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

                                   FORM 13F

                             FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: March 31, 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).)


     


<PAGE>   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.

<PAGE>   3
File Number 28-219 (Consolidated)
As of 3/31/00



<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   4

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   5

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   6

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   7

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   8

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   9

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   10

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   11

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>       <C>         <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   12

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   13

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   14

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   15

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   16

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   17

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   18

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   19

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   20

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   21

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>       <C>         <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   22

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   23

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   24

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>       <C>         <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   25

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   26

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   27

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   28

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   29

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   30

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   31

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   32

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   33

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>       <C>         <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   34

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   35

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   36

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE      SHRS OR    SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)   PRN AMT    PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------    -------    ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>        <C>        <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   37

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   38

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>       <C>         <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   39

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE      SHRS OR    SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)   PRN AMT    PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------    -------    ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>        <C>        <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   40

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>       <C>         <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   41

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>


<PAGE>   42

<TABLE>
<CAPTION>
                                                                                                           VOTING AUTHORITY
                           TITLE      CUSIP      VALUE       SHRS OR   SH/   PUT/   INVSTMT  OTHR   ------------------------------
NAME OF ISSUER             CLASS                 (X$1000)    PRN AMT   PRN   CALL   DSCRETN  MGRS   SOLE         SHARED       NONE
--------------             -----     --------    -------     -------   ---   ----   -------  ----   ----        ---------     ----
<S>                      <C>        <C>          <C>         <C>       <C>   <C>    <C>      <C>    <C>         <C>          <C>
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
</TABLE>