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

                                   FORM 13F

                             FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: September 30, 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        November 14, 2000
-------------------------------    ------------------------  -----------------
(Signature)                        (City, State)              (Date)

Report Type (Check only one.):

[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
    reported in this report.)

[ ] 13F NOTICE.  (Check if no holdings reported are in this report, and all
    holdings are reported in this report and a portion are reported by other
    reporting manager(s).)

[ ] 13F COMBINATION REPORT.  (Check if a portion of the holdings for this 
    reporting manager are reported in this report and a portion are reported by
    other reporting manager(s).)


     


<PAGE>   2

                             FORM 13F SUMMARY PAGE

REPORT SUMMARY:


Number of Other Included Managers:  4



Form 13F Information Table Entry Total: 4,927



Form 13F Information Table Value Total: $32,668,699 (thousands)


List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
    

No.       Form 13F File Number     Name
--        --------------------     -------------------------------------

1         28-4637                  AIG GLOBAL INVESTMENT CORP.

2         28-2725                  SUNAMERICA ASSET MANAGEMENT CORP.

3         28-3463                  JOHN MCSTAY INVESTMENT COUNSEL L.P.

4         28-5794                  AIG INTERNATIONAL MANAGEMENT COMPANY, INC.

<PAGE>   3
File Number 28-219 (Consolidated)
As of 9/30/00


<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>

1ST SOURCE CORP             EQUITY    336901103         2            105   SH           DEFINED    2                    105
21ST CENTURY INS GROUP      EQUITY    90130N103         1             68   SH           DEFINED    2                     68
21ST CENTURY INSURA         EQUITY    90130N103    905262     53,445,620   SH           DEFINED    1             53,445,620
24 / 7 MEDIA INC            EQUITY    901314104         1            137   SH           DEFINED    2                    137
3 COM CORP                  EQUITY    885535104       393         20,500   SH           DEFINED    1                 20,500
360NETWORKS INC             EQUITY    88575T205     2,422        125,000   SH           DEFINED    1                125,000
3 COM CORP                  EQUITY    885535104      2295        119,623   SH           DEFINED    2                119,623
3DFX INTERACTIVE INC        EQUITY    88553X103         1            245   SH           DEFINED    2                    245
3DO CO                      EQUITY    88553W105        11          1,635   SH           DEFINED    2                  1,635
3DSHOPPING COM              EQUITY    885793117        26         34,100   SH           DEFINED    4                 34,100
4 KIDS ENTERTAINMENT INC    EQUITY    350865101         2            101   SH           DEFINED    2                    101
7 ELEVEN INC                EQUITY    817826209         1            115   SH           DEFINED    2                    115
800 TRAVEL SYSTEMS INC      EQUITY    282506112        21         60,570   SH           DEFINED    4                 60,570
99 CENTS ONLY STORES        EQUITY    65440K106      5457        108,729   SH           DEFINED    2                108,729
99 CENTS ONLY STORES        EQUITY    65440K106     52411      1,044,297   SH           DEFINED    3                999,366   44,931
ADC TELECOMMUNICATI         EQUITY    000886101      6045        224,800   SH           DEFINED    3                185,600   39,200
A. SCHULMAN INC             EQUITY    808194104        19          1,700   SH           DEFINED    1                  1,700
A.J. GALLAGHER              EQUITY    363576109     26701        451,600   SH           DEFINED    1                451,600
AAR CORP                    EQUITY    000361105         2            137   SH           DEFINED    2                    137
AARON RENTS INC             EQUITY    002535201         2            173   SH           DEFINED    2                    173
ABBEY NATIONAL              EQUITY    000445007       984         74,008   SH           DEFINED    2                 74,008
ABBOTT LABORATORIES         EQUITY    002824100     14773        310,600   SH           DEFINED    1                310,600
ABBOTT LABORATORIES         EQUITY    002824100     19866        417,677   SH           DEFINED    2                417,677
ABERCROMBIE & FITCH         EQUITY    002896207       112          5,900   SH           DEFINED    1                  5,900
ABERCROMBIE & FITCH         EQUITY    002896207        11            585   SH           DEFINED    2                    585
ABGENIX INC                 EQUITY    00339B107     28710        355,270   SH           DEFINED    2                355,270
</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>
ABIOMED INC                 EQUITY    003654100         2             36   SH           DEFINED    2                     36
ABITIBI CONSOLIDATED INC    EQUITY    003924958      2944        315,857   SH           DEFINED    2                315,857
ABM INDS INC                EQUITY    000957100         3            106   SH           DEFINED    2                    106
ABOUT COM INC               EQUITY    003736105         3             79   SH           DEFINED    2                     79
ACACIA RESH CORP            EQUITY    003881109         3            100   SH           DEFINED    2                    100
ACCREDO HEALTH INC          EQUITY    00437V104     23089        472,407   SH           DEFINED    2                472,407
ACCREDO HEALTH INC          EQUITY    00437V104     35273        721,700   SH           DEFINED    3                717,400    4,300
ACCRUE SOFTWARE INC         EQUITY    00437W102         1            113   SH           DEFINED    2                    113
ACE LTD                     EQUITY    G0070K103     66113      1,684,400   SH           DEFINED    2              1,684,400
ACKERLEY COMMUNICATIONS
 INC                        EQUITY    004527107         1            100   SH           DEFINED    2                    100
ACLARA BIOSCIENCES INC      EQUITY    00461P106      8374        275,671   SH           DEFINED    2                275,671
ACLARA BIOSCIENCES INC      EQUITY    00461P106     22116        728,100   SH           DEFINED    3                713,000   15,100
ACME COMMUNICATIONS INC     EQUITY    004631107         1             91   SH           DEFINED    2                     91
ACNIELSEN CORP              EQUITY    004833109        79          3,299   SH           DEFINED    1                  3,299
ACNIELSON CORP              EQUITY    004833109       248         10,434   SH           DEFINED    2                 10,434
ACT MFG INC                CORPBOND   000973AB3     14491     10,600,000   PRN          DEFINED    4             10,600,000
ACT MFG INC                 EQUITY    000973107         3             58   SH           DEFINED    2                     58
ACTEL CORP                  EQUITY    004934105       413         11,500   SH           DEFINED    4                 11,500
ACTEL CORP                  EQUITY    004934105        94          2,625   SH           DEFINED    2                  2,625
ACTIVEWORLDS COM INC        EQUITY    00504X116                   80,000   SH           DEFINED    4                 80,000
ACTIVISION INC NEW          EQUITY    004930202        21          1,400   SH           DEFINED    2                  1,400
ACTUANT CORP                EQUITY    00508X104         6          1,646   SH           DEFINED    2                  1,646
ACTUATE CORP                EQUITY    00508B102        13            386   SH           DEFINED    2                    386
ACTV INC                    EQUITY    00088E104         3            246   SH           DEFINED    2                    246
ACUSON CORP                 EQUITY    005113105       223          9,790   SH           DEFINED    2                  9,790
ACUSON CORP                 EQUITY    005113105        36          1,600   SH           DEFINED    1                  1,600
ACXIOM CORP                 EQUITY    005125109       159          5,000   SH           DEFINED    1                  5,000
ACXIOM CORP                 EQUITY    005125109      3262        102,748   SH           DEFINED    2                102,748
ADAC LABS                   EQUITY    005313200         3            161   SH           DEFINED    2                    161
ADAPTEC INC                 EQUITY    00651F108        64          3,200   SH           DEFINED    1                  3,200
ADAPTEC INC                 EQUITY    00651F108      7621        381,040   SH           DEFINED    2                381,040
ADAPTIVE BROADBAND CORP     EQUITY    00650M104         5            280   SH           DEFINED    2                    280
ADATOM COM INC              EQUITY    00650Q113        14         44,800   SH           DEFINED    4                 44,800
ADC TELECOMMUNICATI         EQUITY    000886101       500         18,600   SH           DEFINED    1                 18,600
ADC TELECOMMUNICATI         EQUITY    000886101      6411        238,398   SH           DEFINED    2                238,398
ADE CORP MASS               EQUITY    00089C107         1             38   SH           DEFINED    2                     38
ADELPHIA BUSINESS
 SOLUTIONS                  EQUITY    006847107      1795        151,928   SH           DEFINED    2                151,928
</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>
ADELPHIA BUSINESS
 SOLUTIONS                  EQUITY    006847107      4725        400,000   SH           DEFINED    3                400,000
ADELPHIA COMMUNICATIONS
 CORP                       EQUITY    006848105         5            198   SH           DEFINED    2                    198
ADELPHIA COMMUNICATIONS
 CORP                       EQUITY    006848303       495          5,000   SH           DEFINED    2                  5,000
ADEPT TECHNOLOGY INC        EQUITY    006854103         4             67   SH           DEFINED    2                     67
ADMINISTAFF INC             EQUITY    007094105         5             69   SH           DEFINED    2                     69
ADOBE SYS INC               EQUITY    00724F101     84684        545,469   SH           DEFINED    2                545,469
ADOBE SYS INC               EQUITY    00724F101       559          3,600   SH           DEFINED    1                  3,600
ADTRAN INC                  EQUITY    00738A106        94          2,200   SH           DEFINED    1                  2,200
ADTRAN INC                  EQUITY    00738A106         6            135   SH           DEFINED    2                    135
ADVANCE PARADIAM INC        EQUITY    007491103        72          1,705   SH           DEFINED    2                  1,705
ADVANCED DIGITAL
 INFORMATION                EQUITY    007525108       166         10,955   SH           DEFINED    2                 10,955
ADVANCED ENERGY INDS       CORPBOND   007973AA8      1825      2,000,000   PRN          DEFINED    4              2,000,000
ADVANCED ENERGY INDS INC    EQUITY    007973100         2             56   SH           DEFINED    2                     56
ADVANCED FIBRE
 COMMUNICATIONS             EQUITY    00754A105      4922        129,953   SH           DEFINED    2                129,953
ADVANCED LTG
 TECHNOLOGIES INC           EQUITY    00753C102         1             69   SH           DEFINED    2                     69
ADVANCED MICRO DEVICES
 INC                        EQUITY    007903107       206          8,700   SH           DEFINED    1                  8,700
ADVANCED MICRO DEVICES
 INC                        EQUITY    007903107       306         12,940   SH           DEFINED    2                 12,940
ADVANCED RADIO TELECOM
 CORP                       EQUITY    00754U101         2            200   SH           DEFINED    2                    200
ADVANCED TISSUE SCIENCES
 INC                        EQUITY    00755F103         3            428   SH           DEFINED    2                    428
ADVANTA CORP                EQUITY    007942105         2            176   SH           DEFINED    2                    176
ADVANTAGE LEARNING SYS
 INC                        EQUITY    00757K100         2             50   SH           DEFINED    2                     50
ADVENT SOFTWARE INC         EQUITY    007974108        13            183   SH           DEFINED    2                    183
ADVEST GROUP INC            EQUITY    007566102       301          9,500   SH           DEFINED    4                  9,500
ADVO INC                    EQUITY    007585102         3            104   SH           DEFINED    2                    104
AEGIS COMMUNICATIONS
 GROUP                      EQUITY    00760B105         6          6,100   SH           DEFINED    2                  6,100
AEROFLEX INC                EQUITY    007768104      1850         38,040   SH           DEFINED    2                 38,040
AES CORP                    EQUITY    00130H105       829         12,100   SH           DEFINED    1                 12,100
AES CORP                   CORPBOND   00130HAN5     54624     21,231,000   PRN          DEFINED    4             21,231,000
AES CORP                    EQUITY    00130H105     45813        668,804   SH           DEFINED    2                668,804
AES TR VII                  EQUITY    00103V206      1369         16,900   SH           DEFINED    2                 16,900
AETHER SYSTEMS INC          EQUITY    00808V105     16021        151,856   SH           DEFINED    2                151,856
AETNA INC                   EQUITY    008117103       328          5,700   SH           DEFINED    1                  5,700
AETNA INC                   EQUITY    008117103      4238         72,991   SH           DEFINED    2                 72,991
AETRIUM INC                 EQUITY    00817R103       212         38,100   SH           DEFINED    4                 38,100
AFFILIATED COMPUTER         EQUITY    008190100       140          2,800   SH           DEFINED    1                  2,800
AFFILIATED COMPUTER         EQUITY    008190100    100518      2,015,400   SH           DEFINED    3              1,939,600   75,800
AFFILIATED COMPUTER        CORPBOND   008190AD2      9086      7,030,000   PRN          DEFINED    4              7,030,000
</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>
AFFILIATED COMPUTER         EQUITY    008190100     25253        506,330   SH           DEFINED    2                506,330
AFFILIATED MANAGERS
 GROUP INC                  EQUITY    008252108         9            156   SH           DEFINED    2                    156
AFFYMETRIX INC             CORPBOND   00826TAA6      1486      1,500,000   PRN          DEFINED    4              1,500,000
AFFYMETRIX INC             CORPBOND   00826TAB4     10683     10,780,000   PRN          DEFINED    4             10,780,000
AFFYMETRIX INC              EQUITY    00826T108      7900        158,386   SH           DEFINED    2                158,386
AFLAC INC                   EQUITY    001055102     30378        474,192   SH           DEFINED    2                474,192
AFLAC INC.                  EQUITY    001055102     11390        177,800   SH           DEFINED    1                177,800
AGCO CORP                   EQUITY    001084102        40          3,400   SH           DEFINED    1                  3,400
AGCO CORP                   EQUITY    001084102       353         29,700   SH           DEFINED    4                 29,700
AGCO CORP                   EQUITY    001084102      3555        299,335   SH           DEFINED    2                299,335
AGENCY COM LTD              EQUITY    008447104         4            264   SH           DEFINED    2                    264
AGILE SOFTWARE CORP DEL     EQUITY    00846X105        17            194   SH           DEFINED    2                    194
AGILENT TECHNOLOGIES INC    EQUITY    00846U101      5416        110,662   SH           DEFINED    1                110,662
AGILENT TECHNOLOGIES INC    EQUITY    00846U101     22221        454,067   SH           DEFINED    2                454,067
AGL RES INC                 EQUITY    001204106        62          3,100   SH           DEFINED    1                  3,100
AGL RES INC                 EQUITY    001204106       903         45,011   SH           DEFINED    2                 45,011
AGNICO EAGLE MINES LTD      EQUITY    008474108       266         45,700   SH           DEFINED    4                 45,700
AGORA SA                    EQUITY    00848R106       209         10,700   SH           DEFINED    2                 10,700
AGORA SA                    EQUITY    00848R114       365         18,700   SH           DEFINED    2                 18,700
AGRIBIOTECH INC NEW         EQUITY    008494106                      300   SH           DEFINED    2                    300
AGRIBRANDS INTL INC         EQUITY    00849R105         2             42   SH           DEFINED    2                     42
AGRITOPE INC DEL            EQUITY    00855D107        30          3,000   SH           DEFINED    2                  3,000
AGRIUM INC                  EQUITY    008916108       610         59,500   SH           DEFINED    4                 59,500
AIR PRODUCTS                EQUITY    009158106      6978        193,825   SH           DEFINED    2                193,825
AIR PRODUCTS                EQUITY    009158106       245          6,800   SH           DEFINED    1                  6,800
AIRBORNE FGHT CORP          EQUITY    009266107         3            297   SH           DEFINED    2                    297
AIRBORNE FREIGHT CO         EQUITY    009266107        29          2,800   SH           DEFINED    1                  2,800
AIRGAS INC                  EQUITY    009363102        26          3,800   SH           DEFINED    1                  3,800
AIRGAS INC                  EQUITY    009363102       137         20,100   SH           DEFINED    4                 20,100
AIRGAS INC                  EQUITY    009363102         2            352   SH           DEFINED    2                    352
AIRGATE PCS INC             EQUITY    009367103         3             77   SH           DEFINED    2                     77
AIRNET COMM CORP            EQUITY    00941P106         1             51   SH           DEFINED    2                     51
AIRTRAN HOLDINGS INC        EQUITY    00949P108         2            370   SH           DEFINED    2                    370
AK STEEL HOLDING CO         EQUITY    001547108        60          6,400   SH           DEFINED    1                  6,400
AK STEEL HOLDING CO         EQUITY    001547108         5            528   SH           DEFINED    2                    528
AKAMAI TECHNOLOGIES INC    CORPBOND   00971TAA9      2880      4,000,000   PRN          DEFINED    4              4,000,000
AKAMAI TECHNOLOGIES INC     EQUITY    00971T101      2847         54,219   SH           DEFINED    2                 54,219
</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>
AL AHRAM BEVERAGE CO
 S A E                      EQUITY    010203107       269         15,150   SH           DEFINED    2                 15,150
ALAMO GROUP INC             EQUITY    011311107      3566        281,100   SH           DEFINED    2                281,100
ALAMOSA PCS HLDGS INC       EQUITY    011593100         2             94   SH           DEFINED    2                     94
ALARIS MED INC              EQUITY    011637105                      100   SH           DEFINED    2                    100
ALASKA AIR GROUP            EQUITY    011659109        31          1,300   SH           DEFINED    1                  1,300
ALASKA AIR GROUP            EQUITY    011659109       116          4,822   SH           DEFINED    2                  4,822
ALASKA COMMUNICATIONS
 SYS INC                    EQUITY    01167P101         1            100   SH           DEFINED    2                    100
ALBANY INTL CORP            EQUITY    012348108        21          1,718   SH           DEFINED    1                  1,718
ALBANY INTL CORP            EQUITY    012348108         1             98   SH           DEFINED    2                     98
ALBANY MOLECULAR
 RESH INC                   EQUITY    012423109        63          1,128   SH           DEFINED    2                  1,128
ALBEMARLE CORP              EQUITY    012653101        52          2,600   SH           DEFINED    1                  2,600
ALBEMARLE CORP              EQUITY    012653101         3            128   SH           DEFINED    2                    128
ALBERTA ENERGY LTD          EQUITY    012873956      4466        107,800   SH           DEFINED    2                107,800
ALBERTO CULVER CO           EQUITY    013068101        18            642   SH           DEFINED    2                    642
ALBERTO-CULVER CO           EQUITY    013068101        49          1,700   SH           DEFINED    1                  1,700
ALBERTSONS INC              EQUITY    013104104      1189         56,600   SH           DEFINED    4                 56,600
ALBERTSONS INC              EQUITY    013104104       256         12,192   SH           DEFINED    1                 12,192
ALBERTSONS INC              EQUITY    013104104     10886        518,375   SH           DEFINED    2                518,375
ALCAN ALUM LTD              EQUITY    013716105      1645         56,842   SH           DEFINED    2                 56,842
ALCAN ALUM LTD              EQUITY    013716956       295         10,160   SH           DEFINED    2                 10,160
ALCAN ALUM LTD              EQUITY    013716105       191          6,600   SH           DEFINED    1                  6,600
ALCATEL ALSTHOM             EQUITY    013904305                        0   SH           DEFINED    2                      0
ALCOA INC                   EQUITY    013817101     27903      1,102,327   SH           DEFINED    2              1,102,327
ALCOA INC.                  EQUITY    013817101       689         27,214   SH           DEFINED    1                 27,214
ALEXANDER BALDWIN           EQUITY    014482103      4687        180,265   SH           DEFINED    2                180,265
ALEXANDER BALDWIN           EQUITY    014482103        62          2,400   SH           DEFINED    1                  2,400
ALEXANDERS INC              EQUITY    014752109         1              9   SH           DEFINED    2                      9
ALEXANDRIA REAL ESTATE
 EQUIT                      EQUITY    015271109      3249         94,700   SH           DEFINED    2                 94,700
ALEXION PHARMACEUTICALS
 INC                        EQUITY    015351109        10             88   SH           DEFINED    2                     88
ALFA CORP                   EQUITY    015385107         3            200   SH           DEFINED    2                    200
ALKERMES INC                EQUITY    01642T405     92011        699,663   SH           DEFINED    4                699,663
ALKERMES INC                EQUITY    01642T108     13383        346,485   SH           DEFINED    2                346,485
ALLAIRE CORP                EQUITY    016714107         1            139   SH           DEFINED    2                    139
ALLEGHANY CORP DEL          EQUITY    017175100         5             24   SH           DEFINED    2                     24
ALLEGHENY ENERGY INC        EQUITY    017361106       244          6,400   SH           DEFINED    1                  6,400
ALLEGHENY ENERGY INC        EQUITY    017361106        13            339   SH           DEFINED    2                    339
ALLEGHENY TECHNOLOGIES
 INC                        EQUITY    01741R102        52          2,842   SH           DEFINED    1                  2,842
</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>
ALLEGHENY TECHNOLOGIES
 INC                        EQUITY    01741R102       248         13,659   SH           DEFINED    2                 13,659
ALLEGIANCE TELECOM INC      EQUITY    01747T102     12829        344,406   SH           DEFINED    2                344,406
ALLEN TELECOM INC           EQUITY    018091108        82          4,846   SH           DEFINED    2                  4,846
ALLERGAN INC                EQUITY    018490102       329          3,900   SH           DEFINED    1                  3,900
ALLERGAN INC                EQUITY    018490102     23268        275,559   SH           DEFINED    2                275,559
ALLETE                      EQUITY    018522102        95          4,300   SH           DEFINED    1                  4,300
ALLETE                      EQUITY    018522102        11            488   SH           DEFINED    2                    488
ALLIANCE CAP MGMT
 HLDG LP                    EQUITY    01855A101        25            500   SH           DEFINED    2                    500
ALLIANCE PHARMACEUTICAL
 CORP                       EQUITY    018773101         4            289   SH           DEFINED    2                    289
ALLIANCE SEMICONDUCTOR
 CORP                       EQUITY    01877H100         3            161   SH           DEFINED    2                    161
ALLIANT CORP                EQUITY    018802108         6            208   SH           DEFINED    2                    208
ALLIANT ENERGY CORP         EQUITY    018802108       135          4,600   SH           DEFINED    1                  4,600
ALLIANT ENERGY RES INC      EQUITY    018803205      2615         42,000   SH           DEFINED    2                 42,000
ALLIANT TECHSYSTEMS INC     EQUITY    018804104      8475        103,200   SH           DEFINED    3                103,200
ALLIANT TECHSYSTEMS INC     EQUITY    018804104      4400         53,576   SH           DEFINED    2                 53,576
ALLIED CAP CORP NEW         EQUITY    01903Q108       136          6,543   SH           DEFINED    2                  6,543
ALLIED IRISH BANKS          EQUITY    001978006       208         19,043   SH           DEFINED    2                 19,043
ALLIED RISER COMMUNCTNS
 CORP                       EQUITY    019496108         3            397   SH           DEFINED    2                    397
ALLIED WASTE INDUSTRIES
 INC                        EQUITY    019589308        51          5,500   SH           DEFINED    1                  5,500
ALLIED WASTE INDUSTRIES
 INC                        EQUITY    019589308     13109      1,426,834   SH           DEFINED    2              1,426,834
ALLIED ZURICH               EQUITY    028757904      3807        334,788   SH           DEFINED    2                334,788
ALLMERICA FINANCIAL         EQUITY    019754100       198          3,100   SH           DEFINED    1                  3,100
ALLMERICA FINANCIAL         EQUITY    019754100      3880         60,677   SH           DEFINED    2                 60,677
ALLOY ONLINE INC            EQUITY    019855105         9          1,000   SH           DEFINED    2                  1,000
ALLSCRIPTS INC              EQUITY    019886100         1            101   SH           DEFINED    2                    101
ALLSTATE CORP               EQUITY    020002101     10303        296,500   SH           DEFINED    1                296,500
ALLSTATE CORP               EQUITY    020002101     16462        473,713   SH           DEFINED    2                473,713
ALLTEL CORP                 EQUITY    020039103       454          8,700   SH           DEFINED    1                  8,700
ALLTEL CORP                 EQUITY    020039103      7061        135,303   SH           DEFINED    2                135,303
ALPHA INDS INC              EQUITY    020753109         9            262   SH           DEFINED    2                    262
ALPHARMA  INC               EQUITY    020813101     11484        187,883   SH           DEFINED    2                187,883
ALPHARMA INC               CORPBOND   020813AB7     60109     28,002,000   PRN          DEFINED    4             28,002,000
ALPHARMA INC                EQUITY    020813101     43833        717,100   SH           DEFINED    3                701,200   15,900
ALTEON WEBSYSTEMS INC       EQUITY    02145A109       242          2,232   SH           DEFINED    2                  2,232
ALTERA CORP                 EQUITY    021441100       544         11,400   SH           DEFINED    1                 11,400
ALTERA CORP                 EQUITY    021441100     64363      1,347,917   SH           DEFINED    2              1,347,917
ALZA CORP                   EQUITY    022615108       234          2,700   SH           DEFINED    1                  2,700
</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>
ALZA CORP                  CORPBOND   022615AC2       251        222,000   PRN          DEFINED    4                222,000
ALZA CORP                   EQUITY    022615108     49544        572,758   SH           DEFINED    2                572,758
AMAZON COM INC              EQUITY    023135106     10926        284,255   SH           DEFINED    2                284,255
AMB PPTY CORP               EQUITY    00163T109     14885        606,000   SH           DEFINED    3                504,600  101,400
AMB PPTY CORP               EQUITY    00163T109      4416        179,800   SH           DEFINED    2                179,800
AMBAC INC.                  EQUITY    023139108      4293         58,605   SH           DEFINED    2                 58,605
AMBAC INC.                  EQUITY    023139108       293          4,000   SH           DEFINED    1                  4,000
AMCOL INTL CORP             EQUITY    02341W103         1            240   SH           DEFINED    2                    240
AMCORE FINL INC             EQUITY    023912108         4            200   SH           DEFINED    2                    200
AMDOCS LIMITED              EQUITY    G02602103       792         12,700   SH           DEFINED    1                 12,700
AMDOCS LIMITED              EQUITY    G02602103     23833        382,100   SH           DEFINED    2                382,100
AMERADA HESS CORP           EQUITY    023551104       174          2,600   SH           DEFINED    1                  2,600
AMERADA HESS CORP           EQUITY    023551104       246          3,675   SH           DEFINED    2                  3,675
AMERCO                      EQUITY    023586100         2            100   SH           DEFINED    2                    100
AMEREN CORP                 EQUITY    023608102      4317        103,081   SH           DEFINED    2                103,081
AMEREN CORP                 EQUITY    023608102       158          3,780   SH           DEFINED    1                  3,780
AMERICA ONLINE INC          EQUITY    02364J104     17488        325,350   SH           DEFINED    1                325,350
AMERICA ONLINE INC         CORPBOND   02364JAB0    809617     98,515,000   PRN          DEFINED    4             98,515,000
AMERICA ONLINE INC          EQUITY    02364J104     65850      1,225,115   SH           DEFINED    2              1,225,115
AMERICA SVC GROUP INC       EQUITY    02364L109        52          2,000   SH           DEFINED    2                  2,000
AMERICA WEST HLDG CORP      EQUITY    023657208      3963        325,200   SH           DEFINED    2                325,200
AMERICAN AXLE + MFG
 HLDGS INC                  EQUITY    024061103         1            100   SH           DEFINED    2                    100
AMERICAN CAP STRATEGIES
 LTD                        EQUITY    024937104         3            109   SH           DEFINED    2                    109
AMERICAN CLASSIC VOYAGES
 CO                         EQUITY    024928103        18          1,235   SH           DEFINED    2                  1,235
AMERICAN EAGLE
 OUTFITTERS INC             EQUITY    02553E106        85          2,700   SH           DEFINED    1                  2,700
AMERICAN EAGLE
 OUTFITTERS INC             EQUITY    02553E106         4            121   SH           DEFINED    2                    121
AMERICAN ELEC PWR INC       EQUITY    025537101      1197         30,604   SH           DEFINED    2                 30,604
AMERICAN ELECTRIC P         EQUITY    025537101       373          9,540   SH           DEFINED    1                  9,540
AMERICAN EXPRESS            EQUITY    025816109      2293         37,750   SH           DEFINED    1                 37,750
AMERICAN EXPRESS            EQUITY    025816109    223246      3,674,837   SH           DEFINED    2              3,674,837
AMERICAN FINANCIAL          EQUITY    025932104        79          3,400   SH           DEFINED    1                  3,400
AMERICAN FINANCIAL          EQUITY    025932104         2            100   SH           DEFINED    2                    100
AMERICAN FINL HLDGS INC     EQUITY    026075101         2            139   SH           DEFINED    2                    139
AMERICAN FREIGHTWAYS
 CORP                       EQUITY    02629V108         2             98   SH           DEFINED    2                     98
AMERICAN GENERAL CO         EQUITY    026351106      6912         88,614   SH           DEFINED    2                 88,614
AMERICAN GENERAL CO         EQUITY    026351106       562          7,199   SH           DEFINED    1                  7,199
AMERICAN GREETINGS          EQUITY    026375105        35          2,000   SH           DEFINED    1                  2,000
</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>
AMERICAN GREETINGS          EQUITY    026375105      3669        209,671   SH           DEFINED    2                209,671
AMERICAN HOME PRODUCTS
 CORP                       EQUITY    026609107     11408        201,680   SH           DEFINED    1                201,680
AMERICAN HOME PRODUCTS
 CORP                       EQUITY    026609107    176452      3,119,599   SH           DEFINED    2              3,119,599
AMERICAN INDL PPTYS REIT    EQUITY    026791202         1             40   SH           DEFINED    2                     40
AMERICAN INTL GROUP INC     EQUITY    026874107      2856         29,848   SH           DEFINED    1                 29,848
AMERICAN INTL GROUP INC     EQUITY    026874107     57291        598,726   SH           DEFINED    2                598,726
AMERICAN ITALIAN PASTA
 CO                         EQUITY    027070101        59          3,100   SH           DEFINED    2                  3,100
AMERICAN MGMT SYS INC       EQUITY    027352103      1878        109,259   SH           DEFINED    2                109,259
AMERICAN NATL INS CO        EQUITY    028591105         3             46   SH           DEFINED    2                     46
AMERICAN POWER CONV         EQUITY    029066107       108          5,640   SH           DEFINED    1                  5,640
AMERICAN PWR CONVERSION
 CORP                       EQUITY    029066107        70          3,661   SH           DEFINED    2                  3,661
AMERICAN SKIING CORP
 COMMON                     EQUITY    029654308     1,156        528,581   SH           DEFINED    1                528,581
AMERICAN STANDARD C         EQUITY    029712106       182          4,100   SH           DEFINED    1                  4,100
AMERICAN STANDARD C         EQUITY    029712106        10            216   SH           DEFINED    2                    216
AMERICAN STS WTR CO         EQUITY    029899101         1             23   SH           DEFINED    2                     23
AMERICAN SUPERCONDUCTOR
 CORP                       EQUITY    030111108      1761         35,815   SH           DEFINED    2                 35,815
AMERICAN TECHNICAL
 CERAMICS                   EQUITY    030137103                       31   SH           DEFINED    2                     31
AMERICAN TELESOURCE INTL
 INC                        EQUITY    03018P108         1            319   SH           DEFINED    2                    319
AMERICAN TOWER              EQUITY    029912201     42459      1,126,600   SH           DEFINED    3              1,104,700   21,900
AMERICAN TOWER             CORPBOND   029912AD4     16735     14,020,000   PRN          DEFINED    4             14,020,000
AMERICAN TOWER              EQUITY    029912aa0      3547         21,100   SH           DEFINED    3                 15,000    6,100
AMERICAN TOWER              EQUITY    029912201     72762      1,930,657   SH           DEFINED    2              1,930,657
AMERICAN WTR WKS INC        EQUITY    030411102       157          5,700   SH           DEFINED    1                  5,700
AMERICAN WTR WKS INC        EQUITY    030411102        19            673   SH           DEFINED    2                    673
AMERICREDIT CORP            EQUITY    03060R101     36484      1,266,254   SH           DEFINED    2              1,266,254
AMERICREDIT CORP            EQUITY    03060R101    139582      4,844,500   SH           DEFINED    3              4,686,600  157,900
AMERIPATH INC               EQUITY    03071D109         3            215   SH           DEFINED    2                    215
AMERISOURCE HEALTH CORP     EQUITY    03071P102       498         10,600   SH           DEFINED    4                 10,600
AMERISOURCE HEALTH CORP     EQUITY    03071P102      1807         38,452   SH           DEFINED    2                 38,452
AMERITRADE HLDG CORP        EQUITY    03072H109         9            479   SH           DEFINED    2                    479
AMERUS GROUP CO             EQUITY    03072M108         3            100   SH           DEFINED    2                    100
AMES DEPT STORES INC        EQUITY    030789507         2            360   SH           DEFINED    1                    360
AMES DEPT STORES INC        EQUITY    030789507        96         16,600   SH           DEFINED    4                 16,600
AMES DEPT STORES INC        EQUITY    030789507         9          1,493   SH           DEFINED    2                  1,493
AMETEK AEROSPACE PRODS
 INC                        EQUITY    031100100         4            200   SH           DEFINED    2                    200
AMETEK INC (new)            EQUITY    031100100        38          1,800   SH           DEFINED    1                  1,800
AMF BOWLING INC            CORPBOND   03113VAA7        17      6,753,000   PRN          DEFINED    4              6,753,000
</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>
AMF BOWLING INC            CORPBOND   03113VAB5       190     75,946,000   PRN          DEFINED    4             75,946,000
AMGEN INC                   EQUITY    031162100     43745        626,463   SH           DEFINED    2                626,463
AMGEN INC.                  EQUITY    031162100      8184        117,200   SH           DEFINED    1                117,200
AMKOR TECHNOLOGY INC        EQUITY    031652100        21            790   SH           DEFINED    2                    790
AMKOR TECHNOLOGY INC.      CORPBOND   031652AA8      8772      4,402,000   PRN          DEFINED    4              4,402,000
AMLI RESIDENTIAL PPTYS
 TR                         EQUITY    001735109         2            100   SH           DEFINED    2                    100
AMLI RESIDENTIAL PPTYS
 TR                          COM      001735109      3000        125,000   SH           DEFINED    3                125,000
AMPAL AMERN ISRAEL CORP     EQUITY    032015109         1            100   SH           DEFINED    2                    100
AMPEX CORP DEL              EQUITY    032092108         4          3,500   SH           DEFINED    2                  3,500
AMPHENOL CORP NEW           EQUITY    032095101       660         11,596   SH           DEFINED    2                 11,596
AMR CORP                    EQUITY    001765106       147          4,500   SH           DEFINED    1                  4,500
AMR CORP                    EQUITY    001765106      7572        231,657   SH           DEFINED    2                231,657
AMSOUTH BANCORPORATION      EQUITY    032165102       140         11,188   SH           DEFINED    1                 11,188
AMSOUTH BANCORPORATION      EQUITY    032165102        89          7,114   SH           DEFINED    2                  7,114
AMSURG CORP                 EQUITY    03232P108       139          9,900   SH           DEFINED    2                  9,900
AMSURG CORP                 EQUITY    03232P108      4732        338,000   SH           DEFINED    3                338,000
AMVESCAP                    EQUITY    012826004       845         39,050   SH           DEFINED    2                 39,050
AMVESCAP                    EQUITY    03235E100        55            500   SH           DEFINED    2                    500
AMYLIN PHARMACEUTICALS
 INC                        EQUITY    032346108        73          6,764   SH           DEFINED    1                  6,764
AMYLIN PHARMACEUTICALS
 INC                        EQUITY    032346108         4            399   SH           DEFINED    2                    399
ANADARKO PETROLEUM          EQUITY    032511107     11644        175,210   SH           DEFINED    2                175,210
ANADARKO PETROLEUM          EQUITY    032511107      1861         28,006   SH           DEFINED    1                 28,006
ANADIGICS INC               EQUITY    032515108         4            184   SH           DEFINED    2                    184
ANALOG DEVICES INC          EQUITY    032654105       834         10,100   SH           DEFINED    1                 10,100
ANALOG DEVICES INC          EQUITY    032654105    137216      1,661,971   SH           DEFINED    2              1,661,971
ANALOGIC CORP               EQUITY    032657207       708         18,420   SH           DEFINED    2                 18,420
ANALYSTS INTL CORP          EQUITY    032681108         1            193   SH           DEFINED    2                    193
ANAREN MICROWAVE INC        EQUITY    032744104         9             65   SH           DEFINED    2                     65
ANC RENT CORP               EQUITY    001813104                       81   SH           DEFINED    2                     81
ANCHOR BANCORP WIS INC      EQUITY    032839102         2            100   SH           DEFINED    2                    100
ANCHOR GAMING               EQUITY    033037102         3             33   SH           DEFINED    2                     33
ANDOVER BANCORP INC DEL     EQUITY    034258103                        9   SH           DEFINED    2                      9
ANDREW CORP                 EQUITY    034425108      2256         86,166   SH           DEFINED    2                 86,166
ANDREW CORP                 EQUITY    034425108        62          2,350   SH           DEFINED    1                  2,350
ANDRX CORP DEL              EQUITY    034553107        24            262   SH           DEFINED    2                    262
ANESTA CORP                 EQUITY    034603100         2            104   SH           DEFINED    2                    104
ANGLOGOLD LTD               EQUITY    035128206       770         41,900   SH           DEFINED    4                 41,900
</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>
ANHEUSER BUSCH COS INC      EQUITY    035229103     16787        396,744   SH           DEFINED    2                396,744
ANHEUSER-BUSCH COS          EQUITY    035229103     19155        452,700   SH           DEFINED    1                452,700
ANIXTER INTL INC            EQUITY    035290105       162          5,573   SH           DEFINED    2                  5,573
ANNTAYLOR STORES CORP       EQUITY    036115103      8112        211,049   SH           DEFINED    2                211,049
ANSWERTHINK CONSULTING
 GROUP                      EQUITY    036916104       193         11,873   SH           DEFINED    2                 11,873
ANTEC CORP                  EQUITY    03664P105        65          2,200   SH           DEFINED    1                  2,200
ANTEC CORP                  EQUITY    03664P105      1564         53,030   SH           DEFINED    2                 53,030
ANTHRACITE CAPITAL          EQUITY    037023108      2317        285,177   SH           DEFINED    1                285,177
AO TATNEFT SPON ADR         EQUITY    03737P306       776         78,100   SH           DEFINED    1                 78,100
AON CORP                    EQUITY    037389103     10460        266,500   SH           DEFINED    1                266,500
AON CORP                    EQUITY    037389103      2430         61,909   SH           DEFINED    2                 61,909
APAC TELESERVICES INC       EQUITY    00185E106         1             99   SH           DEFINED    2                     99
APACHE CORP                 EQUITY    037411105       204          3,450   SH           DEFINED    1                  3,450
APACHE CORP                 EQUITY    037411105     11654        197,100   SH           DEFINED    3                168,700   28,400
APACHE CORP                CORPBOND   037411600      7805        152,400   PRN          DEFINED    4                152,400
APACHE CORP                 EQUITY    037411105     51405        869,426   SH           DEFINED    2                869,426
APACHE CORP                 EQUITY    037411600      2129         41,500   SH           DEFINED    2                 41,500
APARTMENT INVT & MGMT
 CL A                       EQUITY    03748R101     27803        603,600   SH           DEFINED    3                515,800   87,800
APARTMENT INVT. + MGMT
 CO                         EQUITY    03748R101     10340        224,475   SH           DEFINED    2                224,475
APERIAN INC                 EQUITY    037531100                       60   SH           DEFINED    2                     60
APHTON CORP                 EQUITY    03759P101         2             71   SH           DEFINED    2                     71
APOLLO GROUP INC            EQUITY    037604105       171          4,300   SH           DEFINED    1                  4,300
APOLLO GROUP INC            EQUITY    037604105       119          2,979   SH           DEFINED    2                  2,979
APPLE COMPUTER              EQUITY    037833100       242          9,400   SH           DEFINED    1                  9,400
APPLE COMPUTER              EQUITY    037833100      7770        301,729   SH           DEFINED    2                301,729
APPLEBEES INTL INC          EQUITY    037899101        35          1,527   SH           DEFINED    2                  1,527
APPLICA INC                 EQUITY    03815A106         1            149   SH           DEFINED    2                    149
APPLIED INDL
 TECHNOLOGIES INC           EQUITY    03820C105         2            100   SH           DEFINED    2                    100
APPLIED MATERIALS I         EQUITY    038222105     10195        171,880   SH           DEFINED    1                171,880
APPLIED MATERIALS INC       EQUITY    038222105    225788      3,806,749   SH           DEFINED    2              3,806,749
APPLIED MICRO CIRCUITS
 COM                        EQUITY    03822W109     22673        109,500   SH           DEFINED    3                106,900    2,600
APPLIED MICRO CIRCUITS
 CORP                       EQUITY    03822W109     25457        122,945   SH           DEFINED    2                122,945
APPLIED SCIENCE + TECH
 INC                        EQUITY    038236105       158         10,735   SH           DEFINED    2                 10,735
APPLIEDTHEORY CORP          EQUITY    03828R104                       73   SH           DEFINED    2                     73
APRIA HEALTHCARE GROUP
 INC                        EQUITY    037933108        42          3,000   SH           DEFINED    1                  3,000
APRIA HEALTHCARE GROUP
 INC                        EQUITY    037933108       195         14,000   SH           DEFINED    4                 14,000
APRIA HEALTHCARE GROUP
 INC                        EQUITY    037933108       154         11,085   SH           DEFINED    2                 11,085
</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>
APTARGROUP INC              EQUITY    038336103         5            200   SH           DEFINED    2                    200
APW LTD                     EQUITY    G04397108       297          6,100   SH           DEFINED    4                  6,100
APW LTD                     EQUITY    G04397108        73          1,500   SH           DEFINED    2                  1,500
ARACRUZ CELULOSE S A        EQUITY    038496204       225         13,608   SH           DEFINED    2                 13,608
ARACRUZ CELULOSE SA         EQUITY    038496204       851         51,400   SH           DEFINED    1                 51,400
ARADIGM CORP                EQUITY    038505103         3            140   SH           DEFINED    2                    140
ARCH CAP GROUP LTD          EQUITY    03937L105                       21   SH           DEFINED    2                     21
ARCH CHEMICALS INC          EQUITY    03937R102         2            113   SH           DEFINED    2                    113
ARCH COAL INC               EQUITY    039380100         3            344   SH           DEFINED    1                    344
ARCH COAL INC               EQUITY    039380100         1            116   SH           DEFINED    2                    116
ARCH WIRELESS INC           EQUITY    039392105         2            349   SH           DEFINED    2                    349
ARCHER DANIELS MIDLAND
 CO                         EQUITY    039483102       560         64,906   SH           DEFINED    2                 64,906
ARCHER DANIELS MIDLAND
 COL                        EQUITY    039483102      2908        337,184   SH           DEFINED    1                337,184
ARCHER DANIELS MIDLAND
 COL                        EQUITY    039483102       607         70,400   SH           DEFINED    4                 70,400
ARCHSTONE CMNTYS  TR        EQUITY    039581202      4824        145,800   SH           DEFINED    4                145,800
ARCHSTONE CMNTYS  TR        EQUITY    039581103     24682      1,004,849   SH           DEFINED    3                863,907  140,942
ARCHSTONE CMNTYS TR         EQUITY    039581103      9539        388,357   SH           DEFINED    2                388,357
ARCTIC CAT INC              EQUITY    039670104         1            100   SH           DEFINED    2                    100
ARDEN RLTY GROUP INC COM    EQUITY    039793104      4480        167,100   SH           DEFINED    3                143,600   23,500
ARDEN RLTY INC              EQUITY    039793104      1073         40,023   SH           DEFINED    2                 40,023
AREA BANCSHARES CORP NEW    EQUITY    039872106         2            100   SH           DEFINED    2                    100
AREMISSOFT CORP DE          EQUITY    040026106         3             82   SH           DEFINED    2                     82
ARENA PHARMACEUTICALS
 INC                        EQUITY    040047102       430         10,000   SH           DEFINED    2                 10,000
ARGONAUT GROUP INC          EQUITY    040157109         2            100   SH           DEFINED    2                    100
ARGOSY GAMING CORP          EQUITY    040228108         2            127   SH           DEFINED    2                    127
ARGUSS HLDGS INC            EQUITY    040282105         2            100   SH           DEFINED    2                    100
ARIAD PHARMACEUTICALS
 INC                        EQUITY    04033A100         2            177   SH           DEFINED    2                    177
ARIBA INC                   EQUITY    04033V104     44775        312,528   SH           DEFINED    2                312,528
ARKANSAS BEST CORP          EQUITY    040790107         1             48   SH           DEFINED    2                     48
ARM HLDGS                   EQUITY    005958905       617         55,449   SH           DEFINED    2                 55,449
ARMOR HLDGS INC             EQUITY    042260109        40          2,663   SH           DEFINED    2                  2,663
ARMSTRONG HLDGS INC         EQUITY    042384107        16          1,308   SH           DEFINED    2                  1,308
ARMSTRONG HOLDINGS          EQUITY    042384107      3000        251,300   SH           DEFINED    1                251,300
ARNOLD INDS INC             EQUITY    042595108        24          1,400   SH           DEFINED    1                  1,400
ARNOLD INDS INC             EQUITY    042595108         2            100   SH           DEFINED    2                    100
ARROW ELECTRONICS           EQUITY    042735100       189          5,550   SH           DEFINED    1                  5,550
ARROW ELECTRS INC           EQUITY    042735100        10            304   SH           DEFINED    2                    304
</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>
ARROW INTERNATIONAL INC     EQUITY    042764100        55          1,500   SH           DEFINED    2                  1,500
ART TECHNOLOGY GROUP INC    EQUITY    04289L107     14136        149,191   SH           DEFINED    2                149,191
ARTESYN TECHNOLOGIES INC    EQUITY    043127109        56          1,933   SH           DEFINED    2                  1,933
ARTHROCARE CORP             EQUITY    043136100      1357         69,823   SH           DEFINED    2                 69,823
ARVINMERITOR INC            EQUITY    043353101         7            457   SH           DEFINED    2                    457
ARVINMERITOR INC.           EQUITY    043353101        62          4,223   SH           DEFINED    1                  4,223
ASAT HLDGS LTD              EQUITY    00208B105        77         11,800   SH           DEFINED    4                 11,800
ASE TEST LIMITED            EQUITY    Y02516105       423         20,140   SH           DEFINED    2                 20,140
ASHLAND INC                 EQUITY    044204105        74          2,200   SH           DEFINED    1                  2,200
ASHLAND INC                 EQUITY    044204105      4363        129,523   SH           DEFINED    2                129,523
ASHTEAD GROUP               EQUITY    005367008        73         45,000   SH           DEFINED    2                 45,000
ASHWORTH INC                EQUITY    04516H101        17          2,100   SH           DEFINED    2                  2,100
ASK JEEVES INC              EQUITY    045174109         2            130   SH           DEFINED    2                    130
ASM LITHOGRAPHY HLDG N V    EQUITY    N07059111      2873         88,925   SH           DEFINED    2                 88,925
ASPECT COMMUNICATIONS
 INC                        EQUITY    04523Q102      2524        122,368   SH           DEFINED    2                122,368
ASPECT MED SYS INC          EQUITY    045235108                       34   SH           DEFINED    2                     34
ASPEN TECHNOLOGY INC        EQUITY    045327103         7            152   SH           DEFINED    2                    152
ASSOCIATED BANC CORP        EQUITY    045487105       335         12,747   SH           DEFINED    2                 12,747
ASSOCIATED BANC-COR         EQUITY    045487105       104          3,960   SH           DEFINED    1                  3,960
ASSOCIATES FIRST CA         EQUITY    046008108     28309        744,968   SH           DEFINED    1                744,968
ASSOCIATES  FIRST CAP
 CORP                       EQUITY    046008108    172914      4,550,375   SH           DEFINED    2              4,550,375
ASTEC INDS INC              EQUITY    046224101        39          3,600   SH           DEFINED    2                  3,600
ASTORIA FINANCIAL C         EQUITY    046265104       116          3,000   SH           DEFINED    1                  3,000
ASTORIA FINL CORP           EQUITY    046265104        79          2,046   SH           DEFINED    2                  2,046
ASTRAZENECA PLC             EQUITY    046353108     39948        760,000   SH           DEFINED    2                760,000
ASTROPOWER INC              EQUITY    04644A101      4894        123,500   SH           DEFINED    2                123,500
ASTROPOWER INC COM          EQUITY    04644A101     12807        323,200   SH           DEFINED    3                323,200
ASYST TECHNOLOGIES INC      EQUITY    04648X107         4            197   SH           DEFINED    2                    197
AT & T                      EQUITY    001957109      3372        114,775   SH           DEFINED    1                114,775
AT + T CDA INC              EQUITY    00207Q202       342         11,200   SH           DEFINED    2                 11,200
AT + T CORP                 EQUITY    001957109     82668      2,814,243   SH           DEFINED    2              2,814,243
AT HOME CORP                EQUITY    045919107       609         43,144   SH           DEFINED    2                 43,144
AT&T LATIN AMERICA          EQUITY    04649A106       658         78,000   SH           DEFINED    1                 78,000
AT+T CORP                   EQUITY    001957208    241232     13,401,727   SH           DEFINED    2             13,401,727
AT+T WIRELESS GROUP         EQUITY    001957406     66443      3,182,900   SH           DEFINED    2              3,182,900
ATLANTIC COAST AIRLINES
 HLDGS                      EQUITY    048396105         2             73   SH           DEFINED    2                     73
ATLAS AIR INC               EQUITY    049164106        89          2,100   SH           DEFINED    1                  2,100
</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>
ATLAS AIR INC               EQUITY    049164106     25354        600,100   SH           DEFINED    3                586,700   13,400
ATLAS AIR INC               EQUITY    049164106     17310        409,700   SH           DEFINED    2                409,700
ATMEL CORP                  EQUITY    049513104      3077        202,614   SH           DEFINED    2                202,614
ATMEL CRP                   EQUITY    049513104       392         25,800   SH           DEFINED    1                 25,800
ATMI INC                    EQUITY    00207R101         4            186   SH           DEFINED    2                    186
ATMOS ENERGY CORP           EQUITY    049560105         4            200   SH           DEFINED    2                    200
ATRIX LABS INC             CORPBOND   04962LAC5       643        710,000   PRN          DEFINED    4                710,000
ATS MED INC COM             EQUITY    002083103      3348        222,300   SH           DEFINED    3                222,300
ATS MEDICAL INC             EQUITY    002083103      3411        226,478   SH           DEFINED    2                226,478
ATWOOD OCEANICS INC         EQUITY    050095108        27            650   SH           DEFINED    2                    650
AUDIO CODES LTD             EQUITY    M15342104      2852         33,500   SH           DEFINED    2                 33,500
AUDIOVOX CORP               EQUITY    050757103         2            158   SH           DEFINED    2                    158
AURORA BIOSCIENCE CORP      EQUITY    051920106        30            443   SH           DEFINED    2                    443
AUSTRIALIS HLDGS PTY LTD    EQUITY    05258A113                       50   SH           DEFINED    2                     50
AUTODESK INC.               EQUITY    052769106        43          1,700   SH           DEFINED    1                  1,700
AUTODESK INCORPORATED       EQUITY    052769106      1702         67,062   SH           DEFINED    2                 67,062
AUTOLIV                     EQUITY    052800109         6            300   SH           DEFINED    2                    300
AUTOMATIC DATA PROC         EQUITY    053015103      1755         26,240   SH           DEFINED    1                 26,240
AUTOMATIC DATA
 PROCESSING INC             EQUITY    053015103     26139        390,871   SH           DEFINED    2                390,871
AUTONATION INC DEL          EQUITY    05329W102        10          1,618   SH           DEFINED    2                  1,618
AUTOZONE INC                EQUITY    053332102        98          4,300   SH           DEFINED    1                  4,300
AUTOZONE INC                EQUITY    053332102        30          1,323   SH           DEFINED    2                  1,323
AVALONBAY CMNTYS INC        EQUITY    053484101      7289        152,856   SH           DEFINED    2                152,856
AVALONBAY COMM              EQUITY    053484101     15633        327,819   SH           DEFINED    3                290,368   37,451
AVANEX CORP                 EQUITY    05348W109     26399        245,143   SH           DEFINED    2                245,143
AVANT CORP                  EQUITY    053487104      7915        433,688   SH           DEFINED    2                433,688
AVANT IMMUNOTHERAPE         EQUITY    053491106      1111        102,725   SH           DEFINED    1                102,725
AVANT IMMUNOTHERAPEUTICS
 INC                        EQUITY    053491106         3            301   SH           DEFINED    2                    301
AVANTGO INC                 EQUITY    05349M100         2            100   SH           DEFINED    2                    100
AVENUE A INC                EQUITY    053566105                       60   SH           DEFINED    2                     60
AVERY DENNISON CORP         EQUITY    053611109       158          3,400   SH           DEFINED    1                  3,400
AVERY DENNISON CORP         EQUITY    053611109      1849         39,861   SH           DEFINED    2                 39,861
AVICI SYS INC               EQUITY    05367L109        84            880   SH           DEFINED    2                    880
AVID TECHNOLOGY INC         EQUITY    05367P100         2            178   SH           DEFINED    2                    178
AVIGEN INC                  EQUITY    053690103         3             83   SH           DEFINED    2                     83
AVIRON                     CORPBOND   053762AC4     31450     16,322,000   PRN          DEFINED    4             16,322,000
AVIRON                      EQUITY    053762100         8            130   SH           DEFINED    2                    130
</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>
AVIS GROUP HLDGS INC        EQUITY    053790101         3            111   SH           DEFINED    2                    111
AVISTA CORP                 EQUITY    05379B107         8            353   SH           DEFINED    2                    353
AVNET INC                   EQUITY    053807103      1725         60,804   SH           DEFINED    4                 60,804
AVNET INC                   EQUITY    053807103        25            890   SH           DEFINED    2                    890
AVNET INC.                  EQUITY    053807103       176          6,200   SH           DEFINED    1                  6,200
AVOCENT CORP                EQUITY    053893103        71          1,291   SH           DEFINED    2                  1,291
AVOCENT CORPORATION         EQUITY    053893103       132          2,400   SH           DEFINED    1                  2,400
AVON PRODS INC              EQUITY    054303102     28856        705,945   SH           DEFINED    2                705,945
AVON PRODUCTS               EQUITY    054303102       286          7,000   SH           DEFINED    1                  7,000
AVT CORP                    EQUITY    002420107       157         28,160   SH           DEFINED    2                 28,160
AVX CORP NEW                EQUITY    002444107        10            371   SH           DEFINED    2                    371
AWARE INC MASS              EQUITY    05453N100       674         17,500   SH           DEFINED    2                 17,500
AXA FINL INC                EQUITY    002451102      7620        149,600   SH           DEFINED    2                149,600
AXA FINL INC                EQUITY    002451102      1155         20,000   SH           DEFINED    4                 20,000
AXENT TECHNOLOGIES INC      EQUITY    05459C108         5            220   SH           DEFINED    2                    220
AXT INC                     EQUITY    00246W103        30            706   SH           DEFINED    2                    706
AZTAR CORP                  EQUITY    054802103         5            338   SH           DEFINED    2                    338
B I S Y S GROUP INC         EQUITY    055472104     78209      1,011,600   SH           DEFINED    3                972,600   39,000
BAKER HUGHES INC            EQUITY    057224107     22219        598,482   SH           DEFINED    2                598,482
BAKER HUGHES INC.           EQUITY    057224107       363          9,770   SH           DEFINED    1                  9,770
BALDOR ELEC CO              EQUITY    057741100         4            200   SH           DEFINED    2                    200
BALDWIN + LYONS INC         EQUITY    057755209         1             43   SH           DEFINED    2                     43
BALL CORP                   EQUITY    058498106        25            800   SH           DEFINED    1                    800
BALL CORP                   EQUITY    058498106       147          4,644   SH           DEFINED    2                  4,644
BALLARD PWR SYS INC         EQUITY    05858H955       361          3,300   SH           DEFINED    2                  3,300
BALLY TOTAL FITNESS HLDG
 CORP                       EQUITY    05873K108       285         11,400   SH           DEFINED    4                 11,400
BALLY TOTAL FITNESS HLDG
 CORP                       EQUITY    05873K108        29          1,157   SH           DEFINED    2                  1,157
BANC ONE CORP               EQUITY    06423A103      1000         32,322   SH           DEFINED    1                 32,322
BANCO DE A. EDWARDS         EQUITY    059504100       650         49,978   SH           DEFINED    1                 49,978
Banco Frances Rio Plata
 ADR                        EQUITY    059591107       159          9,500   SH           DEFINED    1                  9,500
BANCO GANADERO SA S         EQUITY    059594408        98         27,000   SH           DEFINED    1                 27,000
BANCO GANADERO SA-S         EQUITY    059594507        33         10,500   SH           DEFINED    1                 10,500
BANCORPSOUTH INC            EQUITY    059692103         1            104   SH           DEFINED    2                    104
BANCWEST CORP NEW           EQUITY    059790105         5            272   SH           DEFINED    2                    272
BANDAG INC                  EQUITY    059815100        43          1,200   SH           DEFINED    1                  1,200
BANDAG INC                  EQUITY    059815100         4            100   SH           DEFINED    2                    100
BANK AMER CORP              EQUITY    060505104     64832      1,237,839   SH           DEFINED    2              1,237,839
</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>
BANK GRANITE CORP           EQUITY    062401104         1             34   SH           DEFINED    2                     34
BANK N S HALIFAX            EQUITY    064149107      6012        207,144   SH           DEFINED    2                207,144
BANK NEW YORK INC           EQUITY    064057102     31000        552,950   SH           DEFINED    2                552,950
BANK OF NEW YORK            EQUITY    064057102      1211         21,600   SH           DEFINED    1                 21,600
BANK ONE CORP               EQUITY    06423A103     34430        891,422   SH           DEFINED    2                891,422
BANK TOKYO MITSUBISHI
 LTD                        EQUITY    065379109      1169        100,000   SH           DEFINED    2                100,000
BANK TOKYO-MITSUBISHI
 LTD                        EQUITY    065379109       418         35,800   SH           DEFINED    4                 35,800
BANK UNITED CORP.           EQUITY    065412108     39628        781,802   SH           DEFINED    1                781,802
BANK UNITED CORP.           EQUITY    065412108     21588        425,900   SH           DEFINED    3                425,900
BANK UTD CORP               EQUITY    065412108        12            245   SH           DEFINED    2                    245
BANKAMERICA CORPORA         EQUITY    060505104     10755        205,350   SH           DEFINED    1                205,350
BANKATLANTIC BANCORP       CORPBOND   065908AB1      6466      7,607,000   PRN          DEFINED    4              7,607,000
BANKNORTH GROUP INC         EQUITY    06646R107       154          8,600   SH           DEFINED    1                  8,600
BANKNORTH GROUP INC NEW     EQUITY    06646R107       311         17,424   SH           DEFINED    2                 17,424
BANTA CORP                  EQUITY    066821109        34          1,400   SH           DEFINED    1                  1,400
BANTA CORP                  EQUITY    066821109       213          8,721   SH           DEFINED    2                  8,721
BARD C R INC                EQUITY    067383109        22            526   SH           DEFINED    2                    526
BARNES & NOBLE INC.         EQUITY    067774109        75          3,800   SH           DEFINED    1                  3,800
BARNES + NOBLE INC          EQUITY    067774109         6            285   SH           DEFINED    2                    285
BARNES GROUP INC            EQUITY    067806109         2            100   SH           DEFINED    2                    100
BARNESANDNOBLE COM INC      EQUITY    067846105         1            224   SH           DEFINED    2                    224
BARR LABS INC               EQUITY    068306109        46            691   SH           DEFINED    2                    691
BARRA INC                   EQUITY    068313105        49            787   SH           DEFINED    2                    787
BARRETT RES CORP            EQUITY    068480201       342          9,100   SH           DEFINED    4                  9,100
BARRETT RES CORP            EQUITY    068480201       193          5,093   SH           DEFINED    2                  5,093
BARRICK GOLD CORP           EQUITY    067901108       947         62,076   SH           DEFINED    2                 62,076
BARRICK GOLD CORP.          EQUITY    067901108       175         11,500   SH           DEFINED    1                 11,500
BASIN EXPL INC              EQUITY    070107107       413         21,200   SH           DEFINED    4                 21,200
BASIN EXPL INC              EQUITY    070107107       110          5,634   SH           DEFINED    2                  5,634
BASSETT FURNITURE INDS
 INC                        EQUITY    070203104        85          6,000   SH           DEFINED    2                  6,000
BATTLE MTN GOLD CO          EQUITY    071593107         2          1,044   SH           DEFINED    2                  1,044
BAUSCH & LOMB               EQUITY    071707103        62          1,600   SH           DEFINED    1                  1,600
BAUSCH & LOMB               EQUITY    071707103       238          6,100   SH           DEFINED    4                  6,100
BAUSCH + LOMB INC           EQUITY    071707103        25            647   SH           DEFINED    2                    647
BAXTER INTERNATIONA         EQUITY    071813109     12202        152,880   SH           DEFINED    1                152,880
BAXTER INTL INC             EQUITY    071813109     48698        610,160   SH           DEFINED    2                610,160
BAY VIEW CAP CORP DEL       EQUITY    07262L101         1            108   SH           DEFINED    2                    108
</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>
BB&T CORPORATION            EQUITY    054937107       322         10,700   SH           DEFINED    1                 10,700
BB+T CORP                   EQUITY    054937107       220          7,313   SH           DEFINED    2                  7,313
BCE INC                     EQUITY    05534B109      7055        301,839   SH           DEFINED    2                301,839
BCE INC                     EQUITY    05534B950        53          2,296   SH           DEFINED    2                  2,296
BE AEROSPACE INC            EQUITY    073302101       476         29,500   SH           DEFINED    4                 29,500
BE FREE INC                 EQUITY    073308108         1            187   SH           DEFINED    2                    187
BEA SYS INC                CORPBOND   073325AB8     56847      4,819,000   PRN          DEFINED    4              4,819,000
BEA SYS INC                 EQUITY    073325102     63503        815,450   SH           DEFINED    2                815,450
BEAR STEARNS                EQUITY    073902108       208          3,305   SH           DEFINED    1                  3,305
BEAR STEARNS COS INC        EQUITY    073902108     20959        332,680   SH           DEFINED    2                332,680
BECKMAN COULTER INC         EQUITY    075811109       139          1,800   SH           DEFINED    1                  1,800
BECKMAN COULTER INC         EQUITY    075811109      7358         95,407   SH           DEFINED    2                 95,407
BECTON DICKINSON &          EQUITY    075887109       198          7,500   SH           DEFINED    1                  7,500
BECTON DICKINSON + CO       EQUITY    075887109       350         13,247   SH           DEFINED    2                 13,247
BED BATH + BEYOND INC       EQUITY    075896100     38879      1,594,033   SH           DEFINED    2              1,594,033
BED BATH AND BEYOND         EQUITY    075896100      4266        174,900   SH           DEFINED    3                138,100   36,800
BED BATH AND BEYOND         EQUITY    075896100       200          8,200   SH           DEFINED    1                  8,200
BEDFORD PPTY INVS INC       EQUITY    076446301         2            100   SH           DEFINED    2                    100
BEDFORD PPTY INVS INC
 COM PAR                    EQUITY    076446301      3047        150,000   SH           DEFINED    3                150,000
BEL FUSE INC                EQUITY    077347300         1             37   SH           DEFINED    2                     37
BELCO OIL & GAS CORP        EQUITY    077410207       381         25,200   SH           DEFINED    4                 25,200
BELCO OIL + GAS CORP        EQUITY    077410108         1            100   SH           DEFINED    2                    100
BELDEN INC                  EQUITY    077459105       387         16,400   SH           DEFINED    4                 16,400
BELDEN INC                  EQUITY    077459105        93          3,945   SH           DEFINED    2                  3,945
BELL + HOWELL CO NEW        EQUITY    077852101       199          9,100   SH           DEFINED    2                  9,100
BELL CANADA INTERNA         EQUITY    077914109       865         40,000   SH           DEFINED    1                 40,000
BELLSOUTH CORP              EQUITY    079860102      2157         53,600   SH           DEFINED    1                 53,600
BELLSOUTH CORP              EQUITY    079860102      4243        105,414   SH           DEFINED    2                105,414
BELO A H CORP               EQUITY    080555105      1642         89,031   SH           DEFINED    2                 89,031
BELO A H CORP DEL           EQUITY    080555105       127          6,900   SH           DEFINED    1                  6,900
BEMIS CO.                   EQUITY    081437105        51          1,600   SH           DEFINED    1                  1,600
BEMIS INC                   EQUITY    081437105      7470        232,525   SH           DEFINED    2                232,525
BENCHMARK ELECTRS INC      CORPBOND   08160HAC5      3933      2,750,000   PRN          DEFINED    4              2,750,000
BENCHMARK ELECTRS INC       EQUITY    08160H101        26            509   SH           DEFINED    2                    509
BENEDEK COMMUNICATIONS
 CORP                       EQUITY    08170W114         4          2,000   SH           DEFINED    2                  2,000
BENEDEK COMMUNICATIONS
 CORP                       EQUITY    08170W601        42             75   SH           DEFINED    2                     75
BENTLEY
 PHARMACEUTICALS INC        EQUITY    082657123       228         79,200   SH           DEFINED    4                 79,200
</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>
BERGEN BRUNSWIG COR         EQUITY    083739102        91          7,800   SH           DEFINED    1                  7,800
BERGEN BRUNSWIG CORP        EQUITY    083739102      4394        375,933   SH           DEFINED    2                375,933
BERINGER WINE ESTATES
 HLDGS                      EQUITY    084102102      2836         51,050   SH           DEFINED    2                 51,050
BERKLEY W R CORP            EQUITY    084423102         6            175   SH           DEFINED    2                    175
BERKLEY, W.R.               EQUITY    084423102      1020         29,500   SH           DEFINED    1                 29,500
BERKSHIRE HATHAWAY INC
 DEL                        EQUITY    084670108    126997          1,972   SH           DEFINED    2                  1,972
BERKSHIRE HATHAWAY INC
 DEL                        EQUITY    084670207      1753            847   SH           DEFINED    2                    847
BERRY PETE CO               EQUITY    085789105         4            200   SH           DEFINED    2                    200
BEST BUY CO INC             EQUITY    086516101     12836        201,752   SH           DEFINED    2                201,752
BEST BUY INC                EQUITY    086516101       388          6,100   SH           DEFINED    1                  6,100
BEST FOODS INC              EQUITY    08658U101       713          9,800   SH           DEFINED    1                  9,800
BEST FOODS INC              EQUITY    08658U101      1971         23,900   SH           DEFINED    4                 23,900
BESTFOODS                   EQUITY    08658U101       198          2,724   SH           DEFINED    2                  2,724
BETHELEM STEEL  COR         EQUITY    087509105        12          3,900   SH           DEFINED    1                  3,900
BETHLEHEM STL CORP          EQUITY    087509105         5          1,762   SH           DEFINED    2                  1,762
BEVERLY ENTERPRISES INC     EQUITY    087851309       248         41,700   SH           DEFINED    4                 41,700
BEVERLY ENTERPRISES INC     EQUITY    087851309         3            500   SH           DEFINED    2                    500
BG GROUP                    EQUITY    087628905      1324        208,268   SH           DEFINED    2                208,268
BHC COMMUNICATIONS INC      EQUITY    055448104      8786         55,829   SH           DEFINED    2                 55,829
BILLING CONCEPTS CORP       EQUITY    090063108         1            253   SH           DEFINED    2                    253
BINDLEY WESTN INDS INC      EQUITY    090324104         6            178   SH           DEFINED    2                    178
BINDVIEW DEV CORP           EQUITY    090327107         2            262   SH           DEFINED    2                    262
BIO RAD LABORATORIES INC    EQUITY    090572207         1             32   SH           DEFINED    2                     32
BIO TECHNOLOGY GEN CORP     EQUITY    090578105         4            320   SH           DEFINED    2                    320
BIOCHEM PHARM INC           EQUITY    09058T108        15            700   SH           DEFINED    2                    700
BIOCRYST PHARMACEUTICALS
 INC                        EQUITY    09058V103         1             63   SH           DEFINED    2                     63
BIOGEN INC                  EQUITY    090597105     11208        183,743   SH           DEFINED    2                183,743
Biogen Inc USD0.01          EQUITY    090597105        18            300   SH           DEFINED    1                    300
BIOMARIN PHARMACEUTICAL
 INC                        EQUITY    09061G101         2             85   SH           DEFINED    2                     85
BIOMATRIX INC               EQUITY    09060P102        18          1,000   SH           DEFINED    2                  1,000
BIOMET INC                  EQUITY    090613100       184          5,250   SH           DEFINED    1                  5,250
BIOMET INC                  EQUITY    090613100      2627         75,053   SH           DEFINED    2                 75,053
BIOPURE CORP                EQUITY    09065H105         2            103   SH           DEFINED    2                    103
BIOSITE DIAGNOSTICS COM     EQUITY    090945106      9223        231,300   SH           DEFINED    3                231,300
BIOSITE DIAGNOSTICS INC     EQUITY    090945106      4106        102,972   SH           DEFINED    2                102,972
BIOSOURCE INTL INC          EQUITY    09066H104      4221        136,150   SH           DEFINED    2                136,150
BIOTRANSPLANT INC           EQUITY    09066Y107                   40,431   SH           DEFINED    1                 40,431
</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>
BIOVAIL CORP                EQUITY    09067J117      4897         38,900   SH           DEFINED    4                 38,900
BIOVAIL CORP                EQUITY    09067J109    121570      1,492,800   SH           DEFINED    3              1,426,200   66,600
BIOVAIL CORP                EQUITY    09067J109     38927        478,000   SH           DEFINED    2                478,000
BISYS GROUP INC             EQUITY    055472104     45523        588,814   SH           DEFINED    2                588,814
BJ SVCS CO                  EQUITY    055482103       293          4,800   SH           DEFINED    1                  4,800
BJ SVCS CO                  EQUITY    055482103     17098        279,727   SH           DEFINED    2                279,727
BJ'S WHOLESALE CLUB         EQUITY    05548J106       143          4,200   SH           DEFINED    1                  4,200
BJ'S WHOLESALE CLUB         EQUITY    05548J106     34625      1,014,664   SH           DEFINED    3                964,864   49,800
BJS WHSL CLUB INC           EQUITY    05548J106      6062        177,644   SH           DEFINED    2                177,644
BK OF IRELAND               EQUITY    076440908        20          2,446   SH           DEFINED    2                  2,446
BLACK & DECKER CORP         EQUITY    091797100        89          2,600   SH           DEFINED    1                  2,600
BLACK + DECKER
 CORPORATION                EQUITY    091797100        28            815   SH           DEFINED    2                    815
BLACK BOX CORP              EQUITY    091826107       170          3,638   SH           DEFINED    2                  3,638
BLACK HILLS CORP            EQUITY    092113109        35          1,250   SH           DEFINED    1                  1,250
BLACK HILLS CORP            EQUITY    092113109         3            100   SH           DEFINED    2                    100
BLACKROCK INC               EQUITY    09247X101         3             88   SH           DEFINED    2                     88
BLANCH E W HLDGS INC        EQUITY    093210102        29          1,377   SH           DEFINED    2                  1,377
BLAZE SOFTWARE INC          EQUITY    09347T109         1             42   SH           DEFINED    2                     42
BLOCK DRUG INC              EQUITY    093644102         4            100   SH           DEFINED    2                    100
BLOCK H + R INC             EQUITY    093671105      2552         68,865   SH           DEFINED    2                 68,865
BLOCKBUSTER INC             EQUITY    093679108        83          9,400   SH           DEFINED    2                  9,400
BLOUT INTL INC NEW          EQUITY    095180105         1            113   SH           DEFINED    2                    113
BLUE MARTINI SOFTWARE
 INC                        EQUITY    095698106       441         13,020   SH           DEFINED    2                 13,020
BLUESTONE SOFTWARE INC      EQUITY    09623P102         1             52   SH           DEFINED    2                     52
BLYTH INC.                  EQUITY    09643P108        66          2,800   SH           DEFINED    1                  2,800
BLYTH INDS INC              EQUITY    09643P108         5            230   SH           DEFINED    2                    230
BMC SOFTWARE                EQUITY    055921100       132          6,900   SH           DEFINED    1                  6,900
BMC SOFTWARE                EQUITY    055921100       237         12,400   SH           DEFINED    4                 12,400
BMC SOFTWARE INC            EQUITY    055921100     18899        988,162   SH           DEFINED    2                988,162
BOARDWALK EQUITIES INC      EQUITY    096613104      2573        323,200   SH           DEFINED    2                323,200
BOB EVANS FARMS INC         EQUITY    096761101        39          2,100   SH           DEFINED    1                  2,100
BOB EVANS FARMS INC         EQUITY    096761101         5            277   SH           DEFINED    2                    277
BOCA RESORTS INC            EQUITY    09688T106         2            200   SH           DEFINED    2                    200
BOEING CO                   EQUITY    097023105     50527        802,031   SH           DEFINED    2                802,031
BOEING CO.                  EQUITY    097023105      1646         26,126   SH           DEFINED    1                 26,126
BOISE CASCADE CORP          EQUITY    097383103        48          1,800   SH           DEFINED    1                  1,800
BOISE CASCADE CORP          EQUITY    097383103        23            850   SH           DEFINED    2                    850
</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>
BOLDER TECHNOLOGIES CORP    EQUITY    097519102        16          3,800   SH           DEFINED    2                  3,800
BOMBARDIER INC              EQUITY    097751200       883         51,200   SH           DEFINED    2                 51,200
BOOKHAM TECHNOLOGY PLC      EQUITY    09856Q108      3912         91,250   SH           DEFINED    2                 91,250
BORDERS GROUP INC           EQUITY    099709107        63          4,500   SH           DEFINED    1                  4,500
BORDERS GROUP INC           EQUITY    099709107       419         30,074   SH           DEFINED    2                 30,074
BORG WARNER AUTOMOTIVE
 INC                        EQUITY    099724106       174          5,239   SH           DEFINED    2                  5,239
BORG-WARNER AUTOMOT         EQUITY    099724106        50          1,500   SH           DEFINED    1                  1,500
BOSTON COMMUNICATIONS
 GROUP                      EQUITY    100582105        17            900   SH           DEFINED    2                    900
BOSTON PPTYS INC            EQUITY    101121101     13171        306,741   SH           DEFINED    2                306,741
BOSTON PROPERTIES INC
 COM                        EQUITY    101121101     14796        344,600   SH           DEFINED    3                294,700   49,900
BOSTON SCIENTIFIC           EQUITY    101137107       196         11,900   SH           DEFINED    1                 11,900
BOSTON SCIENTIFIC CORP      EQUITY    101137107       265         16,124   SH           DEFINED    2                 16,124
BOTTOMLINE TECHNOLOGIES
 DEL                        EQUITY    101388106         1             37   SH           DEFINED    2                     37
BOWATER INC                 EQUITY    102183100       139          3,000   SH           DEFINED    1                  3,000
BOWATER INC                 EQUITY    102183100      7725        166,356   SH           DEFINED    2                166,356
BOWNE + CO INC              EQUITY    103043105        90          9,243   SH           DEFINED    2                  9,243
BOYD GAMING CORP            EQUITY    103304101                       89   SH           DEFINED    2                     89
BOYDS COLLECTION LTD        EQUITY    103354106         3            400   SH           DEFINED    2                    400
BOYKIN LODGING CO           EQUITY    103430104         2            200   SH           DEFINED    2                    200
BP AMOCO                    EQUITY    079805909     16275      1,828,057   SH           DEFINED    2              1,828,057
BP AMOCO PLC                EQUITY    055622104     39865        752,173   SH           DEFINED    2                752,173
BP PRUDHOE BAY RTY TR       EQUITY    055630107       638         46,000   SH           DEFINED    4                 46,000
BRADY CORP                  EQUITY    104674106         3            104   SH           DEFINED    2                    104
BRANDYWINE RLTY TR          EQUITY    105368203         4            200   SH           DEFINED    2                    200
BRANDYWINE RLTY TR SH
 BEN INT                    EQUITY    105368203       405         20,000   SH           DEFINED    3                          20,000
BRASIL DISTR PAO AC         EQUITY    20440T201      1435         38,600   SH           DEFINED    1                 38,600
BRASIL TELECOM
 PARTICIPACOES              EQUITY    105530109       414          7,100   SH           DEFINED    2                  7,100
BRAUN CONSULTING INC        EQUITY    105651103        19            974   SH           DEFINED    2                    974
BRE PPTYS INC               EQUITY    05564E106      3035         94,851   SH           DEFINED    2                 94,851
BRE PROPERTIES INC CL A     EQUITY    05564E106     12486        390,200   SH           DEFINED    3                335,400   54,800
BREAKAWAY SOLUTIONS INC     EQUITY    106372105         1             81   SH           DEFINED    2                     81
BREEZECOM LTD               EQUITY    M20385106       336         10,200   SH           DEFINED    2                 10,200
BRENTON BKS INC             EQUITY    107211104         1            100   SH           DEFINED    2                    100
BRIGGS & STRATTON           EQUITY    109043109        26            700   SH           DEFINED    1                    700
BRIGGS + STRATTON CORP      EQUITY    109043109       421         11,142   SH           DEFINED    2                 11,142
BRIGHT HORIZON FAMILY
 COM                        EQUITY    109195107     43985      1,720,680   SH           DEFINED    3              1,720,680
BRIGHT HORIZONS FAMILY
 SOLUT                      EQUITY    109195107     14635        572,537   SH           DEFINED    2                572,537
</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>
BRIGHTPOINT INC             EQUITY    109473108        77         15,346   SH           DEFINED    2                 15,346
BRILLIANCE CHINA AU         EQUITY    10949Q105        73          2,400   SH           DEFINED    1                  2,400
BRINKER INTERNATION         EQUITY    109641100       114          3,800   SH           DEFINED    1                  3,800
BRINKER INTL INC            EQUITY    109641100         6            200   SH           DEFINED    2                    200
BRIO TECHNOLOGY INC         EQUITY    109704106         1            102   SH           DEFINED    2                    102
BRISTOL MYERS SQUIB         EQUITY    110122108     19488        341,150   SH           DEFINED    1                341,150
BRISTOL MYERS SQUIB         EQUITY    110122108       434          7,600   SH           DEFINED    4                  7,600
BRISTOL MYERS SQUIBB CO     EQUITY    110122108    106379      1,862,197   SH           DEFINED    2              1,862,197
BROADBASE SOFTWARE INC      EQUITY    11130R100         3            191   SH           DEFINED    2                    191
BROADCOM CORP               EQUITY    111320107     59299        243,276   SH           DEFINED    2                243,276
BROADCOM CORP CI A          EQUITY    111320107      5445         22,340   SH           DEFINED    1                 22,340
BROADCOM CORP CL A          EQUITY    111320107       853          3,500   SH           DEFINED    3                  3,500
BROADVISION INC             EQUITY    111412102      2973        116,310   SH           DEFINED    2                116,310
BROADWING COMMUNICATIONS
 INC                        EQUITY    11161P205     12665         12,535   SH           DEFINED    2                 12,535
BROADWING INC               EQUITY    111620100       317         12,400   SH           DEFINED    1                 12,400
BROADWING INC               EQUITY    111620100     10842        424,141   SH           DEFINED    2                424,141
BROADWING INC               EQUITY    111620407      1338         28,700   SH           DEFINED    2                 28,700
BROCADE COMMUNICATIONS
 SYS INC                    EQUITY    111621108     64781        274,497   SH           DEFINED    2                274,497
BROOKFIELD PPTYS CORP       EQUITY    112900105       879         54,300   SH           DEFINED    2                 54,300
BROOKLINE BANCORP INC       EQUITY    113739106         1            100   SH           DEFINED    2                    100
BROOKS AUTOMATION INC       EQUITY    11434A100     11913        359,627   SH           DEFINED    2                359,627
BROOKTROUT INC              EQUITY    114580103         2             74   SH           DEFINED    2                     74
BROWN + BROWN INC           EQUITY    115236101         6            200   SH           DEFINED    2                    200
BROWN AND BROWN             EQUITY    115236101      6935        218,000   SH           DEFINED    1                218,000
BROWN FORMAN CORP           EQUITY    115637209        77          1,403   SH           DEFINED    2                  1,403
BROWN SHOE INC NEW          EQUITY    115736100         1             74   SH           DEFINED    2                     74
BROWN TOM INC               EQUITY    115660201         4            178   SH           DEFINED    2                    178
BROWN-FORMAN CORP C         EQUITY    115637209       110          2,000   SH           DEFINED    1                  2,000
BRUKER DALTONICS INC        EQUITY    116795105      5521        124,425   SH           DEFINED    2                124,425
BRUNSWICK CORP              EQUITY    117043109        55          3,000   SH           DEFINED    1                  3,000
BRUNSWICK CORP              EQUITY    117043109      1220         66,828   SH           DEFINED    2                 66,828
BRUSH EBGINEERED MATLS
 INC                        EQUITY    117421107         2            100   SH           DEFINED    2                    100
BSQUARE CORP                EQUITY    11776U102        12            797   SH           DEFINED    2                    797
BT FINL CORP                EQUITY    055763106         2            105   SH           DEFINED    2                    105
BUCA INC                    EQUITY    117769109        84          7,900   SH           DEFINED    2                  7,900
BUCKEYE TECHNOLOGIES INC    EQUITY    118255108         3            129   SH           DEFINED    2                    129
BUDGET GROUP INC            EQUITY    119003101       108         27,749   SH           DEFINED    1                 27,749
</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>
BUFFETS INC                 EQUITY    119882108        33          2,400   SH           DEFINED    1                  2,400
BUFFETS INC                 EQUITY    119882108        50          3,672   SH           DEFINED    2                  3,672
BURLINGTON COAT FACTORY
 WHSE                       EQUITY    121579106         3            181   SH           DEFINED    2                    181
BURLINGTON NORTHERN         EQUITY    12189T104       267         12,510   SH           DEFINED    1                 12,510
BURLINGTON NORTHN
 SANTA FE                   EQUITY    12189T104     17779        824,517   SH           DEFINED    2                824,517
BURLINGTON RES INC          EQUITY    122014103      5089        138,245   SH           DEFINED    2                138,245
BURLINGTON RESOURCE         EQUITY    122014103       232          6,314   SH           DEFINED    1                  6,314
BURNHAM PAC PPTYS INC       EQUITY    12232C108         1            108   SH           DEFINED    2                    108
BURNTSAND INC               EQUITY    122901101        88         22,000   SH           DEFINED    2                 22,000
BUSH BOAKE ALLEN INC        EQUITY    123162109         1             17   SH           DEFINED    2                     17
BUSH INDS INC               EQUITY    123164105         1            100   SH           DEFINED    2                    100
BUSINESS OBJECTS S A        EQUITY    12328X107      8594         76,011   SH           DEFINED    2                 76,011
BUSINESS OBJECTS S A
 SPONSORED                  EQUITY    12328X107     30572        270,400   SH           DEFINED    3                264,000    6,400
BUTLER INTL INC NEW         EQUITY    123649105         5            900   SH           DEFINED    2                    900
BYL BANCORP                 EQUITY    056064108       152         12,900   SH           DEFINED    4                 12,900
C COR NET CORPORATION       EQUITY    125010108         3            227   SH           DEFINED    2                    227
C CUBE MICROSYSTEMS INC
 NEW                        EQUITY    12501N108         5            259   SH           DEFINED    2                    259
C D I CORP                  EQUITY    125071100        78          4,900   SH           DEFINED    2                  4,900
C H ROBINSON WORLDWIDE      EQUITY    12541W100       276          4,905   SH           DEFINED    2                  4,905
C MAC INDS INC              EQUITY    125920108      8777        152,650   SH           DEFINED    2                152,650
C MAC INDS INC              EQUITY    125920959        23            400   SH           DEFINED    2                    400
C.H. ROBINSON WORLD         EQUITY    12541W100       135          2,400   SH           DEFINED    1                  2,400
C.I.T. Group Inc. A         EQUITY    125577106       131          7,500   SH           DEFINED    1                  7,500
C.R. BARD                   EQUITY    067383109        68          1,600   SH           DEFINED    1                  1,600
C+D TECHNOLOGIES            EQUITY    124661109        10            182   SH           DEFINED    2                    182
CABLE DESIGN
 TECHNOLOGIES CORP          EQUITY    126924109      4101        168,667   SH           DEFINED    2                168,667
CABLETRON SYSTEMS I         EQUITY    126920107     11430        389,100   SH           DEFINED    3                339,600   49,500
CABLETRON SYSTEMS I         EQUITY    126920107       153          5,200   SH           DEFINED    1                  5,200
CABLETRON SYSTEMS INC       EQUITY    126920107     11501        391,534   SH           DEFINED    2                391,534
CABLEVISION SYS CORP        EQUITY    12686C109      4250         64,086   SH           DEFINED    2                 64,086
CABOT CORP                  EQUITY    127055101       124          3,900   SH           DEFINED    1                  3,900
CABOT CORP                  EQUITY    127055101         7            234   SH           DEFINED    2                    234
CABOT INDL TR               EQUITY    127072106         5            251   SH           DEFINED    2                    251
CABOT INDUSTRIAL TRUST
 COM                        EQUITY    127072106      3589        180,000   SH           DEFINED    3                180,000
CABOT MICROELECTRON         EQUITY    12709P103        62          1,300   SH           DEFINED    1                  1,300
CABOT MICROELECTRONICS
 CORP                       EQUITY    12709P103         1             28   SH           DEFINED    2                     28
CABOT OIL + GAS CORP        EQUITY    127097103         2            114   SH           DEFINED    2                    114
</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>
CACHEFLOW INC               EQUITY    126946102       430          3,010   SH           DEFINED    2                  3,010
CACI INC                    EQUITY    127190304         1             32   SH           DEFINED    2                     32
CADENCE DESIGN SYS INC      EQUITY    127387108      7298        284,106   SH           DEFINED    2                284,106
CADENCE DESIGN SYST         EQUITY    127387108       367         14,300   SH           DEFINED    1                 14,300
CADIZ INC                   EQUITY    127537108        28          2,800   SH           DEFINED    2                  2,800
CAL DIVE INTL INC           EQUITY    127914109        40            698   SH           DEFINED    2                    698
CALDERA SYS INC             EQUITY    128780103                       55   SH           DEFINED    2                     55
CALGON CARBON CORP          EQUITY    129603106         2            223   SH           DEFINED    2                    223
CALICO COMM INC             EQUITY    129897104         1            135   SH           DEFINED    2                    135
CALIFORNIA AMPLIFIER INC    EQUITY    129900106         3            109   SH           DEFINED    2                    109
CALIFORNIA WATER
 SERVICE GRP                EQUITY    130788102         3            100   SH           DEFINED    2                    100
CALIPER TECHNOLOGIES
 CORP                       EQUITY    130876105      1241         21,421   SH           DEFINED    2                 21,421
CALLAWAY GOLF CO            EQUITY    131193104        68          4,400   SH           DEFINED    1                  4,400
CALLAWAY GOLF CO            EQUITY    131193104         7            472   SH           DEFINED    2                    472
CALLON PETE CO DEL          EQUITY    13123X201      3004         83,000   SH           DEFINED    4                 83,000
CALLON PETE CO DEL          EQUITY    13123X102        14            900   SH           DEFINED    2                    900
CALPINE CAP TR III          EQUITY    13134R201      1860         27,500   SH           DEFINED    2                 27,500
CALPINE CORP                EQUITY    131347106     97618        935,260   SH           DEFINED    2                935,260
CAMBREX CORP                EQUITY    132011107         6            174   SH           DEFINED    2                    174
CAMBRIDGE TECH PART         EQUITY    132524109        16          3,600   SH           DEFINED    1                  3,600
CAMBRIDGE TECHNOLOGY
 PARNERS M                  EQUITY    132524109        28          6,304   SH           DEFINED    2                  6,304
CAMDEN PPTY TR              EQUITY    133131201       673         27,000   SH           DEFINED    4                 27,000
CAMDEN PPTY TR              EQUITY    133131102     23681        763,900   SH           DEFINED    3                670,800   93,100
CAMDEN PPTY TR              EQUITY    133131102      4660        150,313   SH           DEFINED    2                150,313
CAMINUS CORP                EQUITY    133766105      3639         91,548   SH           DEFINED    2                 91,548
CAMINUS CORP COM            EQUITY    133766105      3637         91,500   SH           DEFINED    3                 91,500
CAMPBELL SOUP CO            EQUITY    134429109      4006        154,820   SH           DEFINED    2                154,820
CAMPBELL SOUP COMPA         EQUITY    134429109       318         12,300   SH           DEFINED    1                 12,300
CANADA LIFE FINL CORP       EQUITY    135113108        26          1,100   SH           DEFINED    2                  1,100
CANADIAN NATL RY CO         EQUITY    136375102      1941         66,225   SH           DEFINED    2                 66,225
CANADIAN NATL RY CO         EQUITY    136375961       208          7,096   SH           DEFINED    2                  7,096
CANADIAN NATURAL RES LTD    EQUITY    136385101      2232         64,200   SH           DEFINED    2                 64,200
CANADIAN NATURAL RES LTD    EQUITY    136385952        94          2,800   SH           DEFINED    2                  2,800
CANADIAN OCCIDENTAL PETE
 LTD                        EQUITY    136420957       886         35,500   SH           DEFINED    2                 35,500
CANADIAN PAC LTD            EQUITY    135923951      2626        101,241   SH           DEFINED    2                101,241
CAPITAL AUTOMOTIVE REIT     EQUITY    139733109         3            241   SH           DEFINED    2                    241
CAPITAL GAMING INTL INC     EQUITY    140180308                      344   SH           DEFINED    2                    344
</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>
CAPITAL ONE FINANCI         EQUITY    14040H105       356          5,075   SH           DEFINED    1                  5,075
CAPITAL ONE FINANCI         EQUITY    14040H105       687          9,800   SH           DEFINED    3                  9,800
CAPITAL ONE FINL CORP       EQUITY    14040H105     25419        362,801   SH           DEFINED    2                362,801
CAPITAL SOUTHWEST CORP      EQUITY    140501107       359          6,000   SH           DEFINED    2                  6,000
CAPITOL FED FINL            EQUITY    14057C106         4            255   SH           DEFINED    2                    255
CAPITOL TRANSAMERIC         EQUITY    140640103      1279        107,700   SH           DEFINED    1                107,700
CAPLINE CORPORATION         EQUITY    131347106       835          8,000   SH           DEFINED    1                  8,000
CAPROCK COMMUNICATIONS
 CORP                       EQUITY    140667106         1            244   SH           DEFINED    2                    244
CAPSTEAD MTG CORP           EQUITY    14067E407         1            164   SH           DEFINED    2                    164
CARAUSTAR INDS INC          EQUITY    140909102         2            200   SH           DEFINED    2                    200
CARBO CERAMICS INC          EQUITY    140781105         1             52   SH           DEFINED    2                     52
CARDIAC SCIENCE INC         EQUITY    141410209         5            578   SH           DEFINED    1                    578
CARDINAL HEALTH INC         EQUITY    14149Y108       706          8,000   SH           DEFINED    1                  8,000
CARDINAL HEALTH INC         EQUITY    14149Y108    103464      1,173,223   SH           DEFINED    2              1,173,223
CARDIODYNAMICS INTL CORP    EQUITY    141597104         1            200   SH           DEFINED    2                    200
CAREER ED CORP              EQUITY    141665109      5426        121,942   SH           DEFINED    2                121,942
CAREMARK RX INC             EQUITY    141705103      2980        264,932   SH           DEFINED    2                264,932
CARESIDE INC                EQUITY    141728113        10         11,800   SH           DEFINED    4                 11,800
CARLISLE COS INC            EQUITY    142339100        71          1,700   SH           DEFINED    1                  1,700
CARLISLE COS INC            EQUITY    142339100         7            179   SH           DEFINED    2                    179
CARNIVAL CORP               EQUITY    143658102     16313        662,473   SH           DEFINED    2                662,473
CARNIVAL CORP CLASS         EQUITY    143658102       438         17,800   SH           DEFINED    1                 17,800
CARPENTER TECHNOLOG         EQUITY    144285103        35          1,200   SH           DEFINED    1                  1,200
CARPENTER TECHNOLOGY
 CORP                       EQUITY    144285103         3             96   SH           DEFINED    2                     96
CARRAMERICA REALTY
 CORPORATION                EQUITY    144418100      7381        244,000   SH           DEFINED    3                209,700   34,300
CARRAMERICA RLTY CORP       EQUITY    144418100      2556         84,500   SH           DEFINED    2                 84,500
CARREKER CORPRATION         EQUITY    144433109         2            100   SH           DEFINED    2                    100
CARRIER ACCESS CORP         EQUITY    144460102         1             45   SH           DEFINED    2                     45
CARSO GLOBAL TELEC          EQUITY    217833904      1223        504,137   SH           DEFINED    2                504,137
CARTER WALLACE INC          EQUITY    146285101        64          2,600   SH           DEFINED    1                  2,600
CARTER WALLACE INC.         EQUITY    146285101         3            141   SH           DEFINED    2                    141
CASELLA WASTE SYS INC       EQUITY    147448104         1             84   SH           DEFINED    2                     84
CASEYS GEN STORES INC       EQUITY    147528103       172         13,244   SH           DEFINED    2                 13,244
CASH AMER INTL INC          EQUITY    14754D100         2            242   SH           DEFINED    2                    242
CATALINA MARKETING CORP     EQUITY    148867104      3680         97,815   SH           DEFINED    2                 97,815
CATALYST INTL INC           EQUITY    14887T105         1            300   SH           DEFINED    2                    300
CATALYTICA INC              EQUITY    148885106       116          9,345   SH           DEFINED    2                  9,345
</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>
CATELLUS DEV CORP           EQUITY    149111106      7591        433,790   SH           DEFINED    2                433,790
CATELLUS DEVELOPMENT
 CORP                       EQUITY    149111106      4121        235,500   SH           DEFINED    3                200,500   35,000
CATERPILLAR INC             EQUITY    149123101      7248        214,752   SH           DEFINED    2                214,752
CATERPILLAR INC.            EQUITY    149123101       341         10,100   SH           DEFINED    1                 10,100
CATHAY BANCORP INC          EQUITY    149150104         2             33   SH           DEFINED    2                     33
CATO CORP NEW               EQUITY    149205106         1            100   SH           DEFINED    2                    100
CB RICHARD ELLIS SVCS
 INC                        EQUITY    12489L108         1            100   SH           DEFINED    2                    100
CBL + ASSOC PPTYS INC       EQUITY    124830100         3            113   SH           DEFINED    2                    113
CBRL GROUP INC              EQUITY    12489V106        49          3,400   SH           DEFINED    1                  3,400
CBRL GROUP INC              EQUITY    12489V106       304         21,156   SH           DEFINED    2                 21,156
CCC INFORMATION SER         EQUITY    12487Q109       968        120,000   SH           DEFINED    1                120,000
CCC INFORMATION SVCS
 GROUP INC                  EQUITY    12487Q109         2            200   SH           DEFINED    2                    200
CDW COMPUTER CENTER         EQUITY    125129106       345          5,000   SH           DEFINED    1                  5,000
CDW COMPUTER CTRS INC       EQUITY    125129106        80          1,160   SH           DEFINED    2                  1,160
CEC ENTMT INC               EQUITY    125137109        35          1,079   SH           DEFINED    2                  1,079
CELERITEK INC               EQUITY    150926103         3             69   SH           DEFINED    2                     69
CELESTICA INC              CORPBOND   15101QAA6      4092      8,325,000   PRN          DEFINED    4              8,325,000
CELESTICA INC               EQUITY    15101Q108      4620         66,712   SH           DEFINED    2                 66,712
CELESTICA INC               EQUITY    15101Q959       303          4,411   SH           DEFINED    2                  4,411
CELGENE CORP                EQUITY    151020104      1811         30,430   SH           DEFINED    2                 30,430
CELL GENESYS INC            EQUITY    150921104         6            204   SH           DEFINED    2                    204
CELL PATHWAYS INC NEW       EQUITY    15114R101         1            125   SH           DEFINED    2                    125
CELL THERAPEUTICS INC       EQUITY    150934107      4005         60,060   SH           DEFINED    2                 60,060
CELLNET DATA SYS            EQUITY    15115M101                      400   SH           DEFINED    2                    400
CELLSTAR CORP               EQUITY    150925105        20          6,400   SH           DEFINED    2                  6,400
CEMEX S A                   EQUITY    151290871        13          7,268   SH           DEFINED    2                  7,268
CEMEX S A                   EQUITY    151290889      3099        154,443   SH           DEFINED    2                154,443
CEMEX SA -SPONS ADR         EQUITY    151290889       367         18,300   SH           DEFINED    1                 18,300
CEMIG CIA ENERG MG          EQUITY    219271905       164      9,911,000   SH           DEFINED    2              9,911,000
CENDANT CORP                EQUITY    151313111      3805        602,700   SH           DEFINED    4                602,700
CENDANT CORP                EQUITY    151313103       224         20,618   SH           DEFINED    1                 20,618
CENDANT CORP                EQUITY    151313103     10024        921,754   SH           DEFINED    2                921,754
CENDANT CORP                EQUITY    151313301       303         18,500   SH           DEFINED    2                 18,500
CENTERPOINT PPTYS TR        EQUITY    151895109      8314        180,504   SH           DEFINED    2                180,504
CENTERPOINT PPTYS TRUST     EQUITY    151895109      8181        177,600   SH           DEFINED    3                151,800   25,800
CENTEX CONSTR PRODS INC     EQUITY    15231R109                       18   SH           DEFINED    2                     18
CENTEX CORP                 EQUITY    152312104        61          1,900   SH           DEFINED    1                  1,900
</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>
CENTEX CORP                 EQUITY    152312104        25            791   SH           DEFINED    2                    791
CENTILLIUM
 COMMUNICATIONS INC         EQUITY    152319109         3             28   SH           DEFINED    2                     28
CENTRAIS GERADORAS DO
 SUL DO B                   EQUITY    15235B308       143         18,300   SH           DEFINED    2                 18,300
CENTRAL GARDEN + PET CO     EQUITY    153527106         1            100   SH           DEFINED    2                    100
CENTRAL PKG CORP            EQUITY    154785109         1             51   SH           DEFINED    2                     51
CENTURA BKS INC             EQUITY    15640T100         4            102   SH           DEFINED    2                    102
CENTURY ALUM CO             EQUITY    156431108         1            100   SH           DEFINED    2                    100
CENTURY SOUTH BANK INC      EQUITY    156683104         2            100   SH           DEFINED    2                    100
CENTURYBUSINESS SVCS INC    EQUITY    156490104         1            400   SH           DEFINED    2                    400
CENTURYTEL INC              EQUITY    156700106       114          4,200   SH           DEFINED    1                  4,200
CENTURYTEL INC              EQUITY    156700106      2450         89,909   SH           DEFINED    2                 89,909
CEPHALON INC                EQUITY    156708406    143478      1,042,980   SH           DEFINED    4              1,042,980
CEPHALON INC                EQUITY    156708109     11404        235,135   SH           DEFINED    2                235,135
CERADYNE INC CALIF          EQUITY    156710105       918         93,000   SH           DEFINED    2                 93,000
CERADYNE INC COM            EQUITY    156710105       918         93,000   SH           DEFINED    3                 93,000
CERAGON NETWORKS LTD        EQUITY    M22013102        62          2,300   SH           DEFINED    2                  2,300
CERIDIAN CORP               EQUITY    15677T106       126          4,500   SH           DEFINED    1                  4,500
CERIDIAN CORP               EQUITY    15677T106      9304        331,538   SH           DEFINED    2                331,538
CERNER CORP                 EQUITY    156782104       937         20,181   SH           DEFINED    2                 20,181
CERUS CORP                  EQUITY    157085101         3             46   SH           DEFINED    2                     46
CFW COMMUNICATIONS CO       EQUITY    124923103         2             65   SH           DEFINED    2                     65
CH ENERGY GROUP INC         EQUITY    12541M102         5            115   SH           DEFINED    2                    115
CHAMPION ENTERPRISES INC    EQUITY    158496109        61         14,300   SH           DEFINED    2                 14,300
CHAMPIONSHIP AUTO RACING
 TEAM                       EQUITY    158711101        25          1,045   SH           DEFINED    2                  1,045
CHARLES RIV LABORATORIES
 INTL                       EQUITY    159864107      4563        134,200   SH           DEFINED    2                134,200
CHARMING SHOPPES INC        EQUITY    161133103         3            571   SH           DEFINED    2                    571
CHARMING SHOPPES INC.      CORPBOND   161133AA1      3735      4,191,000   PRN          DEFINED    4              4,191,000
CHARTER COMMUNICATIONS
 INC DEL                    EQUITY    16117M107      1733        106,537   SH           DEFINED    2                106,537
CHARTER MUN MTG ACCEP CO    EQUITY    160908109         1            100   SH           DEFINED    2                    100
CHARTER ONE FIN'L           EQUITY    160903100       157          6,445   SH           DEFINED    1                  6,445
CHARTER ONE FIN'L           EQUITY    160903100     57995      2,379,274   SH           DEFINED    3              2,224,039  155,235
CHARTER ONE FINL INC        EQUITY    160903100      6641        272,437   SH           DEFINED    2                272,437
CHARTERED SEMICONDUCTOR
 MFG                        EQUITY    16133R106       122          2,010   SH           DEFINED    2                  2,010
CHASE MANHATTAN COR         EQUITY    16161A108      3507         75,925   SH           DEFINED    1                 75,925
CHASE MANHATTAN CORP NEW    EQUITY    16161A108     99931      2,163,585   SH           DEFINED    2              2,163,585
CHATEAU CMNTYS INC          EQUITY    161726104      3049        113,700   SH           DEFINED    2                113,700
CHATEAU COMMUNITIES INC
 COM                        EQUITY    161726104     14999        559,400   SH           DEFINED    3                495,900   63,500
</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>
CHEAP TICKETS INC           EQUITY    162672109         1             94   SH           DEFINED    2                     94
CHECK POINT SOFTWAR         EQUITY    M22465104      1591         10,100   SH           DEFINED    1                 10,100
CHECK POINT SOFTWARE        EQUITY    M22465104     40982        260,200   SH           DEFINED    2                260,200
CHECKFREE CORP NEW          EQUITY    162813109     18650        445,209   SH           DEFINED    2                445,209
CHECKFREE CORP.             EQUITY    162813109       184          4,400   SH           DEFINED    1                  4,400
CHECKPOINT SYS INC          EQUITY    162825103         1            189   SH           DEFINED    2                    189
CHEESECAKE FACTORY          EQUITY    163072101      8216        189,955   SH           DEFINED    2                189,955
CHEESECAKE FACTORY INC
 COM                        EQUITY    163072101     34550        798,850   SH           DEFINED    3                783,125   15,725
CHELSEA GCA REALTY INC      EQUITY    163262108       126          3,600   SH           DEFINED    2                  3,600
CHEMED CORP                 EQUITY    163596109         3            100   SH           DEFINED    2                    100
CHEMFIRST INC               EQUITY    16361A106         3            159   SH           DEFINED    2                    159
CHEMICAL FINL CORP          EQUITY    163731102         2            105   SH           DEFINED    2                    105
CHESAPEAKE CORP             EQUITY    165159104         2            105   SH           DEFINED    2                    105
CHESAPEAKE ENERGY CORP      EQUITY    165167305       672         11,100   SH           DEFINED    4                 11,100
CHESAPEAKE ENERGY CORP      EQUITY    165167107         5            628   SH           DEFINED    2                    628
CHEVRON CORP                EQUITY    166751107     19630        230,264   SH           DEFINED    2                230,264
CHEVRON CORPORATION         EQUITY    166751107      1577         18,500   SH           DEFINED    1                 18,500
CHICOS FAS INC              EQUITY    168615102      4405        129,564   SH           DEFINED    2                129,564
CHICOS FAS INC COM          EQUITY    168615102      6565        193,100   SH           DEFINED    3                193,100
CHIEFTAIN INTL FDG CORP     EQUITY    168672202      4141        149,900   SH           DEFINED    4                149,900
CHIEFTAIN INTL INC          EQUITY    16867C101       331         16,000   SH           DEFINED    2                 16,000
CHILDRENS PL RETAIL
 STORES INC                 EQUITY    168905107        51          1,982   SH           DEFINED    2                  1,982
CHINA MOBILE HK LTD         EQUITY    16941M109      2997         92,400   SH           DEFINED    1                 92,400
CHINA MOBILE  HONG KONG
 LTD                        EQUITY    16941M109      1175         36,230   SH           DEFINED    2                 36,230
CHINA UNICOM                EQUITY    16945R104      9179        420,820   SH           DEFINED    2                420,820
CHIQUITA BRANDS INTL INC    EQUITY    170032403       244         17,300   SH           DEFINED    4                 17,300
CHIQUITA BRANDS INTL INC    EQUITY    170032106         1            254   SH           DEFINED    2                    254
CHIRON CORP                 EQUITY    170040109        26            581   SH           DEFINED    2                    581
CHIRON CORP.                EQUITY    170040109       473         10,500   SH           DEFINED    1                 10,500
CHITTENDEN CORP             EQUITY    170228100       126          4,907   SH           DEFINED    2                  4,907
CHOICE HOTELS INC           EQUITY    169905106         3            300   SH           DEFINED    2                    300
CHOICE ONE
 COMMUNICATIONS INC         EQUITY    17038P104                       40   SH           DEFINED    2                     40
CHOICEPOINT INC             EQUITY    170388102       107          2,330   SH           DEFINED    2                  2,330
CHORDIANT SOFTWARE INC      EQUITY    170404107       167         21,586   SH           DEFINED    2                 21,586
CHRIS CRAFT INDS IN         EQUITY    170520100       171          2,079   SH           DEFINED    1                  2,079
CHRIS CRAFT INDS INC        EQUITY    170520100         3             41   SH           DEFINED    2                     41
CHRISTOPHER & BANKS CP
 COM                        EQUITY    171046105      3780         97,225   SH           DEFINED    3                 97,225
</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>
CHRISTOPHER + BANKS CORP    EQUITY    171046105      3780         97,225   SH           DEFINED    2                 97,225
CHROMAVISION MED SYS INC    EQUITY    17111P104         1            100   SH           DEFINED    2                    100
CHUBB CORP                  EQUITY    171232101      3253         41,115   SH           DEFINED    1                 41,115
CHUBB CORP                  EQUITY    171232101     34144        431,519   SH           DEFINED    2                431,519
CHURCH & DWIGHT INC         EQUITY    171340102        40          2,200   SH           DEFINED    1                  2,200
CHURCH + DWIGHT INC         EQUITY    171340102         4            200   SH           DEFINED    2                    200
CHURCHILL DOWNS INC         EQUITY    171484108         1             30   SH           DEFINED    2                     30
CIA ANONIMA TELEF D         EQUITY    204421101      1349         55,200   SH           DEFINED    1                 55,200
Cia de Minas
 Buenaventura - Spon ADR    EQUITY    204448104       353         25,000   SH           DEFINED    1                 25,000
CIA PARANAENSE ENER         EQUITY    20441B407       540         60,900   SH           DEFINED    1                 60,900
CIA TELECOM CHILE-S         EQUITY    204449300      2460        141,600   SH           DEFINED    1                141,600
CIA VALE DO RIO DOC         EQUITY    204412100       591         23,700   SH           DEFINED    1                 23,700
CIBER INC                   EQUITY    17163B102       145         17,560   SH           DEFINED    2                 17,560
CIENA CORP                  EQUITY    171779101     55745        453,900   SH           DEFINED    2                453,900
CIGNA CORP                  EQUITY    125509109       480          4,600   SH           DEFINED    1                  4,600
CIGNA CORP                  EQUITY    125509109     10871        104,131   SH           DEFINED    2                104,131
CINAR CORP                  EQUITY    171905300       563        187,700   SH           DEFINED    2                187,700
CINCINNATI FINL CORP        EQUITY    172062101       147          4,150   SH           DEFINED    1                  4,150
CINCINNATI FINL CORP       CORPBOND   172062AB7      1821        763,000   PRN          DEFINED    4                763,000
CINCINNATI FINL CORP        EQUITY    172062101        65          1,818   SH           DEFINED    2                  1,818
CINERGY CORP                EQUITY    172474108       159          4,800   SH           DEFINED    1                  4,800
CINERGY CORP                EQUITY    172474108        51          1,543   SH           DEFINED    2                  1,543
CINTAS CORP                 EQUITY    172908105       423          9,700   SH           DEFINED    1                  9,700
CINTAS CORP                 EQUITY    172908105       617         14,160   SH           DEFINED    2                 14,160
CIPHERGEN BIOSYSTEMS INC    EQUITY    17252Y104       910         28,450   SH           DEFINED    2                 28,450
CIPHERGEN BIOSYSTEMS INC    EQUITY    17252Y997       640         20,000   SH           DEFINED    2                 20,000
CIRCLE INTL GROUP INC       EQUITY    172574105         3             83   SH           DEFINED    2                     83
CIRCUIT CITY STORES         EQUITY    172737108       552         24,000   SH           DEFINED    4                 24,000
CIRCUIT CITY STORES         EQUITY    172737108       136          5,900   SH           DEFINED    1                  5,900
CIRCUIT CITY STORES INC     EQUITY    172737108     10784        468,854   SH           DEFINED    2                468,854
CIRRUS LOGIC CORP          CORPBOND   172755AC4     44829     27,177,000   PRN          DEFINED    4             27,177,000
CIRRUS LOGIC CORP           EQUITY    172755100       153          3,800   SH           DEFINED    1                  3,800
CIRRUS LOGIC INC            EQUITY    172755100        15            381   SH           DEFINED    2                    381
CISCO SYS INC               EQUITY    17275R102    561761     10,167,620   SH           DEFINED    2             10,167,620
CISCO SYSTEMS INC.          EQUITY    17275R102     57521      1,041,107   SH           DEFINED    1              1,041,107
CIT GROUP INC               EQUITY    125577106       507         28,981   SH           DEFINED    2                 28,981
CITADEL COMMUNICATIONS
 CORP                       EQUITY    172853202        20          1,181   SH           DEFINED    2                  1,181
</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>
CITIGROUP INC               EQUITY    172967101     43072        930,803   SH           DEFINED    1                930,803
CITIGROUP INC               EQUITY    172967101    537262      9,937,796   SH           DEFINED    2              9,937,796
CITIGROUP INC               EQUITY    172967309      1890         42,000   SH           DEFINED    2                 42,000
CITIZENS BKG CORP MICH      EQUITY    174420109       123          5,342   SH           DEFINED    2                  5,342
CITIZENS COMMUNICATIONS
 CO                         EQUITY    17453B101        11            838   SH           DEFINED    2                    838
CITIZENS UTILS TR           EQUITY    177351202     34313        637,900   SH           DEFINED    4                637,900
CITRIX SYS INC              EQUITY    177376100      8720        434,632   SH           DEFINED    2                434,632
CITRIX SYSTEMS INC          EQUITY    177376100       108          5,400   SH           DEFINED    1                  5,400
CITY BK LYNNWOOD WASH       EQUITY    17770A109                       25   SH           DEFINED    2                     25
CITY NATL CORP              EQUITY    178566105       104          2,700   SH           DEFINED    1                  2,700
CITY NATL CORP              EQUITY    178566105        33            843   SH           DEFINED    2                    843
CLAIRE S STORES INC         EQUITY    179584107         4            221   SH           DEFINED    2                    221
CLAIRE'S STORES INC         EQUITY    179584107        52          2,900   SH           DEFINED    1                  2,900
CLARCOR INC                 EQUITY    179895107         4            200   SH           DEFINED    2                    200
CLARENT CORP DEL            EQUITY    180461105      1478         37,543   SH           DEFINED    2                 37,543
CLARUS CORP DEL             EQUITY    182707109         2             73   SH           DEFINED    2                     73
CLASSIC COMMUN              EQUITY    182728204       101         20,000   SH           DEFINED    1                 20,000
CLAYTON HOMES INC           EQUITY    184190106        80          7,968   SH           DEFINED    1                  7,968
CLAYTON HOMES INC           EQUITY    184190106       132         13,200   SH           DEFINED    4                 13,200
CLAYTON HOMES INC           EQUITY    184190106         6            617   SH           DEFINED    2                    617
CLEAR CHANNEL COMMU         EQUITY    184502102       932         16,500   SH           DEFINED    1                 16,500
CLEAR CHANNEL COMMU         EQUITY    184502102      3402         60,220   SH           DEFINED    3                 51,030    9,190
CLEAR CHANNEL
 COMMUNICATIONS             EQUITY    184502102     70353      1,245,186   SH           DEFINED    2              1,245,186
CLECO CORP NEW              EQUITY    12561W105         7            152   SH           DEFINED    2                    152
CLECO CORPORATION           EQUITY    12561W105        61          1,300   SH           DEFINED    1                  1,300
CLEVELAND CLIFFS IN         EQUITY    185896107        14            600   SH           DEFINED    1                    600
CLEVELAND CLIFFS INC        EQUITY    185896107      2374        103,800   SH           DEFINED    2                103,800
CLICK2LEARN COM INC         EQUITY    18681S106         1             86   SH           DEFINED    2                     86
CLICKNSETTLE COM INC        EQUITY    18682E114        11         17,800   SH           DEFINED    4                 17,800
CLOROX CO                   EQUITY    189054109       831         21,009   SH           DEFINED    2                 21,009
CLOROX CO.                  EQUITY    189054109       253          6,400   SH           DEFINED    1                  6,400
CMG INFORMATION SVCS INC    EQUITY    125750109        11            400   SH           DEFINED    2                    400
CMS ENERGY CORP             EQUITY    125896100        94          3,500   SH           DEFINED    1                  3,500
CMS ENERGY CORP             EQUITY    125896100       191          7,102   SH           DEFINED    2                  7,102
CMS ENERGY CORP             EQUITY    125896308      2136         67,000   SH           DEFINED    2                 67,000
CNA FINL CORP               EQUITY    126117100        14            355   SH           DEFINED    2                    355
CNA SURETY CORP             EQUITY    12612L108       302         26,292   SH           DEFINED    2                 26,292
</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>
CNET NETWORKS INC           EQUITY    12613R104       685         28,140   SH           DEFINED    1                 28,140
CNET NETWORKS INC           EQUITY    12613R104      8236        338,085   SH           DEFINED    2                338,085
CNF TRANSN INC              EQUITY    12612W104       653         29,335   SH           DEFINED    2                 29,335
CNF TRANSPORTATION          EQUITY    12612W104        62          2,800   SH           DEFINED    1                  2,800
CNH GLOBAL N V              EQUITY    N20935107      2000        200,000   SH           DEFINED    2                200,000
COACHMEN INDS INC           EQUITY    189873102         1            100   SH           DEFINED    2                    100
COASTAL CORP                EQUITY    190441105       452          6,100   SH           DEFINED    1                  6,100
COASTAL CORP                EQUITY    190441105     15655        211,202   SH           DEFINED    2                211,202
COASTAL CORP                EQUITY    190441865      3759         90,300   SH           DEFINED    2                 90,300
COBALT NETWORKS INC         EQUITY    19074R101        10            169   SH           DEFINED    2                    169
COBRA ELECTRS CORP          EQUITY    191042100        93         15,700   SH           DEFINED    4                 15,700
COCA COLA                   EQUITY    191216100     17935        325,350   SH           DEFINED    1                325,350
COCA COLA CO                EQUITY    191216100     21663        392,973   SH           DEFINED    2                392,973
COCA COLA ENTERPRISES
 INC                        EQUITY    191219104       154          9,694   SH           DEFINED    2                  9,694
COCA COLA FEMSA S A CV      EQUITY    191241108       858         42,900   SH           DEFINED    2                 42,900
COCA-COLA ENTERPRIS         EQUITY    191219104       194         12,200   SH           DEFINED    1                 12,200
COCA-COLA FEMSA S.A         EQUITY    191241108       476         23,800   SH           DEFINED    1                 23,800
COFLEXIP                    EQUITY    192384105       243          3,900   SH           DEFINED    2                  3,900
COGNEX CORP                 EQUITY    192422103      1376         34,884   SH           DEFINED    2                 34,884
COGNIZANT TECHNOLOGY
 SOLUTIONS                  EQUITY    192446102         1             29   SH           DEFINED    2                     29
COGNOS INC                  EQUITY    19244C109      1544         37,900   SH           DEFINED    2                 37,900
COHERENT INC                EQUITY    192479103      1801         26,486   SH           DEFINED    2                 26,486
COHU INC                    EQUITY    192576106         2            141   SH           DEFINED    2                    141
COINSTAR COMMON             EQUITY    19259P300     2,859        210,800   SH           DEFINED    1                210,800
COINSTAR INC                EQUITY    19259P300         1            100   SH           DEFINED    2                    100
COLE KENNETH PRODTNS INC    EQUITY    193294105        37          1,056   SH           DEFINED    2                  1,056
COLGATE PALMOLIVE CO        EQUITY    194162103     52027      1,102,259   SH           DEFINED    2              1,102,259
COLGATE-PALMOLIVE           EQUITY    194162103       816         17,290   SH           DEFINED    1                 17,290
COLLATERAL THERAPEUTICS     EQUITY    193921103         1             34   SH           DEFINED    2                     34
COLLECTORS UNIVERSE INC     EQUITY    19421R101        40         15,850   SH           DEFINED    2                 15,850
COLLINS + AIKMAN CORP       EQUITY    194830105         2            400   SH           DEFINED    2                    400
COLONIAL BANCGROUP INC     CORPBOND   195493AA9       356        240,000   PRN          DEFINED    4                240,000
COLONIAL BANCGROUPINC       EQUITY    195493309        30          2,868   SH           DEFINED    2                  2,868
COLONIAL PPTYS TR           EQUITY    195872106         3            116   SH           DEFINED    2                    116
COLONIAL PPTYS TR COM
 SH BEN I                   EQUITY    195872106      3291        128,100   SH           DEFINED    3                112,100   16,000
COLUMBIA ENERGY GRO         EQUITY    197648108       202          2,850   SH           DEFINED    1                  2,850
COLUMBIA ENERGY GROUP       EQUITY    197648108       837         11,791   SH           DEFINED    2                 11,791
</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>
COLUMBIA LABS INC           EQUITY    197779101         1            100   SH           DEFINED    2                    100
COLUMBIA SPORTSWEAR CO      EQUITY    198516106         1             23   SH           DEFINED    2                     23
COLUMBUS MCKINNON CORP
 NY                         EQUITY    199333105         1            100   SH           DEFINED    2                    100
COM21 INC                   EQUITY    205937105         2            176   SH           DEFINED    2                    176
COMCAST CORP               CORPBOND   200300507    137923      2,006,515   PRN          DEFINED    4              2,006,515
COMCAST CORP                EQUITY    200300101       480         11,800   SH           DEFINED    2                 11,800
COMCAST CORP                EQUITY    200300200     48258      1,178,821   SH           DEFINED    2              1,178,821
COMCAST CORP. SPECI         EQUITY    200300200      1073         26,200   SH           DEFINED    1                 26,200
COMDISCO                    EQUITY    200336105       168          8,800   SH           DEFINED    1                  8,800
COMDISCO INC                EQUITY    200336105         7            341   SH           DEFINED    2                    341
COMERICA INC                EQUITY    200340107       275          4,700   SH           DEFINED    1                  4,700
COMERICA INC                EQUITY    200340107       485          8,294   SH           DEFINED    2                  8,294
COMFORT SYS USA INC         EQUITY    199908104         2            300   SH           DEFINED    2                    300
COMMERCE BANCORP INC N J    EQUITY    200519106        14            238   SH           DEFINED    2                    238
COMMERCE BANCSHARES INC     EQUITY    200525103       595         16,160   SH           DEFINED    2                 16,160
COMMERCE GROUP INC MASS     EQUITY    200641108         3            119   SH           DEFINED    2                    119
COMMERCE ONE INC DEL        EQUITY    200693109     13428        171,057   SH           DEFINED    2                171,057
COMMERCIAL FED CORP         EQUITY    201647104         6            308   SH           DEFINED    2                    308
COMMERCIAL METALS CO        EQUITY    201723103         3            100   SH           DEFINED    2                    100
COMMERCIAL NET LEASE COM    EQUITY    202218103      1072        103,300   SH           DEFINED    3                 84,200   19,100
COMMERCIAL NET LEASE
 RLTY INC                   EQUITY    202218103         4            345   SH           DEFINED    2                    345
COMMONWEALTH TEL
 ENTERPRISES                EQUITY    203349105         2             54   SH           DEFINED    2                     54
COMMSCOPE INC               EQUITY    203372107        71          2,900   SH           DEFINED    1                  2,900
COMMSCOPE INC               EQUITY    203372107      1955         79,781   SH           DEFINED    2                 79,781
COMMUNICATION CELLULAR
 S A                        EQUITY    205847114                    1,000   SH           DEFINED    2                  1,000
COMMUNITY BK SYS INC        EQUITY    203607106       223          8,600   SH           DEFINED    4                  8,600
COMMUNITY FIRST
 BANKSHARES INC             EQUITY    203902101       304         17,313   SH           DEFINED    2                 17,313
COMMUNITY HEALTH SYS INC
 NEW                        EQUITY    203668108     18578        578,300   SH           DEFINED    2                578,300
COMMUNITY HLTH SYS NEW
 COM                        EQUITY    203668108     67430      2,099,000   SH           DEFINED    3              2,059,600   39,400
COMPANHIA BRASILEIRA DE
 DISTR                      EQUITY    20440T201       413         11,100   SH           DEFINED    2                 11,100
COMPANHIA DE BEBIDAS DAS
 AMERS                      EQUITY    20441W203       991         44,800   SH           DEFINED    2                 44,800
COMPANHIA ENERGETICA DE
 MINAS                      EQUITY    204409601      1217         73,400   SH           DEFINED    2                 73,400
COMPANHIA VALE DO RIO
 DOCE                       EQUITY    204412100      1082         42,915   SH           DEFINED    2                 42,915
COMPANIA DE MINAS
 BUENAVENTURA               EQUITY    204448104       970         68,700   SH           DEFINED    2                 68,700
COMPANIA DE TELECOM DE
 CHILE                      EQUITY    204449300       287         16,500   SH           DEFINED    2                 16,500
Compania
 Telecomunicaciones
 Chile ADR                  EQUITY    204449300       255         13,500   SH           DEFINED    1                 13,500
COMPAQ COMPUTER             EQUITY    204493100      1320         47,844   SH           DEFINED    1                 47,844
</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>
COMPAQ COMPUTER CORP        EQUITY    204493100     31892      1,156,337   SH           DEFINED    2              1,156,337
COMPASS BANCSHARES INC      EQUITY    20449H109         8            417   SH           DEFINED    2                    417
COMPASS BANCSHARES,         EQUITY    20449H109       137          7,000   SH           DEFINED    1                  7,000
COMPLETE BUSINES
 SOLUTIONS INC              EQUITY    20452F107       150         11,147   SH           DEFINED    2                 11,147
COMPUCREDIT CORP            EQUITY    20478N100      8417        150,060   SH           DEFINED    2                150,060
COMPUCREDIT CORP COM        EQUITY    20478N100     34094        607,800   SH           DEFINED    3                592,300   15,500
COMPUTER ASSOC INTL INC     EQUITY    204912109      6420        254,875   SH           DEFINED    2                254,875
COMPUTER ASSOCIATES         EQUITY    204912109       432         17,150   SH           DEFINED    1                 17,150
COMPUTER HORIZONS CORP      EQUITY    205908106       127         18,705   SH           DEFINED    2                 18,705
COMPUTER NETWORK
 TECHNOLOGY                 EQUITY    204925101      1396         40,615   SH           DEFINED    2                 40,615
COMPUTER SCIENCES C         EQUITY    205363104       780         10,500   SH           DEFINED    1                 10,500
COMPUTER SCIENCES CORP      EQUITY    205363104     19689        265,173   SH           DEFINED    2                265,173
COMPUWARE CORP              EQUITY    205638109        90         10,800   SH           DEFINED    1                 10,800
COMPUWARE CORP              EQUITY    205638109        35          4,167   SH           DEFINED    2                  4,167
COMSHARE INC                EQUITY    205912108        70         16,400   SH           DEFINED    4                 16,400
COMSTOCK RES INC            EQUITY    205768203         2            180   SH           DEFINED    2                    180
COMTECH
 TELECOMMUNICATIONS         EQUITY    205826209        16          1,100   SH           DEFINED    2                  1,100
COMVERSE TECHNOLOGY INC     EQUITY    205862402       488          4,520   SH           DEFINED    1                  4,520
COMVERSE TECHNOLOGY INC    CORPBOND   205862AG0    235360     46,622,000   PRN          DEFINED    4             46,622,000
COMVERSE TECHNOLOGY INC     EQUITY    205862402     11127        103,032   SH           DEFINED    2                103,032
CONAGRA FOODS INC           EQUITY    205887102       293         14,600   SH           DEFINED    1                 14,600
CONAGRA INC                 EQUITY    205887102      4750        236,774   SH           DEFINED    2                236,774
CONCENTRIC NETWORK CORP
 DEL                        EQUITY    20589R115        52            130   SH           DEFINED    2                    130
CONCORD CAMERA CORP         EQUITY    206156101         4            149   SH           DEFINED    2                    149
CONCORD COMMUNICATIONS
 INC                        EQUITY    206186108        10            388   SH           DEFINED    2                    388
CONCORD EFS INC             EQUITY    206197105       439         12,350   SH           DEFINED    1                 12,350
CONCORD EFS INC             EQUITY    206197105     14739        415,000   SH           DEFINED    3                322,250   92,750
CONCORD EFS INC             EQUITY    206197105      4302        121,131   SH           DEFINED    2                121,131
CONCURRENT COMPUTER CORP    EQUITY    206710204     19931      1,048,982   SH           DEFINED    2              1,048,982
CONCURRENT COMPUTR NEW
 COM                        EQUITY    206710204     54756      2,881,900   SH           DEFINED    3              2,830,300   51,600
CONECTIV INC                EQUITY    206829103        93          5,200   SH           DEFINED    1                  5,200
CONECTIV INC                EQUITY    206829103       229         12,800   SH           DEFINED    4                 12,800
CONECTIV INC                EQUITY    206829103        10            587   SH           DEFINED    2                    587
CONEXANT SYS INC            EQUITY    207142100       155          3,694   SH           DEFINED    2                  3,694
CONEXANT SYSTEMS IN         EQUITY    207142100       264          6,300   SH           DEFINED    1                  6,300
CONMED CORP                 EQUITY    207410101         2            123   SH           DEFINED    2                    123
CONNETICS CORP              EQUITY    208192104         5            218   SH           DEFINED    2                    218
</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>
CONOCO INC                  EQUITY    208251306     11132        426,110   SH           DEFINED    2                426,110
CONOCO INC                  EQUITY    208251405      5862        217,622   SH           DEFINED    2                217,622
CONOCO INC - CLASS          EQUITY    208251405       498         18,500   SH           DEFINED    1                 18,500
CONOLOG GROUP               EQUITY    208254110        25         99,100   SH           DEFINED    4                 99,100
CONSECO INC                 EQUITY    208464107      1481        194,173   SH           DEFINED    2                194,173
CONSECO INC.                EQUITY    208464107        73          9,582   SH           DEFINED    1                  9,582
CONSOL ENERGY INC           EQUITY    20854P109         3            182   SH           DEFINED    2                    182
CONSOLIDATED EDISON         EQUITY    209115104       239          7,000   SH           DEFINED    1                  7,000
CONSOLIDATED EDISON INC     EQUITY    209115104       305          8,924   SH           DEFINED    2                  8,924
CONSOLIDATED PRODS INC      EQUITY    209798107         2            220   SH           DEFINED    2                    220
CONSOLIDATED STORES         EQUITY    210149100        41          3,000   SH           DEFINED    1                  3,000
CONSOLIDATED STORES CORP    EQUITY    210149100      4822        357,187   SH           DEFINED    2                357,187
CONSORICO ARA SA            EQUITY    220973903       314        193,800   SH           DEFINED    2                193,800
CONSTELLATION BRANDS INC    EQUITY    21036P108         5            100   SH           DEFINED    2                    100
CONSTELLATION ENERG         EQUITY    210371100       219          4,400   SH           DEFINED    1                  4,400
CONSTELLATION ENERGY
 GROUP INC                  EQUITY    210371100       166          3,343   SH           DEFINED    2                  3,343
CONTINENTAL AIRLS INC       EQUITY    210795308     10229        225,122   SH           DEFINED    2                225,122
CONTROL COM MEX             EQUITY    222245904       178        151,300   SH           DEFINED    2                151,300
CONVERGENT
 COMMUNICATIONS INC         EQUITY    211914403                      100   SH           DEFINED    2                    100
CONVERGYS CORP              EQUITY    212485106        87          2,230   SH           DEFINED    2                  2,230
CONVERGYS CORPORATI         EQUITY    212485106       179          4,600   SH           DEFINED    1                  4,600
COOPER CAMERON CORP         EQUITY    216640102       228          3,100   SH           DEFINED    1                  3,100
COOPER CAMERON CORP         EQUITY    216640102      2567         34,830   SH           DEFINED    2                 34,830
COOPER COS INC              EQUITY    216648402       124          3,500   SH           DEFINED    2                  3,500
COOPER INDS INC             EQUITY    216669101      1275         36,165   SH           DEFINED    2                 36,165
COOPER INDUSTRIES           EQUITY    216669101       106          3,000   SH           DEFINED    1                  3,000
COOPER TIRE & RUBBE         EQUITY    216831107        23          2,300   SH           DEFINED    1                  2,300
COOPER TIRE + RUBR CO       EQUITY    216831107      3332        331,100   SH           DEFINED    2                331,100
COORS (ADOLPH) - CL         EQUITY    217016104        57            900   SH           DEFINED    1                    900
COORS ADOLPH CO             EQUITY    217016104       163          2,580   SH           DEFINED    2                  2,580
COPART INC                  EQUITY    217204106         3            211   SH           DEFINED    2                    211
COPEL PARANA ENERG          EQUITY    219283900       910    118,055,000   SH           DEFINED    2            118,055,000
COPPER MTN NETWORKS INC     EQUITY    217510106        12            329   SH           DEFINED    2                    329
COR THERAPEUTICS INC       CORPBOND   217753AC6      9813      5,000,000   PRN          DEFINED    4              5,000,000
COR THERAPEUTICS INC        EQUITY    217753102      4441         71,266   SH           DEFINED    2                 71,266
CORE LABORATORIES NV        EQUITY    N22717107       368         15,000   SH           DEFINED    2                 15,000
CORECTIONS CORP AMER NEW    EQUITY    22025Y100         1            581   SH           DEFINED    2                    581
</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>
COREEXPRESS                 EQUITY    218686913      4500        364,196   SH           DEFINED    2                364,196
CORINTHIAN COLLEGES INC     EQUITY    218868107         2             41   SH           DEFINED    2                     41
CORIXA CORP                 EQUITY    21887F100       400          7,958   SH           DEFINED    2                  7,958
CORN PRODUCTS INTL INC      EQUITY    219023108      1759         77,308   SH           DEFINED    2                 77,308
CORNELL COMPANIES INC       EQUITY    219141108        13          1,500   SH           DEFINED    2                  1,500
CORNERSTONE RLTY INCOME
 TR INC                     EQUITY    21922V102         2            200   SH           DEFINED    2                    200
CORNING INC                 EQUITY    219350105    324406      1,092,275   SH           DEFINED    2              1,092,275
CORNING INC.                EQUITY    219350105     12153         40,920   SH           DEFINED    1                 40,920
CORP MOCTEZUMA              EQUITY    230817900       505        272,584   SH           DEFINED    2                272,584
CORPORATE EXECUTIVE BRD
 CO                         EQUITY    21988R102       495         12,298   SH           DEFINED    2                 12,298
CORRECTIONS CORP AMER
 NEW                        EQUITY    22025Y308         1             29   SH           DEFINED    2                     29
CORSAIR COMMUNICATIONS
 INC                        EQUITY    220406102         1            145   SH           DEFINED    2                    145
CORUS BANKSHARES INC        EQUITY    220873103         1             20   SH           DEFINED    2                     20
CORVIS CORP                 EQUITY    221009103      3753         59,316   SH           DEFINED    2                 59,316
COSINE COMMUNICATIONS
 INC                        EQUITY    221222102      2046         36,830   SH           DEFINED    2                 36,830
COST PLUS INC CALIF         EQUITY    221485105        24            789   SH           DEFINED    2                    789
COSTAR GROUP INC            EQUITY    22160N109         2             66   SH           DEFINED    2                     66
COSTCO WHOLESALE CO         EQUITY    22160K105     20748        593,850   SH           DEFINED    1                593,850
COSTCO WHSL CORP NEW        EQUITY    22160K105    130595      3,737,968   SH           DEFINED    2              3,737,968
COULTER PHARMACEUTICAL
 INC                        EQUITY    222116105         4            140   SH           DEFINED    2                    140
COUNTRYWIDE CR INDS INC     EQUITY    222372104      1359         35,993   SH           DEFINED    2                 35,993
COUNTRYWIDE CREDIT          EQUITY    222372104       132          3,500   SH           DEFINED    1                  3,500
COUSINS PPTYS INC           EQUITY    222795106         9            203   SH           DEFINED    2                    203
COVAD COMMUNICATIONS
 GROUP INC                  EQUITY    222814204      1144         85,526   SH           DEFINED    2                 85,526
COVANCE INC                 EQUITY    222816100        27          3,300   SH           DEFINED    1                  3,300
COVANCE INC                 EQUITY    222816100         3            344   SH           DEFINED    2                    344
COVENTRY HELATH CARE INC    EQUITY    222862104         6            409   SH           DEFINED    2                    409
COX COMMUNICATION INC
 NEW                        EQUITY    224044305      1749         32,700   SH           DEFINED    2                 32,700
COX COMMUNICATIONS INC
 NEW                        EQUITY    224044107      3263         85,299   SH           DEFINED    2                 85,299
COX COMMUNICATIONS
 INC NEW                    EQUITY    224044503      2329         31,900   SH           DEFINED    2                 31,900
COX RADIO INC               EQUITY    224051102       866         49,668   SH           DEFINED    2                 49,668
CP + L ENERGY INC           EQUITY    12614C106      2109         50,587   SH           DEFINED    2                 50,587
CP&L ENERGY INC.            EQUITY    12614C106       548         13,150   SH           DEFINED    1                 13,150
CPB INC                     EQUITY    125903104                       15   SH           DEFINED    2                     15
CRANE CO                    EQUITY    224399105        45          1,975   SH           DEFINED    1                  1,975
CRANE CO                    EQUITY    224399105       920         40,198   SH           DEFINED    2                 40,198
CRAWFORD + CO               EQUITY    224633107         4            300   SH           DEFINED    2                    300
</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>
CRAY INC                    EQUITY    225223106         9          2,000   SH           DEFINED    2                  2,000
CREDENCE SYSTEMS CORP       EQUITY    225302108        47          1,554   SH           DEFINED    2                  1,554
CREDENCE SYSTEMS, I         EQUITY    225302108        87          2,900   SH           DEFINED    1                  2,900
CREDIT ACCEPTANCE CORP      EQUITY    225310101         2            254   SH           DEFINED    2                    254
CREDITCORP LTD              EQUITY    G2519Y108       588         81,121   SH           DEFINED    1                 81,121
CREDITRUST CORP             EQUITY    225429109                      100   SH           DEFINED    2                    100
CREE INC                    EQUITY    225447101        54            462   SH           DEFINED    2                    462
CRESCENT REAL ESTAT         EQUITY    225756105      3436        154,000   SH           DEFINED    1                154,000
CRESCENT REAL ESTATE
 EQUITIES                   EQUITY    225756105        67          2,989   SH           DEFINED    2                  2,989
CRESTLINE CAP CORP          EQUITY    226153104         3            169   SH           DEFINED    2                    169
CRESTLINE CAPITAL C         EQUITY    226153104        66          3,309   SH           DEFINED    1                  3,309
CRITICAL PATH INC           EQUITY    22674V100     15941        262,399   SH           DEFINED    2                262,399
CRITICAL PATH INC COM       EQUITY    22674V100     45799        753,900   SH           DEFINED    3                731,500   22,400
CROMPTON CORP               EQUITY    227116100       975        123,750   SH           DEFINED    2                123,750
CROMPTON CORPORATIO         EQUITY    227116100        52          6,628   SH           DEFINED    1                  6,628
CROSS TIMBERS OIL CO        EQUITY    227573201      5941         95,420   SH           DEFINED    4                 95,420
CROSS TIMBERS OIL CO        EQUITY    227573102      1529         79,672   SH           DEFINED    2                 79,672
CROSSMANN CMNTYS INC        EQUITY    22764E109        24          1,200   SH           DEFINED    2                  1,200
CROSSROADS SYSTEMS INC      EQUITY    22765D100         1            109   SH           DEFINED    2                    109
CROWN CASTLE INTERN         EQUITY    228227104     73736      2,373,762   SH           DEFINED    1              2,373,762
CROWN CASTLE INTL CORP      EQUITY    228227104     22286        717,453   SH           DEFINED    2                717,453
CROWN CORK & SEAL           EQUITY    228255105      3366        314,900   SH           DEFINED    1                314,900
CROWN CORK + SEAL INC       EQUITY    228255105      1617        151,319   SH           DEFINED    2                151,319
CROWN MEDIA HLDGS INC       EQUITY    228411104         1            100   SH           DEFINED    2                    100
CRYOLIFE INC                EQUITY    228903100      8590        247,639   SH           DEFINED    2                247,639
CRYOLIFE INC COM            EQUITY    228903100     17774        512,400   SH           DEFINED    3                512,400
CSC HLDGS INC               EQUITY    126304401     16294        153,713   SH           DEFINED    2                153,713
CSFB STRUCTURED NOTE        EQUITY    12699S919       118          8,000   SH           DEFINED    2                  8,000
CSG SYS INTL INC            EQUITY    126349109     16064        553,943   SH           DEFINED    2                553,943
CSG SYS INTL INC COM        EQUITY    126349109     49213      1,697,000   SH           DEFINED    3              1,628,000   69,000
CSG SYS INTL INC COM        EQUITY    126349109        87          3,000   SH           DEFINED    1                  3,000
CSK AUTO CORP               EQUITY    125965103                      100   SH           DEFINED    2                    100
CSX CORP                    EQUITY    126408103       144          6,600   SH           DEFINED    1                  6,600
CSX CORP                    EQUITY    126408103      2285        104,766   SH           DEFINED    2                104,766
CT COMMUNICATIONS INC       EQUITY    126426402         2            100   SH           DEFINED    2                    100
CTC COMMUNICATIONS GROUP
 INC                        EQUITY    126419100         2            106   SH           DEFINED    2                    106
CTG RES INC                 EQUITY    125957100         4             89   SH           DEFINED    2                     89
</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>
CTS CORP                    EQUITY    126501105        10            201   SH           DEFINED    2                    201
CUBIST PHARMACEUTICALS
 INC                        EQUITY    229678107        10            186   SH           DEFINED    2                    186
CULLEN FROST BANKERS INC    EQUITY    229899109      6880        211,706   SH           DEFINED    2                211,706
CUMMINS ENGINE              EQUITY    231021106        39          1,300   SH           DEFINED    1                  1,300
CUMMINS ENGINE INC          EQUITY    231021106        15            500   SH           DEFINED    2                    500
CUMULUS MEDIA INC           EQUITY    231082108         2            289   SH           DEFINED    2                    289
CUMULUS MEDIA INC           EQUITY    231082207       522            687   SH           DEFINED    2                    687
CUNO INC                    EQUITY    126583103        21            932   SH           DEFINED    2                    932
CURAGEN CORP               CORPBOND   23126RAC5      2524      2,500,000   PRN          DEFINED    4              2,500,000
CURAGEN CORP                EQUITY    23126R101      7606        142,754   SH           DEFINED    2                142,754
CURON MED INC               EQUITY    231292103         9            800   SH           DEFINED    2                    800
CUTTER + BUCK INC           EQUITY    232217109        14          1,100   SH           DEFINED    2                  1,100
CV THERAPEUTICS INC         EQUITY    126667104      6662         85,648   SH           DEFINED    2                 85,648
CVB FINL CORP               EQUITY    126600105         2            125   SH           DEFINED    2                    125
CVS AUTOMATIC COM
 EXCHANGE SEC               EQUITY    126645209       122          1,500   SH           DEFINED    2                  1,500
CVS CORP                    EQUITY    126650100     16978        366,586   SH           DEFINED    2                366,586
CVS CORPORATION             EQUITY    126650100     23470        506,760   SH           DEFINED    1                506,760
CYBEAR GROUP                EQUITY    23243C102                       39   SH           DEFINED    2                     39
CYBER CARE INC              EQUITY    23243T105         2            247   SH           DEFINED    2                    247
CYBERONICS INC              EQUITY    23251P102         3            135   SH           DEFINED    2                    135
CYBEROPTICS CORP            EQUITY    232517102                       26   SH           DEFINED    2                     26
CYBERSOURCE CORP DEL        EQUITY    23251J106        19          1,636   SH           DEFINED    2                  1,636
CYGNUS INC                  EQUITY    232560102         2            192   SH           DEFINED    2                    192
CYLINK CORP                 EQUITY    232565101         1            100   SH           DEFINED    2                    100
CYMER INC                   EQUITY    232572107         6            209   SH           DEFINED    2                    209
CYPRESS SEMICONDUCTOR
 CORP                       EQUITY    232806109       287          6,900   SH           DEFINED    1                  6,900
CYPRESS SEMICONDUCTOR
 CORP                      CORPBOND   232806AD1     49951     28,393,000   PRN          DEFINED    4             28,393,000
CYPRESS SEMICONDUCTOR
 CORP                       EQUITY    232806109      1289         31,009   SH           DEFINED    2                 31,009
CYSIVE INC                  EQUITY    23281T108         1            114   SH           DEFINED    2                    114
CYTEC INDS INC              EQUITY    232820100        10            290   SH           DEFINED    2                    290
CYTEC INDUSTRIES IN         EQUITY    232820100        80          2,400   SH           DEFINED    1                  2,400
CYTOGEN CORP                EQUITY    232824102         3            466   SH           DEFINED    2                    466
CYTYC CORP                  EQUITY    232946103      6317        146,485   SH           DEFINED    2                146,485
D.R.HORTON INC              EQUITY    23331A109      7065        411,039   SH           DEFINED    2                411,039
DAIN RAUSCHER CORP          EQUITY    233856103        55            593   SH           DEFINED    2                    593
DAISYTEK INTL CORP          EQUITY    234053106       111         17,600   SH           DEFINED    4                 17,600
DAL TILE INTL INC           EQUITY    23426R108         4            300   SH           DEFINED    2                    300
</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>
DALEEN TECHNOLOGIES INC     EQUITY    23437N104         1            100   SH           DEFINED    2                    100
DALLAS SEMICONDUCTOR
 CORP                       EQUITY    235204104      2226         67,713   SH           DEFINED    2                 67,713
DANA CORP                   EQUITY    235811106       104          4,821   SH           DEFINED    1                  4,821
DANA CORP                   EQUITY    235811106      2195        102,105   SH           DEFINED    2                102,105
DANAHER CORP                EQUITY    235851102       169          3,400   SH           DEFINED    1                  3,400
DANAHER CORP                EQUITY    235851102      1674         33,645   SH           DEFINED    2                 33,645
DARDEN RESTAURANTS          EQUITY    237194105        87          4,200   SH           DEFINED    1                  4,200
DARDEN RESTAURANTS INC      EQUITY    237194105        24          1,163   SH           DEFINED    2                  1,163
DATA BROADCASTING           EQUITY    237596101         1            376   SH           DEFINED    2                    376
DATA RETURN CORP            EQUITY    23785M104         1             50   SH           DEFINED    2                     50
DATASCOPE CORP              EQUITY    238113104         3            100   SH           DEFINED    2                    100
DATASTREAM SYS INC          EQUITY    238124101         1             48   SH           DEFINED    2                     48
DAVOX CORP                  EQUITY    239208101         1             93   SH           DEFINED    2                     93
DDI CORPORATION             EQUITY    233162106         3             60   SH           DEFINED    2                     60
DE BEERS CONS MINES LTD     EQUITY    240253302      2121         76,600   SH           DEFINED    2                 76,600
DEAN FOODS CO               EQUITY    242361103        67          2,000   SH           DEFINED    1                  2,000
DEAN FOODS CO               EQUITY    242361103       283          8,500   SH           DEFINED    4                  8,500
DEAN FOODS CO               EQUITY    242361103       119          3,568   SH           DEFINED    2                  3,568
DECISIONONE CORP NEW        EQUITY    243457108                      143   SH           DEFINED    2                    143
DECS TR VI                  EQUITY    24366Q209       698         15,500   SH           DEFINED    2                 15,500
DEERE & CO                  EQUITY    244199105       223          6,700   SH           DEFINED    1                  6,700
DEERE + CO                  EQUITY    244199105     14130        424,948   SH           DEFINED    2                424,948
DEL MONTE FOODS CO          EQUITY    24522P103      1170        189,150   SH           DEFINED    2                189,150
DELCO REMY INTL INC         EQUITY    246626105         2            200   SH           DEFINED    2                    200
DELHAIZE AMER INC           EQUITY    246688105       148          8,500   SH           DEFINED    2                  8,500
DELHAIZE AMER INC           EQUITY    246688204         6            376   SH           DEFINED    2                    376
DELL COMPUTER CORP          EQUITY    247025109     61804      2,005,803   SH           DEFINED    2              2,005,803
DELL COMPUTER CORP.         EQUITY    247025109      2252         73,100   SH           DEFINED    1                 73,100
DELPHI AUTOMOTIVE SYS
 CORP                       EQUITY    247126105     14460        956,033   SH           DEFINED    2                956,033
Delphi Automotive
 Systems USD0.01            EQUITY    247126105        45          2,954   SH           DEFINED    1                  2,954
DELPHI FINL GROUP INC       EQUITY    247131105         5            130   SH           DEFINED    2                    130
DELTA + PINE LD CO          EQUITY    247357106         5            205   SH           DEFINED    2                    205
DELTA AIR LINES INC DE      EQUITY    247361108       989         22,291   SH           DEFINED    2                 22,291
DELTA AIRLINES INC.         EQUITY    247361108       160          3,600   SH           DEFINED    1                  3,600
DELTAGEN INC                EQUITY    24783R103      2320         75,000   SH           DEFINED    2                 75,000
DELTATHREE COM              EQUITY    24783N102                       88   SH           DEFINED    2                     88
DELTIC TIMBER CORP          EQUITY    247850100       510         30,100   SH           DEFINED    2                 30,100
</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>
DELUXE CHECK PRINTE         EQUITY    248019101        49          2,400   SH           DEFINED    1                  2,400
DELUXE CORP                 EQUITY    248019101        16            775   SH           DEFINED    2                    775
DENDRITE INTL INC           EQUITY    248239105       127          4,725   SH           DEFINED    2                  4,725
DENTAL MED DIAGNOSTIC
 SYS                        EQUITY    24873K117         8         27,300   SH           DEFINED    4                 27,300
DENTSPLY INTL INC N         EQUITY    249030107       105          3,000   SH           DEFINED    1                  3,000
DENTSPLY INTL INC NEW       EQUITY    249030107       191          5,453   SH           DEFINED    2                  5,453
DEPOMED INC                 EQUITY    249908112        56         90,000   SH           DEFINED    4                 90,000
DEPPHI AUTOMOTIVE S         EQUITY    247126105       203         13,404   SH           DEFINED    1                 13,404
DETROIT DIESEL CORP         EQUITY    250837101         2            100   SH           DEFINED    2                    100
DETROIT EDISON CO           EQUITY    233331107       130          3,400   SH           DEFINED    1                  3,400
DEVELOPERS DIVERS RLTY
 COM                        EQUITY    251591103      4188        325,300   SH           DEFINED    1                325,300
DEVELOPERS DIVERS RLTY
 COM                        EQUITY    251591103      9788        760,200   SH           DEFINED    3                671,900   88,300
DEVELOPERS DIVERSIFIED
 RLTY                       EQUITY    251591103      1643        127,598   SH           DEFINED    2                127,598
DEVON ENERGY CORP           EQUITY    25179M103       150          2,500   SH           DEFINED    1                  2,500
DEVON ENERGY CORP           EQUITY    25179m103     81082      1,348,000   SH           DEFINED    3              1,315,300   32,700
DEVON ENERGY CORPORATION
 NEW                        EQUITY    25179M103     79213      1,316,923   SH           DEFINED    2              1,316,923
DEVRY INC                   EQUITY    251893103       151          4,000   SH           DEFINED    1                  4,000
DEVRY INC                   EQUITY    251893103     23432        622,774   SH           DEFINED    3                604,274   18,500
DEVRY INC DEL               EQUITY    251893103      2111         56,110   SH           DEFINED    2                 56,110
DEXTER                      EQUITY    252165105        78          1,300   SH           DEFINED    1                  1,300
DEXTER CORP                 EQUITY    252165105         8            133   SH           DEFINED    2                    133
DIAGNOSTIC PRODS CORP       EQUITY    252450101        27            500   SH           DEFINED    2                    500
DIAL CORP NEW               EQUITY    25247D101        64          5,500   SH           DEFINED    1                  5,500
DIAL CORP NEW               EQUITY    25247D101       674         58,000   SH           DEFINED    4                 58,000
DIAL CORP NEW               EQUITY    25247D101         7            594   SH           DEFINED    2                    594
DIAMETRICS MED INC          EQUITY    252532106         2            200   SH           DEFINED    2                    200
DIAMOND OFFSHORE
 DRILLING INC              CORPBOND   25271CAA0     27421     24,510,000   PRN          DEFINED    4             24,510,000
DIAMOND OFFSHORE
 DRILLING INC               EQUITY    25271C102     16965        413,769   SH           DEFINED    2                413,769
DIAMOND TECHNOLOGY
 PARTNER INC                EQUITY    252762109        64            865   SH           DEFINED    2                    865
DIEBOLD                     EQUITY    253651103       110          4,150   SH           DEFINED    1                  4,150
DIEBOLD INC                 EQUITY    253651103       187          7,034   SH           DEFINED    2                  7,034
DIGENE CORP                 EQUITY    253752109         2             47   SH           DEFINED    2                     47
DIGEX INC DEL               EQUITY    253756100      4538         96,820   SH           DEFINED    2                 96,820
DIGIMARC CORP               EQUITY    253807101         1             79   SH           DEFINED    2                     79
DIGITAL COURIER
 TECHNOLOGIES               EQUITY    253838106                      152   SH           DEFINED    2                    152
DIGITAL IMPACT INC DEL      EQUITY    25385G106                       72   SH           DEFINED    2                     72
DIGITAL INSIGHT CORP        EQUITY    25385P106         4            112   SH           DEFINED    2                    112
</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>
DIGITAL IS INC DEL          EQUITY    25385N101         8            414   SH           DEFINED    2                    414
DIGITAL LAVA INC            EQUITY    253928113       115         48,300   SH           DEFINED    4                 48,300
DIGITAL LIGHTWAVE INC       EQUITY    253855100         6             84   SH           DEFINED    2                     84
DIGITAL RIV INC             EQUITY    25388B104         1            165   SH           DEFINED    2                    165
DIGITAS INC                 EQUITY    25388K104         2            100   SH           DEFINED    2                    100
DILLARDS INC                EQUITY    254067101      4050        381,201   SH           DEFINED    2                381,201
DILLARDS INC - CL A         EQUITY    254067101        33          3,100   SH           DEFINED    1                  3,100
DIME BANCORP INC NEW        EQUITY    25429Q102        80          3,709   SH           DEFINED    2                  3,709
DIME BANCORP, INC.          EQUITY    25429Q102       140          6,500   SH           DEFINED    1                  6,500
DIME CMNTY BANCORP INC      EQUITY    253922108         2            100   SH           DEFINED    2                    100
DIMON INC                   EQUITY    254394109        95         29,220   SH           DEFINED    4                 29,220
DIONEX CORP                 EQUITY    254546104        23            825   SH           DEFINED    2                    825
DIRECT FOCUS INC            EQUITY    254931108         4            102   SH           DEFINED    2                    102
DISNEY WALT CO              EQUITY    254687106     71555      1,870,714   SH           DEFINED    2              1,870,714
DISNEY WALT CO              EQUITY    254687205         4            374   SH           DEFINED    2                    374
DITECH COMMUNICATIONS
 CORP                       EQUITY    25500M103       446         10,877   SH           DEFINED    2                 10,877
DIVERSA CORP                EQUITY    255064107         1             38   SH           DEFINED    2                     38
DMC STRATEX NETWORKS INC    EQUITY    23322L106      6406        398,822   SH           DEFINED    2                398,822
DOBSON COMMUNICATIONS
 CORP                       EQUITY    256069105      2012        136,999   SH           DEFINED    2                136,999
DOBSON COMMUNICATIONS
 CORP                       EQUITY    256069303       750            838   SH           DEFINED    2                    838
DOBSON COMMUNICATIONS
 CORP OK                    EQUITY    256072505       445        466,376   SH           DEFINED    2                466,376
DOCUMENTUM INC              EQUITY    256159104       406          5,000   SH           DEFINED    2                  5,000
DOLE FOOD INC               EQUITY    256605106        48          3,200   SH           DEFINED    1                  3,200
DOLE FOOD INC               EQUITY    256605106      3154        210,238   SH           DEFINED    2                210,238
DOLLAR GEN CORP             EQUITY    256669102     15472        923,685   SH           DEFINED    2                923,685
DOLLAR GENERAL              EQUITY    256669102       161          9,615   SH           DEFINED    1                  9,615
DOLLAR THRIFTY
 AUTOMOTIVE GRP             EQUITY    256743105        62          3,123   SH           DEFINED    2                  3,123
DOLLAR TREE STORES          EQUITY    256747106       243          6,000   SH           DEFINED    1                  6,000
DOLLAR TREE STORES          EQUITY    256747106      7993        197,050   SH           DEFINED    3                168,850   28,200
DOLLAR TREE STORES INC      EQUITY    256747106     13824        340,808   SH           DEFINED    2                340,808
DOMINION RES INC VA NEW     EQUITY    25746U109      9063        156,084   SH           DEFINED    2                156,084
DOMINION RESOURCES          EQUITY    25746U109       399          6,873   SH           DEFINED    1                  6,873
DONALDSON CO INC            EQUITY    257651109        57          2,600   SH           DEFINED    1                  2,600
DONALDSON INC               EQUITY    257651109        21            966   SH           DEFINED    2                    966
DONALDSON LUFKIN +
 JENRETTE                   EQUITY    257661108     41463        463,602   SH           DEFINED    2                463,602
DONALDSON LUFKIN +
 JENRETTE                   EQUITY    257661504         1            100   SH           DEFINED    2                    100
DONCASTERS PLC              EQUITY    257692103       229         11,300   SH           DEFINED    4                 11,300
</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>
DONNELLEY R R + SONS CO     EQUITY    257867101       114          4,657   SH           DEFINED    2                  4,657
DORAL FINL CORP             EQUITY    25811P100         4            233   SH           DEFINED    2                    233
DORCHESTER HUGOTON LTD      EQUITY    258205202       747         49,772   SH           DEFINED    4                 49,772
DOT HILL SYSTEMS CORP       EQUITY    25848T109         1            100   SH           DEFINED    2                    100
DOUBLE EAGLE PETE & MNG
 CO                         EQUITY    258570118        43         12,200   SH           DEFINED    4                 12,200
DOUBLECLICK INC             EQUITY    258609304      1282         40,071   SH           DEFINED    2                 40,071
DOVER CORP                  EQUITY    260003108     27004        575,328   SH           DEFINED    2                575,328
DOVER CORP.                 EQUITY    260003108       258          5,500   SH           DEFINED    1                  5,500
DOVER DOWNS ENTMT INC       EQUITY    260086103         1             48   SH           DEFINED    2                     48
DOW CHEM CO                 EQUITY    260543103     13175        528,331   SH           DEFINED    2                528,331
DOW CHEMICAL CORP           EQUITY    260543103       484         19,400   SH           DEFINED    1                 19,400
DOW JONES & CO.             EQUITY    260561105       157          2,600   SH           DEFINED    1                  2,600
DOW JONES + CO INC          EQUITY    260561105      6583        108,817   SH           DEFINED    2                108,817
DOWNEY FINL CORP            EQUITY    261018105         4             98   SH           DEFINED    2                     98
DPL INC                     EQUITY    233293109       229          7,700   SH           DEFINED    1                  7,700
DPL INC                     EQUITY    233293109        13            444   SH           DEFINED    2                    444
DQE                         EQUITY    23329J104         8            208   SH           DEFINED    2                    208
DQE INC.                    EQUITY    23329J104       136          3,400   SH           DEFINED    1                  3,400
DR REDDY STRUCTURED NOTE    EQUITY    23299J928       108          4,000   SH           DEFINED    2                  4,000
DRESS BARN INC              EQUITY    261570105      5085        242,166   SH           DEFINED    2                242,166
DRESS BARN INC COM          EQUITY    261570105      5084        242,100   SH           DEFINED    3                242,100
DREYER'S GRAND ICE          EQUITY    261878102        35          1,600   SH           DEFINED    1                  1,600
DREYERS GRAND ICE CREAM
 INC                        EQUITY    261878102         2             81   SH           DEFINED    2                     81
DRIL QUIP INC               EQUITY    262037104         2             46   SH           DEFINED    2                     46
DRUGSTORE COM INC           EQUITY    262241102         1            172   SH           DEFINED    2                    172
DSET CORP                   EQUITY    262504103         2             78   SH           DEFINED    2                     78
DSL NET INC                 EQUITY    262506108         1            313   SH           DEFINED    2                    313
DSP GROUP INC               EQUITY    23332B106       564         15,091   SH           DEFINED    2                 15,091
DSP GROUP, INC.             EQUITY    23332B106        60          1,600   SH           DEFINED    1                  1,600
DST SYS INC DEL             EQUITY    233326107      6546         55,709   SH           DEFINED    2                 55,709
DST SYSTEMS INC             EQUITY    233326107       435          3,700   SH           DEFINED    1                  3,700
DTE ENERGY CO               EQUITY    233331107       143          3,741   SH           DEFINED    2                  3,741
DTE Energy Co Com Stk       EQUITY    233331107        31            800   SH           DEFINED    1                    800
DU PONT E I DE NEMOURS
 + CO                       EQUITY    263534109      8161        197,021   SH           DEFINED    2                197,021
DU PONT E.I. DE NEM         EQUITY    263534109      1243         30,000   SH           DEFINED    1                 30,000
DUANE READE INC             EQUITY    263578106        18            750   SH           DEFINED    2                    750
DUKE ENERGY CO              EQUITY    264399106     15695        183,037   SH           DEFINED    2                183,037
</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>
DUKE ENERGY CORP            EQUITY    264399106       897         10,466   SH           DEFINED    1                 10,466
DUKE WEEKS REALTY CORP
 COM NEW                    EQUITY    264411505     34461      1,428,432   SH           DEFINED    3              1,230,260  198,172
DUKE WEEKS RLTY CORP        EQUITY    264411505     10688        443,018   SH           DEFINED    2                443,018
DUN & BRADSTREET CO         EQUITY    26483B106       138          4,000   SH           DEFINED    1                  4,000
DUN + BRADSTREET CORP
 DEL                        EQUITY    26483B106     17368        504,343   SH           DEFINED    2                504,343
DUPONT PHOTOMASKS INC       EQUITY    26613X101      1190         20,253   SH           DEFINED    2                 20,253
DURA AUTOMOTIVE SYS INC     EQUITY    265903104        51          5,534   SH           DEFINED    2                  5,534
DURA PHARMACEUTICALS INC    EQUITY    26632S125       185         39,900   SH           DEFINED    4                 39,900
DURA PHARMACEUTICALS INC    EQUITY    26632S109        11            312   SH           DEFINED    2                    312
DURECT CORP INC             EQUITY    266605104        38          2,500   SH           DEFINED    2                  2,500
DUSA PHARMACEUTICALS INC    EQUITY    266898105         2             64   SH           DEFINED    2                     64
DVI INC                     EQUITY    233343102         2            100   SH           DEFINED    2                    100
DYAX CORP                   EQUITY    26746E103      1094         25,000   SH           DEFINED    2                 25,000
DYCOM INDS INC              EQUITY    267475101       673         16,157   SH           DEFINED    2                 16,157
DYNEGY INC                  EQUITY    26816Q101      1003         17,600   SH           DEFINED    1                 17,600
DYNEGY INC NEW              EQUITY    26816Q101     40900        717,548   SH           DEFINED    2                717,548
E M C CORP MASS             EQUITY    268648102    398331      4,018,439   SH           DEFINED    2              4,018,439
E MEDSOFT COM               EQUITY    26873Q101                      184   SH           DEFINED    2                    184
E PIPHANY INC               EQUITY    26881V100       434          5,632   SH           DEFINED    2                  5,632
E SPIRE COMMUNICATIONS
 INC                        EQUITY    269153102         1            419   SH           DEFINED    2                    419
E TRADE GROUP INC           EQUITY    269246104      2203        134,022   SH           DEFINED    2                134,022
E*TRADE GROUP INC           EQUITY    269246104       279         17,000   SH           DEFINED    1                 17,000
EAGLE SUPPLY GROUP INC      EQUITY    269894119        20         32,500   SH           DEFINED    4                 32,500
EARTHGRAINS CO              EQUITY    270319106         4            231   SH           DEFINED    2                    231
EARTHLINK INC               EQUITY    270321102         4            391   SH           DEFINED    2                    391
EARTHSHELL CORP             EQUITY    27032B100                      300   SH           DEFINED    2                    300
EARTHWATCH INC              EQUITY    270324601         2        220,928   SH           DEFINED    2                220,928
EAST WEST BANCORP INC       EQUITY    27579R104         4            230   SH           DEFINED    2                    230
EASTERN AMERN NAT GAS TR    EQUITY    276217106       977         65,400   SH           DEFINED    4                 65,400
EASTERN ENTERPRISES         EQUITY    27637F100        38            600   SH           DEFINED    1                    600
EASTERN ENTERPRISES         EQUITY    27637F100       741         11,609   SH           DEFINED    2                 11,609
EASTGROUP PPTYS INC         EQUITY    277276101         1             47   SH           DEFINED    2                     47
EASTMAN CHEM CO             EQUITY    277432100       121          3,283   SH           DEFINED    2                  3,283
EASTMAN CHEMICAL            EQUITY    277432100        89          2,400   SH           DEFINED    1                  2,400
EASTMAN KODAK               EQUITY    277461109       372          9,100   SH           DEFINED    1                  9,100
EASTMAN KODAK CO            EQUITY    277461109      3453         84,466   SH           DEFINED    2                 84,466
EATON CORP                  EQUITY    278058102       129          2,100   SH           DEFINED    1                  2,100
</TABLE>


<PAGE>   43

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
EATON CORP                  EQUITY    278058102      4408         71,536   SH           DEFINED    2                 71,536
EATON VANCE CORP            EQUITY    278265103      4534         88,898   SH           DEFINED    2                 88,898
EBAY INC                    EQUITY    278642103    103898      1,513,995   SH           DEFINED    2              1,513,995
EBENX INC                   EQUITY    278668108         1             50   SH           DEFINED    2                     50
ECHELON CORP                EQUITY    27874N105         4            146   SH           DEFINED    2                    146
ECHOSTAR COMMUNICATIONS
 CORP N                     EQUITY    278762109     81173      1,538,830   SH           DEFINED    2              1,538,830
ECHOSTAR COMMUNICATIONS
 NEW                       CORPBOND   278762AD1      4536      3,432,000   PRN          DEFINED    4              3,432,000
ECLIPSYS CORP               EQUITY    278856109         5            292   SH           DEFINED    2                    292
ECOLAB INC                  EQUITY    278865100       137          3,800   SH           DEFINED    1                  3,800
ECOLAB INC                  EQUITY    278865100       234          6,480   SH           DEFINED    2                  6,480
ECOLLEGE COM                EQUITY    27887E100        11          1,400   SH           DEFINED    2                  1,400
EDELBROCK CORP              EQUITY    279434104         6            500   SH           DEFINED    2                    500
EDEN BIOSCIENCE CORP        EQUITY    279445100       512         15,500   SH           DEFINED    2                 15,500
EDISON INTERNATIONA         EQUITY    281020107       205         10,600   SH           DEFINED    1                 10,600
EDISON INTL                 EQUITY    281020107      4263        220,735   SH           DEFINED    2                220,735
EDISON SCHS INC             EQUITY    281033100         4            127   SH           DEFINED    2                    127
EDUCATION MGMT CORP         EQUITY    28139T101      8914        330,899   SH           DEFINED    2                330,899
EDUCATION MGMT CORP COM     EQUITY    28139T101     21380        793,700   SH           DEFINED    3                783,600   10,100
EDWARDS A G INC             EQUITY    281760108       553         10,572   SH           DEFINED    2                 10,572
EDWARDS AG INC              EQUITY    281760108       251          4,800   SH           DEFINED    1                  4,800
EDWARDS J D + CO            EQUITY    281667105      3901        150,774   SH           DEFINED    2                150,774
EDWARDS LIFESCIENCE         EQUITY    28176E108        72          3,300   SH           DEFINED    1                  3,300
EDWARDS LIFESCIENCES
 CORP                       EQUITY    28176E108       881         40,386   SH           DEFINED    2                 40,386
EEX CORP                    EQUITY    26842V207         1            305   SH           DEFINED    2                    305
EFFICIENT NETWORKS INC      EQUITY    282056100       913         24,459   SH           DEFINED    2                 24,459
EGAIN COMMUNICATIONS
 CORP                       EQUITY    28225C103         1            157   SH           DEFINED    2                    157
EGL INC                     EQUITY    268484102        16            523   SH           DEFINED    2                    523
EGLOBE INC                  EQUITY    282339100                      258   SH           DEFINED    2                    258
EL PASO ELEC CO             EQUITY    283677854         4            300   SH           DEFINED    2                    300
EL PASO ENERGY CORP         EQUITY    283905107       407          6,600   SH           DEFINED    1                  6,600
EL PASO ENERGY CORP DEL     EQUITY    283905107     21500        348,887   SH           DEFINED    2                348,887
ELAN CORP PLC               EQUITY    284131208     66382      1,212,455   SH           DEFINED    1              1,212,455
ELAN CORP PLC               EQUITY    284131802     12200        200,000   SH           DEFINED    1                200,000
ELAN CORP PLC               EQUITY    284131703     14850        200,000   SH           DEFINED    1                200,000
ELAN CORP PLC               EQUITY    284131703     12447        168,300   SH           DEFINED    4                168,300
ELAN PLC                    EQUITY    284131208     15210        277,815   SH           DEFINED    2                277,815
ELANTEC SEMICONDUCTOR
 INC                        EQUITY    284155108        12            120   SH           DEFINED    2                    120
</TABLE>


<PAGE>   44

<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>
ELCOR CHEM CORP             EQUITY    284443108        17          1,155   SH           DEFINED    2                  1,155
ELECTRIC LIGHTWARE INC      EQUITY    284895109         1            100   SH           DEFINED    2                    100
ELECTRO RENT                EQUITY    285218103         1            100   SH           DEFINED    2                    100
ELECTRO SCIENTIFIC INDS     EQUITY    285229100       235          6,700   SH           DEFINED    4                  6,700
ELECTRO SCIENTIFIC INDS
 INC                        EQUITY    285229100         7            198   SH           DEFINED    2                    198
ELECTROGLAS INC             EQUITY    285324109         3            161   SH           DEFINED    2                    161
ELECTRONIC ARTS             EQUITY    285512109       375          7,600   SH           DEFINED    1                  7,600
ELECTRONIC ARTS             EQUITY    285512109     11974        242,506   SH           DEFINED    2                242,506
ELECTRONIC DATA SYS         EQUITY    285661104       586         14,120   SH           DEFINED    1                 14,120
ELECTRONIC DATA SYS CORP
 NEW                        EQUITY    285661104      6839        164,787   SH           DEFINED    2                164,787
ELETRONICS FOR IMAGING
 INC                        EQUITY    286082102       106          4,201   SH           DEFINED    2                  4,201
ELI LILLY AND COMPA         EQUITY    532457108      8433        103,950   SH           DEFINED    1                103,950
ELOYALTY CORP               EQUITY    290151109        52          4,059   SH           DEFINED    2                  4,059
EMAGIN CORP                 EQUITY    29076N107         1            100   SH           DEFINED    2                    100
EMBARCADERO TECH INC        EQUITY    290787100         2             44   SH           DEFINED    2                     44
Embotelladora Andin         EQUITY    29081P303       393         38,300   SH           DEFINED    1                 38,300
EMBRAER AIRCRAFT CO         EQUITY    29081M102      1561         50,350   SH           DEFINED    1                 50,350
EMBRAER EMPRESA
 BRASILEIRA DE              EQUITY    29081M102      5949        191,900   SH           DEFINED    2                191,900
EMBRATEL PARTICIPAC         EQUITY    29081N100      1395         75,400   SH           DEFINED    1                 75,400
EMBRATEL PARTICIPACOES
 S A                        EQUITY    29081N100       376         20,300   SH           DEFINED    2                 20,300
EMC CORPORATION             EQUITY    268648102     34367        346,700   SH           DEFINED    1                346,700
EMCOR GROUP INC             EQUITY    29084Q100         1             22   SH           DEFINED    2                     22
EMCORE CORP                 EQUITY    290846104      4804        115,544   SH           DEFINED    2                115,544
EMERGE INTERACTIVE INC      EQUITY    29088W103        13            800   SH           DEFINED    2                    800
EMERSON ELEC CO             EQUITY    291011104     28975        432,466   SH           DEFINED    2                432,466
EMERSON ELECTRIC            EQUITY    291011104     25062        374,060   SH           DEFINED    1                374,060
EMISPHERE TECHNOLOGIES
 INC                        EQUITY    291345106         3             84   SH           DEFINED    2                     84
EMMIS COMMUNICATIONS
 CORP                       EQUITY    291525103       970         39,200   SH           DEFINED    4                 39,200
EMMIS COMMUNICATIONS
 CORP                       EQUITY    291525103        29          1,156   SH           DEFINED    2                  1,156
EMPIRE DIST ELEC CO         EQUITY    291641108         5            182   SH           DEFINED    2                    182
EMPRESA NACIONAL DE         EQUITY    29244T101       626         56,892   SH           DEFINED    1                 56,892
EMS TECHNOLOGIES INC        EQUITY    26873N108         8            500   SH           DEFINED    2                    500
EMULEX CORP                 EQUITY    292475209     10976         89,598   SH           DEFINED    2                 89,598
ENCOMPASS SVCS CORP         EQUITY    29255U104         3            411   SH           DEFINED    2                    411
ENCORE MED CORP             EQUITY    29256E117        13         34,000   SH           DEFINED    4                 34,000
Endesa - Sponsored ADR
 USD6.16                    EQUITY    29258N107       109          5,800   SH           DEFINED    1                  5,800
ENDESA S A                  EQUITY    29258N107        60          3,200   SH           DEFINED    2                  3,200
</TABLE>


<PAGE>   45

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
ENDOCARE INC                EQUITY    29264P104         2             93   SH           DEFINED    2                     93
ENERGEN CORP                EQUITY    29265N108         6            200   SH           DEFINED    2                    200
ENERGIZER HLDGS INC         EQUITY    29266R108      1206         49,215   SH           DEFINED    2                 49,215
ENERGIZER HOLDINGS          EQUITY    29266R108       143          5,840   SH           DEFINED    1                  5,840
ENERGY CONVERSION
 DEVICES INC                EQUITY    292659109         4            105   SH           DEFINED    2                    105
ENERGY EAST CORP            EQUITY    29266M109      1217         53,790   SH           DEFINED    2                 53,790
ENERGY EAST CORPORA         EQUITY    29266M109       163          7,200   SH           DEFINED    1                  7,200
ENERSIS SA ADR              EQUITY    29274F104       922         46,597   SH           DEFINED    1                 46,597
ENGAGE INC                  EQUITY    292827102         2            202   SH           DEFINED    2                    202
ENGELHARD CORP              EQUITY    292845104        67          4,100   SH           DEFINED    1                  4,100
ENGELHARD CORP              EQUITY    292845104       261         16,049   SH           DEFINED    2                 16,049
ENHANCE FINL SVCS GROUP
 INC                        EQUITY    293310108      5351        411,624   SH           DEFINED    2                411,624
ENRON CORP                  EQUITY    293561106      1831         20,900   SH           DEFINED    1                 20,900
ENRON CORP                  EQUITY    293561106      7939         90,600   SH           DEFINED    3                 90,600
ENRON CORP                  EQUITY    293561106     87047        993,405   SH           DEFINED    2                993,405
ENRON CORP                  EQUITY    293561882      2863         80,500   SH           DEFINED    2                 80,500
ENSCO INTL INC              EQUITY    26874Q100       306          8,000   SH           DEFINED    1                  8,000
ENSCO INTL INC              EQUITY    26874Q100       325          8,500   SH           DEFINED    3                  8,500
ENSCO INTL INC              EQUITY    26874Q100       165          4,305   SH           DEFINED    2                  4,305
ENTERCOM COMMUNICATIONS
 CORP                       EQUITY    293639100        23            775   SH           DEFINED    2                    775
ENTERGY CORP                EQUITY    29364G103       253          6,800   SH           DEFINED    1                  6,800
ENTERGY CORP                EQUITY    29364G103      5554        149,091   SH           DEFINED    2                149,091
ENTERTAINMENT PPTYS TR      EQUITY    29380T105         2            200   SH           DEFINED    2                    200
ENTRADE INC                 EQUITY    29382L993       536        156,250   SH           DEFINED    2                156,250
ENTRAVISION COM CORP        EQUITY    29382R107       280         16,100   SH           DEFINED    2                 16,100
ENTREMED INC                EQUITY    29382F103         2             69   SH           DEFINED    2                     69
ENTRUST TECHNOLOGIES INC    EQUITY    293848107        22            790   SH           DEFINED    2                    790
ENZO BIOCHEM INC            EQUITY    294100102         6            130   SH           DEFINED    2                    130
ENZON INC                   EQUITY    293904108      1338         20,271   SH           DEFINED    2                 20,271
EOG RESOURCES INC           EQUITY    26875P101     19732        507,568   SH           DEFINED    2                507,568
EPICEDGE INC                EQUITY    29426X102                       43   SH           DEFINED    2                     43
EPRESENCE                   EQUITY    294348107      2448        362,700   SH           DEFINED    3                362,700
EPRESENCE INC               EQUITY    294348107      2772        410,600   SH           DEFINED    2                410,600
EPRISE CORP                 EQUITY    294352109        86         10,000   SH           DEFINED    2                 10,000
EQUIFAX INC                 EQUITY    294429105        75          2,783   SH           DEFINED    2                  2,783
EQUIFAX INC.                EQUITY    294429105       159          5,900   SH           DEFINED    1                  5,900
EQUINIX INC                 EQUITY    29444U106       222         25,000   SH           DEFINED    2                 25,000
</TABLE>


<PAGE>   46

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
EQUITABLE RES INC           EQUITY    294549100       297          4,687   SH           DEFINED    2                  4,687
EQUITY INNS INC             EQUITY    294703103         3            460   SH           DEFINED    2                    460
EQUITY OFFICE PPTYS TR      EQUITY    294741103     14747        474,755   SH           DEFINED    2                474,755
EQUITY OFFICE PPTYS TR
 COM                        EQUITY    294741103     51980      1,673,400   SH           DEFINED    3              1,443,755  229,645
EQUITY OFFICE PPTYS TR
 COM                        EQUITY    294741103     12514        402,873   SH           DEFINED    1                402,873
EQUITY RESIDENTIAL PPTYS
 TR                         EQUITY    29476L107     19905        414,688   SH           DEFINED    2                414,688
EQUITY RESIDENTIAL PPTYS
 TR                         EQUITY    29476L883       185          6,900   SH           DEFINED    2                  6,900
EQUITY RESIDENTIAL PPTYS
 TY                         EQUITY    29476L107     44976        937,000   SH           DEFINED    3                814,100  122,900
EQUITY RESIDENTIAL PPTYS
 TY                         EQUITY    29476L883       993         37,000   SH           DEFINED    4                 37,000
ERICSSON L M TEL CO         EQUITY    294821400      1845        124,535   SH           DEFINED    2                124,535
ERIE INDTY CO               EQUITY    29530P102         6            200   SH           DEFINED    2                    200
ESC MEDICAL SYS LTD         EQUITY    M40868107       591         31,500   SH           DEFINED    2                 31,500
ESCO TECHNOLOGIES INC       EQUITY    296315104         1             32   SH           DEFINED    2                     32
ESPEED INC                  EQUITY    296643109        59          2,077   SH           DEFINED    2                  2,077
ESPERION THERAPEUTICS       EQUITY    29664R106      6469        375,000   SH           DEFINED    2                375,000
ESPERION THERAPEUTICS
 COM                        EQUITY    29664R106      3019        175,000   SH           DEFINED    3                175,000
ESS TECHNOLOGY INC          EQUITY    269151106         2            172   SH           DEFINED    2                    172
ESSEX PROPERTY TRUST        EQUITY    297178105         8            151   SH           DEFINED    2                    151
ESTERLINE TECHNOLOGIES
 CORP                       EQUITY    297425100         2            100   SH           DEFINED    2                    100
ETHAN ALLEN INTERIORS
 INC                        EQUITY    297602104       126          4,433   SH           DEFINED    2                  4,433
ETHYL CORP                  EQUITY    297659104         1            600   SH           DEFINED    2                    600
ETOWN CORP                  EQUITY    269242103         7            100   SH           DEFINED    2                    100
ETOYS INC                   EQUITY    297862104         3            471   SH           DEFINED    2                    471
EVEREST RE GROUP LT         EQUITY    G3223R108     30605        618,285   SH           DEFINED    1                618,285
EVEREST RE GROUP LT         EQUITY    G3223R108     16365        330,600   SH           DEFINED    3                305,900   24,700
EVEREST REINSURANCE
 GROUP LTD                  EQUITY    G3223R108      1143         23,100   SH           DEFINED    2                 23,100
EVERGREEN RESOURCES         EQUITY    299900308      1670         48,071   SH           DEFINED    2                 48,071
EVOLVE SOFTWARE INC.        EQUITY    30049P104    22,312      1,239,564   SH           DEFINED    1              1,239,564
EVOLVING SYS INC            EQUITY    30049R100        27          4,200   SH           DEFINED    2                  4,200
EXAR CORP                   EQUITY    300645108     16109        133,130   SH           DEFINED    2                133,130
EXAR CORP COM               EQUITY    300645108     37014        305,900   SH           DEFINED    3                300,400    5,500
EXCALIBUR TECHNOLOGIES
 CORP                       EQUITY    300651205         5             75   SH           DEFINED    2                     75
EXCEL TECHNOLOGY INC        EQUITY    30067T103         2             72   SH           DEFINED    2                     72
EXCELON CORPORATION         EQUITY    300691102         3            209   SH           DEFINED    2                    209
EXCHANGE APPLICATIONS
 INC                        EQUITY    300867108         5          1,171   SH           DEFINED    2                  1,171
EXCO RES INC                EQUITY    269279204        21          1,400   SH           DEFINED    2                  1,400
EXE TECHNOLOGIES INC        EQUITY    301504106        15          1,000   SH           DEFINED    2                  1,000
</TABLE>


<PAGE>   47

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
EXE TECHNOLOGIES INC COM    EQUITY    301504106      4095        273,000   SH           DEFINED    3                265,200    7,800
EXELIXIS INC                EQUITY    30161Q104       239          7,623   SH           DEFINED    2                  7,623
EXFO ELECTRO OPTICAL
 ENGR INC                   EQUITY    302043104        65          1,500   SH           DEFINED    2                  1,500
EXIDE CORP                  EQUITY    302051107         1            100   SH           DEFINED    2                    100
EXODUS COMMUNICATIONS
 INC                        EQUITY    302088109     23890        483,845   SH           DEFINED    2                483,845
EXPEDITORES INTL WASH
 INC                        EQUITY    302130109       316          7,012   SH           DEFINED    2                  7,012
EXPRESS SCRIPTS INC         EQUITY    302182100       159          2,200   SH           DEFINED    1                  2,200
EXPRESS SCRIPTS INC         EQUITY    302182100      2299         31,817   SH           DEFINED    2                 31,817
EXTENDED STAY AMER INC      EQUITY    30224P101      2512        189,576   SH           DEFINED    2                189,576
EXTENDED SYS INC            EQUITY    301973103         2             39   SH           DEFINED    2                     39
EXTENSITY INC               EQUITY    302255104         1             36   SH           DEFINED    2                     36
EXTREME NETWORKS INC        EQUITY    30226D106      2631         22,982   SH           DEFINED    2                 22,982
EXXON MOBIL CORP            EQUITY    30231G102    129150      1,449,092   SH           DEFINED    2              1,449,092
EXXON MOBIL CORPORA         EQUITY    30231G102     43663        489,912   SH           DEFINED    1                489,912
F + M BANCORP MD            EQUITY    302367107         2            100   SH           DEFINED    2                    100
F + M NATL CORP             EQUITY    302374103         5            206   SH           DEFINED    2                    206
F N B CORP PA               EQUITY    302520101       272         12,732   SH           DEFINED    2                 12,732
F Y I INC                   EQUITY    302712104        37          1,000   SH           DEFINED    2                  1,000
F5 NETWORKS INC             EQUITY    315616102         3             95   SH           DEFINED    2                     95
FACTORY 2 U INC             EQUITY    303072102         3             92   SH           DEFINED    2                     92
FACTSET RESH SYS INC        EQUITY    303075105        34            908   SH           DEFINED    2                    908
FAIR ISSAC + CO INC         EQUITY    303250104         4            100   SH           DEFINED    2                    100
FAIRCHILD SEMICONDUCTOR
 INTL                       EQUITY    303726103     12106        430,420   SH           DEFINED    2                430,420
FAIRFAX FINL HLDGS LTD      EQUITY    303901102       320          2,565   SH           DEFINED    2                  2,565
FAIRFIELD CMNTYS INC        EQUITY    304231301         3            292   SH           DEFINED    2                    292
FAIRFIELD MFG INC           EQUITY    304530306        81            100   SH           DEFINED    2                    100
FAMILY DLR STORES INC       EQUITY    307000109      3859        200,459   SH           DEFINED    2                200,459
FAMILY DOLLAR STORE         EQUITY    307000109       191          9,900   SH           DEFINED    1                  9,900
FARM FAMILY HLDGS INC       EQUITY    307901108        47          1,500   SH           DEFINED    2                  1,500
FARMERS CAP BK CORP         EQUITY    309562106                        5   SH           DEFINED    2                      5
FARMSTEAD TEL GROUP INC     EQUITY    311565121         1         16,600   SH           DEFINED    4                 16,600
FARMSTEAD TEL GROUP INC     EQUITY    311565139         1         21,200   SH           DEFINED    4                 21,200
FASTENAL CO                 EQUITY    311900104       127          2,200   SH           DEFINED    1                  2,200
FASTENAL CO                 EQUITY    311900104        12            207   SH           DEFINED    2                    207
FBL FINL GROUP INC          EQUITY    30239F106         1             58   SH           DEFINED    2                     58
FEDDERS USA INC             EQUITY    313135105         1            372   SH           DEFINED    2                    372
FEDERAL AGRIC MTG CORP      EQUITY    313148306        23          1,300   SH           DEFINED    2                  1,300
</TABLE>


<PAGE>   48

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
FEDERAL HOME LN MTG CORP    EQUITY    313400301     66120      1,223,033   SH           DEFINED    2              1,223,033
FEDERAL HOME LOAN M         EQUITY    313400301     26073        482,270   SH           DEFINED    1                482,270
FEDERAL MOGUL CORP          EQUITY    313549107        22          4,100   SH           DEFINED    1                  4,100
FEDERAL MOGUL CORP          EQUITY    313549107       320         58,933   SH           DEFINED    2                 58,933
FEDERAL NAT'L MORTG         EQUITY    313586109     10092        141,470   SH           DEFINED    1                141,470
FEDERAL NATL MTG ASSN       EQUITY    313586109     52001        727,284   SH           DEFINED    2                727,284
FEDERAL REALTY INVT TR
 SH BEN                     EQUITY    313747206      1406         73,500   SH           DEFINED    3                 63,400   10,100
FEDERAL RLTY INVT TR        EQUITY    313747206         4            200   SH           DEFINED    2                    200
FEDERAL SIGNAL CORP         EQUITY    313855108        52          2,600   SH           DEFINED    1                  2,600
FEDERAL SIGNAL CORP         EQUITY    313855108       658         33,100   SH           DEFINED    2                 33,100
FEDERATED DEPARTMEN         EQUITY    31410H101       166          6,366   SH           DEFINED    1                  6,366
FEDERATED DEPT STORES
 INC DEL                    EQUITY    31410H101      3975        152,152   SH           DEFINED    2                152,152
FEDERATED INVS INC PA       EQUITY    314211103      2624        106,027   SH           DEFINED    2                106,027
FEDEX CORP                  EQUITY    31428X106     23187        522,947   SH           DEFINED    2                522,947
FEDEX CORPORATION           EQUITY    31428X106       504         11,360   SH           DEFINED    1                 11,360
FEI CO                      EQUITY    30241L109         2             94   SH           DEFINED    2                     94
FELCOR LODGING TR INC       EQUITY    31430F101       192          8,297   SH           DEFINED    2                  8,297
FERRO CORP                  EQUITY    315405100        38          2,000   SH           DEFINED    1                  2,000
FERRO CORP                  EQUITY    315405100       111          5,800   SH           DEFINED    2                  5,800
FIDELITY NATL FINL INC      EQUITY    316326107        10            395   SH           DEFINED    2                    395
FIFTH THIRD BANCORP         EQUITY    316773100     12410        230,343   SH           DEFINED    2                230,343
FIFTH THIRD BANK            EQUITY    316773100       725         13,462   SH           DEFINED    1                 13,462
FILENET CORP                EQUITY    316869106       396         21,800   SH           DEFINED    4                 21,800
FILENET CORP                EQUITY    316869106         3            183   SH           DEFINED    2                    183
FINANCIAL FED CORP          EQUITY    317492106      5099        210,800   SH           DEFINED    2                210,800
FINANCIAL FED CORP COM      EQUITY    317492106      5096        210,700   SH           DEFINED    3                210,700
FINISAR CORP                EQUITY    31787A101      6857        141,737   SH           DEFINED    2                141,737
FINOVA GROUP INC            EQUITY    317928109         4            494   SH           DEFINED    2                    494
FINOVA GROUP INC.           EQUITY    317928109        25          3,500   SH           DEFINED    1                  3,500
FIREPOND INC                EQUITY    318224102         1             44   SH           DEFINED    2                     44
FIRST AMERICAN FINL CORP    EQUITY    318522307      8037        385,013   SH           DEFINED    2                385,013
FIRST BANCORP P R           EQUITY    318672102         2            100   SH           DEFINED    2                    100
FIRST BUSE CORP             EQUITY    319383105                       19   SH           DEFINED    2                     19
FIRST CHARTER CORP          EQUITY    319439105         3            188   SH           DEFINED    2                    188
FIRST COMWLTH FINL CORP
 PA                         EQUITY    319829107         4            374   SH           DEFINED    2                    374
FIRST CONSULTING GROUP      EQUITY    31986R103         6          1,000   SH           DEFINED    2                  1,000
FIRST CTZNS BANCSHARES
 INC N C                    EQUITY    31946M103         1             19   SH           DEFINED    2                     19
</TABLE>


<PAGE>   49

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
FIRST DATA CORP             EQUITY    319963104       469         12,000   SH           DEFINED    1                 12,000
FIRST DATA CORP             EQUITY    319963104     49649      1,271,016   SH           DEFINED    2              1,271,016
FIRST FINL BANCORP          EQUITY    320209109         3            220   SH           DEFINED    2                    220
FIRST FINL BANKSHARES
 INC                        EQUITY    32020R109         1             27   SH           DEFINED    2                     27
FIRST FINL CORP IND         EQUITY    320218100                       13   SH           DEFINED    2                     13
FIRST FINL HLDGS INC        EQUITY    320239106         3            180   SH           DEFINED    2                    180
FIRST HEALTH GROUP          EQUITY    320960107        87          2,700   SH           DEFINED    1                  2,700
FIRST HEALTH GROUP CORP     EQUITY    320960107        13            389   SH           DEFINED    2                    389
FIRST IND CORP              EQUITY    32054R108         3            100   SH           DEFINED    2                    100
FIRST INDL RLTY TR INC      EQUITY    32054K103       618         20,110   SH           DEFINED    2                 20,110
FIRST MERCHANTS CORP        EQUITY    320817109         1             39   SH           DEFINED    2                     39
FIRST MIDWEST BANCORP
 INC DEL                    EQUITY    320867104         6            234   SH           DEFINED    2                    234
FIRST REP BK
 SAN FRANCISCO CA           EQUITY    336158100        69          2,300   SH           DEFINED    2                  2,300
FIRST SEC CORP DEL          EQUITY    336294103       186         11,400   SH           DEFINED    1                 11,400
FIRST SEC CORP DEL          EQUITY    336294103        10            602   SH           DEFINED    2                    602
FIRST SENTINEL BANCORP
 INC                        EQUITY    33640T103         4            400   SH           DEFINED    2                    400
FIRST TENN NATL COR         EQUITY    337162101       153          7,500   SH           DEFINED    1                  7,500
FIRST TENN NATL CORP        EQUITY    337162101        33          1,600   SH           DEFINED    2                  1,600
FIRST UN CORP               EQUITY    337358105     11488        356,910   SH           DEFINED    2                356,910
FIRST UNION CORP            EQUITY    337358105       916         28,466   SH           DEFINED    1                 28,466
FIRST VA BKS INC            EQUITY    337477103      2039         47,826   SH           DEFINED    2                 47,826
FIRST VIRGINIA BANK         EQUITY    337477103       117          2,750   SH           DEFINED    1                  2,750
FIRSTAR CORP WIS            EQUITY    33763V109      8253        368,847   SH           DEFINED    2                368,847
FIRSTAR CORPORATION         EQUITY    33763V109     30981      1,384,613   SH           DEFINED    1              1,384,613
FIRSTENERGY CORP            EQUITY    337932107       168          6,221   SH           DEFINED    2                  6,221
FIRSTENERGY CORPORA         EQUITY    337932107       180          6,700   SH           DEFINED    1                  6,700
FIRSTFED FINL CORP          EQUITY    337907109       292         12,700   SH           DEFINED    4                 12,700
FIRSTFED FINL CORP DEL      EQUITY    337907109         5            200   SH           DEFINED    2                    200
FIRSTMERIT CORP             EQUITY    337915102     10327        450,222   SH           DEFINED    2                450,222
FIRSTMERIT CORPORAT         EQUITY    337915102     29509      1,286,500   SH           DEFINED    3              1,258,100   28,400
FIRSTMERIT CORPORAT         EQUITY    337915102       117          5,100   SH           DEFINED    1                  5,100
FISERV INC                  EQUITY    337738108       427          7,125   SH           DEFINED    1                  7,125
FISERV INC                  EQUITY    337738108     19417        324,300   SH           DEFINED    3                294,975   29,325
FISERV INC                  EQUITY    337738108      4020         67,145   SH           DEFINED    2                 67,145
FISHER SCIENTIFIC INTL
 INC                        EQUITY    338032204         8            246   SH           DEFINED    2                    246
FITZGERALDS GAMING CORP
 NEW                        EQUITY    338271109                    3,762   SH           DEFINED    2                  3,762
FLEETBOSTON FINANCI         EQUITY    339030108      1011         25,931   SH           DEFINED    1                 25,931
</TABLE>


<PAGE>   50

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
FLEETBOSTON FINL CORP       EQUITY    339030108     14021        359,513   SH           DEFINED    2                359,513
FLEETWOOD ENTERPRISES
 INC                        EQUITY    339099103        67          4,930   SH           DEFINED    2                  4,930
FLEMING COS INC             EQUITY    339130106       526         40,300   SH           DEFINED    4                 40,300
FLEMING COS INC             EQUITY    339130106        55          4,210   SH           DEFINED    2                  4,210
FLEXTRONICS
 INTERNATIONAL              EQUITY    Y2573F102    148377      1,806,719   SH           DEFINED    2              1,806,719
FLORIDA EAST COAST IND
 INC                        EQUITY    340632108         3             80   SH           DEFINED    2                     80
FLORIDA PROGRESS            EQUITY    341109106       159          3,000   SH           DEFINED    1                  3,000
FLORIDA PROGRESS CORP       EQUITY    341109106      6203        117,178   SH           DEFINED    2                117,178
FLORIDA ROCK INDS INC       EQUITY    341140101         4            100   SH           DEFINED    2                    100
FLOW INTL CORP              EQUITY    343468104        14          1,300   SH           DEFINED    2                  1,300
FLOWERS INDS INC            EQUITY    343496105        55          2,831   SH           DEFINED    2                  2,831
FLOWERS INDUSTRIES          EQUITY    343496105       113          5,800   SH           DEFINED    1                  5,800
FLOWSERVE CORP              EQUITY    34354P105         3            200   SH           DEFINED    2                    200
FLOWSERVE CORPORATI         EQUITY    34354P105        35          2,100   SH           DEFINED    1                  2,100
FLUOR CORP                  EQUITY    343861100        69          2,300   SH           DEFINED    1                  2,300
FLUOR CORP                  EQUITY    343861100       257          8,571   SH           DEFINED    2                  8,571
FMC CORP                    EQUITY    302491303        67          1,000   SH           DEFINED    1                  1,000
FMC CORP                    EQUITY    302491303      5043         75,205   SH           DEFINED    2                 75,205
FOCAL COMMUNICATIONS
 CORP                       EQUITY    344155106         1             94   SH           DEFINED    2                     94
FOOTSTAR INC                EQUITY    344912100         3            100   SH           DEFINED    2                    100
FORCENERGY INC              EQUITY    345206205         2             64   SH           DEFINED    2                     64
FORD MOTOR COMPANY          EQUITY    345370860     32067      1,266,827   SH           DEFINED    1              1,266,827
FORD MTR CO DEL             EQUITY    345370860      7455        294,493   SH           DEFINED    2                294,493
FOREST CITY ENTERPRISES
 INC                        EQUITY    345550107       850         23,600   SH           DEFINED    2                 23,600
FOREST LABORATORIES         EQUITY    345838106      3286         28,650   SH           DEFINED    1                 28,650
FOREST LABS INC             EQUITY    345838106     34145        297,724   SH           DEFINED    2                297,724
FOREST OIL CORP             EQUITY    346091606       118          7,314   SH           DEFINED    2                  7,314
FORRESTER RESH INC          EQUITY    346563109      1733         27,180   SH           DEFINED    2                 27,180
FORT JAMES CORP             EQUITY    347471104      3992        130,628   SH           DEFINED    2                130,628
FORT JAMES CORPORAT         EQUITY    347471104       196          6,400   SH           DEFINED    1                  6,400
FORTUNE BRANDS INC          EQUITY    349631101       127          4,800   SH           DEFINED    1                  4,800
FORTUNE BRANDS INC          EQUITY    349631101      1416         53,446   SH           DEFINED    2                 53,446
FORWARD AIR CORP            EQUITY    349853101         4            113   SH           DEFINED    2                    113
FOSSIL INC                  EQUITY    349882100         2            159   SH           DEFINED    2                    159
FOSTER L B CO               EQUITY    350060109        11          3,300   SH           DEFINED    2                  3,300
FOSTER WHEELER CORP         EQUITY    350244109         2            273   SH           DEFINED    2                    273
FOUNDATION HEALTH S         EQUITY    350404109       118          7,090   SH           DEFINED    1                  7,090
</TABLE>


<PAGE>   51

<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>
FOUNDATION HEALTH SYS
 INC                        EQUITY    350404109      1991        119,787   SH           DEFINED    2                119,787
FOUNDRY NETWORKS INC        EQUITY    35063R100      3344         48,873   SH           DEFINED    2                 48,873
FOUR SEASONS HOTEL INC     CORPBOND   35100EAD6     12624     30,979,000   PRN          DEFINED    4             30,979,000
FOUR SEASONS HOTELS INC     EQUITY    35100E104      2542         34,734   SH           DEFINED    2                 34,734
FOX ENTMT GROUP INC         EQUITY    35138T107     31005      1,170,000   SH           DEFINED    2              1,170,000
FPL GROUP INC               EQUITY    302571104       348          5,300   SH           DEFINED    1                  5,300
FPL GROUP INC               EQUITY    302571104     10781        163,972   SH           DEFINED    2                163,972
FRANCHISE FIN CORP AMER     EQUITY    351807102      3989        177,296   SH           DEFINED    2                177,296
FRANCHISE FIN CORP COM      EQUITY    351807102     19894        884,200   SH           DEFINED    3                772,100  112,100
FRANKLIN ELEC INC           EQUITY    353514102         1             16   SH           DEFINED    2                     16
FRANKLIN RES INC            EQUITY    354613101       315          7,100   SH           DEFINED    1                  7,100
FRANKLIN RES INC            EQUITY    354613101      2152         48,432   SH           DEFINED    2                 48,432
FREDS INC                   EQUITY    356108100         2            100   SH           DEFINED    2                    100
FREEMARKETS INC             EQUITY    356602102       910         15,930   SH           DEFINED    2                 15,930
FREEMARKETS INC COM         EQUITY    356602102      3296         57,700   SH           DEFINED    3                 47,400   10,300
FREEPORT MCMORAN COPPER
 + GOLD                     EQUITY    35671D105      7576        918,245   SH           DEFINED    2                918,245
FREEPORT MCMORAN COPPER
 + GOLD                     EQUITY    35671D857      3836        435,311   SH           DEFINED    2                435,311
FREEPORT-MCMORAN CO         EQUITY    35671D857        44          5,000   SH           DEFINED    1                  5,000
FREMONT GEN CORP            EQUITY    357288109         1            223   SH           DEFINED    2                    223
FRIEDE GOLDMAN HALTER
 INC                        EQUITY    358430106         1            201   SH           DEFINED    2                    201
FRIEDMAN BILLINGS           EQUITY    358433100         1            152   SH           DEFINED    2                    152
FRITZ COMP INC              EQUITY    358846103         2            167   SH           DEFINED    2                    167
FRONTIER AIRLS INC NEW      EQUITY    359065109        42          2,165   SH           DEFINED    2                  2,165
FRONTIER FINL CORP WA       EQUITY    35907K105         3            152   SH           DEFINED    2                    152
FRONTIER OIL CORP           EQUITY    35914P105         1            188   SH           DEFINED    2                    188
FRONTLINE CAP GROUP         EQUITY    35921N101         2            141   SH           DEFINED    2                    141
FRONTLINE COMMUNICATIONS
 CORP                       EQUITY    35921T116         3         10,675   SH           DEFINED    4                 10,675
FSI INTL INC                EQUITY    302633102       299         21,000   SH           DEFINED    4                 21,000
FSI INTL INC                EQUITY    302633102       680         47,727   SH           DEFINED    2                 47,727
FUELCELL ENERGY INC         EQUITY    35952H106         7             75   SH           DEFINED    2                     75
FULLER H B CO               EQUITY    359694106        22            776   SH           DEFINED    2                    776
FULLER, H.B.                EQUITY    359694106        23            800   SH           DEFINED    1                    800
FULTON FINL CORP PA         EQUITY    360271100         9            473   SH           DEFINED    2                    473
FURNITURE BRANDS IN         EQUITY    360921100        47          2,800   SH           DEFINED    1                  2,800
FURNITURE BRANDS IN         EQUITY    360921100      3026        182,000   SH           DEFINED    3                182,000
FURNITURE BRANDS INTL
 INC                        EQUITY    360921100      2121        127,587   SH           DEFINED    2                127,587
FUTURELINK CORP             EQUITY    36114Q208       321        104,967   SH           DEFINED    2                104,967
</TABLE>


<PAGE>   52

<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>
FVC COM INC                 EQUITY    30266P100         7          1,300   SH           DEFINED    2                  1,300
G + K SERVICES              EQUITY    361268105      2355         83,903   SH           DEFINED    2                 83,903
GABLES RESIDENTIAL TR       EQUITY    362418105      2053         75,511   SH           DEFINED    2                 75,511
GABLES RESIDENTIAL TR
 SH BEN I                   EQUITY    362418105      7430        273,300   SH           DEFINED    3                234,900   38,400
GADZOOKS INC                EQUITY    362553109       325         18,200   SH           DEFINED    4                 18,200
GADZOOX NETWORKS INC        EQUITY    362555104         1            153   SH           DEFINED    2                    153
GALILEO INTERNATION         EQUITY    363547100        82          5,300   SH           DEFINED    1                  5,300
GALILEO INTL INC            EQUITY    363547100      1166         75,248   SH           DEFINED    2                 75,248
GALLAGHER ARTHUR J + CO     EQUITY    363576109       202          3,423   SH           DEFINED    2                  3,423
GALLAHER GROUP PLC          EQUITY    363595109       102          4,400   SH           DEFINED    2                  4,400
GANNETT INC                 EQUITY    364730101     39190        739,438   SH           DEFINED    2                739,438
GANNETT PUBLISHING          EQUITY    364730101       543         10,250   SH           DEFINED    1                 10,250
GAP INC                     EQUITY    364760108       498         24,750   SH           DEFINED    1                 24,750
GAP INC                     EQUITY    364760108      5358        266,247   SH           DEFINED    2                266,247
GARDNER DENVER INC          EQUITY    365558105         2            140   SH           DEFINED    2                    140
GARTNER GROUP INC           EQUITY    366651206        55          5,077   SH           DEFINED    1                  5,077
GARTNER GROUP INC NEW       EQUITY    366651107       159         13,711   SH           DEFINED    2                 13,711
GARTNER GROUP INC NEW       EQUITY    366651206         1            104   SH           DEFINED    2                    104
GASONICS INTL CORP          EQUITY    367278108         2            141   SH           DEFINED    2                    141
GATEFIELD CORP              EQUITY    367339207         2            470   SH           DEFINED    2                    470
GATEWAY INC                 EQUITY    367626108       439          9,400   SH           DEFINED    1                  9,400
GATEWAY INC                 EQUITY    367626108     20038        428,623   SH           DEFINED    2                428,623
GATX                        EQUITY    361448103         7            164   SH           DEFINED    2                    164
GATX CORP.                  EQUITY    361448103       113          2,700   SH           DEFINED    1                  2,700
GAYLORD CONTAINER CORP      EQUITY    368145108         1            351   SH           DEFINED    2                    351
GAYLORD ENTMT CO NEW        EQUITY    367905106         2            100   SH           DEFINED    2                    100
GBC BANCORP CALIF           EQUITY    361475106         4            113   SH           DEFINED    2                    113
GELTEX PHARMACEUTICALS
 INC                        EQUITY    368538104         6            129   SH           DEFINED    2                    129
GEMSTAR TV GUIDE INTL
 INC                        EQUITY    36866W106     20199        231,668   SH           DEFINED    2                231,668
GENAISSANCE
 PHARMACEUTICALS            EQUITY    36867W105       325         15,700   SH           DEFINED    2                 15,700
GENCORP INC                 EQUITY    368682100         2            200   SH           DEFINED    2                    200
GENE LOGIC                  EQUITY    368689105      6002        260,960   SH           DEFINED    2                260,960
GENENTECH INC               EQUITY    368710406    130561        704,128   SH           DEFINED    2                704,128
Gener S.A. - Spons          EQUITY    368731105       991         75,825   SH           DEFINED    1                 75,825
GENERAL COMMUNICATION
 CL A                       EQUITY    369385109      6027        842,200   SH           DEFINED    3                842,200
GENERAL COMMUNICATION
 INC                        EQUITY    369385109      6029        842,448   SH           DEFINED    2                842,448
GENERAL DYNAMICS CO         EQUITY    369550108       383          6,100   SH           DEFINED    1                  6,100
</TABLE>


<PAGE>   53

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
GENERAL DYNAMICS CORP       EQUITY    369550108      5805         92,413   SH           DEFINED    2                 92,413
GENERAL ELEC CO             EQUITY    369604103    311738      5,403,903   SH           DEFINED    2              5,403,903
GENERAL ELECTRIC            EQUITY    369604103      3634         63,000   SH           DEFINED    3                 63,000
GENERAL ELECTRIC            EQUITY    369604103     78268      1,356,750   SH           DEFINED    1              1,356,750
GENERAL GROWTH PPTYS        COM       370021107     18904        587,300   SH           DEFINED    3                510,200   77,100
GENERAL GROWTH PPTYS INC    EQUITY    370021107     16014        497,531   SH           DEFINED    2                497,531
GENERAL GROWTH PPTYS INC    EQUITY    370021206      8888        400,600   SH           DEFINED    2                400,600
GENERAL MILLS INC           EQUITY    370334104       309          8,700   SH           DEFINED    1                  8,700
GENERAL MLS INC             EQUITY    370334104      5944        167,430   SH           DEFINED    2                167,430
GENERAL MOTORS              EQUITY    370442105      1001         15,400   SH           DEFINED    1                 15,400
GENERAL MTRS CORP           EQUITY    370442105      7533        115,892   SH           DEFINED    2                115,892
GENERAL MTRS CORP           EQUITY    370442832    145747      3,920,026   SH           DEFINED    2              3,920,026
GENERAL PUBLIC UTIL         EQUITY    36225X100      8230        253,700   SH           DEFINED    1                253,700
GENERAL SEMICONDUCTOR
 INC                       CORPBOND   370787AB9       980      1,000,000   PRN          DEFINED    4              1,000,000
GENERAL SEMICONDUCTOR
 INC                        EQUITY    370787103         2            200   SH           DEFINED    2                    200
GENERALE CABLE CORP DEL
 NEW                        EQUITY    369300108         2            200   SH           DEFINED    2                    200
GENESCO INC                CORPBOND   371532AK8       624        650,000   PRN          DEFINED    4                650,000
GENESCO INC                 EQUITY    371532102      5113        301,900   SH           DEFINED    2                301,900
GENESCO INC                CORPBOND   371532AL6      8400      8,750,000   PRN          DEFINED    4              8,750,000
GENESCO INC                 EQUITY    371532102     11126        656,900   SH           DEFINED    3                656,900
GENLYTE GROUP INC           EQUITY    372302109         3            100   SH           DEFINED    2                    100
GENOME THERAPEUTICS CORP    EQUITY    372430108         2            116   SH           DEFINED    2                    116
GENOMIC SOLUTIONS INC       EQUITY    37243R109         1             43   SH           DEFINED    2                     43
GENRAD INC                  EQUITY    372447102         2            176   SH           DEFINED    2                    176
GENSET SA                   EQUITY    37244T104      9900        360,000   SH           DEFINED    2                360,000
GENTA INC                   EQUITY    37245M207         1            100   SH           DEFINED    2                    100
GENTEK INC                  EQUITY    37245X104         2            120   SH           DEFINED    2                    120
GENTEX CORP                 EQUITY    371901109       522         20,881   SH           DEFINED    2                 20,881
GENTEX CORP COM             EQUITY    371901109     38125      1,525,000   SH           DEFINED    3              1,456,000   69,000
GENTIVA HEALTH SVCS INC     EQUITY    37247A102         1            100   SH           DEFINED    2                    100
GENUINE PARTS CO            EQUITY    372460105      4926        258,417   SH           DEFINED    2                258,417
GENUINE PARTS CO.           EQUITY    372460105       104          5,450   SH           DEFINED    1                  5,450
GENZYME CORP                EQUITY    372917104       341          5,000   SH           DEFINED    1                  5,000
GENZYME CORP               CORPBOND   372917AF1      4519      2,440,000   PRN          DEFINED    4              2,440,000
GENZYME CORP                EQUITY    372917104     64484        945,690   SH           DEFINED    2                945,690
GENZYME CORP                EQUITY    372917609        19          2,490   SH           DEFINED    2                  2,490
GENZYME TRANSGENICS CORP    EQUITY    37246E105         4            107   SH           DEFINED    2                    107
</TABLE>


<PAGE>   54

<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>
GEO. HORMEL & CO            EQUITY    440452100       137          8,200   SH           DEFINED    1                  8,200
GEORGIA GULF CORP           EQUITY    373200203        21          1,800   SH           DEFINED    1                  1,800
GEORGIA GULF CORP           EQUITY    373200203         2            204   SH           DEFINED    2                    204
GEORGIA PAC CORP            EQUITY    373298108        73          3,097   SH           DEFINED    2                  3,097
GEORGIA PAC CORP            EQUITY    373298702       205          7,645   SH           DEFINED    2                  7,645
GEORGIA PACIFIC             EQUITY    373298702       126          4,700   SH           DEFINED    1                  4,700
GEORGIA PACIFIC             EQUITY    373298108       125          5,300   SH           DEFINED    1                  5,300
GEOWORKS                    EQUITY    373692102         1            100   SH           DEFINED    2                    100
GERBER SCIENTIFIC INC       EQUITY    373730100         2            192   SH           DEFINED    2                    192
GERON CORP                  EQUITY    374163103         3            116   SH           DEFINED    2                    116
GETTY IMAGES INC            EQUITY    374276103         5            165   SH           DEFINED    2                    165
GIANT INDS INC              EQUITY    374508109       121         23,000   SH           DEFINED    4                 23,000
GILAT SATELLITE NET         EQUITY    M51474100       784         10,200   SH           DEFINED    1                 10,200
GILAT SATELLITE NETWORKS
 LTD                        EQUITY    M51474100      9479        123,310   SH           DEFINED    2                123,310
GILEAD SCIENCES INC         EQUITY    375558103       285          2,600   SH           DEFINED    1                  2,600
GILEAD SCIENCES INC         EQUITY    375558103     24609        224,358   SH           DEFINED    2                224,358
GILLETTE CO                 EQUITY    375766102       988         32,000   SH           DEFINED    1                 32,000
GILLETTE CO                 EQUITY    375766102     22001        712,571   SH           DEFINED    2                712,571
GLATFELTER P H CO           EQUITY    377316104        29          2,400   SH           DEFINED    1                  2,400
GLATFELTER P H CO           EQUITY    377316104         2            200   SH           DEFINED    2                    200
GLENAYRE TECHNOLOGIES
 INC                        EQUITY    377899109         5            449   SH           DEFINED    2                    449
GLENBOROUGH RLTY TR INC     EQUITY    37803P105         4            196   SH           DEFINED    2                    196
GLIATECH                    EQUITY    37929C103         1            146   SH           DEFINED    2                    146
GLIMCHER RLTY TR            EQUITY    379302102         3            200   SH           DEFINED    2                    200
GLOBAL CROSSING LTD         EQUITY    G3921A100       760         24,515   SH           DEFINED    1                 24,515
GLOBAL CROSSING LTD         EQUITY    G3921A100     24605        793,722   SH           DEFINED    2                793,722
GLOBAL CROSSING LTD         EQUITY    G3921A134      3975         16,000   SH           DEFINED    2                 16,000
GLOBAL CROSSINGS CV         EQUITY    37932J301      1547          8,000   SH           DEFINED    2                  8,000
GLOBAL INDUSTRIES INC       EQUITY    379336100      4030        322,409   SH           DEFINED    2                322,409
GLOBAL LT
 TELECOMMUNICATIONS         EQUITY    37934X100        58         11,200   SH           DEFINED    2                 11,200
GLOBAL MARINE               EQUITY    379352404       315         10,200   SH           DEFINED    1                 10,200
GLOBAL MARINE INC           EQUITY    379352404     21333        690,963   SH           DEFINED    2                690,963
GLOBAL TELESYSTEMS INC      EQUITY    37936U104       897        196,567   SH           DEFINED    2                196,567
Global TeleSystems Inc
 USD.1                      EQUITY    37936U104      2646        580,000   SH           DEFINED    1                580,000
GLOBALNET FINL COM INC      EQUITY    37937R209         1            116   SH           DEFINED    2                    116
GLOBALSTAR
 TELECOMMUNICATIONS         EQUITY    379364128         2            425   SH           DEFINED    2                    425
GLOBESPAN SEMICONDUCTOR
 INC                        EQUITY    379571102      3543         29,043   SH           DEFINED    2                 29,043
</TABLE>


<PAGE>   55

<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>
GLOBIX CORP                 EQUITY    37957F101         2            101   SH           DEFINED    2                    101
GO2NET                      EQUITY    383486107         9            171   SH           DEFINED    2                    171
GOAMERICA INC               EQUITY    38020R106      1495        169,088   SH           DEFINED    2                169,088
GOLD BANC CORP INC          EQUITY    379907108         1            100   SH           DEFINED    2                    100
GOLDEN OCEAN GROUP LTD      EQUITY    381138114                    6,000   SH           DEFINED    2                  6,000
GOLDEN ST BANCORP           EQUITY    381197136        59         48,248   SH           DEFINED    4                 48,248
GOLDEN ST BANCORP INC       EQUITY    381197102         5            216   SH           DEFINED    2                    216
GOLDEN TELECOM INC          EQUITY    38122G107         1             45   SH           DEFINED    2                     45
GOLDEN WEST FINANCI         EQUITY    381317106       247          4,600   SH           DEFINED    1                  4,600
GOLDEN WEST FINL CORP
 DEL                        EQUITY    381317106     72701      1,355,730   SH           DEFINED    2              1,355,730
GOLDMAN SACHS GROUP         EQUITY    38141G104     18802        165,020   SH           DEFINED    1                165,020
GOLDMAN SACHS GROUP INC     EQUITY    38141G104     95968        842,283   SH           DEFINED    2                842,283
GOLDMAN SACHS GROUP INC     EQUITY    38141G500       322         12,400   SH           DEFINED    2                 12,400
GOLDMAN SACHS GROUP INC     EQUITY    38141G856       641         11,100   SH           DEFINED    2                 11,100
GOODRICH (B.F.) CO          EQUITY    382388106        94          2,400   SH           DEFINED    1                  2,400
GOODRICH B F CO             EQUITY    382388106       774         19,752   SH           DEFINED    2                 19,752
GOODYEAR TIRE & RUB         EQUITY    382550101        85          4,700   SH           DEFINED    1                  4,700
GOODYEAR TIRE AND RUBBER    EQUITY    382550101        29          1,601   SH           DEFINED    2                  1,601
GOTO COM INC                EQUITY    38348T107         3            181   SH           DEFINED    2                    181
GP FINANCIAL CORP           EQUITY    395384100       178          6,000   SH           DEFINED    1                  6,000
GPU INC                     EQUITY    36225X100      3284        101,249   SH           DEFINED    2                101,249
GRACE W R + CO DEL NEW      EQUITY    38388F108         7            951   SH           DEFINED    2                    951
GRACE W.R. (NEW)            EQUITY    38388F108        14          2,100   SH           DEFINED    1                  2,100
GRACO INC                   EQUITY    384109104         3            104   SH           DEFINED    2                    104
GRAINGER (W.W.) INC         EQUITY    384802104        76          2,900   SH           DEFINED    1                  2,900
GRAINGER W W INC            EQUITY    384802104      9881        375,514   SH           DEFINED    2                375,514
GRANITE BROADCASTING
 CORP                       EQUITY    387241508        62             80   SH           DEFINED    2                     80
GRANITE CONSTR INC          EQUITY    387328107        80          3,314   SH           DEFINED    2                  3,314
GRANITE CONSTRUCTIO         EQUITY    387328107        36          1,500   SH           DEFINED    1                  1,500
GRANT PRIDE INC             EQUITY    38821G101      7537        343,579   SH           DEFINED    2                343,579
GRANT PRIDECO INC           EQUITY    38821G101       138          6,300   SH           DEFINED    1                  6,300
GREAT ATLANTIC + PAC TEA
 INC                        EQUITY    390064103         1            115   SH           DEFINED    2                    115
GREAT LAKES CHEMICA         EQUITY    390568103        56          1,900   SH           DEFINED    1                  1,900
GREAT LAKES CHEMICAL
 CORP                       EQUITY    390568103        58          1,973   SH           DEFINED    2                  1,973
GREAT LAKES REIT INC        EQUITY    390752103         3            200   SH           DEFINED    2                    200
GREAT PLAINS SOFTWARE
 INC                        EQUITY    39119E105         2             60   SH           DEFINED    2                     60
GREATER BAY BANCORP         EQUITY    391648102        83          1,200   SH           DEFINED    1                  1,200
</TABLE>


<PAGE>   56

<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>
GREATER BAY BANCORP         EQUITY    391648102        11            153   SH           DEFINED    2                    153
GREENPOINT FINL CORP        EQUITY    395384100        91          3,066   SH           DEFINED    2                  3,066
GREIF BROS CORP             EQUITY    397624107         3             82   SH           DEFINED    2                     82
GREY GLOBAL GROUP INC       EQUITY    39787M108         1              2   SH           DEFINED    2                      2
GREY WOLF INC               EQUITY    397888108      4319        751,083   SH           DEFINED    2                751,083
GREY WOLF INC COM           EQUITY    397888108      4312        750,000   SH           DEFINED    3                750,000
GRIC COMMUNICATIONS INC     EQUITY    398081109                       46   SH           DEFINED    2                     46
GRIFFON CORP                EQUITY    398433102         2            300   SH           DEFINED    2                    300
GROUP 1 AUTOMOTIVE INC      EQUITY    398905109         1            100   SH           DEFINED    2                    100
GRUPO AEROPORTUARIO DEL     EQUITY    40051E202       466         30,700   SH           DEFINED    2                 30,700
GRUPO ELECTRA, S.A.         EQUITY    40050A102       624         65,700   SH           DEFINED    1                 65,700
GRUPO ELEKTRAS A DE C V     EQUITY    40050A102       397         41,800   SH           DEFINED    2                 41,800
GRUPO IUSACELL S A DE
 C V NEW                    EQUITY    40050B100        48          4,000   SH           DEFINED    2                  4,000
Grupo Televisa S.A.         EQUITY    40049J206      3525         61,100   SH           DEFINED    1                 61,100
GRUPO TELEVISION SA DE
 CV                         EQUITY    40049J206      4277         74,138   SH           DEFINED    2                 74,138
GSI LUMONICS INC            EQUITY    36229U102      1744        105,700   SH           DEFINED    2                105,700
GT GROUP TELECOM INC        EQUITY    362359101       378          4,730   SH           DEFINED    2                  4,730
GT GROUP TELECOM INC.       EQUITY    362359408       462         35,000   SH           DEFINED    1                          35,000
GTECH HLDGS CORP            EQUITY    400518106         3            200   SH           DEFINED    2                    200
GTECH HOLDINGS CORP         EQUITY    400518106        33          2,000   SH           DEFINED    1                  2,000
GTS DURATEK                 EQUITY    36237J107      1783        230,000   SH           DEFINED    1                230,000
GUCCI GROUP N V             EQUITY    401566104       369          3,654   SH           DEFINED    2                  3,654
GUESS INC                   EQUITY    401617105        17          1,523   SH           DEFINED    2                  1,523
GUIDANT CORP                EQUITY    401698105       629          8,900   SH           DEFINED    1                  8,900
GUIDANT CORP                EQUITY    401698105     25830        365,410   SH           DEFINED    2                365,410
GUILFORD PHARMACEUTICALS
 INC                        EQUITY    401829106         3            119   SH           DEFINED    2                    119
GUITAR CTR INC              EQUITY    402040109         1            100   SH           DEFINED    2                    100
GULF CANADA RESOURCE LTD    EQUITY    40218L974      1365        258,788   SH           DEFINED    2                258,788
H & R BLOCK                 EQUITY    093671105       139          3,750   SH           DEFINED    1                  3,750
H S RES INC                 EQUITY    404297103         4            133   SH           DEFINED    2                    133
HA LO INDS INC              EQUITY    404429102         2            391   SH           DEFINED    2                    391
HACI OMER SABANCI HLDS
 SA                         EQUITY    40450N100       278        137,047   SH           DEFINED    2                137,047
HAEMONETICS CORP MASS       EQUITY    405024100         4            170   SH           DEFINED    2                    170
HAIN CELESTIAL GROUP INC    EQUITY    405217100         8            224   SH           DEFINED    2                    224
HALIBURTON                  EQUITY    406216101       641         13,100   SH           DEFINED    1                 13,100
HALL KINION + ASSOC INC     EQUITY    406069104         2             87   SH           DEFINED    2                     87
HALLIBURTON CO              EQUITY    406216101     94949      1,940,207   SH           DEFINED    2              1,940,207
</TABLE>


<PAGE>   57

<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>
HANCOCK HLDG CO             EQUITY    410120109         3            100   SH           DEFINED    2                    100
HANDLEMAN CO DEL            EQUITY    410252100         2            129   SH           DEFINED    2                    129
HANDSPRING INC              EQUITY    410293104     17625        255,200   SH           DEFINED    2                255,200
HANGER ORTHOPEDIC GROUP     EQUITY    41043F208         8          2,100   SH           DEFINED    2                  2,100
HANOVER COMPRESSOR          EQUITY    410768105       109          3,300   SH           DEFINED    1                  3,300
HANOVER COMPRESSOR CO       EQUITY    410768105        12            372   SH           DEFINED    2                    372
HANOVER DIRECT INC          EQUITY    410783104                      622   SH           DEFINED    2                    622
HARBOR FL BANCSHARES INC    EQUITY    411901101         2            139   SH           DEFINED    2                    139
HARCOURT GEN INC            EQUITY    41163G101        58            986   SH           DEFINED    2                    986
HARCOURT GENERAL            EQUITY    41163G101       124          2,100   SH           DEFINED    1                  2,100
HARLAND JOHN H CO           EQUITY    412693103         2            148   SH           DEFINED    2                    148
HARLEY DAVIDSON INC         EQUITY    412822108       412          8,600   SH           DEFINED    1                  8,600
HARLEY DAVIDSON INC         EQUITY    412822108     16030        334,830   SH           DEFINED    2                334,830
HARLEYSVILLE GROUP INC      EQUITY    412824104         1             28   SH           DEFINED    2                     28
HARLEYSVILLE NATL CORP
 PA                         EQUITY    412850109                       15   SH           DEFINED    2                     15
HARMAN INTL INDS INC NEW    EQUITY    413086109       320          8,192   SH           DEFINED    2                  8,192
HARMONIC INC                EQUITY    413160102       788         32,836   SH           DEFINED    2                 32,836
HARRAH'S ENTERTAINM         EQUITY    413619107        96          3,500   SH           DEFINED    1                  3,500
HARRAHS ENTMT INC           EQUITY    413619107      4193        152,466   SH           DEFINED    2                152,466
HARRIS CORP                 EQUITY    413875105       114          4,000   SH           DEFINED    1                  4,000
HARRIS CORP DEL             EQUITY    413875105      3604        126,733   SH           DEFINED    2                126,733
HARSCO CORP                 EQUITY    415864107        51          2,300   SH           DEFINED    1                  2,300
HARSCO CORP                 EQUITY    415864107         5            221   SH           DEFINED    2                    221
HARTE HANKS INC             EQUITY    416196103      5616        206,103   SH           DEFINED    2                206,103
HARTE-HANKS INC             EQUITY    416196103       106          3,900   SH           DEFINED    1                  3,900
HARTE-HANKS INC             EQUITY    416196103     24348        893,506   SH           DEFINED    3                876,006   17,500
HARTFORD FINANCIAL          EQUITY    416515104      1182         16,200   SH           DEFINED    1                 16,200
HARTFORD FINANCIAL SVCS
 GRP                        EQUITY    416515104     22694        311,145   SH           DEFINED    2                311,145
HASBRO INC                  EQUITY    418056107       118         10,300   SH           DEFINED    4                 10,300
HASBRO INC                  EQUITY    418056107      1653        144,539   SH           DEFINED    2                144,539
HASBRO INC.                 EQUITY    418056107        58          5,050   SH           DEFINED    1                  5,050
HAVAS ADVERTISING           EQUITY    419313101         7            447   SH           DEFINED    2                    447
HAVERTY FURNITURE COS
 INC                        EQUITY    419596101         2            184   SH           DEFINED    2                    184
HAWAIIAN ELEC INDS INC      EQUITY    419870100         8            222   SH           DEFINED    2                    222
HAWAIIAN ELECTRIC           EQUITY    419870100        63          1,800   SH           DEFINED    1                  1,800
HAYES LEMMERZ INTL INC      EQUITY    420781106         1            100   SH           DEFINED    2                    100
HCA - THE HEALTHCAR         EQUITY    404119109       594         16,000   SH           DEFINED    1                 16,000
</TABLE>


<PAGE>   58

<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>
HCA HEALTHCARE CO           EQUITY    404119109     18905        509,216   SH           DEFINED    2                509,216
HCC INS HLDGS INC           EQUITY    404132102       102          5,032   SH           DEFINED    2                  5,032
HEALTH CARE PPTY INVS
 COM                        EQUITY    421915109      2717         91,700   SH           DEFINED    3                 78,200   13,500
HEALTH CARE PPTY INVS
 COM                        EQUITY    421915109      2648         89,400   SH           DEFINED    1                 89,400
HEALTH CARE PPTY INVS
 INC                        EQUITY    421915109       723         24,404   SH           DEFINED    2                 24,404
HEALTH CARE REIT INC        EQUITY    42217K106         3            153   SH           DEFINED    2                    153
HEALTH MANAGEMENT A         EQUITY    421933102       291         14,000   SH           DEFINED    1                 14,000
HEALTH MANAGEMENT A         EQUITY    421933102     18205        874,700   SH           DEFINED    3                749,400  125,300
HEALTH MGMT ASSOC           EQUITY    421933102     25079      1,205,017   SH           DEFINED    2              1,205,017
HEALTHCARE RLTY TR          EQUITY    421946104       795         37,643   SH           DEFINED    2                 37,643
HEALTHCARE RLTY TR COM      EQUITY    421946104      2374        112,400   SH           DEFINED    3                 96,600   15,800
HEALTHCARE SVCS GROUP
 INC                        EQUITY    421906108         8          1,700   SH           DEFINED    2                  1,700
HEALTHSOUTH CORP            EQUITY    421924101      2014        247,933   SH           DEFINED    2                247,933
HEALTHSOUTH CORPORA         EQUITY    421924101        89         10,900   SH           DEFINED    1                 10,900
HEARST ARGYLE TELEVISION
 INC                        EQUITY    422317107         3            150   SH           DEFINED    2                    150
HEARTLAND EXPRESS INC       EQUITY    422347104         1             76   SH           DEFINED    2                     76
HEIDRICK + STRUGGLES
 INTL INC                   EQUITY    422819102         6            114   SH           DEFINED    2                    114
HEINZ H J CO                EQUITY    423074103      4881        131,696   SH           DEFINED    2                131,696
HEINZ H.J.                  EQUITY    423074103       378         10,200   SH           DEFINED    1                 10,200
HELIX TECHNOLOGY CORP       EQUITY    423319102        11            375   SH           DEFINED    2                    375
HELLENIC TELECOMMUN         EQUITY    423325307      1529        165,250   SH           DEFINED    1                165,250
HELLER FINL INC             EQUITY    423328103      1269         44,434   SH           DEFINED    2                 44,434
HELMERICH & PAYNE           EQUITY    423452101       105          2,900   SH           DEFINED    1                  2,900
HELMERICH AND PAYNE INC     EQUITY    423452101      1714         47,434   SH           DEFINED    2                 47,434
HEMAGEN DIAGNOSTICS INC     EQUITY    423501113         4         35,682   SH           DEFINED    4                 35,682
HENRY JACK + ASSOC INC      EQUITY    426281101         9            200   SH           DEFINED    2                    200
HERBALIFE INTL INC          EQUITY    426908208         1            100   SH           DEFINED    2                    100
HERCULES INC                EQUITY    427056106        42          3,000   SH           DEFINED    1                  3,000
HERCULES INC                EQUITY    427056106       216         15,300   SH           DEFINED    4                 15,300
HERCULES INC                EQUITY    427056106        46          3,227   SH           DEFINED    2                  3,227
HERMAN MILLER               EQUITY    600544100       144          4,500   SH           DEFINED    1                  4,500
HERMAN MILLER               EQUITY    600544100      8314        259,300   SH           DEFINED    3                224,400   34,900
HERSHEY FOODS CORP          EQUITY    427866108       227          4,200   SH           DEFINED    1                  4,200
HERSHEY FOODS CORP          EQUITY    427866108      5493        101,487   SH           DEFINED    2                101,487
HERTZ CORP                  EQUITY    428040109       408         12,852   SH           DEFINED    2                 12,852
HERTZ TECHNOLOGY GROUP
 INC                        EQUITY    42804Y121        17         29,700   SH           DEFINED    4                 29,700
HEWLETT PACKARD CO          EQUITY    428236103    128477      1,324,507   SH           DEFINED    2              1,324,507
</TABLE>


<PAGE>   59

<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>
HEWLETT-PACKARD COM         EQUITY    428236103      9831        101,350   SH           DEFINED    1                101,350
HEXCEL CORP NEW             EQUITY    428291108         3            200   SH           DEFINED    2                    200
HEXEL CORP NEW             CORPBOND   428291AA6      6073      6,119,000   PRN          DEFINED    4              6,119,000
HI / FN INC                 EQUITY    428358105       341          5,008   SH           DEFINED    2                  5,008
HI/FN INC                   EQUITY    428358105       214          3,145   SH           DEFINED    1                  3,145
HIBERNIA CORP               EQUITY    428656102       114          9,300   SH           DEFINED    1                  9,300
HIBERNIA CORP               EQUITY    428656102         6            500   SH           DEFINED    2                    500
HICKORY TECH CORP           EQUITY    429060106         1             42   SH           DEFINED    2                     42
HIGH PLAINS CORP            EQUITY    429701105        71         18,300   SH           DEFINED    4                 18,300
HIGH SPEED ACCESS CORP      EQUITY    42979U102         1            255   SH           DEFINED    2                    255
HIGHWOOD PPTYS INC          EQUITY    431284207       811          1,000   SH           DEFINED    2                  1,000
HIGHWOODS PPTYS INC         EQUITY    431284108      4539        192,148   SH           DEFINED    2                192,148
HIGHWOODS PPTYS INC COM     EQUITY    431284108     22276        942,900   SH           DEFINED    3                812,100  130,800
HILB ROGAL + HAMILTON CO    EQUITY    431294107         5            125   SH           DEFINED    2                    125
HILLENBRAND INDS INC        EQUITY    431573104         7            159   SH           DEFINED    2                    159
HILLENBRAND INDUSTR         EQUITY    431573104       161          3,600   SH           DEFINED    1                  3,600
HILTON HOTELS               EQUITY    432848109       118         10,200   SH           DEFINED    1                 10,200
HILTON HOTELS CORP          EQUITY    432848109        76          6,586   SH           DEFINED    2                  6,586
HISPANIC BROADCASTING       EQUITY    43357B104       176          6,300   SH           DEFINED    1                  6,300
HISPANIC BROADCASTING       EQUITY    43357b104     16191        580,848   SH           DEFINED    3                564,248   16,600
HISPANIC BROADCASTING       EQUITY    43357B104       616         22,100   SH           DEFINED    4                 22,100
HISPANIC BROADCASTING
 CORP                       EQUITY    43357B104        38          1,349   SH           DEFINED    2                  1,349
HNC SOFTWARE INC            EQUITY    40425P107        15            185   SH           DEFINED    2                    185
HOLDERBK FN GLARUS          EQUITY    442048005        48            170   SH           DEFINED    2                    170
HOLDERBK FN GLARUS          EQUITY    442049003       115            110   SH           DEFINED    2                    110
HOLLINGER INTERNATIONAL
 INC                        EQUITY    435569108         4            250   SH           DEFINED    2                    250
HOLLYWOOD COM INC           EQUITY    436137103         1            100   SH           DEFINED    2                    100
HOLLYWOOD ENTMT CORP        EQUITY    436141105         1            200   SH           DEFINED    2                    200
HOME DEPOT                  EQUITY    437076102      3481         65,600   SH           DEFINED    1                 65,600
HOME DEPOT INC              EQUITY    437076102    401667      7,569,748   SH           DEFINED    2              7,569,748
HOME PPTYS N Y INC          EQUITY    437306103      6414        214,700   SH           DEFINED    2                214,700
HOME PPTYS N Y INC COM      EQUITY    437306103     14480        484,700   SH           DEFINED    3                429,600   55,100
HOMESTAKE MINING            EQUITY    437614100        37          7,100   SH           DEFINED    1                  7,100
HOMESTAKE MINING            EQUITY    437614100       241         46,400   SH           DEFINED    4                 46,400
HOMESTAKE MNG CO            EQUITY    437614100        12          2,375   SH           DEFINED    2                  2,375
HOMESTORE COM INC           EQUITY    437852106     17434        372,927   SH           DEFINED    2                372,927
HON HAI PRECISION           EQUITY    43899D998        71          8,000   SH           DEFINED    2                  8,000
</TABLE>


<PAGE>   60

<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>
HON HAI PRECISION IND
 LTD                        EQUITY    438090102      2608        207,799   SH           DEFINED    2                207,799
HON HAI PRECISION IND
 LTD                        EQUITY    438090201       961         76,560   SH           DEFINED    2                 76,560
HON INDS INC                EQUITY    438092108        86          3,500   SH           DEFINED    1                  3,500
HON INDS INC                EQUITY    438092108       419         17,030   SH           DEFINED    2                 17,030
HONEYWELL INTERNATI         EQUITY    438516106       823         23,099   SH           DEFINED    1                 23,099
HONEYWELL INTL INC          EQUITY    438516106     13094        367,559   SH           DEFINED    2                367,559
HOOPER HOLMES INC           EQUITY    439104100        43          4,480   SH           DEFINED    2                  4,480
HORACE MANN EDUCATO         EQUITY    440327104      1166         71,200   SH           DEFINED    1                 71,200
HORACE MANN EDUCATORS
 CORP NEW                   EQUITY    440327104       733         44,745   SH           DEFINED    2                 44,745
HORIZON OFFSHORE INC        EQUITY    44043J105      2822        160,097   SH           DEFINED    2                160,097
HORIZON OFFSHORE INC COM    EQUITY    44043J105      2820        160,000   SH           DEFINED    3                160,000
HORIZON ORGANIC HLDG
 CORP                       EQUITY    44043T103         8          1,000   SH           DEFINED    2                  1,000
HORMEL FOODS CORP           EQUITY    440452100         4            210   SH           DEFINED    2                    210
HOSPITALITY PPTYS TR        EQUITY    44106M102         7            280   SH           DEFINED    2                    280
HOSPITALITY PROPERT         EQUITY    44106M102      5685        243,200   SH           DEFINED    1                243,200
HOST MARRIOTT CORP          EQUITY    44107P104       405         35,967   SH           DEFINED    1                 35,967
HOST MARRIOTT CORP          EQUITY    44107p104     28128      2,500,300   SH           DEFINED    3              2,149,400  350,900
HOST MARRIOTT CORP NEW      EQUITY    44107P104      6145        546,181   SH           DEFINED    2                546,181
HOT TOPIC INC               EQUITY    441339108         2             75   SH           DEFINED    2                     75
HOTEL RESERVATIONS
 NETWORK INC                EQUITY    441451101         1             21   SH           DEFINED    2                     21
HOTJOBS COM LTD             EQUITY    441474103         2            100   SH           DEFINED    2                    100
HOUGHTON MIFFLIN CO         EQUITY    441560109        71          1,800   SH           DEFINED    1                  1,800
HOUGHTON MIFFLIN CO         EQUITY    441560109       204          5,210   SH           DEFINED    2                  5,210
HOUSEHOLD INTL              EQUITY    441815107       766         13,533   SH           DEFINED    1                 13,533
HOUSEHOLD INTL              EQUITY    441815107      2831         50,000   SH           DEFINED    3                 50,000
HOUSEHOLD INTL INC          EQUITY    441815107    183467      3,240,031   SH           DEFINED    2              3,240,031
HOUSTON EXPL CO             EQUITY    442120101      2105         83,380   SH           DEFINED    2                 83,380
HRPT PPTYS TR               EQUITY    40426W101      1073        153,290   SH           DEFINED    2                153,290
HRPT TRUST                  EQUITY    40426W101      5701        814,400   SH           DEFINED    1                814,400
HRPT TRUST                  EQUITY    40426w101      4453        636,100   SH           DEFINED    3                544,900   91,200
HSB GROUP INC               EQUITY    40428N109     14443        359,950   SH           DEFINED    1                359,950
HSB GROUP INC               EQUITY    40428N109         9            228   SH           DEFINED    2                    228
HUBBELL INC                 EQUITY    443510201        39          1,575   SH           DEFINED    2                  1,575
HUBBELL INC. Class          EQUITY    443510201        90          3,600   SH           DEFINED    1                  3,600
HUDSON CITY BANCORP INC     EQUITY    443683107         2            129   SH           DEFINED    2                    129
HUDSON UNITED BANCORP       EQUITY    444165104       464         16,800   SH           DEFINED    4                 16,800
HUDSON UTD BANCORP          EQUITY    444165104         9            324   SH           DEFINED    2                    324
</TABLE>


<PAGE>   61

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
HUGHES SUPPLY INC           EQUITY    444482103       112          5,715   SH           DEFINED    2                  5,715
HUMAN GENOME SCIENCES
 INC                        EQUITY    444903108     39559        228,499   SH           DEFINED    2                228,499
HUMANA INC                  EQUITY    444859102        54          5,000   SH           DEFINED    1                  5,000
HUMANA INC                  EQUITY    444859102       253         23,500   SH           DEFINED    4                 23,500
HUMANA INC                  EQUITY    444859102        38          3,543   SH           DEFINED    2                  3,543
HUNT (JB) TRANSPRT          EQUITY    445658107        26          2,000   SH           DEFINED    1                  2,000
HUNT J B TRANS SVCS INC     EQUITY    445658107         2            130   SH           DEFINED    2                    130
HUNTINGTON BANCSHAR         EQUITY    446150104       108          7,684   SH           DEFINED    1                  7,684
HUNTINGTON BANCSHARES
 INC                        EQUITY    446150104        56          3,845   SH           DEFINED    2                  3,845
HUNTSMAN PACKAGING CORP     EQUITY    447013111                      100   SH           DEFINED    2                    100
HURRIYET GAZETE             EQUITY    444527907       561     59,218,550   SH           DEFINED    2             59,218,550
HUSKY ENERGY INC            EQUITY    448055103        78          8,381   SH           DEFINED    2                  8,381
HUTCHINSON TECHNOLOGY
 INC                        EQUITY    448407106         4            195   SH           DEFINED    2                    195
HYPERCOM CORP               EQUITY    44913M105         1            100   SH           DEFINED    2                    100
HYPERION SOLUTIONS CORP     EQUITY    44914M104         5            200   SH           DEFINED    2                    200
HYSEQ INC                   EQUITY    449163302         9            247   SH           DEFINED    2                    247
I MANY INC                  EQUITY    44973Q103      7776        390,000   SH           DEFINED    2                390,000
I STAT CORP                 EQUITY    450312103         2             73   SH           DEFINED    2                     73
I2 TECHNOLOGIES INC         EQUITY    465754109     50359        267,735   SH           DEFINED    2                267,735
IBASIS INC                  EQUITY    450732102         1             80   SH           DEFINED    2                     80
IBEAM BROADCASTING CORP     EQUITY    45073P101         1             95   SH           DEFINED    2                     95
IBIS TECHNOLOGY CORP        EQUITY    450909106         1             39   SH           DEFINED    2                     39
IBP INC                     EQUITY    449223106       118          6,469   SH           DEFINED    2                  6,469
IBP INC.                    EQUITY    449223106       112          6,100   SH           DEFINED    1                  6,100
ICG COMMUNICATIONS INC      EQUITY    449246107                      275   SH           DEFINED    2                    275
ICICI BK LTD                EQUITY    45104G104       270         36,600   SH           DEFINED    2                 36,600
ICICI LTD                   EQUITY    44926P202       176         16,000   SH           DEFINED    1                 16,000
ICICI LTD                   EQUITY    44926P202       337         30,608   SH           DEFINED    2                 30,608
ICN PHARMACEUTICALS         EQUITY    448924100       153          4,600   SH           DEFINED    1                  4,600
ICOS CORP                   EQUITY    449295104        87          1,615   SH           DEFINED    2                  1,615
IDACORP INC                 EQUITY    451107106        97          2,100   SH           DEFINED    1                  2,100
IDACORP INC                 EQUITY    451107106        10            210   SH           DEFINED    2                    210
IDEC PHARMACEUTICAL         EQUITY    449370105       456          2,600   SH           DEFINED    1                  2,600
IDEC PHARMACEUTICALS
 CORP                       EQUITY    449370105      2478         14,131   SH           DEFINED    2                 14,131
IDENTIX INC                 EQUITY    451906101         8            650   SH           DEFINED    2                    650
IDEX CORP                   EQUITY    45167R104        22            781   SH           DEFINED    2                    781
IDEXX LABS INC              EQUITY    45168D104         7            267   SH           DEFINED    2                    267
</TABLE>


<PAGE>   62

<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>
IDX SYS CORP                EQUITY    449491109         2            100   SH           DEFINED    2                    100
IFS INTERNATIONAL INC       EQUITY    449515139        17         48,000   SH           DEFINED    4                 48,000
IGATE CAP CORP              EQUITY    45169U105        12          2,308   SH           DEFINED    2                  2,308
IGEN INTL                   EQUITY    449536101         2            100   SH           DEFINED    2                    100
IGO CORP                    EQUITY    449592104         4          1,500   SH           DEFINED    2                  1,500
IHOP CORP NEW               EQUITY    449623107         2            110   SH           DEFINED    2                    110
II VI INC                   EQUITY    902104108         2             94   SH           DEFINED    2                     94
IKON OFFICE SOLUTIONS
 INC                        EQUITY    451713101      2602        660,822   SH           DEFINED    2                660,822
ILEX ONCOLOGY INC           EQUITY    451923106      1905         63,247   SH           DEFINED    2                 63,247
ILEX ONCOLOGY INC COM       EQUITY    451923106      7176        238,200   SH           DEFINED    3                238,200
ILLINOIS TOOL WKS INC       EQUITY    452308109     14377        257,313   SH           DEFINED    2                257,313
ILLINOIS TOOL WORKS         EQUITY    452308109       486          8,700   SH           DEFINED    1                  8,700
ILLUMINA INC                EQUITY    452327109      3144         69,300   SH           DEFINED    2                 69,300
ILLUMINET HLDGS INC COM     EQUITY    452334105      2081         75,000   SH           DEFINED    3                 75,000
ILLUMINET HOLDINGS INC      EQUITY    452334105      2084         75,115   SH           DEFINED    2                 75,115
IMAGEX.COM INC              EQUITY    45244D102     3,240        791,393   SH           DEFINED    1                791,393
I-MANY INC COM              EQUITY    44973Q103      7776        390,000   SH           DEFINED    3                390,000
IMATION CORP                EQUITY    45245A107         4            240   SH           DEFINED    2                    240
IMATION CORPORATION         EQUITY    45245A107        37          2,000   SH           DEFINED    1                  2,000
IMATRON INC                 EQUITY    452906100         1            372   SH           DEFINED    2                    372
IMAX CORP                   EQUITY    45245E109       124          7,300   SH           DEFINED    2                  7,300
IMC GLOBAL INC              EQUITY    449669100       165         11,400   SH           DEFINED    4                 11,400
IMC GLOBAL INC              EQUITY    449669100       226         15,600   SH           DEFINED    2                 15,600
IMC GLOBAL INC.             EQUITY    449669100        96          6,600   SH           DEFINED    1                  6,600
IMCLONE SYS INC             EQUITY    45245W109        26            226   SH           DEFINED    2                    226
IMMERSION CORP              EQUITY    452521107         2             97   SH           DEFINED    2                     97
IMMUNE RESPONSE CORP DEL    EQUITY    45252T106         1            199   SH           DEFINED    2                    199
IMMUNEX CORP NEW            EQUITY    452528102     47530      1,092,641   SH           DEFINED    2              1,092,641
IMMUNOGEN INC               EQUITY    45253H101         8            239   SH           DEFINED    2                    239
IMMUNOMEDICS INC            EQUITY    452907108         4            184   SH           DEFINED    2                    184
IMPATH INC                  EQUITY    45255G101         6             91   SH           DEFINED    2                     91
IMPCO TECHNOLOGIES INC      EQUITY    45255W106         2             60   SH           DEFINED    2                     60
IMPERIAL BANCORP            EQUITY    452556103         6            299   SH           DEFINED    2                    299
IMPERIAL OIL LTD            EQUITY    453038960      1239         47,900   SH           DEFINED    2                 47,900
IMPSAT CORP                 EQUITY    45321T103         1             57   SH           DEFINED    2                     57
IMRGLOBAL CORP              EQUITY    45321W106         1            100   SH           DEFINED    2                    100
IMS HEALTH INC              EQUITY    449934108     34726      1,673,534   SH           DEFINED    2              1,673,534
</TABLE>


<PAGE>   63

<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>
IMS HEALTH INC.             EQUITY    449934108       195          9,400   SH           DEFINED    1                  9,400
INAMED CORP                 EQUITY    453235103       157          5,570   SH           DEFINED    2                  5,570
INCO LTD                    EQUITY    453258402        87          5,400   SH           DEFINED    1                  5,400
INCO LTD                    EQUITY    453258402        21          1,291   SH           DEFINED    2                  1,291
INCYTE GENOMICS INC         EQUITY    45337C102       152          3,700   SH           DEFINED    1                  3,700
INCYTE GENOMICS INC         EQUITY    45337C102      1201         29,214   SH           DEFINED    2                 29,214
INDEPENDENCE CMNTY BK
 CORP                       EQUITY    453414104         6            435   SH           DEFINED    2                    435
INDEPENDENT ENERGY HLDGS
 PLC                        EQUITY    45384X108        13          1,700   SH           DEFINED    2                  1,700
INDUS INTL INC              EQUITY    45578L100                      100   SH           DEFINED    2                    100
INDYMAC BANCORP INC         EQUITY    456607100      2068        100,556   SH           DEFINED    2                100,556
INET TECHNOLOGIES INC       EQUITY    45662V105         1             47   SH           DEFINED    2                     47
INFINITY BROADCASTING
 CORP NEW                   EQUITY    45662S102     25875        784,082   SH           DEFINED    2                784,082
INFOCUS CORP                EQUITY    45665B106       117          2,200   SH           DEFINED    1                  2,200
INFOCUS CORP                EQUITY    45665B106        54          1,028   SH           DEFINED    2                  1,028
INFONET SVCS CORP           EQUITY    45666T106         3            271   SH           DEFINED    2                    271
INFORMATICA CORP            EQUITY    45666Q102       923          9,902   SH           DEFINED    2                  9,902
INFORMATION ARCHITECTS
 CORP                       EQUITY    45669R107         1            178   SH           DEFINED    2                    178
INFORMATION HLDGS INC       EQUITY    456727106         1             42   SH           DEFINED    2                     42
INFORMIX CORP               EQUITY    456779107        67         16,300   SH           DEFINED    1                 16,300
INFORMIX CORP               EQUITY    456779107         3            796   SH           DEFINED    2                    796
INFOSPACE INC               EQUITY    45678T102        42          1,398   SH           DEFINED    2                  1,398
INFOSYS TECHNOLOGIES LTD    EQUITY    456788108       779          5,900   SH           DEFINED    2                  5,900
INFOUSA INC NEW             EQUITY    456818301         1            112   SH           DEFINED    2                    112
ING GROEP N V               EQUITY    456837103      2523         38,303   SH           DEFINED    2                 38,303
INGERSOLL RAND CO           EQUITY    456866102      8162        240,950   SH           DEFINED    2                240,950
INGERSOLL-RAND              EQUITY    456866102       163          4,800   SH           DEFINED    1                  4,800
INGLES MKTS INC             EQUITY    457030104         1            100   SH           DEFINED    2                    100
INGRAM MICRO INC            EQUITY    457153104        73          5,308   SH           DEFINED    2                  5,308
INHALE THERAPEUTIC SYS      EQUITY    457191104      1044         18,525   SH           DEFINED    2                 18,525
INHALE THERAPEUTIC SYS
 INC                       CORPBOND   457191AD6     17411     11,020,000   PRN          DEFINED    4             11,020,000
INHALE THERAPEUTIC SYS
 INC                       CORPBOND   457191AF1     25642     16,230,000   PRN          DEFINED    4             16,230,000
INKTOMI CORP                EQUITY    457277101     22282        195,458   SH           DEFINED    2                195,458
INNKEEPERS USA TR           EQUITY    4576J0104       504         49,200   SH           DEFINED    2                 49,200
INNKEEPERS USA TR COM       EQUITY    4576J0104      3246        316,700   SH           DEFINED    3                287,600   29,100
INNOVATIVE SOLTNS&SUPP
 COM                        EQUITY    45769N105      1712        100,000   SH           DEFINED    3                100,000
INNOVATIVE SOLUTIONS
 + SUPPORT                  EQUITY    45769N105      1713        100,000   SH           DEFINED    2                100,000
INNOVEDA INC                EQUITY    45769F102       136         37,400   SH           DEFINED    4                 37,400
</TABLE>


<PAGE>   64

<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>
INNOVEX INC                 EQUITY    457647105        63          4,600   SH           DEFINED    2                  4,600
INPRISE CORP                EQUITY    45766C102         2            379   SH           DEFINED    2                    379
INPUT/OUTPUT INC            EQUITY    457652105         3            297   SH           DEFINED    2                    297
INRANGE TECHNOLOGIES
 CORP                       EQUITY    45769V206        67          1,260   SH           DEFINED    2                  1,260
INSIGHT COMMUNICATIONS
 INC                        EQUITY    45768V108         4            271   SH           DEFINED    2                    271
INSIGHT ENTERPRISES INC     EQUITY    45765U103        56          2,056   SH           DEFINED    2                  2,056
INSIGNIA FINL GROUP INC
 NEW                        EQUITY    45767A105         1            100   SH           DEFINED    2                    100
INSITUFORM TECHNOLOGIES
 INC                        EQUITY    457667103       202          6,013   SH           DEFINED    2                  6,013
INSURANCE AUTO AUCT         EQUITY    457875102      1619        100,000   SH           DEFINED    1                100,000
INSURANCE AUTO AUCTIONS
 INC                        EQUITY    457875102         1             90   SH           DEFINED    2                     90
INSWEB CORPORATION          EQUITY    45809K103       114         55,165   SH           DEFINED    1                 55,165
INTEGRA BK CORP             EQUITY    45814P105         2            105   SH           DEFINED    2                    105
INTEGRATED CIRCUIT SYS
 INC                        EQUITY    45811K208         1             54   SH           DEFINED    2                     54
INTEGRATED DEVICE T         EQUITY    458118106       543          6,000   SH           DEFINED    1                  6,000
INTEGRATED DEVICE
 TECHNOLOGY                 EQUITY    458118106     10189        112,583   SH           DEFINED    2                112,583
INTEGRATED SILIC SOLTN
 COM                        EQUITY    45812P107     13989        986,000   SH           DEFINED    3                972,840   13,160
INTEGRATED SILICON
 SOLUTION                   EQUITY    45812P107      6214        438,003   SH           DEFINED    2                438,003
INTEL CORP                  EQUITY    458140100     33508        806,200   SH           DEFINED    1                806,200
INTEL CORP                  EQUITY    458140100    269623      6,487,181   SH           DEFINED    2              6,487,181
INTELIDATA TECHNOLOGIES
 CORP                       EQUITY    45814T107         1            261   SH           DEFINED    2                    261
INTER TEL INC               EQUITY    458372109         2            180   SH           DEFINED    2                    180
INTERACT COMM CORP          EQUITY    45839Y107         1             66   SH           DEFINED    2                     66
INTERACTIVE INTELLIGENCE
 INC                        EQUITY    45839M103         1             38   SH           DEFINED    2                     38
INTERDIGITAL COMM CORP      EQUITY    45866A105         5            333   SH           DEFINED    2                    333
INTERFACE INC               EQUITY    458665106         2            254   SH           DEFINED    2                    254
INTERGRAPH CORP             EQUITY    458683109         2            284   SH           DEFINED    2                    284
INTERGRATED ELECTRICAL
 SVCS                       EQUITY    45811E103         1            212   SH           DEFINED    2                    212
INTERLIANT INC              EQUITY    458742103       430         53,737   SH           DEFINED    2                 53,737
INTERLINK ELECTRS           EQUITY    458751104         1             48   SH           DEFINED    2                     48
INTERLOGIX INC              EQUITY    458763109         6            482   SH           DEFINED    2                    482
INTERMEDIA
 COMMUNICATIONS INC         EQUITY    458801107        10            323   SH           DEFINED    2                    323
INTERMUNE
 PHARMACEUTICALS INC        EQUITY    45885B100         2             32   SH           DEFINED    2                     32
INTERNAP NETWORK SVCS
 CORP                       EQUITY    45885A102      1748         54,108   SH           DEFINED    2                 54,108
INTERNATIONAL BANCSHARES
 CORP                       EQUITY    459044103         3            106   SH           DEFINED    2                    106
INTERNATIONAL BUSIN         EQUITY    459200101     28072        249,525   SH           DEFINED    1                249,525
INTERNATIONAL BUSINESS
 MACHS                      EQUITY    459200101    166995      1,484,393   SH           DEFINED    2              1,484,393
</TABLE>


<PAGE>   65

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
INTERNATIONAL FIBERCOM
 INC                        EQUITY    45950T101         2            156   SH           DEFINED    2                    156
INTERNATIONAL FLAVORS &
 FRAGRANCES                 EQUITY    459506101      3597        197,100   SH           DEFINED    1                197,100
INTERNATIONAL FLAVORS &
 FRAGRANCES                 EQUITY    459506101       245         13,400   SH           DEFINED    4                 13,400
INTERNATIONAL FLAVOURS      EQUITY    459506101      5654        309,788   SH           DEFINED    2                309,788
INTERNATIONAL GAME          EQUITY    459902102       141          4,200   SH           DEFINED    1                  4,200
INTERNATIONAL GAME
 TECHNOLOGY                 EQUITY    459902102        15            449   SH           DEFINED    2                    449
INTERNATIONAL MULTI         EQUITY    460043102        17          1,000   SH           DEFINED    1                  1,000
INTERNATIONAL MULTIFOODS
 CORP                       EQUITY    460043102         2            100   SH           DEFINED    2                    100
INTERNATIONAL PAPER         EQUITY    460146103       409         14,241   SH           DEFINED    1                 14,241
INTERNATIONAL PAPER CAP
 TR                         EQUITY    460137300       250          6,500   SH           DEFINED    2                  6,500
INTERNATIONAL PAPER CO      EQUITY    460146103      6496        226,431   SH           DEFINED    2                226,431
INTERNATIONAL RECTIFIER
 CORP                       EQUITY    460254105     21429        423,809   SH           DEFINED    2                423,809
INTERNATIONAL SPECIALTY
 PRODS                      EQUITY    460337108         1            100   SH           DEFINED    2                    100
INTERNATIONAL SPEEDWAY
 CORP                       EQUITY    460335201         6            148   SH           DEFINED    2                    148
INTERNATIONAL WIRELESS
 COMN                       EQUITY    46058G504        42        423,015   SH           DEFINED    2                423,015
INTERNET CAP GROUP INC      EQUITY    46059C106       239         13,712   SH           DEFINED    2                 13,712
INTERNET COM CORP           EQUITY    460967102         2             56   SH           DEFINED    2                     56
INTERNET PICTURES CORP      EQUITY    46059S101         2            349   SH           DEFINED    2                    349
INTERNET SEC SYS INC        EQUITY    46060X107     24952        332,134   SH           DEFINED    2                332,134
INTERNET SEC SYS INC COM    EQUITY    46060X107     49485        658,700   SH           DEFINED    3                629,300   29,400
INTERPOOL INC               EQUITY    46062R108         1            100   SH           DEFINED    2                    100
INTERPUBLIC GROUP C         EQUITY    460690100       290          8,500   SH           DEFINED    1                  8,500
INTERPUBLIC GROUP C        CORPBOND   460690AF7     18363     18,525,000   PRN          DEFINED    4             18,525,000
INTERPUBLIC GROUP COS
 INC                        EQUITY    460690100      5255        154,261   SH           DEFINED    2                154,261
INTERSIL HLDG CORP          EQUITY    46069S109      1684         33,761   SH           DEFINED    2                 33,761
INTERSTATE BAKERIES         EQUITY    46072H108        56          3,800   SH           DEFINED    1                  3,800
INTERSTATE BAKERIES CORP    EQUITY    46072H108         3            191   SH           DEFINED    2                    191
INTERSTATE HOTELS C         EQUITY    46088R108        32         15,058   SH           DEFINED    1                 15,058
INTERSTATE HOTRLS MGMT
 INC                        EQUITY    46088R108                       10   SH           DEFINED    2                     10
INTERTAN INC                EQUITY    461120107       570         39,500   SH           DEFINED    4                 39,500
INTERTAN INC                EQUITY    461120107      4944        342,450   SH           DEFINED    3                342,450
INTERTAN INC                EQUITY    461120107      4012        277,876   SH           DEFINED    2                277,876
INTERTRUST TECHNOLOGIES
 CORP                       EQUITY    46113Q109         4            367   SH           DEFINED    2                    367
INTERVOICE INC              EQUITY    461142101         2            194   SH           DEFINED    2                    194
INTERWORLD CORP             EQUITY    46114Q108                      124   SH           DEFINED    2                    124
INTERWOVEN INC              EQUITY    46114T102     12462        110,225   SH           DEFINED    2                110,225
INTEST CORP                 EQUITY    461147100       102         10,500   SH           DEFINED    4                 10,500
INTIMATE BRANDS INC         EQUITY    461156101       148          7,946   SH           DEFINED    2                  7,946
</TABLE>


<PAGE>   66

<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>
INTL RECTIFIER CORP         EQUITY    460254105       182          3,600   SH           DEFINED    1                  3,600
INTL SPEEDWAY CORP          EQUITY    460335201       121          3,100   SH           DEFINED    1                  3,100
INTRABIOTICS
 PHARMACEUTICALS            EQUITY    46116T100      1853        114,055   SH           DEFINED    2                114,055
INTRANET SOLUTIONS INC      EQUITY    460939309         6            111   SH           DEFINED    2                    111
INTRAWARE INC               EQUITY    46118M103         1            108   SH           DEFINED    2                    108
INTRUSION CM INC            EQUITY    46121E106         1            100   SH           DEFINED    2                    100
INTUIT                      EQUITY    461202103     58037      1,018,200   SH           DEFINED    2              1,018,200
INTUIT INCORPORATIO         EQUITY    461202103       667         11,700   SH           DEFINED    1                 11,700
INVACARE CORP               EQUITY    461203101       305          9,500   SH           DEFINED    2                  9,500
INVESTMENT TECHNOLO         EQUITY    46145F105        72          1,800   SH           DEFINED    1                  1,800
INVESTMENT TECHNOLOGY
 GROUP                      EQUITY    46145F105      3590         89,891   SH           DEFINED    2                 89,891
INVESTORS FINL SERVICES
 CORP                       EQUITY    461915100        76          1,211   SH           DEFINED    2                  1,211
INVITROGEN CORP             EQUITY    46185R100     16712        234,967   SH           DEFINED    2                234,967
INVITROGEN CORP COM         EQUITY    46185r100     60485        850,400   SH           DEFINED    3                832,500   17,900
IOMEGA CORP                 EQUITY    462030107         9          1,893   SH           DEFINED    2                  1,893
IONA TECHNOLOGIES PLC       EQUITY    46206P109     11620        167,200   SH           DEFINED    2                167,200
IONA TECHNOLOGIES PLC
 SPONSORE                   EQUITY    46206P109     29273        421,200   SH           DEFINED    3                413,600    7,600
IONICS INC                  EQUITY    462218108      1366         64,100   SH           DEFINED    2                 64,100
IPALCO ENTERPRISES          EQUITY    462613100       114          5,000   SH           DEFINED    1                  5,000
IPALCO ENTERPRISES INC      EQUITY    462613100       124          5,400   SH           DEFINED    2                  5,400
IPC HOLDINGS LTD            EQUITY    G4933P101       370         20,000   SH           DEFINED    2                 20,000
IPC HOLDINGS LTDS           EQUITY    G4933P101    112850      6,100,000   SH           DEFINED    1              6,100,000
IRON MOUNTAIN INC           EQUITY    462846106     1,850         50,000   SH           DEFINED    1                 50,000
IRON MOUNTAIN INC           EQUITY    462846106     72261      1,953,000   SH           DEFINED    3              1,886,950   66,050
IRON MTN INC PA             EQUITY    462846106     48510      1,311,072   SH           DEFINED    2              1,311,072
IRT PPTY CO                 EQUITY    450058102       133         15,200   SH           DEFINED    2                 15,200
IRWIN FINL CORP             EQUITY    464119106         2            100   SH           DEFINED    2                    100
ISIS PHARMACEUTICALS        EQUITY    464330109         3            265   SH           DEFINED    2                    265
ISLE CAPRI CASINOS INC      EQUITY    464592104         3            187   SH           DEFINED    2                    187
ISPAT INTL N V              EQUITY    464899103         9          1,800   SH           DEFINED    2                  1,800
ISTAR FINL INC              EQUITY    45031U101         5            240   SH           DEFINED    2                    240
ITC DELTACOM                EQUITY    45031T104         4            387   SH           DEFINED    2                    387
ITRON INC                  CORPBOND   465741AC0       645      1,612,000   PRN          DEFINED    4              1,612,000
ITRON INC                  CORPBOND   465741AD8       578        826,000   PRN          DEFINED    4                826,000
ITT EDL SVCS INC            EQUITY    45068B109      2323         85,640   SH           DEFINED    2                 85,640
ITT INDS INC                EQUITY    450911102       509         15,691   SH           DEFINED    2                 15,691
ITT INDUSTRIES              EQUITY    450911102        91          2,800   SH           DEFINED    1                  2,800
</TABLE>


<PAGE>   67

<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>
ITXC CORP                   EQUITY    45069F109       411         28,088   SH           DEFINED    2                 28,088
IVAX CORP                   EQUITY    465823102       416          9,050   SH           DEFINED    1                  9,050
IVAX CORP                   EQUITY    465823102      2994         65,088   SH           DEFINED    2                 65,088
IVEX PACKAGING CORP DEL     EQUITY    465855104         1             76   SH           DEFINED    2                     76
IVILLAGE INC                EQUITY    46588H105       320         82,584   SH           DEFINED    2                 82,584
IXL ENTERPRISES INC         EQUITY    450718101      1751        400,294   SH           DEFINED    2                400,294
IXYS CORP DEL               EQUITY    46600W106         1             46   SH           DEFINED    2                     46
J.C. PENNEY & CO.           EQUITY    708160106        99          8,400   SH           DEFINED    1                  8,400
JABIL CIRCUIT INC           EQUITY    466313103       624         11,000   SH           DEFINED    1                 11,000
JABIL CIRCUIT INC           EQUITY    466313103      2385         42,033   SH           DEFINED    2                 42,033
JACK IN THE BOX INC         EQUITY    466367109         5            213   SH           DEFINED    2                    213
JACOBS ENGR GROUP I         EQUITY    469814107        60          1,500   SH           DEFINED    1                  1,500
JACOBS ENGR GROUP INC       EQUITY    469814107         5            115   SH           DEFINED    2                    115
JACOR COMMUNICATIONS INC    EQUITY    469858138      2813        368,977   SH           DEFINED    4                368,977
JAKKS PAC INC               EQUITY    47012E106         1             75   SH           DEFINED    2                     75
JDA SOFTWARE GROUP INC      EQUITY    46612K108       213         16,715   SH           DEFINED    2                 16,715
JDN RLTY CORP               EQUITY    465917102        94          8,300   SH           DEFINED    2                  8,300
JDS UNIPHASE CORP           EQUITY    46612J101      7864         83,050   SH           DEFINED    1                 83,050
JDS UNIPHASE CORP           EQUITY    46612J101    158001      1,668,653   SH           DEFINED    2              1,668,653
JEFFERSON PILOT             EQUITY    475070108       210          3,100   SH           DEFINED    1                  3,100
JEFFERSON PILOT CORP        EQUITY    475070108       470          6,924   SH           DEFINED    2                  6,924
JEFFRIES GROUP INC NEW      EQUITY    472319102         4            140   SH           DEFINED    2                    140
JEFFRIES GROUP INC NEW      EQUITY    472319102       390         14,500   SH           DEFINED    4                 14,500
JLG INDS INC                EQUITY    466210101       155         12,690   SH           DEFINED    2                 12,690
JNI CORP                    EQUITY    46622G105      7203         80,933   SH           DEFINED    2                 80,933
JOHN HANCOCK FINANC         EQUITY    41014S106      2284         85,000   SH           DEFINED    1                 85,000
JOHN NUVEEN CO              EQUITY    478035108         1             16   SH           DEFINED    2                     16
JOHNS MANVILLE CORP         EQUITY    478129109         1            100   SH           DEFINED    2                    100
JOHNSON & JOHNSON           EQUITY    478160104     18346        195,301   SH           DEFINED    1                195,301
JOHNSON + JOHNSON           EQUITY    478160104     47562        506,311   SH           DEFINED    2                506,311
JOHNSON CONTROLS IN         EQUITY    478366107       133          2,500   SH           DEFINED    1                  2,500
JOHNSON CTLS INC            EQUITY    478366107      1006         18,906   SH           DEFINED    2                 18,906
JONES APPAREL GROUP         EQUITY    480074103       182          6,852   SH           DEFINED    1                  6,852
JONES APPAREL GROUP INC     EQUITY    480074103      3645        137,538   SH           DEFINED    2                137,538
JONES LANG LASALLE INC      EQUITY    48020Q107        13          1,000   SH           DEFINED    2                  1,000
JOURNAL REGISTER CO         EQUITY    481138105         5            300   SH           DEFINED    2                    300
JP RLTY INC                 EQUITY    46624A106                       17   SH           DEFINED    2                     17
</TABLE>


<PAGE>   68

<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>
JUNIPER NETWORKS INC        EQUITY    48203R104    129885        593,250   SH           DEFINED    2                593,250
JUNO ONLINE SVCS INC        EQUITY    482048105         1            143   SH           DEFINED    2                    143
JUPITER MEDIA METRIX INC    EQUITY    48206U104        12            735   SH           DEFINED    2                    735
JUST FOR FEET INC           EQUITY    48213P106                      300   SH           DEFINED    2                    300
K MART                      EQUITY    482584109        88         14,700   SH           DEFINED    1                 14,700
K MART CORP                 EQUITY    482584109       777        129,549   SH           DEFINED    2                129,549
K N ENERGY INC              EQUITY    482620507      2028         36,700   SH           DEFINED    2                 36,700
K V PHARMACEUTICAL CO       EQUITY    482740107         3             94   SH           DEFINED    2                     94
K V PHARMACEUTICAL
 COMPANY                    EQUITY    482740206        18            500   SH           DEFINED    2                    500
KAMAN CORP                  EQUITY    483548103         3            200   SH           DEFINED    2                    200
KANA COMMUNICATIONS INC     EQUITY    483600102        13            579   SH           DEFINED    2                    579
KANSAS CITY LIFE INS CO     EQUITY    484836101                       14   SH           DEFINED    2                     14
KANSAS CITY PWR & L         EQUITY    485134100        96          3,600   SH           DEFINED    1                  3,600
KANSAS CITY PWR + LT CO     EQUITY    485134100         9            347   SH           DEFINED    2                    347
KANSAS CITY SOUTHN INDS
 INC                        EQUITY    485170302       247         28,410   SH           DEFINED    2                 28,410
KAOLA CORP                  EQUITY    499866101       233         14,500   SH           DEFINED    4                 14,500
KAUFMAN & BROAD HOM         EQUITY    486168107        32          1,200   SH           DEFINED    1                  1,200
KAUFMAN + BROAD HOME
 CORP                       EQUITY    486168107       118          4,398   SH           DEFINED    2                  4,398
KAYDON CORP                 EQUITY    486587108       248         10,784   SH           DEFINED    2                 10,784
KAYDON CORP.                EQUITY    486587108        39          1,700   SH           DEFINED    1                  1,700
KEANE INC                   EQUITY    486665102        71          4,100   SH           DEFINED    1                  4,100
KEANE INC                   EQUITY    486665102       465         26,746   SH           DEFINED    2                 26,746
KEEBLER FOODS CO            EQUITY    487256109      1834         43,656   SH           DEFINED    2                 43,656
KEITHLEY INSTRS INC         EQUITY    487584104         4             59   SH           DEFINED    2                     59
KELLOGG                     EQUITY    487836108       293         12,100   SH           DEFINED    1                 12,100
KELLOGG CO                  EQUITY    487836108       240          9,908   SH           DEFINED    2                  9,908
KELLWOOD CO                 EQUITY    488044108       126          6,928   SH           DEFINED    2                  6,928
KELLY SERVICES CI'A         EQUITY    488152208        47          2,000   SH           DEFINED    1                  2,000
KELLY SVCS INC              EQUITY    488152208         2            100   SH           DEFINED    2                    100
KEMET CORP                  EQUITY    488360108       378         13,700   SH           DEFINED    4                 13,700
KEMET CORP                  EQUITY    488360108       131          4,728   SH           DEFINED    2                  4,728
KENDLE INTL INC             EQUITY    48880L107         8          1,000   SH           DEFINED    2                  1,000
KENNAMETAL INC              EQUITY    489170100        44          1,700   SH           DEFINED    1                  1,700
KENNAMETAL INC              EQUITY    489170100         4            156   SH           DEFINED    2                    156
KENSEY NASH CORP            EQUITY    490057106        26          2,000   SH           DEFINED    2                  2,000
KENT ELECTRS CORP           EQUITY    490553104         4            185   SH           DEFINED    2                    185
KERR MCGEE CORP             EQUITY    492386107       188          2,832   SH           DEFINED    1                  2,832
</TABLE>


<PAGE>   69

<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>
KERR MCGEE CORP             EQUITY    492386107     39459        595,607   SH           DEFINED    2                595,607
KERR MCGEE CORP             EQUITY    492386305      2909         53,400   SH           DEFINED    2                 53,400
KEY ENERGY SVCS INC         EQUITY    492914106       646         65,800   SH           DEFINED    4                 65,800
KEY ENERGY SVCS INC         EQUITY    492914106       513         52,313   SH           DEFINED    2                 52,313
KEY ENERGY SVCS INC         EQUITY    492914122       323          5,000   SH           DEFINED    2                  5,000
KEY3MEDIA GROUP INC         EQUITY    49326R104         2            169   SH           DEFINED    2                    169
KEYCORP                     EQUITY    493267108       319         12,600   SH           DEFINED    1                 12,600
KEYCORP NEW                 EQUITY    493267108      5315        209,979   SH           DEFINED    2                209,979
KEYNOTE SYS INC             EQUITY    493308100         3            114   SH           DEFINED    2                    114
KEYSPAN CORP                EQUITY    49337W100      2044         50,946   SH           DEFINED    2                 50,946
KEYSPAN CORPORTATIO         EQUITY    49337W100       152          3,800   SH           DEFINED    1                  3,800
KEYSTONE FINANCIAL          EQUITY    493482103        61          2,800   SH           DEFINED    1                  2,800
KEYSTONE FINL INC           EQUITY    493482103         7            303   SH           DEFINED    2                    303
KFORCE COM INC              EQUITY    493732101       102         29,187   SH           DEFINED    2                 29,187
KILROY RLTY CORP            EQUITY    49427F108      3030        113,525   SH           DEFINED    2                113,525
KILROY RLTY CORP COM        EQUITY    49427F108     11628        435,700   SH           DEFINED    3                388,900   46,800
KIMBALL INTL INC            EQUITY    494274103         3            152   SH           DEFINED    2                    152
KIMBERLY CLARK CORP         EQUITY    494368103     32231        577,492   SH           DEFINED    2                577,492
KIMBERLY-CLARK CORP         EQUITY    494368103     31184        558,730   SH           DEFINED    1                558,730
KIMCO REALTY                EQUITY    49446R109     20110        475,975   SH           DEFINED    1                475,975
KIMCO REALTY                EQUITY    49446R109     38224        904,700   SH           DEFINED    3                778,000  126,700
KIMCO RLTY CORP             EQUITY    49446R109      9471        224,175   SH           DEFINED    2                224,175
KINDER MORGAN ENERG         EQUITY    494550106      1852         39,100   SH           DEFINED    1                 39,100
KINDER MORGAN INC           EQUITY    49455P101       270          6,600   SH           DEFINED    1                  6,600
KINDER MORGAN INC           EQUITY    49455P101     20579        502,700   SH           DEFINED    3                436,100   66,600
KINDER MORGAN INC KANS      EQUITY    49455P101      4165        101,737   SH           DEFINED    2                101,737
KING PHARMACEUTICALS COM    EQUITY    495582108     87856      2,627,470   SH           DEFINED    3              2,522,698  104,772
KING PHARMACEUTICALS INC    EQUITY    495582108     23086        690,426   SH           DEFINED    2                690,426
KIRBY CORP                  EQUITY    497266106      1237         63,013   SH           DEFINED    2                 63,013
KIRBY CORP COM              EQUITY    497266106      1962        100,000   SH           DEFINED    3                100,000
KLA TENCOR CORP             EQUITY    482480100      4733        114,908   SH           DEFINED    2                114,908
KLA-TENCOR CORP             EQUITY    482480100       220          5,350   SH           DEFINED    1                  5,350
KMART FING I                EQUITY    498778208       262          8,505   SH           DEFINED    2                  8,505
KMART FING I                EQUITY    498778208       871         28,100   SH           DEFINED    4                 28,100
KMC TELECOM HOLDINGS INC    EQUITY    482562121        22          8,700   SH           DEFINED    2                  8,700
KNIGHT RIDDER INC           EQUITY    499040103      1788         35,182   SH           DEFINED    2                 35,182
KNIGHT RIDDER INC.          EQUITY    499040103       117          2,300   SH           DEFINED    1                  2,300
</TABLE>


<PAGE>   70

<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 TRADING GROUP COM    EQUITY    499063105      3294         91,500   SH           DEFINED    3                 86,800    4,700
KNIGHT TRADING GROUP INC    EQUITY    499063105       383         10,627   SH           DEFINED    2                 10,627
KNIGHT TRANSN INC           EQUITY    499064103       171         11,000   SH           DEFINED    2                 11,000
KNIGHTBRIDGE TANKER         EQUITY    G5299G106      6287        287,400   SH           DEFINED    1                287,400
KNIGHTSBRIDGE TANKERS
 LTD                        EQUITY    G5299G106        94          4,300   SH           DEFINED    2                  4,300
KNOLOGY INC                 EQUITY    499183119        30         12,000   SH           DEFINED    2                 12,000
KOALA CORP                  EQUITY    499866101       482         30,000   SH           DEFINED    2                 30,000
KOGER EQUITY INC            EQUITY    500228101       536         31,500   SH           DEFINED    2                 31,500
KOGER EQUITY INC COM        EQUITY    500228101       204         12,000   SH           DEFINED    3                          12,000
KOHLS CORP                  EQUITY    500255104     56447        978,491   SH           DEFINED    2                978,491
KOHLS CORPORATION           EQUITY    500255104       548          9,500   SH           DEFINED    1                  9,500
KONNKLIJKE PHILIPS
 ELECTRS N V                EQUITY    500472303     46612      1,096,755   SH           DEFINED    2              1,096,755
KOPIN CORP                  EQUITY    500600101         9            484   SH           DEFINED    2                    484
KOREA ELEC PWR CORP         EQUITY    500631106       115          8,800   SH           DEFINED    2                  8,800
Korea Electric Power
 Corp. Kepco Sp A           EQUITY    500631106       974         59,500   SH           DEFINED    1                 59,500
KOREA TELECOM               EQUITY    50063P103      4923        146,420   SH           DEFINED    2                146,420
KORN / FERRY INTL           EQUITY    500643200         8            218   SH           DEFINED    2                    218
KOS PHARMACEUTICALSINC      EQUITY    500648100        12            600   SH           DEFINED    2                    600
KRISPY KREME DOUGHNUTS
 INC                        EQUITY    501014104         2             29   SH           DEFINED    2                     29
KROGER CO                   EQUITY    501044101     27002      1,196,754   SH           DEFINED    2              1,196,754
KROGER CO.                  EQUITY    501044101      3859        171,050   SH           DEFINED    1                171,050
KROLL-O'GARA COMPAN         EQUITY    501050108     23829      1,444,212   SH           DEFINED    1              1,444,212
KRONOS INC                  EQUITY    501052104        47          1,555   SH           DEFINED    2                  1,555
KULICKE + SOFFA INDS INC    EQUITY    501242101      1799        135,139   SH           DEFINED    2                135,139
L 3 COMMUNICATIONS HLDG
 CORP                       EQUITY    502424104     10686        189,131   SH           DEFINED    2                189,131
L-3 COMMUNICATIONS          EQUITY    502424104       107          1,900   SH           DEFINED    1                  1,900
L-3 COMMUNICATIONS          EQUITY    502424104     44420        786,200   SH           DEFINED    3                766,900   19,300
LA Z BOY INC                EQUITY    505336107       282         19,343   SH           DEFINED    2                 19,343
LABOR READY INC             EQUITY    505401208         7          1,584   SH           DEFINED    2                  1,584
LABORATORY AMER HLDGS
 COM NEW                    EQUITY    50540R409      4443         37,100   SH           DEFINED    3                 30,000    7,100
LABORATORY CORP AMER
 HLDGS                      EQUITY    50540R409     10672         89,121   SH           DEFINED    2                 89,121
LABRANCHE + CO INC          EQUITY    505447102         9            283   SH           DEFINED    2                    283
LACLEDE GAS CO              EQUITY    505588103         4            200   SH           DEFINED    2                    200
LADISH INC                  EQUITY    505754200       307         23,400   SH           DEFINED    4                 23,400
LAFARGE CORP                EQUITY    505862102         2            100   SH           DEFINED    2                    100
LAM RESH CORP               EQUITY    512807108      2463        117,635   SH           DEFINED    2                117,635
LAMAR ADVERTISING CO        EQUITY    512815101      1860         49,117   SH           DEFINED    2                 49,117
</TABLE>


<PAGE>   71

<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>
LAMAR ADVERTISING CO
 CL A                       EQUITY    512815101       265          7,000   SH           DEFINED    3                  7,000
LAMAR CORP CV              CORPBOND   512815af8      2614      2,624,000   PRN          DEFINED    3              2,160,000  464,000
LANCASTER COLONY CO         EQUITY    513847103        55          2,250   SH           DEFINED    1                  2,250
LANCASTER COLONY CORP       EQUITY    513847103         4            179   SH           DEFINED    2                    179
LANCE INC                   EQUITY    514606102        16          1,600   SH           DEFINED    1                  1,600
LANCE INC                   EQUITY    514606102       732         75,271   SH           DEFINED    2                 75,271
LANDAMERICA FINL GROUP
 INC                        EQUITY    514936103         2             54   SH           DEFINED    2                     54
LANDRYS SEAFOOD REST INC    EQUITY    51508L103         2            265   SH           DEFINED    2                    265
LANDS END INC               EQUITY    515086106        36          1,700   SH           DEFINED    1                  1,700
LANDS END INC               EQUITY    515086106        87          4,163   SH           DEFINED    2                  4,163
LANDSTAR SYS INC            EQUITY    515098101         3             63   SH           DEFINED    2                     63
LANIER WORLDWIDE INC        EQUITY    51589L105        66         70,000   SH           DEFINED    2                 70,000
LANTE CORP                  EQUITY    516540101         1            100   SH           DEFINED    2                    100
LARGE SCALE BIOLOGY CORP    EQUITY    517053104      2293         70,000   SH           DEFINED    2                 70,000
LARGE SCALE BIOLOGY CP
 COM                        EQUITY    517053104      1310         40,000   SH           DEFINED    3                 40,000
LASALLE HOTEL PPTYS         EQUITY    517942108         2            100   SH           DEFINED    2                    100
LATITUDE COMMUNICATIONS
 INC                        EQUITY    518292107        95         12,242   SH           DEFINED    2                 12,242
LATTICE SEMICONDUCTOR
 CORP                       EQUITY    518415104       156          2,900   SH           DEFINED    1                  2,900
LATTICE SEMICONDUCTOR
 CORP                      CORPBOND   518415AC8      4361      3,000,000   PRN          DEFINED    4              3,000,000
LATTICE SEMICONDUCTOR
 CORP                       EQUITY    518415104      3177         59,107   SH           DEFINED    2                 59,107
LAUDER ESTEE COS INC        EQUITY    518439104     13165        359,461   SH           DEFINED    2                359,461
LAYNE CHRISTENSEN CO        EQUITY    521050104        53         13,300   SH           DEFINED    4                 13,300
LCC INTL INC                EQUITY    501810105         1             84   SH           DEFINED    2                     84
LEAP WIRELESS INTL INC      EQUITY    521863100        10            160   SH           DEFINED    2                    160
LEAP WIRELESS INTL INC      EQUITY    521863118       232          7,000   SH           DEFINED    2                  7,000
LEAP WIRELESS INTL INC      EQUITY    521863134        29          1,000   SH           DEFINED    2                  1,000
LEAR CORP                   EQUITY    521865105       505         24,565   SH           DEFINED    2                 24,565
LEAR CORPORATION            EQUITY    521865105        78          3,800   SH           DEFINED    1                  3,800
LEARNING TREE INTL INC      EQUITY    522015106         4             88   SH           DEFINED    2                     88
LECROY CORP                 EQUITY    52324W109        19          1,100   SH           DEFINED    2                  1,100
LEE ENTERPRISES INC         EQUITY    523768109        72          2,500   SH           DEFINED    1                  2,500
LEE ENTERPRISES INC         EQUITY    523768109         7            247   SH           DEFINED    2                    247
LEGATO SYSTEMS INC          EQUITY    524651106        67          5,000   SH           DEFINED    1                  5,000
LEGATO SYSTEMS INC          EQUITY    524651106         7            553   SH           DEFINED    2                    553
LEGG MASON INC              EQUITY    524901105       209          3,600   SH           DEFINED    1                  3,600
LEGG MASON INC              EQUITY    524901105      9009        155,000   SH           DEFINED    2                155,000
LEGGETT & PLATT INC         EQUITY    524660107        90          5,700   SH           DEFINED    1                  5,700
</TABLE>


<PAGE>   72

<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>
LEGGETT + PLATT INC         EQUITY    524660107        32          2,009   SH           DEFINED    2                  2,009
LEHMAN BROS FIN S A         EQUITY    52518V610        65          1,600   SH           DEFINED    2                  1,600
LEHMAN BROTHERS HLDGS
 INC                        EQUITY    524908100      6498         43,982   SH           DEFINED    2                 43,982
LEHMAN BROTHERS HLDGS
 INC                        EQUITY    524908886      1170         30,000   SH           DEFINED    2                 30,000
LEHMAN BROTHERS HOL         EQUITY    524908100       532          3,600   SH           DEFINED    1                  3,600
LEISUREPLANET HLDGS LTD     EQUITY    G54467116        10         19,000   SH           DEFINED    4                 19,000
LENNAR CORP                 EQUITY    526057104       107          3,600   SH           DEFINED    1                  3,600
LENNAR CORP                 EQUITY    526057104     23130        779,100   SH           DEFINED    3                753,100   26,000
LENNAR CORP                 EQUITY    526057104      1333         44,910   SH           DEFINED    2                 44,910
LENNOX INTL INC             EQUITY    526107107         3            281   SH           DEFINED    2                    281
LEUCADIA NATL CORP          EQUITY    527288104       553         20,666   SH           DEFINED    2                 20,666
LEVEL 3 COMMUNICATIONS
 INC                        EQUITY    52729N100      6560         85,060   SH           DEFINED    2                 85,060
LEVEL 8 SYS INC             EQUITY    52729M102         1             54   SH           DEFINED    2                     54
LEXAR MEDIA INC             EQUITY    52886P104     1,017         87,500   SH           DEFINED    1                 87,500
LEXENT INC                  EQUITY    52886Q102        15            500   SH           DEFINED    2                    500
LEXICON GENETICS INC        EQUITY    528872104      6960        220,085   SH           DEFINED    2                220,085
LEXINGTON CORPORATE PPTY
 TR                         EQUITY    529043101        25          2,200   SH           DEFINED    2                  2,200
LEXMARK INTERNATION         EQUITY    529771107       144          3,850   SH           DEFINED    1                  3,850
LEXMARK INTL INC            EQUITY    529771107     40933      1,091,545   SH           DEFINED    2              1,091,545
LG + E ENERGY CORP          EQUITY    501917108        71          2,900   SH           DEFINED    2                  2,900
LG&E CORP                   EQUITY    501917108       943         34,000   SH           DEFINED    4                 34,000
LG&E CORP                   EQUITY    501917108      8116        332,100   SH           DEFINED    1                332,100
LIBBEY INC                  EQUITY    529898108         3            100   SH           DEFINED    2                    100
LIBERATE TECHNOLOGIES       EQUITY    530129105      1166         40,307   SH           DEFINED    2                 40,307
LIBERTY CORP S C            EQUITY    530370105         3            100   SH           DEFINED    2                    100
LIBERTY CORP SC             EQUITY    530370105       298          8,600   SH           DEFINED    4                  8,600
LIBERTY DIGITAL INC         EQUITY    530436104        94          4,632   SH           DEFINED    2                  4,632
LIBERTY FINL COS INC        EQUITY    530512102      4382        186,489   SH           DEFINED    2                186,489
LIBERTY MEDIA GROUP         EQUITY    001957208      1497         83,150   SH           DEFINED    1                 83,150
LIBERTY PROPERTY            EQUITY    531172104      5283        192,100   SH           DEFINED    2                192,100
LIBERTY PROPERTY TR         EQUITY    531172104     16943        616,100   SH           DEFINED    3                530,600   85,500
LIBERTY PROPERTY TR         EQUITY    531172104      4043        147,000   SH           DEFINED    1                147,000
LIFECORE BIOMEDICAL INC     EQUITY    532187101        16          2,000   SH           DEFINED    2                  2,000
LIFEMINDERS INC             EQUITY    53220Q105         2             85   SH           DEFINED    2                     85
LIFEPOINT HOSPS INC         EQUITY    53219L109         6            178   SH           DEFINED    2                    178
LIGAND PHARMACEUTICALS
 INC                        EQUITY    53220K207         4            306   SH           DEFINED    2                    306
LIGHTBRIDGE INC             EQUITY    532226107        13          1,090   SH           DEFINED    2                  1,090
</TABLE>


<PAGE>   73

<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>
LIGHTPATH TECHNOLOGIES
 INC                        EQUITY    532257102      4919        103,564   SH           DEFINED    2                103,564
LILLY ELI + CO              EQUITY    532457108     83793      1,032,890   SH           DEFINED    2              1,032,890
LILLY INDL INC              EQUITY    532491107         5            153   SH           DEFINED    2                    153
LIMITED INC                 EQUITY    532716107       291         13,200   SH           DEFINED    1                 13,200
LIMITED INC                 EQUITY    532716107     25948      1,176,097   SH           DEFINED    2              1,176,097
LINCARE HLDGS INC           EQUITY    532791100      1595         55,602   SH           DEFINED    2                 55,602
LINCARE HOLDINGS IN         EQUITY    532791100        89          3,100   SH           DEFINED    1                  3,100
LINCOLN ELEC HLDGS INC      EQUITY    533900106         9            701   SH           DEFINED    2                    701
LINCOLN NATIONAL CO         EQUITY    534187109       279          5,800   SH           DEFINED    1                  5,800
LINCOLN NATL CORP IN        EQUITY    534187109      8794        182,741   SH           DEFINED    2                182,741
LINCOLN NATL CORP IN        EQUITY    534187604       316         13,300   SH           DEFINED    2                 13,300
LINDSAY MFG CO              EQUITY    535555106         1             39   SH           DEFINED    2                     39
LINEAR TECHNOLOGY C         EQUITY    535678106       583          9,000   SH           DEFINED    1                  9,000
LINEAR TECHNOLOGY CORP      EQUITY    535678106     27401        423,180   SH           DEFINED    2                423,180
LINENS N THINGS INC         EQUITY    535679104      4436        173,977   SH           DEFINED    2                173,977
LINENS N THINGS INC COM     EQUITY    535679104     20392        799,700   SH           DEFINED    3                780,600   19,100
LIONBRIDGE TECHNOLOGIES
 INC                        EQUITY    536252109        11          1,300   SH           DEFINED    2                  1,300
LITTELFUSE INC              EQUITY    537008104      2361         79,535   SH           DEFINED    2                 79,535
LITTON INDS INC             EQUITY    538021106       116          2,600   SH           DEFINED    1                  2,600
LITTON INDS INC             EQUITY    538021106         5            108   SH           DEFINED    2                    108
LIZ CLAIBORNE INC           EQUITY    539320101        77          2,000   SH           DEFINED    1                  2,000
LIZ CLAIBORNE INC           EQUITY    539320101      1612         41,859   SH           DEFINED    2                 41,859
LLK & E RTY TR              EQUITY    502003106      1542        379,400   SH           DEFINED    4                379,400
LNR PPTY CORP               EQUITY    501940100       583         26,328   SH           DEFINED    2                 26,328
LOCKHEED MARTIN COR         EQUITY    539830109       389         11,800   SH           DEFINED    1                 11,800
LOCKHEED MARTIN CORP        EQUITY    539830109      8180        248,168   SH           DEFINED    2                248,168
LODGENET ENTMT CORP         EQUITY    540211109        71          2,456   SH           DEFINED    2                  2,456
LOEWS CORP                  EQUITY    540424108      9961        119,474   SH           DEFINED    2                119,474
LOEWS CORP.                 EQUITY    540424108       267          3,200   SH           DEFINED    1                  3,200
LO-JACK CORPORATION         EQUITY    539451104      1785        240,000   SH           DEFINED    1                240,000
LONE STAR STEAKHOUS         EQUITY    542307103        11          1,500   SH           DEFINED    1                  1,500
LONE STAR STEAKHOUS         EQUITY    542307103       101         13,700   SH           DEFINED    4                 13,700
LONE STAR STEAKHOUSE +
 SALOON                     EQUITY    542307103         2            218   SH           DEFINED    2                    218
LONE STAR TECHNOLOGIES
 INC                        EQUITY    542312103      3925         85,048   SH           DEFINED    2                 85,048
LONGS DRUG STORES CORP      EQUITY    543162101         7            372   SH           DEFINED    2                    372
LONGS DRUG STORES I         EQUITY    543162101        23          1,200   SH           DEFINED    1                  1,200
LONGVIEW FIBRE              EQUITY    543213102        36          3,000   SH           DEFINED    1                  3,000
</TABLE>


<PAGE>   74

<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>
LONGVIEW FIBRE CO
 WASHINGTON                 EQUITY    543213102        73          6,060   SH           DEFINED    2                  6,060
LOOKSMART LTD               EQUITY    543442107         3            310   SH           DEFINED    2                    310
LORAL SPACE +
 COMMUNICATIONS             EQUITY    G56462107      4981        813,200   SH           DEFINED    2                813,200
LOUIS DREYFUS NAT GAS
 CORP                       EQUITY    546011107       225          5,672   SH           DEFINED    2                  5,672
LOUISIANA PAC CORP          EQUITY    546347105        15          1,610   SH           DEFINED    2                  1,610
LOUISIANA PACIFIC           EQUITY    546347105       435         47,300   SH           DEFINED    4                 47,300
LOUISIANA PACIFIC           EQUITY    546347105        28          3,100   SH           DEFINED    1                  3,100
LOWE'S COMPANIES            EQUITY    548661107     22460        500,500   SH           DEFINED    1                500,500
LOWES COS INC               EQUITY    548661107     24564        547,395   SH           DEFINED    2                547,395
LSI LOGIC CORP              EQUITY    502161102       254          8,700   SH           DEFINED    1                  8,700
LSI LOGIC CORP             CORPBOND   502161AB8       533        268,000   PRN          DEFINED    4                268,000
LSI LOGIC CORP             CORPBOND   502161AD4     78723     39,608,000   PRN          DEFINED    4             39,608,000
LSI LOGIC CORP              EQUITY    502161102     14816        506,534   SH           DEFINED    2                506,534
LTC PPTYS INC              CORPBOND   502175AE2       197        294,000   PRN          DEFINED    4                294,000
LTV CORP NEW                EQUITY    501921100         1            600   SH           DEFINED    2                    600
LTX CORP                    EQUITY    502392103      1965        103,739   SH           DEFINED    2                103,739
LUBRIZOL CORP               EQUITY    549271104         7            379   SH           DEFINED    2                    379
LUBRIZOL CORP.              EQUITY    549271104        61          3,100   SH           DEFINED    1                  3,100
LUBYS CAFETERIAS INC        EQUITY    549282101         1            253   SH           DEFINED    2                    253
LUCENT TECHNOLOGIES         EQUITY    549463107      9150        299,367   SH           DEFINED    1                299,367
LUCENT TECHNOLOGIES         EQUITY    549463107      1050         25,000   SH           DEFINED    4                 25,000
LUCENT TECHNOLOGIES INC     EQUITY    549463107     57792      1,890,970   SH           DEFINED    2              1,890,970
LUFTHANSA AG                EQUITY    528748908      2733        131,640   SH           DEFINED    2                131,640
LUMINEX CORP DEL            EQUITY    55027E102      4750        125,000   SH           DEFINED    2                125,000
LUMINEX CORP DEL COM        EQUITY    55027E102      4750        125,000   SH           DEFINED    3                125,000
LYCOS INC                   EQUITY    550818108     13752        199,983   SH           DEFINED    2                199,983
LYNX THERAPEUTICS INC       EQUITY    551812308         2             72   SH           DEFINED    2                     72
LYONDELL CHEMICAL C         EQUITY    552078107        80          6,800   SH           DEFINED    1                  6,800
LYONDELL CHEMICAL CO        EQUITY    552078107      9493        803,666   SH           DEFINED    2                803,666
M + T BK CORP               EQUITY    55261F104        11             21   SH           DEFINED    2                     21
M S CARRIERS INC            EQUITY    553533100         2            100   SH           DEFINED    2                    100
M SYS FLASH DISK
 PIONEERS LTD               EQUITY    M7061C100       802         21,000   SH           DEFINED    2                 21,000
M.D.C. HOLDINGS INC         EQUITY    552676108         3            121   SH           DEFINED    2                    121
MACDERMID INC               EQUITY    554273102         2             76   SH           DEFINED    2                     76
MACERICH CO                 EQUITY    554382101      4209        198,073   SH           DEFINED    2                198,073
MACERICH CO COM             EQUITY    554382101     22293      1,049,100   SH           DEFINED    3                903,900  145,200
MACK CA RLTY CORP           EQUITY    554489104      5981        212,185   SH           DEFINED    2                212,185
</TABLE>


<PAGE>   75

<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>
MACK-CALI REALTY CO         EQUITY    554489104     30677      1,088,344   SH           DEFINED    3                956,544  131,800
MACK-CALI REALTY CO         EQUITY    554489104      5305        188,200   SH           DEFINED    1                188,200
MACROMEDIA INC              EQUITY    556100105       242          3,000   SH           DEFINED    1                  3,000
MACROMEDIA INC              EQUITY    556100105     15263        188,874   SH           DEFINED    2                188,874
MACROVISION CORP            EQUITY    555904101        18            223   SH           DEFINED    2                    223
MADDEN STEVEN LTD           EQUITY    556269108         1            124   SH           DEFINED    2                    124
Madeco SA-ADR               EQUITY    556304103       111         19,500   SH           DEFINED    1                 19,500
MADISON GAS + ELEC CO       EQUITY    557497104         4            186   SH           DEFINED    2                    186
MAF BANCORP INC             EQUITY    55261R108         5            200   SH           DEFINED    2                    200
MAGIC SOFTWARE
 ENTERPRISES LTD            EQUITY    559166103       170         22,300   SH           DEFINED    2                 22,300
MAGNA INTL INC             CORPBOND   559222AE4     11666     11,965,000   PRN          DEFINED    4             11,965,000
MAGNETEK INC                EQUITY    559424106        14          1,300   SH           DEFINED    1                  1,300
MAGNETEK INC                EQUITY    559424106        86          8,116   SH           DEFINED    2                  8,116
MAGNUM HUNTER RES INC       EQUITY    55972F120       364        142,200   SH           DEFINED    4                142,200
MAHANAGAR TEL NIGAM LTD     EQUITY    559778105      1005        210,862   SH           DEFINED    2                210,862
MAIL COM INC                EQUITY    560311102         1            218   SH           DEFINED    2                    218
MAIL WELL HLDGS INC         EQUITY    560321200        35          7,927   SH           DEFINED    2                  7,927
MALLINCKRODT GROUP          EQUITY    561232109       100          2,200   SH           DEFINED    1                  2,200
MALLINCKRODT INC NEW        EQUITY    561232109        29            625   SH           DEFINED    2                    625
MAN AG                      EQUITY    556352904       159          6,010   SH           DEFINED    2                  6,010
MANAGEMENT NETWORK
 GROUP INC                  EQUITY    561693102      3981        190,700   SH           DEFINED    2                190,700
MANAGEMENT NETWORK GRP
 COM                        EQUITY    561693102     18015        863,000   SH           DEFINED    3                847,100   15,900
MANDALAY RESORT GRO         EQUITY    562567107       115          4,500   SH           DEFINED    1                  4,500
MANDALAY RESORT GROUP       EQUITY    562567107         5            187   SH           DEFINED    2                    187
MANHATTAN ASSOCS INC        EQUITY    562750109        44            719   SH           DEFINED    2                    719
MANITOWOC INC               EQUITY    563571108       296         15,360   SH           DEFINED    2                 15,360
MANOR CARE INC              EQUITY    564055101        41          2,600   SH           DEFINED    1                  2,600
MANOR CARE INC              EQUITY    564055101       414         26,400   SH           DEFINED    4                 26,400
MANOR CARE INC NEW          EQUITY    564055101       809         51,575   SH           DEFINED    2                 51,575
MANPOWER INC                EQUITY    56418H100       141          4,400   SH           DEFINED    1                  4,400
MANPOWER INC WIS            EQUITY    56418H100     18081        566,132   SH           DEFINED    2                566,132
MANUFACTURED HOME CMNTYS
 INC                        EQUITY    564682102       309         12,377   SH           DEFINED    2                 12,377
MANUFACTURERS SVCS LTD      EQUITY    565005105      4995        420,600   SH           DEFINED    2                420,600
MANUFACTURERS SVSC LTD
 COM                        EQUITY    565005105     10945        921,700   SH           DEFINED    3                910,500   11,200
MANUGISTICS GROUP INC       EQUITY    565011103        43            441   SH           DEFINED    2                    441
MAPINFO CORP                EQUITY    565105103         3            108   SH           DEFINED    2                    108
MARCHFIRST INC              EQUITY    566244109       133          8,500   SH           DEFINED    1                  8,500
</TABLE>


<PAGE>   76

<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>
MARCHFIRST INC              EQUITY    566244109        79          5,040   SH           DEFINED    2                  5,040
MARCUS CORP                 EQUITY    566330106         2            200   SH           DEFINED    2                    200
MARIMBA INC                 EQUITY    56781Q109         1            117   SH           DEFINED    2                    117
MARINE DRILLING COS INC     EQUITY    568240204      2999        104,992   SH           DEFINED    2                104,992
MARKEL CORP                 EQUITY    570535104         8             50   SH           DEFINED    2                     50
MARRIOTT INTERNATIO         EQUITY    571903202      2670         73,276   SH           DEFINED    1                 73,276
MARRIOTT INTL INC NEW       EQUITY    571903202     24474        671,660   SH           DEFINED    2                671,660
MARSCHOLLEK LAUTEN          EQUITY    572028900       361          2,400   SH           DEFINED    2                  2,400
MARSH & MC LENNAN           EQUITY    571748102      1062          8,000   SH           DEFINED    1                  8,000
MARSH + MCLENNAN COS INC    EQUITY    571748102     52251        393,601   SH           DEFINED    2                393,601
MARSHALL & ILSLY CO         EQUITY    571834100       301          6,000   SH           DEFINED    1                  6,000
MARSHALL + ILSLEY CORP      EQUITY    571834100        17            335   SH           DEFINED    2                    335
MARTEK BIOSCIENCES CORP     EQUITY    572901106      1090         55,890   SH           DEFINED    2                 55,890
MARTHA STEWART LIVING
 INC                        EQUITY    573083102      1997         76,080   SH           DEFINED    2                 76,080
MARTIN MARIETTA MAT         EQUITY    573284106       103          2,700   SH           DEFINED    1                  2,700
MARTIN MARIETTA MATLS
 INC                        EQUITY    573284106     22632        591,234   SH           DEFINED    2                591,234
MARVELL TECHNOLOGY GROUP
 LTD                        EQUITY    G5876H105        46            600   SH           DEFINED    2                    600
MASCO CORP                  EQUITY    574599106       246         13,200   SH           DEFINED    1                 13,200
MASCO CORP                  EQUITY    574599106     68809      3,694,466   SH           DEFINED    2              3,694,466
MASCOTECH INC               EQUITY    574670105         3            201   SH           DEFINED    2                    201
MASCOTECH INC              CORPBOND   574670AB1      2079      2,980,000   PRN          DEFINED    4              2,980,000
Masisa SA-ADR               EQUITY    574799102       231         17,600   SH           DEFINED    1                 17,600
MASTEC INC                  EQUITY    576323109       529         16,921   SH           DEFINED    2                 16,921
MATAV RT-SPONSORED          EQUITY    559776109       283         12,000   SH           DEFINED    1                 12,000
MATHEWS INTL CORP           EQUITY    577128101        32          1,100   SH           DEFINED    2                  1,100
MATRIA HEALTHCARE INC       EQUITY    576817100        15          4,400   SH           DEFINED    2                  4,400
MATRIX PHARMACEUTICALS      EQUITY    576844104         3            173   SH           DEFINED    2                    173
MATRIXONE INC               EQUITY    57685P304         2             43   SH           DEFINED    2                     43
MATRIXONE INC COM           EQUITY    57685P304     19120        478,000   SH           DEFINED    3                464,500   13,500
MATTEL INC                  EQUITY    577081102      9569        855,371   SH           DEFINED    2                855,371
MATTEL INC.                 EQUITY    577081102       134         12,000   SH           DEFINED    1                 12,000
MATTRESS DISCOUNTERS
 HLDG CORP                  EQUITY    57722R115         1            110   SH           DEFINED    2                    110
MATTSON TECHNOLOGY INC      EQUITY    577223100         2            150   SH           DEFINED    2                    150
MAVERICK TUBE CORP          EQUITY    577914104      9122        338,646   SH           DEFINED    2                338,646
MAXCOM
 TELECOMUNICATIONES         EQUITY    57773A110                      425   SH           DEFINED    2                    425
MAXIM INTEGRATED PR         EQUITY    57772K101       661          8,220   SH           DEFINED    1                  8,220
MAXIM INTEGRATED PRODS
 INC                        EQUITY    57772K101     14600        181,503   SH           DEFINED    2                181,503
</TABLE>


<PAGE>   77

<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>
MAXIM PHARMACEUTICALS
 INC                        EQUITY    57772M107      3515         57,862   SH           DEFINED    2                 57,862
MAXIMUS INC                 EQUITY    577933104      7729        349,312   SH           DEFINED    2                349,312
MAXIMUS INC COM             EQUITY    577933104     30117      1,361,217   SH           DEFINED    3              1,332,517   28,700
MAXTOR CORP                 EQUITY    577729205         4            378   SH           DEFINED    2                    378
MAXWELL SHOE INC            EQUITY    577766108       216         19,300   SH           DEFINED    4                 19,300
MAXXAM INC                  EQUITY    577913106         8            400   SH           DEFINED    1                    400
MAXYGEN INC                 EQUITY    577776107         2             41   SH           DEFINED    2                     41
MAY DEPARTMENT STOR         EQUITY    577778103       220         10,750   SH           DEFINED    1                 10,750
MAY DEPT STORES CO          EQUITY    577778103      9591        467,844   SH           DEFINED    2                467,844
MAYTAG CO.                  EQUITY    578592107        78          2,500   SH           DEFINED    1                  2,500
MAYTAG CORP                 EQUITY    578592107       161          5,186   SH           DEFINED    2                  5,186
MBIA INC                    EQUITY    55262C100     18745        263,545   SH           DEFINED    2                263,545
MBIA INC.                   EQUITY    55262C100       206          2,900   SH           DEFINED    1                  2,900
MBNA CORP                   EQUITY    55262L100      6455        167,662   SH           DEFINED    1                167,662
MBNA CORP                   EQUITY    55262L100      6445        167,400   SH           DEFINED    3                167,400
MBNA CORP                   EQUITY    55262L100    131358      3,411,898   SH           DEFINED    2              3,411,898
MC DONALDS CORP.            EQUITY    580135101      1137         37,680   SH           DEFINED    1                 37,680
MCAFEE COM CORP             EQUITY    579062100         1             56   SH           DEFINED    2                     56
MCCAW INTL LTD              EQUITY    579472119         3          1,000   SH           DEFINED    2                  1,000
MCCLATCHY CO                EQUITY    579489105         3             93   SH           DEFINED    2                     93
McCORMICK & CO.             EQUITY    579780206       119          4,000   SH           DEFINED    1                  4,000
MCCORMICK + CO INC          EQUITY    579780206      3698        124,300   SH           DEFINED    2                124,300
MCDATA CORPORATION          EQUITY    580031102       393          3,200   SH           DEFINED    2                  3,200
MCDERMOTT INTERNATI         EQUITY    580037109        21          1,900   SH           DEFINED    1                  1,900
MCDERMOTT INTL INC          EQUITY    580037109       853         77,528   SH           DEFINED    2                 77,528
MCDONALDS CORP              EQUITY    580135101     78408      2,597,350   SH           DEFINED    2              2,597,350
MCGRATH RENTCORP            EQUITY    580589109        19          1,000   SH           DEFINED    2                  1,000
MCGRAW HILL CORP            EQUITY    580645109       432          6,800   SH           DEFINED    1                  6,800
MCGRAW HILL COS INC         EQUITY    580645109       224          3,520   SH           DEFINED    2                  3,520
MCK COMMUNICATIONS INC      EQUITY    581243102         2             71   SH           DEFINED    2                     71
MCKESSON HBOC INC           EQUITY    58155Q103       253          8,294   SH           DEFINED    1                  8,294
MCKESSON HBOC INC           EQUITY    58155Q103       406         13,290   SH           DEFINED    2                 13,290
MCLEODUSA INC               EQUITY    582266102     22297      1,557,874   SH           DEFINED    2              1,557,874
MCMORAN EXPLORATION CO      EQUITY    582411104         2            133   SH           DEFINED    2                    133
MCN ENERGY GROUP IN         EQUITY    55267J100       128          5,000   SH           DEFINED    1                  5,000
MCN ENERGY GROUP INC        EQUITY    55267J100         8            293   SH           DEFINED    2                    293
MCSI INC                    EQUITY    55270M108         3            100   SH           DEFINED    2                    100
</TABLE>


<PAGE>   78

<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>
MDU RES GROUP INC           EQUITY    552690109        13            445   SH           DEFINED    2                    445
MEAD CORP                   EQUITY    582834107        72          3,100   SH           DEFINED    1                  3,100
MEAD CORP                   EQUITY    582834107        24          1,041   SH           DEFINED    2                  1,041
MEADE INSTRS CORP           EQUITY    583062104        17            840   SH           DEFINED    2                    840
MECHANICAL TECHNOLOGY
 INC                        EQUITY    583538103         2            186   SH           DEFINED    2                    186
MEDALLION FINL CORP         EQUITY    583928106         2            100   SH           DEFINED    2                    100
MEDAREX INC                 EQUITY    583916101      3914         33,363   SH           DEFINED    2                 33,363
MEDIA 100 INC               EQUITY    58440W105         1             89   SH           DEFINED    2                     89
MEDIA GEN INC               EQUITY    584404107        60          1,400   SH           DEFINED    1                  1,400
MEDIA GEN INC               EQUITY    584404107        82          1,907   SH           DEFINED    2                  1,907
MEDIACOM COMMUNICATIONS
 CORP                       EQUITY    58446K105         3            168   SH           DEFINED    2                    168
MEDIAONE GROUP INC          EQUITY    58440J500      2578         69,200   SH           DEFINED    2                 69,200
MEDIAPLEX INC               EQUITY    58446B105                       93   SH           DEFINED    2                     93
MEDICAL ASSURN INC          EQUITY    58449U100         1             66   SH           DEFINED    2                     66
MEDICALOGIC INC             EQUITY    584642102                      100   SH           DEFINED    2                    100
MEDICINES CO                EQUITY    584688105      3439        100,600   SH           DEFINED    2                100,600
MEDICINES CO COM            EQUITY    584688105      1709         50,000   SH           DEFINED    3                 50,000
MEDICIS PHARMACEUTICAL
 CL A NE                    EQUITY    584690309     88907      1,445,649   SH           DEFINED    3              1,416,649   29,000
MEDICIS PHARMACEUTICAL
 CORP                       EQUITY    584690309     19715        320,570   SH           DEFINED    2                320,570
MEDIMMUNE INC               EQUITY    584699102       456          5,900   SH           DEFINED    1                  5,900
MEDIMMUNE INC               EQUITY    584699102     30300        392,233   SH           DEFINED    2                392,233
MEDIOLANUM                  EQUITY    553519901       235         13,780   SH           DEFINED    2                 13,780
MEDITRUST                   EQUITY    58501T306       369        125,681   SH           DEFINED    2                125,681
MEDQUIST INC                EQUITY    584949101         7            359   SH           DEFINED    2                    359
MEDTRONIC INC               EQUITY    585055106     26989        520,893   SH           DEFINED    2                520,893
MEDTRONIC INC.              EQUITY    585055106      9127        176,150   SH           DEFINED    1                176,150
MELLON FINANCIAL CO         EQUITY    58551A108       659         14,200   SH           DEFINED    1                 14,200
MELLON FINL CORP            EQUITY    58551A108     12446        268,368   SH           DEFINED    2                268,368
MEMBERWORKS INC             EQUITY    586002107         3            100   SH           DEFINED    2                    100
MEMC ELECTR MATLS INC       EQUITY    552715104        33          2,600   SH           DEFINED    2                  2,600
MENS WEARHOUSE INC          EQUITY    587118100        22            776   SH           DEFINED    2                    776
MENTOR CORP MINN            EQUITY    587188103        43          2,737   SH           DEFINED    2                  2,737
MENTOR GRAPHICS             EQUITY    587200106        85          3,600   SH           DEFINED    1                  3,600
MENTOR GRAPHICS CORP        EQUITY    587200106      3142        133,362   SH           DEFINED    2                133,362
MERCANTILE BANKSHAR         EQUITY    587405101       167          4,600   SH           DEFINED    1                  4,600
MERCANTILE BANKSHARES
 CORP                       EQUITY    587405101        51          1,400   SH           DEFINED    2                  1,400
MERCATOR SOFTWARE INC       EQUITY    587587106      1265         76,353   SH           DEFINED    2                 76,353
</TABLE>


<PAGE>   79

<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>
MERCHANTS NY BANCORP INC    EQUITY    589167105         1             57   SH           DEFINED    2                     57
MERCK & CO.                 EQUITY    589331107      4932         66,250   SH           DEFINED    1                 66,250
MERCK + CO INC              EQUITY    589331107     85997      1,155,298   SH           DEFINED    2              1,155,298
MERCURY COMPUTER SYS INC    EQUITY    589378108         3            122   SH           DEFINED    2                    122
MERCURY GEN CORP NEW        EQUITY    589400100         4            158   SH           DEFINED    2                    158
MERCURY INTERACTIVE         EQUITY    589405109       392          2,500   SH           DEFINED    1                  2,500
MERCURY INTERACTIVE         EQUITY    589405109     65427        417,400   SH           DEFINED    3                400,400   17,000
MERCURY INTERACTIVE CORP    EQUITY    589405109     24136        153,980   SH           DEFINED    2                153,980
MEREDITH CORP               EQUITY    589433101        47          1,600   SH           DEFINED    1                  1,600
MEREDITH CORP               EQUITY    589433101        40          1,365   SH           DEFINED    2                  1,365
MERIDIAN GOLD INC           EQUITY    589975101       511         75,000   SH           DEFINED    4                 75,000
MERIDIAN INSURANCE GROUP
 INC                        EQUITY    589644103       161         11,000   SH           DEFINED    4                 11,000
MERIDIAN RESOURCE CORP      EQUITY    58977Q109         2            230   SH           DEFINED    2                    230
MERISTAR HOSPITALITY COM    EQUITY    58984y103       200          9,900   SH           DEFINED    3                           9,900
MERISTAR HOSPITALITY
 CORP                       EQUITY    58984Y103       476         23,489   SH           DEFINED    2                 23,489
MERIX CORP                  EQUITY    590049102      7107        109,650   SH           DEFINED    2                109,650
MERIX CORP COM              EQUITY    590049102     20455        315,600   SH           DEFINED    3                315,600
MERRILL LYNCH & CO.         EQUITY    590188108      1452         22,000   SH           DEFINED    1                 22,000
MERRILL LYNCH + CO INC      EQUITY    590188108     94025      1,424,616   SH           DEFINED    2              1,424,616
MESA AIR GROUP INC          EQUITY    590479101         1            209   SH           DEFINED    2                    209
MESABA HLDGS INC            EQUITY    59066B102         1            139   SH           DEFINED    2                    139
METACREATIONS CORP          EQUITY    591016100         2            183   SH           DEFINED    2                    183
METALINK LTD                EQUITY    M69897102       749         40,500   SH           DEFINED    2                 40,500
METALS USA INC              EQUITY    591324108         1            300   SH           DEFINED    2                    300
METASOLV SOFTWARE INC       EQUITY    591393103         2             53   SH           DEFINED    2                     53
METHODE ELECTRS INC         EQUITY    591520200     16814        379,451   SH           DEFINED    2                379,451
METHODE ELECTRS INC CL A    EQUITY    591520200     69123      1,559,900   SH           DEFINED    3              1,504,700   55,200
METLIFE CAP TR I            EQUITY    59156R207      2720         32,000   SH           DEFINED    2                 32,000
METLIFE INC                 EQUITY    59156R108      7856        300,000   SH           DEFINED    1                300,000
METLIFE INC                 EQUITY    59156R108      3106        118,610   SH           DEFINED    2                118,610
METRICOM INC                EQUITY    591596101       901         35,000   SH           DEFINED    1                 35,000
METRICOM INC                EQUITY    591596101         3            123   SH           DEFINED    2                    123
METRICOM INC                EQUITY    591596135                      100   SH           DEFINED    2                    100
METRIS COS INC              EQUITY    591598107     43714      1,106,693   SH           DEFINED    2              1,106,693
METRIS COS INC COM          EQUITY    591598107    179218      4,537,152   SH           DEFINED    3              4,365,798  171,354
METRO GOLDWYN MAYER INC
 NEW                        EQUITY    591610100         1             30   SH           DEFINED    2                     30
METROCALL INC               EQUITY    591647102         2            516   SH           DEFINED    2                    516
</TABLE>


<PAGE>   80

<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>
METROMEDIA FIBER NETWORK
 INC                        EQUITY    591689104      3357        138,070   SH           DEFINED    2                138,070
METROMEDIA INTER. GRP,
 INC                        EQUITY    591695101         1            356   SH           DEFINED    2                    356
METRONET COMMUNICATIONS
 CORP                       EQUITY    59169Y116         5             50   SH           DEFINED    2                     50
METTLER TOLEDO INTL INC     EQUITY    592688105        12            281   SH           DEFINED    2                    281
MGI PHARMA INC              EQUITY    552880106         2             75   SH           DEFINED    2                     75
MGIC INVESTMENT COR         EQUITY    552848103       196          3,200   SH           DEFINED    1                  3,200
MGIC INVESTMENT COR         EQUITY    552848103     14707        240,600   SH           DEFINED    3                199,300   41,300
MGIC INVT CORP WIS          EQUITY    552848103      5522         90,341   SH           DEFINED    2                 90,341
MGM MIRAGEINC               EQUITY    552953101      3344         87,562   SH           DEFINED    2                 87,562
MICHAEL FOODS INC NEW       EQUITY    594079105       115          4,936   SH           DEFINED    2                  4,936
MICHAELS STORES INC         EQUITY    594087108      2297         57,414   SH           DEFINED    2                 57,414
MICHAELS STORES INC COM     EQUITY    594087108     11796        294,900   SH           DEFINED    3                294,900
MICREL INC                  EQUITY    594793101       328          4,900   SH           DEFINED    1                  4,900
MICREL INC                  EQUITY    594793101       705         10,523   SH           DEFINED    2                 10,523
MICROCELL
 TELECOMMUNICATIONS         EQUITY    59501T304       360         12,400   SH           DEFINED    2                 12,400
MICROCHIP TECHNOLOG         EQUITY    595017104       223          6,750   SH           DEFINED    1                  6,750
MICROCHIP TECHNOLOGY INC    EQUITY    595017104     12280        371,428   SH           DEFINED    2                371,428
MICROMUSE INC               EQUITY    595094103     22536        112,155   SH           DEFINED    2                112,155
MICRON ELECTRONICS INC      EQUITY    595100108       122         13,562   SH           DEFINED    2                 13,562
MICRON TECHNOLOGY I         EQUITY    595112103       727         15,800   SH           DEFINED    1                 15,800
MICRON TECHNOLOGY INC       EQUITY    595112103     60777      1,321,230   SH           DEFINED    2              1,321,230
MICROS SYS INC              EQUITY    594901100        24          1,574   SH           DEFINED    2                  1,574
MICROSEMI CORP              EQUITY    595137100         2             43   SH           DEFINED    2                     43
MICROSOFT                   EQUITY    594918104     39700        658,240   SH           DEFINED    1                658,240
MICROSOFT CORP              EQUITY    594918104    284969      4,724,875   SH           DEFINED    2              4,724,875
MICROSTRATEGY INC           EQUITY    594972101         4            150   SH           DEFINED    2                    150
MICROTOUCH SYS INC          EQUITY    595145103         9          1,400   SH           DEFINED    2                  1,400
MICROVISION INC WASH        EQUITY    594960106         3             79   SH           DEFINED    2                     79
MID AMER APT CMNTYS INC     EQUITY    59522J103         1             62   SH           DEFINED    2                     62
MID AMER BANCORP            EQUITY    595915109                       16   SH           DEFINED    2                     16
MID ATLANTIC MED SVCS
 INC                        EQUITY    59523C107      1525        100,799   SH           DEFINED    2                100,799
MID STATE BANCSHARES        EQUITY    595440108         3            100   SH           DEFINED    2                    100
MID-AMER APT CMNTYS COM     EQUITY    59522J103       203          8,500   SH           DEFINED    3                           8,500
MIDAS INC                   EQUITY    595626102         1            100   SH           DEFINED    2                    100
MIDATLANTIC RLTY TR        CORPBOND   595232AA7      1688      1,500,000   PRN          DEFINED    4              1,500,000
MIDCOAST ENERGY RES COM     EQUITY    59563W104      2784        135,400   SH           DEFINED    3                135,400
MIDCOAST ENERGY RES INC     EQUITY    59563W104      1748         85,020   SH           DEFINED    2                 85,020
</TABLE>


<PAGE>   81

<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>
MIDWAY GAMES INC            EQUITY    598148104         1            194   SH           DEFINED    2                    194
MIDWEST EXPRESS HLDGS INC   EQUITY    597911106         2            100   SH           DEFINED    2                    100
MIH LTD TORTOLA             EQUITY    G6116R101       329         11,000   SH           DEFINED    2                 11,000
MILACRON INC                EQUITY    598709103         3            200   SH           DEFINED    2                    200
MILLENNIUM CELL INC         EQUITY    60038B105      1109         50,000   SH           DEFINED    2                 50,000
MILLENNIUM CELL INC COM     EQUITY    60038B105      1109         50,000   SH           DEFINED    3                 50,000
MILLENNIUM CHEMICALS INC    EQUITY    599903101      3772        254,665   SH           DEFINED    2                254,665
MILLENNIUM PHARMACEUTC
 COM                        EQUITY    599902103       774          5,300   SH           DEFINED    1                  5,300
MILLENNIUM PHARMACEUTC
 COM                        EQUITY    599902103      2191         15,000   SH           DEFINED    3                 11,700    3,300
MILLENNIUM
 PHARMACEUTICALS            EQUITY    599902103     59791        409,350   SH           DEFINED    2                409,350
MILLER HERMAN INC           EQUITY    600544100      4958        154,640   SH           DEFINED    2                154,640
MILLIPORE CORP              EQUITY    601073109        68          1,400   SH           DEFINED    1                  1,400
MILLIPORE CORP              EQUITY    601073109     30806        636,000   SH           DEFINED    3                599,800   36,200
MILLIPORE CORP              EQUITY    601073109      1013         20,917   SH           DEFINED    2                 20,917
MILLS CORP                  EQUITY    601148109         3            133   SH           DEFINED    2                    133
MINAS BUENAVENTURA-         EQUITY    204448104       201         14,200   SH           DEFINED    1                 14,200
MINE SAFETY APPLIANCES
 CO                         EQUITY    602720104                       18   SH           DEFINED    2                     18
MINERALS TECHNOLOGI         EQUITY    603158106        55          1,200   SH           DEFINED    1                  1,200
MINERALS TECHNOLOGIES
 INC                        EQUITY    603158106      1537         33,412   SH           DEFINED    2                 33,412
MINIMED INC                 EQUITY    60365K108       331          3,700   SH           DEFINED    1                  3,700
MINIMED INC                 EQUITY    60365K108        62            692   SH           DEFINED    2                    692
MINNESOTA MINING &          EQUITY    604059105      1048         11,500   SH           DEFINED    1                 11,500
MINNESOTA MNG + MFG CO      EQUITY    604059105     18346        201,325   SH           DEFINED    2                201,325
MIPS TECHNOLOGIES INC       EQUITY    604567107        11            234   SH           DEFINED    2                    234
MIPS TECHNOLOGIES INC       EQUITY    604567206      3510         91,171   SH           DEFINED    2                 91,171
MIRAVANT MED
 TECHNOLOGIES               EQUITY    604690107         2             71   SH           DEFINED    2                     71
MITCHELL ENERGY & DEV
 CL A                       EQUITY    606592202     20352        436,500   SH           DEFINED    3                426,900    9,600
MITCHELL ENERGY + DEV
 CORP                       EQUITY    606592202      5160        110,661   SH           DEFINED    2                110,661
MKS INSTRS INC              EQUITY    55306N104       351         12,819   SH           DEFINED    2                 12,819
MMC NETWORKS INC            EQUITY    55308N102      8992         71,085   SH           DEFINED    2                 71,085
MOBILE MINI                 EQUITY    60740F105     12640        656,600   SH           DEFINED    3                656,600
MOBILE MINI INC             EQUITY    60740F105     11025        572,731   SH           DEFINED    2                572,731
MODEM MEDIA POPPE TYSON
 INC                        EQUITY    607533106                       94   SH           DEFINED    2                     94
MODINE MFG CO               EQUITY    607828100        48          1,700   SH           DEFINED    1                  1,700
MODINE MFG CO               EQUITY    607828100         3            112   SH           DEFINED    2                    112
MODIS PROFESSIONAL          EQUITY    607830106        29          5,600   SH           DEFINED    1                  5,600
MODIS PROFESSIONAL SVCS
 INC                        EQUITY    607830106        16          3,118   SH           DEFINED    2                  3,118
</TABLE>


<PAGE>   82

<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>
MOHAWK INDS INC             EQUITY    608190104         6            282   SH           DEFINED    2                    282
MOHAWK INDUSTRIES I         EQUITY    608190104        68          3,100   SH           DEFINED    1                  3,100
MOLECULAR DEVICES CORP      EQUITY    60851C107        11            110   SH           DEFINED    2                    110
MOLEX INC                   EQUITY    608554101       299          5,500   SH           DEFINED    1                  5,500
MOLEX INC                   EQUITY    608554101     22606        415,269   SH           DEFINED    2                415,269
MOLEX INC                   EQUITY    608554200       554         13,375   SH           DEFINED    2                 13,375
MONACO COACH CORP           EQUITY    60886R103         1             82   SH           DEFINED    2                     82
MONDAVI ROBERT CORP         EQUITY    609200100         1             34   SH           DEFINED    2                     34
MONTANA POWER CO            EQUITY    612085100       204          6,100   SH           DEFINED    1                  6,100
MONTANA PWR CO              EQUITY    612085100      6105        182,924   SH           DEFINED    2                182,924
MONY GROUP INC              EQUITY    615337102       104          2,600   SH           DEFINED    1                  2,600
MONY GROUP INC              EQUITY    615337102         5            123   SH           DEFINED    2                    123
MOOG INC                    EQUITY    615394202        70          2,324   SH           DEFINED    2                  2,324
MORGAN J P + CO INC         EQUITY    616880100     19751        120,894   SH           DEFINED    2                120,894
MORGAN J.P.                 EQUITY    616880100      4803         29,400   SH           DEFINED    1                 29,400
MORGAN KEEGAN INC           EQUITY    617410105         2            130   SH           DEFINED    2                    130
MORGAN STANLEY ASIA PAC
 FD INC                     EQUITY    61744U106       170         18,000   SH           DEFINED    2                 18,000
MORGAN STANLEY DEAN         EQUITY    617446448      2942         32,180   SH           DEFINED    1                 32,180
MORGAN STANLEY DEAN
 WITTER+CO                  EQUITY    617446448    280129      3,063,614   SH           DEFINED    2              3,063,614
MORGAN STANLEY DW I         EQUITY    61745C105       819         78,900   SH           DEFINED    1                 78,900
MORRISON MGMT
 SPECIALISTS INC            EQUITY    618459101         1             48   SH           DEFINED    2                     48
MOTIENT CORP                EQUITY    619908106         4            268   SH           DEFINED    2                    268
MOTIENT CORP                EQUITY    619908114       190          4,915   SH           DEFINED    2                  4,915
MOTOROLA INC                EQUITY    620076109     14065        497,882   SH           DEFINED    1                497,882
MOTOROLA INC               CORPBOND   620076AJ8      2974      3,003,000   PRN          DEFINED    4              3,003,000
MOTOROLA INC                EQUITY    620076109     92329      3,267,457   SH           DEFINED    2              3,267,457
MP3 COM INC                 EQUITY    62473M109                      109   SH           DEFINED    2                    109
MPOWER COMMUNICAT CORP
 COM                        EQUITY    62473J106      1700        195,000   SH           DEFINED    3                195,000
MPOWER COMMUNICATIONS
 CORP                       EQUITY    62473J106      3196        366,540   SH           DEFINED    2                366,540
MPOWER COMMUNICATIONS
 CORP                       EQUITY    62473J205       429         30,400   SH           DEFINED    2                 30,400
MRV COMMUNICATIONS INC     CORPBOND   553477AB6     94273     27,928,000   PRN          DEFINED    4             27,928,000
MRV COMMUNICATIONS INC      EQUITY    553477100      1237         27,307   SH           DEFINED    2                 27,307
MSC INDL DIRECT INC         EQUITY    553530106       271         17,759   SH           DEFINED    2                 17,759
MSC SOFTWARE CORP           EQUITY    553531104       166         15,700   SH           DEFINED    4                 15,700
MTI TECHNOLOGY CORP         EQUITY    553903105         1            248   SH           DEFINED    2                    248
MUELLER INDS INC            EQUITY    624756102         5            210   SH           DEFINED    2                    210
MULTEX SYS INC              EQUITY    625367107        17          1,017   SH           DEFINED    2                  1,017
</TABLE>


<PAGE>   83

<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>
MULTIMEDIA GAMES INC        EQUITY    625453113        21         29,700   SH           DEFINED    4                 29,700
MURPHY OIL CORP             EQUITY    626717102       169          2,600   SH           DEFINED    1                  2,600
MURPHY OIL CORP             EQUITY    626717102      7570        116,794   SH           DEFINED    2                116,794
MUSICLAND STORES INC        EQUITY    62758B109         1            200   SH           DEFINED    2                    200
MUTUAL RISK MGMT LTD        EQUITY    628351108       373         17,000   SH           DEFINED    2                 17,000
MYERS IND INC               EQUITY    628464109         2            184   SH           DEFINED    2                    184
MYLAN LABORATORIES          EQUITY    628530107       202          7,500   SH           DEFINED    1                  7,500
MYLAN LABS INC              EQUITY    628530107        12            433   SH           DEFINED    2                    433
MYND CORP                   EQUITY    628551103         4            272   SH           DEFINED    2                    272
MYPOINTS COM INC            EQUITY    62855T102         1            131   SH           DEFINED    2                    131
MYRIAD GENETICS INC         EQUITY    62855J104     18261        212,338   SH           DEFINED    2                212,338
NABI INC                    EQUITY    628716102         3            359   SH           DEFINED    2                    359
NABISCO GROUP HLDG CORP     EQUITY    62952P102      1617         56,753   SH           DEFINED    2                 56,753
NABISCO GROUP HOLDI         EQUITY    62952P102       276          9,700   SH           DEFINED    1                  9,700
NABISCO HLDGS CORP          EQUITY    629526104         9            169   SH           DEFINED    2                    169
NABORS INDS INC             EQUITY    629568106       445          8,500   SH           DEFINED    1                  8,500
NABORS INDS INC             EQUITY    629568106     47008        897,100   SH           DEFINED    3                839,700   57,400
NABORS INDUSTRIES INC       EQUITY    629568106     65172      1,243,735   SH           DEFINED    2              1,243,735
NACCO INDS INC              EQUITY    629579103         1             18   SH           DEFINED    2                     18
NAME INC                    EQUITY    62986K103        39         72,000   SH           DEFINED    2                 72,000
NANOGEN INC                 EQUITY    630075109      4108        212,000   SH           DEFINED    1                212,000
NANOGEN INC                 EQUITY    630075109         2             85   SH           DEFINED    2                     85
NANOMETRICS INC             EQUITY    630077105         2             41   SH           DEFINED    2                     41
NATIONAL AUSTRALIA BK
 LTD                        EQUITY    632525309     17878        701,100   SH           DEFINED    4                701,100
NATIONAL BANK OF GR         EQUITY    633643408      1291        153,028   SH           DEFINED    1                153,028
NATIONAL BK CDA MONTREAL
 QUE                        EQUITY    633067103      2247        142,325   SH           DEFINED    2                142,325
NATIONAL CITY CORP          EQUITY    635405103       394         17,800   SH           DEFINED    1                 17,800
NATIONAL CITY CORP          EQUITY    635405103      1118         50,530   SH           DEFINED    2                 50,530
NATIONAL COMM BANCORP       EQUITY    635449101       101          5,082   SH           DEFINED    2                  5,082
NATIONAL COMMERCE B         EQUITY    635449101       235         11,790   SH           DEFINED    1                 11,790
NATIONAL DATA CORP          EQUITY    635621105      3156         96,180   SH           DEFINED    2                 96,180
NATIONAL DISC BROKERS
 GROUP                      EQUITY    635646102         3            112   SH           DEFINED    2                    112
NATIONAL EQUIPMENT SERV     EQUITY    635847106       366         75,000   SH           DEFINED    1                 75,000
NATIONAL FUEL GAS C         EQUITY    636180101       123          2,200   SH           DEFINED    1                  2,200
NATIONAL FUEL GAS CO N J    EQUITY    636180101      2231         39,800   SH           DEFINED    2                 39,800
NATIONAL GOLF PPTYS INC     EQUITY    63623G109         3            140   SH           DEFINED    2                    140
NATIONAL HEALTH INVS INC    EQUITY    63633D104         1            149   SH           DEFINED    2                    149
</TABLE>


<PAGE>   84

<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>
NATIONAL INFORMATION
 CONSORTM                   EQUITY    636491102                       73   SH           DEFINED    2                     73
NATIONAL INSTRS CORP        EQUITY    636518102      1529         34,642   SH           DEFINED    2                 34,642
NATIONAL OILWELL INC        EQUITY    637071101     15939        510,048   SH           DEFINED    2                510,048
NATIONAL PENN BANCSHARES
 INC                        EQUITY    637138108         3            176   SH           DEFINED    2                    176
NATIONAL PRESTO INDS INC    EQUITY    637215104      1443         48,200   SH           DEFINED    2                 48,200
NATIONAL SEMICONDUC         EQUITY    637640103       193          4,800   SH           DEFINED    1                  4,800
NATIONAL SEMICONDUCTOR
 CORP                       EQUITY    637640103      1498         37,213   SH           DEFINED    2                 37,213
NATIONAL SERVICE IN         EQUITY    637657107        23          1,200   SH           DEFINED    1                  1,200
NATIONAL STEEL CORP         EQUITY    637844309                      123   SH           DEFINED    2                    123
NATIONAL SVC INDS INC       EQUITY    637657107      3310        169,180   SH           DEFINED    2                169,180
NATIONAL-OILWELL INC COM    EQUITY    637071101     60300      1,929,600   SH           DEFINED    3              1,886,300   43,300
NATIONSRENT INC             EQUITY    638588103         1            159   SH           DEFINED    2                    159
NATIONWIDE FINL SVCS
CL A                        EQUITY    638612101     20979        561,300   SH           DEFINED    3                522,500   38,800
NATIONWIDE FINL SVCS INC    EQUITY    638612101     13178        352,589   SH           DEFINED    2                352,589
NATIONWIDE HEALTH PPTYS
 INC                        EQUITY    638620104         3            216   SH           DEFINED    2                    216
NATURAL MICROSYSTEMS
 CORP                       EQUITY    638882100      5380        100,000   SH           DEFINED    4                100,000
NATURAL MICROSYSTEMS
 CORP                       EQUITY    638882100      1700         31,606   SH           DEFINED    2                 31,606
NAUTICA ENTERPRISES INC     EQUITY    639089101         2            138   SH           DEFINED    2                    138
NAVIGANT CONSULTING         EQUITY    63935N107         8          2,400   SH           DEFINED    1                  2,400
NAVIGANT CONSULTING CO      EQUITY    63935N107         1            244   SH           DEFINED    2                    244
NAVISITE INC                EQUITY    63935M109         2             82   SH           DEFINED    2                     82
NAVISTAR INTERNATIO         EQUITY    63934E108        57          1,900   SH           DEFINED    1                  1,900
NAVISTAR INTL CORP INC      EQUITY    63934E108        18            599   SH           DEFINED    2                    599
NB CAP CORP                 EQUITY    62874N607       238         10,000   SH           DEFINED    2                 10,000
NBC INTERNET INC            EQUITY    62873D105         2            254   SH           DEFINED    2                    254
NBT BANCORP INC             EQUITY    628778102         1            105   SH           DEFINED    2                    105
NBTY INC                    EQUITY    628782104         2            318   SH           DEFINED    2                    318
NCH CORP.                   EQUITY    628850109        11            300   SH           DEFINED    1                    300
NCI BLDG SYS INC            EQUITY    628852105         1            100   SH           DEFINED    2                    100
NCO GROUP INC               EQUITY    628858102        17          1,400   SH           DEFINED    1                  1,400
NCO GROUP INC               EQUITY    628858102       953         80,285   SH           DEFINED    2                 80,285
NCR CORP NEW                EQUITY    62886E108        39          1,020   SH           DEFINED    2                  1,020
NCR CORPORATION             EQUITY    62886E108       100          2,650   SH           DEFINED    1                  2,650
NEBCO EVANS HLDG CO         EQUITY    639515402                      422   SH           DEFINED    2                    422
NEIMAN MARCUS GROUP         EQUITY    640204202        91          2,800   SH           DEFINED    1                  2,800
NEIMAN MARCUS GROUP         EQUITY    640204202         7            207   SH           DEFINED    2                    207
NEOFORMA COM INC            EQUITY    640475109         1            149   SH           DEFINED    2                    149
</TABLE>


<PAGE>   85

<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>
NEON COMMUNICATIONS INC     EQUITY    640506101         1             41   SH           DEFINED    2                     41
NEON SYS INC                EQUITY    640509105                       32   SH           DEFINED    2                     32
NEORX CORP                  EQUITY    640520300         3            104   SH           DEFINED    2                    104
NEOSE TECHNOLOGIES INC      EQUITY    640522108         3             54   SH           DEFINED    2                     54
NET PERCEPTIONS INC         EQUITY    64107U101                      100   SH           DEFINED    2                    100
NET2000 COMMUNICATION
 INC                        EQUITY    64122G103         1            100   SH           DEFINED    2                    100
NET2PHONE INC               EQUITY    64108N106         2             92   SH           DEFINED    2                     92
NETBANK INC                 EQUITY    640933107         3            217   SH           DEFINED    2                    217
NETCENTIVES INC             EQUITY    64108P101         1            190   SH           DEFINED    2                    190
NETCREATIONS INC            EQUITY    64110N102                       33   SH           DEFINED    2                     33
NETCURRENTS INC             EQUITY    64110J119         2         13,000   SH           DEFINED    4                 13,000
NETEGRITY INC               EQUITY    64110P107     11666        166,654   SH           DEFINED    2                166,654
NETIQ                       EQUITY    64115P102       693         10,544   SH           DEFINED    2                 10,544
NETOBJECTS INC              EQUITY    64114L102                      106   SH           DEFINED    2                    106
NETOPIA INC                 EQUITY    64114K104         7            623   SH           DEFINED    2                    623
NETRO CORP                  EQUITY    64114R109     19346        326,516   SH           DEFINED    2                326,516
NETSCOUT SYS INC            EQUITY    64115T104      8731        367,600   SH           DEFINED    2                367,600
NETSCOUT SYS INC COM        EQUITY    64115T104      8728        367,500   SH           DEFINED    3                367,500
NETSILICON INC              EQUITY    64115X105      4004        191,255   SH           DEFINED    2                191,255
NETSILICON INC COM          EQUITY    64115X105      4003        191,200   SH           DEFINED    3                191,200
NETSOLVE INC                EQUITY    64115J106         1            107   SH           DEFINED    2                    107
NETWORK ACCESS SOLUTIONS
 CORP                       EQUITY    64120S109                      100   SH           DEFINED    2                    100
NETWORK APPLIANCE I         EQUITY    64120L104      5229         41,050   SH           DEFINED    1                 41,050
NETWORK APPLIANCE INC       EQUITY    64120L104     48664        382,050   SH           DEFINED    2                382,050
NETWORK COMM INC            EQUITY    64122T105         1            214   SH           DEFINED    2                    214
NETWORK EQUIP
 TECHNOLOGIES               EQUITY    641208103         2            141   SH           DEFINED    2                    141
NETWORK PERIPHERALS INC     EQUITY    64121R100         2            135   SH           DEFINED    2                    135
NETWORK PLUS CORP          CORPBOND   64122D605      7434        415,500   PRN          DEFINED    4                415,500
NETWORK PLUS CORP           EQUITY    64122D506         1            155   SH           DEFINED    2                    155
NETWORKS ASSOCIATES         EQUITY    640938106       183          8,100   SH           DEFINED    1                  8,100
NETWORKS ASSOCS INC         EQUITY    640938106        33          1,463   SH           DEFINED    2                  1,463
NETZERO INC                 EQUITY    64122R109                      200   SH           DEFINED    2                    200
NEUBERGER BERMAN INC        EQUITY    641234109         6            105   SH           DEFINED    2                    105
NEUROCRINE BIOSCIENCES
 INC                        EQUITY    64125C109         5            114   SH           DEFINED    2                    114
NEUROGEN CORP               EQUITY    64124E106         3            100   SH           DEFINED    2                    100
NEW ENGLAND BUSINESS SVC
 INC                        EQUITY    643872104         2            130   SH           DEFINED    2                    130
NEW ERA OF NETWORKS INC     EQUITY    644312100         4            155   SH           DEFINED    2                    155
</TABLE>


<PAGE>   86

<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 FOCUS INC               EQUITY    644383101      5502         69,732   SH           DEFINED    2                 69,732
NEW JERSEY RES CORP         EQUITY    646025106         4            100   SH           DEFINED    2                    100
NEW PLAN EXCEL REALTY
 TRUST                      EQUITY    648053106      3874        283,000   SH           DEFINED    1                283,000
NEW PLAN EXCEL REALTY
 TRUST                      EQUITY    648053106      5906        431,500   SH           DEFINED    3                369,300   62,200
NEW PLAN EXCEL RLTY TR
 INC                        EQUITY    648053106      1357         99,151   SH           DEFINED    2                 99,151
NEW YORK TIMES              EQUITY    650111107       208          5,300   SH           DEFINED    1                  5,300
NEW YORK TIMES CO           EQUITY    650111107      6207        157,891   SH           DEFINED    2                157,891
NEWELL FINL TR I            EQUITY    651195307      1332         36,500   SH           DEFINED    2                 36,500
NEWELL RUBBERMAID I         EQUITY    651229106       191          8,388   SH           DEFINED    1                  8,388
NEWELL RUBBERMAID INC       EQUITY    651229106      3795        166,376   SH           DEFINED    2                166,376
NEWFIELD EXPL CO            EQUITY    651290108     13906        297,843   SH           DEFINED    2                297,843
NEWMONT MINING CORP         EQUITY    651639106        85          4,973   SH           DEFINED    1                  4,973
NEWMONT MNG CORP            EQUITY    651639106        44          2,616   SH           DEFINED    2                  2,616
NEWPARK RES INC             EQUITY    651718504        50          5,400   SH           DEFINED    2                  5,400
NEWPORT CORP                EQUITY    651824104     37063        232,713   SH           DEFINED    2                232,713
NEWPORT NEWS SHIPBU         EQUITY    652228107        78          1,800   SH           DEFINED    1                  1,800
NEWPORT NEWS
 SHIPBUILDING INC           EQUITY    652228107         7            154   SH           DEFINED    2                    154
NEWS CORP LTD               EQUITY    652487703     52993        945,242   SH           DEFINED    2                945,242
NEWS CORP LTD               EQUITY    652487802     57989      1,237,100   SH           DEFINED    2              1,237,100
NEXELL THERAPEUTICS INC     EQUITY    65332H203         1            111   SH           DEFINED    2                    111
NEXT LEVEL
 COMMUNICATIONS INC         EQUITY    65333U104         7            111   SH           DEFINED    2                    111
NEXTCARD INC                EQUITY    65332K107         2            210   SH           DEFINED    2                    210
NEXTEL COMMUNICATIO         EQUITY    65332V103      1005         21,500   SH           DEFINED    1                 21,500
NEXTEL COMMUNICATIONS
 INC                        EQUITY    65332V103     12683        271,299   SH           DEFINED    2                271,299
NEXTEL COMMUNICATIONS
 INC                        EQUITY    65332V707      7751          8,074   SH           DEFINED    2                  8,074
NEXTEL PARTNERS INC         EQUITY    65333F107     1,456         50,000   SH           DEFINED    1                 50,000
NEXTEL PARTNERS INC         EQUITY    65333F107         4            121   SH           DEFINED    2                    121
NEXTLINK COMMUNICATIONS
 INC                        EQUITY    65333H707      5475        155,590   SH           DEFINED    2                155,590
NEXTLINK COMMUNICATIONS
 INC                        EQUITY    65333H863      2615         15,800   SH           DEFINED    2                 15,800
NEXTLINK COMMUNICATIONS
 INS                        EQUITY    65333H830       446            564   SH           DEFINED    2                    564
NHANCEMENT TECHNOLOGIES
 INC                        EQUITY    65334P104         1             88   SH           DEFINED    2                     88
NIAGARA MOHAWK HLDGS INC    EQUITY    653520106      1482         94,074   SH           DEFINED    2                 94,074
NIAGARA MOHAWK HOLD         EQUITY    653520106        80          5,100   SH           DEFINED    1                  5,100
NICE SYS LTD                EQUITY    653656108       822         11,410   SH           DEFINED    2                 11,410
NICOR INC                   EQUITY    654086107        51          1,400   SH           DEFINED    1                  1,400
NICOR INC                   EQUITY    654086107      1787         49,393   SH           DEFINED    2                 49,393
NIKE INC                    EQUITY    654106103      3176         79,265   SH           DEFINED    2                 79,265
</TABLE>


<PAGE>   87

<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>
NIKE INC.                   EQUITY    654106103       316          7,900   SH           DEFINED    1                  7,900
NIPPON TELEG + TEL CORP     EQUITY    654624105      2466         50,320   SH           DEFINED    2                 50,320
NISOURCE INC                EQUITY    65473P105       171          7,000   SH           DEFINED    1                  7,000
NISOURCE INC                EQUITY    65473P105      1629         66,850   SH           DEFINED    2                 66,850
NISOURCE INC                EQUITY    65473P303       384          8,000   SH           DEFINED    2                  8,000
NL INDS INC                 EQUITY    629156407         4            200   SH           DEFINED    2                    200
NOBLE AFFILIATES IN         EQUITY    654894104       119          3,200   SH           DEFINED    1                  3,200
NOBLE AFFILIATES INC        EQUITY    654894104      2357         63,484   SH           DEFINED    2                 63,484
NOBLE DRILLING CORP         EQUITY    655042109       392          7,800   SH           DEFINED    1                  7,800
NOBLE DRILLING CORP         EQUITY    655042109     58242      1,159,036   SH           DEFINED    2              1,159,036
NOKIA CORP                  EQUITY    654902204    218012      5,475,953   SH           DEFINED    2              5,475,953
Nokia Corp ADR              EQUITY    654902204       358          9,000   SH           DEFINED    1                  9,000
NORDSON CORP                EQUITY    655663102        51          1,800   SH           DEFINED    1                  1,800
NORDSON CORP                EQUITY    655663102      1229         43,200   SH           DEFINED    2                 43,200
NORDSTROM INC               EQUITY    655664100        47          3,024   SH           DEFINED    2                  3,024
NORDSTROM INC.              EQUITY    655664100        67          4,300   SH           DEFINED    1                  4,300
NORFOLK AND SOUTHER         EQUITY    655844108       167         11,400   SH           DEFINED    1                 11,400
NORFOLK SOUTHN CORP         EQUITY    655844108      7015        479,675   SH           DEFINED    2                479,675
NORMANDY MINING LTD         EQUITY    664520004        26         47,684   SH           DEFINED    2                 47,684
NORSK HYDRO A S             EQUITY    656531605      1299         30,700   SH           DEFINED    2                 30,700
NORTEK INC                  EQUITY    656559101         1             37   SH           DEFINED    2                     37
NORTEL NETWORKS COR         EQUITY    656568102     30328        509,170   SH           DEFINED    1                509,170
NORTEL NETWORKS CORP        EQUITY    656568102    278761      4,680,147   SH           DEFINED    2              4,680,147
NORTEL NETWORKS CORP        EQUITY    656568953      1431         23,871   SH           DEFINED    2                 23,871
NORTH FORK BANCORPO         EQUITY    659424105       218         10,100   SH           DEFINED    1                 10,100
NORTH FORK
 BANCORPORATION INC         EQUITY    659424105       469         21,677   SH           DEFINED    2                 21,677
NORTH PITTSBURGH SYS INC    EQUITY    661562108         1            100   SH           DEFINED    2                    100
NORTHEAST UTILS             EQUITY    664397106       187          8,600   SH           DEFINED    1                  8,600
NORTHEAST UTILS             EQUITY    664397106       261         12,023   SH           DEFINED    2                 12,023
NORTHERN TRUST CORP         EQUITY    665859104       576          6,480   SH           DEFINED    1                  6,480
NORTHERN TRUST CORP         EQUITY    665859104      3605         40,568   SH           DEFINED    2                 40,568
NORTHPOINT
 COMMUNICATIONS HLDG        EQUITY    666610100      1671        188,291   SH           DEFINED    2                188,291
NORTHROP GRUMMAN CO         EQUITY    666807102       182          2,000   SH           DEFINED    1                  2,000
NORTHROP GRUMMAN CORP       EQUITY    666807102       156          1,715   SH           DEFINED    2                  1,715
NORTHWAY FINANCIAL          EQUITY    667270102      1046         45,010   SH           DEFINED    1                 45,010
NORTHWEST AIRLS CORP        EQUITY    667280101      6636        270,169   SH           DEFINED    2                270,169
NORTHWEST BANCORP INC PA    EQUITY    667328108         2            249   SH           DEFINED    2                    249
</TABLE>


<PAGE>   88

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
NORTHWEST NAT GAS CO        EQUITY    667655104      1078         47,400   SH           DEFINED    2                 47,400
NORTHWEST NATURAL G         EQUITY    667655104        18            800   SH           DEFINED    1                    800
NORTHWESTERN CORP           EQUITY    668074107         2            100   SH           DEFINED    2                    100
NOVA CORP GA                EQUITY    669784100      6945        405,525   SH           DEFINED    2                405,525
NOVA CORP/GEORGIA           EQUITY    669784100        69          4,000   SH           DEFINED    1                  4,000
NOVADIGM INC                EQUITY    669937104         1             53   SH           DEFINED    2                     53
NOVELL INC                  EQUITY    670006105      8374        842,689   SH           DEFINED    2                842,689
NOVELL INC.                 EQUITY    670006105       101         10,200   SH           DEFINED    1                 10,200
NOVELLUS SYS INC            EQUITY    670008101     24792        532,441   SH           DEFINED    2                532,441
NOVELLUS SYSTEMS IN         EQUITY    670008101       182          3,900   SH           DEFINED    1                  3,900
NOVEN PHARMACEUTICALS
 INC                        EQUITY    670009109        23            545   SH           DEFINED    2                    545
NOVOGEN LTD                 EQUITY    664824901       205        105,000   SH           DEFINED    2                105,000
NOVOSTE CORP                EQUITY    67010C100         4            101   SH           DEFINED    2                    101
NPS PHARMACEUTICALS INC     EQUITY    62936P103       493          8,713   SH           DEFINED    2                  8,713
NRG ENERGY INC              EQUITY    629377102     11009        301,620   SH           DEFINED    1                301,620
NRG ENERGY INC              EQUITY    629377102      8200        224,651   SH           DEFINED    2                224,651
NS GROUP INC                EQUITY    628916108         1             71   SH           DEFINED    2                     71
NSTAR                       EQUITY    67019E107       129          3,200   SH           DEFINED    1                  3,200
NSTAR                       EQUITY    67019E107         7            181   SH           DEFINED    2                    181
NTL INC                     EQUITY    629407107     39679        856,763   SH           DEFINED    2                856,763
NTL INC                     EQUITY    629407123        31            712   SH           DEFINED    2                    712
NU HORIZONS ELECTRS CORP    EQUITY    669908105       912         32,800   SH           DEFINED    4                 32,800
NU SKIN ENTERPRISES INC     EQUITY    67018T105         2            279   SH           DEFINED    2                    279
NUANCE COMMUNICATIONS       EQUITY    669967101      2960         24,336   SH           DEFINED    2                 24,336
NUCENTRIX BROADBAND
 NETWORKS                   EQUITY    670198100         1             32   SH           DEFINED    2                     32
NUCOR CORP                  EQUITY    670346105        78          2,600   SH           DEFINED    1                  2,600
NUCOR CORP                  EQUITY    670346105       304         10,000   SH           DEFINED    4                 10,000
NUCOR CORP                  EQUITY    670346105      2644         87,767   SH           DEFINED    2                 87,767
NUEVO ENERGY CO             EQUITY    670509108         1             71   SH           DEFINED    2                     71
NUI CORP                    EQUITY    629430109         1             40   SH           DEFINED    2                     40
NUMERICAL TECHNOLOGIES
 INC                        EQUITY    67053T101         1             26   SH           DEFINED    2                     26
NUWAVE TECHNOLOGIES INC     EQUITY    67065M110        10         26,900   SH           DEFINED    4                 26,900
NVIDIA CORP                 EQUITY    67066G104       295          3,600   SH           DEFINED    1                  3,600
NVIDIA CORP                 EQUITY    67066G104      2866         35,000   SH           DEFINED    4                 35,000
NVIDIA CORP                 EQUITY    67066G104      3343         40,831   SH           DEFINED    2                 40,831
NVR INC                     EQUITY    62944T105         3             43   SH           DEFINED    2                     43
NX NETWORKS INC             EQUITY    629478108         2            248   SH           DEFINED    2                    248
</TABLE>


<PAGE>   89

<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>
NYFIX INC                   EQUITY    670712108         6            138   SH           DEFINED    2                    138
O CHARLEYS INC              EQUITY    670823103      1416        115,000   SH           DEFINED    2                115,000
O CHARLEYS INC COM          EQUITY    670823103      2301        186,900   SH           DEFINED    3                186,900
O REILLY AUTOMOTIVE INC     EQUITY    686091109       368         25,183   SH           DEFINED    2                 25,183
O2WIRELESS SOLUTIONS I
 COM                        EQUITY    689803104     10520        544,700   SH           DEFINED    3                544,700
O2WIRELESS SOLUTIONS INC    EQUITY    689803104      5794        300,000   SH           DEFINED    2                300,000
OAK TECHNOLOGY              EQUITY    671802106         7            245   SH           DEFINED    2                    245
OAKLEY INC                  EQUITY    673662102      3636        207,038   SH           DEFINED    2                207,038
OBJECTIVE SYS
 INTEGRATORS INC            EQUITY    674424106         1            165   SH           DEFINED    2                    165
OBJECTSOFT CORP             EQUITY    674427117         5         41,000   SH           DEFINED    4                 41,000
OCCIDENTAL PETE CORP        EQUITY    674599105       716         32,831   SH           DEFINED    2                 32,831
OCCIDENTAL PETROLEU         EQUITY    674599105      4917        225,400   SH           DEFINED    1                225,400
OCCIDENTE Y CARIBE
 CELULAR SA                 EQUITY    674608112        67         28,400   SH           DEFINED    2                 28,400
OCEAN ENERGY CORPOR         EQUITY    67481E106       150          9,700   SH           DEFINED    1                  9,700
OCEAN ENERGY CORPOR         EQUITY    67481E106     15583      1,009,400   SH           DEFINED    3                877,000  132,400
OCEAN ENERGY INC TEX        EQUITY    67481E106      4797        310,709   SH           DEFINED    2                310,709
OCEANEERING INTL INC        EQUITY    675232102         2            138   SH           DEFINED    2                    138
OCEANFIRST FINL CORP        EQUITY    675234108                       24   SH           DEFINED    2                     24
OCULAR SCIENCES INC         EQUITY    675744106         1            104   SH           DEFINED    2                    104
OCWEN FINL CORP             EQUITY    675746101         1            241   SH           DEFINED    2                    241
ODWALLA INC                 EQUITY    676111107       228         24,700   SH           DEFINED    4                 24,700
OFFICE DEPOT INC            EQUITY    676220106       305         39,035   SH           DEFINED    2                 39,035
OFFICE DEPOT INC           CORPBOND   676220AB2       718      1,000,000   PRN          DEFINED    4              1,000,000
OFFICE DEPOT INC            EQUITY    676220106        75          9,600   SH           DEFINED    1                  9,600
OFFICE MAX INC              EQUITY    67622M108         2            654   SH           DEFINED    2                    654
OFFICEMAX INC               EQUITY    67622M108        23          6,500   SH           DEFINED    1                  6,500
OFFICEMAX INC               EQUITY    67622M108        55         15,400   SH           DEFINED    4                 15,400
OFFSHORE LOGISTICS INC     CORPBOND   676255AF9      5624      5,739,000   PRN          DEFINED    4              5,739,000
OFFSHORE LOGISTICS INC      EQUITY    676255102      7047        394,215   SH           DEFINED    2                394,215
OGDEN CORP                  EQUITY    676346109        38          2,800   SH           DEFINED    1                  2,800
OGDEN CORP                  EQUITY    676346109         4            324   SH           DEFINED    2                    324
OGE ENERGY CORP             EQUITY    670837103        10            490   SH           DEFINED    2                    490
OGE ENERGY CORP.            EQUITY    670837103        96          4,500   SH           DEFINED    1                  4,500
OHIO CAS CORP               EQUITY    677240103         3            525   SH           DEFINED    2                    525
OHIO CASUALTY CORP          EQUITY    677240103        22          3,500   SH           DEFINED    1                  3,500
OLD KENT FINANCIAL          EQUITY    679833103       122          4,200   SH           DEFINED    1                  4,200
OLD KENT FINL CORP          EQUITY    679833103        35          1,216   SH           DEFINED    2                  1,216
</TABLE>


<PAGE>   90

<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>
OLD NATL BANCORP IND        EQUITY    680033107         6            198   SH           DEFINED    2                    198
OLD REP INTL CORP           EQUITY    680223104       205          8,500   SH           DEFINED    4                  8,500
OLD REP INTL CORP           EQUITY    680223104     71519      2,972,200   SH           DEFINED    3              2,898,500   73,700
OLD REP INTL CORP           EQUITY    680223104       888         36,900   SH           DEFINED    1                 36,900
OLD REP INTL CORP           EQUITY    680223104     19629        815,759   SH           DEFINED    2                815,759
OLIN CORP                   EQUITY    680665205        42          2,600   SH           DEFINED    1                  2,600
OLIN CORP                   EQUITY    680665205         4            247   SH           DEFINED    2                    247
OLYMPIC FINL LTD            EQUITY    681593125                    1,300   SH           DEFINED    2                  1,300
OM GROUP INC                EQUITY    670872100       102          2,334   SH           DEFINED    2                  2,334
OMEGA FINL CORP             EQUITY    682092101                       12   SH           DEFINED    2                     12
OMNICARE INC                EQUITY    681904108        85          5,300   SH           DEFINED    1                  5,300
OMNICARE INC                EQUITY    681904108      1342         83,237   SH           DEFINED    2                 83,237
OMNICOM GROUP               EQUITY    681919106      4961         68,015   SH           DEFINED    2                 68,015
OMNICOM GROUP INC           EQUITY    681919106       372          5,100   SH           DEFINED    1                  5,100
OMNICOM GROUP INC          CORPBOND   681919AE6    115723     50,032,000   PRN          DEFINED    4             50,032,000
OMNOVA SOLUTIONS INC        EQUITY    682129101         1            200   SH           DEFINED    2                    200
ON ASSIGNMENT INC           EQUITY    682159108      3038         96,817   SH           DEFINED    2                 96,817
ON COMMAND CORP             EQUITY    682160106         1            100   SH           DEFINED    2                    100
ON SEMICONDUCTOR CORP       EQUITY    682189105         2            173   SH           DEFINED    2                    173
ON2 COM INC                 EQUITY    68338A107                      177   SH           DEFINED    2                    177
ONEIDA LTD                  EQUITY    682505102         1            100   SH           DEFINED    2                    100
ONEOK                       EQUITY    682680103        30            750   SH           DEFINED    1                    750
ONEOK INC NEW               EQUITY    682680103        16            415   SH           DEFINED    2                    415
ONEPOINT COMMUNICATIONS
 CORP                       EQUITY    68272T112        30            370   SH           DEFINED    2                    370
ONI SYS CORP                EQUITY    68273F103      4728         56,685   SH           DEFINED    2                 56,685
ON-SITE SOURCING INC        EQUITY    682195110         4         13,200   SH           DEFINED    4                 13,200
ONVIA COM INC               EQUITY    68338T106                       89   SH           DEFINED    2                     89
ONYX SOFTWARE CORP          EQUITY    683402101         3            128   SH           DEFINED    2                    128
OPEN MKT INC                EQUITY    68370M100         2            256   SH           DEFINED    2                    256
OPINION RESH CORP           EQUITY    683755102       166         22,900   SH           DEFINED    4                 22,900
OPNET TECHNOLOGIES INC      EQUITY    683757108        18            500   SH           DEFINED    2                    500
OPTICAL CABLE CORP          EQUITY    683827109         1             57   SH           DEFINED    2                     57
ORACLE CORP                 EQUITY    68389X105    212399      2,697,132   SH           DEFINED    2              2,697,132
ORACLE SYSTEMS              EQUITY    68389X105     36327        461,300   SH           DEFINED    1                461,300
ORATEC INTERVENTIONS COM    EQUITY    68554M108       692         56,500   SH           DEFINED    3                 56,500
ORATEC INTERVENTIONS INC
 DEL                        EQUITY    68554M108       692         56,500   SH           DEFINED    2                 56,500
ORBITAL SCIENCES CORP       EQUITY    685564106        49          5,907   SH           DEFINED    2                  5,907
</TABLE>


<PAGE>   91

<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>
ORBOTECH LTD                EQUITY    M75253100      2639         48,250   SH           DEFINED    2                 48,250
ORCHID BIOSCIENCES INC      EQUITY    68571P100         2             58   SH           DEFINED    2                     58
ORGANOGENESIS INC           EQUITY    685906109         3            200   SH           DEFINED    2                    200
ORIENTAL FINL GROUP INC     EQUITY    68618W100         2            100   SH           DEFINED    2                    100
ORTHODONTIC CTRS AMER
 INC                        EQUITY    68750P103         9            266   SH           DEFINED    2                    266
ORTHOFIX INTERNATIONAL      EQUITY    N6748L102        35          1,400   SH           DEFINED    2                  1,400
OSCA INC                    EQUITY    687836106      3034        182,500   SH           DEFINED    2                182,500
OSCA INC CL A               EQUITY    687836106      4397        264,500   SH           DEFINED    3                264,500
OSHKOSH B GOSH INC          EQUITY    688222207         1             70   SH           DEFINED    2                     70
OSHKOSH TRUCK CORP          EQUITY    688239201      6910        178,331   SH           DEFINED    2                178,331
OSI PHARMACEUTICALS INC     EQUITY    671040103        11            160   SH           DEFINED    2                    160
OSICOM TECHNOLOGIES INC     EQUITY    688271501         2             63   SH           DEFINED    2                     63
OSTEOTECH INC               EQUITY    688582105        20          2,100   SH           DEFINED    2                  2,100
OTP BK LTD NATL SVGS +
 COML BK                    EQUITY    67106E101       278          5,400   SH           DEFINED    2                  5,400
OTTER TAIL PWR CO           EQUITY    689648103         3            110   SH           DEFINED    2                    110
OUTBACK STEAKHOUSE          EQUITY    689899102       122          4,500   SH           DEFINED    1                  4,500
OUTBACK STEAKHOUSE INC      EQUITY    689899102       596         21,975   SH           DEFINED    2                 21,975
OUTDOOR SYS INC             EQUITY    690057104        14            500   SH           DEFINED    2                    500
OVERSEAS SHIPHOLDIN         EQUITY    690368105        52          1,900   SH           DEFINED    1                  1,900
OVERSEAS SHIPHOLDING
 GROUP INC                  EQUITY    690368105         5            165   SH           DEFINED    2                    165
OWENS + MINOR INC NEW       EQUITY    690732102         3            203   SH           DEFINED    2                    203
OWENS CORNING               EQUITY    69073F103      2127        810,100   SH           DEFINED    1                810,100
OWENS CORNING               EQUITY    69073F103         1            311   SH           DEFINED    2                    311
OWENS ILL INC               EQUITY    690768403      3456        373,656   SH           DEFINED    2                373,656
OWENS ILL INC               EQUITY    690768502       252         14,600   SH           DEFINED    2                 14,600
OWENS-ILLINOIS INC          EQUITY    690768403        40          4,300   SH           DEFINED    1                  4,300
OXFORD HEALTH PLANS         EQUITY    691471106       148          4,800   SH           DEFINED    1                  4,800
OXFORD HEALTH PLANS INC     EQUITY    691471106      3161        102,843   SH           DEFINED    2                102,843
P COM INC                   EQUITY    693262107         3            444   SH           DEFINED    2                    444
P F CHANGES CHINA BISTRO
 INC                        EQUITY    69333Y108        23            679   SH           DEFINED    2                    679
P G & E CORPORATION         EQUITY    69331C108       278         11,500   SH           DEFINED    1                 11,500
PAC WEST TELECOMM INC       EQUITY    69371Y101         1             91   SH           DEFINED    2                     91
PACCAR INC                  EQUITY    693718108        85          2,300   SH           DEFINED    1                  2,300
PACCAR INC                  EQUITY    693718108       585         15,774   SH           DEFINED    2                 15,774
PACIFIC AREOSPACE &
 ELECTRONIC                 EQUITY    693758112         9         23,400   SH           DEFINED    4                 23,400
PACIFIC CAP BANCORP NEW     EQUITY    69404P101         3            118   SH           DEFINED    2                    118
PACIFIC CENTURY FIN         EQUITY    694058108        79          4,600   SH           DEFINED    1                  4,600
</TABLE>


<PAGE>   92

<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>
PACIFIC CENTY FINL CORP     EQUITY    694058108        79          4,600   SH           DEFINED    2                  4,600
PACIFIC GULF PPTYS INC      EQUITY    694396102        30          1,115   SH           DEFINED    2                  1,115
PACIFIC NORTHWEST
 BANCORP                    EQUITY    69466M103         1            100   SH           DEFINED    2                    100
PACIFIC SUNWEAR OF CALIF    EQUITY    694873100        52          2,785   SH           DEFINED    2                  2,785
PACIFICARE HEALTH S         EQUITY    695112102        70          2,004   SH           DEFINED    1                  2,004
PACIFICARE HEALTH
 SYSTEMS                    EQUITY    695112102         4            113   SH           DEFINED    2                    113
PACKAGING CORP AMER         EQUITY    695156109       137         12,395   SH           DEFINED    2                 12,395
PACKARD BIOSCIENCE CO       EQUITY    695172205         1             55   SH           DEFINED    2                     55
PACKETEER INC               EQUITY    695210104         4            118   SH           DEFINED    2                    118
PACTIV CORP                 EQUITY    695257105       209         18,702   SH           DEFINED    2                 18,702
PACTIV CORPORATION          EQUITY    695257105        57          5,100   SH           DEFINED    1                  5,100
PAGING BRAZIL HLDGS CO
 LLC                        EQUITY    69554T101                    3,994   SH           DEFINED    2                  3,994
PAINE WEBBER GROUP          EQUITY    695629105       293          4,300   SH           DEFINED    1                  4,300
PAINE WEBBER GROUP INC      EQUITY    695629105       111          1,624   SH           DEFINED    2                  1,624
PALL CORP                   EQUITY    696429307        76          3,800   SH           DEFINED    1                  3,800
PALL CORP                   EQUITY    696429307      2786        139,733   SH           DEFINED    2                139,733
PALM HBR HOMES INC          EQUITY    696639103         1            100   SH           DEFINED    2                    100
PALM INC                    EQUITY    696642107     11153        210,674   SH           DEFINED    1                210,674
PALM INC                    EQUITY    696642107    135712      2,563,635   SH           DEFINED    2              2,563,635
PANAFON HELLENIC CO S A     EQUITY    698113206         9          1,000   SH           DEFINED    2                  1,000
PANAFON HELLENIC TELECOM
 CO                         EQUITY    698113107       445         46,500   SH           DEFINED    2                 46,500
PANAMSAT CORP NEW           EQUITY    697933109         4            137   SH           DEFINED    2                    137
PAPA JOHN'S INTL IN         EQUITY    698813102        35          1,400   SH           DEFINED    1                  1,400
PAPA JOHNS INTL INC         EQUITY    698813102         4            176   SH           DEFINED    2                    176
PARADIGM ENETICS INC        EQUITY    69900R106      1434         60,062   SH           DEFINED    2                 60,062
PARADIGM MED INDS INC
 DEL                        EQUITY    69900Q116        16         19,300   SH           DEFINED    4                 19,300
PARADYNE NETWORKS INC       EQUITY    69911G107        17          3,091   SH           DEFINED    2                  3,091
PARAMETRIC TECHNOLOGY
 CORP                       EQUITY    699173100       403         36,842   SH           DEFINED    2                 36,842
PARAMETRIC TECHNOLOGY
 CORP                       EQUITY    699173100        89          8,100   SH           DEFINED    1                  8,100
PARAMETRIC TECHNOLOGY
 CORP                       EQUITY    699173100       345         31,500   SH           DEFINED    4                 31,500
PAREXEL INTL CORP           EQUITY    699462107      3696        434,766   SH           DEFINED    2                434,766
PARK ELECTROCHEMICAL
 CORP                      CORPBOND   700416AB6      5071      3,842,000   PRN          DEFINED    4              3,842,000
PARK ELECTROCHEMICAL
 CORP                       EQUITY    700416209     10417        187,276   SH           DEFINED    2                187,276
PARK N VIEW INC             EQUITY    700592116        39          6,500   SH           DEFINED    2                  6,500
PARK NATL CORP              EQUITY    700658107         4             42   SH           DEFINED    2                     42
PARK OH HLDGS CORP          EQUITY    700666100        20          2,600   SH           DEFINED    2                  2,600
PARK PL ENTMT CORP          EQUITY    700690100     14381        950,838   SH           DEFINED    2                950,838
</TABLE>


<PAGE>   93

<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>
PARK PLACE ENTERTAI         EQUITY    700690100       268         17,700   SH           DEFINED    1                 17,700
PARKER DRILLING CO          EQUITY    701081101       326         46,500   SH           DEFINED    4                 46,500
PARKER DRILLING CO          EQUITY    701081101         2            309   SH           DEFINED    2                    309
PARKER HANNIFAN             EQUITY    701094104       110          3,250   SH           DEFINED    1                  3,250
PARKER HANNIFIN CORP        EQUITY    701094104       832         24,641   SH           DEFINED    2                 24,641
PARKERVISION INC            EQUITY    701354102         3             65   SH           DEFINED    2                     65
PARKWAY PPTYS INC           EQUITY    70159Q104      2742         89,900   SH           DEFINED    2                 89,900
PARKWAY PPTYS INC COM       EQUITY    70159Q104      8320        272,800   SH           DEFINED    3                232,400   40,400
PARLEX CORP                 EQUITY    701630105      2650        160,000   SH           DEFINED    2                160,000
PARLEX CORP COM             EQUITY    701630105      2650        160,000   SH           DEFINED    3                160,000
PARTNER COMMUNICATION CO
 LTD                        EQUITY    70211M109       124         16,090   SH           DEFINED    2                 16,090
PARTNERRE LTD               EQUITY    G6852T105       451          9,500   SH           DEFINED    2                  9,500
PATINA OIL & GAS CORP       EQUITY    703224113       936        117,000   SH           DEFINED    4                117,000
PATINA OIL + GAS CORP       EQUITY    703224105         1             28   SH           DEFINED    2                     28
PATTERSON DENTAL CO         EQUITY    703412106         7            302   SH           DEFINED    2                    302
PATTERSON ENERGY INC COM    EQUITY    703414102     40339      1,173,500   SH           DEFINED    3              1,142,500   31,000
PATTERSON ENERGYINC         EQUITY    703414102      5741        167,007   SH           DEFINED    2                167,007
PAXAR CORP                  EQUITY    704227107         3            345   SH           DEFINED    2                    345
PAXSON COMMUNICATIONS
 CORP                       EQUITY    704231109         3            240   SH           DEFINED    2                    240
PAXSON COMMUNICATIONS
 CORP                       EQUITY    704231117                      256   SH           DEFINED    2                    256
PAXSON COMMUNICATIONS
 CORP                       EQUITY    704231505       461             47   SH           DEFINED    2                     47
PAXSON COMMUNICATIONS
 CORP                       EQUITY    704231604        89              9   SH           DEFINED    2                      9
PAYCHEX INC                 EQUITY    704326107       579         11,025   SH           DEFINED    1                 11,025
PAYCHEX INC                 EQUITY    704326107    118540      2,257,901   SH           DEFINED    3              2,151,005  106,896
PAYCHEX INC                 EQUITY    704326107     38972        742,329   SH           DEFINED    2                742,329
PAYLESS SHOESOURCE          EQUITY    704379106        73          1,300   SH           DEFINED    1                  1,300
PAYLESS SHOESOURCE INC      EQUITY    704379106         9            168   SH           DEFINED    2                    168
PC CONNECTION INC           EQUITY    69318J100         2             40   SH           DEFINED    2                     40
PC TEL INC                  EQUITY    69325Q105         1             58   SH           DEFINED    2                     58
PE CORP                     EQUITY    69332S102     43249        371,240   SH           DEFINED    2                371,240
PE CORP                     EQUITY    69332S201      4809         48,274   SH           DEFINED    2                 48,274
PE CORP-PE BIOSYTEM         EQUITY    69332S102      1014          8,700   SH           DEFINED    1                  8,700
PECO ENERGY CO              EQUITY    693304107       260          4,300   SH           DEFINED    1                  4,300
PECO ENERGY CO              EQUITY    693304107     13270        219,110   SH           DEFINED    2                219,110
PEGASUS COMMUNICATIONS
 CORP                       EQUITY    705904100     43779        906,162   SH           DEFINED    2                906,162
PEGASUS COMMUNICATIONS
 CORP                       EQUITY    705904209       156            149   SH           DEFINED    2                    149
PEGASUS SYS INC             EQUITY    705906105        48          2,466   SH           DEFINED    2                  2,466
</TABLE>


<PAGE>   94

<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>
PENFED FINL SVCS INC        EQUITY    708167101       203         13,200   SH           DEFINED    4                 13,200
PENN ENGR + MFG CORP        EQUITY    707389300                       12   SH           DEFINED    2                     12
PENN TRAFFIC CO             EQUITY    707832119         8         11,300   SH           DEFINED    4                 11,300
PENN TREATY AMERN CORP     CORPBOND   707874AA1       292        350,000   PRN          DEFINED    4                350,000
PENN TREATY AMERN CORP      EQUITY    707874103        29          1,600   SH           DEFINED    2                  1,600
PENN TREATY AMERN CORP     CORPBOND   707874AC7      3092      3,708,000   PRN          DEFINED    4              3,708,000
PENN VA CORP                EQUITY    707882106       393         15,100   SH           DEFINED    4                 15,100
PENNACO ENERGY INC          EQUITY    708046107         1             68   SH           DEFINED    2                     68
PENNEY J C INC              EQUITY    708160106      4261        360,750   SH           DEFINED    2                360,750
PENNSYLVANIA REAL ESTATE
 INVT                       EQUITY    709102107         3            162   SH           DEFINED    2                    162
PENNZOIL QUAKER ST CO       EQUITY    709323109      4903        466,994   SH           DEFINED    2                466,994
PENTAIR INC                 EQUITY    709631105       705         26,366   SH           DEFINED    2                 26,366
PENTAIR, INC                EQUITY    709631105        75          2,800   SH           DEFINED    1                  2,800
PENTON MEDIA INC            EQUITY    709668107         3            117   SH           DEFINED    2                    117
PENZOIL-QUAKER STAT         EQUITY    709323109        47          4,499   SH           DEFINED    1                  4,499
PEOPLES BK BRIDGEPORT
 CONN                       EQUITY    710198102         2            106   SH           DEFINED    2                    106
PEOPLE'S ENERGY COR         EQUITY    711030106        33          1,000   SH           DEFINED    1                  1,000
PEOPLES ENERGY CORP         EQUITY    711030106      1058         31,700   SH           DEFINED    2                 31,700
PEOPLESOFT INC              EQUITY    712713106      2383         85,300   SH           DEFINED    1                 85,300
PEOPLESOFT INC              EQUITY    712713106      2762         98,871   SH           DEFINED    2                 98,871
PEP BOYS MANNY MOE +
 JACK                       EQUITY    713278109         2            300   SH           DEFINED    2                    300
PEPSI BOTTLING GROUP INC    EQUITY    713409100      2002         66,589   SH           DEFINED    2                 66,589
PEPSICO INC                 EQUITY    713448108     51298      1,115,178   SH           DEFINED    2              1,115,178
PEPSICO INC.                EQUITY    713448108     17797        386,900   SH           DEFINED    1                386,900
PEPSI-GEMEX S.A.- S         EQUITY    713435105       667        124,100   SH           DEFINED    1                124,100
PER SE TECHNOLOGIES INC     EQUITY    713569309         3            245   SH           DEFINED    2                    245
PEREGRINE SYS INC           EQUITY    71366Q101       415         21,913   SH           DEFINED    2                 21,913
PEREZ COMPANC SA- S         EQUITY    71367B103      1089         66,523   SH           DEFINED    1                 66,523
PERFORMANCE FOOD GROUP
 CO                         EQUITY    713755106        38          1,008   SH           DEFINED    2                  1,008
PERICOM SEMICONDUCTOR
 CORP                       EQUITY    713831105         4            114   SH           DEFINED    2                    114
PERINI CORPORATION          EQUITY    713839108     20000      4,705,882   SH           DEFINED    1              4,705,882
PERKINELMER INC            CORPBOND   714046AA7      6763     10,000,000   PRN          DEFINED    4             10,000,000
PERKINELMER INC             EQUITY    714046109      5386         51,600   SH           DEFINED    3                 44,200    7,400
PERKINELMER INC             EQUITY    714046109       136          1,300   SH           DEFINED    1                  1,300
PERKINELMER INC             EQUITY    714046109     14149        135,564   SH           DEFINED    2                135,564
PERMIAN BASIN RTY TR        EQUITY    714236106       974        175,000   SH           DEFINED    4                175,000
PEROT SYS CORP              EQUITY    714265105         4            374   SH           DEFINED    2                    374
</TABLE>


<PAGE>   95

<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>
PERRIGO CO                  EQUITY    714290103        29          4,200   SH           DEFINED    1                  4,200
PERRIGO CO                  EQUITY    714290103       235         34,400   SH           DEFINED    2                 34,400
PER-SE TECHNOLOGIES         EQUITY    713569309         1             51   SH           DEFINED    1                     51
PERSISTENCE SOFTWARE INC    EQUITY    715329108         1            100   SH           DEFINED    2                    100
PETCO ANIMAL SUPPLIES
 INC                        EQUITY    716016100         4            186   SH           DEFINED    2                    186
PETRO CDA                   EQUITY    71644E953        60          2,700   SH           DEFINED    2                  2,700
PETRO CDA                   EQUITY    71644Z105      5598        251,700   SH           DEFINED    2                251,700
PETROCHINA CO LTD A         EQUITY    71646E100        75          3,800   SH           DEFINED    1                  3,800
PETROLEO BRASILEIRO         EQUITY    71654V408      5132        170,700   SH           DEFINED    1                170,700
PETROLEO BRASILEIRO SA      EQUITY    71654V408      9074        301,825   SH           DEFINED    2                301,825
PETROLEO BRASILEIRO SA
 PETRO                      EQUITY    71654V101       929         32,465   SH           DEFINED    2                 32,465
PETSMART INC                EQUITY    716768106         3            579   SH           DEFINED    2                    579
PF CHANGS CHINA BISTRO
 COM                        EQUITY    69333Y108      1580         45,700   SH           DEFINED    3                 45,700
PFF BANCORP INC             EQUITY    69331W104         1             65   SH           DEFINED    2                     65
PFIZER                      EQUITY    717081103     41993        934,464   SH           DEFINED    1                934,464
PFIZER INC                  EQUITY    717081103    569810     12,680,070   SH           DEFINED    2             12,680,070
PG+E CORP                   EQUITY    69331C108      2090         86,402   SH           DEFINED    2                 86,402
PHARMACEUTICAL PROD DEV
 INC                        EQUITY    717124101        33          1,225   SH           DEFINED    2                  1,225
PHARMACIA CORP              EQUITY    71713U102      7287        121,072   SH           DEFINED    1                121,072
PHARMACIA CORP              EQUITY    71713U102    154399      2,565,308   SH           DEFINED    2              2,565,308
PHARMACOPEIA INC            EQUITY    71713B104      3650        143,130   SH           DEFINED    2                143,130
PHARMACOPEIA INC COM        EQUITY    71713B104     20040        785,900   SH           DEFINED    3                766,800   19,100
PHARMACYCLICS INC           EQUITY    716933106         5             95   SH           DEFINED    2                     95
PHELPS DODGE CORP           EQUITY    717265102       422         10,100   SH           DEFINED    4                 10,100
PHELPS DODGE CORP           EQUITY    717265102      1715         41,081   SH           DEFINED    2                 41,081
PHELPS DODGE CORP.          EQUITY    717265102       108          2,580   SH           DEFINED    1                  2,580
PHILADELPHIA CONS HLDG
 CORP                       EQUITY    717528103        67          3,195   SH           DEFINED    2                  3,195
PHILADELPHIA SUBN CORP      EQUITY    718009608         5            200   SH           DEFINED    2                    200
PHILIP MORRIS               EQUITY    718154107     13873        471,250   SH           DEFINED    1                471,250
PHILIP MORRIS COS INC       EQUITY    718154107     76622      2,602,862   SH           DEFINED    2              2,602,862
PHILIPS INTERNATIONAL
 REALTY                     EQUITY    718333107      4214        244,300   SH           DEFINED    3                208,500   35,800
PHILIPS INTL RLTY CORP      EQUITY    718333107       976         56,600   SH           DEFINED    2                 56,600
PHILLIPINE LONG DISTANCE
 TEL                        EQUITY    718252703     19549        562,550   SH           DEFINED    4                562,550
PHILLIPS PETE CO            EQUITY    718507106     16263        259,164   SH           DEFINED    2                259,164
PHILLIPS PETROLEUM          EQUITY    718507106       469          7,470   SH           DEFINED    1                  7,470
PHILLIPS VAN HEUSEN CORP    EQUITY    718592108         2            200   SH           DEFINED    2                    200
PHOENIX INVT PARTNERS
 LTD                       CORPBOND   719085AA0     10391      5,431,000   PRN          DEFINED    4              5,431,000
</TABLE>


<PAGE>   96

<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>
PHOENIX INVT PARTNERS
 LTD                        EQUITY    719085102         6            400   SH           DEFINED    2                    400
PHOENIX TECHNOLOGY LTD      EQUITY    719153108        21          1,296   SH           DEFINED    2                  1,296
PHONE COM INC               EQUITY    71920Q100      8815         77,578   SH           DEFINED    2                 77,578
PHOTOGEN TECHNOLOGIES
 INC                        EQUITY    71932A101                      100   SH           DEFINED    2                    100
PHOTON DYNAMICS INC         EQUITY    719364101      2012         53,293   SH           DEFINED    2                 53,293
PHOTON DYNAMICS INC COM     EQUITY    719364101      2008         53,200   SH           DEFINED    3                 53,200
PHOTRONICS INC              EQUITY    719405102         4            202   SH           DEFINED    2                    202
PHOTRONICS INC             CORPBOND   719405AA0      1948      2,000,000   PRN          DEFINED    4              2,000,000
PICO HLDGS INC              EQUITY    693366205         1            100   SH           DEFINED    2                    100
PIEDMONT NAT GAS INC        EQUITY    720186105       273          8,906   SH           DEFINED    2                  8,906
PIER 1 IMPORTS INC          EQUITY    720279108       434         31,988   SH           DEFINED    2                 31,988
PILGRIMS PRIDE CORP         EQUITY    721467108         1            100   SH           DEFINED    2                    100
PINNACLE ENTMT INC          EQUITY    723456109         3            155   SH           DEFINED    2                    155
PINNACLE HLDGS INC          EQUITY    72346N101      3318        124,605   SH           DEFINED    2                124,605
PINNACLE HLDGS INC COM      EQUITY    72346N101      9737        365,700   SH           DEFINED    3                314,800   50,900
PINNACLE SYS INC            EQUITY    723481107       240         21,359   SH           DEFINED    2                 21,359
PINNACLE WEST CAP C         EQUITY    723484101       127          2,500   SH           DEFINED    1                  2,500
PINNACLE WEST CAP CORP      EQUITY    723484101     14001        275,200   SH           DEFINED    2                275,200
PIONEER GROUP INC           EQUITY    723684106         8            180   SH           DEFINED    2                    180
PIONEER GROUP INC           EQUITY    723684106       598         12,000   SH           DEFINED    4                 12,000
PIONEER NAT RES CO          EQUITY    723787107        27          1,900   SH           DEFINED    2                  1,900
PIONEER NATURAL RES         EQUITY    723787107        82          5,800   SH           DEFINED    1                  5,800
PIONEER STD ELECTRS INC     EQUITY    723877106        40          2,919   SH           DEFINED    2                  2,919
PITNEY BOWES                EQUITY    724479100       312          7,900   SH           DEFINED    1                  7,900
PITNEY BOWES INC            EQUITY    724479100     14849        376,520   SH           DEFINED    2                376,520
PITTSTON BRINK'S GR         EQUITY    725701106        47          3,000   SH           DEFINED    1                  3,000
PITTSTON BRINKS GROUP       EQUITY    725701106       101          6,512   SH           DEFINED    2                  6,512
PIXAR                       EQUITY    725811103         3            102   SH           DEFINED    2                    102
PIXELWORKS INC              EQUITY    72581M107         3             59   SH           DEFINED    2                     59
PLACER DOME INC             EQUITY    725906101        88          9,300   SH           DEFINED    1                  9,300
PLACER DOME INC             EQUITY    725906101        21          2,274   SH           DEFINED    2                  2,274
PLACER DOME INC             EQUITY    725906101       755         80,000   SH           DEFINED    4                 80,000
PLAINS RES INC              EQUITY    726540503         3            160   SH           DEFINED    2                    160
PLANTRONICS INC NEW         EQUITY    727493108       237          6,239   SH           DEFINED    2                  6,239
PLATO LEARNING INC          EQUITY    72764Y100        29          1,400   SH           DEFINED    2                  1,400
PLAYBOY ENTERPRISES INC     EQUITY    728117300         1            100   SH           DEFINED    2                    100
PLAYTEX PRODS INC           EQUITY    72813P100         2            131   SH           DEFINED    2                    131
</TABLE>


<PAGE>   97

<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>
PLEXUS CORP                 EQUITY    729132100       587          8,325   SH           DEFINED    2                  8,325
PLUG PWR INC                EQUITY    72919P103         2             50   SH           DEFINED    2                     50
PLUM CREEK TIMBER CO COM    EQUITY    729251108       393         17,600   SH           DEFINED    3                          17,600
PLUM CREEK TIMBER CO INC    EQUITY    729251108       382         17,123   SH           DEFINED    2                 17,123
PLX TECHNOLOGY INC          EQUITY    693417107         2             91   SH           DEFINED    2                     91
PMA CAP CORP                EQUITY    693419202         3            181   SH           DEFINED    2                    181
PMC SIERRA INC              EQUITY    69344F106    108271        503,000   SH           DEFINED    2                503,000
PMI GROUP INC               EQUITY    69344M101       176          2,600   SH           DEFINED    1                  2,600
PMI GROUP INC               EQUITY    69344M101     70419      1,039,400   SH           DEFINED    3              1,012,300   27,100
PMI GROUP INC               EQUITY    69344M101     14024        207,002   SH           DEFINED    2                207,002
PNC FINANCIAL SERVI         EQUITY    693475105       566          8,700   SH           DEFINED    1                  8,700
PNC FINL SVCS GROUP INC     EQUITY    693475105      9136        140,552   SH           DEFINED    2                140,552
POGO PRODUCING CO           EQUITY    730448107     19208        756,964   SH           DEFINED    2                756,964
POGO PRODUCING CO COM       EQUITY    730448107     57122      2,251,100   SH           DEFINED    3              2,206,000   45,100
POHANG IRON + STEEL LTD     EQUITY    730450103      1727         92,751   SH           DEFINED    2                 92,751
POLAND TELECOM FIN BV       EQUITY    731012118                    2,000   SH           DEFINED    2                  2,000
POLARIS INDS INC            EQUITY    731068102         7            198   SH           DEFINED    2                    198
POLAROID CORP               EQUITY    731095105        19          1,400   SH           DEFINED    1                  1,400
POLAROID CORP               EQUITY    731095105       257         19,111   SH           DEFINED    2                 19,111
POLO RALPH LAUREN CORP      EQUITY    731572103         6            399   SH           DEFINED    2                    399
POLSKI KONCERN NAFTOWY
 S A                        EQUITY    731613105       643         83,300   SH           DEFINED    2                 83,300
POLYCOM INC                 EQUITY    73172K104       275          4,100   SH           DEFINED    1                  4,100
POLYCOM INC                 EQUITY    73172K104     10628        158,700   SH           DEFINED    3                133,100   25,600
POLYCOM INC                 EQUITY    73172K104      7002        104,554   SH           DEFINED    2                104,554
POLYMEDICA CORP             EQUITY    731738100       124          2,900   SH           DEFINED    2                  2,900
POLYMER GROUP INC           EQUITY    731745105        92         12,498   SH           DEFINED    2                 12,498
POLYONE CORP                EQUITY    73179P106         4            500   SH           DEFINED    2                    500
POMEROY COMPUTER
 RESOURCES                  EQUITY    731822102        32          1,700   SH           DEFINED    2                  1,700
POPE + TALBOT INC           EQUITY    732827100         1             50   SH           DEFINED    2                     50
POPULAR INC                 EQUITY    733174106        11            400   SH           DEFINED    2                    400
PORTAL SOFTWARE INC         EQUITY    736126103       345          8,622   SH           DEFINED    2                  8,622
POST PPTYS INC              EQUITY    737464107     24534        563,200   SH           DEFINED    3                476,800   86,400
POST PPTYS INC              EQUITY    737464107      5572        127,900   SH           DEFINED    2                127,900
POTASH CORP SASK INC        EQUITY    73755L107       246          4,700   SH           DEFINED    2                  4,700
POTLATCH CORP               EQUITY    737628107        25            800   SH           DEFINED    1                    800
POTLATCH CORP               EQUITY    737628107         9            273   SH           DEFINED    2                    273
POTOMAC ELEC PWR CO         EQUITY    737679100       703         27,900   SH           DEFINED    1                 27,900
</TABLE>


<PAGE>   98

<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>
POTOMAC ELEC PWR CO         EQUITY    737679100         9            359   SH           DEFINED    2                    359
POWER INTEGRATIONS          EQUITY    739276103         3            218   SH           DEFINED    2                    218
POWER INTERIGATIONS         EQUITY    739276103         9            678   SH           DEFINED    1                    678
POWER ONE INC               EQUITY    739308104      2363         39,054   SH           DEFINED    2                 39,054
POWERTEL INC                EQUITY    73936C109        15            202   SH           DEFINED    2                    202
POWERWAVE TECHNOLOG         EQUITY    739363109       133          3,500   SH           DEFINED    1                  3,500
POWERWAVE TECHNOLOGIES
 INC                        EQUITY    739363109      3867        101,859   SH           DEFINED    2                101,859
PPG INDS INC                EQUITY    693506107      4885        123,079   SH           DEFINED    2                123,079
PPG INDUSTRIES INC          EQUITY    693506107       210          5,300   SH           DEFINED    1                  5,300
PPL CORP                    EQUITY    69351T106       192          4,600   SH           DEFINED    1                  4,600
PPL CORP                    EQUITY    69351T106        55          1,319   SH           DEFINED    2                  1,319
PRAECIS PHARMACEUTICALS
 INC                        EQUITY    739421105         3             71   SH           DEFINED    2                     71
PRAXAIR INC                 EQUITY    74005P104     11830        316,530   SH           DEFINED    1                316,530
PRAXAIR INC                 EQUITY    74005P104      4172        111,626   SH           DEFINED    2                111,626
PRAXAIR INC                 EQUITY    74005P104       228          6,100   SH           DEFINED    4                  6,100
PRE PAID LEGAL SVCS INC     EQUITY    740065107         3            107   SH           DEFINED    2                    107
PRECISION CASTPARTS         EQUITY    740189105       115          3,000   SH           DEFINED    1                  3,000
PRECISION CASTPARTS CORP    EQUITY    740189105       596         15,529   SH           DEFINED    2                 15,529
PRECISION DRILLING CORP     EQUITY    74022D100     11275        316,500   SH           DEFINED    2                316,500
PRECISION DRILLING CORP     EQUITY    74022D951       622         17,400   SH           DEFINED    2                 17,400
PREMIER CONCEPTS INC        EQUITY    740474127         3         10,400   SH           DEFINED    4                 10,400
PREMIER NATL BANCORP INC    EQUITY    74053F107         1             49   SH           DEFINED    2                     49
PRENTISS PPTYS TR           EQUITY    740706106       256          9,800   SH           DEFINED    2                  9,800
PRENTISS PPTYS TR SH BEN
 INT                        EQUITY    740706106       261         10,000   SH           DEFINED    3                 10,000
PRESIDENTIAL LIFE CORP      EQUITY    740884101         3            200   SH           DEFINED    2                    200
PRESSTEK INC                EQUITY    741113104         3            135   SH           DEFINED    2                    135
PRI AUTOMATION INC          EQUITY    69357H106         2            124   SH           DEFINED    2                    124
PRICE COMMUNICATIONS
 CORP                       EQUITY    741437305         6            285   SH           DEFINED    2                    285
PRICE T ROWE & ASSO         EQUITY    741477103       169          3,600   SH           DEFINED    1                  3,600
PRICE T ROWE + ASSOC INC    EQUITY    741477103       106          2,259   SH           DEFINED    2                  2,259
PRICELINE COM INC           EQUITY    741503106         6            476   SH           DEFINED    2                    476
PRIDE INTL INC              EQUITY    741932107      1004         37,877   SH           DEFINED    2                 37,877
PRIDE INTL INC             CORPBOND   741932AB3      1119      2,500,000   PRN          DEFINED    4              2,500,000
PRIMA ENERGY CORP           EQUITY    741901201         2             29   SH           DEFINED    2                     29
PRIMACOM AG                 EQUITY    74154N108      6213        443,800   SH           DEFINED    2                443,800
PRIME GROUP RLTY TR         EQUITY    74158J103         1             36   SH           DEFINED    2                     36
PRIME HOSPITALITY CORP      EQUITY    741917108       100          9,900   SH           DEFINED    2                  9,900
</TABLE>


<PAGE>   99

<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>
PRIMEDIA INC                EQUITY    74157K101        12            717   SH           DEFINED    2                 717
PRIMEDIA INC                EQUITY    74157K606       140          1,500   SH           DEFINED    2               1,500
PRIMEDIA INC                EQUITY    74157K887       267          3,000   SH           DEFINED    2               3,000
PRIMEX TECHNOLOGIES INC     EQUITY    741597108         1             25   SH           DEFINED    2                  25
PRIMUS KNOWLEDGE
 SOLUTIONS INC              EQUITY    74163Q100         9            584   SH           DEFINED    2                 584
PRIMUS TELECOMM GROUP
 INC                        EQUITY    741929103         2            204   SH           DEFINED    2                 204
PRINCETON VIDEO IMAGE
 INC                        EQUITY    742476104       377         75,000   SH           DEFINED    1              75,000
PRIORITY HEALTHCARE CORP    EQUITY    74264T102         7             89   SH           DEFINED    2                  89
PRIVATE MEDIA GROUP INC     EQUITY    74266R104         1            100   SH           DEFINED    2                 100
PROBUSINESS SVCS INC        EQUITY    742674104         4            134   SH           DEFINED    2                 134
PROCOM TECHNOLOGY INC       EQUITY    74270W107         1             39   SH           DEFINED    2                  39
PROCTER + GAMBLE CO         EQUITY    742718109     13332        198,992   SH           DEFINED    2             198,992
PROCTER AND GAMBLE          EQUITY    742718109      2633         39,300   SH           DEFINED    1              39,300
PROCURENET INC              EQUITY    742804107                      200   SH           DEFINED    2                 200
PRODIGY COMMUNICATIONS
 CORP                       EQUITY    74283P206         1             98   SH           DEFINED    2                  98
PROFESSIONAL DETAILING
 COM                        EQUITY    74312N107     14848        260,500   SH           DEFINED    3             260,500
PROFESSIONAL DETAILING
 INC                        EQUITY    74312N107     14850        260,519   SH           DEFINED    2             260,519
PROFIT RECOVERY GROUP
 INTL INC                   EQUITY    743168106        88          8,951   SH           DEFINED    2               8,951
PROGENICS
 PHARMACEUTICALS INC        EQUITY    743187106       686         25,000   SH           DEFINED    2              25,000
PROGRESS SOFTWARE CORP      EQUITY    743312100       214         15,730   SH           DEFINED    2              15,730
PROGRESSIVE CORP OHIO       EQUITY    743315103     52231        637,936   SH           DEFINED    2             637,936
PROGRESSIVE CORP.           EQUITY    743315103      3097         37,820   SH           DEFINED    1              37,820
PROJECT SOFTWARE + DEV
 INC                        EQUITY    74339P101        47          3,028   SH           DEFINED    2               3,028
PROLOGIS TR                 EQUITY    743410300     48569      1,595,050   SH           DEFINED    4           1,595,050
PROLOGIS TR                 EQUITY    743410102     30256      1,273,940   SH           DEFINED    3           1,096,130     177,810
PROLOGIS TR                 EQUITY    743410102      8471        356,679   SH           DEFINED    2             356,679
PROLOGIS TR                 EQUITY    743410409       857         20,000   SH           DEFINED    2              20,000
PROSOFTTRAINING COM INC
 COM                        EQUITY    743477101         1             77   SH           DEFINED    2                  77
PROTECTION ONE ALARM       CORPBOND   743659AL8     3,618      9,045,000   PRN          DEFINED    1                       9,045,000
PROTECTIVE LIFE COR         EQUITY    743674103       111          3,700   SH           DEFINED    1               3,700
PROTECTIVE LIFE CORP        EQUITY    743674103       594         19,883   SH           DEFINED    2              19,883
PROTEIN DESIGN LABS INC     EQUITY    74369L103       132          1,094   SH           DEFINED    2               1,094
PROTON ENERGY SYS INC       EQUITY    74371K101       359         12,550   SH           DEFINED    2              12,550
PROVIDENT BANKSHARES
 CORP                       EQUITY    743859100         4            245   SH           DEFINED    2                 245
PROVIDENT FINANCIAL         EQUITY    743866105        82          2,800   SH           DEFINED    1               2,800
PROVIDENT FINL GROUP INC    EQUITY    743866105         5            179   SH           DEFINED    2                 179
PROVIDIAN FINANCIAL         EQUITY    74406A102      1810         14,250   SH           DEFINED    1              14,250
</TABLE>


<PAGE>   100

<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>
PROVIDIAN FINANCIAL         EQUITY    74406A102     13722        108,050   SH           DEFINED    3                 89,450   18,600
PROVIDIAN FINL CORP         EQUITY    74406A102     63590        500,706   SH           DEFINED    2                500,706
PROVINCE HEALTHCARE CO      EQUITY    743977100     28139        704,588   SH           DEFINED    2                704,588
PROVINCE HEALTHCARE CO
 COM                        EQUITY    743977100     76542      1,916,550   SH           DEFINED    3              1,890,900   25,650
PROXICOM INC                EQUITY    744282104        10            500   SH           DEFINED    2                    500
PROXIM INC                  EQUITY    744284100       465         10,454   SH           DEFINED    2                 10,454
PS BUSINESS PKS INC CA      EQUITY    69360J107      2085         76,500   SH           DEFINED    2                 76,500
PS BUSINESS PKS INC CA
 COM                        EQUITY    69360J107      8834        324,200   SH           DEFINED    3                277,600   46,600
PSINET INC                  EQUITY    74437C101      3341        347,074   SH           DEFINED    2                347,074
PSINET INC                  EQUITY    74437C408       562         33,800   SH           DEFINED    2                 33,800
PSS WORLD MED INC           EQUITY    69366A100         2            429   SH           DEFINED    2                    429
PSS WORLD MEDICAL I         EQUITY    69366A100        15          4,100   SH           DEFINED    1                  4,100
PUBLIC SERVICE ENTE         EQUITY    744573106      4241         94,900   SH           DEFINED    1                 94,900
PUBLIC STORAGE INC          EQUITY    74460D109       464         19,400   SH           DEFINED    1                 19,400
PUBLIC STORAGE INC          EQUITY    74460D109     37080      1,549,030   SH           DEFINED    3              1,317,546  231,484
PUBLIC STORAGE INC          EQUITY    74460D109     11822        493,867   SH           DEFINED    2                493,867
PUBLIC SVC CO N MEX         EQUITY    744499104        60          2,300   SH           DEFINED    1                  2,300
PUBLIC SVC CO N MEX         EQUITY    744499104       282         10,900   SH           DEFINED    4                 10,900
PUBLIC SVC CO NM            EQUITY    744499104       161          6,225   SH           DEFINED    2                  6,225
PUBLIC SVC ENTERPRISE
 GROUP                      EQUITY    744573106       165          3,699   SH           DEFINED    2                  3,699
PUGET SOUND ENERGY INC      EQUITY    745332106         8            300   SH           DEFINED    2                    300
PUGET SOUND PWR & L         EQUITY    745332106      1233         48,600   SH           DEFINED    1                 48,600
PULITZER INC                EQUITY    745769109       120          2,800   SH           DEFINED    2                  2,800
PULTE CORP                  EQUITY    745867101        46          1,400   SH           DEFINED    1                  1,400
PULTE CORP                  EQUITY    745867101     10250        310,600   SH           DEFINED    3                310,600
PULTE CORP                  EQUITY    745867101     10661        323,057   SH           DEFINED    2                323,057
PUMA TECHNOLOGY INC         EQUITY    745887109         4            194   SH           DEFINED    2                    194
PURCHASEPRO COM INC         EQUITY    746144104       454          5,162   SH           DEFINED    2                  5,162
PURE RES INC                EQUITY    74622E102         6            269   SH           DEFINED    2                    269
PURINA MILLS INC            EQUITY    746276104      1531        157,046   SH           DEFINED    1                157,046
QBE INS GROUP               EQUITY    671574002        72         15,263   SH           DEFINED    2                 15,263
QIAGEN NV                   EQUITY    N72482107      2045         43,400   SH           DEFINED    2                 43,400
QIAGEN NV ORD               EQUITY    N72482107      8850        187,800   SH           DEFINED    3                162,200   25,600
QLOGIC CORP                 EQUITY    747277101     15040        170,907   SH           DEFINED    2                170,907
QLOGIC CORPORATION          EQUITY    747277101       458          5,200   SH           DEFINED    1                  5,200
QLT INC                     EQUITY    746927102     18179        256,500   SH           DEFINED    2                256,500
QLT INC COM                 EQUITY    746927102      5280         74,500   SH           DEFINED    3                 63,600   10,900
</TABLE>


<PAGE>   101

<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>
QPL INTERNATIONAL           EQUITY    671677904        10         14,000   SH           DEFINED    2                 14,000
QRS CORP                    EQUITY    74726X105         2            139   SH           DEFINED    2                    139
QUAKER OATS                 EQUITY    747402105       324          4,100   SH           DEFINED    1                  4,100
QUAKER OATS CO              EQUITY    747402105     11339        143,302   SH           DEFINED    2                143,302
QUALCOMM INC                EQUITY    747525103      1632         22,900   SH           DEFINED    1                 22,900
QUALCOMM INC                EQUITY    747525103     23017        323,052   SH           DEFINED    2                323,052
QUANEX CORP                 EQUITY    747620102         2            100   SH           DEFINED    2                    100
QUANTA SERVICES INC         EQUITY    74763E102       102          3,700   SH           DEFINED    1                  3,700
QUANTA SERVICES INC         EQUITY    74762E102       464         16,875   SH           DEFINED    2                 16,875
QUANTUM CORP                EQUITY    747906204        15            977   SH           DEFINED    2                    977
QUANTUM CORP                EQUITY    747906303         6            592   SH           DEFINED    2                    592
QUANTUM CORPORATION         EQUITY    747906204       130          8,600   SH           DEFINED    1                  8,600
QUEENS CNTY BANCORP         EQUITY    748242104       179          6,204   SH           DEFINED    2                  6,204
QUEST DIAGNOSTICS I         EQUITY    74834L100       298          2,600   SH           DEFINED    1                  2,600
QUEST DIAGNOSTICS INC       EQUITY    74834L100     15773        137,453   SH           DEFINED    2                137,453
QUEST SOFTWARE INC          EQUITY    74834T103         8            126   SH           DEFINED    2                    126
QUESTAR CORP                EQUITY    748356102       168          6,050   SH           DEFINED    1                  6,050
QUESTAR CORP                EQUITY    748356102      2787        100,212   SH           DEFINED    2                100,212
QUESTRON TECHNOLOGY INC     EQUITY    748372117        16         13,300   SH           DEFINED    4                 13,300
QUICKLOGIC CORP             EQUITY    74837P108         2             98   SH           DEFINED    2                     98
QUIKSILVER INC              EQUITY    74838C106        72          3,750   SH           DEFINED    2                  3,750
QUINENCO S.A.-ADR           EQUITY    748718103       242         28,000   SH           DEFINED    1                 28,000
QUINTILES TRANSNATI         EQUITY    748767100        54          3,400   SH           DEFINED    1                  3,400
QUINTILES TRANSNATIONAL
 CORP                       EQUITY    748767100      6668        418,384   SH           DEFINED    2                418,384
QUINTUS CORP                EQUITY    748798105         1             67   SH           DEFINED    2                     67
QUOKKA SPORTS INC           EQUITY    749077103                      100   SH           DEFINED    2                    100
QUORUM HEALTH GROUP         EQUITY    749084109        53          4,100   SH           DEFINED    1                  4,100
QUORUM HEALTH GROUP INC     EQUITY    749084109         7            500   SH           DEFINED    2                    500
QWEST COMMUNICATION         EQUITY    749121109     12059        250,897   SH           DEFINED    1                250,897
QWEST COMMUNICATIONS
 INTL INC                   EQUITY    749121109     43276        900,407   SH           DEFINED    2                900,407
QWEST TRENDS TR             EQUITY    74912L105      2844         35,600   SH           DEFINED    2                 35,600
R + B FALCON CORP           EQUITY    74912E101     40822      1,464,482   SH           DEFINED    2              1,464,482
R + B FALCON CORP           EQUITY    74912E119        69            100   SH           DEFINED    2                    100
R + B FALCON CORP           EQUITY    74912E309       444            349   SH           DEFINED    2                    349
R + G FINANCIAL CORP        EQUITY    749136107         1            100   SH           DEFINED    2                    100
R G S ENERGY GROUP INC      EQUITY    74956K104         5            194   SH           DEFINED    2                    194
R R DONNELLEY & SON         EQUITY    257867101        96          3,900   SH           DEFINED    1                  3,900
</TABLE>


<PAGE>   102

<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>
R.P.M. INC OHIO             EQUITY    749685103       251         27,642   SH           DEFINED    2                 27,642
RADIAN GROUP INC            EQUITY    750236101     27304        404,497   SH           DEFINED    2                404,497
RADIAN GROUP INC COM        EQUITY    750236101    109026      1,615,200   SH           DEFINED    3              1,573,500   41,700
RADIANT SYS INC             EQUITY    75025N102       999         46,728   SH           DEFINED    2                 46,728
RADIO ONE INC               EQUITY    75040P108       831         99,997   SH           DEFINED    2                 99,997
RADIO ONE INC               EQUITY    75040P405      3207        454,100   SH           DEFINED    2                454,100
RADIO ONE INC CL A          EQUITY    75040P108       826         99,400   SH           DEFINED    3                 99,400
RADIO ONE INC CL A          EQUITY    75040P405     16951      2,400,200   SH           DEFINED    3              2,343,000   57,200
RADIOSHACK CORP             EQUITY    750438103     16670        257,950   SH           DEFINED    1                257,950
RADIOSHACK CORP             EQUITY    750438103     40116        620,755   SH           DEFINED    2                620,755
RADISYS CORP                EQUITY    750459109      1893         37,432   SH           DEFINED    2                 37,432
RAILWORKS CORP              EQUITY    750789109      2317        674,000   SH           DEFINED    2                674,000
RAINBOW TECHNOLOGIES INC    EQUITY    750862104        56          1,592   SH           DEFINED    2                  1,592
RALCORP HLDGS INC NEW       EQUITY    751028101         3            234   SH           DEFINED    2                    234
RALSTON PURINA CO           EQUITY    751277302       153          6,478   SH           DEFINED    2                  6,478
RALSTON PURINA GROU         EQUITY    751277302       214          9,020   SH           DEFINED    1                  9,020
RAMBUS INC DEL              EQUITY    750917106        46            579   SH           DEFINED    2                    579
RAMP NETWORKS INC           EQUITY    751567108                      126   SH           DEFINED    2                    126
RARE HOSPITALITY INTL
 INC                        EQUITY    753820109         1             64   SH           DEFINED    2                     64
RARE MEDIUM GROUP INC       EQUITY    75382N109         2            218   SH           DEFINED    2                    218
RATIONAL SOFTWARE CORP      EQUITY    75409P202       715         10,300   SH           DEFINED    1                 10,300
RATIONAL SOFTWARE CORP     CORPBOND   75409PAA1      4140      2,000,000   PRN          DEFINED    4              2,000,000
RATIONAL SOFTWARE CORP      EQUITY    75409P202     81421      1,173,642   SH           DEFINED    2              1,173,642
RATIONAL SOFTWARE CORP     CORPBOND   75409PAC7     12420      6,000,000   PRN          DEFINED    4              6,000,000
RAVISENT TECHNOLOGIES
 INC                        EQUITY    754440105                      100   SH           DEFINED    2                    100
RAYMOND JAMES FINANCIAL
 INC                        EQUITY    754730109        37          1,113   SH           DEFINED    2                  1,113
RAYONIER INC                EQUITY    754907103        54          1,500   SH           DEFINED    1                  1,500
RAYONIER INC                EQUITY    754907103       545         15,163   SH           DEFINED    2                 15,163
RAYOVAC CORP                EQUITY    755081106        83          4,848   SH           DEFINED    2                  4,848
RAYTHEON CO                 EQUITY    755111309      3255        118,900   SH           DEFINED    2                118,900
RAYTHEON CO                 EQUITY    755111408      8929        313,977   SH           DEFINED    2                313,977
RAYTHEON COMPANY CL         EQUITY    755111408       276          9,700   SH           DEFINED    1                  9,700
RAZORFISH INC               EQUITY    755236106         1            126   SH           DEFINED    2                    126
RCN CORP                    EQUITY    749361101       920         44,344   SH           DEFINED    2                 44,344
READ RITE CORP              EQUITY    755246105      3938        350,000   SH           DEFINED    2                350,000
READERS DIGEST ASSN         EQUITY    755267101       231          6,550   SH           DEFINED    1                  6,550
READERS DIGEST ASSN INC     EQUITY    755267101       561         15,891   SH           DEFINED    2                 15,891
</TABLE>


<PAGE>   103

<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>
READ-RITE CORP             CORPBOND   755246AB1     46720     18,507,000   PRN          DEFINED    4             18,507,000
READ-RITE CORP              EQUITY    755246105      3937        350,000   SH           DEFINED    3                350,000
REAL NETWORKS INC           EQUITY    75605L104      8296        208,705   SH           DEFINED    2                208,705
REALTY INCOME CORP          EQUITY    756109104         5            200   SH           DEFINED    2                    200
RECKSON ASSOCS RLTY CORP    EQUITY    75621K106     20195        792,000   SH           DEFINED    3                688,500  103,500
RECKSON ASSOCS RLTY CORP    EQUITY    75621K205     17137        725,800   SH           DEFINED    4                725,800
RECKSON ASSOCS RLTY CORP    EQUITY    75621K304      9932        371,300   SH           DEFINED    4                371,300
RECKSON ASSOCS RLTY CORP    EQUITY    75621K106      4547        178,329   SH           DEFINED    2                178,329
RED HAT INC                 EQUITY    756577102         9            548   SH           DEFINED    2                    548
REDBACK NETWORKS INC        EQUITY    757209101     59034        360,101   SH           DEFINED    2                360,101
REEBOK INTL LTD             EQUITY    758110100        36          1,900   SH           DEFINED    1                  1,900
REEBOK INTL LTD             EQUITY    758110100       551         29,300   SH           DEFINED    4                 29,300
REEBOK INTL LTD             EQUITY    758110100        11            588   SH           DEFINED    2                    588
REGAL BELOIT CORP           EQUITY    758750103       124          7,304   SH           DEFINED    2                  7,304
REGENCY RLTY CORP           EQUITY    758939102      2719        118,532   SH           DEFINED    2                118,532
REGENCY RLTY CORP COM       EQUITY    758939102     11852        516,700   SH           DEFINED    3                430,000   86,700
REGENERON
 PHARMACEUTICALS INC        EQUITY    75886F107         3            100   SH           DEFINED    2                    100
REGENT COMMUNICATIONS
 INC DEL                    EQUITY    758865109        32          5,668   SH           DEFINED    2                  5,668
REGIONS FINL CORP           EQUITY    758940100       150          6,600   SH           DEFINED    1                  6,600
REGIONS FINL CORP           EQUITY    758940100        51          2,227   SH           DEFINED    2                  2,227
REGIS CORP MINN             EQUITY    758932107       302         20,100   SH           DEFINED    4                 20,100
REGIS CORP MINNESOTA        EQUITY    758932107       189         12,576   SH           DEFINED    2                 12,576
REGISTER COM INC            EQUITY    75914G101                       23   SH           DEFINED    2                     23
REHABCARE GROUP INC         EQUITY    759148109         3             64   SH           DEFINED    2                     64
REINSURANCE GROUP AMER
 INC                        EQUITY    759351109      4909        143,318   SH           DEFINED    2                143,318
RELIANCE GROUP HLDGS INC    EQUITY    759464100                      389   SH           DEFINED    2                    389
RELIANCE STL + ALUM CO      EQUITY    759509102         3            150   SH           DEFINED    2                    150
RELIANT ENERGY INC          EQUITY    75952J108       642         13,800   SH           DEFINED    2                 13,800
RELIANT ENERGY INC.         EQUITY    75952J108       406          8,723   SH           DEFINED    1                  8,723
REMEC INC                   EQUITY    759543101     14276        484,965   SH           DEFINED    2                484,965
REMEC INC COM               EQUITY    759543101     18952        643,800   SH           DEFINED    3                630,100   13,700
REMEDY CORP                 EQUITY    759548100         4            203   SH           DEFINED    2                    203
RENAISSANCE WORLDWIDE
 INC                        EQUITY    75968A109         3          1,600   SH           DEFINED    2                  1,600
RENAISSANCERE HOLDINGS      EQUITY    G7496G103       831         13,000   SH           DEFINED    2                 13,000
RENAL CARE GROUP INC        EQUITY    759930100       586         31,802   SH           DEFINED    2                 31,802
RENT A CTR INC NEW          EQUITY    76009N100         5            135   SH           DEFINED    2                    135
RENT WAY INC                EQUITY    76009U104         4            133   SH           DEFINED    2                    133
</TABLE>


<PAGE>   104

<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>
RENT-A-CENTER INC           EQUITY    76009N100     2,602         75,000   SH           DEFINED    1                 75,000
RENTOKIL INITIAL PLC        EQUITY    760125104       656         30,000   SH           DEFINED    2                 30,000
REPSOL YPF S A              EQUITY    76026T205      1227         67,000   SH           DEFINED    2                 67,000
REPUBLIC BANCORP INC        EQUITY    760282103         2            220   SH           DEFINED    2                    220
REPUBLIC SEC FINL CORP      EQUITY    760758102        65         13,102   SH           DEFINED    2                 13,102
REPUBLIC SVCS INC           EQUITY    760759100       906         68,997   SH           DEFINED    2                 68,997
REPUBLIC TECHNOLOGIES
 INTL INC                   EQUITY    760805119                      150   SH           DEFINED    2                    150
RES CARE INC                EQUITY    760943100        14          3,128   SH           DEFINED    2                  3,128
RESEARCH FRONTIERS INC      EQUITY    760911107         1             50   SH           DEFINED    2                     50
RESEARCH IN MOTION LTD      EQUITY    760975102      5280         53,575   SH           DEFINED    2                 53,575
RESMED INC                  EQUITY    761152107        49          1,572   SH           DEFINED    2                  1,572
RESONATE INC                EQUITY    76115Q104       300          7,600   SH           DEFINED    2                  7,600
RESORTQUEST INTL INC        EQUITY    761183102        67         10,400   SH           DEFINED    4                 10,400
RESPIRONICS INC             EQUITY    761230101        25          1,500   SH           DEFINED    2                  1,500
RETEK INC                   EQUITY    76128Q109       127          2,400   SH           DEFINED    1                  2,400
RETEK INC                   EQUITY    76128Q109         1             27   SH           DEFINED    2                     27
REUTERS GROUP PLC           EQUITY    76132M102      1371         12,200   SH           DEFINED    2                 12,200
REYNOLDS & REYNOLDS         EQUITY    761695105        87          4,400   SH           DEFINED    1                  4,400
REYNOLDS + REYNOLDS CO      EQUITY    761695105         4            209   SH           DEFINED    2                    209
REYNOLDS R J TOB HLDGS
 INC                        EQUITY    76182K105        38          1,179   SH           DEFINED    2                  1,179
RF MICRO DEVICES INC        EQUITY    749941100        40          1,264   SH           DEFINED    2                  1,264
RFS HOTEL INVS INC          EQUITY    74955J108         3            200   SH           DEFINED    2                    200
RH DONNELLEY CORP           EQUITY    74955W307       177          8,384   SH           DEFINED    2                  8,384
RHYTHMS NETCONNECTIONS
 INC                        EQUITY    762430205        27          3,635   SH           DEFINED    2                  3,635
RIBOZYME PHARMACEUTICALS
 INC                        EQUITY    762567105         2             71   SH           DEFINED    2                     71
RICA FOODS INC              EQUITY    762582203                       30   SH           DEFINED    2                     30
RICHARDSON ELECTRS LTD     CORPBOND   763165AC1      5742      5,602,000   PRN          DEFINED    4              5,602,000
RICHMOND CNTY FINL CORP     EQUITY    764556106         3            140   SH           DEFINED    2                    140
RIGGS NATL CORP WASH DC     EQUITY    766570105         1             89   SH           DEFINED    2                     89
RITA  MED SYS INC DEL       EQUITY    76774E103      1740        156,000   SH           DEFINED    2                156,000
RITA MED SYS INC DEL COM    EQUITY    76774E103      6385        572,300   SH           DEFINED    3                572,300
RITE AID CORP               EQUITY    767754104        15          3,722   SH           DEFINED    2                  3,722
RIVIANA FOODS INC DEL       EQUITY    769536103         2            100   SH           DEFINED    2                    100
RIVIERA HLDGS CORP COMM     EQUITY    769627100     3,812        525,775   SH           DEFINED    1                525,775
RJ REYNOLDS TOBACCO         EQUITY    76182K105       194          6,001   SH           DEFINED    1                  6,001
RLI CORP                    EQUITY    749607107         1             21   SH           DEFINED    2                     21
ROADWAY EXPRESS INC DEL     EQUITY    769742107         1             41   SH           DEFINED    2                     41
</TABLE>


<PAGE>   105

<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>
ROBBINS & MYERS INC        CORPBOND   770196AA1      4988      5,058,000   PRN          DEFINED    4              5,058,000
ROBERT HALF INTERNA         EQUITY    770323103       357         10,300   SH           DEFINED    1                 10,300
ROBERT HALF INTL INC        EQUITY    770323103      1419         40,900   SH           DEFINED    2                 40,900
ROBOTIC VISION SYS INC      EQUITY    771074101         1            250   SH           DEFINED    2                    250
ROCK TENN CO                EQUITY    772739207         1            100   SH           DEFINED    2                    100
ROCKWELL INTL CORP          EQUITY    773903109       169          5,600   SH           DEFINED    1                  5,600
ROCKWELL INTL CORP NEW      EQUITY    773903109       202          6,677   SH           DEFINED    2                  6,677
ROGERS COMMUNICATIONS
 INC                       CORPBOND   775109AE1     15902     18,350,000   PRN          DEFINED    4             18,350,000
ROGERS COMMUNICATIONS
 INC                        EQUITY    775109200       381         16,100   SH           DEFINED    2                 16,100
ROGERS COMMUNICATIONS
 INC                        EQUITY    775109960       488         20,640   SH           DEFINED    2                 20,640
ROGERS CORP                 EQUITY    775133101      6909        218,479   SH           DEFINED    2                218,479
ROHM & HAAS CO              EQUITY    775371107       223          6,400   SH           DEFINED    1                  6,400
ROHM + HAAS CO              EQUITY    775371107      4384        150,836   SH           DEFINED    2                150,836
ROHN INDS INC               EQUITY    775381106       281         59,100   SH           DEFINED    4                 59,100
ROLLINS INC                 EQUITY    775711104        25          1,700   SH           DEFINED    1                  1,700
ROLLINS INC                 EQUITY    775711104         2            148   SH           DEFINED    2                    148
ROLLINS TRUCK LEASING
 CORP                       EQUITY    775741101         3            400   SH           DEFINED    2                    400
ROPER INDS                  EQUITY    776696106       123          3,700   SH           DEFINED    2                  3,700
ROSETTA INPHARMATICS INC    EQUITY    777777103       851         30,500   SH           DEFINED    2                 30,500
ROSLYN BANCORP INC          EQUITY    778162107        85          3,800   SH           DEFINED    1                  3,800
ROSLYN BANCORP INC          EQUITY    778162107        81          3,633   SH           DEFINED    2                  3,633
ROSS STORES INC             EQUITY    778296103        69          4,800   SH           DEFINED    1                  4,800
ROSS STORES INC             EQUITY    778296103       481         33,478   SH           DEFINED    2                 33,478
ROUSE CO                    EQUITY    779273309     15314        423,925   SH           DEFINED    4                423,925
ROUSE CO                    EQUITY    779273101       431         17,300   SH           DEFINED    3                          17,300
ROUSE CO                    EQUITY    779273101       317         12,700   SH           DEFINED    2                 12,700
ROWAN COS INC               EQUITY    779382100      4181        144,162   SH           DEFINED    2                144,162
ROWAN COS. INC.             EQUITY    779382100        84          2,900   SH           DEFINED    1                  2,900
ROYAL BK CDA MONTREAL
 QUE                        EQUITY    780087953        60          2,020   SH           DEFINED    2                  2,020
ROYAL CARIBBEAN CRUISES
 LTD                        EQUITY    V7780T103         8            300   SH           DEFINED    2                    300
ROYAL DUTCH PETE CO         EQUITY    780257804     38688        645,474   SH           DEFINED    2                645,474
ROYAL DUTCH PETRO-N         EQUITY    780257804      3644         60,800   SH           DEFINED    1                 60,800
RPC INC                     EQUITY    749660106         1            100   SH           DEFINED    2                    100
RPM INC OHIO                EQUITY    749685103        55          6,100   SH           DEFINED    1                  6,100
RSA SEC INC                 EQUITY    749719100      4718        109,407   SH           DEFINED    2                109,407
RTI INTL METALS INC         EQUITY    74973W107         1             71   SH           DEFINED    2                     71
RUBY TUESDAY INC            EQUITY    781182100         5            400   SH           DEFINED    2                    400
</TABLE>


<PAGE>   106

<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>
RUDDICK CORP                EQUITY    781258108        37          2,700   SH           DEFINED    1                  2,700
RUDDICK CORP                EQUITY    781258108         2            166   SH           DEFINED    2                    166
RUDOLPH TECHNOLOGIES INC    EQUITY    781270103         8            244   SH           DEFINED    2                    244
RURAL CELLUAR CORP          EQUITY    781904107     13445        197,357   SH           DEFINED    2                197,357
RUSS BERRIE + CO INC        EQUITY    782233100       338         17,134   SH           DEFINED    2                 17,134
RUSSELL CORP                EQUITY    782352108        17          1,100   SH           DEFINED    1                  1,100
RUSSELL CORP                EQUITY    782352108         6            382   SH           DEFINED    2                    382
RYANAIR HOLDGS PLC          EQUITY    783513104     27035        702,200   SH           DEFINED    2                702,200
RYANS FAMILY STEAK
 HOUSES INC                 EQUITY    783519101         1            153   SH           DEFINED    2                    153
RYDER SYS INC               EQUITY    783549108        16            868   SH           DEFINED    2                    868
RYDER SYSTEMS INC           EQUITY    783549108        41          1,800   SH           DEFINED    1                  1,800
RYERSON TULL INC            EQUITY    78375P107        13          1,400   SH           DEFINED    1                  1,400
RYERSON TULL INC NEW        EQUITY    78375P107         1            129   SH           DEFINED    2                    129
RYLAND GROUP INC            EQUITY    783764103         2             70   SH           DEFINED    2                     70
S + T BANCORP INC           EQUITY    783859101         2            115   SH           DEFINED    2                    115
S&P 500 DEPOS RECEI         EQUITY    78462F103         7             50   SH           DEFINED    1                     50
S1 CORP                     EQUITY    78463B101      4152        347,779   SH           DEFINED    2                347,779
S3 INC                      EQUITY    784849101       169         16,400   SH           DEFINED    4                 16,400
S3 INC                      EQUITY    784849101        19          1,855   SH           DEFINED    2                  1,855
SABRE HLDGS CORP            EQUITY    785905100      5203        179,813   SH           DEFINED    2                179,813
SABRE HOLDINGS CORP         EQUITY    785905100       112          3,862   SH           DEFINED    1                  3,862
SAFECO CORP                 EQUITY    786429100      3082        113,100   SH           DEFINED    1                113,100
SAFECO CORP                 EQUITY    786429100       482         17,698   SH           DEFINED    2                 17,698
SAFEGUARD SCIENTIFICS
 INC                       CORPBOND   786449AE8       708        750,000   PRN          DEFINED    4                750,000
SAFEGUARD SCIENTIFICS
 INC                        EQUITY    786449108         8            380   SH           DEFINED    2                    380
SAFEWAY INC                 EQUITY    786514208     27108        580,635   SH           DEFINED    2                580,635
SAFEWAY INC NEW             EQUITY    786514208       663         14,200   SH           DEFINED    1                 14,200
SAGA SYS INC                EQUITY    786610105       491         46,769   SH           DEFINED    2                 46,769
SAGENT TECHNOLOGY INC       EQUITY    786693101      1514        200,142   SH           DEFINED    2                200,142
SAGENT TECHNOLOGY INC
 COM                        EQUITY    786693101      1512        200,000   SH           DEFINED    3                200,000
SAKS INC                    EQUITY    79377W108         4            405   SH           DEFINED    2                    405
SAKS INCORPORATED           EQUITY    79377W108        82          8,300   SH           DEFINED    1                  8,300
SAKURA BK LTD               EQUITY    793774100      2601         35,000   SH           DEFINED    2                 35,000
SALEM COMMUNICATIONS
 CORP DEL                   EQUITY    794093104        19          1,482   SH           DEFINED    2                  1,482
SALEM COMMUNICATIONS
 CORP DEL                   EQUITY    794093104       154         12,100   SH           DEFINED    4                 12,100
SALTON INC                  EQUITY    795757103         1             44   SH           DEFINED    2                     44
SAMSUNG ELECTRS LTD         EQUITY    796050888      6686         72,276   SH           DEFINED    2                 72,276
</TABLE>


<PAGE>   107

<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>
SAN JUAN BASIN RTY          EQUITY    798241105       767         64,600   SH           DEFINED    4                 64,600
SANCHEZ COMPUTER ASSOC
 INC                        EQUITY    799702105         2            100   SH           DEFINED    2                    100
SANDISK CORP                EQUITY    80004C101       928         13,901   SH           DEFINED    2                 13,901
SANDY SPRING BANCORP INC    EQUITY    800363103         1             21   SH           DEFINED    2                     21
SANGSTAT MED CORP           EQUITY    801003104         2            123   SH           DEFINED    2                    123
SANMINA CORP               CORPBOND   800907AB3     21385      9,733,000   PRN          DEFINED    4              9,733,000
SANMINA CORP               CORPBOND   800907AC1      3780      9,000,000   PRN          DEFINED    4              9,000,000
SANMINA CORP                EQUITY    800907107       384          4,100   SH           DEFINED    1                  4,100
SANMINA CORP                EQUITY    800907107     41999        448,583   SH           DEFINED    2                448,583
SANTA FE ENERGY TR          EQUITY    802013102      3979        197,700   SH           DEFINED    4                197,700
SANTA FE INTERNATIONAL
 CORP                       EQUITY    G7805C108     19408        430,700   SH           DEFINED    2                430,700
SANTA FE INTL CORP ORD      EQUITY    G7805C108     19390        430,300   SH           DEFINED    3                375,000   55,300
SAP AKTIENGESELLSCHAFT      EQUITY    803054204      7798        126,800   SH           DEFINED    2                126,800
SAPIENT CORP                EQUITY    803062108      2152         52,900   SH           DEFINED    1                 52,900
SAPIENT CORP                EQUITY    803062108      9414        231,366   SH           DEFINED    2                231,366
SARA LEE CORP               EQUITY    803111103       516         25,400   SH           DEFINED    1                 25,400
SARA LEE CORP               EQUITY    803111103     38985      1,919,251   SH           DEFINED    2              1,919,251
SATCON TECHNOLOGY CORP      EQUITY    803893106       117          3,270   SH           DEFINED    2                  3,270
SAUER DANFOSS INC           EQUITY    804137107         2            168   SH           DEFINED    2                    168
SAVVIS COMMUNICATIONS
 CORP                       EQUITY    805423100       613         68,069   SH           DEFINED    2                 68,069
SAWTEK INC                  EQUITY    805468105        92          2,400   SH           DEFINED    1                  2,400
SAWTEK INC                  EQUITY    805468105       364          9,443   SH           DEFINED    2                  9,443
SBA COMMUNCATIONS CORP      EQUITY    78388J106     12221        291,401   SH           DEFINED    2                291,401
SBA COMMUNICATIONS CRP
 COM                        EQUITY    78388J106     24965        595,300   SH           DEFINED    3                586,300    9,000
SBC COMMUNICATIONS          EQUITY    78387G103     17787        355,744   SH           DEFINED    1                355,744
SBC COMMUNICATIONS INC      EQUITY    78387G103     47734        954,681   SH           DEFINED    2                954,681
SBS TECHNOLOGIES INC        EQUITY    78387P103         2            102   SH           DEFINED    2                    102
SCANA CORP                  EQUITY    80589M102       188          6,100   SH           DEFINED    1                  6,100
SCANA CORP NEW              EQUITY    80589M102       400         12,944   SH           DEFINED    2                 12,944
SCANSOFT INC                EQUITY    80603P107         1            671   SH           DEFINED    2                    671
SCHERING PLOUGH             EQUITY    806605101      8047        173,050   SH           DEFINED    1                173,050
SCHERING PLOUGH CORP        EQUITY    806605101    172919      3,718,677   SH           DEFINED    2              3,718,677
SCHLUMBERGER                EQUITY    806857108     35370        429,700   SH           DEFINED    1                429,700
SCHLUMBERGER                EQUITY    806857108      1893         23,000   SH           DEFINED    3                 23,000
SCHLUMBERGER LTD            EQUITY    806857108     61081        742,067   SH           DEFINED    2                742,067
SCHOLASTIC CORP             EQUITY    807066105      3009         37,823   SH           DEFINED    2                 37,823
SCHOLASTIC CORPORAT         EQUITY    807066105        72            900   SH           DEFINED    1                    900
</TABLE>


<PAGE>   108

<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>
SCHOOL SPECIALTY INC        EQUITY    807863105        48          2,272   SH           DEFINED    2                  2,272
SCHULMAN A INC              EQUITY    808194104       288         26,200   SH           DEFINED    2                 26,200
SCHWAB (CHARLES) CO         EQUITY    808513105      1376         38,750   SH           DEFINED    1                 38,750
SCHWAB CHARLES CORP         EQUITY    808513105     15760        443,935   SH           DEFINED    2                443,935
SCHWEITZER MAUDUIT INTL
 INC                        EQUITY    808541106         2            169   SH           DEFINED    2                    169
SCI SYS INC                 EQUITY    783890106     45318      1,105,322   SH           DEFINED    2              1,105,322
SCI SYSTEMS INC             EQUITY    783890106       344          8,400   SH           DEFINED    1                  8,400
SCICLONE PHARMACEUTICALS
 INC                        EQUITY    80862K104         2            207   SH           DEFINED    2                    207
SCIENT CORP                 EQUITY    80864H109         5            237   SH           DEFINED    2                    237
SCIENTIFIC ATLANTA          EQUITY    808655104       286          4,500   SH           DEFINED    1                  4,500
SCIENTIFIC ATLANTA          EQUITY    808655104     16212        254,800   SH           DEFINED    3                227,300   27,500
SCIENTIFIC ATLANTA INC      EQUITY    808655104      5406         84,963   SH           DEFINED    2                 84,963
SCIENTIFIC LEARNING CORP    EQUITY    808760102       272         50,000   SH           DEFINED    2                 50,000
SCIQUEST COM INC            EQUITY    80908Q107         1            142   SH           DEFINED    2                    142
SCM MICROSYSTEMS INC        EQUITY    784018103         3             66   SH           DEFINED    2                     66
SCOTT TECHNOLOGIES INC      EQUITY    810022301         3            143   SH           DEFINED    2                    143
SCOTTS CO                   EQUITY    810186106       248          7,400   SH           DEFINED    4                  7,400
SCOTTS CO                   EQUITY    810186106         5            135   SH           DEFINED    2                    135
SCP POOL CORP               EQUITY    784028102         4            141   SH           DEFINED    2                    141
SCPIE HLDGS INC             EQUITY    78402P104         2            100   SH           DEFINED    2                    100
SCRIPPS E W CO OH           EQUITY    811054204     14060        260,364   SH           DEFINED    2                260,364
SDL INC                     EQUITY    784076101     17217         55,900   SH           DEFINED    2                 55,900
SEACHANGE INTL INC          EQUITY    811699107      1366         40,917   SH           DEFINED    2                 40,917
SEACOAST FINL SVCS CORP     EQUITY    81170Q106       245         22,317   SH           DEFINED    2                 22,317
SEACOR SMIT INC             EQUITY    811904101         4             86   SH           DEFINED    2                     86
SEAGATE TECHNOLOGY          EQUITY    811804103       435          6,300   SH           DEFINED    1                  6,300
SEAGATE TECHNOLOGY          EQUITY    811804103      3057         44,299   SH           DEFINED    2                 44,299
SEAGRAM JOSEPH E & SONS
 INC                       CORPBOND   811845AH9       277        262,000   PRN          DEFINED    4                262,000
SEAGRAM LTD                 EQUITY    811850106       706         12,300   SH           DEFINED    1                 12,300
SEAGRAM LTD                 EQUITY    811850205     28345        545,100   SH           DEFINED    4                545,100
SEAGRAM LTD                 EQUITY    811850106     13458        234,300   SH           DEFINED    2                234,300
SEALED AIR CORP             EQUITY    81211K209     20926        463,100   SH           DEFINED    4                463,100
SEALED AIR CORP             EQUITY    81211K100      7559        167,057   SH           DEFINED    1                167,057
SEALED AIR CORP NEW         EQUITY    81211K100     59821      1,322,020   SH           DEFINED    2              1,322,020
SEARS ROEBUCK + CO          EQUITY    812387108      2082         64,224   SH           DEFINED    2                 64,224
SEARS, ROEBUCK              EQUITY    812387108       334         10,300   SH           DEFINED    1                 10,300
SECOR SMIT INC              EQUITY    811904AE1     11779     10,588,000   SH           DEFINED    4             10,588,000
</TABLE>


<PAGE>   109

<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>
SECURE COMPUTING CORP       EQUITY    813705100         5            175   SH           DEFINED    2                    175
SECURITY CAP GROUP INC      EQUITY    81413P204        43          2,292   SH           DEFINED    2                  2,292
SEI INVESTMENTS CO          EQUITY    784117103        96          1,357   SH           DEFINED    2                  1,357
SEI INVESTMENTS COM         EQUITY    784117103       212          3,000   SH           DEFINED    1                  3,000
SEITEL INC                  EQUITY    816074306        22          1,500   SH           DEFINED    2                  1,500
SELECTICA INC DEL           EQUITY    816288104         1             22   SH           DEFINED    2                     22
SELECTIVE INS GROUP INC     EQUITY    816300107         5            254   SH           DEFINED    2                    254
SEMA GROUP PLC              EQUITY    81661R100         8            243   SH           DEFINED    2                    243
SEMCO ENERGY INC            EQUITY    78412D307      2613        222,800   SH           DEFINED    4                222,800
SEMCO ENERGY INC            EQUITY    78412D109         3            200   SH           DEFINED    2                    200
SEMITOOL INC                EQUITY    816909105        34          2,674   SH           DEFINED    2                  2,674
SEMPRA ENERGY               EQUITY    816851109      5112        245,613   SH           DEFINED    1                245,613
SEMPRA ENERGY               EQUITY    816851109       100          4,787   SH           DEFINED    2                  4,787
SEMTECH CORP                EQUITY    816850101       164          3,800   SH           DEFINED    1                  3,800
SEMTECH CORP               CORPBOND   816850AD3      3570      3,000,000   PRN          DEFINED    4              3,000,000
SEMTECH CORP                EQUITY    816850101      1772         41,100   SH           DEFINED    2                 41,100
SENSORMATIC ELECTRS CORP    EQUITY    817265101        68          4,500   SH           DEFINED    1                  4,500
SENSORMATIC ELECTRS CORP    EQUITY    817265200      2486        110,500   SH           DEFINED    4                110,500
SENSORMATIC ELECTRS CORP    EQUITY    817265804     20927        930,111   SH           DEFINED    4                930,111
SENSORMATIC ELECTRS CORP    EQUITY    817265101       198         13,223   SH           DEFINED    2                 13,223
SEPRACOR INC                EQUITY    817315104       528          4,300   SH           DEFINED    1                  4,300
SEPRACOR INC               CORPBOND   817315AC8       519        100,000   PRN          DEFINED    4                100,000
SEPRACOR INC               CORPBOND   817315AE4     93728     18,059,000   PRN          DEFINED    4             18,059,000
SEPRACOR INC               CORPBOND   817315AH7     27301     13,205,000   PRN          DEFINED    4             13,205,000
SEPRACOR INC                EQUITY    817315104       950          7,741   SH           DEFINED    2                  7,741
SEQUA CORP                  EQUITY    817320104         2             48   SH           DEFINED    2                     48
SEQUA CORP - CLASS          EQUITY    817320104        26            600   SH           DEFINED    1                    600
SEQUENOM INC                EQUITY    817337108      4320        102,557   SH           DEFINED    2                102,557
SEQUOIA SOFTWARE CORP       EQUITY    817439102                       48   SH           DEFINED    2                     48
SERENA SOFTWARE INC         EQUITY    817492101         5            114   SH           DEFINED    2                    114
SERONO SA                   EQUITY    81752M101      6942        229,500   SH           DEFINED    2                229,500
SERVICE CORP INTL           EQUITY    817565104      1487        609,931   SH           DEFINED    2                609,931
SERVICE MASTER COMPANY      EQUITY    81760N109      2181        220,897   SH           DEFINED    2                220,897
SERVICE TECHNOLOGIES INC    EQUITY    81763Q109       909        123,300   SH           DEFINED    2                123,300
SF HLDGS GROUP INC          EQUITY    784141806        30              8   SH           DEFINED    2                      8
SF HLDGS GROUP INC          EQUITY    784141855                       25   SH           DEFINED    2                     25
SHARPER IMAGE CORP          EQUITY    820013100      2129        120,800   SH           DEFINED    2                120,800
</TABLE>


<PAGE>   110

<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>
SHARPER IMAGE CORP COM      EQUITY    820013100      7524        426,900   SH           DEFINED    3                426,900
SHAW GROUP INC              EQUITY    820280105         8            114   SH           DEFINED    2                    114
SHAW INDS INC               EQUITY    820286102         7            364   SH           DEFINED    2                    364
SHAW INDUSTRIES INC         EQUITY    820286102       139          7,500   SH           DEFINED    1                  7,500
SHELL TRANS + TRADING
 PLC                        EQUITY    822703609      4204         85,900   SH           DEFINED    2                 85,900
SHERWIN WILLIAMS CO         EQUITY    824348106      7013        328,111   SH           DEFINED    2                328,111
SHERWIN-WILLIAMS            EQUITY    824348106       109          5,100   SH           DEFINED    1                  5,100
SHIRE PHARMACEUTICALS
 GROUP PL                   EQUITY    82481R106       862         16,700   SH           DEFINED    2                 16,700
SHIRE PHARMACEUTICALS
 PHARMACEUTICALS GRP PLC    EQUITY    82481R106       251          5,000   SH           DEFINED    4                  5,000
SHOE CARNIVAL INC           EQUITY    824889109         7          1,300   SH           DEFINED    2                  1,300
SHOPKO STORES INC           EQUITY    824911101         2            200   SH           DEFINED    2                    200
SHOPNET COM INC             EQUITY    82508N112        21         74,500   SH           DEFINED    4                 74,500
SHURGARD STORAGE CTRS
 INC                        EQUITY    82567D104         3            137   SH           DEFINED    2                    137
SICOR INC                   EQUITY    825846108        22          2,167   SH           DEFINED    2                  2,167
SIEBEL SYS INC              EQUITY    826170102     51856        465,864   SH           DEFINED    2                465,864
SIEBEL SYSTEMS INC         CORPBOND   826170AC6    246549     50,819,000   PRN          DEFINED    4             50,819,000
SIEBEL SYSTEMS INC          EQUITY    826170102      1280         11,500   SH           DEFINED    1                 11,500
SIERRA HEALTH SVCS INC      EQUITY    826322109       140         29,800   SH           DEFINED    4                 29,800
SIERRA PAC RES NEW          EQUITY    826428104       183         10,161   SH           DEFINED    2                 10,161
SIERRA PACIFIC RESO         EQUITY    826428104       297         16,500   SH           DEFINED    4                 16,500
SIERRA PACIFIC RESO         EQUITY    826428104        81          4,500   SH           DEFINED    1                  4,500
SIGMA ALDRICH               EQUITY    826552101        53          1,602   SH           DEFINED    2                  1,602
SIGMA-ALDRICH               EQUITY    826552101        92          2,800   SH           DEFINED    1                  2,800
SILICON GRAPHICS INC        EQUITY    827056102      1242        301,032   SH           DEFINED    2                301,032
SILICON IMAGE INC           EQUITY    82705T102         5            186   SH           DEFINED    2                    186
SILICON STORAGE
 TECHNOLOGY INC             EQUITY    827057100        15            570   SH           DEFINED    2                    570
SILICON VALLEY BANC         EQUITY    827064106       146          2,500   SH           DEFINED    1                  2,500
SILICON VY BANCSHARES       EQUITY    827064106        17            293   SH           DEFINED    2                    293
SILICON VY GROUP INC        EQUITY    827066101      6209        235,966   SH           DEFINED    2                235,966
SILICONIX INC               EQUITY    827079203        49          1,031   SH           DEFINED    2                  1,031
SILICONWARE PRECISION
 INDS LTD                   EQUITY    827084864       226         45,700   SH           DEFINED    2                 45,700
SILVERLINE TECHNOLOGIES
 LTD                        EQUITY    828408104       245         13,760   SH           DEFINED    2                 13,760
SILVERSTREAM SOFTWARE
 COM                        EQUITY    827907106     20612        684,200   SH           DEFINED    3                664,500   19,700
SILVERSTREAM SOFTWARE
 INC                        EQUITY    827907106      5693        188,966   SH           DEFINED    2                188,966
SIMON PPTY GROUP            EQUITY    828806109     42484      1,812,650   SH           DEFINED    3              1,554,750  257,900
SIMON PPTY GROUP            EQUITY    828806406       661         10,000   SH           DEFINED    4                 10,000
SIMON PPTY GROUP INC NEW    EQUITY    828806109      8893        379,418   SH           DEFINED    2                379,418
</TABLE>


<PAGE>   111

<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>
SIMPLE TECHNOLOGY INC       EQUITY    828820100         5            500   SH           DEFINED    2                    500
SIMPSON MFG INC             EQUITY    829073105        31            684   SH           DEFINED    2                    684
SINCLAIR BROADCAST GROUP
 INC                        EQUITY    829226109         3            314   SH           DEFINED    2                    314
SINCLAIR CAP                EQUITY    829230408        96          1,000   SH           DEFINED    2                  1,000
SIPEX CORP                  EQUITY    829909100     10657        253,358   SH           DEFINED    2                253,358
SIPEX CORP COM              EQUITY    829909100     25216        599,500   SH           DEFINED    3                590,500    9,000
SIRIUS SATELLITE RADIO
 INC                        EQUITY    82966U103        12            236   SH           DEFINED    2                    236
SITEL CORP                  EQUITY    82980K107         1            230   SH           DEFINED    2                    230
SIX FLAGS INC               EQUITY    83001P109        70          4,500   SH           DEFINED    1                  4,500
SIX FLAGS INC               EQUITY    83001P109       502         32,401   SH           DEFINED    2                 32,401
SIX FLAGS INC               EQUITY    83001P208      1484         47,100   SH           DEFINED    2                 47,100
SJW CORP                    EQUITY    784305104                        3   SH           DEFINED    2                      3
SK TELECOM CO LTD-A         EQUITY    78440P108      1306         50,950   SH           DEFINED    1                 50,950
SK TELECOM LTD              EQUITY    78440P108        59          2,300   SH           DEFINED    2                  2,300
SKECHERS U S A INC          EQUITY    830566105         2            140   SH           DEFINED    2                    140
SKY FINL GROUP INC          EQUITY    83080P103         9            513   SH           DEFINED    2                    513
SKYLINE CORP                EQUITY    830830105         2            100   SH           DEFINED    2                    100
SKYMALLINC                  EQUITY    830859104       256        100,000   SH           DEFINED    2                100,000
SKYWEST INC                 EQUITY    830879102     11612        226,572   SH           DEFINED    2                226,572
SL GREEN RLTY CORP          EQUITY    78440X101         4            142   SH           DEFINED    2                    142
SL GREEN RLTY CORP          EQUITY    78440X200      2067         68,900   SH           DEFINED    2                 68,900
SLI INC                     EQUITY    78442T108        20          2,800   SH           DEFINED    2                  2,800
SMART + FINAL INC           EQUITY    831683107         1            163   SH           DEFINED    2                    163
SMARTDISK CORP              EQUITY    83169Q105                       30   SH           DEFINED    2                     30
SMARTFORCE PLC              EQUITY    83170A206       156          3,287   SH           DEFINED    2                  3,287
SMARTSERV ONLINE INC        EQUITY    83169M112       340         22,185   SH           DEFINED    4                 22,185
SMARTSERV ONLINE INC        EQUITY    83169M203         1             30   SH           DEFINED    2                     30
SMITH A O CORP              EQUITY    831865209        23          1,851   SH           DEFINED    2                  1,851
SMITH CHARLES E
 RESIDENTIAL                EQUITY    832197107      1153         25,406   SH           DEFINED    2                 25,406
SMITH CHARLES RESIDNTL
 COM                        EQUITY    832197107      4687        103,300   SH           DEFINED    3                 88,900   14,400
SMITH INTERNATIONAL         EQUITY    832110100       237          2,900   SH           DEFINED    1                  2,900
SMITH INTL INC              EQUITY    832110100     17106        209,730   SH           DEFINED    2                209,730
SMITHFIELD FOODS INC        EQUITY    832248108       132          5,033   SH           DEFINED    2                  5,033
SMITHKLINE BEECHAM P L C    EQUITY    832378301     32768        477,500   SH           DEFINED    2                477,500
SMUCKER (J.M.) CO           EQUITY    832696306        39          1,600   SH           DEFINED    1                  1,600
SMUCKER J M CO              EQUITY    832696306         5            200   SH           DEFINED    2                    200
SMURFIT STONE CONTAINER
 CORP                       EQUITY    832727101     11842        986,869   SH           DEFINED    2                986,869
</TABLE>


<PAGE>   112

<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                                                                                                    VOTING AUTHORITY
                            TITLE         CUSIP     VALUE        SHRS OR   SH/   PUT/   INVSTMT   OTHR   ---------------------------
NAME OF ISSUER              CLASS                 (X$1000)       PRN AMT   PRN   CALL   DSCRETN   MGRS   SOLE        SHARED     NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                        <C>        <C>         <C>        <C>           <C>   <C>    <C>       <C>    <C>    <C>           <C>
SNAP ON INC                 EQUITY    833034101       249         10,585   SH           DEFINED    2                 10,585
SNAP-ON INC.                EQUITY    833034101        44          1,850   SH           DEFINED    1                  1,850
SOC QUIMICA Y MINER         EQUITY    833635105      1202         57,730   SH           DEFINED    1                 57,730
SODEXHO MARIOTT SER         EQUITY    833793102       136          8,272   SH           DEFINED    1                  8,272
SODEXHO MARRIOTT SVCS
 INC                        EQUITY    833793102         3            164   SH           DEFINED    2                    164
SOFTNET SYS INC             EQUITY    833964109         1            215   SH           DEFINED    2                    215
SOFTWARE COM INC            EQUITY    83402P104       779          4,291   SH           DEFINED    2                  4,291
SOLECTRON CORP              EQUITY    834182107     16785        363,900   SH           DEFINED    1                363,900
SOLECTRON CORP              EQUITY    834182107    120149      2,604,846   SH           DEFINED    2              2,604,846
SOLUTIA INC                 EQUITY    834376105        72          6,300   SH           DEFINED    1                  6,300
SOLUTIA INC                 EQUITY    834376105         8            707   SH           DEFINED    2                    707
SOMERA COMMUNICATIONS
 INC                        EQUITY    834458101         1            143   SH           DEFINED    2                    143
SONIC AUTOMOTIVE INC        EQUITY    83545G102         1            174   SH           DEFINED    2                    174
SONIC CORP                  EQUITY    835451105         3            100   SH           DEFINED    2                    100
SONIC FDRY INC              EQUITY    83545R108         1             85   SH           DEFINED    2                     85
SONIC INNOVATIONS INC       EQUITY    83545M109         1             72   SH           DEFINED    2                     72
SONICWALL INC               EQUITY    835470105         4            129   SH           DEFINED    2                    129
SONOCO PRODS CO             EQUITY    835495102       105          5,790   SH           DEFINED    1                  5,790
SONOCO PRODS CO             EQUITY    835495102      1841        101,914   SH           DEFINED    2                101,914
SONOSITE INC                EQUITY    83568G104        21          1,103   SH           DEFINED    2                  1,103
SONUS NETWORKS INC          EQUITY    835916107       447          3,534   SH           DEFINED    2                  3,534
SOTHEBYS HLDGS INC          EQUITY    835898107         6            224   SH           DEFINED    2                    224
SOTHEBY'S HOLDINGS          EQUITY    835898107        85          3,400   SH           DEFINED    1                  3,400
SOURCE INFORMATION MGMT
 CO                         EQUITY    836151209         1            121   SH           DEFINED    2                    121
SOUTH FINL GROUP INC        EQUITY    837841105         3            222   SH           DEFINED    2                    222
SOUTH JERSEY INDS INC       EQUITY    838518108         1             28   SH           DEFINED    2                     28
SOUTHDOWN INC               EQUITY    841297104       150          2,100   SH           DEFINED    1                  2,100
SOUTHDOWN INC               EQUITY    841297104         8            111   SH           DEFINED    2                    111
SOUTHERN CO                 EQUITY    842587107      6199        191,100   SH           DEFINED    1                191,100
SOUTHERN CO                 EQUITY    842587107      1186         36,574   SH           DEFINED    2                 36,574
SOUTHERN ENERGY INC         EQUITY    842816100      7035        224,235   SH           DEFINED    2                224,235
SOUTHERN PERU COPPER
 CORP                       EQUITY    843611104         2            154   SH           DEFINED    2                    154
SOUTHERN UN CO NEW          EQUITY    844030106         5            237   SH           DEFINED    2                    237
SOUTHTRUST CORP             EQUITY    844730101     12800        407,135   SH           DEFINED    1                407,135
SOUTHTRUST CORP             EQUITY    844730101        66          2,109   SH           DEFINED    2                  2,109
SOUTHWEST AIRLINES          EQUITY    844741108       362         14,925   SH           DEFINED    1                 14,925
SOUTHWEST AIRLS CO          EQUITY    844741108     36026      1,485,598   SH           DEFINED    2              1,485,598
</TABLE>


<PAGE>   113

<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>
SOUTHWEST BANCORPORATION
 TEX                        EQUITY    84476R109       102          3,127   SH           DEFINED    2                  3,127
SOUTHWEST GAS CORP          EQUITY    844895102       110          5,260   SH           DEFINED    2                  5,260
SOUTHWEST SECS GROUP INC    EQUITY    845224104       257          8,800   SH           DEFINED    4                  8,800
SOUTHWEST SECS GROUP INC    EQUITY    845224104         2             72   SH           DEFINED    2                     72
SOUTHWESTERN ENERGY CO      EQUITY    845467109         2            200   SH           DEFINED    2                    200
SOVEREIGN BANCORP INC       EQUITY    845905108        99         10,680   SH           DEFINED    2                 10,680
SOVEREIGN BANCORP INC       EQUITY    845905108       121         13,100   SH           DEFINED    1                 13,100
SOVEREIGN BANCORP INC       EQUITY    845905306      1208         21,379   SH           DEFINED    4                 21,379
SOVRAN SELF STORAGE INC     EQUITY    84610H108         3            157   SH           DEFINED    2                    157
SPACELABS INC               EQUITY    846247104        12          1,200   SH           DEFINED    2                  1,200
SPANISH BROADCASTING SYS
 INC                        EQUITY    846425882      2904        247,173   SH           DEFINED    2                247,173
SPARTAN STORES INC          EQUITY    846822104       121         16,500   SH           DEFINED    4                 16,500
SPARTECH CORP               EQUITY    847220209         1             88   SH           DEFINED    2                     88
SPDR TRUST                  EQUITY    78462F103       172          1,200   SH           DEFINED    2                  1,200
SPECIALTY EQUIP COS INC     EQUITY    847497203         2            100   SH           DEFINED    2                    100
SPECTRA PHYSICS LASERS
 INC                        EQUITY    847568102         1             16   SH           DEFINED    2                     16
SPECTRALINK CORP            EQUITY    847580107         1            104   SH           DEFINED    2                    104
SPECTRASITE HLDGS INC       EQUITY    84760T100      7630        411,055   SH           DEFINED    2                411,055
SPECTRASITE HLDGS INC
 COM                        EQUITY    84760T100     20822      1,121,700   SH           DEFINED    3              1,099,200   22,500
SPEECHWORKS INTL INC        EQUITY    84764M101      3133         50,540   SH           DEFINED    2                 50,540
SPEECHWORKS INTL INC COM    EQUITY    84764M101      8382        135,200   SH           DEFINED    3                130,100    5,100
SPEEDFAM IPEC INC           EQUITY    847705100         1            122   SH           DEFINED    2                    122
SPEEDWAY MOTORSPORTSINC     EQUITY    847788106      1623         77,961   SH           DEFINED    2                 77,961
SPHERION CORP               EQUITY    848420105       453         37,959   SH           DEFINED    2                 37,959
SPIEGEL INC                 EQUITY    848457107         1            165   SH           DEFINED    2                    165
SPIEKER PPTYS INC           EQUITY    848497103      7833        136,081   SH           DEFINED    2                136,081
SPIEKER PPTYS INC COM       EQUITY    848497103     19595        340,400   SH           DEFINED    3                292,500   47,900
SPINNAKER EXPL CO           EQUITY    84855W109      5738        164,535   SH           DEFINED    2                164,535
SPINNAKER EXPL CO COM       EQUITY    84855W109     23750        681,000   SH           DEFINED    3                681,000
SPLASH TECHNOLOGY HLDGS
 INC                        EQUITY    848623104       113         12,200   SH           DEFINED    4                 12,200
SPORT HALEY INC             EQUITY    848925103        10          2,400   SH           DEFINED    2                  2,400
SPORTSLINE USA INC          EQUITY    848934105      1365         98,851   SH           DEFINED    2                 98,851
SPRINGS INDS INC            EQUITY    851783100         6            198   SH           DEFINED    2                    198
SPRINGS INDUSTRIES          EQUITY    851783100        17            600   SH           DEFINED    1                    600
SPRINT CORP                 EQUITY    852061100      6443        219,800   SH           DEFINED    1                219,800
SPRINT CORP                 EQUITY    852061506     12186        347,550   SH           DEFINED    1                347,550
SPRINT CORP                 EQUITY    852061100     26366        899,488   SH           DEFINED    2                899,488
</TABLE>


<PAGE>   114

<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>
SPRINT CORP                 EQUITY    852061506     44573      1,271,235   SH           DEFINED    2              1,271,235
SPS TECHNOLOGIES INC        EQUITY    784626103         5            100   SH           DEFINED    2                    100
SPSS INC                    EQUITY    78462K102         1             33   SH           DEFINED    2                     33
SPX CORP                    EQUITY    784635104       270          1,900   SH           DEFINED    1                  1,900
SPX CORP                    EQUITY    784635104     15399        108,493   SH           DEFINED    2                108,493
ST JOE CO                   EQUITY    790148100         3            100   SH           DEFINED    2                    100
ST JUDE MED INC             EQUITY    790849103      9320        182,743   SH           DEFINED    2                182,743
ST JUDE MEDICAL INC         EQUITY    790849103       128          2,500   SH           DEFINED    1                  2,500
ST MARY LD + EXPL CO        EQUITY    792228108         5            226   SH           DEFINED    2                    226
ST PAUL COS INC             EQUITY    792860108      7776        157,687   SH           DEFINED    2                157,687
ST. PAUL COS INC.           EQUITY    792860108       306          6,200   SH           DEFINED    1                  6,200
STAAR SURGICAL CO           EQUITY    852312305         2            129   SH           DEFINED    2                    129
STAMPS COM INC              EQUITY    852857101       603        156,939   SH           DEFINED    2                156,939
STANCORP FINL GROUP INC     EQUITY    852891100        11            250   SH           DEFINED    2                    250
STANDARD AUTOMOTIVE CORP    EQUITY    853097202       178         20,600   SH           DEFINED    4                 20,600
STANDARD MICROSYSTEMS
 CORP                       EQUITY    853626109         1             45   SH           DEFINED    2                     45
STANDARD PAC CORP NEW       EQUITY    85375C101         4            200   SH           DEFINED    2                    200
STANDARD REGISTER           EQUITY    853887107         1             52   SH           DEFINED    2                     52
STANDARD REGISTER C         EQUITY    853887107        24          1,500   SH           DEFINED    1                  1,500
STANDEX INTL CORP           EQUITY    854231107         2            100   SH           DEFINED    2                    100
STANFORD MICRODEVICES
 INC                        EQUITY    854399102         1             13   SH           DEFINED    2                     13
STANLEY FURNITURE INC       EQUITY    854305208        87          3,600   SH           DEFINED    2                  3,600
STANLEY WORKS               EQUITY    854616109        67          2,900   SH           DEFINED    1                  2,900
STANLEY WORKS               EQUITY    854616109        55          2,373   SH           DEFINED    2                  2,373
STAPLES INC                 EQUITY    855030102       197         13,850   SH           DEFINED    1                 13,850
STAPLES INC                 EQUITY    855030102      6081        428,634   SH           DEFINED    2                428,634
STARBASE CORP               EQUITY    854910205         1            250   SH           DEFINED    2                    250
STARBUCKS CORP              EQUITY    855244109       224          5,600   SH           DEFINED    1                  5,600
STARBUCKS CORP              EQUITY    855244109      5637        140,712   SH           DEFINED    2                140,712
STARMEDIA NETWORK INC       EQUITY    855546107         2            309   SH           DEFINED    2                    309
STARTEK INC                 EQUITY    85569C107         1             36   SH           DEFINED    2                     36
STARWOOD HOTELS +
 RESORTS                    EQUITY    85590A203      2461         78,737   SH           DEFINED    2                 78,737
STATE STREET CORP           EQUITY    857477103       585          4,500   SH           DEFINED    1                  4,500
STATE STREET CORPORATION    EQUITY    857477103     38266        294,356   SH           DEFINED    2                294,356
STATEN IS BANCORP INC       EQUITY    857550107       169          8,434   SH           DEFINED    2                  8,434
STATION CASINOS INC         EQUITY    857689103         3            178   SH           DEFINED    2                    178
STEEL DYNAMICS INC          EQUITY    858119100         3            311   SH           DEFINED    2                    311
</TABLE>


<PAGE>   115

<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>
STEELCASE INC               EQUITY    858155203         4            264   SH           DEFINED    2                    264
STEELCASE INC               EQUITY    858155203       256         15,300   SH           DEFINED    4                 15,300
STEIN MART INC              EQUITY    858375108         2            203   SH           DEFINED    2                    203
STEINER LEISURE LIMITED     EQUITY    P8744Y102       101          4,500   SH           DEFINED    2                  4,500
STEINWAY MUSICAL COMMON     EQUITY    858495104    31,407      1,801,131   SH           DEFINED    1              1,801,131
STERICYCLE INC              EQUITY    858912108         3            129   SH           DEFINED    2                    129
STERIS CORP                 EQUITY    859152100        47          3,900   SH           DEFINED    1                  3,900
STERIS CORP                 EQUITY    859152100       481         40,100   SH           DEFINED    2                 40,100
STERLING BANCSHARES INC     EQUITY    858907108        23          1,476   SH           DEFINED    2                  1,476
STEWART & STEVE             EQUITY    860342104        28          1,600   SH           DEFINED    1                  1,600
STEWART + STEVENSON SVCS
 INC                        EQUITY    860342104         4            254   SH           DEFINED    2                    254
STEWART ENTERPRISES INC     EQUITY    860370105         1            446   SH           DEFINED    2                    446
STEWART INFORMATION SVCS
 CORP                       EQUITY    860372101       617         40,100   SH           DEFINED    2                 40,100
STILLWATER MNG CO           EQUITY    86074Q102      9629        355,702   SH           DEFINED    2                355,702
STILWELL FINANCIAL          EQUITY    860831106       283          6,500   SH           DEFINED    1                  6,500
STILWELL FINANCIAL INC      EQUITY    860831106     17524        402,854   SH           DEFINED    2                402,854
STMICROELECTRONICS  N V    CORPBOND   861012AB8     62437     47,285,000   PRN          DEFINED    4             47,285,000
STMICROELECTRONICS  N V     EQUITY    861012102        43            900   SH           DEFINED    1                    900
STMICROELECTRONICS N V      EQUITY    861012102      1003         21,070   SH           DEFINED    2                 21,070
STOLT OFFSHORE SA           EQUITY    L8873E103        19          1,300   SH           DEFINED    2                  1,300
STONE ENERGY CORP           EQUITY    861642106        51            933   SH           DEFINED    2                    933
STONERIDGE INC              EQUITY    86183P102         1            100   SH           DEFINED    2                    100
STORA ENSO CORP             EQUITY    86210M106         3            330   SH           DEFINED    2                    330
STORAGE TECHNOLOGY          EQUITY    862111200        79          5,800   SH           DEFINED    1                  5,800
STORAGE TECHNOLOGY CORP     EQUITY    862111200      5899        434,935   SH           DEFINED    2                434,935
STORAGE USA                 EQUITY    861907103     15723        515,500   SH           DEFINED    3                436,200   79,300
STORAGE USA INC             EQUITY    861907103      2535         83,100   SH           DEFINED    2                 83,100
STORAGENETWORKS INC         EQUITY    86211E103      9774         95,650   SH           DEFINED    2                 95,650
STRATOS LIGHTWAVE INC       EQUITY    863100103        92          2,850   SH           DEFINED    2                  2,850
STREAMEDIA
 COMMUNICATIONS INCS        EQUITY    86323T105        27         26,900   SH           DEFINED    4                 26,900
STREAMEDIA
 COMMUNICATIONS INCS        EQUITY    86323T113         5         27,800   SH           DEFINED    4                 27,800
STRIDE RITE CORP            EQUITY    863314100         2            375   SH           DEFINED    2                    375
STRUCTURAL DYNAMICS         EQUITY    863555108        34          2,100   SH           DEFINED    1                  2,100
STRUCTURAL DYNAMICS         EQUITY    863555108       377         23,000   SH           DEFINED    4                 23,000
STRUCTURAL DYNAMICS RESH
 CORP                       EQUITY    863555108      2672        163,200   SH           DEFINED    2                163,200
STRYKER CORP                EQUITY    863667101       485         11,300   SH           DEFINED    1                 11,300
STRYKER CORP                EQUITY    863667101        79          1,831   SH           DEFINED    2                  1,831
</TABLE>


<PAGE>   116

<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>
STUDENT ADVANTAGE INC       EQUITY    86386Q105        35          4,700   SH           DEFINED    2                  4,700
STUDENT LN CORP             EQUITY    863902102      6160        126,200   SH           DEFINED    2                126,200
STURM RUGER + CO INC        EQUITY    864159108         2            250   SH           DEFINED    2                    250
SUIZA FOODS CORP            EQUITY    865077101        81          1,600   SH           DEFINED    1                  1,600
SUIZA FOODS CORP            EQUITY    865077101       107          2,108   SH           DEFINED    2                  2,108
SUMMIT BANCORP              EQUITY    866005101      9171        265,825   SH           DEFINED    2                265,825
SUMMIT BANCORPORATI         EQUITY    866005101      3812        110,500   SH           DEFINED    1                110,500
SUMMIT PPTYS INC            EQUITY    866239106      1315         54,636   SH           DEFINED    2                 54,636
SUN CMNTYS INC              EQUITY    866674104      1104         34,900   SH           DEFINED    2                 34,900
SUN COMMUNITIES INC COM     EQUITY    866674104      4867        153,900   SH           DEFINED    3                127,300   26,600
SUN LIFE FINL SVCS CDA
 INC                        EQUITY    866796105      4490        217,700   SH           DEFINED    2                217,700
SUN LIFE FINL SVCS INC      EQUITY    866796956       621         30,144   SH           DEFINED    2                 30,144
SUN MICROSYSTEMS            EQUITY    866810104     33764        289,200   SH           DEFINED    1                289,200
SUN MICROSYSTEMS INC        EQUITY    866810104    132879      1,138,149   SH           DEFINED    2              1,138,149
SUNBEAM CORP               CORPBOND   867071AA0       317      3,273,000   PRN          DEFINED    4              3,273,000
SUNBEAM CORP DEL NEW        EQUITY    867071102         1            457   SH           DEFINED    2                    457
SUNCOR ENERGY INC           EQUITY    867229957      1299         58,974   SH           DEFINED    2                 58,974
SUNGARD DATA SYS INC        EQUITY    867363103     25635        598,779   SH           DEFINED    2                598,779
SUNGARD DATA SYSTEM         EQUITY    867363103     95840      2,238,608   SH           DEFINED    3              2,151,508   87,100
SUNGARD DATA SYSTEM         EQUITY    867363103       325          7,600   SH           DEFINED    1                  7,600
SUNGLASS HUT INTL INC       EQUITY    86736F106      4796        734,269   SH           DEFINED    2                734,269
SUNOCO INC                  EQUITY    86764P109        65          2,400   SH           DEFINED    1                  2,400
SUNOCO INC                  EQUITY    86764P109       378         14,014   SH           DEFINED    2                 14,014
SUNRISE ASSISTED LIVING
 INC                        EQUITY    86768K106         3            122   SH           DEFINED    2                    122
SUNRISE TECHNOLOGIES
 INTL                       EQUITY    86769L103         2            301   SH           DEFINED    2                    301
SUNTRUST BANKS INC.         EQUITY    867914103       413          8,300   SH           DEFINED    1                  8,300
SUNTRUST BKS INC            EQUITY    867914103      2676         53,717   SH           DEFINED    2                 53,717
SUPER VALU STORES           EQUITY    868536103        56          3,700   SH           DEFINED    1                  3,700
SUPERCONDUCTOR
 TECHNOLOGIES               EQUITY    867931107         2             87   SH           DEFINED    2                     87
SUPERGEN INC                EQUITY    868059106         4            196   SH           DEFINED    2                    196
SUPERIOR ENERGY SVCS COM    EQUITY    868157108      5512        525,000   SH           DEFINED    3                525,000
SUPERIOR ENERGY SVCS INC    EQUITY    868157108      4128        393,129   SH           DEFINED    2                393,129
SUPERIOR INDS INTL          EQUITY    868168105        45          1,500   SH           DEFINED    1                  1,500
SUPERIOR INDS INTL INC      EQUITY    868168105         3            100   SH           DEFINED    2                    100
SUPERIOR NATL INS GROUP
 INC                        EQUITY    868224106                      183   SH           DEFINED    2                    183
SUPERTEX INC                EQUITY    868532102         3             63   SH           DEFINED    2                     63
SUPERVALU INC               EQUITY    868536103        19          1,291   SH           DEFINED    2                  1,291
</TABLE>


<PAGE>   117

<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>
SURGUTNEFTEGAZ JSC          EQUITY    868861204      1247         85,250   SH           DEFINED    2                 85,250
SURMODICS INC               EQUITY    868873100         1             24   SH           DEFINED    2                     24
SUSQUEHANNA BANCSHARES
 INC PA                     EQUITY    869099101         3            200   SH           DEFINED    2                    200
SVI HLDGS INC               EQUITY    784872103         1            151   SH           DEFINED    2                    151
SWIFT ENERGY                EQUITY    870738AB7     10972      8,320,000   SH           DEFINED    4              8,320,000
SWIFT ENERGY CO             EQUITY    870738101         7            159   SH           DEFINED    2                    159
SWIFT TRANSN CO COM         EQUITY    870756103     15736      1,204,700   SH           DEFINED    3              1,169,675   35,025
SWIFT TRANSN CO COM         EQUITY    870756103        47          3,600   SH           DEFINED    1                  3,600
SWIFT TRANSN INC            EQUITY    870756103         3            238   SH           DEFINED    2                    238
SWITCHBOARD INC             EQUITY    871045100       728        111,945   SH           DEFINED    2                111,945
SYBASE INC                  EQUITY    871130100         7            287   SH           DEFINED    2                    287
SYBASE, INC.                EQUITY    871130100       120          5,200   SH           DEFINED    1                  5,200
SYBRON CORP                 EQUITY    87114F106       146          6,100   SH           DEFINED    1                  6,100
SYBRON INTL CORP
 WISCONSIN                  EQUITY    87114F106       851         35,476   SH           DEFINED    2                 35,476
SYCAMORE NETWORKS INC       EQUITY    871206108     50932        471,150   SH           DEFINED    2                471,150
SYKES ENTERPRISES I         EQUITY    871237103        13          2,400   SH           DEFINED    1                  2,400
SYKES ENTERPRISES INC       EQUITY    871237103         1            188   SH           DEFINED    2                    188
SYLVAN LEARNING SYS         EQUITY    871399101        36          2,400   SH           DEFINED    1                  2,400
SYLVAN LEARNING SYS INC     EQUITY    871399101         4            270   SH           DEFINED    2                    270
SYMANTEC CORP               EQUITY    871503108        48          1,101   SH           DEFINED    2                  1,101
SYMANTEC CORPORATIO         EQUITY    871503108       150          3,400   SH           DEFINED    1                  3,400
SYMBOL TECHNOLOGIES         EQUITY    871508107       284          7,900   SH           DEFINED    1                  7,900
SYMBOL TECHNOLOGIES INC     EQUITY    871508107      3455         96,151   SH           DEFINED    2                 96,151
SYMMETRICOM INC             EQUITY    871543104         3            187   SH           DEFINED    2                    187
SYMYX TECHNOLOGIES INC      EQUITY    87155S108        18            418   SH           DEFINED    2                    418
SYNAVANT INC                EQUITY    87157A105         3            470   SH           DEFINED    1                    470
SYNAVANT INC                EQUITY    87157A105         1             90   SH           DEFINED    2                     90
SYNCOR INTL CORP NEW        EQUITY    87157J106         4            102   SH           DEFINED    2                    102
SYNOPSYS INC                EQUITY    871607107       152          4,000   SH           DEFINED    1                  4,000
SYNOPSYS INC                EQUITY    871607107       165          4,357   SH           DEFINED    2                  4,357
SYNOVUS FINANCIAL C         EQUITY    87161C105       162          7,650   SH           DEFINED    1                  7,650
SYNOVUS FINL CORP           EQUITY    87161C105       109          5,147   SH           DEFINED    2                  5,147
SYNTELLECT INC              EQUITY    87161L105      1181        131,700   SH           DEFINED    2                131,700
SYNTELLECT INC COM          EQUITY    87161L105      1181        131,700   SH           DEFINED    3                131,700
SYNTROLEUM CORP             EQUITY    871630109         4            202   SH           DEFINED    2                    202
SYSCO CORP                  EQUITY    871829107      7313        157,916   SH           DEFINED    2                157,916
SYSCO CORP.                 EQUITY    871829107      3990         86,150   SH           DEFINED    1                 86,150
</TABLE>


<PAGE>   118

<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>
SYSTEMAX INC                EQUITY    871851101         1            224   SH           DEFINED    2                    224
SYSTEMS & COMPOUTER
 TECHNOLOGY                CORPBOND   871873AB1      1226      1,405,000   PRN          DEFINED    4              1,405,000
SYSTEMS + COMPUTER
 TECHNOLOGY                 EQUITY    871873105      1279         72,800   SH           DEFINED    2                 72,800
T / R  SYS INC              EQUITY    87263U102       201         22,700   SH           DEFINED    4                 22,700
T HQ INC                    EQUITY    872443403        27          1,147   SH           DEFINED    2                  1,147
TAIWAN FUND                 EQUITY    874036106      2787        193,050   SH           DEFINED    1                193,050
TAIWAN SEMICNDCTR MFG CO
 LTD                        EQUITY    874039100      5728        281,120   SH           DEFINED    2                281,120
TAKE TWO INTERACTIVE
 SOFTWARE                   EQUITY    874054109         3            221   SH           DEFINED    2                    221
TALBOTS INC                 EQUITY    874161102      6964        105,121   SH           DEFINED    2                105,121
TALISMAN ENERGY INC         EQUITY    87425E954      2579         48,900   SH           DEFINED    2                 48,900
TALK CITY INC               EQUITY    874263106        38         31,864   SH           DEFINED    1                 31,864
TALK COM INC                EQUITY    874264104        17          3,746   SH           DEFINED    2                  3,746
TANGER FACTORY OUTLET
 CTRS INC                   EQUITY    875465106         2             89   SH           DEFINED    2                     89
TANNING TECHNOLOGY CORP     EQUITY    87588P101         1             56   SH           DEFINED    2                     56
TANOX INC                   EQUITY    87588Q109        93          2,743   SH           DEFINED    2                  2,743
TARGET CORP                 EQUITY    87612E106       753         29,400   SH           DEFINED    1                 29,400
TARGET CORP                 EQUITY    87612E106     36208      1,413,002   SH           DEFINED    2              1,413,002
TARGETED GENETICS CORP      EQUITY    87612M108         2            180   SH           DEFINED    2                    180
TARRANT APPAREL GROUP       EQUITY    876289109        17          2,300   SH           DEFINED    2                  2,300
TAUBMAN CENTERS INC         EQUITY    876664103      2114        182,800   SH           DEFINED    2                182,800
TAUBMAN CTRS INC COM        EQUITY    876664103      8753        757,000   SH           DEFINED    3                651,000  106,000
TBA ENTMT CORP              EQUITY    872173117        12         24,900   SH           DEFINED    4                 24,900
TCF FINANCIAL CORP          EQUITY    872275102       183          4,873   SH           DEFINED    2                  4,873
TCF FINANCIAL CORP.         EQUITY    872275102       177          4,700   SH           DEFINED    1                  4,700
TCI COMMUNICATIONS
 FING I                     EQUITY    872285200       113          4,535   SH           DEFINED    2                  4,535
TCI COMMUNICATIONS
 FING II                    EQUITY    872286208       506         20,000   SH           DEFINED    2                 20,000
TD WATERHOUSE GROUP INC     EQUITY    872362108         3            159   SH           DEFINED    2                    159
TECH DATA CORP              EQUITY    878237106       128          3,000   SH           DEFINED    1                  3,000
TECH DATA CORP              EQUITY    878237106      2400         56,143   SH           DEFINED    2                 56,143
TECHNE CORP                 EQUITY    878377100     17871        159,559   SH           DEFINED    2                159,559
TECHNE CORP COM             EQUITY    878377100     58330        520,800   SH           DEFINED    3                508,300   12,500
TECHNICLONE INTL CORP       EQUITY    878517309         1            509   SH           DEFINED    2                    509
TECHNITROL INC              EQUITY    878555101       120          1,184   SH           DEFINED    2                  1,184
TECHNOLOGY SOLUTIONS CO     EQUITY    87872T108         3          1,041   SH           DEFINED    2                  1,041
TECO ENERGY                 EQUITY    872375100       210          7,300   SH           DEFINED    1                  7,300
TECO ENERGY INC             EQUITY    872375100      4551        158,296   SH           DEFINED    2                158,296
TECUMSEH PRODS CO           EQUITY    878895200        46          1,100   SH           DEFINED    1                  1,100
</TABLE>


<PAGE>   119

<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>
TECUMSEH PRODS CO           EQUITY    878895200       234          5,594   SH           DEFINED    2                  5,594
TEKELEC                    CORPBOND   879101AA1       316        165,000   PRN          DEFINED    4                165,000
TEKELEC INC                 EQUITY    879101103      2207         67,144   SH           DEFINED    2                 67,144
TEKTRONIX INC               EQUITY    879131100       111          1,450   SH           DEFINED    1                  1,450
TEKTRONIX INC               EQUITY    879131100        31            406   SH           DEFINED    2                    406
TELAXIS COMMUNICATIONS
 CORP                       EQUITY    879202109                       39   SH           DEFINED    2                     39
TELCOM SEMICONDUCTOR INC    EQUITY    87921P107         2            144   SH           DEFINED    2                    144
TELE CELULAR SUL
 PARTICIPACOES              EQUITY    879238103       602         20,050   SH           DEFINED    2                 20,050
TELE NORTE LESTE PA         EQUITY    879246106      2651        115,901   SH           DEFINED    1                115,901
TELE NORTE LESTE
 PARTICIPACOES              EQUITY    879246106       894         39,105   SH           DEFINED    2                 39,105
TELE1 EUROPE HLDG AB        EQUITY    87944T201        73          9,208   SH           DEFINED    2                  9,208
Telebras - Spons ADR Pfd
 Block                      EQUITY    879287308       349          5,500   SH           DEFINED    1                  5,500
TELECOM ARGENTINA S         EQUITY    879273209      1705         78,850   SH           DEFINED    1                 78,850
TELECOMUNICACOES
 BRASILEIRAS                EQUITY    879287308       583          7,369   SH           DEFINED    2                  7,369
TELECORP PCS INC            EQUITY    879299105     10037        528,260   SH           DEFINED    2                528,260
TELEDYNE TECHNOLOGIES
 INC                        EQUITY    879360105         7            237   SH           DEFINED    2                    237
TELEFLEX INC                EQUITY    879369106        76          2,200   SH           DEFINED    1                  2,200
TELEFLEX INC                EQUITY    879369106       448         13,034   SH           DEFINED    2                 13,034
Telefonica De Argentina
 Arg ADR                    EQUITY    879378206       262          9,000   SH           DEFINED    1                  9,000
Telefonica del Peru ADR     EQUITY    879384105       105          9,000   SH           DEFINED    1                  9,000
TELEFONICA S A              EQUITY    879382208      2404         40,444   SH           DEFINED    2                 40,444
TELEFONOS DE MEXICO         EQUITY    879403780     10998        205,190   SH           DEFINED    1                205,190
TELEFONOS DE MEXICO S A     EQUITY    879403780     26903        505,812   SH           DEFINED    2                505,812
TELEHUB COMMUNICATIONS
 CORP                       EQUITY    87942R116                    3,500   SH           DEFINED    2                  3,500
TELEPHONE & DATA SY         EQUITY    879433100       387          3,500   SH           DEFINED    1                  3,500
TELEPHONE + DATA SYS INC    EQUITY    879433100      3052         27,572   SH           DEFINED    2                 27,572
TELESP CELULAR
 PARTICIPACOES              EQUITY    87952L108       472         14,344   SH           DEFINED    2                 14,344
TELESP CEULUAR
 PARTICIACOES SA            EQUITY    87952L116        12            292   SH           DEFINED    2                    292
TELETECH HLDGS INC          EQUITY    879939106       103          4,161   SH           DEFINED    2                  4,161
TELIGENT INC                EQUITY    87959Y103         2            164   SH           DEFINED    2                    164
TELLABS                     EQUITY    879664100       563         11,800   SH           DEFINED    1                 11,800
TELLABS INC                 EQUITY    879664100     67356      1,410,596   SH           DEFINED    2              1,410,596
TELXON CORP                 EQUITY    879700102         2            115   SH           DEFINED    2                    115
TEMPLE INLAND INC           EQUITY    879868107       713         18,836   SH           DEFINED    2                 18,836
TEMPLE-INLAND               EQUITY    879868107        64          1,700   SH           DEFINED    1                  1,700
TENET HEALTHCARE CO         EQUITY    88033G100       335          9,200   SH           DEFINED    1                  9,200
TENET HEALTHCARE CO         EQUITY    88033g100     28405        780,900   SH           DEFINED    3                674,700  106,200
</TABLE>


<PAGE>   120

<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>
TENET HEALTHCARE CORP       EQUITY    88033G100     25194        692,625   SH           DEFINED    2                692,625
TENFOLD CORP                EQUITY    88033A103                       68   SH           DEFINED    2                     68
TENNANT CO                  EQUITY    880345103         4            100   SH           DEFINED    2                    100
TENNECO AUTOMOTIVE INC      EQUITY    880349105         1            232   SH           DEFINED    2                    232
TERADYNE INC                EQUITY    880770102     28498        814,235   SH           DEFINED    2                814,235
TERADYNE INC.               EQUITY    880770102       179          5,100   SH           DEFINED    1                  5,100
TERAYON COMMUNICATION
 SYS                        EQUITY    880775101       115          3,385   SH           DEFINED    2                  3,385
TERAYON COMMUNICATION
 SYS                       CORPBOND   880775AA9      4404      6,673,000   PRN          DEFINED    4              6,673,000
TEREX CORP NEW              EQUITY    880779103         2            163   SH           DEFINED    2                    163
TERREMARK WORLDWIDE INC     EQUITY    881448104         2            626   SH           DEFINED    2                    626
TESORO PETE CORP            EQUITY    881609408      1035         98,600   SH           DEFINED    4                 98,600
TESORO PETE CORP            EQUITY    881609101         3            292   SH           DEFINED    2                    292
TETRA TECH INC NEW          EQUITY    88162G103      1346         47,112   SH           DEFINED    2                 47,112
TETRA TECH INC NEW COM      EQUITY    88162G103     39556      1,384,903   SH           DEFINED    3              1,346,670   38,233
TETRA TECHNOLOGIES INC
 DEL                        EQUITY    88162F105       310         20,400   SH           DEFINED    4                 20,400
TEVA PHARMACEUTICAL         EQUITY    881624209       190          2,600   SH           DEFINED    1                  2,600
TEVA PHARMACEUTICAL INDS
 LTD                        EQUITY    881624209     17097        233,600   SH           DEFINED    2                233,600
TEXACO INC                  EQUITY    881694103     11532        219,663   SH           DEFINED    2                219,663
TEXACO INC.                 EQUITY    881694103       937         18,537   SH           DEFINED    1                 18,537
TEXAS BIOTECHNOLOGY CORP    EQUITY    88221T104         4            266   SH           DEFINED    2                    266
TEXAS INDS INC              EQUITY    882491103         4            110   SH           DEFINED    2                    110
TEXAS INDS INC              EQUITY    882491103       571         17,900   SH           DEFINED    4                 17,900
TEXAS INSTRS INC            EQUITY    882508104    186382      3,949,809   SH           DEFINED    2              3,949,809
TEXAS INSTRUMENTS I         EQUITY    882508104     15276        303,620   SH           DEFINED    1                303,620
TEXAS REGL BANCSHARES
 INC                        EQUITY    882673106         3            100   SH           DEFINED    2                    100
TEXTRON INC                 EQUITY    883203101       198          4,300   SH           DEFINED    1                  4,300
TEXTRON INC                 EQUITY    883203101      1476         31,991   SH           DEFINED    2                 31,991
THE INTERCEPT GROUP INC     EQUITY    45845L107        53          2,276   SH           DEFINED    2                  2,276
THE TRUST COMPANY OF N J    EQUITY    898304100         3            170   SH           DEFINED    2                    170
THERAGENICS CORP            EQUITY    883375107        15          2,272   SH           DEFINED    2                  2,272
THERMA WAVE INC             EQUITY    88343A108         7            254   SH           DEFINED    2                    254
THERMO CARDIOSYSTEMS INC    EQUITY    88355K200         1            100   SH           DEFINED    2                    100
THERMO ELECTON CORP        CORPBOND   883556AF9      5358      5,647,000   PRN          DEFINED    4              5,647,000
THERMO ELECTON CORP         EQUITY    883556102       122          4,700   SH           DEFINED    1                  4,700
THERMO ELECTRON CORP        EQUITY    883556102       213          8,207   SH           DEFINED    2                  8,207
THOMAS & BETTS CORP         EQUITY    884315102      4759        272,900   SH           DEFINED    1                272,900
THOMAS + BETTS CORP         EQUITY    884315102         9            505   SH           DEFINED    2                    505
</TABLE>


<PAGE>   121

<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>
THOMAS INDS INC             EQUITY    884425109         2            100   SH           DEFINED    2                    100
THORATEC LABS CORP          EQUITY    885175307         1             66   SH           DEFINED    2                     66
THREE FIVE SYS INC          EQUITY    88554L108        33          1,132   SH           DEFINED    2                  1,132
TIBCO SOFTWARE INC          EQUITY    88632Q103        77            914   SH           DEFINED    2                    914
TIDEWATER INC               EQUITY    886423102      1025         22,529   SH           DEFINED    2                 22,529
TIDEWATER INC.              EQUITY    886423102       146          3,200   SH           DEFINED    1                  3,200
TIFFANY & CO.               EQUITY    886547108       154          4,000   SH           DEFINED    1                  4,000
TIFFANY + CO NEW            EQUITY    886547108     31638        820,436   SH           DEFINED    2                820,436
TIMBERLAND CO               EQUITY    887100105       127          3,094   SH           DEFINED    2                  3,094
TIME WARNER INC             EQUITY    887315109    286621      3,662,876   SH           DEFINED    2              3,662,876
TIME WARNER INC.            EQUITY    887315109     12649        161,650   SH           DEFINED    1                161,650
TIME WARNER TELECOM INC     EQUITY    887319101       367          7,595   SH           DEFINED    2                  7,595
TIMKEN CO                   EQUITY    887389104         9            629   SH           DEFINED    2                    629
TIMKEN CO.                  EQUITY    887389104        26          1,900   SH           DEFINED    1                  1,900
TITAN CORP                  EQUITY    888266103        51          3,100   SH           DEFINED    1                  3,100
TITAN CORP                  EQUITY    888266103       303         18,393   SH           DEFINED    2                 18,393
TITAN PHARMACEUTICALS
 INC DEL                    EQUITY    888314101         9            138   SH           DEFINED    2                    138
TIVO INC                    EQUITY    888706108         2             95   SH           DEFINED    2                     95
TJX COMPANIES INC.          EQUITY    872540109       212          9,400   SH           DEFINED    1                  9,400
TJX COS INC NEW             EQUITY    872540109      1006         44,731   SH           DEFINED    2                 44,731
TLEKOMUNIKACJA POLSKA
 S A                        EQUITY    87943D108       133         24,887   SH           DEFINED    2                 24,887
TMP WORLDWIDE INC           EQUITY    872941109     14230        176,765   SH           DEFINED    2                176,765
TMP WORLDWIDE INC COM       EQUITY    872941109     33524        416,444   SH           DEFINED    3                407,144    9,300
TNP ENTERPRISES INC         EQUITY    872594304       606        600,000   SH           DEFINED    2                600,000
TOLL BROS INC               EQUITY    889478103       337          9,800   SH           DEFINED    2                  9,800
TOLL BROTHERS INC COM       EQUITY    889478103      8817        256,500   SH           DEFINED    3                256,500
TOLLGRADE COMMUNICATIONS
 INC                        EQUITY    889542106        11             82   SH           DEFINED    2                     82
TOO INC                     EQUITY    890333107      1312         55,263   SH           DEFINED    2                 55,263
TOOTSIE ROLL INDS INC       EQUITY    890516107        37            939   SH           DEFINED    2                    939
TOPPS INC                   EQUITY    890786106        52          5,624   SH           DEFINED    2                  5,624
TORCHMARK CORP              EQUITY    891027104       117          4,200   SH           DEFINED    1                  4,200
TORCHMARK INC               EQUITY    891027104        61          2,177   SH           DEFINED    2                  2,177
TORO CO                     EQUITY    891092108         3            100   SH           DEFINED    2                    100
TORONTO DOMINION BK ONT     EQUITY    891160954      2733         93,187   SH           DEFINED    2                 93,187
TOSCO CORP                  EQUITY    891490302       134          4,300   SH           DEFINED    1                  4,300
TOSCO CORP                  EQUITY    891490302       187          5,996   SH           DEFINED    2                  5,996
TOTAL FINA SA               EQUITY    89151E109       727          9,900   SH           DEFINED    2                  9,900
</TABLE>


<PAGE>   122

<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>
TOTAL RENAL CARE HLDGS
 INC                        EQUITY    89151A107      1077        143,540   SH           DEFINED    2                143,540
TOTAL SYS SVCS INC          EQUITY    891906109         4            211   SH           DEFINED    2                    211
TOWER AUTOMOTIVE INC        EQUITY    891707101       152         16,164   SH           DEFINED    2                 16,164
TOWN + CNTRY TR             EQUITY    892081100         1             31   SH           DEFINED    2                     31
TOYS R US                   EQUITY    892335100       102          6,300   SH           DEFINED    1                  6,300
TOYS R US INC               EQUITY    892335100      2449        150,728   SH           DEFINED    2                150,728
TRAMMELL CROW CO            EQUITY    89288R106        26          1,700   SH           DEFINED    2                  1,700
TRANS WORLD AIRLINE         EQUITY    893349837         4          2,163   SH           DEFINED    1                  2,163
TRANS WORLD ENTMT CORP      EQUITY    89336Q100         2            237   SH           DEFINED    2                    237
TRANSACTION SYS
 ARCHITECTS INC             EQUITY    893416107       282         17,358   SH           DEFINED    2                 17,358
TRANSACTION SYSTEMS         EQUITY    893416107        31          1,900   SH           DEFINED    1                  1,900
TRANSATLANTIC HLDGS INC     EQUITY    893521104     53867        582,344   SH           DEFINED    2                582,344
TRANSATLANTIC HOLDI         EQUITY    893521104   1928571     20,849,420   SH           DEFINED    1             20,849,420
TRANSKARYOTIC THERAPIES
 INC                        EQUITY    893735100         5            114   SH           DEFINED    2                    114
TRANSMONTAIGNE INC          EQUITY    893934109      7736      1,566,802   SH           DEFINED    3              1,548,902   17,900
TRANSMONTAIGNE INC          EQUITY    893934109         8          1,600   SH           DEFINED    2                  1,600
TRANSOCEAN SEDCO FO         EQUITY    G90078109       375          6,398   SH           DEFINED    1                  6,398
TRANSOCEAN SEDCO FOREX
 INC                        EQUITY    G90078109     50213        856,520   SH           DEFINED    2                856,520
TRANSTECHNOLOGY CORP DEL    EQUITY    893889105       198         32,400   SH           DEFINED    4                 32,400
TRANSWITCH CORP             EQUITY    894065101     24567        385,360   SH           DEFINED    2                385,360
TRANSWITCH CORPORAT         EQUITY    894065101     89887      1,410,000   SH           DEFINED    3              1,371,400   38,600
TRANSWITCH CORPORAT         EQUITY    894065101       300          4,700   SH           DEFINED    1                  4,700
TRAVELOCITY COM INC         EQUITY    893953109         2            133   SH           DEFINED    2                    133
TREDEGAR INDS INC           EQUITY    894650100        17            981   SH           DEFINED    2                    981
TRENWICK GROUP INC          EQUITY    895290104         1             49   SH           DEFINED    2                     49
TREX INC                    EQUITY    89531P105         2             50   SH           DEFINED    2                     50
TRIAD GTY INC               EQUITY    895925105      5097        171,334   SH           DEFINED    2                171,334
TRIAD GTY INC COM           EQUITY    895925105      5168        173,700   SH           DEFINED    3                173,700
TRIAD HOSPS INC             EQUITY    89579K109         7            252   SH           DEFINED    2                    252
TRIANGLE PHARMACEUTICALS
 INC                        EQUITY    89589H104         2            200   SH           DEFINED    2                    200
TRIARC COS INC             CORPBOND   895927AB7      4061     13,100,000   PRN          DEFINED    4             13,100,000
TRIARC COS INC              EQUITY    895927101         2             76   SH           DEFINED    2                     76
TRIBUNE CO                  EQUITY    896047107       401          9,200   SH           DEFINED    1                  9,200
TRIBUNE CO NEW              EQUITY    896047107     13886        318,313   SH           DEFINED    2                318,313
TRIBUNE CO NEW              EQUITY    896047305        60            500   SH           DEFINED    2                    500
TRICO MARINE SVCS INC       EQUITY    896106101         3            167   SH           DEFINED    2                    167
TRICON GLOBAL RESTA         EQUITY    895953107       140          4,570   SH           DEFINED    1                  4,570
</TABLE>


<PAGE>   123

<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>
TRICON GLOBAL
 RESTAURANTS INC            EQUITY    895953107        67          2,188   SH           DEFINED    2                  2,188
TRICORD SYSTEMS INC         EQUITY    896121100         2            120   SH           DEFINED    2                    120
TRIGON HEALTHCARE I         EQUITY    89618L100       116          2,200   SH           DEFINED    1                  2,200
TRIGON HEALTHCARE INC       EQUITY    89618L100       711         13,524   SH           DEFINED    2                 13,524
TRIMBLE NAVIGATION LTD      EQUITY    896239100         4            182   SH           DEFINED    2                    182
TRIMERIS INC                EQUITY    896263100         6             90   SH           DEFINED    2                     90
TRINITY INDS INC            EQUITY    896522109       638         27,298   SH           DEFINED    2                 27,298
TRINITY INDUSTRIES          EQUITY    896522109        51          2,200   SH           DEFINED    1                  2,200
TRIQUINT SEMICONDUCTOR      EQUITY    89674K103       160          4,400   SH           DEFINED    1                  4,400
TRIQUINT SEMICONDUCTOR     CORPBOND   89674KAA1       197        250,000   PRN          DEFINED    3                250,000
TRIQUINT SEMICONDUCTOR      EQUITY    89674K103     30946        849,300   SH           DEFINED    3                831,100   18,200
TRIQUINT SEMICONDUCTOR
 INC                        EQUITY    89674K103     17072        468,535   SH           DEFINED    2                468,535
TRITEL INC                  EQUITY    89675X104      4511        315,200   SH           DEFINED    2                315,200
TRITON PCS HLDGS INC        EQUITY    89677M106       213          7,745   SH           DEFINED    2                  7,745
TRIUMPH GROUP INC NEW       EQUITY    896818101         4            100   SH           DEFINED    2                    100
TRIZEC HAHN CORP            EQUITY    896938107      3665        218,000   SH           DEFINED    2                218,000
TRIZEC HAHN CORP SUB VTG    EQUITY    896938107     14037        834,900   SH           DEFINED    3                708,100  126,800
TRIZETTO GROUP INC          EQUITY    896882107         2            121   SH           DEFINED    2                    121
TROPICAL SPORTSWEAR INTL
 CORP                       EQUITY    89708P102        34          2,000   SH           DEFINED    2                  2,000
TRUE NORTH
 COMMUNICATIONS             EQUITY    897844106        30            828   SH           DEFINED    2                    828
TRUSTCO BK CORP N Y         EQUITY    898349105         5            400   SH           DEFINED    2                    400
TRUSTMARK CORP              EQUITY    898402102         8            417   SH           DEFINED    2                    417
TRW INC                     EQUITY    872649108       146          3,600   SH           DEFINED    1                  3,600
TRW INC                     EQUITY    872649108      5360        131,949   SH           DEFINED    2                131,949
TTM TECHNOLOGIES            EQUITY    87305R109      3650        155,300   SH           DEFINED    2                155,300
TUBOS DE ACERO DE M         EQUITY    898592506       853         50,900   SH           DEFINED    1                 50,900
TUCKER ANTHONY SUTRO        EQUITY    898647102         4            162   SH           DEFINED    2                    162
TUESDAY MORNING CORP        EQUITY    899035505         8          1,000   SH           DEFINED    2                  1,000
TULARIK INC                 EQUITY    899165104       255          7,736   SH           DEFINED    2                  7,736
TUMBLEWEED
 COMMUNICATIONS CORP        EQUITY    899690101         3             63   SH           DEFINED    2                     63
TUPPERWARE CORP             EQUITY    899896104        34          1,900   SH           DEFINED    1                  1,900
TUPPERWARE CORP             EQUITY    899896104        19          1,043   SH           DEFINED    2                  1,043
TURBO GENSET INC            EQUITY    899906101        88          2,750   SH           DEFINED    2                  2,750
TURNSTONE SYS INC           EQUITY    900423104     11100        239,354   SH           DEFINED    2                239,354
TUT SYS INC                 EQUITY    901103101         8             94   SH           DEFINED    2                     94
TV AZTECA S A DE C V        EQUITY    901145102       613         47,600   SH           DEFINED    2                 47,600
TV Azteca S.A. de C.V.
 - Spons ADR                EQUITY    901145102       451         35,000   SH           DEFINED    1                 35,000
</TABLE>


<PAGE>   124

<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>
TVIA INC                    EQUITY    87307P101      3711        206,900   SH           DEFINED    2                206,900
TWEETER HOME ENTMT GROUP
 INC                        EQUITY    901167106         3             81   SH           DEFINED    2                     81
TWINLAB CORP                EQUITY    901774109         1            200   SH           DEFINED    2                    200
TXU CORP                    EQUITY    873168108      4319        108,991   SH           DEFINED    2                108,991
TXU CORP                    EQUITY    873168207       280          6,000   SH           DEFINED    2                  6,000
TXU CORPORATION             EQUITY    873168108       330          8,337   SH           DEFINED    1                  8,337
TYCO INTERNATIONAL          EQUITY    902124106     31904        615,020   SH           DEFINED    1                615,020
TYCO INTL LTD NEW           EQUITY    902124106    547104     10,546,590   SH           DEFINED    2             10,546,590
TYCOM LTD                   EQUITY    G9144B106       380          9,900   SH           DEFINED    1                  9,900
TYCOM LTD                   EQUITY    G9144B106     17291        450,580   SH           DEFINED    2                450,580
TYSON FOODS                 EQUITY    902494103       131         13,100   SH           DEFINED    1                 13,100
TYSON FOODS INC (DEL)       EQUITY    902494103         4            400   SH           DEFINED    2                    400
U S B HLDG INC              EQUITY    902910108         1            105   SH           DEFINED    2                    105
U S CAN CORP                EQUITY    90328W105         2            100   SH           DEFINED    2                    100
U S INDS INC NEW            EQUITY    912080108         5            541   SH           DEFINED    2                    541
U S INDS INC NEW            EQUITY    912080108       298         30,000   SH           DEFINED    4                 30,000
U S RESTURANT PTYS INC      EQUITY    902971209      1089         82,200   SH           DEFINED    4                 82,200
U S WEST INC NEW            EQUITY    91273H101                        0   SH           DEFINED    2                      0
U.S. BANCORP                EQUITY    902973106       499         21,920   SH           DEFINED    1                 21,920
UAL CORP                    EQUITY    902549500         6            144   SH           DEFINED    2                    144
UCAR INTERNATIONAL          EQUITY    90262K109        33          2,600   SH           DEFINED    1                  2,600
UCAR INTL INC               EQUITY    90262K109        35          2,796   SH           DEFINED    2                  2,796
UCBH HLDGS INC              EQUITY    90262T308         1             17   SH           DEFINED    2                     17
UGI CORP NEW                EQUITY    902681105         5            207   SH           DEFINED    2                    207
UGLY DUCKLING HLDGS INC
 COMMON                     EQUITY    903512101     1,016        137,644   SH           DEFINED    1                137,644
UICI                        EQUITY    902737105         1            200   SH           DEFINED    2                    200
UIH AUSTRALIA PAC INC       EQUITY    902745116       182          3,100   SH           DEFINED    2                  3,100
UIL HLDG CORP               EQUITY    902748102         5            100   SH           DEFINED    2                    100
ULTIMATE ELECTRS INC        EQUITY    903849107         3             74   SH           DEFINED    2                     74
ULTRAMAR DIAMOND SH         EQUITY    904000106       127          4,999   SH           DEFINED    1                  4,999
ULTRAMAR DIAMOND
 SHAMROCK                   EQUITY    904000106      1301         51,267   SH           DEFINED    2                 51,267
ULTRATECH STEPPER INC       EQUITY    904034105       384         23,900   SH           DEFINED    4                 23,900
ULTRATECH STEPPER INC       EQUITY    904034105         1             91   SH           DEFINED    2                     91
UMB FINL CORP               EQUITY    902788108         4            110   SH           DEFINED    2                    110
UNB CORP OHIO               EQUITY    903056109       155         12,300   SH           DEFINED    4                 12,300
UNIBANCO - SPONSORE         EQUITY    90458E107      1709         51,800   SH           DEFINED    1                 51,800
UNIBANCO UNIAO DE
 BARNCOS BRAS               EQUITY    90458E107       314          9,500   SH           DEFINED    2                  9,500
</TABLE>


<PAGE>   125

<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>
UNICOM CORP                 EQUITY    904911104      2546         45,305   SH           DEFINED    2                 45,305
UNICOM CORPORATION          EQUITY    904911104       292          5,200   SH           DEFINED    1                  5,200
UNIFI INC                   EQUITY    904677101        34          3,300   SH           DEFINED    1                  3,300
UNIFI INC                   EQUITY    904677101         3            321   SH           DEFINED    2                    321
UNIFY CORP                  EQUITY    904743101         1            154   SH           DEFINED    2                    154
UNILEVER N V                EQUITY    904784709       791         16,395   SH           DEFINED    1                 16,395
UNILEVER N V                EQUITY    904784709       217          4,504   SH           DEFINED    2                  4,504
UNION CARBIDE               EQUITY    905581104       155          4,100   SH           DEFINED    1                  4,100
UNION CARBIDE CORP          EQUITY    905581104        51          1,346   SH           DEFINED    2                  1,346
UNION PAC CAP TR            EQUITY    907824403      8862        219,500   SH           DEFINED    2                219,500
UNION PAC CORP              EQUITY    907818108      1186         30,509   SH           DEFINED    2                 30,509
UNION PACIFIC CORP.         EQUITY    907818108      2421         62,284   SH           DEFINED    1                 62,284
UNION PLANTERS CORP         EQUITY    908068109       132          4,000   SH           DEFINED    1                  4,000
UNION PLANTERS CORP         EQUITY    908068109        46          1,404   SH           DEFINED    2                  1,404
UNIONBANCAL CORP            EQUITY    908906100      4576        196,300   SH           DEFINED    1                196,300
UNIONBANCAL CORP            EQUITY    908906100        51          2,167   SH           DEFINED    2                  2,167
UNIROYAL TECHNOLOGY         EQUITY    909163107         2            121   SH           DEFINED    2                    121
UNIROYAL TECHNOLOGY CORP    EQUITY    909163115       761         29,700   SH           DEFINED    4                 29,700
UNISOURCE ENERGY CORP       EQUITY    909205106         3            200   SH           DEFINED    2                    200
UNISYS CORP                 EQUITY    909214108      1191        105,838   SH           DEFINED    2                105,838
UNISYS CORP.                EQUITY    909214108       103          9,160   SH           DEFINED    1                  9,160
UNIT CORP                   EQUITY    909218109      4657        315,738   SH           DEFINED    2                315,738
UNIT CORP COM               EQUITY    909218109      6055        410,500   SH           DEFINED    3                410,500
UNITED AUTO GROUP INC       EQUITY    909440109         1             88   SH           DEFINED    2                     88
UNITED BANKSHARES INC
 W VA                       EQUITY    909907107         4            222   SH           DEFINED    2                    222
UNITED DOMINION RLTY TR
 INC                        EQUITY    910197102         7            602   SH           DEFINED    2                    602
UNITED DOMINION RLTYTR
 COM                        EQUITY    910197102       210         19,300   SH           DEFINED    3                          19,300
UNITED HEALTHGROUP          EQUITY    91324P102       464          4,700   SH           DEFINED    1                  4,700
UNITED MICROELECTRONICS
 CORP                       EQUITY    910873207       112          9,436   SH           DEFINED    2                  9,436
UNITED NAT FOODS INC        EQUITY    911163103         1            100   SH           DEFINED    2                    100
UNITED NATL BANCORP N J     EQUITY    910909100         3            173   SH           DEFINED    2                    173
UNITED PARCEL SERVI         EQUITY    911312106        62          1,100   SH           DEFINED    1                  1,100
UNITED PARCEL SVC INC       EQUITY    911312106     15483        274,635   SH           DEFINED    2                274,635
UNITED PARK CITY MI         EQUITY    911315208      2456        154,094   SH           DEFINED    1                154,094
UNITED RENTALS INC          EQUITY    911363109        87          3,600   SH           DEFINED    1                  3,600
UNITED RENTALS INC          EQUITY    911363109      3459        143,397   SH           DEFINED    2                143,397
UNITED SHIPPING TECH INC    EQUITY    911498103        16          4,000   SH           DEFINED    2                  4,000
</TABLE>


<PAGE>   126

<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>
UNITED STATES CELLULAR
 CORP                       EQUITY    911684108        24            342   SH           DEFINED    2                    342
UNITED STATIONERS INC       EQUITY    913004107       135          5,006   SH           DEFINED    2                  5,006
UNITED TECHNOLOGIES         EQUITY    913017109       942         13,600   SH           DEFINED    1                 13,600
UNITED TECHNOLOGIES CORP    EQUITY    913017109     69015        996,602   SH           DEFINED    2                996,602
UNITED TELEVISION INC       EQUITY    913066106         2             16   SH           DEFINED    2                     16
UNITED THERAPEUTICS CORP
 DEL                        EQUITY    91307C102     11589        132,634   SH           DEFINED    2                132,634
UNITEDGLOBALCOM             EQUITY    913247201     12611        300,549   SH           DEFINED    4                300,549
UNITEDGLOBALCOM             EQUITY    913247805      1023         31,000   SH           DEFINED    4                 31,000
UNITEDGLOBALCOM             EQUITY    913247508     12459        415,301   SH           DEFINED    2                415,301
UNITEDHEALTH GROUP INC      EQUITY    91324P102     14907        150,955   SH           DEFINED    2                150,955
UNITRIN INC                 EQUITY    913275103       127          4,000   SH           DEFINED    1                  4,000
UNITRIN INC                 EQUITY    913275103         4            140   SH           DEFINED    2                    140
UNIVERSAL ACCESS INC        EQUITY    913363107         1             56   SH           DEFINED    2                     56
UNIVERSAL COMPRESSION
 COM                        EQUITY    913431102     10389        335,800   SH           DEFINED    3                335,800
UNIVERSAL COMPRESSION
 HLDGS                      EQUITY    913431102      4513        145,864   SH           DEFINED    2                145,864
UNIVERSAL CORP VA           EQUITY    913456109        47          1,600   SH           DEFINED    1                  1,600
UNIVERSAL CORP VA           EQUITY    913456109       273          9,284   SH           DEFINED    2                  9,284
UNIVERSAL DISPLAY CORP      EQUITY    91347P105         2             96   SH           DEFINED    2                     96
UNIVERSAL ELECTRS INC       EQUITY    913483103        11            466   SH           DEFINED    2                    466
UNIVERSAL FOODS             EQUITY    913538104        59          2,900   SH           DEFINED    1                  2,900
UNIVERSAL FOODS CORP        EQUITY    913538104       167          8,173   SH           DEFINED    2                  8,173
UNIVERSAL FST PRODS INC     EQUITY    913543104         1            100   SH           DEFINED    2                    100
UNIVERSAL HEALTH SVCS
 INC                        EQUITY    913903100     34631        404,444   SH           DEFINED    2                404,444
UNIVERSAL HLTH SVCS CL B    EQUITY    913903100    105353      1,230,400   SH           DEFINED    3              1,201,700   28,700
UNIVISION COMMUNICA         EQUITY    914906102       449         12,000   SH           DEFINED    1                 12,000
UNIVISION COMMUNICATIONS
 INC                        EQUITY    914906102      7321        195,868   SH           DEFINED    2                195,868
UNOCAL CORP                 EQUITY    915289102       255          7,200   SH           DEFINED    1                  7,200
UNOCAL CORP                 EQUITY    915289102     33018        931,734   SH           DEFINED    2                931,734
UNOVA INC                   EQUITY    91529B106        15          3,712   SH           DEFINED    2                  3,712
UNUMPROVIDENT               EQUITY    91529Y106     40912      1,501,359   SH           DEFINED    1              1,501,359
UNUMPROVIDENT CORP          EQUITY    91529Y106     14320        525,495   SH           DEFINED    2                525,495
URBAN SHOPPING CTRS COM     EQUITY    917060105      5144        108,300   SH           DEFINED    3                 92,600   15,700
URBAN SHOPPING CTRS INC     EQUITY    917060105      1221         25,700   SH           DEFINED    2                 25,700
URS CORP NEW                EQUITY    903236107         1            100   SH           DEFINED    2                    100
US AIRWAYS GROUP INC        EQUITY    911905107        21            677   SH           DEFINED    2                    677
US AIRWAYS GROUP, I         EQUITY    911905107        70          2,300   SH           DEFINED    1                  2,300
US BANCORP DEL              EQUITY    902973106     20229        889,197   SH           DEFINED    2                889,197
</TABLE>


<PAGE>   127

<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>
US FREIGHTWAYS CORP         EQUITY    916906100         3            142   SH           DEFINED    2                    142
US INTERACTIVE INC          EQUITY    90334M109                      143   SH           DEFINED    2                    143
US LEC CORP                 EQUITY    90331S109         1             83   SH           DEFINED    2                     83
US ONCOLOGY INC             EQUITY    90338W103         1            316   SH           DEFINED    2                    316
US UNWIRED INC              EQUITY    90338R104      3743        392,700   SH           DEFINED    2                392,700
US WIRELELESS CORP          EQUITY    90339C106         2            125   SH           DEFINED    2                    125
USA ED INC                  EQUITY    90390U102       536         11,119   SH           DEFINED    2                 11,119
USA EDUCATION INC           EQUITY    90390U102       202          4,200   SH           DEFINED    1                  4,200
USA NETWORKS INC            EQUITY    902984103     47031      2,143,845   SH           DEFINED    2              2,143,845
USEC INC                    EQUITY    90333E108         2            500   SH           DEFINED    2                    500
USG CORP                    EQUITY    903293405        68          2,700   SH           DEFINED    1                  2,700
USG CORP                    EQUITY    903293405       380         15,144   SH           DEFINED    2                 15,144
USINTERNETWORKING INC       EQUITY    917311805        63          9,495   SH           DEFINED    2                  9,495
UST INC                     EQUITY    902911106       124          5,400   SH           DEFINED    1                  5,400
UST INC                     EQUITY    902911106     20240        884,819   SH           DEFINED    2                884,819
USX MARATHON GROUP          EQUITY    902905827       426         15,000   SH           DEFINED    4                 15,000
USX MARATHON GROUP          EQUITY    902905827       261          9,200   SH           DEFINED    1                  9,200
USX MARATHON GROUP          EQUITY    902905827      3382        119,175   SH           DEFINED    2                119,175
USX U S STL GROUP           EQUITY    90337T101       697         45,908   SH           DEFINED    2                 45,908
USX-U.S. STEEL GROU         EQUITY    90337T101        38          2,500   SH           DEFINED    1                  2,500
UTD COMMUNITY FINL          EQUITY    909839102         2            377   SH           DEFINED    2                    377
UTI ENERGY CORP             EQUITY    903387108         4            100   SH           DEFINED    2                    100
UTILICORP UTD INC           EQUITY    918005109         9            330   SH           DEFINED    2                    330
UTILICORP UTD INC           EQUITY    918005877      1564         55,600   SH           DEFINED    2                 55,600
UTILICORP UTD INC D         EQUITY    918005109       141          5,450   SH           DEFINED    1                  5,450
V F CORP                    EQUITY    918204108      6572        266,221   SH           DEFINED    2                266,221
V2 MUSIC HLDGS PLC          EQUITY    92907G113                      175   SH           DEFINED    2                    175
V2 MUSIC HLDGS PLC          EQUITY    92907G121                    2,000   SH           DEFINED    2                  2,000
VA LINUX SYS INC            EQUITY    91819B105         3             71   SH           DEFINED    2                     71
VAIL RESORTS INC            EQUITY    91879Q109         3            162   SH           DEFINED    2                    162
VALASSIS COMMUNICAT         EQUITY    918866104        71          3,200   SH           DEFINED    1                  3,200
VALASSIS COMMUNICATIONS
 INC                        EQUITY    918866104      1153         51,812   SH           DEFINED    2                 51,812
VALENCE TECHNOLOGY INC      EQUITY    918914102         4            230   SH           DEFINED    2                    230
VALENTIS INC                EQUITY    91913E104         1            138   SH           DEFINED    2                    138
VALERO ENERGY CORP          EQUITY    91913Y100       113          3,200   SH           DEFINED    1                  3,200
VALERO ENERGY CORP          EQUITY    91913Y100      3545        100,743   SH           DEFINED    2                100,743
VALHI INC NEW              CORPBOND   918905AC4      1450      2,000,000   PRN          DEFINED    4              2,000,000
</TABLE>


<PAGE>   128

<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>
VALLEY NATL BANCORP         EQUITY    919794107         4            151   SH           DEFINED    2                    151
VALMONT INDS INC            EQUITY    920253101         3            147   SH           DEFINED    2                    147
VALSPAR CORP                EQUITY    920355104      2835        123,320   SH           DEFINED    2                123,320
VALSPAR CORPORATION         EQUITY    920355104        55          2,400   SH           DEFINED    1                  2,400
VALUE CITY DEPT STORES
 INC                        EQUITY    920387107         1            100   SH           DEFINED    2                    100
VALUEVISION INTL INC        EQUITY    92047K107        51          2,047   SH           DEFINED    2                  2,047
VANS INC                    EQUITY    921930103        24          1,546   SH           DEFINED    2                  1,546
VARCO INTERNATIONAL         EQUITY    922122106       110          5,294   SH           DEFINED    1                  5,294
VARCO INTL INC DEL          EQUITY    922122106       480         23,068   SH           DEFINED    2                 23,068
VARIAGENICS INC             EQUITY    922196100       783         35,000   SH           DEFINED    2                 35,000
VARIAN INC                  EQUITY    922206107        10            233   SH           DEFINED    2                    233
VARIAN MED SYS INC          EQUITY    92220P105     13466        298,000   SH           DEFINED    2                298,000
VARIAN SEMICONDUCTOR
 EQUIP INC                  EQUITY    922207105      1602         42,794   SH           DEFINED    2                 42,794
VARIAN SEMICONDUCTOR
 EQUIPMNT                   EQUITY    922207105       243          6,500   SH           DEFINED    4                  6,500
VASCO DATA SEC INTL INC     EQUITY    92230Y104         2            100   SH           DEFINED    2                    100
VASCULAR SOLUTIONS INC      EQUITY    92231M109      3021        161,000   SH           DEFINED    2                161,000
VASCULAR SOLUTIONS INC
 COM                        EQUITY    92231M109      9343        497,900   SH           DEFINED    3                497,900
VASOMEDICAL INC             EQUITY    922321104         2            343   SH           DEFINED    2                    343
VASTERA INC                 EQUITY    92239N109      1695         76,600   SH           DEFINED    2                 76,600
VECTOR GROUP LTD            EQUITY    92240M108         2            105   SH           DEFINED    2                    105
VECTREN CORP                EQUITY    92240G101         8            407   SH           DEFINED    2                    407
VECTREN CORPORATION         EQUITY    92240G101        72          3,566   SH           DEFINED    1                  3,566
VEECO INSTRS INC DEL        EQUITY    922417100     17859        168,059   SH           DEFINED    2                168,059
VENATOR GROUP INC           EQUITY    922944103     13631      1,101,521   SH           DEFINED    2              1,101,521
VENATOR GROUP INC           EQUITY    922944103       355         28,700   SH           DEFINED    4                 28,700
VENATOR GROUP INC           EQUITY    922944103     25162      2,033,300   SH           DEFINED    3              1,946,400   86,900
VENTANA MED SYS INC         EQUITY    92276H106         3            100   SH           DEFINED    2                    100
VENTAS INC                  EQUITY    92276F100         2            300   SH           DEFINED    2                    300
VENTIV HEALTH INC           EQUITY    922793104         1            100   SH           DEFINED    2                    100
VENTRO CORP                 EQUITY    922815105         2            176   SH           DEFINED    2                    176
VERISIGN INC                EQUITY    92343E102    188133        928,766   SH           DEFINED    2                928,766
VERITAS  SOFTWARE CO       CORPBOND   923436AB5    210417     14,169,000   PRN          DEFINED    4             14,169,000
VERITAS  SOFTWARE CO        EQUITY    923436109      1590         11,200   SH           DEFINED    1                 11,200
VERITAS DGC INC             EQUITY    92343P107     11424        394,768   SH           DEFINED    2                394,768
VERITAS DGC INC COM         EQUITY    92343P107     40481      1,398,900   SH           DEFINED    3              1,369,600   29,300
VERITAS SOFTWARE CORP       EQUITY    923436109     69629        490,343   SH           DEFINED    2                490,343
VERITY INC                  EQUITY    92343C106      1201         33,664   SH           DEFINED    2                 33,664
</TABLE>


<PAGE>   129

<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>
VERIZON COMMUNICATI         EQUITY    92343V104     18626        384,532   SH           DEFINED    1                384,532
VERIZON COMMUNICATIONS      EQUITY    92343V104     57097      1,178,772   SH           DEFINED    2              1,178,772
VERSICOR INC                EQUITY    925314106       750         50,000   SH           DEFINED    2                 50,000
VERTEL CORP                 EQUITY    924907108         2            201   SH           DEFINED    2                    201
VERTEX INDS INC             EQUITY    925322109         2            100   SH           DEFINED    2                    100
VERTEX PHARMACEUTICALS
 INC                       CORPBOND   92532FAB6     37525     17,235,000   PRN          DEFINED    4             17,235,000
VERTEX PHARMACEUTICALS
 INC                        EQUITY    92532F100        33            396   SH           DEFINED    2                    396
VERTICALNET INC            CORPBOND   92532LAC1      6309      3,383,000   PRN          DEFINED    4              3,383,000
VERTICALNET INC             EQUITY    92532L107        20            579   SH           DEFINED    2                    579
VERTIVALNET INC            CORPBOND   92532LAA5        69         37,000   PRN          DEFINED    4                 37,000
VETERINARY CTRS AMER INC   CORPBOND   925514AB7      8717      8,570,000   PRN          DEFINED    4              8,570,000
VF CORP                     EQUITY    918204108        89          3,600   SH           DEFINED    1                  3,600
VIA NET WKS INC             EQUITY    925912107         1             80   SH           DEFINED    2                     80
VIACOM INC                  EQUITY    925524100       550          9,400   SH           DEFINED    2                  9,400
VIACOM INC                  EQUITY    925524308    273449      4,674,346   SH           DEFINED    2              4,674,346
VIACOM INC CLASS B          EQUITY    925524308      1674         28,615   SH           DEFINED    3                 28,615
VIACOM INC CLASS-B          EQUITY    925524308      2530         43,253   SH           DEFINED    1                 43,253
VIAD CORP                   EQUITY    92552R109      8008        301,494   SH           DEFINED    2                301,494
VIAD CORPORATION            EQUITY    92552R109       143          5,400   SH           DEFINED    1                  5,400
VIADOR INC                  EQUITY    92553R108         1             90   SH           DEFINED    2                     90
VIALINK CO                  EQUITY    92552Q101         1            100   SH           DEFINED    2                    100
VIANT CORP                  EQUITY    92553N107         1            213   SH           DEFINED    2                    213
VIASAT INC                  EQUITY    92552V100       534         23,875   SH           DEFINED    2                 23,875
VIASYSTEMS GP INC COM       EQUITY    92553H100     11720        689,400   SH           DEFINED    3                676,300   13,100
VIASYSTEMS GROUP INC        EQUITY    92553H100      6441        378,859   SH           DEFINED    2                378,859
VIATEL INC                  EQUITY    925529208         8            796   SH           DEFINED    2                    796
VICAL INC                   EQUITY    925602104         4            163   SH           DEFINED    2                    163
VICOR CORP                  EQUITY    925815102         8            147   SH           DEFINED    2                    147
VIDEO NETWORK
 COMMUNICATIONS             EQUITY    92656N111        17         17,900   SH           DEFINED    4                 17,900
VIEWCAST COM INC            EQUITY    926713116        15         13,200   SH           DEFINED    4                 13,200
VIGNETTE CORP               EQUITY    926734104     11468        383,880   SH           DEFINED    2                383,880
Vimpel-Communications-SP
 ADR                        EQUITY    68370R109        54          2,818   SH           DEFINED    1                  2,818
VINTAGE PETE INC            EQUITY    927460105        75          3,282   SH           DEFINED    2                  3,282
VIRAGE INC                  EQUITY    92763Q106         3            200   SH           DEFINED    2                    200
VIRATA CORP                 EQUITY    927646109        13            197   SH           DEFINED    2                    197
VIROLOGIC INC               EQUITY    92823R201      3551        210,400   SH           DEFINED    2                210,400
VIROLOGIC INC COM           EQUITY    92823R201      3601        213,400   SH           DEFINED    3                213,400
</TABLE>


<PAGE>   130

<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>
VIRTUAL CMNTYS INC          EQUITY    92825D119         8         14,400   SH           DEFINED    4                 14,400
VISHAY INTERTECHNOL         EQUITY    928298108       246          7,999   SH           DEFINED    1                  7,999
VISHAY INTERTECHNOLOGY
 INC                        EQUITY    928298108        16            512   SH           DEFINED    2                    512
VISIBLE GENETICS IN         EQUITY    92829S104       323          8,000   SH           DEFINED    1                  8,000
VISIBLE GENETICS INC        EQUITY    92829S104      2818         69,800   SH           DEFINED    2                 69,800
VISTEON CORP                EQUITY    92839U107       226         14,948   SH           DEFINED    1                 14,948
VISTEON CORP                EQUITY    92839U107       198         13,104   SH           DEFINED    2                 13,104
VISUAL NETWORKS INC         EQUITY    928444108         1            147   SH           DEFINED    2                    147
VISX INC                    EQUITY    92844S105      5714        212,134   SH           DEFINED    2                212,134
VISX INCORPORATED           EQUITY    92844S105        94          3,500   SH           DEFINED    1                  3,500
VITESSE SEMICONDUCTOR
 COM                        EQUITY    928497106     27037        304,000   SH           DEFINED    3                276,800   27,200
VITESSE SEMICONDUCTOR
 CORP                       EQUITY    928497106     22261        250,295   SH           DEFINED    2                250,295
VITRIA TECHNOLOGY INC       EQUITY    92849Q104       559         11,994   SH           DEFINED    2                 11,994
VIVUS                       EQUITY    928551100         1            274   SH           DEFINED    2                    274
VIXEL CORP DEL              EQUITY    928552108       113         17,500   SH           DEFINED    4                 17,500
VODAFONE GROUP PLC NEW      EQUITY    92857W100    122162      3,301,685   SH           DEFINED    2              3,301,685
VOICESTREAM WIRELESS
 CORP                       EQUITY    928615103      3047         26,250   SH           DEFINED    2                 26,250
VOLT INFORMATION
 SCIENCES INC               EQUITY    928703107         1             34   SH           DEFINED    2                     34
VORNADO REALTY TR           EQUITY    929042208       251          4,800   SH           DEFINED    2                  4,800
VORNADO RLTY TR             EQUITY    929042109     12626        340,090   SH           DEFINED    2                340,090
VORNADO RLTY TR SH BEN
 INT                        EQUITY    929042208     27546        525,500   SH           DEFINED    4                525,500
VORNADO RLTY TR SH BEN
 INT                        EQUITY    929042109     43607      1,174,600   SH           DEFINED    3              1,005,700  168,900
VOTORANTIM CELULOSE E
 PAPEL SA                   EQUITY    92906P106       315         15,900   SH           DEFINED    2                 15,900
VULCAN MATERIALS IN         EQUITY    929160109       121          3,000   SH           DEFINED    1                  3,000
VULCAN MATLS CO             EQUITY    929160109     25374        631,390   SH           DEFINED    2                631,390
VYYO INC                    EQUITY    918458100       788         26,259   SH           DEFINED    2                 26,259
W HLDG CO INC               EQUITY    929251106         1            129   SH           DEFINED    2                    129
WABASH NATL CORP            EQUITY    929566107       184         20,182   SH           DEFINED    2                 20,182
WABTEC                      EQUITY    929740108        13          1,280   SH           DEFINED    2                  1,280
WACHOVIA CORP               EQUITY    929771103       340          6,000   SH           DEFINED    1                  6,000
WACHOVIA CORP NEW           EQUITY    929771103       905         15,961   SH           DEFINED    2                 15,961
WACKENHUT CORP              EQUITY    929794105         1            100   SH           DEFINED    2                    100
WADDELL & REED FINA         EQUITY    930059100       146          4,700   SH           DEFINED    1                  4,700
WADDELL + REED FINL INC     EQUITY    930059100      1012         32,636   SH           DEFINED    2                 32,636
WADDELL + REED FINL INC     EQUITY    930059209       757         26,100   SH           DEFINED    2                 26,100
WAL MART DE MEXICO S A
 DE C V                     EQUITY    93114W107       492         23,500   SH           DEFINED    2                 23,500
WAL MART STORES INC         EQUITY    931142103     93134      1,935,260   SH           DEFINED    2              1,935,260
</TABLE>


<PAGE>   131

<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      1096         28,900   SH           DEFINED    1                 28,900
WALGREEN CO                 EQUITY    931422109     55328      1,458,388   SH           DEFINED    2              1,458,388
WALLACE COMPUTER SER INC    EQUITY    932270101         3            200   SH           DEFINED    2                    200
WALLACE COMPUTER
 SERVICES INC               EQUITY    932270101       352         23,100   SH           DEFINED    4                 23,100
WALLACE COMPUTER
 SERVICES INC               EQUITY    932270101        35          2,300   SH           DEFINED    1                  2,300
WAL-MART STORES             EQUITY    931142103     30101        625,470   SH           DEFINED    1                625,470
WALT DISNEY COMPANY         EQUITY    254687106      2249         58,800   SH           DEFINED    1                 58,800
WALTER INDS INC             EQUITY    93317Q105         2            176   SH           DEFINED    2                    176
WAM NET INC                 EQUITY    933590119        14          1,200   SH           DEFINED    2                  1,200
WARNACO                     EQUITY    934390105        12          3,100   SH           DEFINED    1                  3,100
WARNACO GROUP INC           EQUITY    934390105         1            252   SH           DEFINED    2                    252
WARNER CHILCOTT LAB         EQUITY    934435207     14574        496,120   SH           DEFINED    1                496,120
WARNER CHILCOTT LAB         EQUITY    934435207      1282         38,500   SH           DEFINED    4                 38,500
WASHINGTON FED INC          EQUITY    938824109       541         23,800   SH           DEFINED    2                 23,800
WASHINGTON GAS LT C         EQUITY    938837101        73          2,700   SH           DEFINED    1                  2,700
WASHINGTON GAS LT CO        EQUITY    938837101      2020         75,168   SH           DEFINED    2                 75,168
WASHINGTON GROUP INTL
 INC                        EQUITY    938862109        26          2,300   SH           DEFINED    2                  2,300
WASHINGTON MUT INC          EQUITY    939322103     21601        542,579   SH           DEFINED    2                542,579
WASHINGTON MUTUAL I         EQUITY    939322103       630         15,825   SH           DEFINED    1                 15,825
WASHINGTON POST CO          EQUITY    939640108       269            509   SH           DEFINED    2                    509
WASHINGTON POST CO.         EQUITY    939640108       317            600   SH           DEFINED    1                    600
WASHINGTON REAL ESTATE
 INVT TR                    EQUITY    939653101         6            300   SH           DEFINED    2                    300
WASTE CONNECTIONS INC       EQUITY    941053100      7690        300,101   SH           DEFINED    2                300,101
WASTE MANAGEMENT IN         EQUITY    94106L109       314         18,000   SH           DEFINED    1                 18,000
WASTE MGMT INC DEL          EQUITY    94106L109     39630      2,272,713   SH           DEFINED    2              2,272,713
WATCHGUARD TECHNOLOGIES
 INC                        EQUITY    941105108     12131        202,178   SH           DEFINED    2                202,178
WATERS CORP                 EQUITY    941848103     30025        337,360   SH           DEFINED    2                337,360
WATERS CORP COM             EQUITY    941848103    125365      1,408,600   SH           DEFINED    3              1,346,200   62,400
WATERS CORPORATION          EQUITY    941848103       659          7,400   SH           DEFINED    1                  7,400
WATSCO INC                  EQUITY    942622200         1            105   SH           DEFINED    2                    105
WATSON PHARMACEUTIC         EQUITY    942683103      8301        127,950   SH           DEFINED    1                127,950
WATSON PHARMACEUTICALS
 INC                        EQUITY    942683103       394          6,066   SH           DEFINED    2                  6,066
WATTS INDS INC              EQUITY    942749102       201         20,103   SH           DEFINED    2                 20,103
WAUSAU MOSINEE PAPER
 CORP                       EQUITY    943315101        93         12,038   SH           DEFINED    2                 12,038
WAUSAU-MOSINEE PAPE         EQUITY    943315101        23          3,000   SH           DEFINED    1                  3,000
WAVE SYSTEMS CORP           EQUITY    943526103         5            284   SH           DEFINED    2                    284
WD 40 CO                    EQUITY    929236107       351         16,500   SH           DEFINED    2                 16,500
</TABLE>


<PAGE>   132

<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>
WEATHERFORD INTERNA         EQUITY    947074100       271          6,300   SH           DEFINED    1                  6,300
WEATHERFORD INTL INC NEW    EQUITY    947074100     13146        305,719   SH           DEFINED    2                305,719
WEB MD CORP                 EQUITY    94769M105        25          1,644   SH           DEFINED    2                  1,644
WEBB DEL CORP               EQUITY    947423109         3             98   SH           DEFINED    2                     98
WEBLINK WIRELESS INC        EQUITY    94769A101         3            356   SH           DEFINED    2                    356
WEBMETHODS INC              EQUITY    94768C108        11             95   SH           DEFINED    2                     95
WEBSENSE INC                EQUITY    947684106     11561        485,500   SH           DEFINED    3                472,700   12,800
WEBSTER FINANCIAL C         EQUITY    947890109        84          3,100   SH           DEFINED    1                  3,100
WEBSTER FINL CORP
 WATERBURY                  EQUITY    947890109       381         14,129   SH           DEFINED    2                 14,129
WEBTRENDS CORP              EQUITY    94844D104        25            676   SH           DEFINED    2                    676
WEBVAN GROUP INC            EQUITY    94845V103         2            855   SH           DEFINED    2                    855
WEINGARTEN RLTY INVS        EQUITY    948741103      3025         74,245   SH           DEFINED    2                 74,245
WEINGARTEN RLTY INVS
 SH BEN IN                  EQUITY    948741103     12575        308,600   SH           DEFINED    3                264,200   44,400
WEIS MKTS INC               EQUITY    948849104       216          5,431   SH           DEFINED    2                  5,431
WELLMAN INC                 EQUITY    949702104        26          1,800   SH           DEFINED    1                  1,800
WELLMAN INC                 EQUITY    949702104         3            192   SH           DEFINED    2                    192
WELLPOINT HEALTH NE         EQUITY    94973H108       192          2,000   SH           DEFINED    1                  2,000
WELLPOINT HEALTH
 NETWORKS INC               EQUITY    94973H108     19928        207,579   SH           DEFINED    2                207,579
WELLS FARGO & COMPA         EQUITY    949746101     13073        284,585   SH           DEFINED    1                284,585
WELLS FARGO + CO NEW        EQUITY    949746101    128774      2,803,238   SH           DEFINED    2              2,803,238
WELLSFORD REAL PPTYS INC    EQUITY    950240200       543         27,500   SH           DEFINED    2                 27,500
WENDY'S                     EQUITY    950590109        74          3,700   SH           DEFINED    1                  3,700
WENDYS FING I               EQUITY    950588202      1159         24,400   SH           DEFINED    2                 24,400
WENDYS INTL INC             EQUITY    950590109        24          1,182   SH           DEFINED    2                  1,182
WERNER ENTERPRISES INC      EQUITY    950755108      5290        450,200   SH           DEFINED    2                450,200
WESBANCO INC                EQUITY    950810101         3            131   SH           DEFINED    2                    131
WESCO INTL INC              EQUITY    95082P105         1            134   SH           DEFINED    2                    134
WESLEY JESSEN VISIONCARE
 INC                        EQUITY    951018100        35            900   SH           DEFINED    2                    900
WEST MARINE INC             EQUITY    954235107       219         26,500   SH           DEFINED    4                 26,500
WEST PHARMACEUTICAL SVCS
 INC                        EQUITY    955306105         1             53   SH           DEFINED    2                     53
WEST TELESERVICES CORP      EQUITY    956188106      2567        116,700   SH           DEFINED    2                116,700
WEST TELESERVICES CORP
 COM                        EQUITY    956188106      7036        319,800   SH           DEFINED    3                262,700   57,100
WESTAMERICA BANCORP         EQUITY    957090103        70          2,100   SH           DEFINED    1                  2,100
WESTAMERICA
 BANCORPORATION             EQUITY    957090103       756         22,600   SH           DEFINED    2                 22,600
WESTCORP INC                EQUITY    957907108         2            156   SH           DEFINED    2                    156
WESTELL TECHNOLOGIES        EQUITY    957541105         3            227   SH           DEFINED    2                    227
WESTERN DIGITAL CORP        EQUITY    958102105         5            842   SH           DEFINED    2                    842
</TABLE>


<PAGE>   133

<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>
WESTERN GAS RES INC         EQUITY    958259103         3            120   SH           DEFINED    2                    120
WESTERN GAS RES INC         EQUITY    958259301       771         20,100   SH           DEFINED    4                 20,100
WESTERN PPTYS TR            EQUITY    959261108         1            106   SH           DEFINED    2                    106
WESTERN PROPERTIES          EQUITY    959261108       443         36,000   SH           DEFINED    1                 36,000
WESTERN RES INC             EQUITY    959425109        11            511   SH           DEFINED    2                    511
WESTERN RESOURCES I         EQUITY    959425109        84          3,900   SH           DEFINED    1                  3,900
WESTERN WIRELESS CORP       EQUITY    95988E204      2296         64,451   SH           DEFINED    2                 64,451
WESTFIELD AMER INC          EQUITY    959910100         3            200   SH           DEFINED    2                    200
WESTPOINT STEVENS I         EQUITY    961238102       590         48,180   SH           DEFINED    1                 48,180
WESTPOINT STEVENS INC       EQUITY    961238102         3            249   SH           DEFINED    2                    249
WESTVACO CORP               EQUITY    961548104      1627         60,961   SH           DEFINED    2                 60,961
WESTVACO CORP.              EQUITY    961548104        80          3,000   SH           DEFINED    1                  3,000
WESTWOOD ONE INC            EQUITY    961815107     11417        532,572   SH           DEFINED    2                532,572
WESTWOOD ONE INC COM        EQUITY    961815107     31331      1,461,500   SH           DEFINED    3              1,428,100   33,400
WESTWOOD ONE INC COM        EQUITY    961815107       139          6,500   SH           DEFINED    1                  6,500
WEYERHAEUSER CO             EQUITY    962166104      4544        112,556   SH           DEFINED    2                112,556
WEYERHAEUSER CO.            EQUITY    962166104       275          6,800   SH           DEFINED    1                  6,800
WFS FINL INC                EQUITY    92923B106         2            100   SH           DEFINED    2                    100
WHIRLPOOL CORP              EQUITY    963320106        89          2,300   SH           DEFINED    1                  2,300
WHIRLPOOL CORP              EQUITY    963320106        44          1,122   SH           DEFINED    2                  1,122
WHITE ELECTR DESIGNS
 CORP                       EQUITY    963801105         1            100   SH           DEFINED    2                    100
WHITEHALL JEWELLERS INC     EQUITY    965063100         1            130   SH           DEFINED    2                    130
WHITMAN CORP                EQUITY    96647R107        91          7,900   SH           DEFINED    1                  7,900
WHITMAN CORP NEW            EQUITY    96647R107       188         16,279   SH           DEFINED    2                 16,279
WHITNEY HLDG CORP           EQUITY    966612103         4            111   SH           DEFINED    2                    111
WHOLE FOODS MKT INC         EQUITY    966837106      2156         40,156   SH           DEFINED    2                 40,156
WHX CORP                    EQUITY    929248201      1170        173,300   SH           DEFINED    4                173,300
WILD OATS MKTS INC          EQUITY    96808B107        56          4,724   SH           DEFINED    2                  4,724
WILEY JOHN + SON            EQUITY    968223206         8            341   SH           DEFINED    2                    341
WILLAMETTE INDS INC         EQUITY    969133107        26            944   SH           DEFINED    2                    944
WILLAMETTE INDS. IN         EQUITY    969133107        98          3,500   SH           DEFINED    1                  3,500
WILLIAMS CLAYTON ENERGY
 INC                        EQUITY    969490101         2             48   SH           DEFINED    2                     48
WILLIAMS COMPANIES          EQUITY    969457100       541         12,800   SH           DEFINED    1                 12,800
WILLIAMS COS INC            EQUITY    969457100     11169        264,344   SH           DEFINED    2                264,344
WILLIAMS SONOMA INC         EQUITY    969904101        43          1,249   SH           DEFINED    2                  1,249
WILLIAMS-SONOMA INC         EQUITY    969904101       111          3,200   SH           DEFINED    1                  3,200
WILMINGTON TR CORP          EQUITY    971807102       799         14,900   SH           DEFINED    2                 14,900
</TABLE>


<PAGE>   134

<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>
WILMINGTON TRUST CO         EQUITY    971807102        97          1,800   SH           DEFINED    1                  1,800
WILSHIRE FINL SVCS GROUP
 INC                        EQUITY    971867205        71         51,465   SH           DEFINED    2                 51,465
WILSONS LEATHER EXPERTS
 INC                        EQUITY    972463103         2            100   SH           DEFINED    2                    100
WINBOND ELECTRS CORP        EQUITY    972657100       527         34,837   SH           DEFINED    2                 34,837
WIND RIV SYS INC            EQUITY    973149107        73          1,516   SH           DEFINED    2                  1,516
WIND RIVER SYSTEMS          EQUITY    973149107       201          4,200   SH           DEFINED    1                  4,200
WIND RIVER SYSTEMS         CORPBOND   973149AC1     14675      9,898,000   PRN          DEFINED    4              9,898,000
WINK COMMUNICATIONS INC     EQUITY    974168106         1            108   SH           DEFINED    2                    108
WINN DIXIE STORES INC       EQUITY    974280109        19          1,329   SH           DEFINED    2                  1,329
WINN-DIXIE STORES I         EQUITY    974280109        65          4,500   SH           DEFINED    1                  4,500
WINNEBAGO IND INC.          EQUITY    974637100         2            147   SH           DEFINED    2                    147
WINNEBAGO INDS INC          EQUITY    974637100       143         11,400   SH           DEFINED    4                 11,400
WINSTAR COMMUNICATIONS
 COM                        EQUITY    975515107       542         35,000   SH           DEFINED    3                 35,000
WINSTAR COMMUNICATIONS
 INC                        EQUITY    975515107      2019        130,266   SH           DEFINED    2                130,266
WINSTAR COMMUNICATIONS
 INC                        EQUITY    975515859       388            700   SH           DEFINED    2                    700
WINSTAR COMMUNICATIONS
 INC                        EQUITY    975515867       331            600   SH           DEFINED    2                    600
WIRELESS FACS INC           EQUITY    97653A103         7            114   SH           DEFINED    2                    114
WISCONSIN CENT TRANSN
 CORP                       EQUITY    976592105         4            391   SH           DEFINED    2                    391
WISCONSIN CENTRAL T         EQUITY    976592105        30          2,800   SH           DEFINED    1                  2,800
WISCONSIN ENERGY CO         EQUITY    976657106       140          7,000   SH           DEFINED    1                  7,000
WISCONSIN ENERGY CORP       EQUITY    976657106      5233        262,465   SH           DEFINED    2                262,465
WIT SOUNDVIEW GROUP INC     EQUITY    977383108         5            546   SH           DEFINED    2                    546
WITNESS SYS INC             EQUITY    977424100      5265        291,500   SH           DEFINED    2                291,500
WITNESS SYS INC COM         EQUITY    977424100      5265        291,500   SH           DEFINED    3                291,500
WM. WRIGLEY CO              EQUITY    982526105       262          3,500   SH           DEFINED    1                  3,500
WMS INDUSTRIES INC          EQUITY    929297109         4            191   SH           DEFINED    2                    191
WOLVERINE TUBE INC          EQUITY    978093102                       32   SH           DEFINED    2                     32
WOLVERINE TUBE INC          EQUITY    978093102       176         11,800   SH           DEFINED    4                 11,800
WOLVERINE WORLD WIDE INC    EQUITY    978097103       347         37,300   SH           DEFINED    2                 37,300
WOODHEAD INDUSTRIES         EQUITY    979438108         1             41   SH           DEFINED    2                     41
WOODWARD GOVERNOR CO        EQUITY    980745103         2             44   SH           DEFINED    2                     44
WORLD ACCESS INC            EQUITY    98141A101        34          6,381   SH           DEFINED    1                  6,381
WORLD ACCESS INC            EQUITY    98141A101         2            409   SH           DEFINED    2                    409
WORLD FUEL SVCS CORP        EQUITY    981475106       226         27,800   SH           DEFINED    4                 27,800
WORLD WRESTLING FEDN
 ENMT INC                   EQUITY    98156Q108         1             81   SH           DEFINED    2                     81
WORLDCOM INC                EQUITY    98157D106     16972        558,760   SH           DEFINED    1                558,760
WORLDCOM INC                EQUITY    98157D106     48092      1,583,272   SH           DEFINED    2              1,583,272
</TABLE>


<PAGE>   135

<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>
WORLDGATE COMMUNICATIONS
 INC                        EQUITY    98156L307         2            100   SH           DEFINED    2                    100
WORLDPAGES COM INC          EQUITY    981922107         1            166   SH           DEFINED    2                    166
WORTHINGTON INDS IN         EQUITY    981811102         9            934   SH           DEFINED    2                    934
WORTHINGTON INDUSTR         EQUITY    981811102        25          2,700   SH           DEFINED    1                  2,700
WPP GROUP PLC               EQUITY    929309300      1495         25,200   SH           DEFINED    2                 25,200
WPS RES CORP                EQUITY    92931B106         5            165   SH           DEFINED    2                    165
WRIGLEY WM JR CO            EQUITY    982526105      1362         18,195   SH           DEFINED    2                 18,195
WYNDAHAM INTERNATIO         EQUITY    983101106       493        271,748   SH           DEFINED    1                271,748
WYNDHAM INTL INC            EQUITY    983101106         2            887   SH           DEFINED    2                    887
X RITE INC                  EQUITY    983857103         1            100   SH           DEFINED    2                    100
XCEED INC                   EQUITY    98388N105                       60   SH           DEFINED    2                     60
XCEL ENERGY INC             EQUITY    98389B100       273          9,925   SH           DEFINED    1                  9,925
XCEL ENERGY INC             EQUITY    98389B100       275          9,999   SH           DEFINED    2                  9,999
XEROX CORP                  EQUITY    984121103       315         20,900   SH           DEFINED    1                 20,900
XEROX CORP                  EQUITY    984121103      6697        444,583   SH           DEFINED    2                444,583
XICOR INC                   EQUITY    984903104       425         51,500   SH           DEFINED    4                 51,500
XILINX INC                  EQUITY    983919101     13201        154,171   SH           DEFINED    2                154,171
XILINX INC.                 EQUITY    983919101       788          9,200   SH           DEFINED    1                  9,200
XIRCOM INC                  EQUITY    983922105        30          1,201   SH           DEFINED    2                  1,201
XL CAPITAL LTD              EQUITY    G98255105      7350        100,000   SH           DEFINED    1                100,000
XL CAPITAL LTD              EQUITY    G98255105     18342        249,545   SH           DEFINED    2                249,545
XM SATELLITE RADIO HLDGS
 INC                        EQUITY    983759101         5            106   SH           DEFINED    2                    106
XM SATELLITE RADIO INC      EQUITY    98375Y114       368          2,625   SH           DEFINED    2                  2,625
XO COMMUNICATIONS INC       EQUITY    983764705         4              5   SH           DEFINED    2                      5
XTRA CORP                   EQUITY    984138107       683         15,372   SH           DEFINED    2                 15,372
XYBERNAUT CORP              EQUITY    984149104         1            237   SH           DEFINED    2                    237
YAHOO INC                   EQUITY    984332106     44696        491,170   SH           DEFINED    2                491,170
YAHOO! INC                  EQUITY    984332106      1411         15,500   SH           DEFINED    1                 15,500
YANKEE CANDLE INC           EQUITY    984757104      9766        485,263   SH           DEFINED    2                485,263
YAPI VE KREDI BANKASI AS    EQUITY    984848200       312         43,856   SH           DEFINED    2                 43,856
YAPI VE KREDI BANKASI SA    EQUITY    984848101       104         14,592   SH           DEFINED    2                 14,592
YELLOW CORP                 EQUITY    985509108         4            238   SH           DEFINED    2                    238
YORK INTERNATIONAL          EQUITY    986670107        55          2,200   SH           DEFINED    1                  2,200
YORK INTL CORP              EQUITY    986670107      6348        255,191   SH           DEFINED    2                255,191
YOUNG & RUBICAM IMC         EQUITY    987425105        99          2,000   SH           DEFINED    1                  2,000
YOUNG & RUBICAM INC         EQUITY    987425105      1510         26,900   SH           DEFINED    4                 26,900
YOUNG + RUBICAM INC         EQUITY    987425105       585         11,824   SH           DEFINED    2                 11,824
</TABLE>


<PAGE>   136

<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>
YOUNG BROADCASTING INC      EQUITY    987434107         2             58   SH           DEFINED    2                     58
YPF S.A.-Sponsored ADR      EQUITY    984245100       265          9,000   SH           DEFINED    1                  9,000
Z TEL TECHNOLOGIES INC      EQUITY    988792107         1             72   SH           DEFINED    2                     72
ZALE CORP NEW               EQUITY    988858106        28            861   SH           DEFINED    2                    861
ZAMBA CORO                  EQUITY    988881108        14          3,400   SH           DEFINED    2                  3,400
ZEBRA TECHNOLOGIES CORP     EQUITY    989207105         9            185   SH           DEFINED    2                    185
ZENITH NATL INS CORP        EQUITY    989390109                        6   SH           DEFINED    2                      6
ZIFF DAVIS INC              EQUITY    989511100         1            158   SH           DEFINED    2                    158
ZIFF DAVIS INC              EQUITY    989511209       300         21,300   SH           DEFINED    2                 21,300
ZIFF-DAVIS INC.             EQUITY    989511100     11428      1,406,500   SH           DEFINED    1              1,406,500
ZIONS BANCORP               EQUITY    989701107       125          2,450   SH           DEFINED    2                  2,450
ZIONS BANCORPORATIO         EQUITY    989701107       256          5,000   SH           DEFINED    1                  5,000
ZIXIT CORP                  EQUITY    98974P100         4            125   SH           DEFINED    2                    125
ZOLL MED CORP               EQUITY    989922109         4             74   SH           DEFINED    2                     74
ZOMAX OPTICAL MEDIA INC     EQUITY    989929104         1            179   SH           DEFINED    2                    179
ZORAN CORP                  EQUITY    98975F101         4             79   SH           DEFINED    2                     79
ZYGO CORP                   EQUITY    989855101         8             90   SH           DEFINED    2                     90
</TABLE>