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

                                   FORM 13F

                             FORM 13F COVER PAGE


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


     


<PAGE>   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.


<PAGE>   3




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






<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   4
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   5
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   6
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   7
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   8
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   9
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   10
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>




<PAGE>   11
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   12
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   13
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   14
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   15
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   16
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   17
File Number 28-219 (Consolidated)
As of 3/31/00



<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   18
File Number 28-219 (Consolidated)
As of 3/31/00



<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   19
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   20
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   21
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   22
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   23
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   24
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   25
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   26
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   27
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



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


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   29
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   30
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



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


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>



<PAGE>   32
File Number 28-219 (Consolidated)
As of 3/31/00


<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       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
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
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
</TABLE>