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1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2001 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: AMERICAN INTERNATIONAL GROUP, INC. Address: 70 Pine Street New York, New York 10270 Form 13F File Number: 28-219 The Institutional Investment Manager filing this report and the person by whom it is signed represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Edward E. Matthews Title: Vice Chairman -- Investments and Financial Services Phone: (212) 770-7000 Signature, Place, and Date of Signing: /s/ Edward E. Matthews New York, New York May 15, 2001 - ------------------------------- ------------------------ ----------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

2 FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 1,602 Form 13F Information Table Value Total: $11,092,103 (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 HSB GROUP, INC.

3 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 823597 53,445,620 SH DEFINED 1 53,445,620 3 COM CORP EQUITY 885535104 122 21,300 SH DEFINED 1 21,300 99 CENTS ONLY STORES COM EQUITY 65440K106 36821 1593310 SH DEFINED 3 1,562,163 31,147 A. SCHULMAN INC EQUITY 808194104 20 1,700 SH DEFINED 1 1,700 A.J. GALLAGHER EQUITY 363576109 25152 908,000 SH DEFINED 1 908,000 ABBOTT LABORATORIES EQUITY 002824100 19255 408,040 SH DEFINED 1 408,040 ABBOTT LABS EQUITY 002824100 62 1,340 SH DEFINED 2 1,340 Abbott Labs EQUITY 002824100 4719 100,000 SH DEFINED 4 100,000 ABERCROMBIE & FITCH CO - CL A EQUITY 002896207 196 6,000 SH DEFINED 1 6,000 ABERCROMBIE & FITCH CO CL A EQUITY 002896207 67234 2056100 SH DEFINED 3 1,977,000 79,100 ABERCROMBIE AND FITCH CO EQUITY 002896207 20732 634,000 SH DEFINED 2 634,000 ACCREDO HEALTH INC EQUITY 00437V104 1798 55,000 SH DEFINED 2 55,000 ACCREDO HEALTH INC COM EQUITY 00437V104 50528 1545800 SH DEFINED 3 1,524,150 21,650 ACE LTD EQUITY G0070K103 6154 167,400 SH DEFINED 2 167,400 ACXIOM CORP EQUITY 005125109 113 5,400 SH DEFINED 1 5,400 ADAPTEC INC EQUITY 00651F108 28 3,200 SH DEFINED 1 3,200 ADC TELECOMMUNICATIONS EQUITY 000886101 181 21,300 SH DEFINED 1 21,300 ADELPHIA COMMUNICATIONS CORP EQUITY 006848105 3098 76,500 SH DEFINED 2 76,500 ADEPT TECHNOLOGY INC EQUITY 006854103 350 25,000 SH DEFINED 2 25,000 Adobe Systems EQUITY 00724F101 1749 50,000 SH DEFINED 4 50,000 ADOBE SYSTEMS INC EQUITY 00724F101 4826 138,010 SH DEFINED 1 138,010 Adolph Coors EQUITY 217016104 2290 35,000 SH DEFINED 4 35,000 ADTRAN INC EQUITY 00738A106 56 2,300 SH DEFINED 1 2,300 ADVANCED FIBRE COMMUNICATION EQUITY 00754A105 70 4,900 SH DEFINED 1 4,900 ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 4199 293,400 SH DEFINED 2 293,400 ADVANCED MICRO DEVICES EQUITY 007903107 231 8,700 SH DEFINED 1 8,700 ADVANCEPCS EQUITY 00790K109 3153 58,100 SH DEFINED 2 58,100 AES CORP EQUITY 00130H105 744 14,901 SH DEFINED 1 14,901 AETNA CORP (NEW) EQUITY 00817Y108 205 5,700 SH DEFINED 1 5,700 AFFILIATED COMPUTER CL A EQUITY 008190100 96877 1492710 SH DEFINED 3 1,448,110 44,600 AFFILIATED COMPUTER SVCS-A EQUITY 008190100 214 3,300 SH DEFINED 1 3,300 AFFYMETRIX INC EQUITY 00826T108 2926 105,200 SH DEFINED 2 105,200 AFLAC INC EQUITY 001055102 5971 216,800 SH DEFINED 2 216,800 AFLAC INC. EQUITY 001055102 9777 355,000 SH DEFINED 1 355,000 AGCO CORP EQUITY 001084102 35 3,600 SH DEFINED 1 3,600 AGILENT TECHNOLOGIES INC EQUITY 00846U101 395 12,842 SH DEFINED 1 12,842 AGL RES INC EQUITY 001204106 70 3,200 SH DEFINED 1 3,200 AIR PRODUCTS EQUITY 009158106 261 6,800 SH DEFINED 1 6,800 AIRBORNE INC EQUITY 009269101 29 2,900 SH DEFINED 1 2,900 AIRGAS INC EQUITY 009363102 32 4,000 SH DEFINED 1 4,000 AK STEEL HOLDING CORP EQUITY 001547108 65 6,500 SH DEFINED 1 6,500 ALASKA AIR GROUP EQUITY 011659109 41 1,600 SH DEFINED 1 1,600 ALBANY INTL CORP EQUITY 012348108 33 1,818 SH DEFINED 1 1,818 ALBEMARLE CORP EQUITY 012653101 61 2,700 SH DEFINED 1 2,700

4 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ Alberta Energy Co Ltd USD0.01 EQUITY 0128731050 603 13,600 SH DEFINED 1 13,600 ALBERTO-CULVER CO EQUITY 013068101 67 1,700 SH DEFINED 1 1,700 ALBERTSONS INC EQUITY 013104104 5888 185,047 SH DEFINED 2 185,047 ALBERTSON'S INC EQUITY 013104104 388 12,192 SH DEFINED 1 12,192 ALCAN INC EQUITY 013716105 338 9,400 SH DEFINED 1 9,400 ALCOA INC. EQUITY 013817101 10427 290,034 SH DEFINED 1 290,034 ALEXANDER BALDWIN EQUITY 014482103 51 2,400 SH DEFINED 1 2,400 ALLEGHENY ENERGY INC EQUITY 017361106 464 10,040 SH DEFINED 1 10,040 ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 6662 382,655 SH DEFINED 1 382,655 ALLERGAN INC EQUITY 018490102 289 3,900 SH DEFINED 1 3,900 ALLERGAN INC EQUITY 018490102 6273 84,600 SH DEFINED 2 84,600 ALLETE EQUITY 018522102 116 4,500 SH DEFINED 1 4,500 ALLIANT ENERGY CORP EQUITY 018802108 153 4,800 SH DEFINED 1 4,800 ALLIANT TECHSYSTEMS COM EQUITY 018804104 14230 160700 SH DEFINED 3 160,700 ALLIED CAPITAL CORP EQUITY 01903Q108 1711 85,000 SH DEFINED 1 85,000 ALLIED WASTE INDUSTRIES INC EQUITY 019589308 86 5,500 SH DEFINED 1 5,500 ALLMERICA FINANCIAL CORP EQUITY 019754100 171 3,300 SH DEFINED 1 3,300 ALLOS THERAPEUTICS INC EQUITY 019777101 610 105,000 SH DEFINED 2 105,000 ALLSTATE CORP EQUITY 020002101 12397 295,600 SH DEFINED 1 295,600 ALLTEL CORP EQUITY 020039103 462 8,800 SH DEFINED 1 8,800 ALLTEL CORP EQUITY 020039103 4077 77,724 SH DEFINED 2 77,724 ALTERA CORP EQUITY 021441100 244 11,400 SH DEFINED 1 11,400 ALZA EQUITY 022615108 12160 300,240 SH DEFINED 1 300,240 ALZA CORP EQUITY 022615108 4248 104,900 SH DEFINED 2 104,900 AMB PPTY CORP EQUITY 00163T109 17154 697300 SH DEFINED 3 623,700 73,600 AMBAC INC. EQUITY 023139108 178 2,800 SH DEFINED 1 2,800 AMDOCS LIMITED EQUITY G02602103 6497 135,630 SH DEFINED 2 135,630 AMERADA HESS CORP EQUITY 023551104 203 2,600 SH DEFINED 1 2,600 AMEREN CORPORATION EQUITY 023608102 7288 177,980 SH DEFINED 1 177,980 Ameren Corporation EQUITY 023608102 8563 209,100 SH DEFINED 4 209,100 AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 3094 211,190 SH DEFINED 1 211,190 AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 121 4,200 SH DEFINED 1 4,200 AMERICAN EAGLE OUTFITTERS INC EQUITY 02553E106 8625 300,000 SH DEFINED 2 300,000 AMERICAN ELECTRIC POWER EQUITY 025537101 430 9,140 SH DEFINED 1 9,140 AMERICAN EXPRESS EQUITY 025816109 1699 41,130 SH DEFINED 1 41,130 American Express EQUITY 025816109 2478 60,000 SH DEFINED 4 60,000 AMERICAN EXPRESS CO EQUITY 025816109 11478 277,850 SH DEFINED 2 277,850 AMERICAN FINANCIAL GROUP INC EQUITY 025932104 96 4,000 SH DEFINED 1 4,000 AMERICAN FINL GROUP OH COM EQUITY 025932104 16361 678900 SH DEFINED 3 665,200 13,700 AMERICAN GENERAL CORP EQUITY 026351106 551 14,398 SH DEFINED 1 14,398 AMERICAN GREEETINGS -CL A EQUITY 026375105 21 2,000 SH DEFINED 1 2,000 AMERICAN HOME PRODUCTS EQUITY 026609107 15631 266,060 SH DEFINED 1 266,060 AMERICAN INTERNATIONAL GROUP EQUITY 026874107 2266 28,148 SH DEFINED 1 28,148 AMERICAN INTL GROUP INC EQUITY 026874107 981 12,187 SH DEFINED 2 12,187 AMERICAN POWER CONVERSION EQUITY 029066107 73 5,640 SH DEFINED 1 5,640 AMERICAN SKIING CORP COMMON EQUITY 029654308 803 528,581 SH DEFINED 1 528,581 AMERICAN STANDARD COMPANIES EQUITY 029712106 254 4,300 SH DEFINED 1 4,300 AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 642 40,000 SH DEFINED 2 40,000 AMERICAN TOWER EQUITY 029912201 28147 1521444 SH DEFINED 3 1,488,544 32,900 AMERICAN TOWER CVT 6.25% 10/15 EQUITY 029912aa0 2192 20700 SH DEFINED 3 15,000 5,700 AMERICAN WTR WKS INC EQUITY 030411102 190 5,900 SH DEFINED 1 5,900 AMERICAN WTR WKS INC EQUITY 030411102 3225 100,000 SH DEFINED 2 100,000 AMERICREDIT CORP EQUITY 03060R101 152 4,700 SH DEFINED 1 4,700 AMERICREDIT CORP COM EQUITY 03060R101 136441 4207246 SH DEFINED 3 4,082,446 124,800

5 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERISOURCE HEALTH CORP CL A EQUITY 03071P102 280 5,700 SH DEFINED 1 5,700 AMES DEPT STORES INC EQUITY 030789507 1 360 SH DEFINED 1 360 AMETEK INC (new) EQUITY 031100100 52 1,900 SH DEFINED 1 1,900 AMGEN INC EQUITY 031162100 20960 348,205 SH DEFINED 2 348,205 AMGEN INC. EQUITY 031162100 8368 139,040 SH DEFINED 1 139,040 AMLI RESIDNTL PPTYS TR SH BEN EQUITY 001735109 3202 143600 SH DEFINED 3 143,600 AMR Corp/Del USD1 EQUITY 001765106 158 4,500 SH DEFINED 1 4,500 AmSouth EQUITY 032165102 1429 85,000 SH DEFINED 4 85,000 AMSOUTH BANCORPORATION EQUITY 032165102 175 10,388 SH DEFINED 1 10,388 AMSURG CORP CL A EQUITY 03232P108 12814 672200 SH DEFINED 3 672,200 ANADARKO PETROLEUM CORP EQUITY 032511107 1758 28,006 SH DEFINED 1 28,006 ANALOG DEVICES INC EQUITY 032654105 366 10,100 SH DEFINED 1 10,100 ANDREW CORPRATION EQUITY 034425108 34 2,350 SH DEFINED 1 2,350 ANDRX CORP DEL EQUITY 034553107 735 15,000 SH DEFINED 2 15,000 Anheuser Busch EQUITY 035229103 3215 70,000 SH DEFINED 4 70,000 ANHEUSER BUSCH COS INC EQUITY 035229103 3743 81,500 SH DEFINED 2 81,500 ANHEUSER-BUSCH COS EQUITY 035229103 1339 29,160 SH DEFINED 1 29,160 ANIXTER INTL INC EQUITY 035290105 3198 132,700 SH DEFINED 2 132,700 ANNTAYLOR STORES CORP EQUITY 036115103 6223 234,400 SH DEFINED 2 234,400 ANTEC CORP EQUITY 03664P105 17 2,300 SH DEFINED 1 2,300 ANTHRACITE CAPITAL INC EQUITY 037023108 2752 285,177 SH DEFINED 1 285,177 AO Tafneft ADR EQUITY 03737P3064 316 40,000 SH DEFINED 1 40,000 AOL TIME WARNER EQUITY 00184A105 34503 859,340 SH DEFINED 1 859,340 AOL TIME WARNER INC EQUITY 00184A105 22560 558,754 SH DEFINED 2 558,754 AON CORP EQUITY 037389103 9461 266,500 SH DEFINED 1 266,500 Apache EQUITY 037411105 864 15,000 SH DEFINED 4 15,000 APACHE CORP EQUITY 037411105 199 3,450 SH DEFINED 1 3,450 APACHE CORP EQUITY 037411105 14980 259,860 SH DEFINED 2 259,860 APACHE CORP COM EQUITY 037411105 5001 86800 SH DEFINED 3 77,400 9,400 APARTMENT INVT & MGMT CL A EQUITY 03748R101 33208 747100 SH DEFINED 3 664,600 82,500 APERIAN INC (MSI HOLDINGS) EQUITY 037531100 139 111,111 SH DEFINED 1 111,111 APOGENT TECHNOLOGIES INC EQUITY 03760A101 130 6,400 SH DEFINED 1 6,400 APOLLO GROUP INC EQUITY 037604105 226 6,900 SH DEFINED 1 6,900 APPLE COMPUTER EQUITY 037833100 207 9,400 SH DEFINED 1 9,400 APPLERA CORP APPLIED BIOSYS EQUITY 038020103 42 1,500 SH DEFINED 2 1,500 APPLERA CORP-APPLIED BIOSYS EQUITY 038020103 237 8,540 SH DEFINED 1 8,540 Applied Biosystems EQUITY 038020103 555 20,000 SH DEFINED 4 20,000 APPLIED MATERIALS INC EQUITY 038222105 1105 25,400 SH DEFINED 1 25,400 APPLIED MATERIALS INC EQUITY 038222105 21345 490,700 SH DEFINED 2 490,700 APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 139 8,400 SH DEFINED 1 8,400 APPLIED MOLECULAR EVOLUTION EQUITY 03823E108 576 54,870 SH DEFINED 1 54,870 APRIA HEALTHCARE GROUP EQUITY 037933108 75 3,100 SH DEFINED 1 3,100 ARACRUZ CELULOSE SA-SPON ADR EQUITY 038496204 1391 105,410 SH DEFINED 1 105,410 Arbitron Inc Com Stk USD0.5 EQUITY 03875Q1085 17 900 SH DEFINED 1 900 ARCHER DANIELS MIDLAND EQUITY 039483102 4431 336,982 SH DEFINED 1 336,982 ARCHSTONE COMM EQUITY 039581103 21888 889736 SH DEFINED 3 795,794 93,942 ARDEN RLTY GROUP INC COM EQUITY 039793104 18502 784000 SH DEFINED 3 700,200 83,800 AREMISSOFT CORP DEL COM EQUITY 040026106 2275 175000 SH DEFINED 3 175,000 ARROW ELECTRONICS EQUITY 042735100 134 5,950 SH DEFINED 1 5,950 ART TECHNOLOGY GROUP INC EQUITY 04289L107 473 39,400 SH DEFINED 2 39,400 Arthur J Gallagher EQUITY 363576109 1385 50,000 SH DEFINED 4 50,000 ARVINMERITOR INC. EQUITY 043353101 58 4,223 SH DEFINED 1 4,223 ASHLAND INC EQUITY 044204105 84 2,200 SH DEFINED 1 2,200 ASSOCIATED BANC-CORP EQUITY 045487105 135 4,060 SH DEFINED 1 4,060

6 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ASTORIA FINANCIAL CORP EQUITY 046265104 166 3,100 SH DEFINED 1 3,100 ASTROPOWER INC COM EQUITY 04644A101 16407 546900 SH DEFINED 3 539,400 7,500 AT & T EQUITY 001957109 2430 114,085 SH DEFINED 1 114,085 AT + T CORP EQUITY 001957109 3630 170,224 SH DEFINED 2 170,224 AT&T LATIN AMERICA CORP CL A EQUITY 04649A106 197 78,000 SH DEFINED 1 78,000 AT+T CORP EQUITY 001957208 5837 414,800 SH DEFINED 2 414,800 ATLANTIC COAST AIRLINES HLDGS EQUITY 048396105 4343 206,800 SH DEFINED 2 206,800 ATLAS AIR WORLDWIDE HLDGS EQUITY 049164106 65 2,300 SH DEFINED 1 2,300 ATMEL CORP EQUITY 049513104 2506 255,400 SH DEFINED 2 255,400 ATMEL CRP EQUITY 049513104 278 28,300 SH DEFINED 1 28,300 ATS MED INC COM EQUITY 002083103 8044 835700 SH DEFINED 3 835,700 AUTODESK INC. EQUITY 052769106 52 1,700 SH DEFINED 1 1,700 AUTOMATIC DATA PROCESSING INC EQUITY 053015103 2542 46,740 SH DEFINED 1 46,740 AUTOZONE INC EQUITY 053332102 98 3,500 SH DEFINED 1 3,500 AVALONBAY COMM EQUITY 053484101 23944 522668 SH DEFINED 3 470,722 51,946 AVAYA INC EQUITY 053499109 102 7,845 SH DEFINED 1 7,845 AVAYA INC EQUITY 053499109 12 828 SH DEFINED 2 828 AVERY DENNISON CORP EQUITY 053611109 4516 86,816 SH DEFINED 2 86,816 AVERY DENNISON CORP. EQUITY 053611109 172 3,300 SH DEFINED 1 3,300 AVNET INC. EQUITY 053807103 275 13,400 SH DEFINED 1 13,400 AVOCENT CORPORATION EQUITY 053893103 57 2,600 SH DEFINED 1 2,600 AVON PRODUCTS EQUITY 054303102 272 6,800 SH DEFINED 1 6,800 B I S Y S GROUP INC EQUITY 055472104 107853 2018300 SH DEFINED 3 1,954,800 63,500 BAKER HUGHES INC EQUITY 057224107 3573 98,400 SH DEFINED 2 98,400 BAKER HUGHES INC. EQUITY 057224107 340 9,370 SH DEFINED 1 9,370 BALL CORP EQUITY 058498106 37 800 SH DEFINED 1 800 BANC ONE CORP EQUITY 06423A103 1169 32,322 SH DEFINED 1 32,322 BANCO DE A. EDWARDS-SP ADR EQUITY 059504100 775 49,978 SH DEFINED 1 49,978 Banco Frances Rio Plata ADR EQUITY 0595911076 159 9,500 SH DEFINED 1 9,500 BANDAG INC EQUITY 059815100 35 1,300 SH DEFINED 1 1,300 BANK NEW YORK INC EQUITY 064057102 17653 358,500 SH DEFINED 2 358,500 BANK OF NEW YORK EQUITY 064057102 8236 167,270 SH DEFINED 1 167,270 BANK ONE CORP EQUITY 06423A103 3618 100,000 SH DEFINED 2 100,000 BANK UNITED CORP-CONTINGENT EQUITY 065416117 127 506,802 SH DEFINED 1 506,802 BANKAMERICA CORPORATION EQUITY 060505104 2486 45,400 SH DEFINED 1 45,400 BANKNORTH GROUP INC. EQUITY 06646R107 175 8,800 SH DEFINED 1 8,800 BANTA CORP EQUITY 066821109 34 1,400 SH DEFINED 1 1,400 BARNES & NOBLE INC. EQUITY 067774109 93 3,900 SH DEFINED 1 3,900 BARNES & NOBLES INC COM EQUITY 067774109 20664 864600 SH DEFINED 3 845,500 19,100 BARR LABORATORIES EQUITY 068306109 126 2,200 SH DEFINED 1 2,200 BARRA INC EQUITY 068313105 1404 26,000 SH DEFINED 2 26,000 BARRICK GOLD CORP. EQUITY 067901108 163 11,400 SH DEFINED 1 11,400 BAUSCH & LOMB EQUITY 071707103 73 1,600 SH DEFINED 1 1,600 BAXTER INTERNATIONAL INC. EQUITY 071813109 15813 167,970 SH DEFINED 1 167,970 BAXTER INTL INC EQUITY 071813109 1883 20,000 SH DEFINED 2 20,000 BB&T CORPORATION EQUITY 054937107 387 11,000 SH DEFINED 1 11,000 BEA SYS INC EQUITY 073325102 6116 208,200 SH DEFINED 2 208,200 BEAR STEARNS EQUITY 073902108 147 3,205 SH DEFINED 1 3,205 BEAZER HOMES USA INC COM EQUITY 07556Q105 1890 48100 SH DEFINED 3 48,100 BECKMAN COULTER INC EQUITY 075811109 141 3,600 SH DEFINED 1 3,600 Beckman Coulter Inc. EQUITY 075811109 1173 30,000 SH DEFINED 4 30,000 BECTON DICKINSON & CO EQUITY 075887109 265 7,500 SH DEFINED 1 7,500 BED BATH & BEYOND INC COM EQUITY 075896100 7973 324600 SH DEFINED 3 294,600 30,000 BED BATH + BEYOND INC EQUITY 075896100 2640 107,500 SH DEFINED 2 107,500

7 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BED BATH AND BEYOND EQUITY 075896100 201 8,200 SH DEFINED 1 8,200 BEDFORD PPTY INVS INC COM PAR EQUITY 076446301 3501 186600 SH DEFINED 3 165,000 21,600 BELL CANADA INTERNATIONAL INC. EQUITY 077914109 500 40,000 SH DEFINED 1 40,000 BELLSOUTH CORP EQUITY 079860102 2137 52,230 SH DEFINED 1 52,230 BELO CORPORATION EQUITY 080555105 115 7,000 SH DEFINED 1 7,000 BEMIS CO. EQUITY 081437105 53 1,600 SH DEFINED 1 1,600 BEMIS INC EQUITY 081437105 4627 139,825 SH DEFINED 2 139,825 BERGEN BRUNSWIG CORP EQUITY 083739102 136 8,200 SH DEFINED 1 8,200 BERKSHIRE HATHAWAY INC DEL CL EQUITY 084670207 39 17 SH DEFINED 2 17 BEST BUY INC EQUITY 086516101 219 6,100 SH DEFINED 1 6,100 BIOGEN EQUITY 090597105 279 4,400 SH DEFINED 1 4,400 BIOGEN INC EQUITY 090597105 18392 290,500 SH DEFINED 2 290,500 BIOMET INC EQUITY 090613100 207 5,250 SH DEFINED 1 5,250 BIOMET INC EQUITY 090613100 5853 148,600 SH DEFINED 2 148,600 BIOSITE DIAGNOSTICS COM EQUITY 090945106 5932 158200 SH DEFINED 3 158,200 BIOSOURCE INTL INC EQUITY 09066H104 810 125,200 SH DEFINED 2 125,200 BIOVAIL CORP EQUITY 09067J109 62235 1722524 SH DEFINED 3 1,664,724 57,800 BIOVAIL CORP EQUITY 09067J109 5047 139,700 SH DEFINED 2 139,700 BISYS GROUP, INC. EQUITY 055472104 187 3,500 SH DEFINED 1 3,500 BJ SVCS CO EQUITY 055482103 363 5,100 SH DEFINED 1 5,100 BJ'S WHOLESALE CLUB INC EQUITY 05548J106 211 4,400 SH DEFINED 1 4,400 BJS WHOLESALE CLUB INC COM EQUITY 05548J106 22511 470457 SH DEFINED 3 458,157 12,300 BLACK & DECKER CORP EQUITY 091797100 92 2,500 SH DEFINED 1 2,500 BLACK HILLS CORP EQUITY 092113109 66 1,450 SH DEFINED 1 1,450 BLYTH INC. EQUITY 09643P108 67 2,900 SH DEFINED 1 2,900 BMC SOFTWARE EQUITY 055921100 148 6,900 SH DEFINED 1 6,900 BOB EVANS FARMS INC EQUITY 096761101 37 2,100 SH DEFINED 1 2,100 BOEING CO EQUITY 097023105 3049 54,370 SH DEFINED 2 54,370 BOEING CO. EQUITY 097023105 1299 23,326 SH DEFINED 1 23,326 BOISE CASCADE CORP EQUITY 097383103 57 1,800 SH DEFINED 1 1,800 BORDERS GROUP INC EQUITY 099709107 79 4,700 SH DEFINED 1 4,700 BORG-WARNER AUTOMOTIVE INC EQUITY 099724106 64 1,600 SH DEFINED 1 1,600 BOSTON PROPERTIES INC COM EQUITY 101121101 19567 508900 SH DEFINED 3 451,900 57,000 BOSTON SCIENTIFIC EQUITY 101137107 236 11,700 SH DEFINED 1 11,700 BOWATER INC EQUITY 102183100 147 3,100 SH DEFINED 1 3,100 BP Amoco EQUITY 055622104 1737 35,000 SH DEFINED 4 35,000 BP AMOCO PLC SPON ADR EQUITY 055622104 295 5,448 SH DEFINED 2 5,448 BRANDYWINE RLTY TR SH BEN INT EQUITY 105368203 416 20900 SH DEFINED 3 20,900 BRAODBASE SOFTWARE INC EQUITY 11130R100 8 4,067 SH DEFINED 1 4,067 BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 1470 47,277 SH DEFINED 1 47,277 BRE PROPERTIES INC CL A EQUITY 05564E106 14492 499900 SH DEFINED 3 441,400 58,500 BRIGGS & STRATTON EQUITY 109043109 27 700 SH DEFINED 1 700 BRIGHT HORIZON FAMILY COM EQUITY 109195107 38949 1643400 SH DEFINED 3 1,642,000 1,400 BRILLIANCE CHINA AUTO-SP ADR EQUITY 10949Q105 69 2,400 SH DEFINED 1 2,400 BRINKER INTERNATIONAL INC EQUITY 109641100 167 6,000 SH DEFINED 1 6,000 BRISTOL MYERS SQUIBB EQUITY 110122108 21671 364,830 SH DEFINED 1 364,830 BRISTOL MYERS SQUIBB CO EQUITY 110122108 19620 330,300 SH DEFINED 2 330,300 BROADCOM CORP Cl A EQUITY 111320107 194 6,700 SH DEFINED 1 6,700 BROADVISION INC EQUITY 111412102 41 7,600 SH DEFINED 1 7,600 BROADWING COMMUNICATIONS INC EQUITY 11161P205 11220 11,000 SH DEFINED 2 11,000 BROADWING INC EQUITY 111620100 251 13,100 SH DEFINED 1 13,100 BROCADE COMMUNICATIONS SYS EQUITY 111621108 3241 155,150 SH DEFINED 1 155,150 BROCADE COMMUNICATIONS SYS INC EQUITY 111621108 3253 155,700 SH DEFINED 2 155,700 BROWN AND BROWN EQUITY 115236101 7423 218,000 SH DEFINED 1 218,000

8 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BROWN FORMAN CORP EQUITY 115637209 4339 70,043 SH DEFINED 2 70,043 BROWN-FORMAN CORP CL B EQUITY 115637209 124 2,000 SH DEFINED 1 2,000 BRUNSWICK CORP EQUITY 117043109 55 2,800 SH DEFINED 1 2,800 BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 343 11,410 SH DEFINED 1 11,410 BURLINGTON RES INC EQUITY 122014103 4596 102,700 SH DEFINED 2 102,700 BURLINGTON RESOURCES EQUITY 122014103 278 6,214 SH DEFINED 1 6,214 BUSINESS OBJECTS S A SPONSORED EQUITY 12328X107 11284 365469 SH DEFINED 3 356,319 9,150 C MAC INDS INC EQUITY 125920108 1013 50,000 SH DEFINED 2 50,000 C.H. ROBINSON WORLDWIDE INC EQUITY 12541W100 140 5,100 SH DEFINED 1 5,100 C.I.T. Group Inc. A EQUITY 125577106 14655 507,460 SH DEFINED 1 507,460 C.R. BARD EQUITY 067383109 73 1,600 SH DEFINED 1 1,600 CABLETRON SYS INC COM EQUITY 126920107 7674 594900 SH DEFINED 3 538,500 56,400 CABLETRON SYSTEMS INC EQUITY 126920107 67 5,200 SH DEFINED 1 5,200 CABOT CORP EQUITY 127055101 126 4,000 SH DEFINED 1 4,000 CABOT INDUSTRIAL TRUST COM EQUITY 127072106 4311 222200 SH DEFINED 3 195,000 27,200 CABOT MICROELECTRONICS CORP EQUITY 12709P103 66 1,493 SH DEFINED 1 1,493 CADENCE DESIGN SYSTEMS INC. EQUITY 127387108 276 14,900 SH DEFINED 1 14,900 CALLAWAY GOLF CO EQUITY 131193104 100 4,500 SH DEFINED 1 4,500 CALLAWAY GOLF CO EQUITY 131193104 2887 130,000 SH DEFINED 2 130,000 CALPINE CORP EQUITY 131347106 34220 621,400 SH DEFINED 2 621,400 CAMDEN PPTY TR SH BEN INT EQUITY 133131102 15002 451200 SH DEFINED 3 413,100 38,100 CAMINUS CORP COM EQUITY 133766105 2820 138000 SH DEFINED 3 138,000 CAMPBELL SOUP COMPANY EQUITY 134429109 361 12,100 SH DEFINED 1 12,100 CAPITAL GAMING INTL INC EQUITY 140180308 344 SH DEFINED 2 344 CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 14786 266,415 SH DEFINED 1 266,415 CAPITAL ONE FINL CORP EQUITY 14040H105 21195 381,900 SH DEFINED 2 381,900 CAPITOL TRANSAMERICA CORP EQUITY 140640103 1454 107,700 SH DEFINED 1 107,700 CAPLINE CORPORATION EQUITY 131347106 446 8,100 SH DEFINED 1 8,100 CARDINAL HEALTH INC EQUITY 14149Y108 9839 101,700 SH DEFINED 1 101,700 CAREER ED CORP EQUITY 141665109 3819 76,000 SH DEFINED 2 76,000 CARLISLE COS INC EQUITY 142339100 59 1,800 SH DEFINED 1 1,800 CARNIVAL CORP CLASS A EQUITY 143658102 459 16,600 SH DEFINED 1 16,600 CARPENTER TECHNOLOGY EQUITY 144285103 36 1,300 SH DEFINED 1 1,300 CARRAMERICA REALTY CORPORATION EQUITY 144418100 9885 346500 SH DEFINED 3 304,200 42,300 CARREKER ANTINORI INC COM EQUITY 144433109 21398 1126200 SH DEFINED 3 1,113,700 12,500 CARTER WALLACE INC EQUITY 146285101 67 2,700 SH DEFINED 1 2,700 CATALINA MARKETING CORP EQUITY 148867104 107 3,300 SH DEFINED 1 3,300 CATELLUS DEVELOPMENT CORP EQUITY 149111106 4990 316800 SH DEFINED 3 281,200 35,600 CATERPILLAR INC EQUITY 149123101 4472 100,769 SH DEFINED 2 100,769 CATERPILLAR INC. EQUITY 149123101 439 9,900 SH DEFINED 1 9,900 CBRL GROUP INC EQUITY 12489V106 62 3,400 SH DEFINED 1 3,400 CCC INFORMATION SERVICE GROUP INC EQUITY 12487Q109 1039 120,000 SH DEFINED 1 120,000 CDW COMPUTER CENTERS, INC EQUITY 125129106 164 5,300 SH DEFINED 1 5,300 Cell Genesys EQUITY 150921104 285 20,000 SH DEFINED 4 20,000 CENDANT CORPORATION EQUITY 151313103 312 21,418 SH DEFINED 1 21,418 CENTERPOINT PPTYS TRUST EQUITY 151895109 6881 147500 SH DEFINED 3 132,100 15,400 CENTEX CORP EQUITY 152312104 75 1,800 SH DEFINED 1 1,800 CENTEX CORP COM EQUITY 152312104 8068 193700 SH DEFINED 3 181,600 12,100 CENTILLIUM COMMUNICATIONS INC EQUITY 152319109 23135 946700 SH DEFINED 3 929,400 17,300 CENTURYTEL INC EQUITY 156700106 121 4,200 SH DEFINED 1 4,200 CEPHALON INC EQUITY 156708109 1923 40,000 SH DEFINED 2 40,000 CERIDIAN CORP EQUITY 15677T106 67 3,600 SH DEFINED 1 3,600 CERNER CORP EQUITY 156782104 2254 65,800 SH DEFINED 2 65,800 CH ENERGY GROUP INC EQUITY 12541M102 1704 38,500 SH DEFINED 1 38,500

9 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHARLES RIV LABORATORIES INTL EQUITY 159864107 4450 179,800 SH DEFINED 2 179,800 CHARTER ONE FINANCIAL, INC. EQUITY 160903100 179 6,310 SH DEFINED 1 6,310 CHARTER ONE FIN'L EQUITY 160903100 73208 2586860 SH DEFINED 3 2,465,583 121,277 CHATEAU COMMUNITIES INC COM EQUITY 161726104 12566 415400 SH DEFINED 3 382,300 33,100 CHECK POINT SOFTWARE EQUITY M22465104 10716 225,600 SH DEFINED 2 225,600 CHECK POINT SOFTWARE TECH EQUITY M22465104 228 4,800 SH DEFINED 1 4,800 CHECKFREE CORP. EQUITY 162813109 138 4,700 SH DEFINED 1 4,700 CHEESECAKE FACTORY INC COM EQUITY 163072101 19308 524494 SH DEFINED 3 516,427 8,067 CHEVRON CORPORATION EQUITY 166751107 1580 18,000 SH DEFINED 1 18,000 CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 2925 132,900 SH DEFINED 1 132,900 CHIRON CORP. EQUITY 170040109 224 5,100 SH DEFINED 1 5,100 CHOICEPOINT INC EQUITY 170388102 127 3,750 SH DEFINED 1 3,750 CHRIS CRAFT INDS INC EQUITY 170520100 138 2,179 SH DEFINED 1 2,179 CHRISTOPHER & BANKS CP COM EQUITY 171046105 2616 86837 SH DEFINED 3 86,837 CHUBB CORP EQUITY 171232101 2964 40,915 SH DEFINED 1 40,915 CHURCH & DWIGHT INC EQUITY 171340102 50 2,300 SH DEFINED 1 2,300 CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 1064 54,700 SH DEFINED 1 54,700 Cia de Minas Buenaventura - Spon ADR EQUITY 204448104 465 31,400 SH DEFINED 1 31,400 CIA PARANAENSE ENER-SP ADR EQUITY 20441B407 505 60,900 SH DEFINED 1 60,900 CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 1987 144,700 SH DEFINED 1 144,700 CIA VALE DO RIO DOCE - SP ADR EQUITY 204412100 812 33,000 SH DEFINED 1 33,000 CIENA CORP EQUITY 171779101 48 1,150 SH DEFINED 1 1,150 CIENA CORP EQUITY 171779101 8459 202,600 SH DEFINED 2 202,600 CIGNA CORP EQUITY 125509109 472 4,400 SH DEFINED 1 4,400 CINCINNATI FINANCIAL CORPORATION EQUITY 172062101 180 4,750 SH DEFINED 1 4,750 CINERGY CORP EQUITY 172474108 161 4,800 SH DEFINED 1 4,800 CINTAS CORP EQUITY 172908105 189 4,800 SH DEFINED 1 4,800 CIRCUIT CITY STORES-CIRCUIT CITY GROU EQUITY 172737108 63 5,900 SH DEFINED 1 5,900 CIRRUS LOGIC, INCORPORATED EQUITY 172755100 69 4,600 SH DEFINED 1 4,600 CISCO SYS INC EQUITY 17275R102 17223 1,088,940 SH DEFINED 2 1,088,940 Cisco Systems EQUITY 17275R102 862 54,500 SH DEFINED 4 54,500 CISCO SYSTEMS INC. EQUITY 17275R102 16690 1,055,515 SH DEFINED 1 1,055,515 CITIGROUP INC EQUITY 172967101 37678 834,928 SH DEFINED 2 834,928 Citigroup Inc. Com Stk USD.01 EQUITY 172967101 2630 58,472 SH DEFINED 1 58,472 CITIZENS COMMUNICATIONS CO EQUITY 17453B101 94 7,400 SH DEFINED 1 7,400 CITRIX SYS INC EQUITY 177376100 4538 214,800 SH DEFINED 2 214,800 CITRIX SYSTEMS INC EQUITY 177376100 114 5,400 SH DEFINED 1 5,400 CITY NATL CORP EQUITY 178566105 111 2,900 SH DEFINED 1 2,900 CLAIRE'S STORES INC EQUITY 179584107 55 3,100 SH DEFINED 1 3,100 CLAYTON HOMES INC EQUITY 184190106 101 8,368 SH DEFINED 1 8,368 CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 15407 282,955 SH DEFINED 1 282,955 CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 2581 47,410 SH DEFINED 2 47,410 CLECO CORPORATION EQUITY 12561W105 64 1,400 SH DEFINED 1 1,400 CLOROX CO EQUITY 189054109 4388 139,519 SH DEFINED 2 139,519 CLOROX CO. EQUITY 189054109 201 6,400 SH DEFINED 1 6,400 CMS ENERGY CORP EQUITY 125896100 104 3,500 SH DEFINED 1 3,500 CNF INC EQUITY 12612W104 84 2,900 SH DEFINED 1 2,900 COCA COLA EQUITY 191216100 21812 483,000 SH DEFINED 1 483,000 COCA-COLA ENTERPRISES EQUITY 191219104 213 12,000 SH DEFINED 1 12,000 COINSTAR COMMON EQUITY 19259P300 3,405 203,300 SH DEFINED 1 203,300 Colgate EQUITY 194162103 3730 67,500 SH DEFINED 4 67,500 COLGATE-PALMOLIVE EQUITY 194162103 21008 380,170 SH DEFINED 1 380,170 COLLATERAL THERAPEUTICS EQUITY 193921103 384 40,000 SH DEFINED 2 40,000 COLONIAL PPTYS TR COM SH BEN I EQUITY 195872106 3214 119700 SH DEFINED 3 119,700

10 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COMCAST CORP EQUITY 200300200 27125 646,800 SH DEFINED 2 646,800 COMCAST CORP. SPECIAL CL A EQUITY 200300200 1078 25,700 SH DEFINED 1 25,700 COMDISCO EQUITY 200336105 74 9,200 SH DEFINED 1 9,200 COMERICA INC EQUITY 200340107 289 4,700 SH DEFINED 1 4,700 COMMERCE ONE INC DEL COM EQUITY 200693109 17622 1888700 SH DEFINED 3 1,837,100 51,600 COMMSCOPE INC EQUITY 203372107 52 3,100 SH DEFINED 1 3,100 COMMUNITY HLTH SYS NEW COM EQUITY 203668108 74627 2618500 SH DEFINED 3 2,534,500 84,000 COMPANHIA DE BEBIDAS-PR ADR EQUITY 20441W203 574 24,600 SH DEFINED 1 24,600 COMPAQ COMPUTER EQUITY 204493100 863 47,444 SH DEFINED 1 47,444 COMPAQ COMPUTER CORP EQUITY 204493100 2366 130,235 SH DEFINED 2 130,235 COMPASS BANCSHARES, INC EQUITY 20449H109 156 7,300 SH DEFINED 1 7,300 COMPUTER ASSOCIATES INT'L EQUITY 204912109 439 16,150 SH DEFINED 1 16,150 COMPUTER SCIENCES CORP EQUITY 205363104 340 10,500 SH DEFINED 1 10,500 COMPUWARE CORP EQUITY 205638109 105 10,800 SH DEFINED 1 10,800 COMVERSE TECHNOLOGY INC EQUITY 205862402 3245 55,100 SH DEFINED 2 55,100 Comverse Technology Inc. EQUITY 205862402 266 4,520 SH DEFINED 1 4,520 CONAGRA FOODS INC EQUITY 205887102 266 14,600 SH DEFINED 1 14,600 CONAGRA INC EQUITY 205887102 3331 182,598 SH DEFINED 2 182,598 CONCEPTUS INC EQUITY 206016107 583 65,000 SH DEFINED 2 65,000 CONCORD EFS INC EQUITY 206197105 532 13,150 SH DEFINED 1 13,150 CONCORD EFS INC COM EQUITY 206197105 6614 163550 SH DEFINED 3 143,850 19,700 CONECTIV INC EQUITY 206829103 116 5,300 SH DEFINED 1 5,300 CONECTIV INC - CL A EQUITY 206829202 1374 68,200 SH DEFINED 1 68,200 CONEXANT SYSTEMS INC EQUITY 207142100 56 6,300 SH DEFINED 1 6,300 Conoco Inc EQUITY 208251405 1978 70,000 SH DEFINED 4 70,000 CONOCO INC - CLASS B EQUITY 208251405 489 17,300 SH DEFINED 1 17,300 CONSECO INC. EQUITY 208464107 154 9,582 SH DEFINED 1 9,582 CONSOLIDATED EDISON INC EQUITY 209115104 255 6,870 SH DEFINED 1 6,870 CONSOLIDATED STORES CORPORATION EQUITY 210149100 33 3,300 SH DEFINED 1 3,300 CONSTELLATION BRANDS INC EQUITY 21036P108 4377 61,000 SH DEFINED 2 61,000 CONSTELLATION ENERGY GROUP EQUITY 210371100 194 4,400 SH DEFINED 1 4,400 CONSTELLATION ENERGY GROUP INC EQUITY 210371100 9953 225,700 SH DEFINED 2 225,700 CONVERGYS CORPORATION EQUITY 212485106 166 4,600 SH DEFINED 1 4,600 COOPER CAMERON CORP EQUITY 216640102 178 3,300 SH DEFINED 1 3,300 COOPER INDUSTRIES EQUITY 216669101 100 3,000 SH DEFINED 1 3,000 COOPER TIRE & RUBBER EQUITY 216831107 26 2,300 SH DEFINED 1 2,300 COORS (ADOLPH) - CL B EQUITY 217016104 59 900 SH DEFINED 1 900 COR THERAPEUTICS INC EQUITY 217753102 74 3,300 SH DEFINED 1 3,300 CORNING INC. EQUITY 219350105 674 32,590 SH DEFINED 1 32,590 CORPORATE EXEC BRD CO COM EQUITY 21988R102 25883 857400 SH DEFINED 3 841,700 15,700 COSTCO WHOLESALE CORPORATION EQUITY 22160K105 23395 596,050 SH DEFINED 1 596,050 COSTCO WHSL CORP NEW EQUITY 22160K105 3878 98,800 SH DEFINED 2 98,800 COUNTRYWIDE CREDIT IND INC EQUITY 222372104 168 3,400 SH DEFINED 1 3,400 COUSINS PPTYS INC COM EQUITY 222795106 6485 259300 SH DEFINED 3 231,700 27,600 COVANCE INC EQUITY 222816100 45 3,500 SH DEFINED 1 3,500 COVANTA ENERGY CORP EQUITY 22281N103 50 3,000 SH DEFINED 1 3,000 CRANE CO EQUITY 224399105 51 1,975 SH DEFINED 1 1,975 CREDENCE SYSTEMS, INC. EQUITY 225302108 66 3,200 SH DEFINED 1 3,200 CREDITCORP LTD EQUITY G2519Y108 791 98,121 SH DEFINED 1 98,121 CRESCENT REAL ESTATE EQUITIES, INC. EQUITY 225756105 6858 302,100 SH DEFINED 1 302,100 CRESTLINE CAPITAL CORP EQUITY 226153104 90 3,309 SH DEFINED 1 3,309 CROMPTON CORPORATION EQUITY 227116100 76 6,828 SH DEFINED 1 6,828 CROWN CASTLE INTERNATIONAL EQUITY 228227104 13831 933,762 SH DEFINED 1 933,762 CSC HLDGS INC EQUITY 126304401 16843 154,881 SH DEFINED 2 154,881

11 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CSG SYS INTL INC COM EQUITY 126349109 52726 1280147 SH DEFINED 3 1,236,747 43,400 CSG SYSTEMS INTERNATIONAL INC. EQUITY 126349109 132 3,200 SH DEFINED 1 3,200 CSX CORP EQUITY 126408103 222 6,600 SH DEFINED 1 6,600 CUMMINS ENGINE EQUITY 231021106 49 1,300 SH DEFINED 1 1,300 CURAGEN CORP EQUITY 23126R101 6445 275,000 SH DEFINED 2 275,000 CVS Corp EQUITY 126650100 2047 35,000 SH DEFINED 4 35,000 CVS CORPORATION EQUITY 126650100 3716 63,535 SH DEFINED 1 63,535 CYPRESS SEMICONDUCTOR EQUITY 232806109 142 8,000 SH DEFINED 1 8,000 CYTEC INDUSTRIES INC EQUITY 232820100 77 2,400 SH DEFINED 1 2,400 D R HORTON INC COM EQUITY 23331A109 8597 406478 SH DEFINED 3 365,902 40,576 DALLAS SEMICONDUCTOR CORP EQUITY 235204104 96 3,700 SH DEFINED 1 3,700 DANA CORP EQUITY 235811106 79 4,621 SH DEFINED 1 4,621 DANAHER CORP EQUITY 235851102 224 4,100 SH DEFINED 1 4,100 DARDEN RESTAURANTS INC EQUITY 237194105 95 4,000 SH DEFINED 1 4,000 DEAN FOODS CO EQUITY 242361103 71 2,100 SH DEFINED 1 2,100 DEERE & CO EQUITY 244199105 243 6,700 SH DEFINED 1 6,700 DEERE & CO EQUITY 244199105 106 2,590 SH DEFINED 2 2,590 DELL COMPUTER CORP EQUITY 247025109 16467 640,900 SH DEFINED 2 640,900 DELL COMPUTER CORP. EQUITY 247025109 12949 504,100 SH DEFINED 1 504,100 DELTA AIRLINES INC. EQUITY 247361108 142 3,600 SH DEFINED 1 3,600 DELUXE CHECK PRINTERS EQUITY 248019101 57 2,400 SH DEFINED 1 2,400 DENTSPLY INTL INC NEW EQUITY 249030107 113 3,100 SH DEFINED 1 3,100 DENTSPLY INTL INC NEW EQUITY 249030107 5709 156,400 SH DEFINED 2 156,400 DEPPHI AUTOMOTIVE SYSTEMS EQUITY 247126105 223 15,758 SH DEFINED 1 15,758 DETROIT EDISON CO EQUITY 233331107 167 4,200 SH DEFINED 1 4,200 DEUTSCHE TELEKOM AG-SPON ADR EQUITY 251566105 3876 167,120 SH DEFINED 1 167,120 DEVELOPERS DIVERS REALTY CRP EQUITY 251591103 5201 353,800 SH DEFINED 1 353,800 DEVELOPERS DIVERS RLTY COM EQUITY 251591103 6978 474700 SH DEFINED 3 442,900 31,800 DEVON ENERGY CORP EQUITY 25179M103 1475 25,352 SH DEFINED 1 25,352 DEVON ENERGY CORP COM EQUITY 25179m103 42027 722118 SH DEFINED 3 706,518 15,600 DEVON ENERGY CORPORATION NEW EQUITY 25179M103 25812 443,500 SH DEFINED 2 443,500 DEVRY INC EQUITY 251893103 126 4,200 SH DEFINED 1 4,200 DEVRY INC DEL COM EQUITY 251893103 17520 583036 SH DEFINED 3 566,836 16,200 DIAL CORP (NEW) EQUITY 25247D101 71 5,700 SH DEFINED 1 5,700 DIAMOND OFFSHORE DRILLING INC EQUITY 25271C102 12525 318,300 SH DEFINED 2 318,300 DIEBOLD EQUITY 253651103 119 4,350 SH DEFINED 1 4,350 DIGITAL LIGHTWAVE INC COM EQUITY 253855100 13320 745200 SH DEFINED 3 731,000 14,200 DILLARDS INC - CL A EQUITY 254067101 68 3,100 SH DEFINED 1 3,100 DIME BANCORP, INC. EQUITY 25429Q102 216 6,600 SH DEFINED 1 6,600 DISTRIBUCION Y SERVICIO ADR EQUITY 254753106 445 34,000 SH DEFINED 1 34,000 DOLE FOOD INC EQUITY 256605106 53 3,300 SH DEFINED 1 3,300 DOLLAR GENERAL EQUITY 256669102 197 9,615 SH DEFINED 1 9,615 DOLLAR TREE STORES INC EQUITY 256747106 13560 703,820 SH DEFINED 1 703,820 DOMINION RES INC VA NEW EQUITY 25746U109 8768 136,000 SH DEFINED 2 136,000 DOMINION RESOURCES INC EQUITY 25746U109 443 6,873 SH DEFINED 1 6,873 DONALDSON CO INC EQUITY 257651109 72 2,700 SH DEFINED 1 2,700 DOVER CORP. EQUITY 260003108 211 5,900 SH DEFINED 1 5,900 DOW CHEMICAL CORP EQUITY 260543103 789 25,003 SH DEFINED 1 25,003 DOW JONES & CO. EQUITY 260561105 381 7,280 SH DEFINED 1 7,280 DPL INC EQUITY 233293109 216 7,700 SH DEFINED 1 7,700 DQE INC. EQUITY 23329J104 4670 160,200 SH DEFINED 1 160,200 DRESS BARN INC COM EQUITY 261570105 8662 369600 SH DEFINED 3 369,600 DREYER'S GRAND ICE CREAM EQUITY 261878102 44 1,700 SH DEFINED 1 1,700 DSP GROUP, INC. EQUITY 23332B106 222 14,300 SH DEFINED 1 14,300

12 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DST SYSTEMS INC EQUITY 233326107 371 7,700 SH DEFINED 1 7,700 DTE Energy Company EQUITY 233331107 7562 190,000 SH DEFINED 4 190,000 DU PONT E I DE NEMOURS + CO EQUITY 263534109 3949 97,032 SH DEFINED 2 97,032 DU PONT E.I. DE NEMOURS EQUITY 263534109 1311 32,200 SH DEFINED 1 32,200 DUKE ENERGY CORP EQUITY 264399106 886 20,732 SH DEFINED 1 20,732 DUKE WEEKS REALTY CORP COM NEW EQUITY 264411505 23449 1012930 SH DEFINED 3 906,884 106,046 DUN & BRADSTREET CORP EQUITY 26483E100 115 4,900 SH DEFINED 1 4,900 DURATEK INC EQUITY 26658Q102 676 230,000 SH DEFINED 1 230,000 DYAX CORP EQUITY 26746E103 400 50,000 SH DEFINED 2 50,000 DYCOM INDUSTRIES INC EQUITY 267475101 34 2,600 SH DEFINED 1 2,600 DYNEGY INC EQUITY 26816Q101 454 8,900 SH DEFINED 1 8,900 DYNEGY INC NEW EQUITY 26816Q101 7616 149,300 SH DEFINED 2 149,300 E M C CORP MASS EQUITY 268648102 18127 613,450 SH DEFINED 2 613,450 E PIPHANY INC COM EQUITY 26881V100 3447 294900 SH DEFINED 3 287,100 7,800 E*TRADE GROUP INC EQUITY 269246104 134 19,200 SH DEFINED 1 19,200 EARTHWATCH INC EQUITY 270324601 2 249,160 SH DEFINED 2 249,160 EASTMAN CHEM CO EQUITY 277432100 2505 50,900 SH DEFINED 2 50,900 EASTMAN CHEMICAL EQUITY 277432100 118 2,400 SH DEFINED 1 2,400 EASTMAN KODAK EQUITY 277461109 355 8,900 SH DEFINED 1 8,900 EASTMAN KODAK CO EQUITY 277461109 4762 119,389 SH DEFINED 2 119,389 EATON CORP EQUITY 278058102 144 2,100 SH DEFINED 1 2,100 EATON VANCE CORP EQUITY 278265103 5884 189,500 SH DEFINED 2 189,500 ECHOSTAR COMMUNICATIONS CORP N EQUITY 278762109 25309 914,100 SH DEFINED 2 914,100 ECOLAB INC EQUITY 278865100 157 3,700 SH DEFINED 1 3,700 ECOLAB INC EQUITY 278865100 4624 109,000 SH DEFINED 2 109,000 EDISON INTERNATIONAL EQUITY 281020107 121 9,600 SH DEFINED 1 9,600 EDISON INTL EQUITY 281020107 3286 260,000 SH DEFINED 2 260,000 EDISON SCHOOLS INC CL A EQUITY 281033100 12150 600000 SH DEFINED 3 588,300 11,700 EDUCATION MGMT CORP COM EQUITY 28139T101 27715 849500 SH DEFINED 3 840,300 9,200 EDWARDS AG INC EQUITY 281760108 181 4,900 SH DEFINED 1 4,900 EDWARDS LIFESCIENCES CP EQUITY 28176E108 69 3,500 SH DEFINED 1 3,500 EGL INC EQUITY 268484102 68 2,800 SH DEFINED 1 2,800 EL PASO CORP EQUITY 28336L109 14314 219,200 SH DEFINED 2 219,200 EL PASO CORPORATION EQUITY 28336L109 921 14,103 SH DEFINED 1 14,103 ELAN CORP PLC - ADR EQUITY 284131208 10241 196,000 SH DEFINED 1 196,000 ELAN CORP PLC - B WARRANTS EQUITY 284131802 10000 200,000 SH DEFINED 1 200,000 ELAN CORP PLC -WTS CL-A ADR EQUITY 284131703 13640 200,000 SH DEFINED 1 200,000 ELECTRONIC ARTS EQUITY 285512109 439 8,100 SH DEFINED 1 8,100 ELECTRONIC ARTS EQUITY 285512109 10959 202,000 SH DEFINED 2 202,000 ELECTRONIC DATA SYSTEMS EQUITY 285661104 868 15,540 SH DEFINED 1 15,540 ELI LILLY AND COMPANY EQUITY 532457108 2422 31,600 SH DEFINED 1 31,600 Embotelladora Andina -ADR 'B' EQUITY 29081P303 375 38,300 SH DEFINED 1 38,300 EMC Corp / Mass EQUITY 268648102 1617 55,000 SH DEFINED 4 55,000 EMC CORPORATION EQUITY 268648102 11268 383,280 SH DEFINED 1 383,280 EMERSON ELEC CO EQUITY 291011104 14597 235,586 SH DEFINED 2 235,586 Emerson Elec Co EQUITY 291011104 3100 50,000 SH DEFINED 4 50,000 EMERSON ELECTRIC EQUITY 291011104 20187 325,600 SH DEFINED 1 325,600 EMMIS COMMUNICATIONS CL A EQUITY 291525103 71 2,800 SH DEFINED 1 2,800 EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 942 81,892 SH DEFINED 1 81,892 Endesa - Sponsored ADR USD6.16 EQUITY 29258N1072 96 5,800 SH DEFINED 1 5,800 ENERGIZER HOLDINGS INC EQUITY 29266R108 144 5,740 SH DEFINED 1 5,740 ENERGY EAST CORP EQUITY 29266M109 868 50,000 SH DEFINED 2 50,000 ENERGY EAST CORPORATION EQUITY 29266M109 123 7,100 SH DEFINED 1 7,100 ENERGY PARTNERS LTD EQUITY 29270U105 3758 397700 SH DEFINED 3 397,700

13 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ENERGY PARTNERS LTD EQUITY 29270U105 1579 167,100 SH DEFINED 2 167,100 ENERSIS SA ADR EQUITY 29274F104 1012 54,082 SH DEFINED 1 54,082 ENGELHARD CORP EQUITY 292845104 106 4,100 SH DEFINED 1 4,100 ENRON CORP EQUITY 293561106 1208 20,800 SH DEFINED 1 20,800 ENRON CORP EQUITY 293561106 2359 40,600 SH DEFINED 2 40,600 ENRON CORP COM EQUITY 293561106 2905 50000 SH DEFINED 3 50,000 ENSCO INTL INC EQUITY 26874Q100 294 8,400 SH DEFINED 1 8,400 ENTERCOM COMMUNICATIONS CORP EQUITY 293639100 110 2,800 SH DEFINED 1 2,800 ENTERGY CORP EQUITY 29364G103 251 6,600 SH DEFINED 1 6,600 ENTRADE INC EQUITY 29382L993 118 156,250 SH DEFINED 2 156,250 EOG RESOURCES INC EQUITY 26875P101 140 3,400 SH DEFINED 1 3,400 EQUIFAX INC. EQUITY 294429105 134 4,300 SH DEFINED 1 4,300 EQUITY OFFICE PPTYS TR COM EQUITY 294741103 50471 1802552 SH DEFINED 3 1,603,679 198,873 EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 9800 350,000 SH DEFINED 1 350,000 EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 46629 896200 SH DEFINED 3 807,700 88,500 ESPERION THERAPEUTICS COM EQUITY 29664R106 1303 193000 SH DEFINED 3 193,000 ESSEX PPTY TR INC COM EQUITY 297178105 12825 266900 SH DEFINED 3 231,300 35,600 EVEREST RE GROUP LTD EQUITY G3223R108 20018 300,930 SH DEFINED 1 300,930 EVEREST RE GROUP LTD COM EQUITY G3223R108 72660 1092300 SH DEFINED 3 1,053,900 38,400 EVOLVE SOFTWARE INC. EQUITY 30049P104 3,214 1,239,564 SH DEFINED 1 1,239,564 EXAR CORP COM EQUITY 300645108 15541 791900 SH DEFINED 3 776,800 15,100 EXELON CORP EQUITY 30161N101 8948 136,400 SH DEFINED 2 136,400 EXELON CORPORATION EQUITY 30161N101 594 9,049 SH DEFINED 1 9,049 EXPEDITORS INTL OF WASHINTON, INC. EQUITY 302130109 161 3,200 SH DEFINED 1 3,200 EXPRESS SCRIPTS INC CL A EQUITY 302182100 208 2,400 SH DEFINED 1 2,400 EXXON MOBIL CORP EQUITY 30231G102 14277 175,563 SH DEFINED 2 175,563 Exxon Mobil Corp EQUITY 30231G102 2466 30,446 SH DEFINED 4 30,446 EXXON MOBIL CORPORATIONS EQUITY 30231G102 28025 345,982 SH DEFINED 1 345,982 FAMILY DOLLAR STORES EQUITY 307000109 267 10,400 SH DEFINED 1 10,400 FASTENAL CO EQUITY 311900104 131 2,400 SH DEFINED 1 2,400 FED NATL MTG CO EQUITY 313586109 8133 102,170 SH DEFINED 1 102,170 FEDERAL HOME LOAN MTG CORP. EQUITY 313400301 25118 387,440 SH DEFINED 1 387,440 FEDERAL NATL MTG ASSN EQUITY 313586109 5 400 SH DEFINED 1 400 FEDERAL SIGNAL CORP EQUITY 313855108 53 2,700 SH DEFINED 1 2,700 FEDERATED DEPARTMENT STORES EQUITY 31410H101 245 5,900 SH DEFINED 1 5,900 FEDEX CORP COM EQUITY 31428X106 3259 78200 SH DEFINED 3 66,000 12,200 FEDEX CORPORATION EQUITY 31428X106 340 8,160 SH DEFINED 1 8,160 FELCOR LODGING TRUST EQUITY 31430f101 399 17400 SH DEFINED 3 17,400 FERRO CORP EQUITY 315405100 41 2,000 SH DEFINED 1 2,000 FIFTH THIRD BANK EQUITY 316773100 698 13,062 SH DEFINED 1 13,062 FILENET CORP COM EQUITY 316869106 15826 1008841 SH DEFINED 3 994,258 14,583 FINANCIAL FED CORP COM EQUITY 317492106 5677 231700 SH DEFINED 3 231,700 FIRST DATA CORP EQUITY 319963104 754 12,630 SH DEFINED 1 12,630 FIRST HEALTH GROUP CORP EQUITY 320960107 127 2,900 SH DEFINED 1 2,900 FIRST TENN NATL CORP EQUITY 337162101 241 7,800 SH DEFINED 1 7,800 FIRST UNION CORP EQUITY 337358105 903 27,366 SH DEFINED 1 27,366 FIRST VIRGINIA BANKS EQUITY 337477103 124 2,850 SH DEFINED 1 2,850 FIRSTENERGY CORPORATION EQUITY 337932107 181 6,500 SH DEFINED 1 6,500 FIRSTMERIT CORP COM EQUITY 337915102 31712 1219700 SH DEFINED 3 1,193,100 26,600 FIRSTMERIT CORPORATION EQUITY 337915102 138 5,300 SH DEFINED 1 5,300 FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 1181 75000 SH DEFINED 3 75,000 FISERV INC EQUITY 337738108 337 7,525 SH DEFINED 1 7,525 FISERV INC COM EQUITY 337738108 19419 434100 SH DEFINED 3 405,575 28,525 Fleet Boston Financial Corp EQUITY 339030108 944 25,000 SH DEFINED 4 25,000

14 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FLEETBOSTON FINANCIAL CORP EQUITY 339030108 1156 30,635 SH DEFINED 1 30,635 FLEETBOSTON FINL CORP EQUITY 339030108 17339 459,300 SH DEFINED 2 459,300 FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 1707 113,800 SH DEFINED 2 113,800 FLOWSERVE CORPORATION EQUITY 34354P105 49 2,200 SH DEFINED 1 2,200 FLUOR CORP (NEW) EQUITY 343412102 102 2,300 SH DEFINED 1 2,300 FMC CORP EQUITY 302491303 74 1000 SH DEFINED 1 1000 FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 785 22,100 SH DEFINED 1 22,100 FORD MOTOR COMPANY EQUITY 345370860 1460 51,927 SH DEFINED 1 51,927 FORD MTR CO DEL EQUITY 345370860 3031 107,514 SH DEFINED 2 107,514 FOREST LABORATORIES-CLASS A EQUITY 345838106 284 4,800 SH DEFINED 1 4,800 FOREST LABS INC EQUITY 345838106 6285 106,100 SH DEFINED 2 106,100 FORTUNE BRANDS INC EQUITY 349631101 165 4,800 SH DEFINED 1 4,800 FPL GROUP INC EQUITY 302571104 325 5,300 SH DEFINED 1 5,300 FRANCHISE FIN CORP COM EQUITY 351807102 12879 516800 SH DEFINED 3 476,400 40,400 FRANKLIN RES INC EQUITY 354613101 278 7,100 SH DEFINED 1 7,100 FREEPORT-MCMORAN COPPER & GOLD EQUITY 35671D857 65 5,000 SH DEFINED 1 5,000 FRONTLINE LTD EQUITY 556105906 974 55,889 SH DEFINED 2 55,889 FULLER, H.B. EQUITY 359694106 38 900 SH DEFINED 1 900 FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 71 3,000 SH DEFINED 1 3,000 FURNITURE BRANDS INTL COM EQUITY 360921100 12618 532400 SH DEFINED 3 518,300 14,100 FUTURELINK CORP EQUITY 36114Q208 29 101,900 SH DEFINED 2 101,900 GADZOOKS INC COM EQUITY 362553109 6743 306500 SH DEFINED 3 306,500 GALEN HOLDINGS - ADR EQUITY 363240102 8390 198,575 SH DEFINED 1 198,575 GALILEO INTERNATIONAL INC EQUITY 363547100 118 5,400 SH DEFINED 1 5,400 GANNETT PUBLISHING EQUITY 364730101 460 7,700 SH DEFINED 1 7,700 GAP INC EQUITY 364760108 566 23,850 SH DEFINED 1 23,850 GAP INC EQUITY 364760108 21455 903,595 SH DEFINED 2 903,595 GARTNER INC EQUITY 366651206 33 5,177 SH DEFINED 1 5,177 GATEWAY INC EQUITY 367626108 158 9,400 SH DEFINED 1 9,400 GATX CORP. EQUITY 361448103 123 2,900 SH DEFINED 1 2,900 GENE LOGIC EQUITY 368689105 18 1,100 SH DEFINED 2 1,100 GENENTECH INC EQUITY 368710406 40 800 SH DEFINED 1 800 GENENTECH INC EQUITY 368710406 5221 103,310 SH DEFINED 2 103,310 GENERAL COMMUNICATION CL A EQUITY 369385109 10459 1162100 SH DEFINED 3 1,162,100 General Dynamics EQUITY 369550108 2133 34,000 SH DEFINED 4 34,000 GENERAL DYNAMICS CORP EQUITY 369550108 391 6,230 SH DEFINED 1 6,230 GENERAL DYNAMICS CORP COM EQUITY 369550108 2510 40000 SH DEFINED 3 40,000 GENERAL ELEC CO EQUITY 369604103 2646 63207 SH DEFINED 3 63,207 GENERAL ELEC CO EQUITY 369604103 59568 1,421,985 SH DEFINED 2 1,421,985 General Elec Co EQUITY 369604103 3767 90,000 SH DEFINED 4 90,000 GENERAL ELECTRIC EQUITY 369604103 32098 766,800 SH DEFINED 1 766,800 GENERAL GROWTH PPTYS EQUITY 370021107 20278 580200 SH DEFINED 3 523,600 56,600 GENERAL MILLS INC EQUITY 370334104 344 8,000 SH DEFINED 1 8,000 GENERAL MOTORS EQUITY 370442105 809 15,600 SH DEFINED 1 15,600 GENERAL MTRS CORP EQUITY 370442105 4968 95,739 SH DEFINED 2 95,739 GENERAL MTRS CORP EQUITY 370442832 10709 549,200 SH DEFINED 2 549,200 General Public Utilities EQUITY 36225X100 650 20,000 SH DEFINED 4 20,000 GENERAL PUBLIC UTILITY EQUITY 36225X100 120 3,700 SH DEFINED 1 3,700 GENESCO INC COM EQUITY 371532102 18706 682700 SH DEFINED 3 682,700 GENOMIC SOLUTIONS INC EQUITY 37243R109 375 125,000 SH DEFINED 2 125,000 GENTEX CORP EQUITY 371901109 104 4,500 SH DEFINED 1 4,500 GENUINE PARTS CO EQUITY 372460105 4763 183,843 SH DEFINED 2 183,843 GENUINE PARTS CO. EQUITY 372460105 136 5,250 SH DEFINED 1 5,250 GENVEC INC EQUITY 37246C109 1056 201,100 SH DEFINED 2 201,100

15 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GENZYME CORP EQUITY 372917104 524 5,800 SH DEFINED 1 5,800 GENZYME CORP EQUITY 372917104 7308 80,900 SH DEFINED 2 80,900 GENZYME CORP EQUITY 372917708 9 1,608 SH DEFINED 2 1,608 GEO. HORMEL & CO EQUITY 440452100 164 8,400 SH DEFINED 1 8,400 GEORGIA PAC CORP EQUITY 373298108 23546 800,900 SH DEFINED 2 800,900 GEORGIA PACIFIC (TIMBER GRP) EQUITY 373298702 138 4,800 SH DEFINED 1 4,800 GEORGIA-PAC (GEORGIA-PAC GP) EQUITY 373298108 206 6,991 SH DEFINED 1 6,991 GILEAD SCIENCES INC EQUITY 375558103 189 5,800 SH DEFINED 1 5,800 GILEAD SCIENCES INC EQUITY 375558103 2275 70,000 SH DEFINED 2 70,000 GILLETTE CO EQUITY 375766102 975 31,280 SH DEFINED 1 31,280 GLATFELTER P H CO EQUITY 377316104 32 2,500 SH DEFINED 1 2,500 GLAXO PLC EQUITY 37733W105 120 2,235 SH DEFINED 2 2,235 Glimcher Realty Trust EQUITY 379302102 840 55,600 SH DEFINED 4 55,600 GLOBAL CROSSING LTD EQUITY G3921A100 331 24,515 SH DEFINED 1 24,515 GLOBAL CROSSING LTD EQUITY G3921A134 1533 9,750 SH DEFINED 2 9,750 GLOBAL CROSSINGS CV EQUITY 37932J301 1015 8,000 SH DEFINED 2 8,000 GLOBAL INDUSTRIES INC EQUITY 379336100 558 38,300 SH DEFINED 2 38,300 GLOBAL MARINE EQUITY 379352404 274 10,700 SH DEFINED 1 10,700 GLOBAL MARINE INC EQUITY 379352404 10281 401,600 SH DEFINED 2 401,600 GLOBAL TELESYSTEMS INC EQUITY 37936U104 882 1,160,000 SH DEFINED 1 1,160,000 GOLDEN ST BANCORP INC COM EQUITY 381197102 8197 294000 SH DEFINED 3 294,000 GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 299 4,600 SH DEFINED 1 4,600 GOLDMAN SACHS GROUP INC EQUITY 38141G104 24031 282,380 SH DEFINED 1 282,380 GOODRICH (B.F.) CO EQUITY 382388106 115 3,000 SH DEFINED 1 3,000 GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 112 4,700 SH DEFINED 1 4,700 GP FINANCIAL CORP EQUITY 395384100 199 6,100 SH DEFINED 1 6,100 GRAINGER (W.W.) INC. EQUITY 384802104 98 2,900 SH DEFINED 1 2,900 GRAINGER W W INC EQUITY 384802104 4512 133,282 SH DEFINED 2 133,282 GRANITE CONSTRUCTION INC EQUITY 387328107 54 1,600 SH DEFINED 1 1,600 GRANT PRIDE INC EQUITY 38821G101 6352 366,215 SH DEFINED 2 366,215 GRANT PRIDECO INC EQUITY 38821G101 114 6,600 SH DEFINED 1 6,600 GREAT LAKES CHEMICAL CORP EQUITY 390568103 58 1,900 SH DEFINED 1 1,900 GREATER BAY BANCORP EQUITY 391648102 60 2,400 SH DEFINED 1 2,400 GREY WOLF INC COM EQUITY 397888108 6612 1017200 SH DEFINED 3 1,017,200 GRUPO AEROPORTUARIO SUR ADR EQUITY 40051E202 2710 139,990 SH DEFINED 1 139,990 GRUPO ELECTRA, S.A. EQUITY 40050A102 344 41,500 SH DEFINED 1 41,500 GRUPO IUSACELL-ADR V EQUITY 40050B100 676 84,000 SH DEFINED 1 84,000 Grupo Televisa S.A. GDR (ADR) EQUITY 40049J206 1921 57,500 SH DEFINED 1 57,500 GT GROUP TELECOM INC EQUITY 362359101 5,650 SH DEFINED 2 5,650 GT GROUP TELECOM INC. EQUITY 362359408 190 35,000 SH DEFINED 1 35,000 GTECH HOLDINGS CORP EQUITY 400518106 57 2,100 SH DEFINED 1 2,100 GUIDANT CORP EQUITY 401698105 400 8,900 SH DEFINED 1 8,900 H & R BLOCK EQUITY 093671105 164 3,270 SH DEFINED 1 3,270 H&CB ADR EQUITY 404008203 756 97,600 SH DEFINED 1 97,600 HALIBURTON EQUITY 406216101 456 12,400 SH DEFINED 1 12,400 HALLIBURTON COMPANY EQUITY 406216101 366 8,480 SH DEFINED 2 8,480 HANOVER COMPRESSOR CO EQUITY 410768105 114 3,600 SH DEFINED 1 3,600 HANOVER COMPRESSOR CO EQUITY 410768105 12423 391900 SH DEFINED 3 383,200 8,700 HARCOURT GENERAL EQUITY 41163G101 117 2,100 SH DEFINED 1 2,100 HARLEY DAVIDSON INC EQUITY 412822108 326 8,600 SH DEFINED 1 8,600 HARLEYSVILLE GROUP INC COM EQUITY 412824104 11373 512600 SH DEFINED 3 512,600 HARRAH'S ENTERTAINMENT EQUITY 413619107 103 3,500 SH DEFINED 1 3,500 HARRIS CORP EQUITY 413875105 101 4,100 SH DEFINED 1 4,100 HARSCO CORP EQUITY 415864107 59 2,400 SH DEFINED 1 2,400

16 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HARTE-HANKS INC EQUITY 416196103 90 4,000 SH DEFINED 1 4,000 HARTFORD FINANCIAL SERVICES GROUP, IN EQUITY 416515104 956 16,200 SH DEFINED 1 16,200 HARVARD BIOSCIENCE INC COM EQUITY 416906105 1944 320600 SH DEFINED 3 320,600 HASBRO INC. EQUITY 418056107 65 5,050 SH DEFINED 1 5,050 HAWAIIAN ELECTRIC EQUITY 419870100 70 1,900 SH DEFINED 1 1,900 HCA - THE HEALTHCARE COMPANY EQUITY 404119109 636 15,800 SH DEFINED 1 15,800 HEALTH CARE PPTY INVS COM EQUITY 421915109 6418 189200 SH DEFINED 3 168,800 20,400 HEALTH MANAGEMENT ASSOCIATES INC - A EQUITY 421933102 229 14,700 SH DEFINED 1 14,700 HEALTH NET INC EQUITY 42222G108 152 7,390 SH DEFINED 1 7,390 HEALTHCARE RLTY TR COM EQUITY 421946104 5015 208100 SH DEFINED 3 185,700 22,400 HEALTHSOUTH CORPORATION EQUITY 421924101 141 10,900 SH DEFINED 1 10,900 HEALTHSOUTH REHABILITN COM EQUITY 421924101 16579 1286200 SH DEFINED 3 1,180,500 105,700 HEINZ H.J. EQUITY 423074103 402 10,000 SH DEFINED 1 10,000 HELLENIC TELECOMMUN ORGANIZA ADR'S EQUITY 423325307 1269 192,250 SH DEFINED 1 192,250 HELMERICH & PAYNE EQUITY 423452101 144 3,100 SH DEFINED 1 3,100 HERCULES INC EQUITY 427056106 39 3,000 SH DEFINED 1 3,000 HERMAN MILLER EQUITY 600544100 109 4,700 SH DEFINED 1 4,700 HERMAN MILLER INC COM EQUITY 600544100 2398 103700 SH DEFINED 3 93,900 9,800 HERSHEY FOODS CORP EQUITY 427866108 270 3,900 SH DEFINED 1 3,900 HEWLETT-PACKARD COMPANY EQUITY 428236103 2057 65,770 SH DEFINED 1 65,770 HIBERNIA CORP EQUITY 428656102 134 9,600 SH DEFINED 1 9,600 HIGHWOODS PPTYS INC COM EQUITY 431284108 14344 581900 SH DEFINED 3 536,400 45,500 HILLENBRAND INDUSTRIES EQUITY 431573104 184 3,800 SH DEFINED 1 3,800 HILTON HOTELS EQUITY 432848109 111 10,600 SH DEFINED 1 10,600 HISPANIC BROADCASTING EQUITY 43357b104 12639 661702 SH DEFINED 3 636,002 25,700 HISPANIC BROADCASTING CORP EQUITY 43357B104 126 6,600 SH DEFINED 1 6,600 HOME DEPOT EQUITY 437076102 2784 64,600 SH DEFINED 1 64,600 HOME DEPOT INC EQUITY 437076102 9343 215,038 SH DEFINED 2 215,038 HOME PPTYS N Y INC COM EQUITY 437306103 6290 220700 SH DEFINED 3 206,500 14,200 HOMESTAKE MINING EQUITY 437614100 37 7,100 SH DEFINED 1 7,100 HON INDS INC EQUITY 438092108 83 3,600 SH DEFINED 1 3,600 HONEYWELL INTERNATIONAL INC EQUITY 438516106 41693 1,021,899 SH DEFINED 1 1,021,899 HORACE MANN EDUCATORS CORP EQUITY 440327104 1262 71,300 SH DEFINED 1 71,300 HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 7453 282300 SH DEFINED 3 265,200 17,100 HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 8686 329,000 SH DEFINED 1 329,000 HOST MARRIOTT CORP (REIT) EQUITY 44107P104 420 35,967 SH DEFINED 1 35,967 HOST MARRIOTT CORP COM EQUITY 44107p104 13120 1123300 SH DEFINED 3 1,004,400 118,900 HOUGHTON MIFFLIN CO EQUITY 441560109 87 1,900 SH DEFINED 1 1,900 HOUSEHOLD INT'L EQUITY 441815107 796 13,433 SH DEFINED 1 13,433 HOUSEHOLD INTL EQUITY 441815107 2962 50000 SH DEFINED 3 50,000 HRPT PROPERTIES TRUST EQUITY 40426W101 3272 395,200 SH DEFINED 1 395,200 HUBBELL INC. Class B EQUITY 443510201 84 3,600 SH DEFINED 1 3,600 HUMAN GENOME SCIENCES INC EQUITY 444903108 2070 45,000 SH DEFINED 2 45,000 HUMANA CORP EQUITY 444859102 52 5,000 SH DEFINED 1 5,000 HUNT (JB) TRANSPRT SVCS INC EQUITY 445658107 33 2,100 SH DEFINED 1 2,100 HUNTINGTON BANCSHARES EQUITY 446150104 105 7,684 SH DEFINED 1 7,684 I2 TECHNOLOGIES INC EQUITY 465754109 38 2,650 SH DEFINED 1 2,650 I2 TECHNOLOGIES INC EQUITY 465754109 2422 167,000 SH DEFINED 2 167,000 IBP INC. EQUITY 449223106 105 6,400 SH DEFINED 1 6,400 ICICI LTD EQUITY 44926P202 188 16,000 SH DEFINED 1 16,000 ICN PHARMACEUTICALS INC EQUITY 448924100 122 4,800 SH DEFINED 1 4,800 IDACORP INC EQUITY 451107106 88 2,300 SH DEFINED 1 2,300 IDEC PHARMACEUTICALS CORP EQUITY 449370105 1200 30,000 SH DEFINED 2 30,000 IDEC PHARMACEUTICALS CORP. EQUITY 449370105 384 9,600 SH DEFINED 1 9,600

17 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ILLINOIS TOOL WORKS EQUITY 452308109 495 8,700 SH DEFINED 1 8,700 Illinois Tool Works Inc EQUITY 452308109 853 15,000 SH DEFINED 4 15,000 ILLUMINET HLDGS INC COM EQUITY 452334105 1542 75000 SH DEFINED 3 75,000 IMAGEX.COM INC EQUITY 45244D102 742 791,393 SH DEFINED 1 791,393 IMATION CORPORATION EQUITY 45245A107 47 2,100 SH DEFINED 1 2,100 IMC GLOBAL INC. EQUITY 449669100 85 6,900 SH DEFINED 1 6,900 Imclone Systems EQUITY 45245W109 498 15,000 SH DEFINED 4 15,000 Immunex Corp EQUITY 452528102 215 15,000 SH DEFINED 4 15,000 IMMUNEX CORP NEW EQUITY 452528102 716 50,000 SH DEFINED 2 50,000 IMMUNOGEN INC EQUITY 45253H101 134 10,000 SH DEFINED 2 10,000 IMS HEALTH INC EQUITY 449934108 6499 261,000 SH DEFINED 2 261,000 IMS HEALTH INC. EQUITY 449934108 207 8,300 SH DEFINED 1 8,300 INCO LTD EQUITY 453258402 80 5,400 SH DEFINED 1 5,400 INCYTE GENOMICS INC EQUITY 45337C102 60 3,900 SH DEFINED 1 3,900 INFOCUS CORP EQUITY 45665B106 38 2,300 SH DEFINED 1 2,300 INFORMIX CORP EQUITY 456779107 92 17,000 SH DEFINED 1 17,000 INGERSOLL-RAND EQUITY 456866102 187 4,700 SH DEFINED 1 4,700 INNOVATIVE SOLTNS&SUPP COM EQUITY 45769N105 2275 175000 SH DEFINED 3 175,000 INSURANCE AUTO AUCTIONS EQUITY 457875102 1225 100,000 SH DEFINED 1 100,000 INSWEB CORPORATION EQUITY 45809K103 66 55,165 SH DEFINED 1 55,165 INTEGRATED DEVICE TECH INC EQUITY 458118106 192 6,500 SH DEFINED 1 6,500 INTEGRATED DEVICE TECHNOLOGY EQUITY 458118106 9372 316,500 SH DEFINED 2 316,500 Intel EQUITY 458140100 1026 39,000 SH DEFINED 4 39,000 INTEL CORP EQUITY 458140100 25748 978,530 SH DEFINED 1 978,530 INTEL CORP EQUITY 458140100 19557 742,650 SH DEFINED 2 742,650 INTEL CORP COM EQUITY 458140100 2237 85000 SH DEFINED 3 85,000 INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 20605 214,235 SH DEFINED 1 214,235 INTERNATIONAL BUSINESS MACHS EQUITY 459200101 17629 182,305 SH DEFINED 2 182,305 INTERNATIONAL FLAVORS & FRAGRANCES EQUITY 459506101 68 3,100 SH DEFINED 1 3,100 INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 222 4,400 SH DEFINED 1 4,400 INTERNATIONAL PAPER EQUITY 460146103 492 13,641 SH DEFINED 1 13,641 INTERNATIONAL PAPER CO EQUITY 460146103 4128 114,416 SH DEFINED 2 114,416 INTERNATIONAL SPEEDWAY CORP EQUITY 460335201 6731 181,600 SH DEFINED 2 181,600 INTERNATIONAL WIRELESS COMN EQUITY 46058G504 42 423,014 SH DEFINED 2 423,014 INTERPUBLIC GROUP COS EQUITY 460690100 292 8,500 SH DEFINED 1 8,500 INTERSTATE BAKERIES CORP EQUITY 46072H108 46 3,000 SH DEFINED 1 3,000 INTERWOVEN INC COM EQUITY 46114T102 16513 1641000 SH DEFINED 3 1,588,500 52,500 INTL RECTIFIER CORP EQUITY 460254105 154 3,800 SH DEFINED 1 3,800 INTL SPEEDWAY CORP CL-A EQUITY 460335201 122 3,300 SH DEFINED 1 3,300 INTROGEN THERAPEUTICS INC EQUITY 46119F107 305 75,000 SH DEFINED 2 75,000 Intuit EQUITY 461202103 611 22,000 SH DEFINED 4 22,000 INTUIT INCORPORATION EQUITY 461202103 161 5,800 SH DEFINED 1 5,800 INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 102 2,000 SH DEFINED 1 2,000 INVESTORS FINANCIAL SERVICES CORP EQUITY 461915100 111 1,900 SH DEFINED 1 1,900 INVITROGEN CORP COM EQUITY 46185r100 50532 921284 SH DEFINED 3 895,684 25,600 IONA TECHNOLOGIES PLC SPONSORE EQUITY 46206P109 16332 494900 SH DEFINED 3 485,800 9,100 IRON MTN INC DEL COM EQUITY 462846106 76098 1985867 SH DEFINED 3 1,924,967 60,900 IRWIN FINL CORP COM EQUITY 464119106 243 11500 SH DEFINED 3 11,500 ISTAR FINANCIAL INC EQUITY 45031U101 6148 266,500 SH DEFINED 1 266,500 ITT INDUSTRIES EQUITY 450911102 109 2,800 SH DEFINED 1 2,800 IVAX CORP EQUITY 465823102 304 9,650 SH DEFINED 1 9,650 J JILL GROUP INC EQUITY 466189107 5950 340,000 SH DEFINED 2 340,000 J P MORGAN CHASE + CO EQUITY 46625H100 44964 1,001,428 SH DEFINED 2 1,001,428 J.C. PENNEY & CO. EQUITY 708160106 134 8,400 SH DEFINED 1 8,400

18 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ JABIL CIRCUIT INC EQUITY 466313103 119 5,500 SH DEFINED 1 5,500 JACK HENRY & ASSOCIATES, INC. EQUITY 426281101 128 5,400 SH DEFINED 1 5,400 JACOBS ENGR GROUP INC EQUITY 469814107 93 1,600 SH DEFINED 1 1,600 JDS UNIPHASE CORP EQUITY 46612J101 5817 315,520 SH DEFINED 1 315,520 JEFFERSON PILOT EQUITY 475070108 210 3,100 SH DEFINED 1 3,100 JOHN HANCOCK FINANCIAL SRVCS EQUITY 41014S106 8075 210,000 SH DEFINED 2 210,000 JOHNSON & JOHNSON EQUITY 478160104 3394 38,801 SH DEFINED 1 38,801 JOHNSON + JOHNSON EQUITY 478160104 19768 226,000 SH DEFINED 2 226,000 Johnson and Johnson EQUITY 478160104 4723 54,000 SH DEFINED 4 54,000 JOHNSON CONTROLS INC EQUITY 478366107 156 2,500 SH DEFINED 1 2,500 JOHNSON CTLS INC EQUITY 478366107 5606 89,761 SH DEFINED 2 89,761 JONES APPAREL GROUP IN EQUITY 480074103 274 7,252 SH DEFINED 1 7,252 JP MORGAN CHASE & CO EQUITY 46625H100 9333 206,908 SH DEFINED 1 206,908 JUNIPER NETWORKS INC EQUITY 48203R104 11904 313,600 SH DEFINED 2 313,600 K MART EQUITY 482584109 128 13,600 SH DEFINED 1 13,600 KANSAS CITY PWR & LT C EQUITY 485134100 91 3,700 SH DEFINED 1 3,700 KAYDON CORP. EQUITY 486587108 49 1,800 SH DEFINED 1 1,800 KB HOME EQUITY 48666K109 39 1,200 SH DEFINED 1 1,200 KEANE INC EQUITY 486665102 53 4,100 SH DEFINED 1 4,100 KELLOGG EQUITY 487836108 308 11,400 SH DEFINED 1 11,400 KELLY SERVICES CI'A' EQUITY 488152208 50 2,100 SH DEFINED 1 2,100 KEMET CORP EQUITY 488360108 97 5,700 SH DEFINED 1 5,700 KENNAMETAL INC EQUITY 489170100 50 1,800 SH DEFINED 1 1,800 KERR MCGEE CORP EQUITY 492386107 184 2,832 SH DEFINED 1 2,832 KEY ENERGY SVCS INC EQUITY 492914122 396 5,000 SH DEFINED 2 5,000 KEYCORP EQUITY 493267108 320 12,400 SH DEFINED 1 12,400 KEYSPAN CORPORTATION EQUITY 49337W100 145 3,800 SH DEFINED 1 3,800 KILROY RLTY CORP COM EQUITY 49427F108 7727 288200 SH DEFINED 3 257,900 30,300 KIMBERLY CLARK CORP EQUITY 494368103 4490 66,200 SH DEFINED 2 66,200 KIMBERLY-CLARK CORP EQUITY 494368103 1048 15,450 SH DEFINED 1 15,450 KIMCO REALTY EQUITY 49446R109 18902 439,575 SH DEFINED 1 439,575 KIMCO REALTY CORP COM EQUITY 49446R109 32237 749700 SH DEFINED 3 670,800 78,900 KINDER MORGAN ENERGY PRTNRS EQUITY 494550106 675 10,700 SH DEFINED 1 10,700 KINDER MORGAN INC EQUITY 49455P101 176 3,300 SH DEFINED 1 3,300 KINDER MORGAN INC KANS COM EQUITY 49455P101 13311 250200 SH DEFINED 3 227,700 22,500 KING PHARMACEUTICALS COM EQUITY 495582108 119228 2925852 SH DEFINED 3 2,837,805 88,047 KING PHARMACEUTICALS INC EQUITY 495582108 192 4,700 SH DEFINED 1 4,700 KLA TENCOR CORP EQUITY 482480100 3071 78,000 SH DEFINED 2 78,000 KLA-TENCOR CORP EQUITY 482480100 211 5,350 SH DEFINED 1 5,350 KMC TELECOM HOLDINGS INC EQUITY 482562121 8,300 SH DEFINED 2 8,300 KNIGHT RIDDER INC. EQUITY 499040103 118 2,200 SH DEFINED 1 2,200 KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 122 5,000 SH DEFINED 1 5,000 KNOLOGY INC EQUITY 499183119 12,000 SH DEFINED 2 12,000 KOHLS CORPORATION EQUITY 500255104 586 9,500 SH DEFINED 1 9,500 Korea Electric Power Corp. Kepco Sp A EQUITY 5006311063 974 59,500 SH DEFINED 1 59,500 KOREA FUND INC EQUITY 500634100 228 25,000 SH DEFINED 1 25,000 KORN/FERRY INTERNATIONAL EQUITY 500643200 37 2,200 SH DEFINED 1 2,200 KROGER CO. EQUITY 501044101 598 23,200 SH DEFINED 1 23,200 KULICKE + SOFFA INDS INC EQUITY 501242101 2915 214,900 SH DEFINED 2 214,900 L-3 COMMUNICATIONS HLDGS INC EQUITY 502424104 166 2,100 SH DEFINED 1 2,100 L3 COMMUNICATIONS HOLDINGS 5.2 EQUITY 502424AA2 14811 127000 SH DEFINED 3 127,000 L-3 COMMUNICATNS HLDGS COM EQUITY 502424104 34012 430800 SH DEFINED 3 414,000 16,800 Lab Corp of America Holdings EQUITY 50540R409 1924 16,000 SH DEFINED 4 16,000 LABORATORY AMER HLDGS COM NEW EQUITY 50540R409 6710 55800 SH DEFINED 3 48,200 7,600

19 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LABRANCHE & CO INC EQUITY 505447102 96 3,000 SH DEFINED 1 3,000 LAM RESEARCH CORP EQUITY 512807108 178 7,500 SH DEFINED 1 7,500 LAM RESH CORP EQUITY 512807108 5712 240,500 SH DEFINED 2 240,500 LAMAR CORP CV EQUITY 512815af8 4903 4860000 PRN DEFINED 3 4,181,000 679,000 LANCASTER COLONY CORP EQUITY 513847103 65 2,250 SH DEFINED 1 2,250 LANCE INC EQUITY 514606102 19 1,700 SH DEFINED 1 1,700 LANDS END INC EQUITY 515086106 49 1,800 SH DEFINED 1 1,800 LATTICE SEMICONDUCTOR CORP EQUITY 518415104 118 6,500 SH DEFINED 1 6,500 LEAP WIRELESS INTL INC EQUITY 521863118 188 6,250 SH DEFINED 2 6,250 LEAP WIRELESS INTL INC EQUITY 521863134 90 6,000 SH DEFINED 2 6,000 LEAR CORPORATION EQUITY 521865105 114 3,900 SH DEFINED 1 3,900 LEE ENTERPRISES INC EQUITY 523768109 79 2,600 SH DEFINED 1 2,600 LEGATO SYSTEMS INC EQUITY 524651106 64 5,300 SH DEFINED 1 5,300 LEGG MASON INC EQUITY 524901105 160 3,800 SH DEFINED 1 3,800 LEGGETT & PLATT INC. EQUITY 524660107 106 5,500 SH DEFINED 1 5,500 LEGGETT + PLATT INC EQUITY 524660107 4932 256,474 SH DEFINED 2 256,474 LEHMAN BROTHERS HLDGS INC EQUITY 524908100 23757 378,900 SH DEFINED 2 378,900 LEHMAN BROTHERS HOLDING INC EQUITY 524908100 420 6,700 SH DEFINED 1 6,700 LENNAR CORP EQUITY 526057104 151 3,800 SH DEFINED 1 3,800 LENNAR CORP COM EQUITY 526057104 34591 867800 SH DEFINED 3 837,000 30,800 LEUCADIA NATIONAL CORP EQUITY 527288104 106 3,300 SH DEFINED 1 3,300 LEXAR MEDIA INC EQUITY 52886P104 115 83,500 SH DEFINED 1 83,500 LEXICON GENETICS INC EQUITY 528872104 131 20,000 SH DEFINED 2 20,000 LEXMARK INTERNATIONAL INC EQUITY 529771107 1638 35,980 SH DEFINED 1 35,980 LIBERTY PPTY TR SH BEN INT EQUITY 531172104 17980 636700 SH DEFINED 3 569,700 67,000 LIFEPOINT HOSPITALS COM EQUITY 53219L109 23599 660100 SH DEFINED 3 644,100 16,000 LIMITED INC EQUITY 532716107 192 12,200 SH DEFINED 1 12,200 LIMITED INC EQUITY 532716107 1586 100,900 SH DEFINED 2 100,900 LINCARE HOLDINGS INC EQUITY 532791100 169 3,200 SH DEFINED 1 3,200 LINCOLN NATIONAL CORP. EQUITY 534187109 246 5,800 SH DEFINED 1 5,800 LINCOLN NATL CORP IND EQUITY 534187109 38 830 SH DEFINED 2 830 LINEAR TECHNOLOGY CORP EQUITY 535678106 365 8,900 SH DEFINED 1 8,900 LINENS N THINGS INC COM EQUITY 535679104 33918 1233383 SH DEFINED 3 1,208,383 25,000 LITTON INDS INC EQUITY 538021106 225 2,800 SH DEFINED 1 2,800 LIZ CLAIBORNE INC EQUITY 539320101 85 1,800 SH DEFINED 1 1,800 LOCKHEED MARTIN CORP EQUITY 539830109 421 11,800 SH DEFINED 1 11,800 LOEWS CORP. EQUITY 540424108 345 5,800 SH DEFINED 1 5,800 LO-JACK CORPORATION EQUITY 539451104 1373 240,000 SH DEFINED 1 240,000 LONE STAR STEAKHOUSE S EQUITY 542307103 14 1,500 SH DEFINED 1 1,500 LONGS DRUG STORES INC EQUITY 543162101 35 1,200 SH DEFINED 1 1,200 LONGVIEW FIBRE EQUITY 543213102 40 3,100 SH DEFINED 1 3,100 LOUISIANA PACIFIC EQUITY 546347105 30 3,100 SH DEFINED 1 3,100 LOWE'S COMPANIES EQUITY 548661107 27372 468,300 SH DEFINED 1 468,300 LSI LOGIC CORP EQUITY 502161102 137 8,700 SH DEFINED 1 8,700 LUBRIZOL CORP. EQUITY 549271104 94 3,100 SH DEFINED 1 3,100 LUCENT TECHNOLOGIES EQUITY 549463107 940 94,327 SH DEFINED 1 94,327 LUCENT TECHNOLOGIES INC EQUITY 549463107 3162 317,160 SH DEFINED 2 317,160 LUMINEX CORP DEL COM EQUITY 55027E102 4180 226700 SH DEFINED 3 226,700 LYONDELL CHEMICAL COMPANY EQUITY 552078107 102 7,100 SH DEFINED 1 7,100 M&T BANK CORP EQUITY 55261F104 398 5,700 SH DEFINED 1 5,700 MACERICH CO COM EQUITY 554382101 11637 530200 SH DEFINED 3 491,000 39,200 MACK CALI REALTY CORP COM EQUITY 554489104 22054 816800 SH DEFINED 3 724,700 92,100 MACROMEDIA INC EQUITY 556100105 51 3,200 SH DEFINED 1 3,200 MACROVISION CORP EQUITY 555904101 135 3,100 SH DEFINED 1 3,100

20 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MANAGEMENT NETWORK GRP COM EQUITY 561693102 2397 473500 SH DEFINED 3 473,500 MANDALAY RESORT GROUP EQUITY 562567107 92 4,600 SH DEFINED 1 4,600 MANOR CARE INC EQUITY 564055101 57 2,800 SH DEFINED 1 2,800 MANPOWER INC EQUITY 56418H100 132 4,600 SH DEFINED 1 4,600 MANUFACTURED HOME CMNT COM EQUITY 564682102 4406 163200 SH DEFINED 3 146,200 17,000 MARINE DRILLING CO INC EQUITY 568240204 93 3,500 SH DEFINED 1 3,500 MARINE DRILLING COS INC EQUITY 568240204 7441 279,200 SH DEFINED 2 279,200 MARRIOTT INTERNATIONAL-CL A EQUITY 571903202 3018 73,276 SH DEFINED 1 73,276 MARSH & MC LENNAN EQUITY 571748102 745 7,840 SH DEFINED 1 7,840 MARSHALL & ILSLY CORP EQUITY 571834100 333 6,300 SH DEFINED 1 6,300 MARTHA STEWART LIVING INC EQUITY 573083102 5735 318,600 SH DEFINED 2 318,600 MARTIN MARIETTA MATERIALS INC EQUITY 573284106 124 2,900 SH DEFINED 1 2,900 MASCO CORP EQUITY 574599106 20066 831,240 SH DEFINED 1 831,240 Masisa SA-ADR EQUITY 574799102 241 17,600 SH DEFINED 1 17,600 MASTEC INC EQUITY 576323109 38 2,800 SH DEFINED 1 2,800 MATAV RT-SPONSORED ADR EQUITY 559776109 58 4,000 SH DEFINED 1 4,000 MATRIXONE INC EQUITY 57685P304 3412 200,000 SH DEFINED 2 200,000 MATTEL INC. EQUITY 577081102 218 12,300 SH DEFINED 1 12,300 MAVERICK TUBE CORP EQUITY 577914104 4641 225,300 SH DEFINED 2 225,300 MAXIM INTEGRATED PRODS EQUITY 57772K101 338 8,120 SH DEFINED 1 8,120 MAXIMUS INC COM EQUITY 577933104 33546 1132940 SH DEFINED 3 1,118,540 14,400 MAXXAM INC EQUITY 577913106 5 400 SH DEFINED 1 400 MAY DEPARTMENT STORES EQUITY 577778103 317 8,940 SH DEFINED 1 8,940 MAY DEPT STORES CO EQUITY 577778103 5201 146,587 SH DEFINED 2 146,587 MAYTAG CO. EQUITY 578592107 81 2,500 SH DEFINED 1 2,500 MBIA INC. EQUITY 55262C100 234 2,900 SH DEFINED 1 2,900 MBNA CORP EQUITY 55262L100 782 23,612 SH DEFINED 1 23,612 MBNA CORP COM EQUITY 55262L100 4286 129500 SH DEFINED 3 129,500 MC DONALDS CORP. EQUITY 580135101 1093 41,180 SH DEFINED 1 41,180 McCORMICK & CO. EQUITY 579780206 176 4,200 SH DEFINED 1 4,200 Mcdata EQUITY 580031201 35 1,840 SH DEFINED 4 1,840 MCDATA CORPORATION EQUITY 580031201 41 2,123 SH DEFINED 2 2,123 MCDERMOTT INTERNATIONAL EQUITY 580037109 24 1,900 SH DEFINED 1 1,900 McDonalds Corp EQUITY 580135101 2058 77,500 SH DEFINED 4 77,500 MCGRAW HILL CORP EQUITY 580645109 376 6,300 SH DEFINED 1 6,300 MCKESSON HBOC INC EQUITY 58155Q103 176 6,594 SH DEFINED 1 6,594 MCN ENERGY GROUP INC. EQUITY 55267J100 139 5,400 SH DEFINED 1 5,400 MDU RESOURCES GROUP INC EQUITY 552690109 143 4,000 SH DEFINED 1 4,000 MEAD CORP EQUITY 582834107 78 3,100 SH DEFINED 1 3,100 MEDIA GEN INC EQUITY 584404107 65 1,400 SH DEFINED 1 1,400 MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 53639 1196767 SH DEFINED 3 1,173,167 23,600 MEDIMMUNE INC EQUITY 584699102 212 5,900 SH DEFINED 1 5,900 MEDIMMUNE INC EQUITY 584699102 3803 106,000 SH DEFINED 2 106,000 Medtronic EQUITY 585055106 1830 40,000 SH DEFINED 4 40,000 MEDTRONIC INC. EQUITY 585055106 9589 209,640 SH DEFINED 1 209,640 MELLON FINANCIAL CORP EQUITY 58551A108 567 14,000 SH DEFINED 1 14,000 MELLON FINL CORP EQUITY 58551A108 6102 150,600 SH DEFINED 2 150,600 MENTOR GRAPHICS EQUITY 587200106 80 3,900 SH DEFINED 1 3,900 MERCANTILE BANKSHARES CORP EQUITY 587405101 175 4,720 SH DEFINED 1 4,720 MERCK & CO. EQUITY 589331107 4911 64,710 SH DEFINED 1 64,710 MERCK + CO INC EQUITY 589331107 38355 505,330 SH DEFINED 2 505,330 Merck and Co Inc EQUITY 589331107 4584 60,400 SH DEFINED 4 60,400 MERCURY GENL CORP NEW COM EQUITY 589400100 7559 232600 SH DEFINED 3 227,200 5,400 MERCURY INTERACTIVE CORPORATION EQUITY 589405109 105 2,500 SH DEFINED 1 2,500

21 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MERCURY INTERACTIVE CP COM EQUITY 589405109 24435 583,526 SH DEFINED 3 564,226 19,300 MEREDITH CORP EQUITY 589433101 56 1,600 SH DEFINED 1 1,600 MERISTAR HOSPITALITY COM EQUITY 58984y103 294 14700 SH DEFINED 3 14,700 MERISTAR HOSPITALITY CORP EQUITY 58984Y103 6690 334,500 SH DEFINED 1 334,500 MERRILL LYNCH & CO. EQUITY 590188108 1247 22,500 SH DEFINED 1 22,500 MERRILL LYNCH + CO INC EQUITY 590188108 4526 81,700 SH DEFINED 2 81,700 MESA AIR GROUP INC EQUITY 590479101 343 41,000 SH DEFINED 2 41,000 METHODE ELECTRS INC CL A EQUITY 591520200 30844 1719500 SH DEFINED 3 1,685,200 34,300 METLIFE INC EQUITY 59156R108 4249 141,400 SH DEFINED 1 141,400 METLIFE INC EQUITY 59156R108 3660 121,800 SH DEFINED 2 121,800 METRIS COS INC COM EQUITY 591598107 103190 4,965,831 SH DEFINED 3 4,824,407 141,424 METROCALL INC PFD EQUITY 591647902 172 85,910 SH DEFINED 1 85,910 MGIC INVESTMENT CORP EQUITY 552848103 219 3,200 SH DEFINED 1 3,200 MGIC INVT CORP WIS COM EQUITY 552848103 15046 219,900 SH DEFINED 3 196,200 23,700 MICHAELS STORES INC COM EQUITY 594087108 7802 260,600 SH DEFINED 3 246,800 13,800 MICREL INC EQUITY 594793101 142 5,100 SH DEFINED 1 5,100 MICROCHIP TECHNOLOGY INCORPORATED EQUITY 595017104 199 7,850 SH DEFINED 1 7,850 MICROMUSE INC EQUITY 595094103 6647 175,900 SH DEFINED 2 175,900 MICRON TECHNOLOGY INC EQUITY 595112103 677 16,300 SH DEFINED 1 16,300 MICRON TECHNOLOGY INC EQUITY 595112103 15042 362,200 SH DEFINED 2 362,200 MICROSOFT EQUITY 594918104 34569 632,120 SH DEFINED 1 632,120 MICROSOFT CORP EQUITY 594918104 34687 633,743 SH DEFINED 2 633,743 Microsoft Corp EQUITY 594918104 1449 26,500 SH DEFINED 4 26,500 MIDCOAST ENERGY RES COM EQUITY 59563W104 2462 92,900 SH DEFINED 3 92,900 MILLENIUM PHARMACEUTICALS, INC EQUITY 599902103 393 12,900 SH DEFINED 1 12,900 MILLENNIUM PHARMACEUTICALS EQUITY 599902103 2991 98,200 SH DEFINED 2 98,200 MILLIPORE CORP EQUITY 601073109 65 1,400 SH DEFINED 1 1,400 Millipore Corp EQUITY 601073109 1231 26,600 SH DEFINED 4 26,600 MINERALS TECHNOLOGIES INC EQUITY 603158106 42 1,200 SH DEFINED 1 1,200 MINIMED INC EQUITY 60365K108 113 3,900 SH DEFINED 1 3,900 Minnesota Mining & Mfg Co EQUITY 604059105 2078 20,000 SH DEFINED 4 20,000 MINNESOTA MINING & MFG. EQUITY 604059105 1153 11,100 SH DEFINED 1 11,100 MINNESOTA MNG + MFG CO EQUITY 604059105 4097 39,435 SH DEFINED 2 39,435 MIPS TECHNOLOGY INC CLASS B EQUITY 604567206 53 2,300 SH DEFINED 1 2,300 MIRANT CORP EQUITY 604675108 10683 300,930 SH DEFINED 1 300,930 MIRANT CORP EQUITY 604675108 11442 322,300 SH DEFINED 2 322,300 MITCHELL ENERGY & DEV CL A EQUITY 606592202 17939 341,700 SH DEFINED 3 334,500 7,200 MOBILE MINI EQUITY 60740F105 23971 869,700 SH DEFINED 3 869,700 MOBILE MINI INC EQUITY 60740F105 6072 220,300 SH DEFINED 2 220,300 MODINE MFG CO EQUITY 607828100 44 1,700 SH DEFINED 1 1,700 MODIS PROFESSIONAL SERVICES EQUITY 607830106 27 5,800 SH DEFINED 1 5,800 MOHAWK INDS INC COM EQUITY 608190104 9623 342,700 SH DEFINED 3 332,000 10,700 MOHAWK INDUSTRIES INC EQUITY 608190104 90 3,200 SH DEFINED 1 3,200 MOLEX INC EQUITY 608554101 194 5,500 SH DEFINED 1 5,500 MONTANA POWER CO EQUITY 612085100 90 6,400 SH DEFINED 1 6,400 MONY GROUP INC EQUITY 615337102 103 3,100 SH DEFINED 1 3,100 MOODY'S INVESTORS SERVICE EQUITY 615369105 138 5,000 SH DEFINED 1 5,000 MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 1684 31,480 SH DEFINED 1 31,480 MORGAN STANLEY DEAN WITTER+CO EQUITY 617446448 10480 192,805 SH DEFINED 2 192,805 MORGAN STANLEY DW INDIA INVESTMENT FU EQUITY 61745C105 415 47,300 SH DEFINED 1 47,300 MOTIENT CORP EQUITY 619908114 16 4,500 SH DEFINED 2 4,500 MOTOROLA INC EQUITY 620076109 990 69,402 SH DEFINED 1 69,402 MPOWER COMMUNICATIONS CORP EQUITY 62473J106 7 2,636 SH DEFINED 2 2,636 MPOWER COMMUNICATIONS CORP EQUITY 62473J205 224 30,400 SH DEFINED 2 30,400

22 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MURPHY OIL CORP EQUITY 626717102 186 2,800 SH DEFINED 1 2,800 MYLAN LABORATORIES EQUITY 628530107 194 7,500 SH DEFINED 1 7,500 MYRIAD GENETICS INC EQUITY 62855J104 1655 40,800 SH DEFINED 2 40,800 NABORS INDS INC EQUITY 629568106 171 3,300 SH DEFINED 1 3,300 NABORS INDS INC COM EQUITY 629568106 16267 313,800 SH DEFINED 3 282,700 31,100 NABORS INDUSTRIES INC EQUITY 629568106 14982 289,000 SH DEFINED 2 289,000 NASDAQ 100 TR EQUITY 631100104 5164 131,800 SH DEFINED 2 131,800 NATIONAL BANK OF GREECE S.A. ADR EQUITY 633643408 1048 153,028 SH DEFINED 1 153,028 NATIONAL CITY CORP EQUITY 635405103 471 17,600 SH DEFINED 1 17,600 NATIONAL CITY CORP EQUITY 635405103 2675 100,000 SH DEFINED 2 100,000 NATIONAL COMMERCE BANCORPORATION EQUITY 635449101 310 12,490 SH DEFINED 1 12,490 NATIONAL EQUIPMENT SERV EQUITY 635847106 212 75,000 SH DEFINED 1 75,000 NATIONAL FUEL GAS CO N EQUITY 636180101 129 2,400 SH DEFINED 1 2,400 NATIONAL INSTRUMENTS CORP EQUITY 636518102 101 3,100 SH DEFINED 1 3,100 NATIONAL OILWELL INC EQUITY 637071101 14580 421,030 SH DEFINED 1 421,030 NATIONAL PRESTO INDS I EQUITY 637215104 4567 152,500 SH DEFINED 1 152,500 NATIONAL SEMICONDUCTOR EQUITY 637640103 10066 376,310 SH DEFINED 1 376,310 NATIONAL SERVICE INDS INC EQUITY 637657107 28 1,200 SH DEFINED 1 1,200 NATIONAL-OILWELL INC COM EQUITY 637071101 41743 1,205,400 SH DEFINED 3 1,182,000 23,400 NATIONWIDE FINL SVCS CL A EQUITY 638612101 19817 593,700 SH DEFINED 3 560,700 33,000 NAVISTAR INTERNATIONAL EQUITY 63934E108 43 1,900 SH DEFINED 1 1,900 NCH CORP. EQUITY 628850109 19 400 SH DEFINED 1 400 NCO GROUP INC EQUITY 628858102 38 1,500 SH DEFINED 1 1,500 NCR CORPORATION EQUITY 62886E108 111 2,850 SH DEFINED 1 2,850 NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 95 2,900 SH DEFINED 1 2,900 NETSCOUT SYS INC COM EQUITY 64115T104 948 185,000 SH DEFINED 3 185,000 NETWORK APPLIANCE INC EQUITY 64120L104 146 8,700 SH DEFINED 1 8,700 NETWORKS ASSOCIATES INC EQUITY 640938106 68 8,300 SH DEFINED 1 8,300 NEUBERGER BERMAN INC EQUITY 641234109 187 3,000 SH DEFINED 1 3,000 NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 1056 66,000 SH DEFINED 1 66,000 NEW YORK TIMES EQUITY 650111107 213 5,200 SH DEFINED 1 5,200 NEWELL RUBBERMAID INC EQUITY 651229106 201 7,588 SH DEFINED 1 7,588 NEWELL RUBBERMAID INC EQUITY 651229106 5502 207,617 SH DEFINED 2 207,617 NEWMONT MINING CORP EQUITY 651639106 82 5,073 SH DEFINED 1 5,073 NEWPORT CORP EQUITY 651824104 59 2,000 SH DEFINED 1 2,000 NEWPORT NEWS SHIPBUILDING EQUITY 652228107 108 2,200 SH DEFINED 1 2,200 NEWPOWER HLDGS INC EQUITY 652463100 727 111,900 SH DEFINED 2 111,900 NEXTEL COMMUNICATIONS EQUITY 65332V103 309 21,500 SH DEFINED 1 21,500 NEXTEL COMMUNICATIONS INC EQUITY 65332V707 6176 8,460 SH DEFINED 2 8,460 NEXTEL PARTNERS INC EQUITY 65333F107 687 50,000 SH DEFINED 1 50,000 NIAGARA MOHAWK HOLDINGS INC EQUITY 653520106 86 5,100 SH DEFINED 1 5,100 NICOR INC EQUITY 654086107 52 1,400 SH DEFINED 1 1,400 NIKE INC CLASS B EQUITY 654106103 202 4,825 SH DEFINED 2 4,825 NIKE INC. EQUITY 654106103 312 7,700 SH DEFINED 1 7,700 NIKU CORP COM EQUITY 654113109 5573 2,073,800 SH DEFINED 3 2,037,200 36,600 NISOURCE INC EQUITY 65473P105 193 6,201 SH DEFINED 1 6,201 NITCHES INC EQUITY 65476M109 568 71,000 SH DEFINED 1 71,000 NOBLE AFFILIATES INC EQUITY 654894104 142 3,400 SH DEFINED 1 3,400 NOBLE DRILLING CORP EQUITY 655042109 180 3,900 SH DEFINED 1 3,900 NOBLE DRILLING CORP EQUITY 655042109 9740 211,000 SH DEFINED 2 211,000 NOKIA CORP A ADR EQUITY 654902204 107 3,115 SH DEFINED 2 3,115 NOKIA CORP SPON-ADR EQUITY 654902204 3663 152,615 SH DEFINED 1 152,615 NORDSON CORP EQUITY 655663102 49 1,900 SH DEFINED 1 1,900 NORDSTROM INC. EQUITY 655664100 70 4,300 SH DEFINED 1 4,300

23 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NORFOLK AND SOUTHERN EQUITY 655844108 191 11,400 SH DEFINED 1 11,400 Nortel Network Corporation EQUITY 656568102 281 20,000 SH DEFINED 4 20,000 NORTEL NETWORKS CORP EQUITY 656568102 1298 92,370 SH DEFINED 1 92,370 NORTEL NETWORKS CORP EQUITY 656568102 71 4,645 SH DEFINED 2 4,645 NORTH FORK BANCORPORATION EQUITY 659424105 257 9,900 SH DEFINED 1 9,900 NORTHEAST UTILS EQUITY 664397106 155 8,900 SH DEFINED 1 8,900 NORTHERN BORDER PARTNERS - LP EQUITY 664785102 458 12,400 SH DEFINED 1 12,400 NORTHERN TRUST CORP EQUITY 665859104 405 6,480 SH DEFINED 1 6,480 NORTHROP GRUMMAN CORP EQUITY 666807102 9061 104,150 SH DEFINED 1 104,150 NORTHROP GRUMMAN CORP EQUITY 666807102 14556 167,300 SH DEFINED 2 167,300 NORTHWAY FINANCIAL INC. EQUITY 667270102 1077 45,010 SH DEFINED 1 45,010 NORTHWEST NATURAL GAS CO. EQUITY 667655104 16 650 SH DEFINED 1 650 NOVA CORP/GEORGIA EQUITY 669784100 77 4,200 SH DEFINED 1 4,200 NOVELL INC. EQUITY 670006105 47 9,400 SH DEFINED 1 9,400 NOVELLUS SYSTEMS INC EQUITY 670008101 158 3,900 SH DEFINED 1 3,900 NRG ENERGY INC EQUITY 629377102 4532 124,500 SH DEFINED 2 124,500 NSTAR EQUITY 67019E107 1180 30,800 SH DEFINED 1 30,800 NUCOR CORP EQUITY 670346105 104 2,600 SH DEFINED 1 2,600 NVIDIA CORP EQUITY 67066G104 260 4,000 SH DEFINED 1 4,000 O CHARLEYS INC COM EQUITY 670823103 2929 139,900 SH DEFINED 3 139,900 OAKLEY INC EQUITY 673662102 3769 212,100 SH DEFINED 2 212,100 OCCIDENTAL PETROLEUM EQUITY 674599105 257 10,400 SH DEFINED 1 10,400 OCCIDENTE Y CARIBE CELULAR SA EQUITY 674608112 24,000 SH DEFINED 2 24,000 OCEAN ENERGY CORPORATION EQUITY 67481E106 167 10,100 SH DEFINED 1 10,100 OCEAN ENERGY INC TEX COM EQUITY 67481E106 15267 922,500 SH DEFINED 3 844,700 77,800 OFFICE DEPOT INCORPORATED EQUITY 676220106 74 8,500 SH DEFINED 1 8,500 OFFSHORE LOGISTICS INC EQUITY 676255102 7171 289,000 SH DEFINED 2 289,000 OGE ENERGY CORP. EQUITY 670837103 8453 367,700 SH DEFINED 1 367,700 OHIO CASUALTY CORP EQUITY 677240103 34 3,600 SH DEFINED 1 3,600 OLD KENT FINANCIAL CORP EQUITY 679833103 160 4,200 SH DEFINED 1 4,200 OLD REP INTL CORP COM EQUITY 680223104 91706 3,229,100 SH DEFINED 3 3,145,800 83,300 OLD REPUBLIC INTERNATIONAL GROUP EQUITY 680223104 1054 37,100 SH DEFINED 1 37,100 OLIN CORP EQUITY 680665205 55 2,700 SH DEFINED 1 2,700 OMNICARE INC EQUITY 681904108 120 5,600 SH DEFINED 1 5,600 OMNICOM GROUP INC EQUITY 681919106 423 5,100 SH DEFINED 1 5,100 ONEOK EQUITY 682680103 31 750 SH DEFINED 1 750 OPENWAVE SYS INC EQUITY 683718100 2480 125,000 SH DEFINED 2 125,000 OPNET TECHNOLOGIES INC EQUITY 683757108 9 600 SH DEFINED 2 600 Oracle EQUITY 68389X105 1932 129,000 SH DEFINED 4 129,000 ORACLE SYSTEMS EQUITY 68389X105 10994 733,920 SH DEFINED 1 733,920 OSCA INC CL A EQUITY 687836106 8060 412,000 SH DEFINED 3 412,000 OUTBACK STEAKHOUSE INC EQUITY 689899102 117 4,600 SH DEFINED 1 4,600 OVERSEAS SHIPHOLDING EQUITY 690368105 55 2,000 SH DEFINED 1 2,000 OXFORD HEALTH PLANS EQUITY 691471106 139 5,200 SH DEFINED 1 5,200 OXFORD HEALTH PLANS INC EQUITY 691471106 5262 196,700 SH DEFINED 2 196,700 P G & E CORPORATION EQUITY 69331C108 134 11,300 SH DEFINED 1 11,300 PACCAR INC EQUITY 693718108 103 2,300 SH DEFINED 1 2,300 PACIFIC CENTURY FINL EQUITY 694058108 91 4,800 SH DEFINED 1 4,800 PACIFICARE HEALTH SYSTEMS INC EQUITY 695112102 52 2,104 SH DEFINED 1 2,104 PACTIV CORPORATION EQUITY 695257105 59 4,900 SH DEFINED 1 4,900 PALL CORP EQUITY 696429307 83 3,800 SH DEFINED 1 3,800 PALM INC EQUITY 696642107 3742 445,124 SH DEFINED 1 445,124 PAN PACIFIC RETAIL COM EQUITY 69806L104 7950 358,900 SH DEFINED 3 303,700 55,200 PAPA JOHN'S INTL INC EQUITY 698813102 33 1,400 SH DEFINED 1 1,400

24 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 73 8,100 SH DEFINED 1 8,100 PARK N VIEW INC EQUITY 700592116 6,500 SH DEFINED 2 6,500 PARK PLACE ENTERTAINMENT EQUITY 700690100 186 18,100 SH DEFINED 1 18,100 PARKER HANNIFAN EQUITY 701094104 129 3,250 SH DEFINED 1 3,250 PARKWAY PPTYS INC COM EQUITY 70159Q104 6475 225,600 SH DEFINED 3 201,700 23,900 PARTNERRE LTD EQUITY G6852T105 1971 40,000 SH DEFINED 1 40,000 PATTERSON ENERGY INC COM EQUITY 703414102 23611 746,600 SH DEFINED 3 728,200 18,400 PATTERSON ENERGYINC EQUITY 703414102 2960 93,600 SH DEFINED 2 93,600 PAYCHEX INC EQUITY 704326107 409 11,025 SH DEFINED 1 11,025 PAYCHEX INC EQUITY 704326107 58981 1,591,383 SH DEFINED 3 1,538,334 53,049 PAYCHEX INC EQUITY 704326107 7809 210,700 SH DEFINED 2 210,700 PAYLESS SHOESOURCE INC EQUITY 704379106 4607 74,000 SH DEFINED 2 74,000 PAYLESS SHOESOURCE INC. EQUITY 704379106 87 1,400 SH DEFINED 1 1,400 PEGASUS COMMUNICATIONS CORP EQUITY 705904100 8970 390,000 SH DEFINED 2 390,000 PENTAIR, INC EQUITY 709631105 74 2,900 SH DEFINED 1 2,900 PENZOIL-QUAKER STATE CO EQUITY 709323109 66 4,699 SH DEFINED 1 4,699 PEOPLE'S ENERGY CORP. EQUITY 711030106 6293 161,900 SH DEFINED 1 161,900 PEOPLESOFT INC EQUITY 712713106 2720 116,070 SH DEFINED 1 116,070 PEPSIAMERICAS INC EQUITY 71343P200 150 9,600 SH DEFINED 1 9,600 PEPSICO INC EQUITY 713448108 2681 61,000 SH DEFINED 2 61,000 PEPSICO INC. EQUITY 713448108 1834 41,720 SH DEFINED 1 41,720 PEPSI-GEMEX S.A.- SPONS GDR EQUITY 713435105 608 124,100 SH DEFINED 1 124,100 PEREGRINE SYS INC EQUITY 71366Q101 8853 454,000 SH DEFINED 2 454,000 PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 1064 66,523 SH DEFINED 1 66,523 PERINI CORPORATION EQUITY 713839108 34118 4,705,882 SH DEFINED 1 4,705,882 PERKINELMER INC. EQUITY 714046109 68 1,300 SH DEFINED 1 1,300 PERRIGO CO EQUITY 714290103 43 4,400 SH DEFINED 1 4,400 PETROCHINA CO LTD ADR EQUITY 71646E100 1972 109,550 SH DEFINED 1 109,550 PETROLEO BRASILEIRO S.A. - ADR EQUITY 71654V101 1803 82,900 SH DEFINED 1 82,900 PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 1599 45,700 SH DEFINED 3 45,700 PFIZER EQUITY 717081103 42369 1,034,659 SH DEFINED 1 1,034,659 PFIZER INC EQUITY 717081103 31199 759,578 SH DEFINED 2 759,578 PG+E CORP EQUITY 69331C108 3237 260,000 SH DEFINED 2 260,000 PHARMACIA CORP EQUITY 71713U102 1563 31,026 SH DEFINED 1 31,026 PHARMACIA CORP EQUITY 71713U102 16587 329,300 SH DEFINED 2 329,300 Pharmacopeia Incorporated EQUITY 71713B104 358 20,000 SH DEFINED 4 20,000 PHELPS DODGE CORP. EQUITY 717265102 104 2,580 SH DEFINED 1 2,580 PHILIP MORRIS EQUITY 718154107 39498 832,420 SH DEFINED 1 832,420 PHILIP MORRIS COS INC EQUITY 718154107 15145 319,169 SH DEFINED 2 319,169 PHILLIPS PETROLEUM EQUITY 718507106 406 7,370 SH DEFINED 1 7,370 PINNACLE WEST CAP CORP EQUITY 723484101 115 2,500 SH DEFINED 1 2,500 PIONEER NATURAL RESOURCES CO EQUITY 723787107 96 6,100 SH DEFINED 1 6,100 PITNEY BOWES EQUITY 724479100 275 7,900 SH DEFINED 1 7,900 PITNEY BOWES INC EQUITY 724479100 5036 144,915 SH DEFINED 2 144,915 PITTSTON BRINK'S GROUP EQUITY 725701106 67 3,100 SH DEFINED 1 3,100 PLACER DOME INC EQUITY 725906101 83 9,600 SH DEFINED 1 9,600 PLANTRONICS INC EQUITY 727493108 53 3,000 SH DEFINED 1 3,000 PLEXUS CORP EQUITY 729132100 64 2,500 SH DEFINED 1 2,500 PLUM CREEK TIMBER CO COM EQUITY 729251108 2601 107,500 SH DEFINED 3 96,500 11,000 PMI GROUP INC EQUITY 69344M101 175 2,700 SH DEFINED 1 2,700 PMI GROUP INC COM EQUITY 69344M101 94344 1,451,900 SH DEFINED 3 1,422,200 29,700 PNC FINANCIAL SERVICES CORP EQUITY 693475105 549 8,100 SH DEFINED 1 8,100 POGO PRODUCING CO COM EQUITY 730448107 41189 1,395,777 SH DEFINED 3 1,369,677 26,100 POLAND TELECOM FIN BV EQUITY 731012118 2,000 SH DEFINED 2 2,000

25 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ POLYCOM INC EQUITY 73172K104 61 4,900 SH DEFINED 1 4,900 POLYMEDICA CORP EQUITY 731738100 23473 1031800 SH DEFINED 3 1,013,000 18,800 POTLATCH CORP EQUITY 737628107 26 800 SH DEFINED 1 800 POTOMAC ELEC PWR CO EQUITY 737679100 12312 526,600 SH DEFINED 1 526,600 POWER-ONE INC EQUITY 739308104 30 2,100 SH DEFINED 1 2,100 POWERWAVE TECHNOLOGIES INC. EQUITY 739363109 52 3,800 SH DEFINED 1 3,800 PPG INDUSTRIES INC EQUITY 693506107 230 5,000 SH DEFINED 1 5,000 PPL CORP EQUITY 69351T106 198 4,500 SH DEFINED 1 4,500 PRAXAIR INC EQUITY 74005P104 210 4,700 SH DEFINED 1 4,700 PRECISION CASTPARTS CORP EQUITY 740189105 99 3,000 SH DEFINED 1 3,000 PRENTISS PPTYS TR SH BEN INT EQUITY 740706106 9167 371900 SH DEFINED 3 323,900 48,000 PRICE COMMUNICATION EQUITY 741437305 59 3,400 SH DEFINED 1 3,400 PROCTER AND GAMBLE EQUITY 742718109 2476 39,550 SH DEFINED 1 39,550 PROFESSIONAL DETAILING COM EQUITY 74312N107 926 15000 SH DEFINED 3 15,000 PROGRESS ENERGY INC EQUITY 743263105 5491 127,500 SH DEFINED 1 127,500 Progress Energy Inc EQUITY 743263105 5168 120,000 SH DEFINED 4 120,000 PROGRESSIVE CORP. EQUITY 743315103 3661 37,720 SH DEFINED 1 37,720 PROLOGIS TR SH BEN INT EQUITY 743410102 32549 1620990 SH DEFINED 3 1,435,020 185,970 PROTECTION ONE ALARM CORPBOND 743659AL8 5,427 9,045,000 PRN DEFINED 1 9,045,000 PROTECTIVE LIFE CORP. EQUITY 743674103 120 3,900 SH DEFINED 1 3,900 PROTEIN DESIGN LABS INC EQUITY 74369L103 120 2,700 SH DEFINED 1 2,700 PROVIDENT FINANCIAL GROUP EQUITY 743866105 82 2,900 SH DEFINED 1 2,900 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 1393 28,400 SH DEFINED 1 28,400 PROVIDIAN FINL CORP EQUITY 74406A102 25584 521,600 SH DEFINED 2 521,600 PROVIDIAN FINL CORP COM EQUITY 74406A102 13140 267900 SH DEFINED 3 250,000 17,900 PROVINCE HEALTHCARE CO COM EQUITY 743977100 34757 1141900 SH DEFINED 3 1,119,050 22,850 PS BUSINESS PKS INC CA COM EQUITY 69360J107 7352 270800 SH DEFINED 3 242,500 28,300 PUBLIC SERVICE ENTERPRISE GP EQUITY 744573106 5132 118,900 SH DEFINED 1 118,900 PUBLIC STORAGE INC COM EQUITY 74460D109 14976 570520 SH DEFINED 3 509,970 60,550 PUBLIC SVC CO N MEX EQUITY 744499104 67 2,300 SH DEFINED 1 2,300 Public Svc Enterprise Group EQUITY 744573106 8593 199,100 SH DEFINED 4 199,100 PUGET ENERGY INC EQUITY 745310102 119 5,200 SH DEFINED 1 5,200 PULTE CORP EQUITY 745867101 53 1,300 SH DEFINED 1 1,300 PULTE CORP COM EQUITY 745867101 15744 389600 SH DEFINED 3 389,600 PURINA MILLS INC EQUITY 746276104 1728 157,045 SH DEFINED 1 157,045 QLOGIC CORPORATION EQUITY 747277101 59 2,600 SH DEFINED 1 2,600 QUAKER OATS EQUITY 747402105 378 3,900 SH DEFINED 1 3,900 QUALCOMM INC EQUITY 747525103 10675 188,520 SH DEFINED 1 188,520 QUALCOMM INC EQUITY 747525103 26835 473,900 SH DEFINED 2 473,900 QUANTA SERVICES INC EQUITY 74762E102 76 3,400 SH DEFINED 1 3,400 QUANTUM CORPORATION-DLT & STORAGE EQUITY 747906204 104 9,000 SH DEFINED 1 9,000 QUEST DIAGNOSTICS INC. EQUITY 74834L100 249 2,800 SH DEFINED 1 2,800 QUESTAR CORP EQUITY 748356102 163 5,950 SH DEFINED 1 5,950 QUINENCO S.A.-ADR EQUITY 748718103 186 28,000 SH DEFINED 1 28,000 QUINTILES TRANSNATIONAL CORP EQUITY 748767100 64 3,400 SH DEFINED 1 3,400 QUINTILES TRANSNATIONAL CORP EQUITY 748767100 472 25,000 SH DEFINED 2 25,000 QUORUM HEALTH GROUP INC EQUITY 749084109 65 4,300 SH DEFINED 1 4,300 QWEST COMMUNICATIONS INTERNATIONAL IN EQUITY 749121109 13650 389,450 SH DEFINED 1 389,450 QWEST COMMUNICATIONS INTL EQUITY 749121109 91 2,235 SH DEFINED 2 2,235 R R DONNELLEY & SONS EQUITY 257867101 92 3,500 SH DEFINED 1 3,500 RADIAN GROUP INC EQUITY 750236101 196 2,900 SH DEFINED 1 2,900 RADIAN GROUP INC COM EQUITY 750236101 95389 1407953 SH DEFINED 3 1,375,153 32,800 RADIANT SYSTEMS INC COM EQUITY 75025N102 3720 269300 SH DEFINED 3 269,300 RADIO ONE INC CL D NON VTG EQUITY 75040P405 40255 2618198 SH DEFINED 3 2,560,798 57,400

26 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ RADIOSHACK CORP EQUITY 750438103 17796 485,040 SH DEFINED 1 485,040 RAILWORKS CORP EQUITY 750789109 1031 471,100 SH DEFINED 2 471,100 RALSTON PURINA GROUP EQUITY 751277302 278 8,920 SH DEFINED 1 8,920 RATIONAL SOFTWARE CORP EQUITY 75409P202 218 12,300 SH DEFINED 1 12,300 RAYONIER INC EQUITY 754907103 70 1,700 SH DEFINED 1 1,700 RAYTHEON COMPANY CLASS - B EQUITY 755111408 297 10,100 SH DEFINED 1 10,100 READERS DIGEST ASSN- CLASS A EQUITY 755267101 173 6,300 SH DEFINED 1 6,300 RECKSON ASSOCS RLTY COM EQUITY 75621K106 17431 781700 SH DEFINED 3 680,500 101,200 REDBACK NETWORKS INC EQUITY 757209101 2211 169,000 SH DEFINED 2 169,000 REEBOK INTL LTD EQUITY 758110100 47 1,900 SH DEFINED 1 1,900 REGENCY CTRS CORP COM EQUITY 758849103 11847 473900 SH DEFINED 3 429,700 44,200 REGENCY CTRS CORP COM EQUITY 758849103 11847 473900 SH DEFINED 3 429,700 44,200 REGIONS FINL CORP EQUITY 758940100 188 6,600 SH DEFINED 1 6,600 RELIANT ENERGY INC. EQUITY 75952J108 395 8,723 SH DEFINED 1 8,723 RENT-A-CENTER INC EQUITY 76009N100 3,101 67,500 SH DEFINED 1 67,500 REPUBLIC SVCS INC EQUITY 760759100 4755 253,600 SH DEFINED 2 253,600 RETEK INC EQUITY 76128Q109 55 2,900 SH DEFINED 1 2,900 REYNOLDS & REYNOLDS EQUITY 761695105 89 4,600 SH DEFINED 1 4,600 RF MICRO DEVICES INC EQUITY 749941100 115 9,800 SH DEFINED 1 9,800 RITA MED SYS INC DEL COM EQUITY 76774E103 3162 887700 SH DEFINED 3 887,700 RIVIERA HLDGS CORP COMM EQUITY 769627100 3,025 500,000 SH DEFINED 1 500,000 RJ Reynolds EQUITY 76182K105 5470 97,500 SH DEFINED 4 97,500 RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 348 6,201 SH DEFINED 1 6,201 ROBERT HALF INTERNATIONAL INC EQUITY 770323103 103 4,600 SH DEFINED 1 4,600 ROCKWELL INTL CORP EQUITY 773903109 196 5,400 SH DEFINED 1 5,400 ROHM & HAAS CO EQUITY 775371107 197 6,400 SH DEFINED 1 6,400 ROHM + HAAS CO EQUITY 775371107 4056 131,641 SH DEFINED 2 131,641 ROLLINS INC EQUITY 775711104 35 1,800 SH DEFINED 1 1,800 ROSLYN BANCORP INC EQUITY 778162107 86 3,800 SH DEFINED 1 3,800 ROSLYN BANCORP INC EQUITY 778162107 2277 101,200 SH DEFINED 2 101,200 ROSS STORES INC EQUITY 778296103 94 5,000 SH DEFINED 1 5,000 ROUSE CO COM EQUITY 779273101 416 16100 SH DEFINED 3 16,100 ROWAN COS INC EQUITY 779382100 2791 101,500 SH DEFINED 2 101,500 ROWAN COS. INC. EQUITY 779382100 80 2,900 SH DEFINED 1 2,900 ROYAL DUTCH PETRO-NY SHRS EQUITY 780257804 3310 59,700 SH DEFINED 1 59,700 RPM INC OHIO EQUITY 749685103 64 6,300 SH DEFINED 1 6,300 RUDDICK CORP EQUITY 781258108 38 2,800 SH DEFINED 1 2,800 RYDER SYSTEMS INC EQUITY 783549108 40 2,200 SH DEFINED 1 2,200 RYERSON TULL INC EQUITY 78375P107 15 1,500 SH DEFINED 1 1,500 RYLAND GROUP INC COM EQUITY 783764103 4191 101000 SH DEFINED 3 101,000 S&P 500 DEPOS RECEIPT EQUITY 78462F103 46 390 SH DEFINED 1 390 SABRE HOLDINGS CORP EQUITY 785905100 178 3,862 SH DEFINED 1 3,862 SAFECO CORP EQUITY 786429100 116 4,100 SH DEFINED 1 4,100 SAFEWAY INC NEW EQUITY 786514208 44783 812,018 SH DEFINED 1 812,018 SAKS INCORPORATED EQUITY 79377W108 112 8,600 SH DEFINED 1 8,600 SANDISK CORP EQUITY 80004C101 84 4,100 SH DEFINED 1 4,100 SANMINA CORPORATION EQUITY 800907107 172 8,800 SH DEFINED 1 8,800 SANTA FE INTERNATIONAL CORP EQUITY G7805C108 8921 274,500 SH DEFINED 2 274,500 SANTA FE INTL CORP ORD EQUITY G7805C108 6428 197800 SH DEFINED 3 181,800 16,000 SAPIENT CORP EQUITY 803062108 24 3,400 SH DEFINED 1 3,400 SAPPI LTD - SPON ADR EQUITY 803069202 654 80,000 SH DEFINED 1 80,000 SARA LEE CORP EQUITY 803111103 503 23,300 SH DEFINED 1 23,300 SAWTEK INC EQUITY 805468105 46 2,600 SH DEFINED 1 2,600 SBA COMMUNICATIONS CRP COM EQUITY 78388J106 22566 1427100 SH DEFINED 3 1,401,000 26,100

27 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SBC COMMUNICATIONS INC EQUITY 78387G103 20770 465,374 SH DEFINED 1 465,374 SBC COMMUNICATIONS INC EQUITY 78387G103 6430 144,072 SH DEFINED 2 144,072 SCANA CORP EQUITY 80589M102 171 6,300 SH DEFINED 1 6,300 SCHERING PLOUGH EQUITY 806605101 1536 42,060 SH DEFINED 1 42,060 SCHERING PLOUGH CORP EQUITY 806605101 17926 490,670 SH DEFINED 2 490,670 Schering-Plough EQUITY 806605101 1279 35,000 SH DEFINED 4 35,000 SCHLUMBERGER EQUITY 806857108 11996 208,220 SH DEFINED 1 208,220 SCHLUMBERGER EQUITY 806857108 203 3,060 SH DEFINED 2 3,060 SCHOLASTIC CORPORATION EQUITY 807066105 79 2,200 SH DEFINED 1 2,200 SCHWAB (CHARLES) CORP EQUITY 808513105 8395 544,410 SH DEFINED 1 544,410 SCI SYSTEMS INC EQUITY 783890106 160 8,800 SH DEFINED 1 8,800 SCIENTIFIC ATLANTA INC EQUITY 808655104 187 4,500 SH DEFINED 1 4,500 SCIENTIFIC LEARNING CORP EQUITY 808760102 205 50,000 SH DEFINED 2 50,000 SEALED AIR CORP. (new) EQUITY 81211K100 75 2,257 SH DEFINED 1 2,257 SEARS ROEBUCK & CO COM EQUITY 812387108 2822 80000 SH DEFINED 3 80,000 SEARS, ROEBUCK EQUITY 812387108 335 9,500 SH DEFINED 1 9,500 SEI INVESTMENTS COMPANY EQUITY 784117103 206 6,600 SH DEFINED 1 6,600 SEMPRA ENERGY EQUITY 816851109 115 4,960 SH DEFINED 1 4,960 SEMTECH CORP EQUITY 816850101 118 4,000 SH DEFINED 1 4,000 Senior Housing Properties Tr EQUITY 81721M109 104 9,250 SH DEFINED 4 9,250 SENSIENT TECHNOLOGIES CORP EQUITY 81725T100 66 2,900 SH DEFINED 1 2,900 SENSORMATIC ELECTRONICS CORP EQUITY 817265101 89 4,700 SH DEFINED 1 4,700 SEPRACOR INC EQUITY 817315104 144 4,500 SH DEFINED 1 4,500 SEQUA CORP - CLASS A EQUITY 817320104 27 700 SH DEFINED 1 700 SERONO SA EQUITY 81752M101 7419 367,300 SH DEFINED 2 367,300 SHERWIN WILLIAMS CO EQUITY 824348106 4666 183,107 SH DEFINED 2 183,107 SHERWIN-WILLIAMS EQUITY 824348106 130 5,100 SH DEFINED 1 5,100 SIEBEL SYS INC EQUITY 826170102 5848 215,000 SH DEFINED 2 215,000 SIEBEL SYSTEMS INC EQUITY 826170102 366 13,450 SH DEFINED 1 13,450 SIERRA PACIFIC RESOURCES EQUITY 826428104 70 4,700 SH DEFINED 1 4,700 SIGMA-ALDRICH EQUITY 826552101 134 2,800 SH DEFINED 1 2,800 SILICON VALLEY BANCSHARES EQUITY 827064106 68 2,900 SH DEFINED 1 2,900 SIMON PPTY GROUP EQUITY 828806109 36397 1421750 SH DEFINED 3 1,284,850 136,900 SIX FLAGS INC EQUITY 83001P109 91 4,700 SH DEFINED 1 4,700 SK TELECOM CO LTD-ADR EQUITY 78440P108 143 9,414 SH DEFINED 1 9,414 SKYWEST INC EQUITY 830879102 5245 225,600 SH DEFINED 2 225,600 SL GREEN RLTY CORP COM EQUITY 78440X101 6824 248600 SH DEFINED 3 222,700 25,900 SMITH CHARLES RESIDNTL COM EQUITY 832197107 5659 124400 SH DEFINED 3 105,000 19,400 SMITH INTERNATIONAL INC. EQUITY 832110100 218 3,100 SH DEFINED 1 3,100 SMITH INTL INC EQUITY 832110100 6387 90,785 SH DEFINED 2 90,785 SMUCKER (J.M.) CO EQUITY 832696306 37 1,400 SH DEFINED 1 1,400 SNAP-ON INC. EQUITY 833034101 54 1,850 SH DEFINED 1 1,850 SOC QUIMICA Y MINERA CHIL-SPON ADR EQUITY 833635105 1235 57,730 SH DEFINED 1 57,730 SODEXHO MARIOTT SERVICES EQUITY 833793102 240 8,272 SH DEFINED 1 8,272 SOLECTRON CORP EQUITY 834182107 8893 467,810 SH DEFINED 1 467,810 SOLUTIA INC EQUITY 834376105 77 6,300 SH DEFINED 1 6,300 SONOCO PRODS CO EQUITY 835495102 129 5,990 SH DEFINED 1 5,990 SONUS NETWORKS INC EQUITY 835916107 3061 153,400 SH DEFINED 2 153,400 SOTHEBY'S HOLDINGS EQUITY 835898107 64 3,500 SH DEFINED 1 3,500 SOUTHERN CO EQUITY 842587107 26286 749,090 SH DEFINED 1 749,090 SOUTHTRUST CORP EQUITY 844730101 15038 328,694 SH DEFINED 1 328,694 SOUTHWEST AIRLINES EQUITY 844741108 376 21,187 SH DEFINED 1 21,187 SOVEREIGN BANCORP INC EQUITY 845905108 126 14,900 SH DEFINED 1 14,900 SPIEKER PPTYS INC COM EQUITY 848497103 26092 475700 SH DEFINED 3 426,100 49,600

28 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SPINNAKER EXPL CO COM EQUITY 84855W109 12944 296200 SH DEFINED 3 296,200 SPRINT CORP EQUITY 852061100 548 24,900 SH DEFINED 1 24,900 SPRINT PCS GROUP EQUITY 852061506 5188 273,060 SH DEFINED 1 273,060 SPX CORP EQUITY 784635104 182 2,000 SH DEFINED 1 2,000 ST JUDE MED INC EQUITY 790849103 4157 77,200 SH DEFINED 2 77,200 ST JUDE MEDICAL INC EQUITY 790849103 135 2,500 SH DEFINED 1 2,500 ST. PAUL COS INC. EQUITY 792860108 273 6,200 SH DEFINED 1 6,200 STANLEY WORKS EQUITY 854616109 96 2,900 SH DEFINED 1 2,900 STAPLES INC EQUITY 855030102 193 12,950 SH DEFINED 1 12,950 STARBUCKS CORP EQUITY 855244109 238 5,600 SH DEFINED 1 5,600 STARWOOD HOTELS & RESORTS EQUITY 85590A203 139 4,100 SH DEFINED 1 4,100 STATE STREET CORP EQUITY 857477103 439 4,700 SH DEFINED 1 4,700 STEINWAY MUSICAL COMMON EQUITY 858495104 29,629 1,801,131 SH DEFINED 1 1,801,131 STERIS CORP EQUITY 859152100 58 4,100 SH DEFINED 1 4,100 STEWART & STEVE EQUITY 860342104 37 1,700 SH DEFINED 1 1,700 STEWART & STEVENSON SVCS EQUITY 860342104 4937 227000 SH DEFINED 3 227,000 STILWELL FINANCIAL INC EQUITY 860831106 174 6,500 SH DEFINED 1 6,500 STORAGE TECHNOLOGY CORP. EQUITY 862111200 68 6,200 SH DEFINED 1 6,200 STORAGE USA EQUITY 861907103 9478 290900 SH DEFINED 3 267,600 23,300 STRATOS LIGHTWAVE INC COM EQUITY 863100103 5375 537500 SH DEFINED 3 530,600 6,900 STRUCTURAL DYNAMICS RESEARCH EQUITY 863555108 30 2,100 SH DEFINED 1 2,100 Stryker EQUITY 863667101 2090 40,000 SH DEFINED 4 40,000 STRYKER CORP EQUITY 863667101 287 5,500 SH DEFINED 1 5,500 SUIZA FOODS CORP EQUITY 865077101 82 1,700 SH DEFINED 1 1,700 SUN COMMUNITIES INC COM EQUITY 866674104 6079 184200 SH DEFINED 3 164,700 19,500 SUN MICROSYSTEMS EQUITY 866810104 8426 548,180 SH DEFINED 1 548,180 Sun Microsystems EQUITY 866810104 1460 95,000 SH DEFINED 4 95,000 SUNGARD DATA SYS INC EQUITY 867363103 104038 2113305 SH DEFINED 3 2,043,105 70,200 SUNGARD DATA SYSTEMS INC. EQUITY 867363103 399 8,100 SH DEFINED 1 8,100 SUNOCO INC EQUITY 86764P109 78 2,400 SH DEFINED 1 2,400 SUNRISE ASSISTED LIVING INC EQUITY 86768K106 2051 104200 SH DEFINED 3 92,100 12,100 SUNTRUST BANKS INC. EQUITY 867914103 546 8,430 SH DEFINED 1 8,430 SUPER VALU STORES EQUITY 868536103 49 3,700 SH DEFINED 1 3,700 SUPERIOR ENERGY SVCS COM EQUITY 868157108 4275 393100 SH DEFINED 3 393,100 SUPERIOR INDS INTL INC EQUITY 868168105 55 1,600 SH DEFINED 1 1,600 SWIFT TRANSPORTATION INC EQUITY 870756103 70 3,800 SH DEFINED 1 3,800 SYBASE, INC. EQUITY 871130100 82 5,300 SH DEFINED 1 5,300 SYKES ENTERPRISES INC EQUITY 871237103 13 2,400 SH DEFINED 1 2,400 SYLVAN LEARNING SYSTEMS INC EQUITY 871399101 45 2,200 SH DEFINED 1 2,200 Symantec Corp EQUITY 871503108 418 10,000 SH DEFINED 4 10,000 SYMANTEC CORPORATION EQUITY 871503108 192 4,600 SH DEFINED 1 4,600 SYMBOL TECHNOLOGIES IN EQUITY 871508107 143 4,100 SH DEFINED 1 4,100 SYNAVANT INC EQUITY 87157A105 2 470 SH DEFINED 1 470 SYNOPSYS INC EQUITY 871607107 188 4,000 SH DEFINED 1 4,000 SYNOPSYS INC EQUITY 871607107 12157 259,000 SH DEFINED 2 259,000 SYNOVUS FINANCIAL CORPORATION EQUITY 87161C105 207 7,650 SH DEFINED 1 7,650 SYSCO CORP. EQUITY 871829107 594 22,410 SH DEFINED 1 22,410 T HQ INC EQUITY 872443403 2618 68,900 SH DEFINED 2 68,900 T ROWE PRICE GROUP INC EQUITY 74144T108 113 3,600 SH DEFINED 1 3,600 TAIWAN FUND EQUITY 874036106 1731 144,250 SH DEFINED 1 144,250 TALBOTS INC EQUITY 874161102 7409 174,400 SH DEFINED 2 174,400 TARGET CORP EQUITY 87612E106 1025 28,400 SH DEFINED 1 28,400 TARGET CORP EQUITY 87612E106 21118 585,300 SH DEFINED 2 585,300 TARO PHARMACEUTICALS INDUS EQUITY M8737E108 245 5,600 SH DEFINED 1 5,600

29 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TCF FINANCIAL CORP. EQUITY 872275102 185 4,900 SH DEFINED 1 4,900 TECH DATA CORP EQUITY 878237106 94 3,200 SH DEFINED 1 3,200 TECO ENERGY EQUITY 872375100 243 8,100 SH DEFINED 1 8,100 TECUMSEH PRODS CO EQUITY 878895200 58 1,200 SH DEFINED 1 1,200 TEKTRONIX INC EQUITY 879131100 79 2,900 SH DEFINED 1 2,900 TELE CENTRO OESTE CELULAR S.A. ADR EQUITY 87923P105 317 39,200 SH DEFINED 1 39,200 TELE NORTE LESTE PARTICIPACOES S.A. A EQUITY 879246106 1472 90,401 SH DEFINED 1 90,401 Telebras - Spons ADR Pfd Block EQUITY 8792873080 349 5,500 SH DEFINED 1 5,500 TELECOM ARGENTINA S.A. - ADR EQUITY 879273209 750 48,050 SH DEFINED 1 48,050 TELEFLEX INC EQUITY 879369106 98 2,400 SH DEFINED 1 2,400 Telefonica De Argentina Arg ADR EQUITY 8793782066 262 9,000 SH DEFINED 1 9,000 Telefonica del Peru ADR EQUITY 8793841052 105 9,000 SH DEFINED 1 9,000 TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 7735 218,190 SH DEFINED 1 218,190 TELEHUB COMMUNICATIONS CORP EQUITY 87942R116 3,500 SH DEFINED 2 3,500 TELEPHONE & DATA SYSTEMS, INC. EQUITY 879433100 337 3,600 SH DEFINED 1 3,600 TELLABS EQUITY 879664100 6366 156,450 SH DEFINED 1 156,450 TEMPLE INLAND INC EQUITY 879868107 2478 56,000 SH DEFINED 2 56,000 TEMPLE-INLAND EQUITY 879868107 71 1,600 SH DEFINED 1 1,600 TENET HEALTHCARE CORP EQUITY 88033G100 5333 121,200 SH DEFINED 2 121,200 TENET HEALTHCARE CORP. EQUITY 88033G100 405 9,200 SH DEFINED 1 9,200 TERADYNE INC. EQUITY 880770102 168 5,100 SH DEFINED 1 5,100 TETRA TECH INC NEW COM EQUITY 88162G103 17005 839773 SH DEFINED 3 817,168 22,605 TEVA PHARMACEUTICAL ADR EQUITY 881624209 481 8,800 SH DEFINED 1 8,800 TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 1105 20,235 SH DEFINED 2 20,235 TEXACO INC EQUITY 881694103 214 2,960 SH DEFINED 2 2,960 Texaco Inc EQUITY 881694103 3519 53,000 SH DEFINED 4 53,000 TEXACO INC. EQUITY 881694103 10922 164,487 SH DEFINED 1 164,487 TEXAS INSTRS INC EQUITY 882508104 11868 383,100 SH DEFINED 2 383,100 TEXAS INSTRUMENTS INC EQUITY 882508104 15765 508,880 SH DEFINED 1 508,880 Texas Utilities EQUITY 873168108 9045 218,900 SH DEFINED 4 218,900 TEXTRON INC EQUITY 883203101 244 4,300 SH DEFINED 1 4,300 TEXTRON INC EQUITY 883203101 5794 101,930 SH DEFINED 2 101,930 The Healthcare Company EQUITY 404119109 2215 55,000 SH DEFINED 4 55,000 THERMO ELECTRON EQUITY 883556102 106 4,700 SH DEFINED 1 4,700 THERMO ELECTRON CORP EQUITY 883556102 5343 237,700 SH DEFINED 2 237,700 THOMAS & BETTS CORP EQUITY 884315102 33 1,900 SH DEFINED 1 1,900 TIDEWATER INC. EQUITY 886423102 154 3,400 SH DEFINED 1 3,400 TIFFANY & CO. EQUITY 886547108 109 4,000 SH DEFINED 1 4,000 TIMKEN CO. EQUITY 887389104 30 1,900 SH DEFINED 1 1,900 TITAN CORP EQUITY 888266103 58 3,200 SH DEFINED 1 3,200 TJX COMPANIES INC. NEW EQUITY 872540109 266 8,300 SH DEFINED 1 8,300 TJX COS INC NEW EQUITY 872540109 2810 87,800 SH DEFINED 2 87,800 TOLL BROTHERS INC COM EQUITY 889478103 10260 266500 SH DEFINED 3 266,500 TOO INC COM EQUITY 890333107 25929 1383600 SH DEFINED 3 1,349,700 33,900 TOOTSIE ROLL INDS EQUITY 890516107 143 3,090 SH DEFINED 1 3,090 TORCHMARK CORP EQUITY 891027104 163 4,200 SH DEFINED 1 4,200 TOSCO CORP EQUITY 891490302 175 4,100 SH DEFINED 1 4,100 TOYS R US EQUITY 892335100 153 6,100 SH DEFINED 1 6,100 TRANSACTION SYSTEMS ARCHITECTS INC EQUITY 893416107 16 2,200 SH DEFINED 1 2,200 TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2137274 20,849,240 SH DEFINED 1 20,849,240 TRANSMONTAIGNE INC EQUITY 893934109 588 165700 SH DEFINED 3 165,700 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 377 8,698 SH DEFINED 1 8,698 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 9101 209,785 SH DEFINED 2 209,785 TRANSWITCH CORP COM EQUITY 894065101 15647 1192153 SH DEFINED 3 1,142,653 49,500

30 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TRANSWITCH CORPORATION EQUITY 894065101 66 5,000 SH DEFINED 1 5,000 TRIAD GTY INC COM EQUITY 895925105 8489 255800 SH DEFINED 3 255,800 TRIAD HOSPITALS INC COM EQUITY 89579K109 24820 878600 SH DEFINED 3 867,300 11,300 TRIAD HOSPS INC EQUITY 89579K109 2042 72,300 SH DEFINED 2 72,300 TRIBUNE CO EQUITY 896047107 371 9,100 SH DEFINED 1 9,100 TRICON GLOBAL RESTAURANTS, INC. EQUITY 895953107 175 4,570 SH DEFINED 1 4,570 TRIGON HEALTHCARE INC EQUITY 89618L100 118 2,300 SH DEFINED 1 2,300 TRIGON HEALTHCARE INC EQUITY 89618L100 3605 70,000 SH DEFINED 2 70,000 TRINITY INDUSTRIES EQUITY 896522109 43 2,200 SH DEFINED 1 2,200 TRIQUINT SEMICONDUCTOR EQUITY 89674KAA1 157 250000 PRN DEFINED 3 250,000 TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 70 4,700 SH DEFINED 1 4,700 TRIZETTO GROUP INC EQUITY 896882107 209 15,000 SH DEFINED 2 15,000 TRUE NORTH COMMUNICATIONS EQUITY 897844106 117 3,100 SH DEFINED 1 3,100 TRW INC EQUITY 872649108 122 3,600 SH DEFINED 1 3,600 TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 1854 169,280 SH DEFINED 1 169,280 TUPPERWARE CORP EQUITY 899896104 45 1,900 SH DEFINED 1 1,900 TXU CORPORATION EQUITY 873168108 773 18,697 SH DEFINED 1 18,697 TYCO INTERNATIONAL LTD. EQUITY 902124106 2113 48,873 SH DEFINED 1 48,873 TYCO INTL LTD NEW EQUITY 902124106 30820 712,900 SH DEFINED 2 712,900 TYCOM LTD EQUITY G9144B106 3188 242,450 SH DEFINED 1 242,450 TYSON FOODS EQUITY 902494103 185 13,700 SH DEFINED 1 13,700 UCAR INTERNATIONAL INC EQUITY 90262K109 31 2,700 SH DEFINED 1 2,700 UGLY DUCKLING HLDGS INC COMMON EQUITY 903512101 482 137,644 SH DEFINED 1 137,644 UIH AUSTRALIA PAC INC EQUITY 902745116 60 3,000 SH DEFINED 2 3,000 ULTRAMAR DIAMOND SHAMROCK EQUITY 904000106 188 5,199 SH DEFINED 1 5,199 UNIBANCO - SPONSORED GDR EQUITY 90458E107 1142 56,000 SH DEFINED 1 56,000 UNIFI INC EQUITY 904677101 24 3,400 SH DEFINED 1 3,400 UNILEVER N V EQUITY 904784709 853 16,195 SH DEFINED 1 16,195 UNION PACIFIC CORP. EQUITY 907818108 3498 62,184 SH DEFINED 1 62,184 UNION PLANTERS CORP EQUITY 908068109 2440 63,400 SH DEFINED 1 63,400 UNISYS CORP. EQUITY 909214108 128 9,160 SH DEFINED 1 9,160 UNIT CORP COM EQUITY 909218109 5160 311800 SH DEFINED 3 311,800 UNITED HEALTHGROUP INC. EQUITY 91324P102 533 9,000 SH DEFINED 1 9,000 UNITED PARCEL SERVICE CL B EQUITY 911312106 120 2,110 SH DEFINED 1 2,110 UNITED PARCEL SVC INC EQUITY 911312106 4734 83,200 SH DEFINED 2 83,200 UNITED RENTALS INC EQUITY 911363109 69 4,200 SH DEFINED 1 4,200 UNITED TECHNOLOGIES CORP EQUITY 913017109 968 13,200 SH DEFINED 1 13,200 UNITEDHEALTH GROUP INC EQUITY 91324P102 4551 76,370 SH DEFINED 2 76,370 UNITRIN INC EQUITY 913275103 153 4,200 SH DEFINED 1 4,200 UNIVERSAL COMPRESSION COM EQUITY 913431102 10503 300100 SH DEFINED 3 300,100 UNIVERSAL CORP VA EQUITY 913456109 63 1,600 SH DEFINED 1 1,600 UNIVERSAL HEALTH SVCS INC EQUITY 913903100 3832 43,400 SH DEFINED 2 43,400 UNIVERSAL HLTH SVCS CL B EQUITY 913903100 50746 574700 SH DEFINED 3 561,000 13,700 UNIVISION COMMUNICATIONS CL A EQUITY 914906102 221 5,800 SH DEFINED 1 5,800 UNOCAL CORP EQUITY 915289102 249 7,200 SH DEFINED 1 7,200 UNUMPROVIDENT EQUITY 91529Y106 23882 817,309 SH DEFINED 1 817,309 UNUMPROVIDENT CORP EQUITY 91529Y106 2884 98,700 SH DEFINED 2 98,700 US AIRWAYS GROUP, INC. EQUITY 911905107 82 2,300 SH DEFINED 1 2,300 US BANCORP EQUITY 902973304 13734 591,977 SH DEFINED 1 591,977 US ONCOLOGY INC EQUITY 90338W103 1138 140,000 SH DEFINED 2 140,000 USA EDUCATION INC EQUITY 90390U102 10786 148,460 SH DEFINED 1 148,460 USA NETWORKS INC EQUITY 902984103 1700 71,000 SH DEFINED 2 71,000 USG CORP EQUITY 903293405 40 2,600 SH DEFINED 1 2,600 UST INC EQUITY 902911106 8123 270,300 SH DEFINED 1 270,300

31 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UST INC EQUITY 902911106 5042 167,780 SH DEFINED 2 167,780 USX/MARATHON GROUP EQUITY 902905827 248 9,200 SH DEFINED 1 9,200 USX-U.S. STEEL GROUP INC. EQUITY 90337T101 37 2,500 SH DEFINED 1 2,500 UTILICORP UTD INC DEL EQUITY 918005109 215 6,650 SH DEFINED 1 6,650 V F CORP EQUITY 918204108 4535 129,576 SH DEFINED 2 129,576 VALASSIS COMMUNICATIONS INC EQUITY 918866104 93 3,200 SH DEFINED 1 3,200 VALERO ENERGY CORP EQUITY 91913Y100 131 3,700 SH DEFINED 1 3,700 VALERO ENERGY CORP NEW COM EQUITY 91913Y100 36526 1028900 SH DEFINED 3 993,200 35,700 VALSPAR CORPORATION EQUITY 920355104 72 2,500 SH DEFINED 1 2,500 VARCO INTERNATIONAL INC EQUITY 922122106 120 5,794 SH DEFINED 1 5,794 VARIAN SEMICONDUCTOR EQUIP INC EQUITY 922207105 4193 131,300 SH DEFINED 2 131,300 VECTREN CORPORATION EQUITY 92240G101 87 4,066 SH DEFINED 1 4,066 VENATOR GROUP INC EQUITY 922944103 3051 221,100 SH DEFINED 2 221,100 VENATOR GROUP INC COM EQUITY 922944103 41741 3024700 SH DEFINED 3 2,887,100 137,600 VERITAS DGC INC EQUITY 92343P107 3246 101,600 SH DEFINED 2 101,600 VERITAS DGC INC COM EQUITY 92343P107 37937 1187400 SH DEFINED 3 1,164,100 23,300 VERITAS SOFTWARE CORP EQUITY 923436109 592 12,800 SH DEFINED 1 12,800 VERITAS SOFTWARE CORP EQUITY 923436109 8233 178,050 SH DEFINED 2 178,050 VERIZON COMMUNICATIONS EQUITY 92343V104 18609 377,474 SH DEFINED 1 377,474 VERIZON COMMUNICATIONS EQUITY 92343V104 3597 72,964 SH DEFINED 2 72,964 VERTEX PHARMACEUTICALS EQUITY 92532F100 132 3,600 SH DEFINED 1 3,600 VF CORP EQUITY 918204108 126 3,600 SH DEFINED 1 3,600 VIACOM INC EQUITY 925524308 269 5,164 SH DEFINED 2 5,164 VIACOM INC CLASS-B COMMON EQUITY 925524308 2135 48,553 SH DEFINED 1 48,553 VIAD CORPORATION EQUITY 92552R109 133 5,600 SH DEFINED 1 5,600 VISHAY INTERTECHNOLOGY EQUITY 928298108 165 8,299 SH DEFINED 1 8,299 VISTEON CORP EQUITY 92839U107 60 4,012 SH DEFINED 1 4,012 VISX INC EQUITY 92844S105 64 3,700 SH DEFINED 1 3,700 VITESSE SEMICONDUCTOR COM EQUITY 928497106 7268 305200 SH DEFINED 3 291,800 13,400 VITESSE SEMICONDUCTOR CORP EQUITY 928497106 121 5,100 SH DEFINED 1 5,100 VODAFONE GROUP PLC-SP ADR EQUITY 92857W100 5282 194,560 SH DEFINED 1 194,560 VORNADO RLTY TR SH BEN INT EQUITY 929042109 32129 896700 SH DEFINED 3 802,500 94,200 VULCAN MATERIALS INC EQUITY 929160109 140 3,000 SH DEFINED 1 3,000 WACHOVIA CORP EQUITY 929771103 362 6,000 SH DEFINED 1 6,000 WADDELL & REED FINANCIAL -A EQUITY 930059100 142 5,000 SH DEFINED 1 5,000 WAL MART STORES INC EQUITY 931142103 33674 666,760 SH DEFINED 2 666,760 WALGREEN CO EQUITY 931422109 1163 28,500 SH DEFINED 1 28,500 Walgreen Co EQUITY 931422109 4080 100,000 SH DEFINED 4 100,000 WALLACE COMPUTER SYSTEMS EQUITY 932270101 39 2,400 SH DEFINED 1 2,400 WAL-MART STORES EQUITY 931142103 6620 131,080 SH DEFINED 1 131,080 WALT DISNEY COMPANY EQUITY 254687106 1665 58,200 SH DEFINED 1 58,200 WALTER IND COMMON EQUITY 93317Q105 0 807 SH DEFINED 1 807 WASHINGTON FED INC COM EQUITY 938824109 30203 1229630 SH DEFINED 3 1,229,630 WASHINGTON MUT INC EQUITY 939322103 6132 112,000 SH DEFINED 2 112,000 WASHINGTON MUTUAL INC. EQUITY 939322103 18472 337,396 SH DEFINED 1 337,396 WASHINGTON POST CO. CLASS B EQUITY 939640108 347 600 SH DEFINED 1 600 WASTE CONNECTIONS INC EQUITY 941053100 11104 385,400 SH DEFINED 2 385,400 WASTE MANAGEMENT INC EQUITY 94106L109 445 18,000 SH DEFINED 1 18,000 WASTE MGMT INC DEL EQUITY 94106L109 17451 706,500 SH DEFINED 2 706,500 Waters Corp EQUITY 941848103 1626 35,000 SH DEFINED 4 35,000 WATERS CORP COM EQUITY 941848103 66342 1428248 SH DEFINED 3 1,381,748 46,500 WATERS CORPORATION EQUITY 941848103 367 7,900 SH DEFINED 1 7,900 WATSON PHARMACEUTICALS EQUITY 942683103 13891 264,080 SH DEFINED 1 264,080 WAUSAU-MOSINEE PAPER CORP EQUITY 943315101 40 3,100 SH DEFINED 1 3,100

32 File Number 28-219 (Consolidated) As of 3/31/00 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WEATHERFORD INTERNATIONAL EQUITY 947074100 331 6,700 SH DEFINED 1 6,700 WEATHERFORD INTL INC NEW EQUITY 947074100 3415 69,200 SH DEFINED 2 69,200 WEBSENSE INC EQUITY 947684106 11053 930800 SH DEFINED 3 913,600 17,200 WEBSTER FINANCIAL CORP EQUITY 947890109 91 3,100 SH DEFINED 1 3,100 WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 8189 193600 SH DEFINED 3 173,300 20,300 WELLPOINT HEALTH NETWORKS EQUITY 94973H108 191 2,000 SH DEFINED 1 2,000 WELLPOINT HEALTH NETWORKS INC EQUITY 94973H108 3727 39,100 SH DEFINED 2 39,100 WELLS FARGO & COMPANY EQUITY 949746101 9816 198,419 SH DEFINED 1 198,419 WELLS FARGO + CO NEW EQUITY 949746101 6535 132,100 SH DEFINED 2 132,100 WENDY'S EQUITY 950590109 83 3,700 SH DEFINED 1 3,700 WESTAMERICA BANCORPORATION EQUITY 957090103 87 2,300 SH DEFINED 1 2,300 WESTERN RESOURCES INC EQUITY 959425109 100 4,200 SH DEFINED 1 4,200 WESTPOINT STEVENS INC. EQUITY 961238102 27 3,000 SH DEFINED 1 3,000 WESTVACO CORP. EQUITY 961548104 73 3,000 SH DEFINED 1 3,000 WESTWOOD ONE, INC. EQUITY 961815107 154 6,700 SH DEFINED 1 6,700 WEYERHAEUSER CO. EQUITY 962166104 310 6,100 SH DEFINED 1 6,100 WGL HOLDINGS INC EQUITY 92924F106 77 2,800 SH DEFINED 1 2,800 WHIRLPOOL CORP EQUITY 963320106 110 2,200 SH DEFINED 1 2,200 WILLAMETTE INDS. INC. EQUITY 969133107 156 3,400 SH DEFINED 1 3,400 WILLIAMS COMPANIES EQUITY 969457100 7090 165,470 SH DEFINED 1 165,470 WILLIAMS SONOMA INC COM EQUITY 969904101 25633 976500 SH DEFINED 3 958,000 18,500 WILLIAMS-SONOMA INC EQUITY 969904101 87 3,300 SH DEFINED 1 3,300 WILMINGTON TRUST CORP EQUITY 971807102 118 2,000 SH DEFINED 1 2,000 WIND RIVER SYSTEMS EQUITY 973149107 102 4,400 SH DEFINED 1 4,400 WINN-DIXIE STORES INC. EQUITY 974280109 1592 56,100 SH DEFINED 1 56,100 WISCONSIN CENTRAL TRANSPORT EQUITY 976592105 46 2,900 SH DEFINED 1 2,900 WISCONSIN ENERGY CORP. EQUITY 976657106 158 7,300 SH DEFINED 1 7,300 WITNESS SYS INC COM EQUITY 977424100 4429 590600 SH DEFINED 3 590,600 WM. WRIGLEY CO EQUITY 982526105 338 7,000 SH DEFINED 1 7,000 WOLVERINE WORLD WIDE COM EQUITY 978097103 19606 1344700 SH DEFINED 3 1,313,300 31,400 WORLD ACCESS INC EQUITY 98141A101 0 1 SH DEFINED 1 1 WORLDCOM INC EQUITY 98157D106 10541 564,050 SH DEFINED 1 564,050 WORLDCOM INC EQUITY 98157D106 1906 102,000 SH DEFINED 2 102,000 WORTHINGTON INDUSTRIES EQUITY 981811102 25 2,700 SH DEFINED 1 2,700 WYNDAHAM INTERNATIONAL CLASS A EQUITY 983101106 579 271,748 SH DEFINED 1 271,748 XCEL ENERGY INC EQUITY 98389B100 11018 365,925 SH DEFINED 1 365,925 XEROX CORP EQUITY 984121103 119 19,800 SH DEFINED 1 19,800 XILINX INC. EQUITY 983919101 397 11,300 SH DEFINED 1 11,300 XM SATELLITE RADIO INC EQUITY 98375Y114 6 2,000 SH DEFINED 2 2,000 YAHOO INC EQUITY 984332106 6 275 SH DEFINED 2 275 YAHOO! INC EQUITY 984332106 244 15,500 SH DEFINED 1 15,500 YANKEE CANDLE INC EQUITY 984757104 5920 449,500 SH DEFINED 2 449,500 YORK INTERNATIONAL CORP EQUITY 986670107 64 2,300 SH DEFINED 1 2,300 YPF S.A.-Sponsored ADR EQUITY 9842451000 265 9,000 SH DEFINED 1 9,000 ZIONS BANCORPORATION EQUITY 989701107 276 5,300 SH DEFINED 1 5,300 ZYGO CORP COM EQUITY 989855101 3551 187500 SH DEFINED 3 187,500