSHRS EQUITY 200525103 501 16050 SH DEFINED 2 16050

12 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- COMMERCE ONE EQUITY 200693109 34271 229620 SH DEFINED 2 229620 COMMERCIAL NET LEASE EQUITY 202218103 2877 275600 SH DEFINED 3 243800 31800 COMMSCOPE INC EQUITY 203372107 87720 1920000 SH DEFINED 3 1877900 42100 COMMUNITY BK SYS EQUITY 203607106 160 7000 SH DEFINED 2 7000 COMMUNITY FIRST BKSHARES EQUITY 203902101 176 11000 SH DEFINED 2 11000 COMPANHIA BRAS DIST EQUITY 20440T201 715 20000 SH DEFINED 1 20000 COMPANHIA BRAS DIST EQUITY 20440T201 61 1696 SH DEFINED 2 1696 CIA CERVEJARIA BRAHMA EQUITY 20440X103 421 25900 SH DEFINED 1 25900 CIA PARANAENSE ENERG EQUITY 20441B407 509 59850 SH DEFINED 1 59850 CIA ANONIMA NACIONL EQUITY 204421101 1334 46200 SH DEFINED 1 46200 CIA DE MINAS BUENAVTRA EQUITY 204448104 894 51102 SH DEFINED 1 51102 CIA DE TELECOM CHILE EQUITY 204449300 2539 111600 SH DEFINED 1 111600 COMPAQ COMPUTER EQUITY 204493100 1454 53844 SH DEFINED 1 53844 COMPASS BANCSHARES EQUITY 20449H109 211 10600 SH DEFINED 1 10600 COMPLETE BUS SOLUTIONS EQUITY 20452F107 257 11500 SH DEFINED 2 11500 COMPUTER ASSOC INTL EQUITY 204912109 1080 18250 SH DEFINED 1 18250 COMPUTER ASSOC INTL EQUITY 204912109 4048 68400 SH DEFINED 2 68400 COMPUTER SCIENCES EQUITY 205363104 11378 143800 SH DEFINED 1 143800 COMPUTER SCIENCES EQUITY 205363104 1100 13900 SH DEFINED 2 13900 COMPUWARE CORP EQUITY 205638109 251 11900 SH DEFINED 1 11900 COMMS SATELLITE EQUITY 20564D107 99 4799 SH DEFINED 1 4799 COMVERSE TECHN EQUITY 205862402 465 2460 SH DEFINED 1 2460 COMVERSE TECHN CORPBOND 205862AG0 162227 36700000 PRN DEFINED 4 36700000 CONAGRA INC EQUITY 205887102 294 16200 SH DEFINED 1 16200 CONAGRA INC EQUITY 205887102 2331 128627 SH DEFINED 2 128627 CONCENTRIC NETWORK EQUITY 20589R107 330 6000 SH DEFINED 4 6000 COMPUTER HORIZONS EQUITY 205908106 240 14000 SH DEFINED 2 14000 CONCORD EFS INC EQUITY 206197105 439 19150 SH DEFINED 1 19150 CONCORD EFS INC EQUITY 206197105 2333 101700 SH DEFINED 2 101700 CONCORD EFS INC EQUITY 206197105 12897 562250 SH DEFINED 3 469500 92750 CONCURRENT COMPTR EQUITY 206710204 18633 1468600 SH DEFINED 3 1439100 29500 CONECTIV INC EQUITY 206829103 154 8800 SH DEFINED 1 8800 CONEXANT SYSTEMS EQUITY 207142100 398 5600 SH DEFINED 1 5600 CONEXANT SYSTEMS EQUITY 207142100 11587 163200 SH DEFINED 2 163200 CONEXANT SYSTEMS EQUITY 207142100 7256 102200 SH DEFINED 3 82900 19300 CONEXANT SYSTEMS CORPBOND 207142AB6 35693 43161000 PRN DEFINED 4 43161000 CONOCO INC EQUITY 208251405 6045 235900 SH DEFINED 1 235900 CONSECO INC EQUITY 208464107 119 10382 SH DEFINED 1 10382 CONSOL ENERGY EQUITY 20854P109 38 3600 SH DEFINED 2 3600 CONSOLIDATED EDISON EQUITY 209115104 271 9300 SH DEFINED 1 9300 CONSOLIDATED PAPER EQUITY 209759109 331 8600 SH DEFINED 1 8600 CONSOLIDATED STORES EQUITY 210149100 36 3200 SH DEFINED 1 3200 CONSOLIDATED STORES EQUITY 210149100 494 43400 SH DEFINED 2 43400 CONSTELLATION ENERGY EQUITY 210371100 156 4900 SH DEFINED 1 4900 CONTINENTAL AIRLS EQUITY 210795308 495 12100 SH DEFINED 2 12100 CONVERGYS CORP EQUITY 212485106 561 14500 SH DEFINED 1 14500 COOPER CAMERON EQUITY 216640102 2501 37400 SH DEFINED 2 37400 COOPER INDUSTRIES EQUITY 216669101 126 3600 SH DEFINED 1 3600 COOPER INDUSTRIES EQUITY 216669101 707 20200 SH DEFINED 2 20200 COOPER TIRE & RUBR EQUITY 216831107 31 2500 SH DEFINED 1 2500 COOPER TIRE & RUBR EQUITY 216831107 2348 186945 SH DEFINED 2 186945 COORS ADOLPH CO EQUITY 217016104 43 900 SH DEFINED 1 900 COORS ADOLPH CO EQUITY 217016104 77 1600 SH DEFINED 2 1600 COPPER MTN NETWORKS EQUITY 217510106 2434 29700 SH DEFINED 2 29700 COR THERAPEUTICS EQUITY 217753102 1318 20000 SH DEFINED 2 20000 COR THERAPEUTICS CORPBOND 217753AC6 1940 1750000 PRN DEFINED 4 1750000 CORDANT TECHNOLOGIES EQUITY 218412104 181 3200 SH DEFINED 1 3200 CORDANT TECHNOLOGIES EQUITY 218412104 102 1800 SH DEFINED 2 1800 CORDANT TECHNOLOGIES EQUITY 218412104 170 3000 SH DEFINED 4 3000 CORN PRODUCTS INTL EQUITY 219023108 116 4800 SH DEFINED 2 4800 CORNERSTONE PPTYS EQUITY 21922h103 7432 426200 SH DEFINED 3 358100 68100 CORNING INC EQUITY 219350105 1649 8500 SH DEFINED 1 8500

13 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- CORNING INC EQUITY 219350105 143762 741043 SH DEFINED 2 741043 COSTCO WHOLESALE EQUITY 22160K105 736 14000 SH DEFINED 1 14000 COSTCO WHOLESALE EQUITY 22160K105 2580 49090 SH DEFINED 2 49090 COSTCO WHOLESALE EQUITY 22160K105 494 9400 SH DEFINED 3 9400 COUNTRYWIDE CR INDS EQUITY 222372104 98 3600 SH DEFINED 1 3600 COUNTRYWIDE CR INDS EQUITY 222372104 624 22900 SH DEFINED 2 22900 COVAD COMM GRP EQUITY 222814204 4481 61800 SH DEFINED 2 61800 COVANCE INC EQUITY 222816100 55 5100 SH DEFINED 1 5100 COVANCE INC EQUITY 222816100 186 17300 SH DEFINED 4 17300 CRANE CO EQUITY 224399105 51 2175 SH DEFINED 1 2175 CRANE CO EQUITY 224399105 132 5600 SH DEFINED 2 5600 CREDENCE SYSTEMS EQUITY 225302108 75 600 SH DEFINED 2 600 CREDENCE SYSTEMS CORPBOND 225302AC2 551 300000 PRN DEFINED 4 300000 CRESCENT RL EST EQ EQUITY 225756105 152 8700 SH DEFINED 2 8700 CRESCENT RL EST EQ EQUITY 225756105 7940 453700 SH DEFINED 3 389600 64100 CRESTLINE CAPITAL EQUITY 226153104 58 3309 SH DEFINED 1 3309 CRITICAL PATH INC EQUITY 22674V100 4165 49000 SH DEFINED 2 49000 CRITICAL PATH INC EQUITY 22674V100 18760 220700 SH DEFINED 3 215400 5300 CROSS TIMBERS OIL EQUITY 227573201 2410 79720 SH DEFINED 4 79720 CROWN CASTLE INTL EQUITY 228227104 81605 2154590 SH DEFINED 1 2154590 CROWN CASTLE INTL EQUITY 228227104 485 12800 SH DEFINED 2 12800 CROWN CORK & SEAL EQUITY 228255105 67 4200 SH DEFINED 1 4200 CUMMINS ENGINE EQUITY 231021106 49 1300 SH DEFINED 1 1300 CURAGEN CORP EQUITY 23126R101 4404 94200 SH DEFINED 2 94200 CURAGEN CORP CORPBOND 23126RAA9 9221 10600000 PRN DEFINED 4 10600000 CYBERSOURCE CORP EQUITY 23251J106 93 2500 SH DEFINED 2 2500 CYBERSOURCE CORP EQUITY 23251J106 38133 1023700 SH DEFINED 3 1002800 20900 CYPRESS SEMICONDUCTOR EQUITY 232806109 510 10400 SH DEFINED 1 10400 CYPRESS SEMICONDUCTOR CORPBOND 232806AD1 55826 26525000 PRN DEFINED 4 26525000 CYSIVE INC EQUITY 23281T108 2165 31600 SH DEFINED 2 31600 CYSIVE INC EQUITY 23281t108 18372 268200 SH DEFINED 3 258800 9400 CYTEC INDUSTRIES EQUITY 232820100 119 3900 SH DEFINED 1 3900 DPL INC EQUITY 233293109 277 12500 SH DEFINED 1 12500 DQE INC EQUITY 23329J104 319 7000 SH DEFINED 1 7000 D.R.HORTON INC EQUITY 23331A109 2423 185500 SH DEFINED 2 185500 DST SYSTEMS INC EQUITY 233326107 396 6100 SH DEFINED 1 6100 DSP GROUP INC EQUITY 23332B106 1782 27000 SH DEFINED 2 27000 DETROIT EDISON CO EQUITY 233331107 131 4500 SH DEFINED 1 4500 DANA CORP EQUITY 235811106 147 5221 SH DEFINED 1 5221 DANAHER CORP EQUITY 235851102 179 3500 SH DEFINED 1 3500 DANAHER CORP EQUITY 235851102 372 7300 SH DEFINED 2 7300 DANKA BUSINESS SYS CORPBOND 236277AB5 439 619000 PRN DEFINED 4 619000 DARDEN RESTAURANTS EQUITY 237194105 84 4700 SH DEFINED 1 4700 DAYTON SUPERIOR EQUITY 240028100 179 7100 SH DEFINED 4 7100 DEAN FOODS CO EQUITY 242361103 94 3500 SH DEFINED 1 3500 DEERE & CO EQUITY 244199105 331 8700 SH DEFINED 1 8700 DEERE & CO EQUITY 244199105 105 2590 SH DEFINED 2 2590 DELL COMPUTER CORP EQUITY 247025109 4423 82000 SH DEFINED 1 82000 DELL COMPUTER CORP EQUITY 247025109 14464 268645 SH DEFINED 2 268645 DELPHI AUTOMOTIVE SYS EQUITY 247126105 270 16858 SH DEFINED 1 16858 DELPHI AUTOMOTIVE SYS EQUITY 247126105 44 2314 SH DEFINED 2 2314 DELTA AIRLINES INC EQUITY 247361108 256 4800 SH DEFINED 1 4800 DELTIC TIMBER CORP EQUITY 247850100 450 19000 SH DEFINED 2 19000 DELUXE CHECK PRINTERS EQUITY 248019101 64 2400 SH DEFINED 1 2400 DENTSPLY INTL EQUITY 249030107 136 4800 SH DEFINED 1 4800 DENTSPLY INTL EQUITY 249030107 111 3900 SH DEFINED 2 3900 DESC SA DE C V EQUITY 250309101 203 13500 SH DEFINED 1 13500 DEVELOPERS DIVERS RLTY EQUITY 251591103 11848 853900 SH DEFINED 3 734000 119900 DEVON ENERGY CORP EQUITY 25179M103 398 8200 SH DEFINED 1 8200 DEVON ENERGY CORP EQUITY 25179M103 2358 48566 SH DEFINED 2 48566 DEVON ENERGY CORP EQUITY 25179M103 55026 1133100 SH DEFINED 3 1105600 27500 DEVRY INC EQUITY 251893103 195 6400 SH DEFINED 1 6400

14 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- DEVRY INC EQUITY 251893103 1735 56900 SH DEFINED 2 56900 DEVRY INC EQUITY 251893103 28718 941574 SH DEFINED 3 915174 26400 DEXTER EQUITY 252165105 111 2100 SH DEFINED 1 2100 DIAL CORP EQUITY 25247D101 132 9600 SH DEFINED 1 9600 DIAMOND OFFSHORE DRILLING EQUITY 25271C102 7608 190500 SH DEFINED 2 190500 DIAMOND TECH PARTNERS EQUITY 252762109 22487 342000 SH DEFINED 3 334600 7400 DIEBOLD EQUITY 253651103 180 6550 SH DEFINED 1 6550 DIEBOLD EQUITY 253651103 121 4400 SH DEFINED 2 4400 DIGEX INC DEL EQUITY 253756100 433 3900 SH DEFINED 2 3900 DIGITAL MICROWAVE EQUITY 253859102 4275 126200 SH DEFINED 2 126200 DIGITAL IS INC EQUITY 25385N101 945 15500 SH DEFINED 2 15500 DIGITAS INC EQUITY 25388K104 17 700 SH DEFINED 2 700 DIGITAS INC EQUITY 25388K104 15259 622800 SH DEFINED 3 606200 16600 DILLARDS INC EQUITY 254067101 59 3600 SH DEFINED 1 3600 DIME BANCORP EQUITY 25429Q102 189 10200 SH DEFINED 1 10200 DISNEY WALT CO EQUITY 254687106 2735 66300 SH DEFINED 1 66300 DISNEY WALT CO EQUITY 254687106 1138 27500 SH DEFINED 2 27500 DOBSON COMMS EQUITY 256069105 575 25000 SH DEFINED 1 25000 DOCUMENTUM INC EQUITY 256159104 11677 149700 SH DEFINED 2 149700 DOLE FOOD INC EQUITY 256605106 101 5200 SH DEFINED 1 5200 DOLLAR GENERAL EQUITY 256669102 201 7493 SH DEFINED 1 7493 DOLLAR TREE STORES EQUITY 256747106 302 5800 SH DEFINED 1 5800 DOLLAR TREE STORES EQUITY 256747106 7621 146200 SH DEFINED 3 121300 24900 DOMINION RESOURCES EQUITY 25746U109 330 8573 SH DEFINED 1 8573 DONALDSON CO INC EQUITY 257651109 95 4200 SH DEFINED 1 4200 DONALDSON LUFKIN & JENRETTE EQUITY 257661108 776 15000 SH DEFINED 2 15000 DONNELLEY RR & SONS EQUITY 257867101 98 4700 SH DEFINED 1 4700 DOREL INDS INC EQUITY 25822C205 109 6400 SH DEFINED 2 6400 DOUBLECLICK INC EQUITY 258609304 1114 11900 SH DEFINED 2 11900 DOUBLECLICK INC CORPBOND 258609AC0 73708 31775000 PRN DEFINED 4 31775000 DOVER CORP EQUITY 260003108 321 6700 SH DEFINED 1 6700 DOVER CORP EQUITY 260003108 838 17500 SH DEFINED 2 17500 DOW CHEMICAL CORP EQUITY 260543103 809 7100 SH DEFINED 1 7100 DOW CHEMICAL CORP EQUITY 260543103 866 7600 SH DEFINED 2 7600 DOW JONES & CO EQUITY 260561105 237 3300 SH DEFINED 1 3300 DOW JONES & CO EQUITY 260561105 237 3300 SH DEFINED 2 3300 DREYER'S GRAND ICE CREAM EQUITY 261878102 57 2200 SH DEFINED 1 2200 DSET CORP EQUITY 262504103 596 32300 SH DEFINED 2 32300 DU PONT E I DE NEMOURS EQUITY 263534109 2075 39200 SH DEFINED 1 39200 DU PONT E I DE NEMOURS EQUITY 263534109 7004 133161 SH DEFINED 2 133161 DUKE ENERGY CO EQUITY 264399106 649 12366 SH DEFINED 1 12366 DUKE ENERGY CO EQUITY 264399106 5 100 SH DEFINED 2 100 DUKE WEEKS REALTY EQUITY 264411505 35070 1833710 SH DEFINED 3 1563038 270672 DUN & BRADSTREET EQUITY 26483B106 160 5600 SH DEFINED 1 5600 DUN & BRADSTREET EQUITY 26483B106 358 12500 SH DEFINED 2 12500 DUPONT PHOTOMASKS EQUITY 26613X101 133 2300 SH DEFINED 4 2300 DYCOM INDS INC EQUITY 267475101 1121 23000 SH DEFINED 2 23000 DYNEGY INC EQUITY 26816Q101 847 13500 SH DEFINED 1 13500 DYNEGY INC EQUITY 26816Q101 715 11396 SH DEFINED 2 11396 EMC CORP EQUITY 268648102 26895 213455 SH DEFINED 1 213455 EMC CORP EQUITY 268648102 103735 829352 SH DEFINED 2 829352 EMC CORP CORPBOND 268648AE2 16704 11057000 PRN DEFINED 4 11057000 ENSCO INTL INC EQUITY 26874Q100 466 12900 SH DEFINED 1 12900 ENSCO INTL INC EQUITY 26874Q100 2168 60000 SH DEFINED 3 60000 E PIPHANY INC EQUITY 26881V100 1309 9800 SH DEFINED 2 9800 E TEK DYNAMICS INC EQUITY 269240107 3058 13000 SH DEFINED 2 13000 E TRADE GROUP INC EQUITY 269246104 792 26300 SH DEFINED 1 26300 E TRADE GROUP INC EQUITY 269246104 479 15900 SH DEFINED 2 15900 EAGLE WIRELESS INTL EQUITY 27002R127 504 91600 SH DEFINED 4 91600 EARTHLINK INC EQUITY 270322100 249 10000 SH DEFINED 4 10000 EASTERN ENTERPRISES EQUITY 27637F100 36 600 SH DEFINED 1 600 EASTERN UTILITIES ASSOC EQUITY 277173100 157 5000 SH DEFINED 4 5000

15 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- EASTGROUP PPTYS EQUITY 277276101 182 8480 SH DEFINED 2 8480 EASTMAN CHEMICAL EQUITY 277432100 123 2700 SH DEFINED 1 2700 EASTMAN KODAK EQUITY 277461109 581 10700 SH DEFINED 1 10700 EASTMAN KODAK EQUITY 277461109 2361 43465 SH DEFINED 2 43465 EATON CORP EQUITY 278058102 203 2600 SH DEFINED 1 2600 EBAY INC EQUITY 278642103 53222 302400 SH DEFINED 2 302400 EBENX INC EQUITY 278668108 1180 40000 SH DEFINED 3 40000 ECHOSTAR COMMS EQUITY 278762109 25422 321800 SH DEFINED 2 321800 ECOLAB INC EQUITY 278865100 147 4000 SH DEFINED 1 4000 EDISON INTL EQUITY 281020107 219 13200 SH DEFINED 1 13200 EDISON INTL EQUITY 281020107 2 100 SH DEFINED 2 100 EDUCATION MGMT EQUITY 28139T101 6279 434900 SH DEFINED 3 431100 3800 EDWARDS J D & CO EQUITY 281667105 550 16900 SH DEFINED 2 16900 EDWARDS AG EQUITY 281760108 340 8500 SH DEFINED 1 8500 EFFICIENT NETWORKS EQUITY 282056100 109 700 SH DEFINED 2 700 EL PASO ENERGY EQUITY 283905107 295 7300 SH DEFINED 1 7300 EL PASO ENERGY EQUITY 283905107 2842 70400 SH DEFINED 2 70400 ELAN CORP PLC EQUITY 284131208 54295 1143055 SH DEFINED 1 1143055 ELAN CORP PLC EQUITY 284131703 11950 200000 SH DEFINED 1 200000 ELAN CORP PLC EQUITY 284131703 1601 26800 SH DEFINED 4 26800 ELAN CORP PLC EQUITY 284131802 200000 SH DEFINED 1 200000 ELECTROGLAS INC EQUITY 285324109 1802 52600 SH DEFINED 2 52600 ELECTRONIC ARTS EQUITY 285512109 427 6000 SH DEFINED 1 6000 ELECTRONIC ARTS EQUITY 285512109 918 12900 SH DEFINED 2 12900 ELECTRONIC DATA SYS EQUITY 285661104 1027 16000 SH DEFINED 1 16000 ELECTRONIC DATA SYS EQUITY 285661104 10090 157200 SH DEFINED 2 157200 ELETRONICS FOR IMAGING EQUITY 286082102 120 2000 SH DEFINED 2 2000 ELF AQUINTAINE EQUITY 2862691050 75 1306 SH DEFINED 1 1306 ELOYALTY CORP EQUITY 290151109 86 3600 SH DEFINED 2 3600 EMBRATEL PART EQUITY 29081N100 210 8200 SH DEFINED 2 8200 EMBOTELLADORA ANDINA EQUITY 29081P303 452 38300 SH DEFINED 1 38300 EMCOR GROUP INC CORPBOND 29084QAC4 5472 5870000 PRN DEFINED 4 5870000 EMERSON ELECTRIC EQUITY 291011104 818 15400 SH DEFINED 1 15400 EMERSON ELECTRIC EQUITY 291011104 4869 92083 SH DEFINED 2 92083 EMMIS COMMS EQUITY 291525103 2325 50000 SH DEFINED 2 50000 EMMIS COMMS EQUITY 291525202 3275 50000 SH DEFINED 4 50000 EMPRESAS ICA SA EQUITY 292448107 145 59300 SH DEFINED 1 59300 EMPRESA NACL DE ELEC EQUITY 29244T101 320 29392 SH DEFINED 1 29392 ENERGY CONVERSION DEVICES EQUITY 292659224 180 20550 SH DEFINED 4 20550 ENERGY EAST CORP EQUITY 29266M109 232 11700 SH DEFINED 1 11700 ENERGY EAST CORP EQUITY 29266M109 991 50000 SH DEFINED 2 50000 ENERSIS SA EQUITY 29274F104 481 20797 SH DEFINED 1 20797 ENGAGE TECHNOLOGIES EQUITY 292827102 3320 43500 SH DEFINED 2 43500 ENGELHARD CORP EQUITY 292845104 70 4600 SH DEFINED 1 4600 ENGELHARD CORP EQUITY 292845104 165 10900 SH DEFINED 2 10900 ENHANCE FINL SVCS EQUITY 293310108 3521 249250 SH DEFINED 2 249250 ENRON CORP EQUITY 293561106 1685 22500 SH DEFINED 1 22500 ENRON CORP EQUITY 293561106 19621 262050 SH DEFINED 2 262050 ENRON CORP EQUITY 293561106 6245 83400 SH DEFINED 3 83400 ENTERCOM COMMS EQUITY 293639100 4350 85300 SH DEFINED 2 85300 ENTERGY CORP EQUITY 29364G103 159 7900 SH DEFINED 1 7900 ENTRUST TECHN EQUITY 293848107 7819 91900 SH DEFINED 2 91900 EQUANT N V EQUITY 294409107 400 4700 SH DEFINED 2 4700 EQUIFAX INC EQUITY 294429105 126 5000 SH DEFINED 1 5000 EQUITABLE RES INC EQUITY 294549100 381 8500 SH DEFINED 2 8500 EQUITY OFFICE PPTYS EQUITY 294741103 10122 402873 SH DEFINED 1 402873 EQUITY OFFICE PPTYS EQUITY 294741103 36340 1446388 SH DEFINED 3 1249198 197190 EQUITY RES PPTYS EQUITY 29476L107 109 2700 SH DEFINED 2 2700 EQUITY RES PPTYS EQUITY 29476L107 39336 978800 SH DEFINED 3 845300 133500 EQUITY RES PPTYS EQUITY 29476L883 2635 116500 SH DEFINED 4 116500 ERICSSON L M TEL EQUITY 294821400 50556 538900 SH DEFINED 2 538900 ESPEED INC EQUITY 296643109 63 1200 SH DEFINED 2 1200

16 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- ETHAN ALLEN INTERIORS EQUITY 297602104 105 4200 SH DEFINED 2 4200 ETHYL CORP EQUITY 297659104 24 7800 SH DEFINED 1 7800 ETOYS INC EQUITY 297862104 41 4600 SH DEFINED 2 4600 EURO909 COM AS EQUITY 298737115 2595 180500 SH DEFINED 4 180500 EVANS & SUTHERLAND EQUITY 299096107 503 44700 SH DEFINED 2 44700 EVERGREEN RES EQUITY 299900308 184 7600 SH DEFINED 2 7600 EXAR CORP EQUITY 300645108 18034 252000 SH DEFINED 3 246500 5500 EXCELON CORP EQUITY 300691102 1350 120000 SH DEFINED 2 120000 EXODUS COMMS EQUITY 302088109 1672 11900 SH DEFINED 2 11900 EXPEDITORES INTL WASH EQUITY 302130109 143 3600 SH DEFINED 2 3600 EXPRESS SCRIPTS EQUITY 302182100 160 3800 SH DEFINED 1 3800 EXTENDED STAY AMER EQUITY 30224P101 1492 198900 SH DEFINED 2 198900 EXTENSITY INC EQUITY 302255104 1171 24400 SH DEFINED 3 23700 700 EXTREME NETWORKS EQUITY 30226D106 2101 26600 SH DEFINED 2 26600 EXXON MOBIL CORP EQUITY 30231G102 40175 515480 SH DEFINED 1 515480 EXXON MOBIL CORP EQUITY 30231G102 17813 228936 SH DEFINED 2 228936 FMC CORP EQUITY 302491303 73 1300 SH DEFINED 1 1300 F N B CORP PA EQUITY 302520101 221 12050 SH DEFINED 2 12050 FPL GROUP INC EQUITY 302571104 295 6400 SH DEFINED 1 6400 FPL GROUP INC EQUITY 302571104 4671 101400 SH DEFINED 2 101400 FSI INTL INC EQUITY 302633102 836 40800 SH DEFINED 2 40800 FAIRMARKET EQUITY 305158107 273 11200 SH DEFINED 2 11200 FAMILY DOLLAR STORES EQUITY 307000109 339 16300 SH DEFINED 1 16300 FAMILY DOLLAR STORES EQUITY 307000109 604 29000 SH DEFINED 2 29000 FASTENAL CO EQUITY 311900104 163 3400 SH DEFINED 1 3400 FEDERAL HM LN MTG EQUITY 313400301 16584 375300 SH DEFINED 1 375300 FEDERAL HM LN MTG EQUITY 313400301 667 15100 SH DEFINED 2 15100 FEDERAL MOGUL EQUITY 313549107 108 6500 SH DEFINED 1 6500 FEDERAL NATL MTG ASSN EQUITY 313586109 2321 41350 SH DEFINED 1 41350 FEDERAL NATL MTG ASSN EQUITY 313586109 4735 83896 SH DEFINED 2 83896 FEDERAL RLTY INVT TR EQUITY 313747206 3283 170000 SH DEFINED 3 170000 FEDERAL SIGNAL EQUITY 313855108 70 3900 SH DEFINED 1 3900 FEDERAL SIGNAL EQUITY 313855108 780 43200 SH DEFINED 2 43200 FEDERATED DEP STORES EQUITY 31410H101 16777 397100 SH DEFINED 1 397100 FEDERATED DEP STORES EQUITY 31410H127 1679 103327 SH DEFINED 4 103327 FEDERATED INVS INC EQUITY 314211103 582 21300 SH DEFINED 2 21300 FEDEX CORPORATION EQUITY 31428X106 359 9260 SH DEFINED 1 9260 FELCOR LODGING TR EQUITY 31430F101 142 8000 SH DEFINED 2 8000 FELCOR LODGING TR EQUITY 31430f101 5799 324447 SH DEFINED 3 278854 45593 FERRO CORP EQUITY 315405100 64 3600 SH DEFINED 1 3600 FERRO CORP EQUITY 315405100 100 5600 SH DEFINED 2 5600 FIFTH THIRD BANK EQUITY 316773100 534 8475 SH DEFINED 1 8475 FINANCIAL FEDERAL EQUITY 317492106 2013 110700 SH DEFINED 3 110700 FINANCIAL FEDERAL EQUITY 317492AC0 795 1000000 SH DEFINED 4 1000000 FINCL SEC ASSUR EQUITY 31769P100 1138 15500 SH DEFINED 2 15500 FINOVA GROUP EQUITY 317928109 96 5700 SH DEFINED 1 5700 FINOVA FIN TR EQUITY 31808E207 5628 171200 SH DEFINED 4 171200 FIRST AMERICAN FINL EQUITY 318522307 3547 250000 SH DEFINED 2 250000 FIRST COMMERCE BANCSHARES INC EQUITY 319777108 104 3000 SH DEFINED 4 3000 FIRST DATA CORP EQUITY 319963104 657 14800 SH DEFINED 1 14800 FIRST DATA CORP EQUITY 319963104 137 3100 SH DEFINED 2 3100 FIRST HEALTH GRP EQUITY 320960107 152 4800 SH DEFINED 1 4800 FIRST SEC CORP EQUITY 336294103 220 18300 SH DEFINED 1 18300 FIRST TENN NATL EQUITY 337162101 248 12200 SH DEFINED 1 12200 FIRST UNION CORP EQUITY 337358105 1157 31066 SH DEFINED 1 31066 FIRST UNION CORP EQUITY 337358105 7 200 SH DEFINED 2 200 FIRST VIRGINIA BKS EQUITY 337477103 178 4750 SH DEFINED 1 4750 FIRST VIRGINIA BKS EQUITY 337477103 1720 45800 SH DEFINED 2 45800 FIRSTWORLD COMMS EQUITY 337625305 450 22100 SH DEFINED 2 22100 FIRSTAR CORP EQUITY 33763V109 30425 1326413 SH DEFINED 1 1326413 FISERV INC EQUITY 337738108 417 11225 SH DEFINED 1 11225 FISERV INC EQUITY 337738108 784 21075 SH DEFINED 2 21075

17 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- FISERV INC EQUITY 337738108 11620 312475 SH DEFINED 3 283150 29325 FIRSTMERIT CORP EQUITY 337915102 153 8300 SH DEFINED 1 8300 FIRSTENERGY CORP EQUITY 337932107 159 7700 SH DEFINED 1 7700 FLEETBOSTON FINL EQUITY 339030108 1056 28931 SH DEFINED 1 28931 FLORIDA PROGRESS EQUITY 341109106 147 3200 SH DEFINED 1 3200 FLORIDA PROGRESS EQUITY 341109106 367 8000 SH DEFINED 2 8000 FLOWERS INDS EQUITY 343496105 134 8800 SH DEFINED 1 8800 FLOWERS INDS EQUITY 343496105 226 14900 SH DEFINED 2 14900 FLOWSERVE CORP EQUITY 34354P105 44 3400 SH DEFINED 1 3400 FLOWSERVE CORP EQUITY 34354P105 180 14000 SH DEFINED 2 14000 FLUOR CORP EQUITY 343861100 87 2800 SH DEFINED 1 2800 FOMENTO ECON MEX EQUITY 344419106 1670 37100 SH DEFINED 1 37100 FORD MOTOR EQUITY 345370100 1815 39500 SH DEFINED 1 39500 FORD MOTOR EQUITY 345370100 437 8625 SH DEFINED 2 8625 FOREST CITY ENTRPRS EQUITY 345550107 690 23500 SH DEFINED 2 23500 FOREST LABS EQUITY 345838106 668 7900 SH DEFINED 1 7900 FOREST LABS EQUITY 345838106 4090 48400 SH DEFINED 2 48400 FORMULA SYSTEM EQUITY 346414105 488 8000 SH DEFINED 1 8000 FORRESTER RESCH EQUITY 346563109 1964 36200 SH DEFINED 2 36200 FORT JAMES CORP EQUITY 347471104 158 7200 SH DEFINED 1 7200 FORTUNE BRANDS EQUITY 349631101 140 5600 SH DEFINED 1 5600 FORTUNE BRANDS EQUITY 349631101 5 200 SH DEFINED 2 200 FOUNDATION HEALTH SYS EQUITY 350404109 92 11490 SH DEFINED 1 11490 FOUNDRY NETWORKS EQUITY 35063R100 2257 15700 SH DEFINED 2 15700 FOUR SEASONS HOTELS EQUITY 35100E104 1068 23692 SH DEFINED 2 23692 FOUR SEASONS HOTELS CORPBOND 35100EAD6 5470 19600000 PRN DEFINED 4 19600000 FRANCHISE FIN CORP EQUITY 351807102 5015 215700 SH DEFINED 3 185000 30700 FRANKLIN RES INC EQUITY 354613101 281 8400 SH DEFINED 1 8400 FREEPORT-MCMORAN CPPR&GL EQUITY 35671D501 3812 262900 SH DEFINED 4 262900 FREEPORT-MCMORAN CPPR&GL EQUITY 35671D857 75 6200 SH DEFINED 1 6200 FULLER H B CO EQUITY 359694106 56 1400 SH DEFINED 1 1400 FULLER H B CO EQUITY 359694106 116 2900 SH DEFINED 2 2900 FURNITURE BRANDS INTL EQUITY 360921100 88 4700 SH DEFINED 1 4700 FURNITURE BRANDS INTL EQUITY 360921100 151 8000 SH DEFINED 2 8000 GATX CORP EQUITY 361448103 167 4400 SH DEFINED 1 4400 GENERAL PUBLIC UTILITY EQUITY 36225X100 104 3800 SH DEFINED 1 3800 GTE CORP EQUITY 362320103 28087 395597 SH DEFINED 1 395597 GTE CORP EQUITY 362320103 4320 60850 SH DEFINED 2 60850 GTE CORP EQUITY 362320103 213 3000 SH DEFINED 4 3000 GT GROUP TELECOM EQUITY 362359408 731 35000 SH DEFINED 1 35000 GT GROUP TELECOM EQUITY 362359408 167 8000 SH DEFINED 2 8000 GTS DURATEK EQUITY 36237J107 2386 230000 SH DEFINED 1 230000 GABLES RESIDENTIAL EQUITY 362418105 248 11000 SH DEFINED 2 11000 GABLES RESIDENTIAL EQUITY 362418105 11266 500700 SH DEFINED 3 430800 69900 GALILEO INTL INC EQUITY 363547100 436 18100 SH DEFINED 2 18100 GALLAHER GROUP PLC EQUITY 363576109 14677 451600 SH DEFINED 1 451600 GALLAHER GROUP PLC EQUITY 363576109 199 6200 SH DEFINED 2 6200 GANNETT INC EQUITY 364730101 6540 92930 SH DEFINED 1 92930 GANNETT INC EQUITY 364730101 774 11000 SH DEFINED 2 11000 GAP INC EQUITY 364760108 22184 445350 SH DEFINED 1 445350 GAP INC EQUITY 364760108 17813 359225 SH DEFINED 2 359225 GARTNER GROUP EQUITY 366651206 122 9177 SH DEFINED 1 9177 GARTNER GROUP EQUITY 366651107 112 7100 SH DEFINED 2 7100 GATEWAY INC EQUITY 367626108 541 10200 SH DEFINED 1 10200 GATEWAY INC EQUITY 367626108 456 8600 SH DEFINED 2 8600 GENE LOGIC EQUITY 368689105 2709 64400 SH DEFINED 2 64400 GENENTECH INC EQUITY 368710406 53326 351021 SH DEFINED 2 351021 GENER SA EQUITY 368731105 711 52665 SH DEFINED 1 52665 GENERAL COMMS EQUITY 369385109 3238 602400 SH DEFINED 3 602400 GENERAL DYNAMICS EQUITY 369550108 279 5600 SH DEFINED 1 5600 GENERAL DYNAMICS EQUITY 369550108 1348 27100 SH DEFINED 2 27100 GENERAL ELEC CO EQUITY 369604103 58842 378100 SH DEFINED 1 378100

18 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- GENERAL ELEC CO EQUITY 369604103 54089 348509 SH DEFINED 2 348509 GENERAL ELEC CO EQUITY 369604103 3735 24000 SH DEFINED 3 24000 GEN GROWTH PPTYS EQUITY 370021107 365 12000 SH DEFINED 2 12000 GEN GROWTH PPTYS EQUITY 370021107 26505 870800 SH DEFINED 3 766900 103900 GENERAL MILLS INC EQUITY 370334104 376 10400 SH DEFINED 1 10400 GENERAL MOTORS EQUITY 370442105 1789 21600 SH DEFINED 1 21600 GENERAL MOTORS EQUITY 370442105 4237 50942 SH DEFINED 2 50942 GENERAL MOTORS EQUITY 370442832 29469 236700 SH DEFINED 2 236700 GEN SEMICONDUCTOR EQUITY 370787103 90 5200 SH DEFINED 2 5200 GEN SEMICONDUCTOR EQUITY 370787103 519 30100 SH DEFINED 4 30100 GEN SEMICONDUCTOR CORPBOND 370787AA1 1419 1125000 PRN DEFINED 4 1125000 GENTEX CORP COM EQUITY 371901109 75248 2030300 SH DEFINED 3 1944900 85400 GENOME THERAPEUTICS EQUITY 372430108 1727 73300 SH DEFINED 2 73300 GENRAD INC EQUITY 372447102 153 12400 SH DEFINED 4 12400 GENUINE PARTS CO EQUITY 372460105 175 7350 SH DEFINED 1 7350 GENUINE PARTS CO EQUITY 372460105 2722 114002 SH DEFINED 2 114002 GENZYME CORP EQUITY 372917104 391 7800 SH DEFINED 1 7800 GENZYME CORP EQUITY 372917104 2391 47700 SH DEFINED 2 47700 GENZYME CORP EQUITY 372917609 27 2290 SH DEFINED 2 2290 GENZYME CORP CORPBOND 372917AF1 3552 2440000 PRN DEFINED 4 2440000 GEORGIA GULF CORP EQUITY 373200203 78 3000 SH DEFINED 1 3000 GEORGIA PAC CORP EQUITY 373298108 245 6200 SH DEFINED 1 6200 GEORGIA PAC CORP EQUITY 373298108 3865 97700 SH DEFINED 2 97700 GEORGIA PAC CORP EQUITY 373298702 192 7500 SH DEFINED 1 7500 GEORGIA PAC CORP EQUITY 373298702 154 6000 SH DEFINED 2 6000 GILEAD SCIENCES EQUITY 375558103 266 4200 SH DEFINED 1 4200 GILEAD SCIENCES EQUITY 375558103 558 8800 SH DEFINED 2 8800 GILLETTE CO EQUITY 375766102 1308 34700 SH DEFINED 1 34700 GILLETTE CO EQUITY 375766102 1719 45600 SH DEFINED 2 45600 GLATFELTER P H EQUITY 377316104 38 3600 SH DEFINED 1 3600 GLAXO WELLCOME EQUITY 37733W105 723 12275 SH DEFINED 2 12275 GLENBOROUGH RLTY EQUITY 37803P105 58 4000 SH DEFINED 2 4000 GLOBAL INDUSTRIES EQUITY 379336100 95 6500 SH DEFINED 2 6500 GLOBAL MARINE EQUITY 379352404 414 16300 SH DEFINED 1 16300 GLOBAL MARINE EQUITY 379352404 7747 305300 SH DEFINED 2 305300 GLOBAL TELESYS GRP EQUITY 37936U1043 11890 580000 SH DEFINED 1 580000 GLOBECOMM SYS EQUITY 37956X103 400 15000 SH DEFINED 2 15000 GLOBO CABO SA EQUITY 37957X102 263 14000 SH DEFINED 1 14000 GOLDEN WEST FINL EQUITY 381317106 196 6300 SH DEFINED 1 6300 GOLDEN WEST FINL EQUITY 381317106 1294 41500 SH DEFINED 2 41500 GOLDMAN SACHS GRP EQUITY 38141G104 4205 40000 SH DEFINED 2 40000 APPLIED POWER EQUITY 38225108 143 5000 SH DEFINED 4 5000 GOODRICH (B.F.) EQUITY 382388106 55 1900 SH DEFINED 1 1900 GOODYEAR TIRE & RUBR EQUITY 382550101 124 5300 SH DEFINED 1 5300 GOTO COM INC EQUITY 38348T107 140 3400 SH DEFINED 2 3400 GRACE W.R. (NEW) EQUITY 38388F108 33 2600 SH DEFINED 1 2600 GRAINGER W W INC EQUITY 384802104 184 3400 SH DEFINED 1 3400 GRAINGER W W INC EQUITY 384802104 705 13000 SH DEFINED 2 13000 GRANITE CONSTR EQUITY 387328107 65 2400 SH DEFINED 1 2400 GRANITE CONSTR EQUITY 387328107 86 3200 SH DEFINED 2 3200 GREAT ATLANTIC & PAC EQUITY 390064103 25 1300 SH DEFINED 1 1300 GREAT ATLANTIC & PAC EQUITY 390064103 39 2000 SH DEFINED 2 2000 GREAT LAKES CHEM EQUITY 390568103 71 2100 SH DEFINED 1 2100 GREAT LAKES CHEM EQUITY 390568103 214 6300 SH DEFINED 2 6300 GREAT PLAINS SOFTWARE EQUITY 39119E105 11945 223800 SH DEFINED 3 214300 9500 GP FINANCIAL CORP EQUITY 395384100 196 10000 SH DEFINED 1 10000 GREY WOLF INC EQUITY 397888108 2953 750000 SH DEFINED 3 750000 GRUPO TELEVISA EQUITY 40049J206 2237 32900 SH DEFINED 1 32900 GRUPO TELEVISA EQUITY 40049J206 1656 24350 SH DEFINED 2 24350 GRUPO ELECTRA EQUITY 40050A102 1116 87500 SH DEFINED 1 87500 GTECH HOLDINGS EQUITY 400518106 71 3800 SH DEFINED 1 3800 GUCCI GROUP N V EQUITY 401566104 35 398 SH DEFINED 2 398

19 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- GUIDANT CORP EQUITY 401698105 565 9600 SH DEFINED 1 9600 HMT TECHNOLOGY CORPBOND 403917AD9 226 531000 PRN DEFINED 4 531000 HCC INS HLDGS INC EQUITY 404132102 53 4000 SH DEFINED 2 4000 HNC SOFTWARE EQUITY 40425P107 101 1400 SH DEFINED 2 1400 HNC SOFTWARE CORPBOND 40425PAA5 22879 13725000 PRN DEFINED 4 13725000 HRPT TRUST EQUITY 40426w101 182 20900 SH DEFINED 3 20900 HSB GROUP INC EQUITY 40428N109 10445 360950 SH DEFINED 1 360950 HALLIBURTON CO EQUITY 406216101 584 14200 SH DEFINED 1 14200 HALLIBURTON CO EQUITY 406216101 65110 1587405 SH DEFINED 2 1587405 HANNA M A CO EQUITY 410522106 51 4500 SH DEFINED 1 4500 HANNA M A CO EQUITY 410522106 153 13500 SH DEFINED 4 13500 HANNAFORD BROS EQUITY 410550107 295 4000 SH DEFINED 1 4000 HANNAFORD BROS EQUITY 410550107 221 3000 SH DEFINED 4 3000 HANOVER COMPRESSOR EQUITY 410768105 154 2700 SH DEFINED 1 2700 HARBINGER CORP EQUITY 41145C103 3212 110300 SH DEFINED 2 110300 HARCOURT GENERAL EQUITY 41163G101 89 2400 SH DEFINED 1 2400 HARLEY DAVIDSON EQUITY 412822108 325 4100 SH DEFINED 1 4100 HARMAN INTL INDS EQUITY 413086109 240 4000 SH DEFINED 2 4000 HARMONIC INC EQUITY 413160102 2189 26300 SH DEFINED 2 26300 HARRAH'S ENTMNT EQUITY 413619107 59 3200 SH DEFINED 1 3200 HARRIS CORP EQUITY 413875105 221 6400 SH DEFINED 1 6400 HARRIS CORP EQUITY 413875105 1503 43500 SH DEFINED 2 43500 HARSCO CORP EQUITY 415864107 124 4300 SH DEFINED 1 4300 HARTE-HANKS INC EQUITY 416196103 143 6300 SH DEFINED 1 6300 HARTE-HANKS INC EQUITY 416196103 21149 932206 SH DEFINED 3 914706 17500 HARTFORD FINL SVC EQUITY 416515104 955 18100 SH DEFINED 1 18100 HASBRO INC EQUITY 418056107 103 6150 SH DEFINED 1 6150 HAWAIIAN ELECTRIC EQUITY 419870100 95 3000 SH DEFINED 1 3000 HEALTHSOUTH CORP EQUITY 421924101 73 12900 SH DEFINED 1 12900 HEALTH MGMT ASSOC EQUITY 421933102 328 23000 SH DEFINED 1 23000 HEALTH MGMT ASSOC EQUITY 421933102 2455 172315 SH DEFINED 2 172315 HEALTH MGMT ASSOC EQUITY 421933102 7893 553900 SH DEFINED 3 462000 91900 HEICO CORP EQUITY 422806208 1999 142800 SH DEFINED 2 142800 HEILIG-MEYERS EQUITY 422893107 22 5500 SH DEFINED 1 5500 HEINZ HJ EQUITY 423074103 1311 37600 SH DEFINED 1 37600 HELLENIC TELECOM ORG EQUITY 423325307 1334 92000 SH DEFINED 1 92000 HELLER FINL EQUITY 423328103 617 26700 SH DEFINED 2 26700 HELMERICH & PAYNE EQUITY 423452101 140 4500 SH DEFINED 1 4500 HELMERICH & PAYNE EQUITY 423452101 229 7400 SH DEFINED 2 7400 HERCULES INC EQUITY 427056106 53 3300 SH DEFINED 1 3300 HERSHEY FOODS EQUITY 427866108 239 4900 SH DEFINED 1 4900 HERSHEY FOODS EQUITY 427866108 2719 55774 SH DEFINED 2 55774 HERTZ CORP EQUITY 428040109 419 12300 SH DEFINED 2 12300 HEWLETT PACKARD EQUITY 428236103 4664 35100 SH DEFINED 1 35100 HEWLETT PACKARD EQUITY 428236103 61363 462900 SH DEFINED 2 462900 HEWLETT PACKARD CORPBOND 428236AA1 3774 5000000 PRN DEFINED 4 5000000 HEWLETT PACKARD CORPBOND 428236AC7 13818 18307000 PRN DEFINED 4 18307000 HIBERNIA CORP EQUITY 428656102 158 15000 SH DEFINED 1 15000 HIGHWOODS PPTYS EQUITY 431284108 191 9000 SH DEFINED 2 9000 HIGHWOODS PPTYS EQUITY 431284108 18058 844800 SH DEFINED 3 748100 96700 HILLENBRAND INDS EQUITY 431573104 207 6100 SH DEFINED 1 6100 HILTON HOTELS EQUITY 432848109 79 10200 SH DEFINED 1 10200 HISPANIC BROADCASTING EQUITY 43357B104 589 5200 SH DEFINED 1 5200 HISPANIC BROADCASTING EQUITY 43357B104 2017 17813 SH DEFINED 2 17813 HISPANIC BROADCASTING EQUITY 43357B104 104360 921500 SH DEFINED 3 895400 26100 HOLLINGER INTL EQUITY 435569108 1 50 SH DEFINED 2 50 HOLLYWOOD ENTNMNT EQUITY 436141105 121 15000 SH DEFINED 4 15000 HOME DEPOT INC EQUITY 437076102 4644 72000 SH DEFINED 1 72000 HOME DEPOT INC EQUITY 437076102 73886 1148237 SH DEFINED 2 1148237 HOME DEPOT INC EQUITY 437076102 4999 77500 SH DEFINED 3 77500

20 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- HOME PPTYS N Y EQUITY 437306103 294 11000 SH DEFINED 2 11000 HOME PPTYS N Y EQUITY 437306103 3646 136300 SH DEFINED 3 117500 18800 HOMEGROCER COM EQUITY 43740K100 125 12000 SH DEFINED 2 12000 HOMESTAKE MINING EQUITY 437614100 46 7700 SH DEFINED 1 7700 HOMESTORE COM EQUITY 437852106 624 12800 SH DEFINED 2 12800 HON INDS INC EQUITY 438092108 149 5800 SH DEFINED 1 5800 HON INDS INC EQUITY 438092108 1079 41900 SH DEFINED 2 41900 HONEYWELL INTL EQUITY 438516106 26821 509049 SH DEFINED 1 509049 HONEYWELL INTL EQUITY 438516106 3924 74475 SH DEFINED 2 74475 HORACE MANN EDUCATORS EQUITY 440327104 1339 72600 SH DEFINED 1 72600 HORACE MANN EDUCATORS EQUITY 440327104 210 11400 SH DEFINED 2 11400 GEO. HORMEL & CO EQUITY 440452100 224 13600 SH DEFINED 1 13600 HOSPITALITY PPTYS EQUITY 44106M102 4583 226300 SH DEFINED 3 194700 31600 HOST MARRIOTT EQUITY 44107P104 319 35967 SH DEFINED 1 35967 HOST MARRIOTT EQUITY 44107P104 12713 1432400 SH DEFINED 3 1212900 219500 HOUGHTON MIFFLIN EQUITY 441560109 127 3000 SH DEFINED 1 3000 HOUGHTON MIFFLIN EQUITY 441560109 153 3600 SH DEFINED 2 3600 HOUSEHOLD INTL EQUITY 441815107 662 17733 SH DEFINED 1 17733 HOUSEHOLD INTL EQUITY 441815107 4638 124300 SH DEFINED 2 124300 HOUSTON EXPLOR EQUITY 442120101 103 5700 SH DEFINED 4 5700 HOWELL CORP EQUITY 443051206 893 31900 SH DEFINED 4 31900 HUBBELL INC EQUITY 443510201 156 5700 SH DEFINED 1 5700 HUDSON UTD BANCORP EQUITY 444165104 99 4554 SH DEFINED 2 4554 HUGHES SUPPLY EQUITY 444482103 57 3700 SH DEFINED 2 3700 HUMANA CORP EQUITY 444859102 39 5300 SH DEFINED 1 5300 HUMAN GENOME SCIENCES EQUITY 444903108 1661 20000 SH DEFINED 2 20000 HUMAN GENOME SCIENCES CORPBOND 444903AE8 4663 5250000 PRN DEFINED 4 5250000 HUNT (JB) TRANSPRT SVCS EQUITY 445658107 47 3400 SH DEFINED 1 3400 HUNTINGTON BANCSHARES EQUITY 446150104 161 7514 SH DEFINED 1 7514 HUSSMANN INTL EQUITY 448110106 331 26100 SH DEFINED 2 26100 HUTCHINSON TECH CORPBOND 448407AC0 5463 6760000 PRN DEFINED 4 6760000 ICN PHARMACEUTICALS EQUITY 448924100 199 7300 SH DEFINED 1 7300 HYPERCOM CORP EQUITY 44913M105 219 12800 SH DEFINED 4 12800 IBP INC EQUITY 449223106 162 10300 SH DEFINED 1 10300 ICICI LTD EQUITY 44926P103 788 35000 SH DEFINED 1 35000 ICICI LTD EQUITY 44926P103 135 6008 SH DEFINED 2 6008 IDEC PHARMACEUTICALS EQUITY 449370105 49 500 SH DEFINED 2 500 IFS INTERNATIONAL EQUITY 449515139 110 55000 SH DEFINED 4 55000 IMC GLOBAL INC EQUITY 449669100 154 10500 SH DEFINED 1 10500 IMS HEALTH INC EQUITY 449934108 185 10900 SH DEFINED 1 10900 IRT PPTY CO EQUITY 450058102 144 18000 SH DEFINED 2 18000 ISS GROUP INC EQUITY 450306105 979 8400 SH DEFINED 2 8400 ISS GROUP INC EQUITY 450306105 56235 482700 SH DEFINED 3 471200 11500 ITC DELTACOM EQUITY 45031T104 1340 37613 SH DEFINED 2 37613 ITT EDL SVCS EQUITY 45068B109 925 57800 SH DEFINED 2 57800 ITXC CORP EQUITY 45069F109 1318 28000 SH DEFINED 2 28000 IBASIS INC EQUITY 450732102 1027 25000 SH DEFINED 2 25000 ITT INDUSTRIES EQUITY 450911102 112 3600 SH DEFINED 1 3600 IDACORP INC EQUITY 451107106 1157 33300 SH DEFINED 1 33300 IKON OFFICE SOLUTIONS EQUITY 451713101 27 4300 SH DEFINED 1 4300 ILEX ONCOLOGY INC EQUITY 451923106 16989 404500 SH DEFINED 3 404500 ILLINOIS TOOL WORKS EQUITY 452308109 453 8200 SH DEFINED 1 8200 ILLUMINET HLDGS EQUITY 452334105 5293 107500 SH DEFINED 3 107500 IMAGEX.COM INC EQUITY 45244D102 775 57000 SH DEFINED 1 57000 IMATION CORP EQUITY 45245A107 99 3700 SH DEFINED 1 3700 IMAX CORP EQUITY 45245E109 110 5100 SH DEFINED 2 5100 IMCLONE SYS CORPBOND 45245WAA7 4662 5550000 PRN DEFINED 4 5550000 IMMUNEX CORP EQUITY 452528102 7930 125000 SH DEFINED 2 125000 IMPERIAL BANCORP EQUITY 452556103 1571 50684 SH DEFINED 2 50684 IMPSAT CORP EQUITY 45321T103 128 4568 SH DEFINED 2 4568 INAMED CORP EQUITY 453235103 5 100 SH DEFINED 2 100 INCO LTD EQUITY 453258402 103 5600 SH DEFINED 1 5600

21 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- INCYTE PHARMACUTICALS EQUITY 45337C102 122 1400 SH DEFINED 2 1400 INDIANA ENERGY EQUITY 454707100 52 2666 SH DEFINED 1 2666 INDY MAC MTG HLDGS EQUITY 456607100 1495 100100 SH DEFINED 2 100100 INFINITY BROADCASTING EQUITY 45662S102 169 5225 SH DEFINED 2 5225 INFINITY BROADCASTING EQUITY 45662S102 32070 990569 SH DEFINED 3 943715 46854 INFORMATICA CORP EQUITY 45666Q102 69 900 SH DEFINED 2 900 INFONET SVCS CORP EQUITY 45666T106 319 14104 SH DEFINED 2 14104 INFORMIX CORP EQUITY 456779107 430 25400 SH DEFINED 1 25400 INFORMIX CORP EQUITY 456779107 1423 84000 SH DEFINED 2 84000 INFORMIX CORP EQUITY 456779107 125 7400 SH DEFINED 4 7400 INFOSPACE INC EQUITY 45678T102 1745 12000 SH DEFINED 2 12000 ING GROEP N V EQUITY 456837103 704 12800 SH DEFINED 2 12800 INGERSOLL-RAND EQUITY 456866102 154 5300 SH DEFINED 1 5300 INHALE THERAPEUTIC SYS CORPBOND 457191AD6 34572 32500000 PRN DEFINED 4 32500000 INKTOMI CORP EQUITY 457277101 25646 131520 SH DEFINED 2 131520 INSIGHT COMMS EQUITY 45768V108 1087 52700 SH DEFINED 2 52700 INNKEEPERS USA TR EQUITY 4576J0104 6818 839100 SH DEFINED 3 721400 117700 INSURANCE AUTO AUCTIONS EQUITY 457875102 1688 100000 SH DEFINED 1 100000 INSWEB CORP EQUITY 45809K103 531 55165 SH DEFINED 1 55165 INTEGRATED DEVICE TECH EQUITY 458118106 341 8600 SH DEFINED 1 8600 INTEGRATED DEVICE TECH CORPBOND 458118AA4 29197 21168000 PRN DEFINED 4 21168000 INTEGRATED SILIC SOLTN EQUITY 45812P107 3236 110400 SH DEFINED 3 110400 INTEL CORP EQUITY 458140100 55942 424000 SH DEFINED 1 424000 INTEL CORP EQUITY 458140100 39342 298255 SH DEFINED 2 298255 INTERFACE INC EQUITY 458665106 21 5000 SH DEFINED 2 5000 INTERIM SVCS INC EQUITY 45868P100 484 26100 SH DEFINED 2 26100 INTERLIANT INC EQUITY 458742103 1562 55300 SH DEFINED 2 55300 INTERLIANT INC CORPBOND 458742AA1 1675 2500000 PRN DEFINED 4 2500000 INTERMEDIA COMMS EQUITY 458801107 2918 60400 SH DEFINED 2 60400 INTERNATIONAL BUS MACH EQUITY 459200101 15104 128000 SH DEFINED 1 128000 INTERNATIONAL BUS MACH EQUITY 459200101 28168 239090 SH DEFINED 2 239090 INTL FLAVRS & FRAG EQUITY 459506101 130 3700 SH DEFINED 1 3700 INTL FLAVRS & FRAG EQUITY 459506101 2686 76595 SH DEFINED 2 76595 INTL HOME FOODS EQUITY 459655106 27831 1739460 SH DEFINED 1 1739460 INTL GAME TECHN EQUITY 459902102 152 7000 SH DEFINED 1 7000 INTL MULTIFOODS EQUITY 460043102 21 1600 SH DEFINED 1 1600 INTL PAPER EQUITY 460146103 569 13320 SH DEFINED 1 13320 INTL PAPER EQUITY 460146103 11 248 SH DEFINED 2 248 INTL SPEEDWAY EQUITY 460335201 220 4900 SH DEFINED 1 4900 INTL SPEEDWAY EQUITY 460335201 42169 938400 SH DEFINED 3 910700 27700 INTL SMART SOURCING EQUITY 46033G116 203 101400 SH DEFINED 4 101400 INTERNET CAP GRP EQUITY 46059C106 4922 54610 SH DEFINED 2 54610 INTERPUBLIC GRP COS EQUITY 460690100 439 9300 SH DEFINED 1 9300 INTERPUBLIC GRP COS EQUITY 460690100 619 13100 SH DEFINED 2 13100 INTERPUBLIC GRP COS CORPBOND 460690AF7 5290 4117000 PRN DEFINED 4 4117000 INTERSTATE BAKERIES EQUITY 46072H108 88 6200 SH DEFINED 1 6200 INTERSTATE BAKERIES EQUITY 46072H108 2558 179500 SH DEFINED 2 179500 INTERSTATE HOTELS EQUITY 46088R108 47 15058 SH DEFINED 1 15058 INTERWEST BANCORP EQUITY 460931108 165 12000 SH DEFINED 2 12000 INTERTAN INC EQUITY 461120107 4612 335450 SH DEFINED 3 335450 INTER VOICE INC EQUITY 461142101 22860 791700 SH DEFINED 3 776300 15400 INTUIT INC EQUITY 461202103 1011 18600 SH DEFINED 1 18600 INTUIT INC EQUITY 461202103 1474 27100 SH DEFINED 2 27100 INVACARE CORP EQUITY 461203101 255 9300 SH DEFINED 2 9300 INVACARE CORP EQUITY 461203101 189 6900 SH DEFINED 4 6900 INVESTMENT TECH GRP EQUITY 46145F105 99 2800 SH DEFINED 1 2800 INVESTMENT TECH GRP EQUITY 46145F105 1516 43000 SH DEFINED 2 43000 INVITROGEN CORP EQUITY 46185R100 6567 113100 SH DEFINED 2 113100 INVITROGEN CORP EQUITY 46185r100 36080 621400 SH DEFINED 3 605800 15600 IONA TECHNOLOGIES EQUITY 46206P109 16532 223400 SH DEFINED 3 218400 5000 IPALCO ENTERPRISES EQUITY 462613100 148 7600 SH DEFINED 1 7600 IRON MTN INC EQUITY 462846106 66059 1939350 SH DEFINED 3 1873300 66050

22 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- ITRON INC CORPBOND 465741AC0 969 1762000 PRN DEFINED 4 1762000 ITRON INC CORPBOND 465741AD8 644 826000 PRN DEFINED 4 826000 I2 TECHNOLOGIES EQUITY 465754109 5325 43600 SH DEFINED 2 43600 IVAX CORP EQUITY 465823102 429 15750 SH DEFINED 1 15750 IVAX CORP EQUITY 465823102 1828 67100 SH DEFINED 2 67100 JDN RLTY CORP EQUITY 465917102 63 6100 SH DEFINED 2 6100 JDS UNIPHASE CORP EQUITY 46612J101 33492 277796 SH DEFINED 2 277796 JDA SOFTWARE GRP EQUITY 46612K108 132 9000 SH DEFINED 2 9000 JLG INDS INC EQUITY 466210101 151 16600 SH DEFINED 2 16600 JNI CORP EQUITY 46622G105 2020 39700 SH DEFINED 2 39700 JABIL CIRCUIT INC EQUITY 466313103 727 16800 SH DEFINED 1 16800 JABIL CIRCUIT INC EQUITY 466313103 969 22400 SH DEFINED 2 22400 JACOBS ENGR GRP EQUITY 469814107 73 2300 SH DEFINED 1 2300 JACOR COMMS EQUITY 469858138 4295 396977 SH DEFINED 4 396977 JEFFERSON PILOT EQUITY 475070108 226 3400 SH DEFINED 1 3400 JOHNSON & JOHNSON EQUITY 478160104 11662 166001 SH DEFINED 1 166001 JOHNSON & JOHNSON EQUITY 478160104 2123 30300 SH DEFINED 2 30300 JOHNSON CONTROLS EQUITY 478366107 157 2900 SH DEFINED 1 2900 JONES APPAREL GRP EQUITY 480074103 365 11552 SH DEFINED 1 11552 JONES APPAREL GRP EQUITY 480074103 622 19500 SH DEFINED 2 19500 JONES PHARMACEUTICALS EQUITY 480236108 43173 1421323 SH DEFINED 3 1362823 58500 JOSTENS EQUITY 481088102 27 1100 SH DEFINED 1 1100 JUNIPER NETWORKS EQUITY 48203R104 12527 47529 SH DEFINED 2 47529 KLA TENCOR CORP EQUITY 482480100 927 11000 SH DEFINED 2 11000 KLA TENCOR CORP EQUITY 482480100 451 5350 SH DEFINED 1 5350 K MART EQUITY 482584109 157 16200 SH DEFINED 1 16200 KANA COMMS EQUITY 483600102 1666 24500 SH DEFINED 2 24500 KANSAS CITY PWR & LT EQUITY 485134100 168 5800 SH DEFINED 1 5800 KANSAS CITY SOUTHN IND EQUITY 485170104 301 3500 SH DEFINED 1 3500 KAUFMAN & BROAD HOME EQUITY 486168107 28 1300 SH DEFINED 1 1300 KAUFMAN & BROAD HOME EQUITY 486168107 81 3800 SH DEFINED 2 3800 KAYDON CORP EQUITY 486587108 76 2800 SH DEFINED 1 2800 KEANE INC EQUITY 486665102 169 6700 SH DEFINED 1 6700 KEANE INC EQUITY 486665102 452 17900 SH DEFINED 2 17900 KELLOGG EQUITY 487836108 361 14000 SH DEFINED 1 14000 KELLY SERVICES EQUITY 488152208 77 3200 SH DEFINED 1 3200 KEMET CORP EQUITY 488360108 209 3300 SH DEFINED 2 3300 KEMET CORP EQUITY 488360108 73712 1165400 SH DEFINED 3 1142700 22700 KENDLE INTL INC EQUITY 48880L107 11 1000 SH DEFINED 2 1000 KENNAMETAL INC EQUITY 489170100 81 2700 SH DEFINED 1 2700 KENT ELECTRS EQUITY 490553104 23368 800600 SH DEFINED 3 782600 18000 KERR MCGEE CORP EQUITY 492386107 181 3132 SH DEFINED 1 3132 KERR MCGEE CORP EQUITY 492386107 2830 49000 SH DEFINED 2 49000 KEY ENERGY SVCS EQUITY 492914106 302 26000 SH DEFINED 2 26000 KEY ENERGY SVCS EQUITY 492914106 1734 150000 SH DEFINED 3 150000 KEY ENERGY SERVICES CORPBOND 492914AC0 867 735000 PRN DEFINED 4 735000 KEYCORP NEW EQUITY 493267108 285 15000 SH DEFINED 1 15000 KEYCORP NEW EQUITY 493267108 300 15800 SH DEFINED 2 15800 KEYSPAN CORP EQUITY 49337W100 356 12900 SH DEFINED 1 12900 KEYSTONE FINANCIAL EQUITY 493482103 81 4400 SH DEFINED 1 4400 KEYSTONE FINANCIAL EQUITY 493482103 294 16000 SH DEFINED 2 16000 KILROY RLTY CORP EQUITY 49427F108 61 2900 SH DEFINED 2 2900 KILROY RLTY CORP EQUITY 49427F108 6915 328300 SH DEFINED 3 302200 26100 KIMBERLY CLARK EQUITY 494368103 9315 166150 SH DEFINED 1 166150 KIMBERLY CLARK EQUITY 494368103 1165 20800 SH DEFINED 2 20800 KIMCO REALTY EQUITY 49446R109 17849 475975 SH DEFINED 1 475975 KIMCO REALTY EQUITY 49446R109 27210 725600 SH DEFINED 3 619300 106300 KINDER MORGAN EQUITY 49455P101 366 10600 SH DEFINED 1 10600 KINDER MORGAN I EQUITY 49455P101 13883 402400 SH DEFINED 3 350300 52100 KING PHARMACEUTICALS EQUITY 495582108 31809 1009800 SH DEFINED 3 968500 41300 KMART FING I EQUITY 498778208 13826 322477 SH DEFINED 4 322477

23 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- KNIGHT RIDDER INC EQUITY 499040103 144 2800 SH DEFINED 1 2800 KNIGHT TRANSN EQUITY 499064103 254 14500 SH DEFINED 2 14500 KNIGHT/TRIMARK GRP EQUITY 499068104 15045 295000 SH DEFINED 3 279300 15700 KOGER EQUITY INC EQUITY 500228101 540 31300 SH DEFINED 2 31300 KOHLS CORP EQUITY 500255104 543 5300 SH DEFINED 1 5300 KOHLS CORP EQUITY 500255104 912 8900 SH DEFINED 2 8900 KONINKLIJKE PHILIPS ELECTRS EQUITY 500472204 397 2320 SH DEFINED 2 2320 PHILIPS ELECTRONICS EQUITY 500472204 274 1600 SH DEFINED 1 1600 KOREA ELEC PWR EQUITY 5006311063 1320 83500 SH DEFINED 1 83500 KOREA FUND INC EQUITY 500634100 1501 100500 SH DEFINED 1 100500 KOREA TELECOM EQUITY 50063P103 328 7490 SH DEFINED 2 7490 KROGER CO EQUITY 501044101 478 27200 SH DEFINED 1 27200 KROGER CO EQUITY 501044101 1387 79000 SH DEFINED 2 79000 KROLL O GARA CO EQUITY 501050108 23829 1444212 SH DEFINED 1 1444212 KROLL O GARA CO EQUITY 501050108 299 27300 SH DEFINED 2 27300 KULICKE & SOFFA INDS EQUITY 501242101 8341 130200 SH DEFINED 2 130200 KULICKE & SOFFA INDS CORPBOND 501242AC5 15463 10082000 PRN DEFINED 4 10082000 LG&E ENERGY CORP EQUITY 501917108 3660 160000 SH DEFINED 1 160000 LG&E ENERGY CORP EQUITY 501917108 229 10000 SH DEFINED 4 10000 LNR PPTY CORP EQUITY 501940100 499 26200 SH DEFINED 2 26200 LSI LOGIC CORP EQUITY 502161102 654 9000 SH DEFINED 1 9000 LSI LOGIC CORP CORPBOND 502161AD4 30214 6455000 PRN DEFINED 4 6455000 LTC PROPERTIES CORPBOND 502175AE2 1080 1500000 PRN DEFINED 4 1500000 LTX CORP EQUITY 502392103 2381 52700 SH DEFINED 2 52700 L-3 COMMS EQUITY 502424104 156 3000 SH DEFINED 1 3000 LABONE INC NEW EQUITY 50540L105 68 10200 SH DEFINED 2 10200 LABORATORY CRP AMER CORPBOND 50540R201 18928 242600 PRN DEFINED 4 242600 LAM RESH CORP EQUITY 512807108 2704 60000 SH DEFINED 2 60000 LAMAR ADVERTISING EQUITY 512815101 478 10500 SH DEFINED 2 10500 LAMAR CORP CV EQUITY 512815af8 3569 3155000 SH DEFINED 3 2691000 464000 LANCASTER COLONY EQUITY 513847103 115 3750 SH DEFINED 1 3750 LANCE INC EQUITY 514606102 38 3600 SH DEFINED 1 3600 LANCE INC EQUITY 514606102 794 74700 SH DEFINED 2 74700 LANDS END INC EQUITY 515086106 178 2900 SH DEFINED 1 2900 LANDRYS SEAFOOD REST EQUITY 51508L103 153 24000 SH DEFINED 2 24000 LAS VEGAS ENTER NETWRK EQUITY 517669305 90629 SH DEFINED 1 90629 LATTICE SEMICONDUCTOR EQUITY 518415104 2545 37600 SH DEFINED 2 37600 LATTICE SEMICONDUCTOR CORPBOND 518415AC8 70674 10952000 PRN DEFINED 4 10952000 LAUDER ESTEE COS EQUITY 518439104 380 7600 SH DEFINED 2 7600 LEAR CORPORATION EQUITY 521865105 174 6200 SH DEFINED 1 6200 LEAR CORPORATION EQUITY 521865105 526 18700 SH DEFINED 2 18700 LEE ENTERPRISES EQUITY 523768109 105 4000 SH DEFINED 1 4000 LEGATO SYSTEMS EQUITY 524651106 357 8000 SH DEFINED 1 8000 LEGGETT & PLATT EQUITY 524660107 131 6100 SH DEFINED 1 6100 LEGG MASON INC EQUITY 524901105 225 5200 SH DEFINED 1 5200 LEHMAN BROTHERS EQUITY 524908100 1911 19700 SH DEFINED 2 19700 LEHMAN BROTHERS EQUITY 524908100 310 3200 SH DEFINED 1 3200 LENNAR CORP EQUITY 526057104 347 16000 SH DEFINED 2 16000 LEUCADIA NATL CORP EQUITY 527288104 485 20400 SH DEFINED 2 20400 LEVEL 3 COMMS EQUITY 52729N100 5794 54790 SH DEFINED 2 54790 LEXMARK INTL GRP EQUITY 529771107 7931 75000 SH DEFINED 1 75000 LEXMARK INTL GRP EQUITY 529771107 2516 23794 SH DEFINED 2 23794 LIBERATE TECHN EQUITY 530129105 1650 26300 SH DEFINED 2 26300 LIBERTY DIGITAL EQUITY 530436104 493 12800 SH DEFINED 2 12800 LIBERTY FINL COS EQUITY 530512102 2009 101400 SH DEFINED 2 101400 LIBERTY PPTY TR EQUITY 531172104 7545 315200 SH DEFINED 3 271500 43700 ELI LILLY AND CO EQUITY 532457108 2273 36300 SH DEFINED 1 36300 ELI LILLY AND CO EQUITY 532457108 428 6800 SH DEFINED 2 6800 LIMITED INC EQUITY 532716107 324 7700 SH DEFINED 1 7700 LINCARE HOLDINGS EQUITY 532791100 156 5500 SH DEFINED 1 5500 LINCARE HOLDINGS EQUITY 532791100 766 27000 SH DEFINED 2 27000 LINCOLN NATIONAL EQUITY 534187109 218 6500 SH DEFINED 1 6500

24 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- LINCOLN NATIONAL EQUITY 534187109 29 830 SH DEFINED 2 830 LINEAR TECHNOLOGY EQUITY 535678106 1617 29400 SH DEFINED 1 29400 LINEAR TECHNOLOGY EQUITY 535678106 4130 75090 SH DEFINED 2 75090 LINENS N THINGS INC EQUITY 535679104 1610 47000 SH DEFINED 2 47000 LINENS N THINGS INC EQUITY 535679104 37055 1081900 SH DEFINED 3 1058900 23000 LITTON INDS INC EQUITY 538021106 194 4400 SH DEFINED 1 4400 LIZ CLAIBORNE INC EQUITY 539320101 110 2400 SH DEFINED 1 2400 LO-JACK CORP EQUITY 539451104 1860 240000 SH DEFINED 1 240000 LOCKHEED MARTIN EQUITY 539830109 272 13300 SH DEFINED 1 13300 LODGIAN INC EQUITY 540217106 945 45000 SH DEFINED 4 45000 LOEWS CORP EQUITY 540424108 205 4100 SH DEFINED 1 4100 LONE STAR STEAKHOUSE EQUITY 542307103 36 3500 SH DEFINED 1 3500 LONE STAR STEAKHOUSE EQUITY 542312103 2527 59600 SH DEFINED 2 59600 LONGS DRUG STORES EQUITY 543162101 25 1100 SH DEFINED 1 1100 LONGVIEW FIBRE EQUITY 543213102 66 4500 SH DEFINED 1 4500 LOUISIANA PACIFIC EQUITY 546347105 49 3500 SH DEFINED 1 3500 LOWES COMPANIES EQUITY 548661107 29497 505300 SH DEFINED 1 505300 LOWES COMPANIES EQUITY 548661107 5481 93900 SH DEFINED 2 93900 LUBRIZOL CORP EQUITY 549271104 150 5200 SH DEFINED 1 5200 LUCENT TECHN EQUITY 549463107 17289 282267 SH DEFINED 1 282267 LUCENT TECHN EQUITY 549463107 13544 222548 SH DEFINED 2 222548 LYNX THERAPEUTICS EQUITY 551812308 1508 50700 SH DEFINED 2 50700 LYONDELL CHEMICAL CO EQUITY 552078107 156 10600 SH DEFINED 1 10600 MBIA INC EQUITY 55262C100 177 3400 SH DEFINED 1 3400 MBIA INC EQUITY 55262C100 963 18500 SH DEFINED 2 18500 MBNA CORP EQUITY 55262L100 22065 865312 SH DEFINED 1 865312 MBNA CORP EQUITY 55262L100 3330 130600 SH DEFINED 3 130600 MBL INTL FIN BERM CORPBOND 55262XAA2 11125 10000000 PRN DEFINED 4 10000000 MCN ENERGY GRP EQUITY 55267J100 195 7800 SH DEFINED 1 7800 MCN ENERGY GRP EQUITY 55267J100 250 10000 SH DEFINED 4 10000 MCI WORLDCOM INC EQUITY 55268B106 21173 467260 SH DEFINED 1 467260 MCI WORLDCOM INC EQUITY 55268B106 13256 292540 SH DEFINED 2 292540 MCI WORLDCOM INC EQUITY 55268B106 453 10000 SH DEFINED 4 10000 MGC COMMUNICATIONS EQUITY 552763500 14669 235650 SH DEFINED 4 235650 MGIC INVESTMENT EQUITY 552848103 170 3900 SH DEFINED 1 3900 MGIC INVESTMENT EQUITY 552848103 397 9100 SH DEFINED 2 9100 MGIC INVESTMENT EQUITY 552848103 9776 224100 SH DEFINED 3 182800 41300 MGM GRAND INC EQUITY 552953101 1344 56000 SH DEFINED 2 56000 MKS INSTRS INC EQUITY 55306N104 2000 39600 SH DEFINED 2 39600 MRV COMMS EQUITY 553477100 1228 13400 SH DEFINED 2 13400 MRV COMMS CORPBOND 553477AB6 78210 22818000 PRN DEFINED 4 22818000 MEDIOLANUM EQUITY 553519901 279 15780 SH DEFINED 2 15780 MSC INDL DIRECT EQUITY 553530106 212 11800 SH DEFINED 2 11800 MSC.SOFTWARE EQUITY 553531104 195 16300 SH DEFINED 4 16300 MACERICH CO EQUITY 554382101 12340 598300 SH DEFINED 3 524800 73500 MACK CA RLTY EQUITY 554489104 168 6600 SH DEFINED 2 6600 MACK CA RLTY EQUITY 554489104 20762 814200 SH DEFINED 3 696300 117900 MACROMEDIA EQUITY 556100105 388 4300 SH DEFINED 1 4300 MACROMEDIA EQUITY 556100105 6204 68700 SH DEFINED 2 68700 MACRONIX INTL EQUITY 556103109 377 13000 SH DEFINED 1 13000 MADECO EQUITY 5563041038 215 19500 SH DEFINED 1 19500 MAGNA INTL CORPBOND 559222AE4 5248 5495000 PRN DEFINED 4 5495000 MAGNETEK INC EQUITY 559424106 20 2200 SH DEFINED 1 2200 MATAV RT EQUITY 559776109 430 9625 SH DEFINED 1 9625 MAIL COM INC CORPBOND 560311AA0 7523 7375000 PRN DEFINED 4 7375000 MAIL WELL HLDGS EQUITY 560321200 66 7600 SH DEFINED 2 7600 MALLINCKRODT GRP EQUITY 561232109 72 2500 SH DEFINED 1 2500 MANDALAY RESORT EQUITY 562567107 142 8400 SH DEFINED 1 8400 MANOR CARE INC EQUITY 564055101 35 2600 SH DEFINED 1 2600 MANOR CARE INC EQUITY 564055101 189 14000 SH DEFINED 2 14000 MANPOWER INC EQUITY 56418H100 249 7000 SH DEFINED 1 7000 MANPOWER INC EQUITY 56418H100 547 15400 SH DEFINED 2 15400

25 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- MANUFACTURED HOME CMNTYS EQUITY 564682102 125 5400 SH DEFINED 2 5400 MARINE DRILLING COS EQUITY 568240204 3830 139600 SH DEFINED 2 139600 MARK IV INDS INC EQUITY 570387100 101 4600 SH DEFINED 1 4600 MARK IV INDS INC EQUITY 570387100 82 3700 SH DEFINED 2 3700 MARSH & MC LENNAN EQUITY 571748102 15066 136575 SH DEFINED 1 136575 MARSH & MC LENNAN EQUITY 571748102 419 3800 SH DEFINED 2 3800 MARSH SUPERMARKETS CORPBOND 571783AB5 310 388000 PRN DEFINED 4 388000 MARSHALL & ILSLY EQUITY 571834100 583 10100 SH DEFINED 1 10100 MARRIOTT INTL EQUITY 571903202 2330 73976 SH DEFINED 1 73976 MARRIOTT INTL EQUITY 571903202 1197 38000 SH DEFINED 2 38000 MARTHA STEWART LIVG EQUITY 573083102 27 1000 SH DEFINED 2 1000 MARTIN MARIETTA MATS EQUITY 573284106 209 4400 SH DEFINED 1 4400 MARTIN MARIETTA MATS EQUITY 573284106 1273 26800 SH DEFINED 2 26800 MASCO CORP EQUITY 574599106 295 14400 SH DEFINED 1 14400 MASCO CORP EQUITY 574599106 1601 78100 SH DEFINED 2 78100 MASISA SA EQUITY 574799102 253 17600 SH DEFINED 1 17600 MASTEC INC EQUITY 576323109 445 5000 SH DEFINED 2 5000 MATRIXONE INC EQUITY 57685P304 567 14200 SH DEFINED 2 14200 MATTEL INC EQUITY 577081102 134 12800 SH DEFINED 1 12800 MAXIM INTEGRATED PRODS EQUITY 57772K101 1848 26000 SH DEFINED 1 26000 MAXIM INTEGRATED PRODS EQUITY 57772K101 6019 84700 SH DEFINED 2 84700 MAXIM PHARMACEUTICALS EQUITY 57772M107 3286 70000 SH DEFINED 2 70000 MAY DEP STORES EQUITY 577778103 355 12450 SH DEFINED 1 12450 MAY DEP STORES EQUITY 577778103 2833 99420 SH DEFINED 2 99420 MAXXAM INC EQUITY 577913106 23 800 SH DEFINED 1 800 MAVERICK TUBE EQUITY 577914104 5482 169000 SH DEFINED 2 169000 MAXIMUS INC EQUITY 577933104 58 1900 SH DEFINED 2 1900 MAXIMUS INC EQUITY 577933104 53826 1764800 SH DEFINED 3 1698600 66200 MAYTAG CORP EQUITY 578592107 96 2900 SH DEFINED 1 2900 MAYTAG CORP EQUITY 578592107 7 200 SH DEFINED 2 200 McCORMICK & CO EQUITY 579780206 219 6800 SH DEFINED 1 6800 MCDERMOTT INTL EQUITY 580037109 17 1900 SH DEFINED 1 1900 MC DONALDS CORP EQUITY 580135101 1651 44180 SH DEFINED 1 44180 MC DONALDS CORP EQUITY 580135101 6367 169500 SH DEFINED 2 169500 MCGRAW HILL CORP EQUITY 580645109 382 8400 SH DEFINED 1 8400 MCKESSON HBOC EQUITY 58155Q103 187 8894 SH DEFINED 1 8894 MCLEODUSA INC EQUITY 582266102 3655 43100 SH DEFINED 2 43100 MEAD CORP EQUITY 582834107 122 3500 SH DEFINED 1 3500 MECH FINANCIAL EQUITY 583492103 300 9000 SH DEFINED 4 9000 MEDAREX INC EQUITY 583916101 1759 35000 SH DEFINED 2 35000 MEDIA GEN INC EQUITY 584404107 126 2400 SH DEFINED 1 2400 MEDIAONE GROUP EQUITY 58440J104 26617 328600 SH DEFINED 1 328600 MEDIAONE GROUP EQUITY 58440J104 2179 26900 SH DEFINED 2 26900 MEDICAL MANAGER EQUITY 58461U103 74 2100 SH DEFINED 2 2100 MEDICIS PHARMACEUTICAL EQUITY 584690309 53650 1341250 SH DEFINED 3 1313450 27800 MEDIMMUNE INC EQUITY 584699102 1114 6400 SH DEFINED 1 6400 MEDIMMUNE INC EQUITY 584699102 24560 141050 SH DEFINED 2 141050 MEDQUIST INC EQUITY 584949101 218 8000 SH DEFINED 2 8000 MEDTRONIC INC EQUITY 585055106 9439 183500 SH DEFINED 1 183500 MEDTRONIC INC EQUITY 585055106 1162 22600 SH DEFINED 2 22600 MELLON FINANCIAL EQUITY 58551A108 530 17800 SH DEFINED 1 17800 MELLON FINANCIAL EQUITY 58551A108 2935 99500 SH DEFINED 2 99500 MENS WEARHOUSE EQUITY 587118100 113 3800 SH DEFINED 2 3800 MENTOR GRAPHICS EQUITY 587200106 85 5600 SH DEFINED 1 5600 MENTOR GRAPHICS EQUITY 587200106 327 21600 SH DEFINED 2 21600 MERCANTILE BANKSHARES EQUITY 587405101 241 7900 SH DEFINED 1 7900 MERCK & CO EQUITY 589331107 4812 77450 SH DEFINED 1 77450 MERCK & CO EQUITY 589331107 10161 162365 SH DEFINED 2 162365 MERCURY INTERACTIVE EQUITY 589405109 1910 24100 SH DEFINED 2 24100 MERCURY INTERACTIVE EQUITY 589405109 33499 422700 SH DEFINED 3 405700 17000 MEREDITH CORP EQUITY 589433101 44 1600 SH DEFINED 1 1600 MERISTAR HOSPITALITY EQUITY 58984y103 5372 308100 SH DEFINED 3 264600 43500

26 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- MERITOR AUTOMOTIVE EQUITY 59000G100 98 6199 SH DEFINED 1 6199 MERIX CORP COM EQUITY 590049102 2718 116900 SH DEFINED 3 116900 MERRILL LYNCH & CO EQUITY 590188108 1197 11400 SH DEFINED 1 11400 MERRILL LYNCH & CO EQUITY 590188108 14175 135000 SH DEFINED 2 135000 METAMOR WORLDWIDE EQUITY 59133P100 113 4000 SH DEFINED 4 4000 METASOLV SOFTWARE EQUITY 591393103 2067 35000 SH DEFINED 3 35000 METHODE ELECTRS EQUITY 591520200 26422 523200 SH DEFINED 3 511800 11400 METRICOM INC EQUITY 591596101 1623 35000 SH DEFINED 1 35000 METRIS COS INC EQUITY 591598107 105973 2725998 SH DEFINED 3 2638862 87136 METRETEK TECHN EQUITY 59159Q115 355 45100 SH DEFINED 4 45100 METROMEDIA FIBER NETWRK EQUITY 591689104 3366 34810 SH DEFINED 2 34810 METTLER-TOLEDO INTL EQUITY 592688105 20159 492433 SH DEFINED 1 492433 MIAMI COMPUTER SUPPLY EQUITY 593261100 2027 64600 SH DEFINED 3 64600 MICHAELS STORES INC EQUITY 594087108 2738 67200 SH DEFINED 3 67200 MICHAELS STORES INC EQUITY 594087AC2 669 600000 SH DEFINED 3 600000 MICHAELS STORES INC CORPBOND 594087AC2 6136 5503000 PRN DEFINED 4 5503000 MICROSOFT CORP EQUITY 594918104 62878 591790 SH DEFINED 1 591790 MICROSOFT CORP EQUITY 594918104 125744 1184243 SH DEFINED 2 1184243 MICROCHIP TECH EQUITY 595017104 473 7200 SH DEFINED 1 7200 MICROCELL TELECOM EQUITY 59501T304 595 13400 SH DEFINED 2 13400 MICROMUSE INC EQUITY 595094103 6496 46800 SH DEFINED 2 46800 MICRON TECHNOLOGY EQUITY 595112103 932 7400 SH DEFINED 1 7400 MICRON TECHNOLOGY EQUITY 595112103 441 3500 SH DEFINED 2 3500 MID ATLANTIC RLTY TR CORPBOND 595232AA7 1321 1500000 PRN DEFINED 4 1500000 MIDCOAST ENERGY RES EQUITY 59563W104 3218 190000 SH DEFINED 3 190000 MILACRON INC EQUITY 598709103 17 1200 SH DEFINED 1 1200 MILLENNIUM PHARM EQUITY 599902103 558 4300 SH DEFINED 1 4300 MILLENNIUM PHARM EQUITY 599902103 7325 56400 SH DEFINED 2 56400 MILLER HERMAN EQUITY 600544100 204 7300 SH DEFINED 1 7300 MILLIPORE CORP EQUITY 601073109 79 1400 SH DEFINED 1 1400 MILLIPORE CORP EQUITY 601073109 559 9900 SH DEFINED 2 9900 MILLIPORE CORP EQUITY 601073109 79707 1412300 SH DEFINED 3 1358900 53400 MILLS CORP COM EQUITY 601148109 2700 150000 SH DEFINED 3 150000 MINERALS TECHN EQUITY 603158106 89 2000 SH DEFINED 1 2000 MINERALS TECHN EQUITY 603158106 49 1100 SH DEFINED 2 1100 MINIMED INC EQUITY 60365K108 376 2900 SH DEFINED 1 2900 MINNESOTA MINING&MFG EQUITY 604059105 1187 13400 SH DEFINED 1 13400 MINNESOTA MINING&MFG EQUITY 604059105 6981 78827 SH DEFINED 2 78827 MINNESOTA POWER EQUITY 604110106 108 6500 SH DEFINED 1 6500 MIRAGE RESORTS EQUITY 60462E104 120 6200 SH DEFINED 1 6200 MIRAGE RESORTS EQUITY 60462E104 52 2548 SH DEFINED 2 2548 MISSION CRITICAL SOFTWARE EQUITY 605047109 3588 58700 SH DEFINED 2 58700 MITCHELL ENERGY & DEV EQUITY 606592301 176 8000 SH DEFINED 2 8000 MITEL CORP EQUITY 606711109 1474 60000 SH DEFINED 2 60000 MOBILE MINI EQUITY 60740F105 2931 150300 SH DEFINED 2 150300 MOBILE MINI EQUITY 60740F105 10702 548800 SH DEFINED 3 548800 MODINE MFG CO EQUITY 607828100 63 2500 SH DEFINED 1 2500 MODIS PROF SVCS EQUITY 607830106 104 8400 SH DEFINED 1 8400 MODIS PROF SVCS EQUITY 607830106 173 14000 SH DEFINED 4 14000 MOHAWK INDUSTRIES EQUITY 608190104 125 5600 SH DEFINED 1 5600 MOLECULAR DEVICES EQUITY 60851C107 384 5000 SH DEFINED 2 5000 MOLEX INC EQUITY 608554101 353 6000 SH DEFINED 1 6000 MOLEX INC EQUITY 608554101 1206 22671 SH DEFINED 2 22671 MONSANTO CO EQUITY 611662107 18509 359400 SH DEFINED 1 359400 MONSANTO CO EQUITY 611662107 249 5000 SH DEFINED 4 5000 MONTANA POWER EQUITY 612085100 653 10200 SH DEFINED 1 10200 MORGAN J P EQUITY 616880100 751 5700 SH DEFINED 1 5700 MORGAN J P EQUITY 616880100 2849 21625 SH DEFINED 2 21625 MORGAN STANLEY DW INDIA EQUITY 617446448 3081 37180 SH DEFINED 1 37180 MORGAN STANLEY DW INDIA EQUITY 617446448 94590 1161053 SH DEFINED 2 1161053 MORGAN STANLEY ASIA PAC EQUITY 61744U106 218 20000 SH DEFINED 2 20000 MORGAN STANLEY DW INDIA EQUITY 61745C105 2267 171900 SH DEFINED 1 171900

27 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- MOTOROLA INC EQUITY 620076109 24668 168959 SH DEFINED 1 168959 MOTOROLA INC EQUITY 620076109 29274 206742 SH DEFINED 2 206742 MOTOROLA INC CORPBOND 620076AJ8 9237 5660000 PRN DEFINED 4 5660000 MURPHY OIL CORP EQUITY 626717102 236 4100 SH DEFINED 1 4100 MURPHY OIL CORP EQUITY 626717102 202 3500 SH DEFINED 2 3500 MYLAN LABS EQUITY 628530107 325 11800 SH DEFINED 1 11800 MYLAN LABS EQUITY 628530107 487 17700 SH DEFINED 2 17700 MYRIAD GENETICS EQUITY 62855J104 7158 118800 SH DEFINED 2 118800 MYPOINTS COM EQUITY 62855T102 327 12200 SH DEFINED 2 12200 NCH CORP EQUITY 628850109 27 600 SH DEFINED 1 600 NCO GROUP EQUITY 628858102 73 2300 SH DEFINED 1 2300 NCR COR EQUITY 62886E108 106 2650 SH DEFINED 1 2650 NTL INC EQUITY 629407107 47377 510460 SH DEFINED 2 510460 NABISCO HLDGS EQUITY 629526104 657 20400 SH DEFINED 2 20400 NABISCO GROUP EQUITY 62952P102 131 10900 SH DEFINED 1 10900 NABORS INDS INC EQUITY 629568106 508 13100 SH DEFINED 1 13100 NABORS INDS INC EQUITY 629568106 12505 322200 SH DEFINED 2 322200 NABORS INDS INC EQUITY 629568106 29416 757900 SH DEFINED 3 718300 39600 NACCO INDS EQUITY 629579103 14 300 SH DEFINED 1 300 NANOGEN INC EQUITY 630075109 11900 350000 SH DEFINED 1 350000 NATIONAL AUSTRALIA BK EQUITY 632525309 30682 1278400 SH DEFINED 4 1278400 NATIONAL BK OF GR EQUITY 633643408 709 51820 SH DEFINED 1 51820 NATIONAL CITY CORP EQUITY 635405103 421 20400 SH DEFINED 1 20400 NATIONAL CITY CORP EQUITY 635405103 446 21600 SH DEFINED 2 21600 NATL COMMERCE BANCORP EQUITY 635449101 179 9700 SH DEFINED 1 9700 NATIONAL DATA EQUITY 635621105 218 8400 SH DEFINED 2 8400 NATIONAL EQUIPMENT EQUITY 635847106 469 75000 SH DEFINED 1 75000 NATIONAL FUEL GAS EQUITY 636180101 156 3500 SH DEFINED 1 3500 NATIONAL FUEL GAS EQUITY 636180101 111 2500 SH DEFINED 2 2500 NATIONAL INSTRS EQUITY 636518102 1402 29875 SH DEFINED 2 29875 NATIONAL OILWELL EQUITY 637071101 3088 100000 SH DEFINED 2 100000 NATIONAL OILWELL EQUITY 637071101 54359 1760600 SH DEFINED 3 1723400 37200 NATIONAL PRESTO INDS EQUITY 637215104 1374 42100 SH DEFINED 2 42100 NATIONAL SEMICONDUCTOR EQUITY 637640103 298 4900 SH DEFINED 1 4900 NATIONAL SEMICONDUCTOR EQUITY 637640103 2843 46900 SH DEFINED 2 46900 NATIONAL SVC INDS EQUITY 637657107 25 1200 SH DEFINED 1 1200 NATIONAL SVC INDS EQUITY 637657107 2011 95494 SH DEFINED 2 95494 NATIONWIDE HEALTH PPTY EQUITY 638620104 13436 1287300 SH DEFINED 3 1101500 185800 NATURAL MICROSYS EQUITY 638882100 2118 24700 SH DEFINED 2 24700 NAVISTAR INTL EQUITY 63934E108 92 2300 SH DEFINED 1 2300 NAVIGANT CONSULTING EQUITY 63935N107 41 3700 SH DEFINED 1 3700 NEIMAN MARCUS GRP EQUITY 640204202 128 4600 SH DEFINED 1 4600 NEIMAN MARCUS GRP EQUITY 640204301 193 7000 SH DEFINED 4 7000 NEOFORMA COM INC EQUITY 640475109 216 13200 SH DEFINED 2 13200 NEOWARE SYSTEMS EQUITY 64065P110 543 241200 SH DEFINED 4 241200 NETWORKS ASSOC EQUITY 640938106 416 12900 SH DEFINED 1 12900 NETWORKS ASSOC EQUITY 640938106 1838 57000 SH DEFINED 2 57000 NET GENESIS CORP EQUITY 64107E107 1343 30000 SH DEFINED 3 30000 NET PERCEPTIONS EQUITY 64107U101 15621 422900 SH DEFINED 3 413800 9100 NETCENTIVES EQUITY 64108P101 6060 202000 SH DEFINED 3 202000 NETOPIA INC EQUITY 64114K104 6690 93000 SH DEFINED 2 93000 NETRO CORP EQUITY 64114R109 2900 44600 SH DEFINED 2 44600 NETSOLVE INC EQUITY 64115J106 2741 85000 SH DEFINED 3 85000 NETSCOUT SYS INC EQUITY 64115T104 4983 297500 SH DEFINED 3 297500 NETOPTIX CORP EQUITY 64116F103 257 1500 SH DEFINED 4 1500 NETWORK APPLIANCE EQUITY 64120L104 761 9200 SH DEFINED 1 9200 NETWORK APPLIANCE EQUITY 64120L104 11535 139400 SH DEFINED 2 139400 NETWORK SOLUTIONS EQUITY 64121Q102 630 4100 SH DEFINED 2 4100 NETWORK SOLUTIONS EQUITY 64121Q102 24684 160596 SH DEFINED 3 152696 7900 NEW CENTURY ENERGIES EQUITY 64352U103 111 3700 SH DEFINED 1 3700 NEW ERA OF NETWORKS EQUITY 644312100 1982 50500 SH DEFINED 2 50500 NEW PLAN EXCEL RLTY TR EQUITY 648053106 5781 420400 SH DEFINED 3 339700 80700

28 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- NEW YORK TIMES EQUITY 650111107 275 6400 SH DEFINED 1 6400 NEWBRIDGE NETWORKS EQUITY 650901101 52 1600 SH DEFINED 2 1600 NEWELL RUBBERMAID EQUITY 651229106 230 9288 SH DEFINED 1 9288 NEWELL RUBBERMAID EQUITY 651229106 2734 110205 SH DEFINED 2 110205 NEWELL RUBBERMAID EQUITY 651229106 189 7600 SH DEFINED 4 7600 NEWMONT MINING EQUITY 651639106 118 5273 SH DEFINED 1 5273 NEWPORT NEWS SHIPBDG EQUITY 652228107 94 3100 SH DEFINED 1 3100 NEWS CORP LTD EQUITY 652487802 1892 39630 SH DEFINED 2 39630 NEXTCARD INC EQUITY 65332K107 58 3800 SH DEFINED 2 3800 NEXTEL COMMS EQUITY 65332V103 1483 10000 SH DEFINED 1 10000 NEXTEL COMMS EQUITY 65332V103 3232 21800 SH DEFINED 2 21800 NEXTEL PARTNERS EQUITY 65333F107 1450 50000 SH DEFINED 1 50000 NEXTEL PARTNERS EQUITY 65333F107 754 26000 SH DEFINED 2 26000 NEXTLINK COMMS EQUITY 65333H707 1633 13200 SH DEFINED 2 13200 NIAGARA MOHAWK EQUITY 653520106 63 4700 SH DEFINED 1 4700 NICOR INC EQUITY 654086107 53 1600 SH DEFINED 1 1600 NIKE INC CL B EQUITY 654106103 380 9600 SH DEFINED 1 9600 NIKE INC CL B EQUITY 654106103 233 5375 SH DEFINED 2 5375 99 CENTS ONLY STORES EQUITY 65440K106 44031 1121803 SH DEFINED 3 1059774 62029 NIPPON TELEG &TEL EQUITY 654624105 678 8600 SH DEFINED 2 8600 NISOURCE INC EQUITY 65473P105 197 11700 SH DEFINED 1 11700 NOBLE AFFILIATES EQUITY 654894104 167 5100 SH DEFINED 1 5100 NOBLE AFFILIATES EQUITY 654894104 359 10940 SH DEFINED 2 10940 NOKIA CORP EQUITY 654902204 40154 192880 SH DEFINED 2 192880 NOBLE DRILLING EQUITY 655042109 505 12200 SH DEFINED 1 12200 NOBLE DRILLING EQUITY 655042109 5636 136000 SH DEFINED 2 136000 NORDSON CORP EQUITY 655663102 74 1600 SH DEFINED 1 1600 NORDSON CORP EQUITY 655663102 825 17900 SH DEFINED 2 17900 NORDSTROM INC. EQUITY 655664100 156 5300 SH DEFINED 1 5300 NORFOLK SOUTHN EQUITY 655844108 180 12600 SH DEFINED 1 12600 NORFOLK SOUTHN EQUITY 655844108 2037 141719 SH DEFINED 2 141719 NORTEL NETWORKS EQUITY 656569100 27609 218910 SH DEFINED 1 218910 NORTEL NETWORKS EQUITY 656569100 13860 110000 SH DEFINED 2 110000 NORTH AMER VACCINE CORPBOND 657201AA7 678 1130000 PRN DEFINED 4 1130000 NORTH FORK BANCORP EQUITY 659424105 291 16300 SH DEFINED 1 16300 NORTH FORK BANCORP EQUITY 659424105 254 14200 SH DEFINED 2 14200 NORTHEAST UTILS EQUITY 664397106 290 13500 SH DEFINED 1 13500 NORTHERN ST PWR EQUITY 665772109 95 4800 SH DEFINED 1 4800 NORTHERN TRUST EQUITY 665859104 459 6800 SH DEFINED 1 6800 NORTHROP GRUMMAN EQUITY 666807102 101 1900 SH DEFINED 1 1900 NORTHWAY FINANCIAL EQUITY 667270102 945 45010 SH DEFINED 1 45010 NORTHWEST NAT GAS EQUITY 667655104 41 2100 SH DEFINED 1 2100 NORTHWEST NAT GAS EQUITY 667655104 207 10600 SH DEFINED 2 10600 NOVA CORP EQUITY 669784100 195 6700 SH DEFINED 1 6700 NOVA CORP EQUITY 669784100 984 33800 SH DEFINED 2 33800 NOVA CORP EQUITY 669784100 83771 2876264 SH DEFINED 3 2775758 100506 NU HORIZONS ELECTRS EQUITY 669908105 1106 50000 SH DEFINED 2 50000 NOVELL INC EQUITY 670006105 332 11600 SH DEFINED 1 11600 NOVELL INC EQUITY 670006105 1010 35300 SH DEFINED 2 35300 NOVELLUS SYSTEMS EQUITY 670008101 629 11200 SH DEFINED 1 11200 NOVELLUS SYSTEMS EQUITY 670008101 2761 49200 SH DEFINED 2 49200 NSTAR EQUITY 67019E107 248 5900 SH DEFINED 1 5900 NUCOR CORP EQUITY 670346105 145 2900 SH DEFINED 1 2900 NUEVO GRUPO IUSACELL EQUITY 670512102 2379 117458 SH DEFINED 1 117458 NVIDIA CORP EQUITY 67066G104 245 2900 SH DEFINED 1 2900 O CHARLEYS INC EQUITY 670823103 2137 164400 SH DEFINED 3 164400 ODS NETWORKS INC EQUITY 67082N109 4766 198600 SH DEFINED 3 198600 OGE ENERGY CORP EQUITY 670837103 134 7000 SH DEFINED 1 7000 OAKLEY INC EQUITY 673662102 2476 233000 SH DEFINED 2 233000 OCCIDENTAL PETRO EQUITY 674599105 224 10800 SH DEFINED 1 10800 OCEAN ENERGY CORP EQUITY 67481E106 226 15700 SH DEFINED 1 15700 OCEAN ENERGY CORP EQUITY 67481E106 522 36300 SH DEFINED 2 36300

29 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- OFFICE DEPOT INC EQUITY 676220106 132 11400 SH DEFINED 1 11400 OFFICEMAX INC EQUITY 67622M108 70 10700 SH DEFINED 1 10700 OFFICEMAX INC EQUITY 67622M108 170 26100 SH DEFINED 4 26100 OFFSHORE LOGISTICS EQUITY 676255102 656 47300 SH DEFINED 2 47300 OGDEN CORP EQUITY 676346109 53 4400 SH DEFINED 1 4400 OHIO CASUALTY EQUITY 677240103 102 5700 SH DEFINED 1 5700 OLD KENT FINANCIAL EQUITY 679833103 122 3800 SH DEFINED 1 3800 OLD REP INTL CORP EQUITY 680223104 507 36880 SH DEFINED 2 36880 OLD REP INTL CORP EQUITY 680223104 584 42500 SH DEFINED 1 42500 OLIN CORP EQUITY 680665205 75 4200 SH DEFINED 1 4200 OMNICARE INC EQUITY 681904108 103 8500 SH DEFINED 1 8500 OMNICARE INC EQUITY 681904108 841 69700 SH DEFINED 2 69700 OMNICOM GROUP EQUITY 681919106 468 5000 SH DEFINED 1 5000 OMNICOM GROUP EQUITY 681919106 579 6200 SH DEFINED 2 6200 OMNICOM GROUP INC CORPBOND 681919AE6 137093 46086000 PRN DEFINED 4 46086000 OMEGA HEALTHCARE INV CORPBOND 681936AG5 2014 2685000 PRN DEFINED 4 2685000 ON ASSIGNMENT EQUITY 682159108 1629 36200 SH DEFINED 2 36200 ONEOK EQUITY 682680103 19 750 SH DEFINED 1 750 ONYX SOFTWARE EQUITY 683402101 1275 40000 SH DEFINED 2 40000 VIMPEL COMMS EQUITY 68370R1095 119 2818 SH DEFINED 1 2818 ORACLE CORP EQUITY 68389X105 40503 518850 SH DEFINED 1 518850 ORACLE CORP EQUITY 68389X105 6122 78425 SH DEFINED 2 78425 ORACLE CORP EQUITY 68389X105 1639 21000 SH DEFINED 3 21000 ORAPHARMA INC EQUITY 68554E106 2960 160000 SH DEFINED 3 160000 O REILLY AUTOMOTIVE EQUITY 686091109 251 17700 SH DEFINED 2 17700 OSHKOSH TRUCK EQUITY 688239201 3140 101100 SH DEFINED 2 101100 OUTBACK STEAKHOUSE EQUITY 689899102 215 6700 SH DEFINED 1 6700 OUTBACK STEAKHOUSE EQUITY 689899102 1484 46300 SH DEFINED 2 46300 OVERSEAS SHIPHLDG EQUITY 690368105 71 3100 SH DEFINED 1 3100 OWENS CORNING EQUITY 69073F103 35 1800 SH DEFINED 1 1800 OWENS-ILLINOIS INC EQUITY 690768403 76 4500 SH DEFINED 1 4500 OXFORD HEALTH PLANS EQUITY 691471106 113 7400 SH DEFINED 1 7400 PC HOLDINGS SA EQUITY 693200107 945 55177 SH DEFINED 1 55177 P COM INC EQUITY 693262107 2923 158000 SH DEFINED 2 158000 PECO ENERGY CO EQUITY 693304107 258 7000 SH DEFINED 1 7000 PECO ENERGY CO EQUITY 693304107 3817 103500 SH DEFINED 2 103500 P G & E CORP EQUITY 69331C108 296 14100 SH DEFINED 1 14100 PE CORP-PE BIOSYS EQUITY 69332S102 907 9400 SH DEFINED 1 9400 PE CORP-PE BIOSYS EQUITY 69332S102 4058 42050 SH DEFINED 2 42050 PE CORP EQUITY 69332S201 1831 20000 SH DEFINED 2 20000 PE CORP EQUITY 69332S201 1290 14000 SH DEFINED 3 14000 PMC SIERRA INC EQUITY 69344F106 9003 44200 SH DEFINED 2 44200 PMI GROUP INC EQUITY 69344M101 228 4800 SH DEFINED 1 4800 PMI GROUP INC EQUITY 69344M101 109 2300 SH DEFINED 4 2300 PNC FINANCIAL SVCS EQUITY 693475105 478 10600 SH DEFINED 1 10600 PPG INDUSTRIES INC EQUITY 693506107 324 6200 SH DEFINED 1 6200 PPL CORP EQUITY 69351T106 103 4900 SH DEFINED 1 4900 PS BUSINESS PKS EQUITY 69360J107 3612 177300 SH DEFINED 3 152200 25100 PSS WORLD MEDICAL EQUITY 69366A100 40 5900 SH DEFINED 1 5900 PACCAR INC EQUITY 693718108 115 2300 SH DEFINED 1 2300 PACIFIC CENTURY FINL EQUITY 694058108 144 7100 SH DEFINED 1 7100 PACIFICARE HEALTH SYS EQUITY 695112102 215 4304 SH DEFINED 1 4304 PACKAGING CORP AMER EQUITY 695156109 66 6300 SH DEFINED 2 6300 PACTIV CORPORATION EQUITY 695257105 50 5800 SH DEFINED 1 5800 PAINE WEBBER GRP EQUITY 695629105 202 4600 SH DEFINED 1 4600 PAINE WEBBER GRP EQUITY 695629105 3520 80000 SH DEFINED 2 80000 PALL CORP EQUITY 696429307 90 4000 SH DEFINED 1 4000 PALL CORP EQUITY 696429307 193 8600 SH DEFINED 2 8600 PALM INC EQUITY 696642107 112 2500 SH DEFINED 4 2500 PANAMSAT CORP EQUITY 697933109 2424 49400 SH DEFINED 2 49400 PAPA JOHN'S INTL EQUITY 698813102 86 2600 SH DEFINED 1 2600 PARAMETRIC TECHN EQUITY 699173100 185 8800 SH DEFINED 1 8800

30 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- PARAMETRIC TECHN EQUITY 699173100 891 42300 SH DEFINED 2 42300 PAREXEL INTL EQUITY 699462107 1699 180000 SH DEFINED 2 180000 PARK PLACE ENTRTNMNT EQUITY 700690100 327 28300 SH DEFINED 1 28300 PARKER HANNIFAN EQUITY 701094104 151 3650 SH DEFINED 1 3650 PARKWAY PPTYS INC EQUITY 70159Q104 147 5000 SH DEFINED 2 5000 PARKWAY PPTYS INC EQUITY 70159Q104 5664 192400 SH DEFINED 3 164000 28400 PARTNER COMM EQUITY 70211M109 165 9910 SH DEFINED 2 9910 PATINA OIL & GAS EQUITY 703224113 157 52200 SH DEFINED 4 52200 PATTERSON ENERGY EQUITY 703414102 4636 146000 SH DEFINED 2 146000 PATTERSON ENERGY EQUITY 703414102 12659 398700 SH DEFINED 3 387700 11000 PAYCHEX INC EQUITY 704326107 422 8050 SH DEFINED 1 8050 PAYCHEX INC EQUITY 704326107 5159 98500 SH DEFINED 2 98500 PAYCHEX INC EQUITY 704326107 95238 1818393 SH DEFINED 3 1744995 73398 PAYLESS SHOESOURCE EQUITY 704379106 156 3000 SH DEFINED 1 3000 PAYLESS SHOESOURCE EQUITY 704379106 312 6000 SH DEFINED 2 6000 PEGASUS COMMS EQUITY 705904100 16651 118300 SH DEFINED 2 118300 PENN TREATY AMER CORPBOND 707874AC7 1990 2519000 PRN DEFINED 4 2519000 J.C. PENNEY & CO EQUITY 708160106 137 9200 SH DEFINED 1 9200 PENZOIL-QUAKER STATE EQUITY 709323109 73 6999 SH DEFINED 1 6999 PENZOIL-QUAKER STATE EQUITY 709323109 145 13900 SH DEFINED 2 13900 PENTAIR INC EQUITY 709631105 163 4400 SH DEFINED 1 4400 PENTAIR INC EQUITY 709631105 504 13600 SH DEFINED 2 13600 PEOPLES ENERGY EQUITY 711030106 33 1200 SH DEFINED 1 1200 PEOPLES HERITAGE FINL GRP EQUITY 711147108 330 22000 SH DEFINED 2 22000 PEOPLESOFT INC EQUITY 712713106 158 7900 SH DEFINED 1 7900 PEPSI-GEMEX SA EQUITY 713435105 675 124100 SH DEFINED 1 124100 PEPSICO INC EQUITY 713448108 1747 50100 SH DEFINED 1 50100 PEPSICO INC EQUITY 713448108 1338 38700 SH DEFINED 2 38700 PEREGRINE SYS EQUITY 71366Q101 6418 95700 SH DEFINED 2 95700 PERICOM SEMICONDUCTOR EQUITY 713831105 1784 50000 SH DEFINED 2 50000 PERINI CORP EQUITY 713839108 20882 4705882 SH DEFINED 1 4705882 PERKINELMER INC EQUITY 714046109 86 1300 SH DEFINED 1 1300 PERKINELMER INC EQUITY 714046109 698 10500 SH DEFINED 2 10500 PERKINELMER INC EQUITY 714046109 7767 116800 SH DEFINED 3 105000 11800 PERRIGO CO EQUITY 714290103 50 6600 SH DEFINED 1 6600 PHARMACIA & UPJOHN EQUITY 716941109 3879 65200 SH DEFINED 1 65200 PHARMACIA & UPJOHN EQUITY 716941109 912 15400 SH DEFINED 2 15400 PFIZER INC EQUITY 717081103 4512 123400 SH DEFINED 1 123400 PFIZER INC EQUITY 717081103 12314 335175 SH DEFINED 2 335175 PHARMACOPEIA EQUITY 71713B104 1377 28100 SH DEFINED 2 28100 PHARMACOPEIA EQUITY 71713B104 15175 309700 SH DEFINED 3 301400 8300 PHELPS DODGE EQUITY 717265102 141 2980 SH DEFINED 1 2980 PHELPS DODGE EQUITY 717265102 290 6100 SH DEFINED 2 6100 PHILIP MORRIS COS EQUITY 718154107 1641 77700 SH DEFINED 1 77700 PHILIP MORRIS COS EQUITY 718154107 3189 150950 SH DEFINED 2 150950 PHILIP MORRIS COS EQUITY 718154107 505 25000 SH DEFINED 4 25000 PHILIPPINE LONG DIST TEL EQUITY 718252703 41920 1007000 SH DEFINED 4 1007000 PHILIPS INTL RLTY EQUITY 718333107 3827 230200 SH DEFINED 3 196400 33800 PHILLIPS PETRO EQUITY 718507106 387 8370 SH DEFINED 1 8370 PHOENIX INV PARTN CORPBOND 719085AA0 6292 5969000 PRN DEFINED 4 5969000 PHONE COM EQUITY 71920Q100 1949 11950 SH DEFINED 2 11950 PHOTRONICS CORPBOND 719405AA0 2429 1879000 PRN DEFINED 4 1879000 PIER 1 IMPORTS INC EQUITY 720279108 487 47500 SH DEFINED 2 47500 PINNACLE HLDGS EQUITY 72346N101 436 7900 SH DEFINED 2 7900 PINNACLE HLDGS EQUITY 72346N101 5966 111000 SH DEFINED 3 95600 15400 PINNACLE WEST CAP EQUITY 723484101 4256 151000 SH DEFINED 1 151000 PINNACLE WEST CAP EQUITY 723484101 200 7100 SH DEFINED 2 7100 PIONEER NAT RES EQUITY 723787107 97 9200 SH DEFINED 1 9200 PITNEY BOWES INC EQUITY 724479100 420 9400 SH DEFINED 1 9400 PITNEY BOWES INC EQUITY 724479100 2998 67089 SH DEFINED 2 67089 PITTSTON BRINKS GRP EQUITY 725701106 82 4800 SH DEFINED 1 4800 PITTSTON BRINKS GRP EQUITY 725701106 106 6226 SH DEFINED 2 6226

31 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- PLACER DOME INC EQUITY 725906101 77 9500 SH DEFINED 1 9500 PLUM CREEK TIMBER EQUITY 729251108 419 17000 SH DEFINED 2 17000 POGO PRODUCING EQUITY 730448107 1685 59000 SH DEFINED 2 59000 POGO PRODUCING EQUITY 730448107 68013 2381200 SH DEFINED 3 2336100 45100 POGO PRODUCING CORPBOND 730448AE7 1490 1700000 PRN DEFINED 4 1700000 POGO TR I EQUITY 73044P208 1599 24500 SH DEFINED 4 24500 POHANG IRN & STL EQUITY 730450103 550 20000 SH DEFINED 1 20000 POHANG IRN & STL EQUITY 730450103 186 6751 SH DEFINED 2 6751 POLARIS INDS INC EQUITY 731068102 69 2300 SH DEFINED 2 2300 POLAROID CORP EQUITY 731095105 36 1500 SH DEFINED 1 1500 POLAROID CORP EQUITY 731095105 147 6200 SH DEFINED 2 6200 POLAROID CORP EQUITY 731095105 204 8600 SH DEFINED 4 8600 POLICY MGT SYS EQUITY 731108106 38 3200 SH DEFINED 1 3200 POLYCOM INC EQUITY 73172K104 238 3000 SH DEFINED 1 3000 POLYCOM INC EQUITY 73172K104 2186 27600 SH DEFINED 2 27600 PORTAL SOFTWARE EQUITY 736126103 3695 64900 SH DEFINED 2 64900 POST PPTYS INC EQUITY 737464107 18572 460700 SH DEFINED 3 406900 53800 POTLATCH CORP EQUITY 737628107 34 800 SH DEFINED 1 800 POTOMAC ELEC PWR EQUITY 737679100 244 10800 SH DEFINED 1 10800 POWER INTERIGATIONS EQUITY 739276103 17 678 SH DEFINED 1 678 POWER ONE INC EQUITY 739308104 1322 21900 SH DEFINED 2 21900 POWERWAVE TECHN EQUITY 739363109 250 2000 SH DEFINED 1 2000 POWERWAVE TECHN EQUITY 739363109 6200 49600 SH DEFINED 2 49600 PRAXAIR INC EQUITY 74005P104 14257 342500 SH DEFINED 1 342500 PRAXAIR INC EQUITY 74005P104 1061 25500 SH DEFINED 2 25500 PRECISION CASTPARTS EQUITY 740189105 84 2300 SH DEFINED 1 2300 PRECISION CASTPARTS EQUITY 740189105 175 4800 SH DEFINED 2 4800 PRECISION DRILLING EQUITY 74022D100 8324 249400 SH DEFINED 2 249400 PREMIER PARKS INC EQUITY 740540208 151 7200 SH DEFINED 1 7200 PREMIER PARKS INC EQUITY 740540208 802 38200 SH DEFINED 2 38200 PRENTISS PPTYS TR EQUITY 740706106 268 12000 SH DEFINED 2 12000 PRENTISS PPTYS TR EQUITY 740706106 982 44000 SH DEFINED 3 44000 PRICE T ROWE & ASSOC EQUITY 741477103 134 3400 SH DEFINED 1 3400 PRICELINE COM INC EQUITY 741503106 279 3600 SH DEFINED 2 3600 PRIMUS KNOWLEDGE SOLUTIONS EQUITY 74163Q100 1049 12200 SH DEFINED 2 12200 PRIME HOSPITALITY EQUITY 741917108 70 9600 SH DEFINED 2 9600 PRINCETON VIDEO IMAGE EQUITY 742476104 525 75000 SH DEFINED 1 75000 PROCTER AND GAMBLE EQUITY 742718109 2458 43500 SH DEFINED 1 43500 PROFESSIONAL DETAILING EQUITY 74312N107 8695 347800 SH DEFINED 3 347800 PROFIT RECOVERY GRP EQUITY 743168106 91 4900 SH DEFINED 2 4900 PROFIT RECOVERY GRP EQUITY 743168106 32414 1752099 SH DEFINED 3 1713049 39050 PROGRESSIVE CORP EQUITY 743315103 2892 38020 SH DEFINED 1 38020 PROGRESSIVE CORP EQUITY 743315103 1080 14200 SH DEFINED 2 14200 PROJECT SOFTWARE & DEV EQUITY 74339P101 622 11000 SH DEFINED 2 11000 PROLOGIS TR SH BEN INT EQUITY 743410102 30188 1568220 SH DEFINED 3 1340410 227810 PROLOGIS TRUST EQUITY 743410300 29504 1195450 SH DEFINED 4 1195450 PROTECTION ONE ALARM CORPBOND 743659AL8 3166 9045000 PRN DEFINED 1 9045000 PROTECTIVE LIFE EQUITY 743674103 191 6000 SH DEFINED 1 6000 PROTECTIVE LIFE EQUITY 743674103 352 11100 SH DEFINED 2 11100 PROTEIN DESIGN LABS CORPBOND 74369LAA1 4518 6500000 PRN DEFINED 4 6500000 PROVIDENT FINL GRP EQUITY 743866105 157 4600 SH DEFINED 1 4600 PROVINCE HEALTHCARE EQUITY 743977100 6627 231500 SH DEFINED 3 231500 PROVIDIAN FINL CORP EQUITY 74406A102 1217 14050 SH DEFINED 1 14050 PROVIDIAN FINL CORP EQUITY 74406A102 1265 14600 SH DEFINED 2 14600 PROVIDIAN FINL CORP EQUITY 74406A102 9711 112100 SH DEFINED 3 93500 18600 PROXIM INC EQUITY 744284100 4710 36800 SH DEFINED 2 36800 PSINET INC EQUITY 74437C101 276 8100 SH DEFINED 2 8100 PSINET INC CORPBOND 74437C309 38033 615510 PRN DEFINED 4 615510 PUBLIC SVC CO N MEX EQUITY 744499104 57 3600 SH DEFINED 1 3600 PUBLIC SERVICE ENTER EQUITY 744573106 228 7700 SH DEFINED 1 7700 PUBLIC STORAGE INC EQUITY 74460D109 34 1600 SH DEFINED 2 1600 PUBLIC STORAGE INC EQUITY 74460D109 27899 1328512 SH DEFINED 3 1142728 185784

32 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- PUGET SOUND PWR & LT EQUITY 745332106 169 7600 SH DEFINED 1 7600 PULITZER INC EQUITY 745769109 110 2700 SH DEFINED 2 2700 PULTE CORP EQUITY 745867101 29 1400 SH DEFINED 1 1400 PULTE CORP EQUITY 745867101 406 19470 SH DEFINED 2 19470 PUMA TECHNOLOGY EQUITY 745887109 1316 26000 SH DEFINED 2 26000 PURCHASEPRO COM EQUITY 746144104 73 1000 SH DEFINED 2 1000 QLT PHOTOTHERAPEUTICS EQUITY 746927102 6426 116300 SH DEFINED 2 116300 QLT PHOTOTHERAPEUTICS EQUITY 746927102 3265 59100 SH DEFINED 3 49200 9900 QRS CORP EQUITY 74726X105 1452 19300 SH DEFINED 2 19300 QLOGIC CORP EQUITY 747277101 949 7000 SH DEFINED 1 7000 QLOGIC CORP EQUITY 747277101 4729 34900 SH DEFINED 2 34900 QUADRAMED CORP CORPBOND 74730WAC5 298 693000 PRN DEFINED 4 693000 QUAKER OATS EQUITY 747402105 273 4500 SH DEFINED 1 4500 QUALCOMM INC EQUITY 747525103 20811 139380 SH DEFINED 1 139380 QUALCOMM INC EQUITY 747525103 61237 410128 SH DEFINED 2 410128 QUANTUM CORP EQUITY 747906204 184 15400 SH DEFINED 1 15400 QUANTUM CORP EQUITY 747906303 221 19600 SH DEFINED 2 19600 DTL & STORAGE SYS EQUITY 747906AC9 242 3000 SH DEFINED 1 3000 QUESTAR CORP EQUITY 748356102 189 10200 SH DEFINED 1 10200 QUESTRON TECHN CORPBOND 748372117 120 30100 PRN DEFINED 4 30100 QUIKSILVER INC EQUITY 74838C106 193 11000 SH DEFINED 4 11000 QUINENCO SA EQUITY 748718103 315 28000 SH DEFINED 1 28000 QUINTILES TRANSNATL EQUITY 748767100 61 3600 SH DEFINED 1 3600 QUINTILES TRANSNATL CORPBOND 748767AC4 10371 10436000 PRN DEFINED 4 10436000 QUORUM HEALTH GP EQUITY 749084109 61 6100 SH DEFINED 1 6100 QWEST COMMS INTL EQUITY 749121109 50751 1046635 SH DEFINED 2 1046635 R & B FALCON CORP EQUITY 74912E101 3223 163600 SH DEFINED 2 163600 RH DONNELLEY CORP EQUITY 74955W307 107 6300 SH DEFINED 2 6300 RPM INC OHIO EQUITY 749685103 107 9700 SH DEFINED 1 9700 RPM INC OHIO EQUITY 749685103 476 43300 SH DEFINED 2 43300 RF MICRO DEVICES EQUITY 749941100 753 5600 SH DEFINED 2 5600 RADIAN GROUP INC EQUITY 750236101 543 11399 SH DEFINED 2 11399 RADIAN GROUP INC EQUITY 750236101 63222 1327500 SH DEFINED 3 1296500 31000 RADIO ONE INC EQUITY 75040P108 25851 388000 SH DEFINED 3 379200 8800 RADISYS CORP EQUITY 750459109 24 400 SH DEFINED 2 400 RADYNE COMSTREAM EQUITY 750611147 439 24500 SH DEFINED 4 24500 RAILWORKS CORP EQUITY 750789109 3845 379800 SH DEFINED 2 379800 RALCORP HLDGS EQUITY 751028101 128 8800 SH DEFINED 2 8800 RALSTON PURINA GRP EQUITY 751277302 267 9720 SH DEFINED 1 9720 RATIONAL SOFTWARE EQUITY 75409P202 627 8200 SH DEFINED 1 8200 RATIONAL SOFTWARE EQUITY 75409P202 819 10700 SH DEFINED 2 10700 RAYMOND JAMES FINL EQUITY 754730109 1185 57100 SH DEFINED 2 57100 RAYONIER INC EQUITY 754907103 122 2500 SH DEFINED 1 2500 RAYONIER INC EQUITY 754907103 488 10000 SH DEFINED 2 10000 RAYTHEON CO EQUITY 755111408 186 10500 SH DEFINED 1 10500 RAYTHEON CO EQUITY 755111408 1865 105045 SH DEFINED 2 105045 READERS DIGEST ASSN EQUITY 755267101 389 11000 SH DEFINED 1 11000 READERS DIGEST ASSN EQUITY 755267101 608 17200 SH DEFINED 2 17200 REAL NETWORKS INC EQUITY 75605L104 1594 28000 SH DEFINED 2 28000 RECKSON ASSOC RLTY EQUITY 75621K106 17841 951500 SH DEFINED 3 819200 132300 RECKSON ASSOC RLTY EQUITY 75621K205 11601 622700 SH DEFINED 4 622700 RECKSON ASSOC RLTY EQUITY 75621K304 2563 125000 SH DEFINED 3 125000 REEBOK INTL LTD EQUITY 758110100 19 2000 SH DEFINED 1 2000 REGAL BELOIT CORP EQUITY 758750103 126 7200 SH DEFINED 2 7200 REGENCY RLTY EQUITY 758939102 6063 307000 SH DEFINED 3 264100 42900 REGIONS FINL CORP EQUITY 758940100 164 7200 SH DEFINED 1 7200 REGISTER COM INC EQUITY 75914G101 3454 49700 SH DEFINED 3 48000 1700 REINSURANCE GRP AMER EQUITY 759351109 1228 51551 SH DEFINED 2 51551 RELIANT ENERGY EQUITY 75952J108 248 10523 SH DEFINED 1 10523 RELIASTAR FINANCIAL EQUITY 75952U103 298 8800 SH DEFINED 1 8800 RENT-A-CENTER EQUITY 76009N100 1125 75000 SH DEFINED 1 75000 REPUBLIC SEC FINL EQUITY 760758102 171 26000 SH DEFINED 2 26000

33 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- REPUBLIC SVCS INC EQUITY 760759100 396 36200 SH DEFINED 2 36200 RES-CARE INC CORPBOND 760943AC4 799 1251000 PRN DEFINED 4 1251000 REYNOLDS & REYNOLDS EQUITY 761695105 189 7000 SH DEFINED 1 7000 REYNOLDS METALS EQUITY 761763101 147 2200 SH DEFINED 1 2200 REYNOLDS METALS EQUITY 761763101 836 12500 SH DEFINED 2 12500 RJ REYNOLDS TOBACCO EQUITY 76182K105 170 10001 SH DEFINED 1 10001 RHYTHMS NETCONNECTIONS EQUITY 762430205 2268 61600 SH DEFINED 2 61600 RITE AID CORP EQUITY 767754104 47 8300 SH DEFINED 1 8300 RIVIERA HLDGS EQUITY 769627100 3746 525775 SH DEFINED 1 525775 ROBBINS & MYERS CORPBOND 770196AA1 4298 4347000 PRN DEFINED 4 4347000 ROBERT HALF INTL INC EQUITY 770323103 403 8500 SH DEFINED 1 8500 ROBERT HALF INTL INC EQUITY 770323103 688 14500 SH DEFINED 2 14500 ROCKWELL INTL CORP EQUITY 773903109 289 6900 SH DEFINED 1 6900 ROGERS COMMS EQUITY 775109200 340 11400 SH DEFINED 2 11400 ROGERS COMMS CORPBOND 775109AE1 30630 29750000 PRN DEFINED 4 29750000 ROHM & HAAS CO EQUITY 775371107 339 7600 SH DEFINED 1 7600 ROLLINS INC EQUITY 775711104 45 3000 SH DEFINED 1 3000 ROMAC INTL INC EQUITY 775835101 145 16000 SH DEFINED 2 16000 ROPER INDS EQUITY 776696106 139 4100 SH DEFINED 2 4100 ROSS STORES INC EQUITY 778296103 197 8200 SH DEFINED 1 8200 ROSETELCOM EQUITY 7785291078 340 14300 SH DEFINED 1 14300 ROUSE CO EQUITY 779273101 10596 501600 SH DEFINED 3 431900 69700 ROUSE CO EQUITY 779273309 11164 347525 SH DEFINED 4 347525 ROWAN COS INC EQUITY 779382100 88 3000 SH DEFINED 1 3000 ROWAN COS INC EQUITY 779382100 3082 104700 SH DEFINED 2 104700 ROYAL DUTCH PETE EQUITY 780257804 4012 69400 SH DEFINED 1 69400 ROYAL DUTCH PETE EQUITY 780257804 8853 153800 SH DEFINED 2 153800 RUDDICK CORP EQUITY 781258108 45 4100 SH DEFINED 1 4100 RUDDICK CORP EQUITY 781258108 8 700 SH DEFINED 2 700 RUSS BERRIE & CO EQUITY 782233100 146 7900 SH DEFINED 2 7900 RUSSELL CORP EQUITY 782352108 17 1200 SH DEFINED 1 1200 RUSSELL CORP EQUITY 782352108 132 9200 SH DEFINED 4 9200 RYDER SYSTEMS EQUITY 783549108 52 2300 SH DEFINED 1 2300 RYERSON TULL INC EQUITY 78375P107 29 1900 SH DEFINED 1 1900 SBC COMMS EQUITY 78387G103 19777 469494 SH DEFINED 1 469494 SBC COMMS EQUITY 78387G103 3963 94365 SH DEFINED 2 94365 SBA COMMS EQUITY 78388J106 29128 662000 SH DEFINED 3 655400 6600 SCI SYS INC EQUITY 783890106 736 13700 SH DEFINED 1 13700 SCI SYS INC EQUITY 783890106 1803 33500 SH DEFINED 2 33500 SDL INC EQUITY 784076101 1022 4800 SH DEFINED 2 4800 SFX ENTERTAINMENT EQUITY 784178105 10677 261600 SH DEFINED 1 261600 SFX ENTERTAINMENT EQUITY 784178105 66716 1634700 SH DEFINED 3 1574700 60000 SFX ENTERTAINMENT EQUITY 784178105 163 4000 SH DEFINED 4 4000 SK TELECOM LTD EQUITY 78440P108 394 10100 SH DEFINED 2 10100 SLM HLDG CORP EQUITY 78442A109 343 10300 SH DEFINED 2 10300 STUDENT LOAN MARKETING EQUITY 78442A109 157 4700 SH DEFINED 1 4700 SPDR TR EQUITY 78462F103 65 430 SH DEFINED 1 430 SPX CORP EQUITY 784635104 330 2900 SH DEFINED 1 2900 SPX CORP EQUITY 784635104 10824 95000 SH DEFINED 2 95000 S3 INC EQUITY 784849101 22804 1085900 SH DEFINED 3 1085900 S3 INC EQUITY 784849101 533 25400 SH DEFINED 4 25400 S3 INC CORPBOND 784849AC5 453 400000 PRN DEFINED 3 400000 S3 INC CORPBOND 784849AC5 6438 5583000 PRN DEFINED 4 5583000 SABA PETRO CORPBOND 785152AA7 1478 1739000 PRN DEFINED 4 1739000 SABRE HOLDINGS EQUITY 785905100 156 4263 SH DEFINED 1 4263 SAFECO CORP EQUITY 786429100 135 5100 SH DEFINED 1 5100 SAFEGUARD SCIENTIFICS CORPBOND 786449AE8 2184 750000 PRN DEFINED 4 750000 SAFETY 1ST INC EQUITY 786475103 199 19100 SH DEFINED 4 19100 SAFEWAY INC EQUITY 786514208 692 15300 SH DEFINED 1 15300 SAGA SYS INC EQUITY 786610105 1695 47400 SH DEFINED 2 47400 ST JUDE MEDICAL EQUITY 790849103 70 2700 SH DEFINED 1 2700 ST PAUL COS INC EQUITY 792860108 259 7600 SH DEFINED 1 7600

34 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- SAKS INC EQUITY 79377W108 196 13500 SH DEFINED 1 13500 SANMINA CORP EQUITY 800907107 797 11800 SH DEFINED 1 11800 SANMINA CORP EQUITY 800907107 1365 20200 SH DEFINED 2 20200 SANTA FE SNYDER EQUITY 80218K105 165 17400 SH DEFINED 1 17400 SAP AKTIENGESELLSCHAFT EQUITY 803054204 938 15700 SH DEFINED 2 15700 SARA LEE CORP EQUITY 803111103 535 29700 SH DEFINED 1 29700 SARA LEE CORP EQUITY 803111103 191 10600 SH DEFINED 2 10600 SAWTEK INC EQUITY 805468105 210 4000 SH DEFINED 1 4000 SAWTEK INC EQUITY 805468105 1677 31900 SH DEFINED 2 31900 SCANA CORP EQUITY 80589M102 236 9600 SH DEFINED 1 9600 SCANA CORP EQUITY 80589M102 142 5800 SH DEFINED 2 5800 HENRY SCHEIN INC EQUITY 806407102 62 3800 SH DEFINED 2 3800 SCHERING PLOUGH EQUITY 806605101 6571 177000 SH DEFINED 1 177000 SCHERING PLOUGH EQUITY 806605101 6308 171545 SH DEFINED 2 171545 SCHLUMBERGER LTD EQUITY 806857108 26710 349150 SH DEFINED 1 349150 SCHLUMBERGER LTD EQUITY 806857108 19932 260540 SH DEFINED 2 260540 SCHLUMBERGER LTD EQUITY 806857108 1760 23000 SH DEFINED 3 23000 SCHOLASTIC CORP EQUITY 807066105 76 1400 SH DEFINED 1 1400 SCHOOL SPECIALTY EQUITY 807863105 323 15000 SH DEFINED 4 15000 SCHULMAN A INC EQUITY 808194104 44 3300 SH DEFINED 1 3300 SCHULMAN A INC EQUITY 808194104 345 26000 SH DEFINED 2 26000 SCHWAB CHARLES EQUITY 808513105 1477 26000 SH DEFINED 1 26000 SCHWAB CHARLES EQUITY 808513105 2372 41750 SH DEFINED 2 41750 SCIENTIFIC ATLANTA EQUITY 808655104 304 4800 SH DEFINED 1 4800 SCIENTIFIC ATLANTA EQUITY 808655104 3223 50800 SH DEFINED 2 50800 SCIENTIFIC ATLANTA EQUITY 808655104 23320 368700 SH DEFINED 3 333300 35400 SCIENTIFIC LEARNING EQUITY 808760102 3331 130000 SH DEFINED 3 130000 SEACHANGE INTL EQUITY 811699107 2157 35000 SH DEFINED 2 35000 SEACHANGE INTL EQUITY 811699107 18173 294900 SH DEFINED 3 289400 5500 SEACOAST FINL SVCS EQUITY 81170Q106 217 22000 SH DEFINED 2 22000 SEAGATE TECHNOLOGY EQUITY 811804103 451 7300 SH DEFINED 1 7300 SEAGATE TECHNOLOGY EQUITY 811804103 2524 41885 SH DEFINED 2 41885 SEAGATE TECHNOLOGY EQUITY 811804103 121 2000 SH DEFINED 4 2000 SEAGRAM CO LTD CORPBOND 811845AH9 287 262000 PRN DEFINED 4 262000 SEAGRAM COMPANY EQUITY 811850106 768 12900 SH DEFINED 1 12900 SEAGRAM COMPANY EQUITY 811850106 7735 130000 SH DEFINED 2 130000 SEACOR SMIT INC CORPBOND 811904AE1 4809 4680000 PRN DEFINED 4 4680000 SEALED AIR CORP EQUITY 81211K100 106 1957 SH DEFINED 1 1957 SEALED AIR CORP EQUITY 81211K100 1157 21300 SH DEFINED 2 21300 SEARS ROEBUCK EQUITY 812387108 398 13000 SH DEFINED 1 13000 SELECTICA INC DEL EQUITY 816288104 44 500 SH DEFINED 2 500 SEMTECH CORP EQUITY 816850101 1473 23000 SH DEFINED 2 23000 SEMPRA ENERGY EQUITY 816851109 101 6013 SH DEFINED 1 6013 SENSORMATIC ELECTRS EQUITY 817265101 162 7200 SH DEFINED 1 7200 SENSORMATIC ELECTRS EQUITY 817265101 166 7400 SH DEFINED 2 7400 SENSORMATIC ELECTRS EQUITY 817265200 12812 413300 SH DEFINED 4 413300 SEPRACOR INC EQUITY 817315104 451 6200 SH DEFINED 1 6200 SEPRACOR INC EQUITY 817315104 481 6600 SH DEFINED 2 6600 SEPRACOR INC CORPBOND 817315AE4 46362 14887000 PRN DEFINED 4 14887000 SEPRACOR INC CORPBOND 817315AH7 24132 18421000 PRN DEFINED 4 18421000 SEQUA CORP EQUITY 817320104 40 1000 SH DEFINED 1 1000 SHARED MEDICAL SYS EQUITY 819486101 47 900 SH DEFINED 1 900 SHAW INDUSTRIES EQUITY 820286102 193 12700 SH DEFINED 1 12700 SHELL TRANS & TRADING EQUITY 822703609 402 8200 SH DEFINED 2 8200 SHERWIN WILLIAMS EQUITY 824348106 126 5700 SH DEFINED 1 5700 SHERWIN WILLIAMS EQUITY 824348106 3015 137441 SH DEFINED 2 137441 SHIRE PHARMACEUTICALS EQUITY 82481R106 651 12700 SH DEFINED 2 12700 SHOPKO STORES INC EQUITY 824911101 257 14500 SH DEFINED 2 14500 SIEBEL SYSTEMS INC EQUITY 826170102 6044 50600 SH DEFINED 1 50600 SIEBEL SYSTEMS INC EQUITY 826170102 13317 111500 SH DEFINED 2 111500 SIEBEL SYSTEMS INC CORPBOND 826170AA0 5315 2000000 PRN DEFINED 4 2000000 SIEBEL SYSTEMS INC CORPBOND 826170AC6 81064 30504000 PRN DEFINED 4 30504000

35 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- SIERRA PAC RES NEW EQUITY 826428104 85 6800 SH DEFINED 1 6800 SIERRA PAC RES NEW EQUITY 826428104 99 7920 SH DEFINED 2 7920 SIERRACITIES COM EQUITY 826521106 16160 1208200 SH DEFINED 3 1208200 SIGMA-ALDRICH EQUITY 826552101 89 3300 SH DEFINED 1 3300 SILICON GRAPHICS EQUITY 827056102 63 6000 SH DEFINED 1 6000 SILICON VALLEY GRP EQUITY 827066101 2750 100000 SH DEFINED 2 100000 SILICON VALLEY GRP EQUITY 827066101 132 4800 SH DEFINED 4 4800 SILKNET SOFTWARE EQUITY 827094103 104 1000 SH DEFINED 4 1000 SILVERSTREAM SOFTWARE EQUITY 827907106 18764 254000 SH DEFINED 3 247800 6200 SIMON PPTY GROUP EQUITY 828806109 24621 1056150 SH DEFINED 3 886650 169500 SIRIUS SATELLITE RADIO EQUITY 82966U103 1687 29600 SH DEFINED 2 29600 SIRIUS SATELLITE RADIO EQUITY 82966U202 929 2750 SH DEFINED 4 2750 SKYMALLINC EQUITY 830859104 700 100000 SH DEFINED 2 100000 SMARTFORCE PLC EQUITY 83170A206 151 3287 SH DEFINED 2 3287 SMITH CORONA EQUITY 831858204 1 785 SH DEFINED 1 785 SMITH INTERNATIONAL EQUITY 832110100 357 4600 SH DEFINED 1 4600 SMITH INTERNATIONAL EQUITY 832110100 23607 304600 SH DEFINED 2 304600 SMITHKLINE BEECHAM EQUITY 832378301 984 14900 SH DEFINED 2 14900 J.M. SMUCKER EQUITY 832696108 49 2700 SH DEFINED 1 2700 SNYDER COMMS EQUITY 832914105 200 8900 SH DEFINED 4 8900 SNAP-ON INC EQUITY 833034101 48 1850 SH DEFINED 1 1850 SOC QUIMICA Y MINERA CHIL EQUITY 833635105 1573 57730 SH DEFINED 1 57730 SODEXHO MARIOTT SVCS EQUITY 833793102 124 8272 SH DEFINED 1 8272 SOFTNET SYS INC EQUITY 833964109 790 27000 SH DEFINED 2 27000 SOFTWARE COM INC EQUITY 83402P104 4524 35100 SH DEFINED 2 35100 SOLA INTERNATIONAL EQUITY 834092108 416 30000 SH DEFINED 1 30000 SOLECTRON CORP EQUITY 834182107 730 18200 SH DEFINED 1 18200 SOLECTRON CORP EQUITY 834182107 929 23200 SH DEFINED 2 23200 SOLUTIA INC EQUITY 834376105 139 10400 SH DEFINED 1 10400 SONOCO PRODS CO EQUITY 835495102 211 9190 SH DEFINED 1 9190 SONOCO PRODS CO EQUITY 835495102 461 19600 SH DEFINED 2 19600 SONY CORP EQUITY 835699307 39954 142628 SH DEFINED 2 142628 SOTHEBYS HLDGS INC EQUITY 835898107 103 5500 SH DEFINED 1 5500 SOTHEBYS HLDGS INC EQUITY 835898107 712 38600 SH DEFINED 2 38600 SOUTHDOWN INC EQUITY 841297104 196 3300 SH DEFINED 1 3300 SOUTHERN CO EQUITY 842587107 485 22300 SH DEFINED 1 22300 SOUTHERN CO EQUITY 842587107 139 6400 SH DEFINED 2 6400 SOUTHERN PERU COPR EQUITY 843611104 72 5500 SH DEFINED 1 5500 SOUTHTRUST EQUITY 844730101 137 5400 SH DEFINED 1 5400 SOUTHWEST AIRLINES EQUITY 844741108 344 16525 SH DEFINED 1 16525 SOUTHWEST BANCORP EQUITY 84476R109 150 7700 SH DEFINED 2 7700 SOVEREIGN BANCORP EQUITY 845905108 154 20400 SH DEFINED 1 20400 SOVEREIGN BANCORP EQUITY 845905306 936 19500 SH DEFINED 4 19500 SPANISH BROADCASTING SYS EQUITY 846425882 4569 194800 SH DEFINED 2 194800 SPARTECH CORP EQUITY 847220209 13719 399100 SH DEFINED 3 386300 12800 SPECIALTY EQUIPMENT EQUITY 847497203 17 800 SH DEFINED 4 800 SPECTRASITE HLDGS EQUITY 84760T100 1636 57800 SH DEFINED 2 57800 SPECTRASITE HLDGS EQUITY 84760T100 23638 834900 SH DEFINED 3 817700 17200 SPECTRUM CONTROL EQUITY 847615101 112 9700 SH DEFINED 4 9700 SPEEDWAY MOTORSPORTS CORPBOND 847788AC0 1552 1615000 PRN DEFINED 4 1615000 SPIEKER PPTYS INC EQUITY 848497103 7418 166700 SH DEFINED 3 143500 23200 SPINNAKER EXPL CO EQUITY 84855W109 16266 715000 SH DEFINED 3 715000 SPLITROCK SERVICES EQUITY 848636304 411 9000 SH DEFINED 4 9000 SPRINGS INDUSTRIES EQUITY 851783100 27 700 SH DEFINED 1 700 SPRINT CORP EQUITY 852061100 1752 27700 SH DEFINED 1 27700 SPRINT CORP EQUITY 852061100 1235 19600 SH DEFINED 2 19600 SPRINT CORP EQUITY 852061407 6901 107500 SH DEFINED 4 107500 SPRINT PCS GROUP EQUITY 852061506 1788 27300 SH DEFINED 1 27300 SPRINT PCS GROUP EQUITY 852061506 80904 1238721 SH DEFINED 2 1238721 ST ASSEMBLY TEST SVCS EQUITY 85227G102 8124 167500 SH DEFINED 3 140100 27400 STAMPS COM INC EQUITY 852857101 3076 159300 SH DEFINED 2 159300 STANCORP FINL GROUP EQUITY 852891100 164 6000 SH DEFINED 2 6000

36 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- STANDARD AUTOMOTIVE EQUITY 853097202 652 77800 SH DEFINED 4 77800 STANDARD REGISTER EQUITY 853887107 32 2500 SH DEFINED 1 2500 STANDARD REGISTER EQUITY 853887107 50 3900 SH DEFINED 2 3900 STANLEY WORKS EQUITY 854616109 84 3200 SH DEFINED 1 3200 STAPLES INC EQUITY 855030102 293 14650 SH DEFINED 1 14650 STAPLES INC EQUITY 855030102 524 26220 SH DEFINED 2 26220 STARBUCKS CORP EQUITY 855244109 771 17200 SH DEFINED 1 17200 STATE STREET CORP EQUITY 857477103 475 4900 SH DEFINED 1 4900 STATE STREET CORP EQUITY 857477103 388 4000 SH DEFINED 2 4000 STATEN IS BANCORP EQUITY 857550107 113 6600 SH DEFINED 2 6600 STEEL DYNAMICS INC EQUITY 858119100 82 7100 SH DEFINED 4 7100 STEELCASE INC EQUITY 858155203 143 11900 SH DEFINED 4 11900 STEINWAY MUSICAL EQUITY 858495104 33884 1801131 SH DEFINED 1 1801131 STERIS CORP EQUITY 859152100 60 5900 SH DEFINED 1 5900 STERIS CORP EQUITY 859152100 282 27500 SH DEFINED 2 27500 STERLING SOFTWARE EQUITY 859547101 12807 391050 SH DEFINED 1 391050 STEWART & STEVENSON SVCS EQUITY 860342104 33 2900 SH DEFINED 1 2900 STEWART & STEVENSON SVCS EQUITY 860342104 270 24000 SH DEFINED 2 24000 STEWART ENTERPRISES EQUITY 860370105 48 9800 SH DEFINED 1 9800 STEWART & STEVENSON SVCS EQUITY 860372101 634 40100 SH DEFINED 2 40100 STILLWATER MNG EQUITY 86074Q102 38848 971200 SH DEFINED 3 948800 22400 STMICROELECTRONICS EQUITY 861012102 1058 5650 SH DEFINED 1 5650 STMICROELECTRONICS EQUITY 861012102 1099 5870 SH DEFINED 2 5870 STMICROELECTRONICS CORPBOND 861012AB8 43810 26255000 PRN DEFINED 4 26255000 STORAGE USA EQUITY 861907103 9913 323700 SH DEFINED 3 288200 35500 STORAGE TECHNOLOGY EQUITY 862111200 150 9400 SH DEFINED 1 9400 STORAGE TECHNOLOGY EQUITY 862111200 118 7400 SH DEFINED 2 7400 STREAMEDIA COMMS EQUITY 86323T105 103 26900 SH DEFINED 4 26900 STRUCTURAL DYN RES EQUITY 863555108 39 2900 SH DEFINED 1 2900 STRUCTURAL DYN RES EQUITY 863555108 257 19000 SH DEFINED 2 19000 STRYKER CORP EQUITY 863667101 635 9100 SH DEFINED 1 9100 STUDENT LN CORP EQUITY 863902102 2690 65700 SH DEFINED 2 65700 SUIZA FOODS CORP EQUITY 865077101 129 3200 SH DEFINED 1 3200 SUMMIT BANCORP EQUITY 866005101 131 5000 SH DEFINED 1 5000 SUMMIT BANCORP EQUITY 866005101 6043 230200 SH DEFINED 2 230200 SUMMIT PPTYS INC EQUITY 866239106 316 16500 SH DEFINED 2 16500 SUN COMMUNITIES EQUITY 866674104 6514 225600 SH DEFINED 3 195400 30200 SUN MICROSYSTEMS EQUITY 866810104 23660 252500 SH DEFINED 1 252500 SUN MICROSYSTEMS EQUITY 866810104 17863 190637 SH DEFINED 2 190637 SUNBEAM CORP CORPBOND 867071AA0 1265 7308000 PRN DEFINED 4 7308000 SUNGARD DATA SYS EQUITY 867363103 453 12000 SH DEFINED 1 12000 SUNGARD DATA SYS EQUITY 867363103 479 12700 SH DEFINED 2 12700 SUNGARD DATA SYS EQUITY 867363103 77078 2041808 SH DEFINED 3 1962208 79600 SUNGLASS HUT INTL EQUITY 86736F106 2176 278620 SH DEFINED 2 278620 SUNOCO INC EQUITY 86764P109 63 2300 SH DEFINED 1 2300 SUNTRUST BANKS EQUITY 867914103 520 9000 SH DEFINED 1 9000 SUPERGEN INC EQUITY 868059106 1680 35000 SH DEFINED 2 35000 SUPERIOR ENERGY SVCS EQUITY 868157108 2243 230000 SH DEFINED 3 230000 SUPERIOR INDS INTL INC EQUITY 868168105 76 2400 SH DEFINED 1 2400 SUPERIOR INDS INTL INC EQUITY 868168105 212 6700 SH DEFINED 2 6700 SUPER VALU STORES EQUITY 868536103 72 3800 SH DEFINED 1 3800 SWIFT TRANSN INC EQUITY 870756103 123 6000 SH DEFINED 2 6000 SWIFT TRANSN INC EQUITY 870756103 32773 1598675 SH DEFINED 3 1555450 43225 SWIFT TRANSN INC EQUITY 870756103 117 5700 SH DEFINED 1 5700 SYBASE INC EQUITY 871130100 156 7700 SH DEFINED 1 7700 SYBRON CORP EQUITY 87114F106 281 9700 SH DEFINED 1 9700 SYBRON CORP EQUITY 87114F106 670 23100 SH DEFINED 2 23100 SYCAMORE NETWORKS EQUITY 871206108 14887 115400 SH DEFINED 2 115400 SYKES ENTERPRISES EQUITY 871237103 72 3800 SH DEFINED 1 3800 SYLVAN LEARNING SYS EQUITY 871399101 73 4600 SH DEFINED 1 4600 SYMANTEC CORP EQUITY 871503108 413 5500 SH DEFINED 1 5500 SYMANTEC CORP EQUITY 871503108 105 1400 SH DEFINED 2 1400

37 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- SYMBOL TECHNOLOGIES EQUITY 871508107 691 8400 SH DEFINED 1 8400 SYMBOL TECHNOLOGIES EQUITY 871508107 1671 20300 SH DEFINED 2 20300 SYMYX TECHNOLOGIES EQUITY 87155S108 3234 75000 SH DEFINED 3 75000 SYNOPSYS INC EQUITY 871607107 322 6600 SH DEFINED 1 6600 SYNOPSYS INC EQUITY 871607107 790 16200 SH DEFINED 2 16200 SYNOVUS FINANCIAL EQUITY 87161C105 154 8150 SH DEFINED 1 8150 SYSCO CORP EQUITY 871829107 5921 163900 SH DEFINED 1 163900 TCF FINANCIAL EQUITY 872275102 181 7600 SH DEFINED 1 7600 TECO ENERGY EQUITY 872375100 233 12000 SH DEFINED 1 12000 TJX COMPANIES EQUITY 872540109 222 10000 SH DEFINED 1 10000 TJX COMPANIES EQUITY 872540109 597 26900 SH DEFINED 2 26900 TRW INC EQUITY 872649108 234 4000 SH DEFINED 1 4000 TSI INTL SOFTWARE EQUITY 872879101 2492 30000 SH DEFINED 2 30000 TMP WORLDWIDE INC EQUITY 872941109 2535 32600 SH DEFINED 2 32600 TMP WORLDWIDE INC EQUITY 872941109 44733 575344 SH DEFINED 3 563144 12200 TV GUIDE INC EQUITY 87307Q109 2509 52200 SH DEFINED 2 52200 TAIWAN FUND EQUITY 874036106 5275 216960 SH DEFINED 1 216960 TAIWAN SEMICONDUCTOR EQUITY 874039100 730 12800 SH DEFINED 1 12800 TALBOTS INC EQUITY 874161102 8784 149200 SH DEFINED 2 149200 TALK CITY INC EQUITY 874263106 193 31864 SH DEFINED 1 31864 TANDY CORP EQUITY 875382103 7222 142300 SH DEFINED 3 118900 23400 TANDY CORP EQUITY 875382103 350 6900 SH DEFINED 1 6900 TARGET CORP EQUITY 87612E106 1196 16000 SH DEFINED 1 16000 TARGET CORP EQUITY 87612E106 4111 55000 SH DEFINED 2 55000 TAUBMAN CTRS EQUITY 876664103 7696 691800 SH DEFINED 3 581800 110000 TECH DATA CORP EQUITY 878237106 151 4600 SH DEFINED 1 4600 TECH DATA CORP EQUITY 878237106 404 12300 SH DEFINED 2 12300 TECH DATA CORP EQUITY 878237106 132 4000 SH DEFINED 4 4000 TECUMSEH PRODS EQUITY 878895200 84 1900 SH DEFINED 1 1900 TECUMSEH PRODS EQUITY 878895200 286 6500 SH DEFINED 2 6500 TEKTRONIX INC EQUITY 879131100 92 1650 SH DEFINED 1 1650 TEKTRONIX INC EQUITY 879131100 62 1100 SH DEFINED 2 1100 TELCOM SEMICONDUCTOR EQUITY 87921P107 1815 60000 SH DEFINED 2 60000 TELE CENTRO SUL PART EQUITY 879239101 1628 20100 SH DEFINED 1 20100 TELE NORTE LESTE PART EQUITY 879246106 1404 52750 SH DEFINED 1 52750 TELE NORTE LESTE PART EQUITY 879246106 138 5200 SH DEFINED 2 5200 TELE SUDESTE CELULAR EQUITY 879252104 479 9600 SH DEFINED 1 9600 TELECOM ARGENTINA EQUITY 879273209 478 13750 SH DEFINED 1 13750 TELEBRAS EQUITY 879287308 1770 15000 SH DEFINED 1 15000 TELEBRAS EQUITY 879287308 1316 8789 SH DEFINED 2 8789 TELEFLEX INC EQUITY 879369106 120 3400 SH DEFINED 1 3400 TELEFLEX INC EQUITY 879369106 327 9200 SH DEFINED 2 9200 TELEFONICA DE ARG EQUITY 879378206 262 9000 SH DEFINED 1 9000 TELEFONICA DE ARG EQUITY 879378206 106 2690 SH DEFINED 2 2690 TELEFONICA DE ARG EQUITY 879378206 118 3000 SH DEFINED 4 3000 TELEFONICA S A EQUITY 879382208 1040 13930 SH DEFINED 2 13930 TELEFONICA DEL PERU EQUITY 879384105 326 22000 SH DEFINED 1 22000 TELEFONOS DE MEXICO EQUITY 879403780 14394 216040 SH DEFINED 1 216040 TELEFONOS DE MEXICO EQUITY 879403780 965 14400 SH DEFINED 2 14400 TELEPHONE & DATA SYS EQUITY 879433100 655 5900 SH DEFINED 1 5900 TELEMIG CELULAR EQUITY 87944E105 585 6600 SH DEFINED 1 6600 TELLABS INC EQUITY 879664100 4736 75187 SH DEFINED 1 75187 TELLABS INC EQUITY 879664100 1411 22400 SH DEFINED 2 22400 TEMPLE-INLAND EQUITY 879868107 95 1900 SH DEFINED 1 1900 TEMPLETON RUSSIA FD EQUITY 88022F105 486 26000 SH DEFINED 1 26000 TENET HEALTHCARE EQUITY 88033G100 230 9900 SH DEFINED 1 9900 TENET HEALTHCARE EQUITY 88033G100 193 8400 SH DEFINED 2 8400 TERADYNE INC EQUITY 880770102 7429 90600 SH DEFINED 1 90600 TESORO PETRO EQUITY 881609408 5379 453000 SH DEFINED 4 453000 TEVA PHARMACEUTICAL EQUITY 881624209 728 19500 SH DEFINED 2 19500 TETRA TECH INC EQUITY 88162G103 35003 1473807 SH DEFINED 3 1435574 38233 TEXACO INC EQUITY 881694103 964 17937 SH DEFINED 1 17937

38 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- TEXACO INC EQUITY 881694103 1258 23700 SH DEFINED 2 23700 TEXAS BIOTECH CORP EQUITY 88221T120 836 126200 SH DEFINED 4 126200 TEXAS INSTRUMENTS EQUITY 882508104 15216 95100 SH DEFINED 1 95100 TEXAS INSTRUMENTS EQUITY 882508104 75748 473419 SH DEFINED 2 473419 TEXAS INSTRUMENTS EQUITY 882508104 5602 35010 SH DEFINED 3 35010 TEXAS UTILITIES CO EQUITY 882848104 256 8637 SH DEFINED 1 8637 TEXTRON INC EQUITY 883203101 335 5500 SH DEFINED 1 5500 THERMO ELECTRON EQUITY 883556102 100 4900 SH DEFINED 1 4900 THERMO OPTEK CORP CORPBOND 883582AA6 2290 2150000 PRN DEFINED 4 2150000 THERMOQUEST CORP CORPBOND 883655AA0 1897 1860000 PRN DEFINED 4 1860000 THOMAS & BETTS CORP EQUITY 884315102 48 1700 SH DEFINED 1 1700 THOMAS & BETTS CORP EQUITY 884315102 237 8400 SH DEFINED 4 8400 3COM CORP EQUITY 885535104 634 11400 SH DEFINED 1 11400 3COM CORP EQUITY 885535104 5778 103872 SH DEFINED 2 103872 3DSHOPPING COM EQUITY 885793117 112 47200 SH DEFINED 4 47200 TICKETMASTER ONLINE EQUITY 88633P203 469 18700 SH DEFINED 2 18700 TIDEWATER INC EQUITY 886423102 165 5200 SH DEFINED 1 5200 TIFFANY & CO EQUITY 886547108 577 6900 SH DEFINED 1 6900 TIFFANY & CO EQUITY 886547108 3880 46393 SH DEFINED 2 46393 TIME WARNER INC EQUITY 887315109 16615 166150 SH DEFINED 1 166150 TIME WARNER INC EQUITY 887315109 33240 333329 SH DEFINED 2 333329 TIME WARNER INC EQUITY 887315109 100 1000 SH DEFINED 4 1000 TIMES MIRROR CO EQUITY 887364107 288 3100 SH DEFINED 1 3100 TIMKEN CO EQUITY 887389104 31 1900 SH DEFINED 1 1900 TITAN CORP EQUITY 888266103 862 16900 SH DEFINED 2 16900 TOLL BROS INC EQUITY 889478103 192 9600 SH DEFINED 2 9600 TOLLGRADE COMMS EQUITY 889542106 12662 238900 SH DEFINED 3 238900 TORCHMARK CORP EQUITY 891027104 136 5900 SH DEFINED 1 5900 TORO CO EQUITY 891092108 135 4500 SH DEFINED 4 4500 TOSCO CORP EQUITY 891490302 129 4200 SH DEFINED 1 4200 TOTAL RENAL CARE EQUITY 89151A107 24 7600 SH DEFINED 1 7600 TOTAL FINA SA EQUITY 89151E109 766 10400 SH DEFINED 2 10400 TOWER AUTOMOTIVE EQUITY 891707101 180 11000 SH DEFINED 2 11000 TOWER AUTOMOTIVE CORPBOND 891707AE1 1735 2000000 PRN DEFINED 4 2000000 TOYS R US EQUITY 892335100 133 9000 SH DEFINED 1 9000 TRANS WORLD AIRLINES EQUITY 893349134 486 SH DEFINED 1 486 TRANS WORLD AIRLINES EQUITY 893349837 5 2163 SH DEFINED 1 2163 TRANSACTION SYS ARCH EQUITY 893416107 90 3100 SH DEFINED 1 3100 TRANSACTION SYS ARCH EQUITY 893416107 95 3300 SH DEFINED 2 3300 TRANSATLANTIC HLDGS EQUITY 893521104 1782625 20849420 SH DEFINED 1 20849420 TRANSATLANTIC HLDGS EQUITY 893521104 1556 18200 SH DEFINED 2 18200 TRANSPORTADOR GAS EQUITY 893870204 662 77900 SH DEFINED 1 77900 TRANSMONTAIGNE EQUITY 893934109 11122 1647724 SH DEFINED 3 1620924 26800 TRANSWITCH CORP EQUITY 894065101 356 3700 SH DEFINED 1 3700 TRANSWITCH CORP EQUITY 894065101 66172 688400 SH DEFINED 3 674000 14400 TREDEGAR CORP EQUITY 894650100 151 5600 SH DEFINED 4 5600 TRIAD GTY INC EQUITY 895925105 3935 193700 SH DEFINED 3 193700 TRIARC COS CORPBOND 895927AB7 2571 10600000 PRN DEFINED 4 10600000 TRICON GLOBAL REST EQUITY 895953107 161 5170 SH DEFINED 1 5170 TRIBUNE CO EQUITY 896047107 278 7600 SH DEFINED 1 7600 TRIBUNE CO EQUITY 896047107 278 7600 SH DEFINED 2 7600 TRIGON HEALTHCARE EQUITY 89618L100 129 3600 SH DEFINED 1 3600 TRINITY INDUSTRIES EQUITY 896522109 92 3900 SH DEFINED 1 3900 TRIQUINT SEMICONDUCTOR EQUITY 89674K103 250 3400 SH DEFINED 1 3400 TRIQUINT SEMICONDUCTOR EQUITY 89674K103 40690 553600 SH DEFINED 3 544000 9600 TRIQUINT SEMICONDUCTOR CORPBOND 89674KAA1 185 250000 PRN DEFINED 3 250000 TRIQUINT SEMICONDUCTOR CORPBOND 89674KAA1 2060 2750000 PRN DEFINED 4 2750000 TRITEL INC EQUITY 89675X104 773 20200 SH DEFINED 2 20200 TRITEL INC EQUITY 89675X104 189 5000 SH DEFINED 4 5000 TRIZEC HAHN CORP SUB VTG EQUITY 896938107 10655 710300 SH DEFINED 3 605300 105000 TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 1161 70900 SH DEFINED 1 70900 TUPPERWARE CORP EQUITY 899896104 35 2200 SH DEFINED 1 2200

39 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- TV AZTECA SA EQUITY 9011451021 516 35000 SH DEFINED 1 35000 21ST CENTURY INSUR EQUITY 90130N103 1149081 53445620 SH DEFINED 1 53445620 TYCO INTERNATIONAL EQUITY 902124106 47043 938510 SH DEFINED 1 938510 TYCO INTERNATIONAL EQUITY 902124106 22452 450165 SH DEFINED 2 450165 TYSON FOODS EQUITY 902494103 239 21500 SH DEFINED 1 21500 TYSON FOODS EQUITY 902494103 309 27800 SH DEFINED 2 27800 UCAR INTERNATIONAL EQUITY 90262K109 55 4200 SH DEFINED 1 4200 UMB FINL CORP EQUITY 902788108 202 5500 SH DEFINED 2 5500 USX MARATHON GROUP EQUITY 902905827 250 9600 SH DEFINED 1 9600 USX MARATHON GROUP EQUITY 902905827 456 17500 SH DEFINED 2 17500 UST INC EQUITY 902911106 92 5900 SH DEFINED 1 5900 UST INC EQUITY 902911106 2269 145209 SH DEFINED 2 145209 US RESTAURANT PPTYS EQUITY 902971209 966 75000 SH DEFINED 1 75000 U S RESTAURANT PPTYS EQUITY 902971100 5354 409900 SH DEFINED 3 352700 57200 US RESTAURANT PPTYS EQUITY 902971209 4850 376500 SH DEFINED 4 376500 U.S. BANCORP EQUITY 902973106 530 24220 SH DEFINED 1 24220 U.S. BANCORP EQUITY 902973106 820 37500 SH DEFINED 2 37500 USA NETWORKS INC EQUITY 902984103 1579 70000 SH DEFINED 2 70000 USG CORP EQUITY 903293405 193 4600 SH DEFINED 1 4600 U S FOODSERVICE EQUITY 90331R101 237 9200 SH DEFINED 1 9200 U S FOODSERVICE EQUITY 90331R101 855 33200 SH DEFINED 2 33200 U S FOODSERVICE EQUITY 90331R101 129 5000 SH DEFINED 4 5000 USX-US STEEL GROUP EQUITY 90337T101 68 2700 SH DEFINED 1 2700 UGLY DUCKLING HLDGS EQUITY 903512101 1032 137644 SH DEFINED 1 137644 ULTRAMAR DIAMND SHAMROCK EQUITY 904000106 198 7799 SH DEFINED 1 7799 UNIBANCO EQUITY 90458E107 559 17600 SH DEFINED 1 17600 UNIBANCO EQUITY 90458E107 64 2000 SH DEFINED 2 2000 UNIFI INC EQUITY 904677101 49 5500 SH DEFINED 1 5500 UNILEVER N V EQUITY 904784709 919 19095 SH DEFINED 1 19095 UNICOM CORP EQUITY 904911104 259 7100 SH DEFINED 1 7100 UNICOM CORP EQUITY 904911104 91 2500 SH DEFINED 2 2500 UNION CARBIDE EQUITY 905581104 245 4200 SH DEFINED 1 4200 UNION PACIFIC CORP EQUITY 907818108 2468 63084 SH DEFINED 1 63084 UNION PACIFIC CORP EQUITY 907818108 638 16300 SH DEFINED 2 16300 UNION PACIFIC RES EQUITY 907834105 793 54684 SH DEFINED 1 54684 UNION PACIFIC RES EQUITY 907834105 528 36400 SH DEFINED 2 36400 UNION PLANTERS CORP EQUITY 908068109 126 4100 SH DEFINED 1 4100 UNIROYAL TECHNOLOGY EQUITY 909163115 1837 43100 SH DEFINED 4 43100 UNISYS CORP EQUITY 909214108 233 9060 SH DEFINED 1 9060 UNISYS CORP EQUITY 909214108 166 6500 SH DEFINED 2 6500 UNISYS CORP EQUITY 909214108 110 4300 SH DEFINED 4 4300 UNIT CORP COM EQUITY 909218109 5445 495000 SH DEFINED 3 495000 UNITED ASSET MGMT EQUITY 909420101 364 21000 SH DEFINED 2 21000 UNITED HEALTHCARE EQUITY 910581107 370 6200 SH DEFINED 1 6200 UNITED PARK CITY MINES EQUITY 911315208 3756 154094 SH DEFINED 1 154094 UNITED RENTALS INC EQUITY 911363109 267 15500 SH DEFINED 2 15500 UNITED STATES CELLULAR CORP EQUITY 911684108 163 2300 SH DEFINED 2 2300 US CELLULAR CORP CORPBOND 911684AA6 4588 6733000 PRN DEFINED 4 6733000 US AIRWAYS GROUP, INC. EQUITY 911905107 67 2400 SH DEFINED 1 2400 U S HOME CORP NEW EQUITY 911920106 114 3000 SH DEFINED 4 3000 US WEST INC EQUITY 91273H101 5418 74599 SH DEFINED 1 74599 US WEST INC EQUITY 91273H101 145 2000 SH DEFINED 4 2000 UNITED STATIONERS EQUITY 913004107 146 4100 SH DEFINED 2 4100 UNITED TECHNOLOGIES EQUITY 913017109 992 15700 SH DEFINED 1 15700 UNITEDGLOBALCOM EQUITY 913247201 8683 91120 SH DEFINED 4 91120 UNITEDGLOBALCOM EQUITY 913247508 1381 18393 SH DEFINED 2 18393 UNITRIN INC EQUITY 913275103 258 6500 SH DEFINED 1 6500 UNIVERSAL CORP VA EQUITY 913456109 45 3000 SH DEFINED 1 3000 UNIVERSAL CORP VA EQUITY 913456109 92 6100 SH DEFINED 2 6100 UNIVERSAL FOODS EQUITY 913538104 96 4500 SH DEFINED 1 4500 UNIVISION COMMS EQUITY 914906102 1096 9700 SH DEFINED 1 9700 UNIVISION COMMS EQUITY 914906102 1752 15500 SH DEFINED 2 15500

40 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- UNOCAL CORP EQUITY 915289102 241 8100 SH DEFINED 1 8100 UNOCAL CORP EQUITY 915289102 485 16300 SH DEFINED 2 16300 UNUMPROVIDENT EQUITY 91529Y106 27049 1597009 SH DEFINED 1 1597009 UNUMPROVIDENT EQUITY 91529Y106 319 18765 SH DEFINED 2 18765 URBAN SHOPPING CTRS EQUITY 917060105 4150 142800 SH DEFINED 3 123000 19800 USINTERNETWORKING EQUITY 917311805 2325 60000 SH DEFINED 2 60000 USINTERNETWORKING CORPBOND 917311AE2 48169 19529000 PRN DEFINED 4 19529000 UTILICORP UTD INC DEL EQUITY 918005109 149 8250 SH DEFINED 1 8250 UTSTARCOM INC EQUITY 918076100 98 1254 SH DEFINED 2 1254 VF CORP EQUITY 918204108 96 4000 SH DEFINED 1 4000 VF CORP EQUITY 918204108 2249 93471 SH DEFINED 2 93471 VALASSIS COMMS EQUITY 918866104 177 5300 SH DEFINED 1 5300 VALASSIS COMMS EQUITY 918866104 137 4100 SH DEFINED 2 4100 VALENTIS INC EQUITY 91913E104 1138 100000 SH DEFINED 2 100000 VALERO ENERGY EQUITY 91913Y100 157 5100 SH DEFINED 1 5100 VARIAN SEMICONDUCTOR EQUIP EQUITY 922207105 1253 19700 SH DEFINED 2 19700 VARIAN MED SYS EQUITY 92220P105 196 4300 SH DEFINED 2 4300 VASTAR RES INC EQUITY 922380100 7283 98000 SH DEFINED 3 82700 15300 VENATOR GROUP EQUITY 922944103 211 23600 SH DEFINED 2 23600 VERIO INC EQUITY 923433106 1793 39800 SH DEFINED 2 39800 VERITAS SOFTWARE EQUITY 923436109 12979 99075 SH DEFINED 1 99075 VERITAS SOFTWARE EQUITY 923436109 8368 63875 SH DEFINED 2 63875 VERITAS SOFTWARE CORPBOND 923436AB5 198699 14499000 PRN DEFINED 4 14499000 VERISIGN INC EQUITY 92343E102 15919 106480 SH DEFINED 2 106480 VERTICALNET INC EQUITY 92532L107 394 2900 SH DEFINED 2 2900 VERTICALNET INC CORPBOND 92532LAA5 98319 28020000 PRN DEFINED 4 28020000 VIACOM INC EQUITY 925524308 1240 23500 SH DEFINED 1 23500 VIACOM INC EQUITY 925524308 1073 20340 SH DEFINED 2 20340 VIALINK CO COM EQUITY 92552Q101 9626 291700 SH DEFINED 3 291700 VIAD CORP EQUITY 92552R109 208 9100 SH DEFINED 1 9100 VIAD CORP EQUITY 92552R109 474 20700 SH DEFINED 2 20700 VICINITY CORP EQUITY 925653107 980 28200 SH DEFINED 2 28200 VIGNETTE CORP EQUITY 926734104 10705 66800 SH DEFINED 2 66800 VISHAY INTERTECHN EQUITY 928298108 434 7800 SH DEFINED 1 7800 VISHAY INTERTECHN EQUITY 928298108 2037 36625 SH DEFINED 2 36625 VISHAY INTERTECHN EQUITY 928298108 773 13900 SH DEFINED 4 13900 VISIBLE GENETICS EQUITY 92829S104 444 12000 SH DEFINED 1 12000 VISIBLE GENETICS EQUITY 92829S104 3952 106800 SH DEFINED 2 106800 VISUAL NETWORKS EQUITY 928444108 51 900 SH DEFINED 2 900 VISUAL NETWORKS EQUITY 928444108 26900 474000 SH DEFINED 3 463300 10700 VISX INC EQUITY 92844S105 108 5900 SH DEFINED 1 5900 VITESSE SEMICONDUCTOR EQUITY 928497106 1444 15000 SH DEFINED 1 15000 VITESSE SEMICONDUCTOR EQUITY 928497106 2531 26300 SH DEFINED 2 26300 VITESSE SEMICONDUCTOR EQUITY 928497106 19231 199800 SH DEFINED 3 176200 23600 VITRIA TECHNOLOGY INC EQUITY 92849Q104 1583 15700 SH DEFINED 2 15700 VLASIC FOODS INTL INC EQUITY 928559103 62 26000 SH DEFINED 2 26000 VODAFONE AIRTOUCH EQUITY 92857T107 115731 2082891 SH DEFINED 2 2082891 VOICESTREAM WIRELESS EQUITY 928615103 3465 26870 SH DEFINED 2 26870 VORNADO RLTY TR EQUITY 929042109 101 3000 SH DEFINED 2 3000 VORNADO RLTY TR EQUITY 929042109 25684 766700 SH DEFINED 3 655700 111000 VORNADO RLTY TR EQUITY 929042208 14 300 SH DEFINED 2 300 VULCAN MATERIALS EQUITY 929160109 147 3200 SH DEFINED 1 3200 VULCAN MATERIALS EQUITY 929160109 962 21000 SH DEFINED 2 21000 WD 40 CO EQUITY 929236107 800 38100 SH DEFINED 2 38100 WHX CORP EQUITY 929248201 4636 173300 SH DEFINED 4 173300 WICOR INC EQUITY 929253102 1615 52100 SH DEFINED 2 52100 WPP GROUP PLC EQUITY 929309300 69 800 SH DEFINED 2 800 WACHOVIA CORP EQUITY 929771103 412 6100 SH DEFINED 1 6100 WADDELL& REED FINL EQUITY 930059100 850 20100 SH DEFINED 2 20100 WADDELL& REED FINL EQUITY 930059209 339 8700 SH DEFINED 2 8700 WAL-MART STORES EQUITY 931142103 20782 367820 SH DEFINED 1 367820 WAL-MART STORES EQUITY 931142103 29238 526811 SH DEFINED 2 526811

41 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- WALGREEN CO EQUITY 931422109 860 33400 SH DEFINED 1 33400 WALLACE COMPUTER SYS EQUITY 932270101 47 4000 SH DEFINED 1 4000 WARNACO EQUITY 934390105 65 5500 SH DEFINED 1 5500 WARNER CHILCOTT LABS EQUITY 934435207 8000 496120 SH DEFINED 1 496120 WARNER LAMBERT EQUITY 934488107 32478 332465 SH DEFINED 1 332465 WARNER LAMBERT EQUITY 934488107 64427 658335 SH DEFINED 2 644400 13935 WARNER LAMBERT EQUITY 934488107 293 3000 SH DEFINED 4 3000 WASHINGTON GAS LT EQUITY 938837101 114 4200 SH DEFINED 1 4200 WASHINGTON GAS LT EQUITY 938837101 1223 45000 SH DEFINED 2 45000 WASHINGTON MUTUAL EQUITY 939322103 486 18325 SH DEFINED 1 18325 WASHINGTON POST EQUITY 939640108 487 900 SH DEFINED 1 900 WASTE MGMT EQUITY 94106L109 260 19000 SH DEFINED 1 19000 WASTE MGMT EQUITY 94106L109 6 472 SH DEFINED 2 472 WATCHGUARD TECHN EQUITY 941105108 6750 75000 SH DEFINED 2 75000 WATERS CORP EQUITY 941848103 562 5900 SH DEFINED 1 5900 WATERS CORP EQUITY 941848103 657 6900 SH DEFINED 2 6900 WATERS CORP EQUITY 941848103 94488 992000 SH DEFINED 3 948700 43300 WATSON PHARMACEUTICALS EQUITY 942683103 3917 98700 SH DEFINED 1 98700 WATSON PHARMACEUTICALS EQUITY 942683103 179 4500 SH DEFINED 2 4500 WATTS INDS INC EQUITY 942749102 241 19500 SH DEFINED 2 19500 WAUSAU MOSINEE PAPER EQUITY 943315101 61 4700 SH DEFINED 1 4700 WAUSAU MOSINEE PAPER EQUITY 943315101 151 11700 SH DEFINED 2 11700 WEATHERFORD INTL EQUITY 947074100 597 10200 SH DEFINED 1 10200 WEATHERFORD INTL EQUITY 947074100 17499 296900 SH DEFINED 2 296900 WEBSTER FINANCIAL EQUITY 947890109 87 3800 SH DEFINED 1 3800 WEBSTER FINANCIAL EQUITY 947890109 391 17000 SH DEFINED 2 17000 WEINGARTEN RLTY INVS EQUITY 948741103 7368 200500 SH DEFINED 3 170500 30000 WEIS MKTS INC EQUITY 948849104 272 8000 SH DEFINED 2 8000 WELLMAN INC EQUITY 949702104 55 2800 SH DEFINED 1 2800 WELLPOINT HEALTH NETWORKS EQUITY 94973H108 154 2200 SH DEFINED 1 2200 WELLPOINT HEALTH NETWORKS EQUITY 94973H108 4572 65435 SH DEFINED 2 65435 WELLS FARGO EQUITY 949746101 20990 515100 SH DEFINED 1 515100 WELLS FARGO EQUITY 949746101 4528 110600 SH DEFINED 2 110600 WELLSFORD REAL PPTYS EQUITY 950240101 467 53800 SH DEFINED 2 53800 WENDYS FING I EQUITY 950588202 291 6200 SH DEFINED 2 6200 WENDYS EQUITY 950590109 81 4000 SH DEFINED 1 4000 WEST PHARMACEUTICAL SVCS EQUITY 955306105 60 2382 SH DEFINED 2 2382 WESTAMERICA BANCORP EQUITY 957090103 97 3500 SH DEFINED 1 3500 WESTELL TECHN EQUITY 957541105 158 4950 SH DEFINED 4 4950 WESTERN WIRELESS EQUITY 95988E204 2346 51200 SH DEFINED 2 51200 WESTPOINT STEVENS EQUITY 961238102 959 50480 SH DEFINED 1 50480 WESTVACO EQUITY 961548104 110 3300 SH DEFINED 1 3300 WESTWOOD ONE EQUITY 961815107 55303 1525600 SH DEFINED 3 1492200 33400 WESTWOOD ONE EQUITY 961815107 384 10600 SH DEFINED 1 10600 WET SEAL INC EQUITY 961840105 2 100 SH DEFINED 2 100 WEYERHAEUSER EQUITY 962166104 1157 20300 SH DEFINED 2 20300 WEYERHAEUSER EQUITY 962166104 388 6800 SH DEFINED 1 6800 WHIRLPOOL CORP EQUITY 963320106 147 2500 SH DEFINED 1 2500 WHITMAN CORP EQUITY 96647R107 185 13300 SH DEFINED 1 13300 WHITMAN CORP EQUITY 96647R107 171 12300 SH DEFINED 2 12300 WHOLE FOODS MKT EQUITY 966837106 605 14600 SH DEFINED 2 14600 WILD OATS MARKETS EQUITY 96808B107 37453 1826999 SH DEFINED 3 1787499 39500 WILLAMETTE INDS EQUITY 969133107 148 3700 SH DEFINED 1 3700 WILLIAMS COS INC EQUITY 969457100 589 13400 SH DEFINED 1 13400 WILLIAMS COS INC EQUITY 969457100 1239 28200 SH DEFINED 2 28200 WILLIAMS COS INC EQUITY 969457100 176 4000 SH DEFINED 4 4000 WILLIAMS-SONOMA EQUITY 969904101 158 5100 SH DEFINED 1 5100 WILMINGTON TRUST EQUITY 971807102 146 3000 SH DEFINED 1 3000 WILMINGTON TRUST EQUITY 971807102 73 1500 SH DEFINED 2 1500 WIND RIV SYS INC EQUITY 973149107 1015 28000 SH DEFINED 2 28000 WIND RIVER SYS CORPBOND 973149AC1 3873 3245000 PRN DEFINED 4 3245000 WINN-DIXIE STORES INC. EQUITY 974280109 95 4900 SH DEFINED 1 4900

42 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 - -------------- ----- -------- ------- ------- --- ---- ------- ---- ---- --------- ---- WINSTAR COMMS EQUITY 975515107 4966 82770 SH DEFINED 2 82770 WISCONSIN CENTRL TRANSPORT EQUITY 976592105 51 4200 SH DEFINED 1 4200 WISCONSIN ENERGY EQUITY 976657106 211 10600 SH DEFINED 1 10600 WOLVERINE WORLDWIDE EQUITY 978097103 352 32000 SH DEFINED 2 32000 WORLD ACCESS EQUITY 98141A101 1 SH DEFINED 1 1 WORLDQUEST NETWORKS EQUITY 98156W105 990 40000 SH DEFINED 2 40000 WORTHINGTON INDS EQUITY 981811102 36 2900 SH DEFINED 1 2900 WM. WRIGLEY CO EQUITY 982526105 292 3800 SH DEFINED 1 3800 WYNDHAM INTL EQUITY 983101106 510 271748 SH DEFINED 1 271748 XILINX INC EQUITY 983919101 787 9500 SH DEFINED 2 9500 XILINX INC EQUITY 983919101 845 10200 SH DEFINED 1 10200 XIRCOM INC EQUITY 983922105 163 4400 SH DEFINED 4 4400 XEROX CORP EQUITY 984121103 575 22100 SH DEFINED 1 22100 XEROX CORP EQUITY 984121103 707 27200 SH DEFINED 2 27200 XTRA CORP EQUITY 984138107 870 22900 SH DEFINED 2 22900 XPEDIOR INC EQUITY 98413B100 83 3700 SH DEFINED 2 3700 YPF SOCIEDAD EQUITY 9842451000 265 9000 SH DEFINED 1 9000 YAHOO! INC EQUITY 984332106 6663 38880 SH DEFINED 1 38880 YAHOO! INC EQUITY 984332106 36415 213242 SH DEFINED 2 213242 YANKEE CANDLE EQUITY 984757104 3254 205800 SH DEFINED 2 205800 YORK INTL EQUITY 986670107 89 3800 SH DEFINED 1 3800 YOUNG & RUBICAM EQUITY 987425105 99 2100 SH DEFINED 1 2100 YOUNG & RUBICAM EQUITY 987425105 747 15900 SH DEFINED 2 15900 ZIFF DAVIS INC EQUITY 989511100 256 16400 SH DEFINED 4 16400 ZIONS BANCORP EQUITY 989701107 329 7900 SH DEFINED 1 7900 DAIMLERCHRYSLER AG EQUITY D1668R123 125 2170 SH DEFINED 2 2170 ACE LTD EQUITY G0070K103 627 27400 SH DEFINED 2 27400 AMDOCS LTD EQUITY G02602103 1554 21000 SH DEFINED 1 21000 AMDOCS LTD EQUITY G02602103 11967 162400 SH DEFINED 2 162400 CHINA COM CORP EQUITY G2108N109 113 1400 SH DEFINED 2 1400 CORECOMM LTD EQUITY G2422R109 1271 28875 SH DEFINED 2 28875 CREDITCORP LTD EQUITY G2519Y108 874 81121 SH DEFINED 1 81121 EVEREST RE GRP EQUITY G3223R108 150 4600 SH DEFINED 1 4600 EVEREST RE GRP EQUITY G3223R108 163 5000 SH DEFINED 2 5000 FLAG TELECOM HLDGS EQUITY G3529L102 464 20500 SH DEFINED 2 20500 GLOBAL CROSSING EQUITY G3921A100 1049 25615 SH DEFINED 1 25615 GLOBAL CROSSING EQUITY G3921A100 213 5200 SH DEFINED 2 5200 GLOBALSTAR LP EQUITY G3930H104 196 14144 SH DEFINED 2 14144 IPC HOLDINGS EQUITY G4933P101 240 20000 SH DEFINED 2 20000 IPC HOLDINGS EQUITY G4933P101 73200 6100000 SH DEFINED 1 6100000 KNIGHTSBRIDGE TANKERS EQUITY G5299G106 160 9000 SH DEFINED 2 9000 LASALLE RE HLDGS EQUITY G5383Q101 3094 225000 SH DEFINED 2 225000 LORAL SPACE & COMMS EQUITY G56462107 280 27500 SH DEFINED 2 27500 RENAISSANCERE HLDGS EQUITY G7496G103 82 2000 SH DEFINED 2 2000 TOMMY HILFIGER EQUITY G8915Z102 77 5320 SH DEFINED 2 5320 TRANSOCEAN SEDCO FOREX EQUITY G90078109 359 6998 SH DEFINED 1 6998 TRANSOCEAN SEDCO FOREX EQUITY G90078109 20637 402253 SH DEFINED 2 402253 XL CAPITAL LTD EQUITY G98255105 5538 100000 SH DEFINED 1 100000 XL CAPITAL LTD EQUITY G98255105 1099 19845 SH DEFINED 2 19845 AUDIO CODES LTD EQUITY M15342104 3112 31000 SH DEFINED 2 31000 BACKWEB TECHNOLOGIES EQUITY M15633106 1523 44300 SH DEFINED 2 44300 GILAT SATELLITE NETWORKS EQUITY M51474100 504 4300 SH DEFINED 2 4300 METALINK LTD EQUITY M69897102 2878 75000 SH DEFINED 2 75000 ORBOTECH LTD EQUITY M75253100 1594 18750 SH DEFINED 2 18750 RIT TECHNOLOGIES LTD EQUITY M8215N109 645 60000 SH DEFINED 2 60000 TTI TEAM TELECOME EQUITY M88258104 1320 40000 SH DEFINED 2 40000 ASM LITHOGRAPHY HLDG EQUITY N07059111 1341 12000 SH DEFINED 2 12000 ROYAL CARIBBEAN CRUISES EQUITY V7780T103 255 9100 SH DEFINED 2 9100 FLEXTRONICS INTL EQUITY Y2573F102 98436 1397500 SH DEFINED 2 1397500 GIGAMEDIA LTD EQUITY Y2711Y104 118 2180 SH DEFINED 2 2180