SEC Filing | American International Group, Inc.

View:

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: June 30, 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 August 14, 2001 - ------------------------------- ------------------------ ----------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

2 FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 1,244 Form 13F Information Table Value Total: $12,733,683 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - -- -------------------- ------------------------------------- 1 28-4637 AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P. 4 28-5794 HSB GROUP, INC.

3 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 994,089 53,445,620 SH DEFINED 1 53,445,620 99 CENTS ONLY STORES COM EQUITY 65440K106 47,430 1,583,655 SH DEFINED 3 1,552,508 31,147 A.J. GALLAGHER EQUITY 363576109 23,483 903,200 SH DEFINED 1 903,200 ABBOTT LABORATORIES EQUITY 002824100 19,519 406,650 SH DEFINED 1 406,650 ABBOTT LABORATORIES EQUITY 002824100 24,705 514,580 SH DEFINED 2 514,580 ABBOTT LABORATORIES EQUITY 002824100 4,320 90,000 SH DEFINED 4 90,000 ABERCROMBIE AND FITCH CO EQUITY 002896207 20,105 451,600 SH DEFINED 3 429,500 22,100 ABERCROMBIE AND FITCH CO EQUITY 002896207 14,058 315,900 SH DEFINED 2 315,900 ABGENIX INC EQUITY 00339B107 1,350 30,000 SH DEFINED 2 30,000 ACCREDO HEALTH INC EQUITY 00437V104 3,719 100,000 SH DEFINED 2 100,000 ACCREDO HEALTH INC EQUITY 00437V104 61,719 1,659,550 SH DEFINED 3 1,633,800 25,750 ADC TELECOMMUNICATIONS EQUITY 000886101 143 21,600 SH DEFINED 1 21,600 ADOBE SYSTEMS INC EQUITY 00724F101 2,115 45,000 SH DEFINED 4 45,000 ADOBE SYSTEMS INC EQUITY 00724F101 353 7,510 SH DEFINED 1 7,510 ADVANCED MICRO DEVICES EQUITY 007903107 257 8,900 SH DEFINED 1 8,900 ADVANCEPCS EQUITY 00790K109 4,458 69,600 SH DEFINED 2 69,600 ADVANTA CORP CL B EQUITY 007942204 2,165 155,000 SH DEFINED 3 155,000 AES CORP EQUITY 00130H105 637 14,800 SH DEFINED 1 14,800 AETNA CORP (NEW) EQUITY 00817Y108 140 5,400 SH DEFINED 1 5,400 AFFILIATED COMPUTER CL A EQUITY 008190100 108,218 1,504,910 SH DEFINED 3 1,434,810 70,100 AFLAC INC. EQUITY 001055102 11,166 354,600 SH DEFINED 1 354,600 AGILENT TECHNOLOGIES INC EQUITY 00846U101 411 12,641 SH DEFINED 1 12,641 AIR PRODUCTS EQUITY 009158106 288 6,300 SH DEFINED 1 6,300 AIRTRAN HOLDINGS INC EQUITY 00949P108 2,415 230,000 SH DEFINED 2 230,000 ALBERTO-CULVER CO EQUITY 013068101 63 1,500 SH DEFINED 1 1,500 ALBERTSONS INC EQUITY 013104104 5,878 195,998 SH DEFINED 2 195,998 ALBERTSON'S INC EQUITY 013104104 333 11,092 SH DEFINED 1 11,092 ALCAN INC EQUITY 013716105 370 8,800 SH DEFINED 1 8,800 ALCOA INC EQUITY 013817101 15,185 385,400 SH DEFINED 2 385,400 ALCOA INC. EQUITY 013817101 940 23,864 SH DEFINED 1 23,864 ALLEGHENY ENERGY INC EQUITY 017361106 502 10,400 SH DEFINED 1 10,400 ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 10,355 572,435 SH DEFINED 1 572,435 ALLERGAN INC EQUITY 018490102 11,271 134,130 SH DEFINED 1 134,130 ALLERGAN INC EQUITY 018490102 6,173 72,200 SH DEFINED 2 72,200 ALLIANCE DATA SYS CORP COM EQUITY 018581108 12,384 825,600 SH DEFINED 3 804,100 21,500 ALLIANT TECHSYSTEMS COM EQUITY 018804104 8,415 93,600 SH DEFINED 3 93,600 ALLIED CAPITAL CORP EQUITY 01903Q108 2,141 92,500 SH DEFINED 1 92,500 ALLIED WASTE INDUSTRIES INC EQUITY 019589308 101 5,400 SH DEFINED 1 5,400 ALLOS THERAPEUTICS INC EQUITY 019777101 592 130,000 SH DEFINED 2 130,000 ALLOY ONLINE INC COM EQUITY 019855105 6,153 430,000 SH DEFINED 3 430,000 ALLSTATE CORP EQUITY 020002101 12,981 295,100 SH DEFINED 1 295,100 ALLTEL CORP EQUITY 020039103 527 8,600 SH DEFINED 1 8,600 ALLTEL CORP EQUITY 020039103 5,043 82,323 SH DEFINED 2 82,323 ALTERA CORP EQUITY 021441100 247 8,500 SH DEFINED 1 8,500 AMB PPTY CORP EQUITY 00163T109 21,085 818,500 SH DEFINED 3 718,000 100,500 AMB PPTY CORP EQUITY 00163T109 1,185 46,000 SH DEFINED 2 46,000 AMBAC INC. EQUITY 023139108 163 2,800 SH DEFINED 1 2,800

4 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ AMDOCS LIMITED EQUITY G02602103 431 8,000 SH DEFINED 1 8,000 AMDOCS LIMITED EQUITY G02602103 9,172 170,330 SH DEFINED 2 170,330 AMERADA HESS CORP EQUITY 023551104 202 2,500 SH DEFINED 1 2,500 AMEREN CORPORATION EQUITY 023608102 4,145 97,080 SH DEFINED 1 97,080 AMEREN CORPORATION EQUITY 023608102 8,113 190,000 SH DEFINED 4 190,000 AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 5,250 251,690 SH DEFINED 1 251,690 AMERICAN AIRLINES EQUITY 001765106 159 4,400 SH DEFINED 1 4,400 AMERICAN EAGLE OUTFITTERS INC EQUITY 02553E106 4,158 118,000 SH DEFINED 2 118,000 AMERICAN ELECTRIC POWER EQUITY 025537101 404 8,740 SH DEFINED 1 8,740 AMERICAN EXPRESS CO EQUITY 025816109 1,746 45,000 SH DEFINED 4 45,000 AMERICAN EXPRESS CO EQUITY 025816109 1,570 40,470 SH DEFINED 1 40,470 AMERICAN EXPRESS CO EQUITY 025816109 11,118 286,550 SH DEFINED 2 286,550 AMERICAN GREEETINGS -CL A EQUITY 026375105 18 1,600 SH DEFINED 1 1,600 AMERICAN HOME PRODUCTS EQUITY 026609107 15,810 269,100 SH DEFINED 1 269,100 AMERICAN INTERNATIONAL GROUP EQUITY 026874107 1,222 14,374 SH DEFINED 1 14,374 AMERICAN INTERNATIONAL GROUP EQUITY 026874107 1,048 12,187 SH DEFINED 2 12,187 AMERICAN MED SYS HLDGS EQUITY 02744M108 1,151 75,000 SH DEFINED 2 75,000 AMERICAN POWER CONVERSION EQUITY 029066107 87 5,540 SH DEFINED 1 5,540 AMERICAN SKIING CORP EQUITY 029654308 381 528,581 SH DEFINED 1 528,581 AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 2,838 110,000 SH DEFINED 2 110,000 AMERICAN TOWER EQUITY 029912201 35,101 1,698,144 SH DEFINED 3 1,602,344 95,800 AMERICAN WTR WKS INC EQUITY 030411102 3,343 101,400 SH DEFINED 2 101,400 AMERICREDIT CORP COM EQUITY 03060R101 167,292 3,220,246 SH DEFINED 3 3,075,746 144,500 AMERISOURCE HEALTH CORP CL A EQUITY 03071P102 11,930 215,540 SH DEFINED 1 215,540 AMGEN INC EQUITY 031162100 22,014 362,795 SH DEFINED 2 362,795 AMGEN INC. EQUITY 031162100 9,641 158,890 SH DEFINED 1 158,890 AMSOUTH BANCORPORATION EQUITY 032165102 1,941 105,000 SH DEFINED 4 105,000 AMSOUTH BANCORPORATION EQUITY 032165102 187 10,088 SH DEFINED 1 10,088 AMSURG CORP CL A EQUITY 03232P108 22,517 762,000 SH DEFINED 3 762,000 ANADARKO PETROLEUM CORP EQUITY 032511107 375 6,957 SH DEFINED 1 6,957 ANALOG DEVICES INC EQUITY 032654105 428 9,900 SH DEFINED 1 9,900 ANDREW CORPRATION EQUITY 034425108 42 2,250 SH DEFINED 1 2,250 ANDRX CORP DEL EQUITY 034553107 2,310 30,000 SH DEFINED 2 30,000 ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 531 35,500 SH DEFINED 1 35,500 ANHEUSER BUSCH COS INC EQUITY 035229103 2,884 70,000 SH DEFINED 4 70,000 ANHEUSER BUSCH COS INC EQUITY 035229103 3,362 81,600 SH DEFINED 2 81,600 ANHEUSER BUSCH COS INC EQUITY 035229103 30,012 728,440 SH DEFINED 1 728,440 ANNTAYLOR STORES CORP EQUITY 036115103 8,191 228,800 SH DEFINED 2 228,800 ANSWERTHINK INC EQUITY 036916104 709 71,000 SH DEFINED 2 71,000 ANTHRACITE CAPITAL INC EQUITY 037023108 3,151 285,177 SH DEFINED 1 285,177 AO Tafneft ADR EQUITY 03737P306 847 80,000 SH DEFINED 1 80,000 AOL TIME WARNER INC EQUITY 00184A105 43,395 818,770 SH DEFINED 1 818,770 AOL TIME WARNER INC EQUITY 00184A105 36,145 681,983 SH DEFINED 2 681,983 AON CORP EQUITY 037389103 26,192 748,350 SH DEFINED 1 748,350 APACHE CORP EQUITY 037411105 1,015 20,000 SH DEFINED 4 20,000 APACHE CORP EQUITY 037411105 180 3,550 SH DEFINED 1 3,550 APACHE CORP EQUITY 037411105 4,961 97,760 SH DEFINED 2 97,760 APACHE CORP EQUITY 037411105 5,009 98,700 SH DEFINED 3 77,600 21,100 APARTMENT INVT & MGMT CL A EQUITY 03748R101 37,090 769,500 SH DEFINED 3 4,600 APERIAN INC (MSI HOLDINGS) EQUITY 037531100 84 111,111 SH DEFINED 1 111,111 APOLLO GROUP INC EQUITY 037604105 3,893 91,700 SH DEFINED 2 91,700 APOLLO GROUP INC EQUITY 037604105 3,396 80,000 SH DEFINED 3 65,000 15,000 APPLE COMPUTER EQUITY 037833100 221 9,500 SH DEFINED 1 9,500 APPLERA CORP APPLIED BIOSYS EQUITY 038020103 5,551 207,500 SH DEFINED 2 207,500 APPLERA CORP-APPLIED BIOSYS EQUITY 038020103 226 8,460 SH DEFINED 1 8,460 APPLERA CORP-APPLIED BIOSYS EQUITY 038020103 535 20,000 SH DEFINED 4 20,000 APPLIED MATERIALS INC EQUITY 038222105 1,182 24,070 SH DEFINED 1 24,070 APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 144 8,400 SH DEFINED 1 8,400 APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 4,472 260,000 SH DEFINED 2 260,000

5 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ APPLIED MOLECULAR EVOLUTION EQUITY 03823E108 685 54,870 SH DEFINED 1 54,870 APPLIED MOLECULAR EVOLUTION EQUITY 03823E108 749 60,000 SH DEFINED 2 60,000 AQUILA INC DEL EQUITY 03840J106 3,205 130,000 SH DEFINED 2 130,000 AQUILA INC DEL EQUITY 03840J106 6,113 248,000 SH DEFINED 3 196,000 52,000 ARCH COAL INC EQUITY 039380100 10,604 409,900 SH DEFINED 2 409,900 ARCHER DANIELS MIDLAND EQUITY 039483102 4,392 336,582 SH DEFINED 1 336,582 ARCHSTONE COMM EQUITY 039581103 23,327 904,836 SH DEFINED 3 793,994 110,842 ARDEN RLTY GROUP INC COM EQUITY 039793104 14,736 551,900 SH DEFINED 3 492,000 59,900 ARENA PHARMACEUTICALS COM EQUITY 040047102 6,845 224,500 SH DEFINED 3 224,500 ART TECHNOLOGY GROUP INC EQUITY 04289L107 229 39,400 SH DEFINED 2 39,400 ASTROPOWER INC COM EQUITY 04644A101 27,905 535,200 SH DEFINED 3 526,900 8,300 AT & T EQUITY 001957109 2,284 103,825 SH DEFINED 1 103,825 AT & T EQUITY 001957109 4,049 184,034 SH DEFINED 2 184,034 AT & T EQUITY 001957208 7,717 441,200 SH DEFINED 2 441,200 AT&T LATIN AMERICA CORP CL A EQUITY 04649A106 319 64,000 SH DEFINED 1 64,000 ATLANTIC COAST AIRLINES HLDGS EQUITY 048396105 7,198 240,000 SH DEFINED 2 240,000 ATMEL CORP EQUITY 049513104 5,199 385,400 SH DEFINED 2 385,400 ATS MED INC COM EQUITY 002083103 12,883 1022,500 SH DEFINED 3 1,022,500 AUTODESK INC. EQUITY 052769106 60 1,600 SH DEFINED 1 1,600 AUTOMATIC DATA PROCESSING INC EQUITY 053015103 973 19,570 SH DEFINED 1 19,570 AUTOZONE INC EQUITY 053332102 124 3,300 SH DEFINED 1 3,300 AVALONBAY COMM EQUITY 053484101 25,313 541,468 SH DEFINED 3 61,506 AVAYA INC EQUITY 053499109 109 7,945 SH DEFINED 1 7,945 AVAYA INC EQUITY 053499109 11 791 SH DEFINED 2 791 AVERY DENNISON CORP EQUITY 053611109 4,694 91,955 SH DEFINED 2 91,955 AVERY DENNISON CORP. EQUITY 053611109 158 3,100 SH DEFINED 1 3,100 AVNET INC. EQUITY 053807103 177 7,890 SH DEFINED 1 7,890 AVON PRODUCTS EQUITY 054303102 305 6,600 SH DEFINED 1 6,600 B I S Y S GROUP INC EQUITY 055472104 126,000 2,135,600 SH DEFINED 3 2,042,500 93,100 BAKER HUGHES INC. EQUITY 057224107 445 13,270 SH DEFINED 1 13,270 BALL CORP EQUITY 058498106 38 800 SH DEFINED 1 800 BANC ONE CORP EQUITY 06423A103 1,157 32,322 SH DEFINED 1 32,322 BANC ONE CORP EQUITY 06423A103 3,587 100,200 SH DEFINED 2 100,200 BANCO DE A. EDWARDS-SP ADR EQUITY 059504100 850 49,978 SH DEFINED 1 49,978 BANK OF NEW YORK EQUITY 064057102 8,851 184,400 SH DEFINED 2 184,400 BANK OF NEW YORK EQUITY 064057102 6,678 139,120 SH DEFINED 1 139,120 BANK UNITED CORP-CONTINGENT EQUITY 065416117 167 506,802 SH DEFINED 1 506,802 BANKAMERICA CORPORATION EQUITY 060505104 11,275 187,830 SH DEFINED 1 187,830 BARNES & NOBLES INC COM EQUITY 067774109 57,860 1,470,400 SH DEFINED 3 1,410,100 60,300 BARRICK GOLD CORP. EQUITY 067901108 165 10,900 SH DEFINED 1 10,900 BAUSCH & LOMB EQUITY 071707103 58 1,600 SH DEFINED 1 1,600 BAXTER INTERNATIONAL INC. EQUITY 071813109 7,155 141,680 SH DEFINED 1 141,680 BAXTER INTERNATIONAL INC. EQUITY 071813109 20,262 413,500 SH DEFINED 2 413,500 BB&T CORPORATION EQUITY 054937107 411 11,200 SH DEFINED 1 11,200 BEA SYS INC EQUITY 073325102 3,955 128,800 SH DEFINED 2 128,800 BEAR STEARNS EQUITY 073902108 177 3,005 SH DEFINED 1 3,005 BEAZER HOMES USA INC COM EQUITY 07556Q105 5,352 84,300 SH DEFINED 3 84,300 Beckman Coulter Inc. EQUITY 075811109 1,224 30,000 SH DEFINED 4 30,000 BECTON DICKINSON & CO EQUITY 075887109 258 7,200 SH DEFINED 1 7,200 BED BATH AND BEYOND EQUITY 075896100 8,992 288,200 SH DEFINED 3 246,700 41,500 BED BATH AND BEYOND EQUITY 075896100 3,675 122,500 SH DEFINED 2 122,500 BED BATH AND BEYOND EQUITY 075896100 246 7,900 SH DEFINED 1 7,900 BEDFORD PPTY INVS INC COM PAR EQUITY 076446301 3,457 165,000 SH DEFINED 3 165,000 BELL CANADA INTERNATIONAL INC. EQUITY 077914109 434 40,000 SH DEFINED 1 40,000 BELLSOUTH CORP EQUITY 079860102 2,091 51,930 SH DEFINED 1 51,930 BEMIS CO. EQUITY 081437105 64 1,600 SH DEFINED 1 1,600 BEMIS CO. EQUITY 081437105 5,949 148,104 SH DEFINED 2 148,104 BERKSHIRE HATHAWAY INC DEL CL EQUITY 084670207 39 17 SH DEFINED 2 17 BEST BUY INC EQUITY 086516101 368 5,800 SH DEFINED 1 5,800

6 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ BIG LOTS INC EQUITY 089302103 41 3,000 SH DEFINED 1 3,000 BIOGEN EQUITY 090597105 223 4,100 SH DEFINED 1 4,100 BIOMET INC EQUITY 090613100 243 5,050 SH DEFINED 1 5,050 BIOMET INC EQUITY 090613100 9,064 188,600 SH DEFINED 2 188,600 BIOSITE DIAGNOSTICS COM EQUITY 090945106 4,449 99,300 SH DEFINED 3 99,300 BIOVAIL CORP EQUITY 09067J109 84,334 1,938,724 SH DEFINED 3 1,846,524 92,200 BIOVAIL CORP EQUITY 09067J109 3,041 69,900 SH DEFINED 2 69,900 BJ SVCS CO EQUITY 055482103 12,303 433,500 SH DEFINED 2 433,500 BJS WHOLESALE CLUB INC COM EQUITY 05548J106 26,271 493,257 SH DEFINED 3 463,857 29,400 BLACK & DECKER CORP EQUITY 091797100 87 2,200 SH DEFINED 1 2,200 BLACK HILLS CORP EQUITY 092113109 3,218 80,000 SH DEFINED 2 80,000 BMC SOFTWARE EQUITY 055921100 153 6,800 SH DEFINED 1 6,800 BOEING CO. EQUITY 097023105 219 3,945 SH DEFINED 2 3,945 BOEING CO. EQUITY 097023105 1,302 23,426 SH DEFINED 1 23,426 BOISE CASCADE CORP EQUITY 097383103 53 1,500 SH DEFINED 1 1,500 BOSTON PROPERTIES INC COM EQUITY 101121101 23,342 570,700 SH DEFINED 3 501,100 69,600 BOSTON SCIENTIFIC EQUITY 101137107 187 11,000 SH DEFINED 1 11,000 BP AMOCO PLC SPON ADR EQUITY 055622104 265 5,316 SH DEFINED 2 5,316 BRAODBASE SOFTWARE INC EQUITY 11130R100 8 4,067 SH DEFINED 1 4,067 BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 763 32,877 SH DEFINED 1 32,877 BRE PROPERTIES INC CL A EQUITY 05564E106 19,722 650,900 SH DEFINED 3 571,300 79,600 BRIGHT HORIZON FAMILY COM EQUITY 109195107 46,742 1,488,600 SH DEFINED 3 1,485,900 2,700 BRILLIANCE CHINA AUTO-SP ADR EQUITY 10949Q105 60 2,400 SH DEFINED 1 2,400 BRISTOL MYERS SQUIBB EQUITY 110122108 16,594 317,280 SH DEFINED 1 317,280 BRISTOL MYERS SQUIBB EQUITY 110122108 8,844 169,100 SH DEFINED 2 169,100 BRITISH AIRWAYS - SPONS ADR EQUITY 110419306 10,518 215,000 SH DEFINED 1 215,000 BROADCOM CORP Cl A EQUITY 111320107 295 6,900 SH DEFINED 1 6,900 BROADVISION INC EQUITY 111412102 38 7,500 SH DEFINED 1 7,500 BROADWING COMMUNICATIONS INC EQUITY 11161P205 10,890 11,000 SH DEFINED 2 11,000 BROCADE COMMUNICATIONS SYS EQUITY 111621108 135 3,080 SH DEFINED 1 3,080 BROCADE COMMUNICATIONS SYS EQUITY 111621108 11,437 260,000 SH DEFINED 2 260,000 BROWN AND BROWN EQUITY 115236101 9,154 218,000 SH DEFINED 1 218,000 BROWN FORMAN CORP EQUITY 115637209 4,744 74,189 SH DEFINED 2 74,189 BROWN FORMAN CORP EQUITY 115637209 128 2,000 SH DEFINED 1 2,000 BRUNSWICK CORP EQUITY 117043109 53 2,200 SH DEFINED 1 2,200 BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 327 10,910 SH DEFINED 1 10,910 BURLINGTON RESOURCES EQUITY 122014103 231 5,814 SH DEFINED 1 5,814 C MAC INDS INC EQUITY 125920108 1,320 50,100 SH DEFINED 2 50,100 C.R. BARD EQUITY 067383109 85 1,500 SH DEFINED 1 1,500 CABLETRON SYSTEMS INC EQUITY 126920107 12,341 540,100 SH DEFINED 3 422,500 117,600 CABLETRON SYSTEMS INC EQUITY 126920107 117 5,100 SH DEFINED 1 5,100 CABOT INDUSTRIAL TRUST COM EQUITY 127072106 4,095 195,000 SH DEFINED 3 195,000 CALPINE CORP EQUITY 131347106 17,437 461,300 SH DEFINED 2 461,300 CALPINE CORP EQUITY 131347106 318 8,400 SH DEFINED 1 8,400 CAMDEN PPTY TR SH BEN INT EQUITY 133131102 21,385 582,700 SH DEFINED 3 523,500 59,200 CAMINUS CORP COM EQUITY 133766105 8,612 319,300 SH DEFINED 3 319,300 CAMPBELL SOUP COMPANY EQUITY 134429109 291 11,300 SH DEFINED 1 11,300 CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 19,384 322,265 SH DEFINED 1 322,265 CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 20,508 341,800 SH DEFINED 2 341,800 CAPITOL TRANSAMERICA CORP EQUITY 140640103 1,640 107,700 SH DEFINED 1 107,700 CARDINAL HEALTH INC EQUITY 14149Y108 910 13,185 SH DEFINED 1 13,185 CARDINAL HEALTH INC EQUITY 14149Y108 14,663 212,500 SH DEFINED 2 212,500 CAREER ED CORP EQUITY 141665109 4,552 76,000 SH DEFINED 2 76,000 CARNIVAL CORP EQUITY 143658102 9,210 300,000 SH DEFINED 2 300,000 CARNIVAL CORP EQUITY 143658102 497 16,200 SH DEFINED 1 16,200 CARRAMERICA REALTY CORPORATION EQUITY 144418100 18,145 594,900 SH DEFINED 3 7,200 CARREKER ANTINORI INC COM EQUITY 144433109 14,491 674,000 SH DEFINED 3 662,500 11,500 CATELLUS DEVELOPMENT CORP EQUITY 149111106 8,889 509,400 SH DEFINED 3 442,600 66,800 CATERPILLAR INC EQUITY 149123101 5,342 106,732 SH DEFINED 2 106,732

7 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ CATERPILLAR INC. EQUITY 149123101 475 9,500 SH DEFINED 1 9,500 CCC INFORMATION SERVICE GROUP INC EQUITY 12487Q109 713 120,000 SH DEFINED 1 120,000 CELL THERAPEUTICS INC EQUITY 150934107 2,764 100,000 SH DEFINED 2 100,000 CENDANT CORP EQUITY 151313103 2,067 106,000 SH DEFINED 2 106,000 CENDANT CORP EQUITY 151313103 457 23,418 SH DEFINED 1 23,418 CENTERPOINT PPTYS TRUST EQUITY 151895109 4,980 99,200 SH DEFINED 3 87,100 12,100 CENTEX CORP EQUITY 152312104 69 1,700 SH DEFINED 1 1,700 CENTEX CORP EQUITY 152312104 27,506 675,000 SH DEFINED 3 627,700 47,300 CENTILLIUM COMMUNICATIONS INC EQUITY 152319109 28,916 1,168,800 SH DEFINED 3 1,151,100 17,700 CENTURYTEL INC EQUITY 156700106 118 3,900 SH DEFINED 1 3,900 CEPHALON INC EQUITY 156708109 9,165 130,000 SH DEFINED 2 130,000 CERNER CORP EQUITY 156782104 4,444 105,800 SH DEFINED 2 105,800 CHAMPION ENTERPRISES INC EQUITY 158496109 599 52,600 SH DEFINED 2 52,600 CHARLES RIV LABORATORIES INTL EQUITY 159864107 6,248 179,800 SH DEFINED 2 179,800 CHARTER ONE FINANCIAL, INC. EQUITY 160903100 182 5,710 SH DEFINED 1 5,710 CHARTER ONE FINANCIAL, INC. EQUITY 160903100 83,451 2,616,019 SH DEFINED 3 2,433,542 182,477 CHATEAU COMMUNITIES INC COM EQUITY 161726104 15,512 494,000 SH DEFINED 3 447,200 46,800 CHECK POINT SOFTWARE EQUITY M22465104 6,003 118,700 SH DEFINED 2 118,700 CHECK POINT SOFTWARE EQUITY M22465104 980 19,370 SH DEFINED 1 19,370 CHEESECAKE FACTORY INC COM EQUITY 163072101 22,502 795,136 SH DEFINED 3 778,237 16,899 CHEVRON CORPORATION EQUITY 166751107 1,611 17,800 SH DEFINED 1 17,800 20,410 CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 3,560 132,900 SH DEFINED 1 132,900 CHIRON CORP. EQUITY 170040109 265 5,200 SH DEFINED 1 5,200 CHRISTOPHER & BANKS CP COM EQUITY 171046105 6,678 204,837 SH DEFINED 3 204,837 CHUBB CORP EQUITY 171232101 3,160 40,815 SH DEFINED 1 40,815 CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 387 16,500 SH DEFINED 1 16,500 Cia de Minas Buenaventura - Spon ADR EQUITY 204448104 461 25,000 SH DEFINED 1 25,000 CIA PARANAENSE ENER-SP ADR EQUITY 20441B407 457 60,900 SH DEFINED 1 60,900 CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 694 44,700 SH DEFINED 1 44,700 CIA VALE DO RIO DOCE - SP ADR EQUITY 204412100 670 28,900 SH DEFINED 1 28,900 CIENA CORP EQUITY 171779101 49 1,300 SH DEFINED 1 1,300 CIENA CORP EQUITY 171779101 2,649 69,700 SH DEFINED 2 69,700 CIGNA CORP EQUITY 125509109 402 4,200 SH DEFINED 1 4,200 CINCINNATI FINANCIAL CORPORATION EQUITY 172062101 176 4,450 SH DEFINED 1 4,450 CINERGY CORP EQUITY 172474108 154 4,400 SH DEFINED 1 4,400 CINTAS CORP EQUITY 172908105 213 4,600 SH DEFINED 1 4,600 CIRCUIT CITY STORES-CIRCUIT CITY GROU EQUITY 172737108 101 5,600 SH DEFINED 1 5,600 CISCO SYSTEMS INC. EQUITY 17275R102 992 54,500 SH DEFINED 4 54,500 CISCO SYSTEMS INC. EQUITY 17275R102 19,267 1,058,600 SH DEFINED 2 1,058,600 CISCO SYSTEMS INC. EQUITY 17275R102 21,190 1,164,275 SH DEFINED 1 1,164,275 CITIGROUP INC EQUITY 172967101 102,953 2,035,080 SH DEFINED 1 2,035,080 CITIGROUP INC EQUITY 172967101 44,433 840,895 SH DEFINED 2 840,895 CITIZENS COMMUNICATIONS CO EQUITY 17453B101 92 7,600 SH DEFINED 1 7,600 CITRIX SYSTEMS INC EQUITY 177376100 181 5,200 SH DEFINED 1 5,200 CLAYTON HOMES INC EQUITY 184190106 597 38,000 SH DEFINED 2 38,000 CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 2,132 34,000 SH DEFINED 3 34,000 CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 1,016 16,200 SH DEFINED 1 16,200 CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 19,902 317,410 SH DEFINED 2 317,410 CLOROX CO EQUITY 189054109 5,002 147,784 SH DEFINED 2 147,784 CLOROX CO. EQUITY 189054109 220 6,500 SH DEFINED 1 6,500 CMS ENERGY CORP EQUITY 125896100 103 3,700 SH DEFINED 1 3,700 COACH INC COM EQUITY 189754104 27,263 716,500 SH DEFINED 3 702,500 14,000 COCA COLA CO EQUITY 191216100 24,599 546,650 SH DEFINED 1 546,650 COCA COLA CO EQUITY 191216100 1,850 41,100 SH DEFINED 2 41,100 COCA-COLA ENTERPRISES EQUITY 191219104 188 11,500 SH DEFINED 1 11,500 COCA-COLA FEMSA S.A.-SP ADR EQUITY 191241108 2,931 118,650 SH DEFINED 1 118,650 COLGATE-PALMOLIVE EQUITY 194162103 3,392 57,500 SH DEFINED 4 57,500 COLGATE-PALMOLIVE EQUITY 194162103 13,315 225,720 SH DEFINED 1 225,720 COMCAST CORP EQUITY 200300200 19,400 447,000 SH DEFINED 2 447,000

8 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COMCAST CORP EQUITY 200300200 1,124 25,900 SH DEFINED 1 25,900 COMERICA INC EQUITY 200340107 282 4,900 SH DEFINED 1 4,900 COMMUNITY HLTH SYS NEW COM EQUITY 203668108 77,544 2,628,600 SH DEFINED 3 2,503,700 124,900 COMPANHIA DE BEBIDAS-PR ADR EQUITY 20441W203 2,132 92,100 SH DEFINED 1 92,100 COMPAQ COMPUTER CORP EQUITY 204493100 715 46,644 SH DEFINED 1 46,644 COMPAQ COMPUTER CORP EQUITY 204493100 95 6,135 SH DEFINED 2 6,135 COMPUTER ASSOCIATES INT'L EQUITY 204912109 571 15,850 SH DEFINED 1 15,850 COMPUTER SCIENCES CORP EQUITY 205363104 361 10,440 SH DEFINED 1 10,440 COMPUWARE CORP EQUITY 205638109 141 10,100 SH DEFINED 1 10,100 Comverse Technology Inc. EQUITY 205862402 264 4,620 SH DEFINED 1 4,620 CONAGRA FOODS INC EQUITY 205887102 289 14,600 SH DEFINED 1 14,600 CONAGRA FOODS INC EQUITY 205887102 3,831 193,408 SH DEFINED 2 193,408 CONCEPTUS INC EQUITY 206016107 975 65,000 SH DEFINED 2 65,000 CONCORD EFS INC EQUITY 206197105 7,004 134,670 SH DEFINED 1 134,670 CONCORD EFS INC EQUITY 206197105 9,853 189,450 SH DEFINED 3 144,250 45,200 CONEXANT SYSTEMS INC EQUITY 207142100 59 6,600 SH DEFINED 1 6,600 CONOCO INC - CLASS A EQUITY 208251306 9,680 343,270 SH DEFINED 1 343,270 CONOCO INC - CLASS B EQUITY 208251405 2,023 70,000 SH DEFINED 4 70,000 CONOCO INC - CLASS B EQUITY 208251405 497 17,200 SH DEFINED 1 17,200 CONSECO INC. EQUITY 208464107 129 9,282 SH DEFINED 1 9,282 CONSOLIDATED EDISON INC EQUITY 209115104 258 6,470 SH DEFINED 1 6,470 CONSTELLATION BRANDS INC EQUITY 21036P108 6,150 150,000 SH DEFINED 2 150,000 CONSTELLATION ENERGY GROUP EQUITY 210371100 187 4,400 SH DEFINED 1 4,400 CONSTELLATION ENERGY GROUP EQUITY 210371100 5,138 120,600 SH DEFINED 2 120,600 CONVERGYS CORPORATION EQUITY 212485106 142 4,700 SH DEFINED 1 4,700 COOPER INDUSTRIES EQUITY 216669101 103 2,600 SH DEFINED 1 2,600 COOPER TIRE & RUBBER EQUITY 216831107 27 1,900 SH DEFINED 1 1,900 COORS (ADOLPH) - CL B EQUITY 217016104 1,255 25,000 SH DEFINED 4 25,000 COORS (ADOLPH) - CL B EQUITY 217016104 45 900 SH DEFINED 1 900 COPART INC EQUITY 217204106 3,803 130,000 SH DEFINED 2 130,000 COPART INC EQUITY 217204106 36,141 1,235,600 SH DEFINED 3 1,210,800 24,800 CORNING INC. EQUITY 219350105 546 32,650 SH DEFINED 1 32,650 CORPORATE EXEC BRD CO COM EQUITY 21988R102 40,753 970,300 SH DEFINED 3 954,100 16,200 COSTCO WHOLESALE CORPORATION EQUITY 22160K105 27,474 668,790 SH DEFINED 1 668,790 COSTCO WHOLESALE CORPORATION EQUITY 22160K105 4,145 100,900 SH DEFINED 2 100,900 COUNTRYWIDE CREDIT IND INC EQUITY 222372104 147 3,200 SH DEFINED 1 3,200 COUSINS PPTYS INC COM EQUITY 222795106 9,714 361,800 SH DEFINED 3 316,500 45,300 COVANTA ENERGY CORP EQUITY 22281N103 554 30,000 SH DEFINED 2 30,000 CRANE CO EQUITY 224399105 52 1,675 SH DEFINED 1 1,675 CREDITCORP LTD EQUITY G2519Y108 940 112,621 SH DEFINED 1 112,621 CROWN CASTLE INTERNATIONAL EQUITY 228227104 12,034 733,762 SH DEFINED 1 733,762 CSC HLDGS INC EQUITY 126304401 15,466 144,880 SH DEFINED 2 144,880 CSG SYS INTL INC COM EQUITY 126349109 76,255 1,314,747 SH DEFINED 3 1,244,947 69,800 CSX CORP EQUITY 126408103 217 6,000 SH DEFINED 1 6,000 CUMMINS INC EQUITY 231021106 50 1,300 SH DEFINED 1 1,300 CUMMINS INC EQUITY 231021106 2,516 65,000 SH DEFINED 2 65,000 CURAGEN CORP EQUITY 23126R101 7,458 204,900 SH DEFINED 2 204,900 CVS CORPORATION EQUITY 126650100 1,351 35,000 SH DEFINED 4 35,000 CVS CORPORATION EQUITY 126650100 17,707 458,735 SH DEFINED 1 458,735 D + K HEALTHCARE RES INC EQUITY 232861104 247 7,200 SH DEFINED 2 7,200 D R HORTON INC COM EQUITY 23331A109 10,984 483,878 SH DEFINED 3 392,402 91,476 DANA CORP EQUITY 235811106 92 3,921 SH DEFINED 1 3,921 DANA CORP EQUITY 235811106 7,915 339,100 SH DEFINED 2 339,100 DANAHER CORP EQUITY 235851102 224 4,000 SH DEFINED 1 4,000 DARDEN RESTAURANTS INC EQUITY 237194105 86 3,100 SH DEFINED 1 3,100 DARDEN RESTAURANTS INC EQUITY 237194105 5,789 207,500 SH DEFINED 2 207,500 DEERE & CO EQUITY 244199105 246 6,500 SH DEFINED 1 6,500 DEERE & CO EQUITY 244199105 98 2,590 SH DEFINED 2 2,590 DELIAS CORP EQUITY 24688Q101 2,400 300,000 SH DEFINED 2 300,000

9 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ DELL COMPUTER CORP COM EQUITY 247025109 1,527 58,400 SH DEFINED 3 58,400 DELL COMPUTER CORP. EQUITY 247025109 13,261 507,100 SH DEFINED 1 507,100 DELTA AIRLINES INC. EQUITY 247361108 154 3,500 SH DEFINED 1 3,500 DELUXE CHECK PRINTERS EQUITY 248019101 58 2,000 SH DEFINED 1 2,000 DENTSPLY INTL INC NEW EQUITY 249030107 7,131 160,800 SH DEFINED 2 160,800 DEPPHI AUTOMOTIVE SYSTEMS EQUITY 247126105 243 15,258 SH DEFINED 1 15,258 DETROIT EDISON CO EQUITY 233331107 7,361 158,500 SH DEFINED 1 158,500 DETROIT EDISON CO EQUITY 233331107 8,127 130,000 SH DEFINED 4 130,000 Deutsche Telekom AG ADR EQUITY 251566105 319 14,200 SH DEFINED 1 14,200 DEVELOPERS DIVERS REALTY CRP EQUITY 251591103 3,193 173,700 SH DEFINED 1 173,700 DEVELOPERS DIVERS REALTY CRP EQUITY 251591103 7,767 422,600 SH DEFINED 3 389,800 32,800 DEVON ENERGY CORP EQUITY 25179M103 1,336 25,452 SH DEFINED 1 25,452 DEVON ENERGY CORP EQUITY 25179m103 37,643 717,018 SH DEFINED 3 701,418 15,600 DEVON ENERGY CORP EQUITY 25179M103 19,131 364,400 SH DEFINED 2 364,400 DEVRY INC DEL COM EQUITY 251893103 42,081 1,165,036 SH DEFINED 3 1,130,236 34,800 DIAMOND OFFSHORE DRILLING INC EQUITY 25271C102 8,735 264,300 SH DEFINED 2 264,300 DIGITAL LIGHTWAVE INC COM EQUITY 253855100 27,369 740,500 SH DEFINED 3 726,300 14,200 DILLARDS INC - CL A EQUITY 254067101 37 2,400 SH DEFINED 1 2,400 DISTRIBUCION Y SERVICIO ADR EQUITY 254753106 503 34,000 SH DEFINED 1 34,000 DIVERSA CORP EQUITY 255064107 4,103 54,713 SH DEFINED 1 54,713 DOCENT INC EQUITY 25608L106 210 21,000 SH DEFINED 1 21,000 DOLLAR GENERAL EQUITY 256669102 178 9,115 SH DEFINED 1 9,115 DOLLAR TREE STORES INC EQUITY 256747106 43,614 1,566,600 SH DEFINED 1 1,566,600 DOMINION RESOURCES INC EQUITY 25746U109 7,817 130,000 SH DEFINED 4 130,000 DOMINION RESOURCES INC EQUITY 25746U109 10,222 170,000 SH DEFINED 2 170,000 DOMINION RESOURCES INC EQUITY 25746U109 413 6,873 SH DEFINED 1 6,873 DOVER CORP. EQUITY 260003108 211 5,600 SH DEFINED 1 5,600 DOW CHEMICAL CORP EQUITY 260543103 1,164 35,000 SH DEFINED 4 35,000 DOW CHEMICAL CORP EQUITY 260543103 964 29,000 SH DEFINED 3 29,000 DOW CHEMICAL CORP EQUITY 260543103 828 24,903 SH DEFINED 1 24,903 DOW JONES & CO. EQUITY 260561105 432 7,230 SH DEFINED 1 7,230 DSP GROUP, INC. EQUITY 23332B106 849 39,600 SH DEFINED 1 39,600 DU PONT E.I. DE NEMOURS EQUITY 263534109 4,958 102,775 SH DEFINED 2 102,775 DU PONT E.I. DE NEMOURS EQUITY 263534109 1,539 31,900 SH DEFINED 1 31,900 DUANE READE INC COM EQUITY 263578106 19,126 588,500 SH DEFINED 3 578,600 9,900 DUKE ENERGY CORP EQUITY 264399106 832 21,332 SH DEFINED 1 21,332 DUKE REALTY CORP EQUITY 264411505 17,649 710,230 SH DEFINED 3 8,700 DURATEK INC EQUITY 26658Q102 1,127 230,000 SH DEFINED 1 230,000 DYNEGY INC EQUITY 26816Q101 410 9,000 SH DEFINED 1 9,000 DYNEGY INC EQUITY 26816Q101 5,515 118,600 SH DEFINED 2 118,600 E M C CORP MASS EQUITY 268648102 6,560 225,810 SH DEFINED 2 225,810 EARTHWATCH INC EQUITY 270324601 2 249,160 SH DEFINED 2 249,160 EASTMAN CHEM CO EQUITY 277432100 2,439 51,200 SH DEFINED 2 51,200 EASTMAN CHEM CO EQUITY 277432100 100 2,100 SH DEFINED 1 2,100 EASTMAN KODAK EQUITY 277461109 383 8,200 SH DEFINED 1 8,200 EASTMAN KODAK EQUITY 277461109 5,903 126,457 SH DEFINED 2 126,457 EATON CORP EQUITY 278058102 140 2,000 SH DEFINED 1 2,000 EATON VANCE CORP EQUITY 278265103 6,595 189,500 SH DEFINED 2 189,500 EBAY INC EQUITY 278642103 5,082 74,200 SH DEFINED 2 74,200 ECHOSTAR COMMUNICATIONS CORP N EQUITY 278762109 28,611 882,500 SH DEFINED 2 882,500 ECOLAB INC EQUITY 278865100 143 3,500 SH DEFINED 1 3,500 EDISON INTERNATIONAL EQUITY 281020107 99 8,900 SH DEFINED 1 8,900 EDISON SCHOOLS INC CL A EQUITY 281033100 22,623 990,500 SH DEFINED 3 970,700 19,800 EDUCATION MGMT CORP COM EQUITY 28139T101 33,982 848,500 SH DEFINED 3 838,800 9,700 EL PASO CORP EQUITY 28336L109 7,445 141,700 SH DEFINED 2 141,700 EL PASO CORP EQUITY 28336L109 741 14,103 SH DEFINED 1 14,103 ELAN CORP PLC - B WARRANTS EQUITY 284131802 12,800 200,000 SH DEFINED 1 200,000 ELAN CORP PLC -WTS CL-A ADR EQUITY 284131703 17,420 200,000 SH DEFINED 1 200,000 ELAN PLC EQUITY 284131208 10,675 175,000 SH DEFINED 1 175,000

10 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ ELAN PLC EQUITY 284131208 1,220 20,000 SH DEFINED 2 20,000 ELECTRONIC ARTS EQUITY 285512109 36,269 626,400 SH DEFINED 2 626,400 ELECTRONIC DATA SYSTEMS EQUITY 285661104 961 15,370 SH DEFINED 1 15,370 ELECTRONICS BOUTQ HLDG COM EQUITY 286045109 6,350 200,000 SH DEFINED 3 200,000 ELI LILLY AND COMPANY EQUITY 532457108 2,412 32,600 SH DEFINED 1 32,600 ELIZABETH ARDEN INC EQUITY 28660G106 3,186 130,500 SH DEFINED 2 130,500 Embotelladora Andina -ADR 'B' EQUITY 29081P303 416 38,300 SH DEFINED 1 38,300 EMBRAER AIRCRAFT CORP ADR EQUITY 29081M102 1,262 32,310 SH DEFINED 1 32,310 EMBRAER AIRCRAFT CORP ADR EQUITY 29081M102 7,888 202,000 SH DEFINED 2 202,000 EMBRATEL PARTICIPACOES - ADR EQUITY 29081N100 471 63,000 SH DEFINED 1 63,000 EMC CORPORATION EQUITY 268648102 1,609 55,000 SH DEFINED 4 55,000 EMC CORPORATION EQUITY 268648102 13,175 450,430 SH DEFINED 1 450,430 EMERSON ELEC CO EQUITY 291011104 3,844 63,534 SH DEFINED 2 63,534 EMERSON ELEC CO EQUITY 291011104 3,025 50,000 SH DEFINED 4 50,000 EMERSON ELECTRIC EQUITY 291011104 5,646 93,320 SH DEFINED 1 93,320 EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 921 81,892 SH DEFINED 1 81,892 Endesa - Sponsored ADR USD6.16 EQUITY 29258N107 92 5,800 SH DEFINED 1 5,800 ENERGY EAST CORP EQUITY 29266M109 1,069 51,100 SH DEFINED 2 51,100 ENERGY PARTNERS LTD EQUITY 29270U105 4,777 356,200 SH DEFINED 3 356,200 ENERGY PARTNERS LTD EQUITY 29270U105 2,241 167,100 SH DEFINED 2 167,100 ENERSIS SA ADR EQUITY 29274F104 940 54,082 SH DEFINED 1 54,082 ENGELHARD CORP EQUITY 292845104 95 3,700 SH DEFINED 1 3,700 ENGELHARD CORP EQUITY 292845104 7,742 300,200 SH DEFINED 3 260,200 40,000 ENRON CORP EQUITY 293561106 1,011 20,600 SH DEFINED 1 20,600 ENTERGY CORP EQUITY 29364G103 234 6,100 SH DEFINED 1 6,100 ENTRADE INC EQUITY 29382L993 84 156,250 SH DEFINED 2 156,250 ENZON INC EQUITY 293904108 4,688 75,000 SH DEFINED 2 75,000 EOG RESOURCES INC EQUITY 26875P101 117 3,300 SH DEFINED 1 3,300 EQUIFAX INC. EQUITY 294429105 147 4,000 SH DEFINED 1 4,000 EQUITY OFFICE PPTYS TR EQUITY 294741103 3,068 97,000 SH DEFINED 2 97,000 EQUITY OFFICE PPTYS TR EQUITY 294741103 57,907 1,830,752 SH DEFINED 3 1,621,979 208,773 EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 11,071 350,000 SH DEFINED 1 350,000 EQUITY RESIDENTIAL PPTYS TR EQUITY 29476L107 54,073 956,200 SH DEFINED 3 846,800 109,400 EQUITY RESIDENTIAL PPTYS TR EQUITY 29476L107 3,676 65,000 SH DEFINED 2 65,000 ESPERION THERAPEUTICS COM EQUITY 29664R106 2,268 211,000 SH DEFINED 3 211,000 ESSEX PPTY TR INC COM EQUITY 297178105 9,915 200,100 SH DEFINED 3 175,500 24,600 EVEREST RE GROUP LTD EQUITY G3223R108 18,721 250,280 SH DEFINED 1 250,280 EVEREST RE GROUP LTD EQUITY G3223R108 90,889 1,215,100 SH DEFINED 3 1,151,500 63,600 EVOLVE SOFTWARE INC. EQUITY 30049P104 694 1,239,564 SH DEFINED 1 1,239,564 EXAR CORP COM EQUITY 300645108 16,187 819,200 SH DEFINED 3 803,100 16,100 EXELIXIS INC EQUITY 30161Q104 1,328 70,000 SH DEFINED 2 70,000 EXELON CORP EQUITY 30161N101 5,514 86,000 SH DEFINED 2 86,000 EXELON CORP EQUITY 30161N101 574 8,949 SH DEFINED 1 8,949 EXXON MOBIL CORP EQUITY 30231G102 15,785 180,711 SH DEFINED 2 180,711 EXXON MOBIL CORP EQUITY 30231G102 37,609 430,552 SH DEFINED 1 430,552 EXXON MOBIL CORP EQUITY 30231G102 2,659 30,446 SH DEFINED 4 30,446 FEDERAL HOME LOAN MTG CORP. EQUITY 313400301 27,665 406,540 SH DEFINED 1 406,540 FEDERAL NATL MTG ASSN EQUITY 313586109 2,560 30,080 SH DEFINED 1 30,080 FEDERAL NATL MTG ASSN EQUITY 313586109 5 400 SH DEFINED 1 400 FEDERATED DEPARTMENT STORES EQUITY 31410H101 234 5,500 SH DEFINED 1 5,500 FEDERATED INVS INC PA EQUITY 314211103 4,186 130,000 SH DEFINED 2 130,000 FEDEX CORPORATION EQUITY 31428X106 328 8,160 SH DEFINED 1 8,160 FIFTH THIRD BANK EQUITY 316773100 959 15,968 SH DEFINED 1 15,968 FINANCIAL FED CORP COM EQUITY 317492106 7,353 254,000 SH DEFINED 3 254,000 FIRST AMERICAN CORP EQUITY 318522307 1,894 100,000 SH DEFINED 2 100,000 FIRST DATA CORP EQUITY 319963104 792 12,310 SH DEFINED 1 12,310 FIRST HORIZON PHARMACE COM EQUITY 32051K106 5,617 175,000 SH DEFINED 3 175,000 FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 8,263 257,100 SH DEFINED 3 226,400 30,700 FIRST UNION CORP EQUITY 337358105 953 27,266 SH DEFINED 1 27,266

11 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ FIRSTENERGY CORPORATION EQUITY 337932107 196 6,100 SH DEFINED 1 6,100 FIRSTMERIT CORP COM EQUITY 337915102 31,910 1,208,700 SH DEFINED 3 1,185,100 23,600 FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 5,453 241,300 SH DEFINED 3 241,300 FISERV INC EQUITY 337738108 224 3,500 SH DEFINED 1 3,500 FISERV INC EQUITY 337738108 30,007 469,000 SH DEFINED 3 406,075 62,925 FLEETBOSTON FINANCIAL CORP EQUITY 339030108 1,381 35,000 SH DEFINED 4 35,000 FLEETBOSTON FINANCIAL CORP EQUITY 339030108 1,185 30,035 SH DEFINED 1 30,035 FLEETBOSTON FINANCIAL CORP EQUITY 339030108 18,975 481,000 SH DEFINED 2 481,000 FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 3,969 152,000 SH DEFINED 2 152,000 FLOWSERVE CORP EQUITY 34354P105 3,075 100,000 SH DEFINED 2 100,000 FLUOR CORP (NEW) EQUITY 343412102 95 2,100 SH DEFINED 1 2,100 FMC CORP EQUITY 302491303 62 900 SH DEFINED 1 900 FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 479 11,200 SH DEFINED 1 11,200 FORD MOTOR COMPANY EQUITY 345370860 1,243 50,627 SH DEFINED 1 50,627 FORD MOTOR COMPANY EQUITY 345370860 2,639 107,478 SH DEFINED 2 107,478 FOREST LABS INC EQUITY 345838106 341 4,800 SH DEFINED 1 4,800 FOREST LABS INC EQUITY 345838106 8,243 116,100 SH DEFINED 2 116,100 FORTUNE BRANDS INC EQUITY 349631101 157 4,100 SH DEFINED 1 4,100 FOX ENTMT GROUP INC EQUITY 35138T107 15,981 572,800 SH DEFINED 2 572,800 FPL GROUP INC EQUITY 302571104 301 5,000 SH DEFINED 1 5,000 FRANKLIN RES INC EQUITY 354613101 330 7,200 SH DEFINED 1 7,200 FREEPORT-MCMORAN COPPER & GOLD EQUITY 35671D857 40 3,600 SH DEFINED 1 3,600 FRONTLINE LTD EQUITY 556105906 958 55,889 SH DEFINED 2 55,889 FURNITURE BRANDS INTL COM EQUITY 360921100 13,387 478,100 SH DEFINED 3 464,000 14,100 FUTURELINK CORP EQUITY 36114Q307 14 14,556 SH DEFINED 2 14,556 GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 674 22,500 SH DEFINED 3 22,500 GALEN HOLDINGS - ADR EQUITY 363240102 9,353 198,575 SH DEFINED 1 198,575 Gallagher (AJ) EQUITY 363576109 1,300 50,000 SH DEFINED 4 50,000 GANNETT PUBLISHING EQUITY 364730101 481 7,300 SH DEFINED 1 7,300 GAP INC EQUITY 364760108 686 23,650 SH DEFINED 1 23,650 GAP INC EQUITY 364760108 151 5,210 SH DEFINED 2 5,210 GATEWAY INC EQUITY 367626108 146 8,900 SH DEFINED 1 8,900 GATX EQUITY 361448103 4,018 100,200 SH DEFINED 2 100,200 GEMSTAR-TV GUIDE INTL INC EQUITY 36866W106 10,254 240,710 SH DEFINED 1 240,710 GENE LOGIC EQUITY 368689105 24 1,100 SH DEFINED 2 1,100 GENENTECH INC EQUITY 368710406 50 900 SH DEFINED 1 900 GENENTECH INC EQUITY 368710406 9,319 169,125 SH DEFINED 2 169,125 GENERAL DYNAMICS CORP EQUITY 369550108 2,646 34,000 SH DEFINED 4 34,000 GENERAL DYNAMICS CORP EQUITY 369550108 477 6,130 SH DEFINED 1 6,130 GENERAL DYNAMICS CORP COM EQUITY 369550108 3,112 40,000 SH DEFINED 3 40,000 GENERAL ELEC CO EQUITY 369604103 5,519 113,207 SH DEFINED 3 113,207 GENERAL ELEC CO EQUITY 369604103 70,467 1,445,485 SH DEFINED 2 1,445,485 GENERAL ELEC CO EQUITY 369604103 4,144 85,000 SH DEFINED 4 85,000 GENERAL ELECTRIC EQUITY 369604103 56,378 1,156,470 SH DEFINED 1 1,156,470 GENERAL GROWTH PPTYS EQUITY 370021107 26,788 680,600 SH DEFINED 3 37,400 GENERAL MILLS INC EQUITY 370334104 346 7,900 SH DEFINED 1 7,900 GENERAL MTRS CORP EQUITY 370442105 978 15,200 SH DEFINED 1 15,200 GENERAL MTRS CORP EQUITY 370442105 28,840 448,180 SH DEFINED 2 448,180 GENERAL MTRS CORP EQUITY 370442832 11,472 566,500 SH DEFINED 2 566,500 GENERAL PUBLIC UTILITY EQUITY 36225X100 650 20,000 SH DEFINED 4 20,000 GENERAL PUBLIC UTILITY EQUITY 36225X100 3,410 97,000 SH DEFINED 1 97,000 GENESCO INC COM EQUITY 371532102 22,898 681,500 SH DEFINED 3 681,500 GENOMIC SOLUTIONS EQUITY 37243R208 315 65,000 SH DEFINED 2 65,000 GENUINE PARTS CO EQUITY 372460105 6,134 194,734 SH DEFINED 2 194,734 GENUINE PARTS CO. EQUITY 372460105 150 4,750 SH DEFINED 1 4,750 GENVEC INC EQUITY 37246C109 585 201,100 SH DEFINED 2 201,100 GENZYME CORP EQUITY 372917104 6,759 110,800 SH DEFINED 2 110,800 GENZYME CORP EQUITY 372917708 13 1,608 SH DEFINED 2 1,608 GEORGIA PAC CORP EQUITY 373298108 27,541 813,625 SH DEFINED 2 813,625

12 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ GEORGIA PAC CORP EQUITY 373298108 213 6,291 SH DEFINED 1 6,291 GILEAD SCIENCES INC EQUITY 375558103 4,073 70,000 SH DEFINED 2 70,000 GILLETTE CO EQUITY 375766102 896 30,900 SH DEFINED 1 30,900 GLAXO PLC EQUITY 37733W105 118 2,100 SH DEFINED 2 2,100 GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 1,088 60,800 SH DEFINED 4 60,800 GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 6,607 369,100 SH DEFINED 3 331,900 37,200 GLOBAL CROSSING LTD EQUITY G3921A100 213 24,615 SH DEFINED 1 24,615 GLOBAL CROSSING LTD EQUITY G3921A134 1,121 9,750 SH DEFINED 2 9,750 GLOBAL CROSSING LTD EQUITY 37932J301 766 8,000 SH DEFINED 2 8,000 GLOBAL INDUSTRIES INC EQUITY 379336100 478 38,300 SH DEFINED 2 38,300 GLOBAL MARINE INC EQUITY 379352404 7,482 401,600 SH DEFINED 2 401,600 GLOBAL PWR EQUIP GROUP INC EQUITY 37941P108 59 2,000 SH DEFINED 2 2,000 Golden Telecom Inc USD0.01 EQUITY 38122G107 35 2,500 SH DEFINED 1 2,500 GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 289 4,500 SH DEFINED 1 4,500 GOLDMAN SACHS GROUP INC EQUITY 38141G104 27,999 326,330 SH DEFINED 1 326,330 GOODRICH CORPORATION EQUITY 382388106 110 2,900 SH DEFINED 1 2,900 GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 120 4,300 SH DEFINED 1 4,300 GRAINGER W W INC EQUITY 384802104 107 2,600 SH DEFINED 1 2,600 GRAINGER W W INC EQUITY 384802104 5,811 141,174 SH DEFINED 2 141,174 GRANT PRIDE INC EQUITY 38821G101 4,655 266,135 SH DEFINED 2 266,135 GREAT LAKES CHEMICAL CORP EQUITY 390568103 46 1,500 SH DEFINED 1 1,500 GREY WOLF INC COM EQUITY 397888108 4,093 1,023,300 SH DEFINED 3 1,023,300 GRUPO AEROPORTUARIO SUR ADR EQUITY 40051E202 2,272 121,500 SH DEFINED 1 121,500 GRUPO IUSACELL-ADR V EQUITY 40050B100 1,030 149,000 SH DEFINED 1 149,000 Grupo Televisa S.A. GDR (ADR) EQUITY 40049J206 1,720 43,000 SH DEFINED 1 43,000 GT GROUP TELECOM INC. EQUITY 362359408 210 35,000 SH DEFINED 1 35,000 GUIDANT CORP EQUITY 401698105 302 8,400 SH DEFINED 1 8,400 H & R BLOCK EQUITY 093671105 192 2,970 SH DEFINED 1 2,970 H&CB ADR EQUITY 404008203 1,081 97,532 SH DEFINED 1 97,532 HALLIBURTON COMPANY EQUITY 406216101 427 12,000 SH DEFINED 1 12,000 HALLIBURTON COMPANY EQUITY 406216101 302 8,480 SH DEFINED 2 8,480 HANOVER COMPRESSOR CO EQUITY 410768105 12,882 389,300 SH DEFINED 3 380,600 8,700 HARLEY DAVIDSON INC EQUITY 412822108 395 8,400 SH DEFINED 1 8,400 HARLEYSVILLE GROUP INC COM EQUITY 412824104 15,178 510,200 SH DEFINED 3 510,200 HARRAH'S ENTERTAINMENT EQUITY 413619107 109 3,100 SH DEFINED 1 3,100 HARTFORD FINANCIAL SERVICES GROUP, IN EQUITY 416515104 1,129 16,500 SH DEFINED 1 16,500 HARVARD BIOSCIENCE INC COM EQUITY 416906105 6,303 571,400 SH DEFINED 3 571,400 HASBRO INC. EQUITY 418056107 69 4,750 SH DEFINED 1 4,750 HCA INC EQUITY 404119109 673 14,900 SH DEFINED 1 14,900 HCA INC EQUITY 404119109 2,034 45,000 SH DEFINED 4 45,000 HEALTH CARE PPTY INVS INC EQUITY 421915109 13,808 401,400 SH DEFINED 3 351,000 50,400 HEALTH CARE PPTY INVS INC EQUITY 421915109 1,582 46,000 SH DEFINED 2 46,000 HEALTH CARE REIT INC EQUITY 42217K106 4,824 203,100 SH DEFINED 1 203,100 HEALTH CARE REIT INC EQUITY 42217K106 11,756 495,000 SH DEFINED 3 451,400 43,600 HEALTHCARE RLTY TR COM EQUITY 421946104 7,238 275,200 SH DEFINED 3 241,000 34,200 HEALTHSOUTH CORPORATION EQUITY 421924101 169 10,600 SH DEFINED 1 10,600 HEALTHSOUTH REHABILITN COM EQUITY 421924101 17,669 1,106,400 SH DEFINED 3 899,100 207,300 HEINZ H.J. EQUITY 423074103 393 9,600 SH DEFINED 1 9,600 Hellenic Telecommunications Org ADR EQUITY 423325307 77 12,000 SH DEFINED 1 12,000 HENRY JACK & ASSOC INC COM EQUITY 426281101 21,489 693,200 SH DEFINED 3 678,800 14,400 HERCULES INC EQUITY 427056106 33 2,900 SH DEFINED 1 2,900 HERSHEY FOODS CORP EQUITY 427866108 926 15,000 SH DEFINED 4 15,000 HERSHEY FOODS CORP EQUITY 427866108 241 3,900 SH DEFINED 1 3,900 HEWLETT-PACKARD COMPANY EQUITY 428236103 1,880 65,750 SH DEFINED 1 65,750 HIBERNIA CORP EQUITY 428656102 7,903 444,000 SH DEFINED 2 444,000 HIGHWOODS PPTYS INC COM EQUITY 431284108 13,911 522,000 SH DEFINED 3 445,800 76,200 HILTON HOTELS EQUITY 432848109 116 10,000 SH DEFINED 1 10,000 HISPANIC BROADCASTING EQUITY 43357b104 26,857 936,102 SH DEFINED 3 885,602 50,500 HOME DEPOT INC EQUITY 437076102 3,007 64,600 SH DEFINED 1 64,600

13 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ HOME DEPOT INC EQUITY 437076102 10,231 219,794 SH DEFINED 2 219,794 HOME PPTYS N Y INC COM EQUITY 437306103 14,550 483,400 SH DEFINED 3 441,400 42,000 HOMESTAKE MINING EQUITY 437614100 58 7,300 SH DEFINED 1 7,300 HONEYWELL INTERNATIONAL INC EQUITY 438516106 27,930 798,239 SH DEFINED 1 798,239 HORACE MANN EDUCATORS CORP EQUITY 440327104 1,485 68,900 SH DEFINED 1 68,900 HORIZON PCS INC EQUITY 44043U118 40 2,000 SH DEFINED 2 2,000 HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 5,267 184,800 SH DEFINED 1 184,800 HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 188 6,600 SH DEFINED 4 6,600 HOST MARRIOTT CORP COM EQUITY 44107p104 20,173 1,611,300 SH DEFINED 3 1,372,900 238,400 HOUSEHOLD INTL EQUITY 441815107 863 12,933 SH DEFINED 1 12,933 HOUSEHOLD INTL EQUITY 441815107 3,335 50,000 SH DEFINED 3 50,000 HOUSEHOLD INTL EQUITY 441815107 4,802 72,000 SH DEFINED 2 72,000 HUMAN GENOME SCIENCES INC EQUITY 444903108 19,611 325,500 SH DEFINED 2 325,500 HUMANA CORP EQUITY 444859102 46 4,700 SH DEFINED 1 4,700 HUNTINGTON BANCSHARES EQUITY 446150104 111 7,084 SH DEFINED 1 7,084 ICICI LTD EQUITY 44926P202 3,431 372,900 SH DEFINED 1 372,900 IDEC PHARMACEUTICALS CORP EQUITY 449370105 10,621 156,900 SH DEFINED 3 131,500 25,400 IDEC PHARMACEUTICALS CORP EQUITY 449370105 18,547 274,000 SH DEFINED 2 274,000 IDEC PHARMACEUTICALS CORP EQUITY 449370105 68 1,000 SH DEFINED 1 1,000 ILLINOIS TOOL WORKS EQUITY 452308109 2,310 36,500 SH DEFINED 3 36,500 ILLINOIS TOOL WORKS EQUITY 452308109 538 8,500 SH DEFINED 1 8,500 ILLINOIS TOOL WORKS EQUITY 452308109 1,583 25,000 SH DEFINED 4 25,000 ILLUMINET HLDGS INC COM EQUITY 452334105 2,359 75,000 SH DEFINED 3 75,000 IMAGEX.COM INC EQUITY 45244D102 989 791,393 SH DEFINED 1 791,393 Imclone Systems EQUITY 45245W109 528 10,000 SH DEFINED 4 10,000 IMS HEALTH INC EQUITY 449934108 7,439 261,000 SH DEFINED 2 261,000 IMS HEALTH INC. EQUITY 449934108 231 8,100 SH DEFINED 1 8,100 INCO LTD EQUITY 453258402 86 5,000 SH DEFINED 1 5,000 INGERSOLL-RAND EQUITY 456866102 185 4,500 SH DEFINED 1 4,500 INNKEEPERS USA TR COM EQUITY 4576J0104 522 43,600 SH DEFINED 3 43,600 INNOVATIVE SOLTNS&SUPP COM EQUITY 45769N105 2,520 175,000 SH DEFINED 3 175,000 INSTINET GROUP INC EQUITY 457750107 1,797 96,400 SH DEFINED 2 96,400 INSTINET GROUP INC EQUITY 457750107 1,398 75,000 SH DEFINED 3 75,000 INSURANCE AUTO AUCTIONS EQUITY 457875102 1,700 100,000 SH DEFINED 1 100,000 INSWEB CORPORATION EQUITY 45809K103 43 55,165 SH DEFINED 1 55,165 INTEGRATED DEVICE TECHNOLOGY EQUITY 458118106 4,754 150,000 SH DEFINED 2 150,000 INTEL CORP EQUITY 458140100 614 21,000 SH DEFINED 4 21,000 INTEL CORP EQUITY 458140100 32,395 1,107,510 SH DEFINED 1 1,107,510 INTEL CORP EQUITY 458140100 22,296 762,250 SH DEFINED 2 762,250 INTEL CORP EQUITY 458140100 2,486 85,000 SH DEFINED 3 85,000 INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 34,176 302,445 SH DEFINED 1 302,445 INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 35,070 310,355 SH DEFINED 2 310,355 INTERNATIONAL FLAVORS & FRAGRANCES EQUITY 459506101 68 2,700 SH DEFINED 1 2,700 INTERNATIONAL PAPER CO EQUITY 460146103 480 13,441 SH DEFINED 1 13,441 INTERNATIONAL PAPER CO EQUITY 460146103 4,327 121,194 SH DEFINED 2 121,194 INTERNATIONAL SPEEDWAY CORP EQUITY 460335201 6,061 144,300 SH DEFINED 2 144,300 INTERNATIONAL WIRELESS COMN EQUITY 46058G504 42 423,014 SH DEFINED 2 423,014 INTERNATL RECTIFIER CP COM EQUITY 460254105 9,074 266,100 SH DEFINED 3 213,600 52,500 INTERPUBLIC GROUP COS EQUITY 460690100 294 10,000 SH DEFINED 1 10,000 INTROGEN THERAPEUTICS INC EQUITY 46119F107 359 75,000 SH DEFINED 2 75,000 INTUIT INCORPORATION EQUITY 461202103 880 22,000 SH DEFINED 4 22,000 INTUIT INCORPORATION EQUITY 461202103 228 5,700 SH DEFINED 1 5,700 INVITROGEN CORP COM EQUITY 46185r100 91,443 1,273,584 SH DEFINED 3 1,202,584 71,000 IONA TECHNOLOGIES PLC SPONSORE EQUITY 46206P109 15,003 389,700 SH DEFINED 3 382,300 7,400 IPC Holdings Ltd EQUITY G4933P101 144,326 6,100,000 SH DEFINED 1 6,100,000 IRON MTN INC DEL COM EQUITY 462846106 89,887 2,004,617 SH DEFINED 3 1,908,017 96,600 ISTAR FINANCIAL INC EQUITY 45031U101 4,656 165,100 SH DEFINED 1 165,100 ITT INDUSTRIES EQUITY 450911102 111 2,500 SH DEFINED 1 2,500 J JILL GROUP INC EQUITY 466189107 7,081 349,700 SH DEFINED 2 349,700

14 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ J P MORGAN CHASE + CO EQUITY 46625H100 25,143 563,752 SH DEFINED 2 563,752 J.C. PENNEY & CO. EQUITY 708160106 211 8,000 SH DEFINED 1 8,000 JABIL CIRCUIT INC EQUITY 466313103 167 5,400 SH DEFINED 1 5,400 JACOBS ENGR GROUP INC EQUITY 469814107 4,044 62,000 SH DEFINED 2 62,000 JDS UNIPHASE CORP EQUITY 46612J101 3,012 240,970 SH DEFINED 1 240,970 JEFFERSON PILOT EQUITY 475070108 205 4,250 SH DEFINED 1 4,250 JOHN HANCOCK FINANCIAL SRVCS EQUITY 41014S106 342 8,500 SH DEFINED 1 8,500 JOHN HANCOCK FINANCIAL SRVCS EQUITY 41014S106 4,348 108,000 SH DEFINED 2 108,000 JOHNSON & JOHNSON EQUITY 478160104 18,520 370,404 SH DEFINED 1 370,404 JOHNSON & JOHNSON EQUITY 478160104 43,295 865,902 SH DEFINED 2 865,902 JOHNSON & JOHNSON EQUITY 478160104 490 98,000 SH DEFINED 4 98,000 JOHNSON CONTROLS INC EQUITY 478366107 181 2,500 SH DEFINED 1 2,500 JOHNSON CTLS INC EQUITY 478366107 6,890 95,073 SH DEFINED 2 95,073 JP MORGAN CHASE & CO EQUITY 46625H100 17,758 398,168 SH DEFINED 1 398,168 JUNIPER NETWORKS INC EQUITY 48203R104 29 920 SH DEFINED 1 920 JUNIPER NETWORKS INC EQUITY 48203R104 5,925 190,500 SH DEFINED 2 190,500 K MART EQUITY 482584109 154 13,400 SH DEFINED 1 13,400 KB HOME EQUITY 48666K109 36 1,200 SH DEFINED 1 1,200 KEITH COMPANIES INC COM EQUITY 487539108 3,219 185,000 SH DEFINED 3 185,000 KELLOGG EQUITY 487836108 328 11,300 SH DEFINED 1 11,300 KENNAMETAL INC COM EQUITY 489170100 19,498 528,400 SH DEFINED 3 518,000 10,400 KERR MCGEE CORP EQUITY 492386107 174 2,632 SH DEFINED 1 2,632 KEY ENERGY SVCS INC EQUITY 492914122 396 5,000 SH DEFINED 2 5,000 KEYCORP EQUITY 493267108 305 11,700 SH DEFINED 1 11,700 KEYSPAN CORPORTATION EQUITY 49337W100 3,371 92,400 SH DEFINED 1 92,400 KILROY RLTY CORP COM EQUITY 49427F108 12,577 432,200 SH DEFINED 3 380,168 52,032 KIMBERLY-CLARK CORP EQUITY 494368103 847 15,150 SH DEFINED 1 15,150 KIMCO REALTY CORP COM EQUITY 49446R109 35,423 748,100 SH DEFINED 3 656,300 91,800 KINDER MORGAN ENERGY PRTNRS EQUITY 494550106 4,428 64,400 SH DEFINED 1 64,400 KINDER MORGAN INC EQUITY 49455P101 156 3,100 SH DEFINED 1 3,100 KING PHARMACEUTICALS COM EQUITY 495582108 127,152 2,365,624 SH DEFINED 3 2,258,677 106,947 KING PHARMACEUTICALS COM EQUITY 495582108 253 4,700 SH DEFINED 1 4,700 KLA TENCOR CORP EQUITY 482480100 15,962 273,000 SH DEFINED 2 273,000 KLA-TENCOR CORP EQUITY 482480100 301 5,150 SH DEFINED 1 5,150 KNIGHT RIDDER INC. EQUITY 499040103 119 2,000 SH DEFINED 1 2,000 KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 5,180 259,000 SH DEFINED 1 259,000 KOHLS CORPORATION EQUITY 500255104 583 9,300 SH DEFINED 1 9,300 Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH DEFINED 1 59,500 KOREA FUND INC EQUITY 500634100 783 74,000 SH DEFINED 1 74,000 KRAFT FOODS INC EQUITY 50075N104 27,284 880,120 SH DEFINED 1 880,120 KRAFT FOODS INC EQUITY 50075N104 155 5,000 SH DEFINED 2 5,000 Kroll-O'Gara Company EQUITY 501050108 13,662 1,444,212 SH DEFINED 1 1,444,212 KROGER CO. EQUITY 501044101 560 22,400 SH DEFINED 1 22,400 KULICKE + SOFFA INDS INC EQUITY 501242101 2,933 170,900 SH DEFINED 2 170,900 L 3 COMMUNICATIONS HLDG CORP EQUITY 502424104 7,731 101,320 SH DEFINED 2 101,320 L 3 COMMUNICATIONS HLDG CORP EQUITY 502424AA2 14,843 127,000 SH DEFINED 3 127,000 L 3 COMMUNICATIONS HLDG CORP EQUITY 502424104 27,666 362,600 SH DEFINED 3 335,200 27,400 LABORATORY CORP OF AMERICA EQUITY 50540R409 2,461 32,000 SH DEFINED 4 32,000 LABORATORY CORP OF AMERICA EQUITY 50540R409 9,966 129,600 SH DEFINED 3 98,400 31,200 LABRANCHE & CO INC COM EQUITY 505447102 8,572 295,600 SH DEFINED 3 295,600 LACLEDE GAS CO EQUITY 505588103 1,092 43,000 SH DEFINED 1 43,000 LAM RESH CORP EQUITY 512807108 2,683 90,500 SH DEFINED 2 90,500 LAMAR ADVERTISING CO CL A EQUITY 512815101 1,135 25,800 SH DEFINED 3 25,800 LAMAR CORP CV CorpBond 512815af8 5,328 4,860,000 PRN DEFINED 3 4,181,000 679,000 LEAP WIRELESS INTL INC EQUITY 521863118 250 6,250 SH DEFINED 2 6,250 LEAP WIRELESS INTL INC EQUITY 521863134 132 6,000 SH DEFINED 2 6,000 LEGGETT & PLATT INC. EQUITY 524660107 117 5,300 SH DEFINED 1 5,300 LEGGETT + PLATT INC EQUITY 524660107 5,985 271,660 SH DEFINED 2 271,660 LEHMAN BROTHERS HLDGS INC EQUITY 524908100 37,623 483,900 SH DEFINED 2 483,900

15 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ LEHMAN BROTHERS HLDGS INC EQUITY 524908100 525 6,800 SH DEFINED 1 6,800 LENNAR CORP COM EQUITY 526057104 41,879 1,004,300 SH DEFINED 3 970,500 33,800 LEXAR MEDIA INC EQUITY 52886P104 1,535 965,215 SH DEFINED 1 965,215 LEXMARK INTERNATIONAL INC EQUITY 529771107 5,624 83,630 SH DEFINED 1 83,630 LIBERTY PPTY TR SH BEN INT EQUITY 531172104 15,688 530,000 SH DEFINED 3 465,300 64,700 LIMITED INC EQUITY 532716107 197 11,900 SH DEFINED 1 11,900 LINCOLN NATIONAL CORP. EQUITY 534187109 269 5,200 SH DEFINED 1 5,200 LINCOLN NATIONAL CORP. EQUITY 534187109 43 830 SH DEFINED 2 830 LINEAR TECHNOLOGY CORP EQUITY 535678106 385 8,700 SH DEFINED 1 8,700 LINENS N THINGS INC COM EQUITY 535679104 15,504 567,483 SH DEFINED 3 559,283 8,200 LIZ CLAIBORNE INC EQUITY 539320101 76 1,500 SH DEFINED 1 1,500 LOCKHEED MARTIN CORP EQUITY 539830109 441 11,900 SH DEFINED 1 11,900 LOEWS CORP. EQUITY 540424108 354 5,500 SH DEFINED 1 5,500 LO-JACK CORPORATION EQUITY 539451104 1,373 240,000 SH DEFINED 1 240,000 LONGS DRUG STORES INC EQUITY 543162101 24 1,100 SH DEFINED 1 1,100 LOUISIANA PACIFIC EQUITY 546347105 33 2,800 SH DEFINED 1 2,800 LOWE'S COMPANIES EQUITY 548661107 20,545 283,180 SH DEFINED 1 283,180 LSI LOGIC CORP EQUITY 502161102 184 9,800 SH DEFINED 1 9,800 LUCENT TECHNOLOGIES EQUITY 549463107 585 94,127 SH DEFINED 1 94,127 MACERICH CO COM EQUITY 554382101 12,375 499,000 SH DEFINED 3 10,000 MACK-CALI REALTY CORP EQUITY 554489104 20,520 720,500 SH DEFINED 3 8,000 MACK-CALI REALTY CORP EQUITY 554489104 6,966 244,600 SH DEFINED 1 244,600 MANOR CARE INC EQUITY 564055101 86 2,700 SH DEFINED 1 2,700 MANOR CARE INC EQUITY 564055101 10,106 318,300 SH DEFINED 3 257,800 60,500 MANUFACTURED HOME CMNT COM EQUITY 564682102 6,131 218,200 SH DEFINED 3 189,900 28,300 MARRIOTT INTERNATIONAL-CL A EQUITY 571903202 312 6,600 SH DEFINED 1 6,600 MARSH & MC LENNAN EQUITY 571748102 782 7,740 SH DEFINED 1 7,740 MARTHA STEWART LIVING INC EQUITY 573083102 8,205 355,200 SH DEFINED 2 355,200 MASCO CORP EQUITY 574599106 15,581 624,230 SH DEFINED 1 624,230 MASCO CORP EQUITY 574599106 7,708 308,800 SH DEFINED 2 308,800 Masisa SA-ADR EQUITY 574799102 260 17,600 SH DEFINED 1 17,600 MATAV RT-SPONSORED ADR EQUITY 559776109 60 4,000 SH DEFINED 1 4,000 MATTEL INC. EQUITY 577081102 223 11,800 SH DEFINED 1 11,800 MAVERICK TUBE CORP EQUITY 577914104 3,819 225,300 SH DEFINED 2 225,300 MAXIM INTEGRATED PRODS EQUITY 57772K101 403 9,120 SH DEFINED 1 9,120 MAXIMUS INC COM EQUITY 577933104 47,344 1,180,940 SH DEFINED 3 1,166,540 14,400 MAY DEPARTMENT STORES EQUITY 577778103 287 8,370 SH DEFINED 1 8,370 MAY DEPARTMENT STORES EQUITY 577778103 8,745 255,262 SH DEFINED 2 255,262 MAYTAG CO. EQUITY 578592107 61 2,100 SH DEFINED 1 2,100 MBIA INC. EQUITY 55262C100 226 4,050 SH DEFINED 1 4,050 MBNA CORP EQUITY 55262L100 773 23,412 SH DEFINED 1 23,412 MBNA CORP COM EQUITY 55262L100 4,273 129,500 SH DEFINED 3 129,500 MC DONALDS CORP. EQUITY 580135101 1,074 39,680 SH DEFINED 1 39,680 MCDATA CORPORATION EQUITY 580031201 37 2,118 SH DEFINED 2 2,118 MCDERMOTT INTERNATIONAL EQUITY 580037109 21 1,800 SH DEFINED 1 1,800 McDonalds Corp EQUITY 580135101 1,285 47,500 SH DEFINED 4 47,500 MCGRAW HILL CORP EQUITY 580645109 397 6,000 SH DEFINED 1 6,000 MCKESSON HBOC INC EQUITY 58155Q103 234 6,294 SH DEFINED 1 6,294 MEAD CORP EQUITY 582834107 73 2,700 SH DEFINED 1 2,700 MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 56,011 1,056,817 SH DEFINED 3 1,032,317 24,500 MEDIMMUNE INC EQUITY 584699102 283 6,000 SH DEFINED 1 6,000 MEDIMMUNE INC EQUITY 584699102 14,292 302,800 SH DEFINED 2 302,800 MEDTRONIC INC. EQUITY 585055106 1,518 33,000 SH DEFINED 4 33,000 MEDTRONIC INC. EQUITY 585055106 11,194 243,290 SH DEFINED 1 243,290 MELLON FINANCIAL CORP EQUITY 58551A108 596 13,300 SH DEFINED 1 13,300 MELLON FINANCIAL CORP EQUITY 58551A108 7,328 159,300 SH DEFINED 2 159,300 MERCANTILE BANKSHARES CORP EQUITY 587405101 16 420 SH DEFINED 1 420 MERCK & CO. EQUITY 589331107 4,097 64,110 SH DEFINED 1 64,110 MERCK & CO. EQUITY 589331107 29,445 460,730 SH DEFINED 2 460,730

16 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ MERCK & CO. EQUITY 589331107 3,477 54,400 SH DEFINED 4 54,400 MERCURY INTERACTIVE CORPORATION EQUITY 589405109 144 2,400 SH DEFINED 1 2,400 MERCURY INTERACTIVE CORPORATION EQUITY 589405109 38,685 645,826 SH DEFINED 3 603,526 42,300 MEREDITH CORP EQUITY 589433101 50 1,400 SH DEFINED 1 1,400 MERISTAR HOSPITALITY CORP EQUITY 58984Y103 4,634 195,100 SH DEFINED 1 195,100 MERRILL LYNCH & CO. EQUITY 590188108 1,339 22,600 SH DEFINED 1 22,600 MERRILL LYNCH & CO. EQUITY 590188108 4,841 81,700 SH DEFINED 2 81,700 MESA AIR GROUP INC EQUITY 590479101 750 56,400 SH DEFINED 2 56,400 METLIFE INC EQUITY 59156R108 4,359 140,700 SH DEFINED 1 140,700 METLIFE INC EQUITY 59156R108 3,773 121,800 SH DEFINED 2 121,800 METRIS COS INC COM EQUITY 591598107 169,320 5,022,831 SH DEFINED 3 4,799,307 223,524 MGIC INVESTMENT CORP EQUITY 552848103 218 3,000 SH DEFINED 1 3,000 MGIC INVESTMENT CORP EQUITY 552848103 16,562 228,000 SH DEFINED 3 208,500 19,500 MICHAELS STORES INC COM EQUITY 594087108 15,072 367,600 SH DEFINED 3 324,100 43,500 MICRON TECHNOLOGY INC EQUITY 595112103 674 16,400 SH DEFINED 1 16,400 MICRON TECHNOLOGY INC EQUITY 595112103 18,429 448,400 SH DEFINED 2 448,400 MICROSOFT CORP EQUITY 594918104 61,951 848,640 SH DEFINED 1 848,640 MICROSOFT CORP EQUITY 594918104 67,470 924,243 SH DEFINED 2 924,243 MICROSOFT CORP EQUITY 594918104 2,117 29,000 SH DEFINED 3 29,000 MICROSOFT CORP EQUITY 594918104 1,935 26,500 SH DEFINED 4 26,500 MILLENNIUM PHARMACEUTICALS EQUITY 599902103 8,916 250,600 SH DEFINED 2 250,600 MILLIPORE CORP EQUITY 601073109 87 1,400 SH DEFINED 1 1,400 MILLIPORE CORP EQUITY 601073109 1,649 26,600 SH DEFINED 4 26,600 MINNESOTA MINING & MFG. EQUITY 604059105 1,940 17,000 SH DEFINED 4 17,000 MINNESOTA MINING & MFG. EQUITY 604059105 1,267 11,100 SH DEFINED 1 11,100 MINNESOTA MINING & MFG. EQUITY 604059105 1,004 8,800 SH DEFINED 3 8,800 MINNESOTA MINING & MFG. EQUITY 604059105 4,765 41,763 SH DEFINED 2 41,763 MIRANT CORP EQUITY 604675108 22,964 667,560 SH DEFINED 1 667,560 MIRANT CORP EQUITY 604675108 6,557 190,600 SH DEFINED 2 190,600 MITCHELL ENERGY & DEV CL A EQUITY 606592202 16,860 361,800 SH DEFINED 3 354,100 7,700 MOBILE MINI EQUITY 60740F105 33,072 1,002,800 SH DEFINED 3 1,002,800 MOBILE MINI EQUITY 60740F105 7,404 224,500 SH DEFINED 2 224,500 MOHAWK INDS INC COM EQUITY 608190104 21,908 622,400 SH DEFINED 3 610,100 12,300 MOLEX INC EQUITY 608554101 197 5,400 SH DEFINED 1 5,400 MOODY'S INVESTORS SERVICE EQUITY 615369105 147 4,400 SH DEFINED 1 4,400 MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 1,977 30,780 SH DEFINED 1 30,780 MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 12,654 197,005 SH DEFINED 2 197,005 MORGAN STANLEY INDIA INVT FUND EQUITY 61745C105 648 77,623 SH DEFINED 1 77,623 MOTIENT CORP EQUITY 619908114 3 4,500 SH DEFINED 2 4,500 MOTOROLA INC EQUITY 620076109 1,112 67,122 SH DEFINED 1 67,122 MPOWER COMMUNICATIONS CORP EQUITY 62473J205 99 30,400 SH DEFINED 2 30,400 MYRIAD GENETICS INC EQUITY 62855J104 8,409 132,800 SH DEFINED 2 132,800 MYRIAD GENETICS INC EQUITY 62855J104 15,197 240,000 SH DEFINED 3 235,300 4,700 NABORS INDS INC EQUITY 629568106 123 3,300 SH DEFINED 1 3,300 NABORS INDS INC EQUITY 629568106 9,497 255,300 SH DEFINED 3 198,300 57,000 NABORS INDS INC EQUITY 629568106 4,922 132,300 SH DEFINED 2 132,300 NASDAQ 100 TR EQUITY 631100104 21,950 480,300 SH DEFINED 2 480,300 NATIONAL CITY CORP EQUITY 635405103 508 16,500 SH DEFINED 1 16,500 NATIONAL CITY CORP EQUITY 635405103 3,078 100,000 SH DEFINED 2 100,000 NATIONAL EQUIPMENT SERV EQUITY 635847106 225 75,000 SH DEFINED 1 75,000 NATIONAL OILWELL INC EQUITY 637071101 33,229 1,239,890 SH DEFINED 1 1,239,890 NATIONAL OILWELL INC EQUITY 637071101 32,117 1,198,400 SH DEFINED 3 1,175,000 23,400 NATIONAL SEMICONDUCTOR EQUITY 637640103 15,382 528,220 SH DEFINED 1 528,220 NATIONAL SERVICE INDS INC EQUITY 637657107 25 1,100 SH DEFINED 1 1,100 NATIONWIDE FINL SVCS CL A EQUITY 638612101 10,795 247,300 SH DEFINED 3 203,200 44,100 NAVISTAR INTERNATIONAL EQUITY 63934E108 45 1,600 SH DEFINED 1 1,600 NCR CORPORATION EQUITY 62886E108 125 2,650 SH DEFINED 1 2,650 NETWORK APPLIANCE INC EQUITY 64120L104 119 8,700 SH DEFINED 1 8,700 Network Associates EQUITY 640938106 498 40,000 SH DEFINED 4 40,000

17 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 2,942 192,300 SH DEFINED 1 192,300 NEW YORK TIMES EQUITY 650111107 189 4,500 SH DEFINED 1 4,500 NEWELL RUBBERMAID INC EQUITY 651229106 185 7,388 SH DEFINED 1 7,388 NEWELL RUBBERMAID INC EQUITY 651229106 5,520 219,903 SH DEFINED 2 219,903 NEWMONT MINING CORP EQUITY 651639106 98 5,273 SH DEFINED 1 5,273 NEWMONT MNG CORP EQUITY 651639106 2,419 130,000 SH DEFINED 2 130,000 NEWPARK RES INC EQUITY 651718504 4,329 390,000 SH DEFINED 2 390,000 NEWPOWER HLDGS INC EQUITY 652463100 1,007 111,900 SH DEFINED 2 111,900 NEXTEL COMMUNICATIONS EQUITY 65332V103 371 21,200 SH DEFINED 1 21,200 NEXTEL COMMUNICATIONS EQUITY 65332V707 5,216 8,693 SH DEFINED 2 8,693 NEXTEL PARTNERS INC EQUITY 65333F107 753 50,000 SH DEFINED 1 50,000 NIAGARA MOHAWK HOLDINGS INC EQUITY 653520106 74 4,200 SH DEFINED 1 4,200 NICOR INC EQUITY 654086107 51 1,300 SH DEFINED 1 1,300 NIKE INC CLASS B EQUITY 654106103 198 4,725 SH DEFINED 2 4,725 NIKE INC CLASS B EQUITY 654106103 315 7,500 SH DEFINED 1 7,500 NISOURCE INC EQUITY 65473P105 156 5,701 SH DEFINED 1 5,701 NITCHES INC EQUITY 65476M109 428 74,500 SH DEFINED 1 74,500 NOBLE DRILLING CORP EQUITY 655042109 124 3,800 SH DEFINED 1 3,800 NOKIA CORP EQUITY 654902204 19,759 899,630 SH DEFINED 2 896,515 NOKIA CORP EQUITY 654902204 3,128 140,955 SH DEFINED 1 140,955 NORDIC AMER TANKER SHIPPING EQUITY G65773106 1,830 106,500 SH DEFINED 1 106,500 NORDSTROM INC. EQUITY 655664100 69 3,700 SH DEFINED 1 3,700 NORFOLK AND SOUTHERN EQUITY 655844108 220 10,600 SH DEFINED 1 10,600 NORTEL NETWORKS CORP EQUITY 656568102 834 92,310 SH DEFINED 1 92,310 NORTEL NETWORKS CORP EQUITY 656568102 41 4,475 SH DEFINED 2 4,475 NORTHERN BORDER PARTNERS - LP EQUITY 664785102 413 10,900 SH DEFINED 1 10,900 NORTHERN TRUST CORP EQUITY 665859104 386 6,180 SH DEFINED 1 6,180 NORTHROP GRUMMAN CORP EQUITY 666807102 15,969 199,360 SH DEFINED 1 199,360 NORTHWEST NATURAL GAS CO. EQUITY 667655104 16 650 SH DEFINED 1 650 NOVELL INC. EQUITY 670006105 52 9,200 SH DEFINED 1 9,200 NOVELLUS SYS INC EQUITY 670008101 4,004 70,500 SH DEFINED 2 70,500 NOVELLUS SYSTEMS INC EQUITY 670008101 227 4,000 SH DEFINED 1 4,000 NRG ENERGY INC EQUITY 629377102 3,347 151,600 SH DEFINED 2 151,600 NSTAR EQUITY 67019E107 1,170 27,500 SH DEFINED 1 27,500 NUCOR CORP EQUITY 670346105 103 2,100 SH DEFINED 1 2,100 O CHARLEYS INC COM EQUITY 670823103 3,719 191,900 SH DEFINED 3 191,900 OCCIDENTAL PETROLEUM EQUITY 674599105 274 10,300 SH DEFINED 1 10,300 OCEAN ENERGY INC TEX COM EQUITY 67481E106 21,493 1,231,700 SH DEFINED 3 1,032,000 199,700 ODYSSEY RE HLDGS CORP EQUITY 67612W108 452 25,000 SH DEFINED 2 25,000 ODYSSEY RE HLDGS CORP EQUITY 67612W108 12,618 698,300 SH DEFINED 3 679,400 18,900 OFFICE DEPOT INCORPORATED EQUITY 676220106 86 8,300 SH DEFINED 1 8,300 OFFSHORE LOGISTICS INC EQUITY 676255102 3,857 203,000 SH DEFINED 2 203,000 OGE ENERGY CORP. EQUITY 670837103 7,188 317,900 SH DEFINED 1 317,900 OLD REPUBLIC INTERNATIONAL GROUP EQUITY 680223104 94,198 3,248,200 SH DEFINED 3 3,093,700 154,500 OLD REPUBLIC INTERNATIONAL GROUP EQUITY 680223104 870 30,000 SH DEFINED 1 30,000 OMNICOM GROUP INC EQUITY 681919106 439 5,100 SH DEFINED 1 5,100 ONEOK EQUITY 682680103 32 1,600 SH DEFINED 1 1,600 ONI SYS CORP EQUITY 68273F103 7,820 280,300 SH DEFINED 2 280,300 OPENWAVE SYS INC EQUITY 683718100 4,338 125,000 SH DEFINED 2 125,000 OPENWAVE SYS INC EQUITY 683718100 10,375 299,000 SH DEFINED 3 262,400 36,600 OPNET TECHNOLOGIES INC EQUITY 683757108 11 600 SH DEFINED 2 600 ORACLE SYSTEMS EQUITY 68389X105 2,451 129,000 SH DEFINED 4 129,000 ORACLE SYSTEMS EQUITY 68389X105 13,266 698,210 SH DEFINED 1 698,210 OSCA INC CL A EQUITY 687836106 7,273 351,000 SH DEFINED 3 351,000 P G & E CORPORATION EQUITY 69331C108 119 10,600 SH DEFINED 1 10,600 PACCAR INC EQUITY 693718108 108 2,100 SH DEFINED 1 2,100 PACTIV CORPORATION EQUITY 695257105 56 4,200 SH DEFINED 1 4,200 PALL CORP EQUITY 696429307 80 3,400 SH DEFINED 1 3,400 PALM INC EQUITY 696642107 119 19,674 SH DEFINED 1 19,674

18 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ PAN PACIFIC RETAIL COM EQUITY 69806L104 9,604 369,400 SH DEFINED 3 300,900 68,500 PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 104 7,400 SH DEFINED 1 7,400 PARKER HANNIFAN EQUITY 701094104 138 3,250 SH DEFINED 1 3,250 PARTNERRE LTD EQUITY G6852T105 2,216 40,000 SH DEFINED 1 40,000 PATTERSON UTI ENERGY COM EQUITY 703481101 13,215 739,500 SH DEFINED 3 719,300 20,200 PATTERSON UTI ENERGY COM EQUITY 703481101 1,851 103,600 SH DEFINED 2 103,600 PAYCHEX INC EQUITY 704326107 413 10,325 SH DEFINED 1 10,325 PAYCHEX INC EQUITY 704326107 36,964 924,089 SH DEFINED 3 870,240 53,849 PAYCHEX INC EQUITY 704326107 8,536 213,400 SH DEFINED 2 213,400 PAYLESS SHOESOURCE INC EQUITY 704379106 4,788 74,000 SH DEFINED 2 74,000 PEABODY ENERGY CORP EQUITY 704549104 49 1,500 SH DEFINED 2 1,500 PEC SOLUTIONS, INC. EQUITY 705107100 4,972 225,000 SH DEFINED 3 225,000 PEGASUS COMMUNICATIONS CORP EQUITY 705904100 8,946 397,600 SH DEFINED 2 397,600 PENNZOIL QUAKER ST CO EQUITY 709323109 1,089 97,200 SH DEFINED 2 97,200 PEOPLE'S ENERGY CORP. EQUITY 711030106 10,074 250,600 SH DEFINED 1 250,600 PEOPLESOFT INC EQUITY 712713106 6,731 136,720 SH DEFINED 1 136,720 PEOPLESOFT INC EQUITY 712713106 8,098 164,500 SH DEFINED 2 164,500 PEPSI BOTTLING GROUP INC EQUITY 713409100 160 4,000 SH DEFINED 1 4,000 PEPSICO INC EQUITY 713448108 3,390 76,700 SH DEFINED 2 76,700 PEPSICO INC. EQUITY 713448108 1,840 41,620 SH DEFINED 1 41,620 PEPSI-GEMEX S.A.- SPONS GDR EQUITY 713435105 750 124,100 SH DEFINED 1 124,100 PEREGRINE SYS INC EQUITY 71366Q101 3,347 115,400 SH DEFINED 2 115,400 PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 898 66,523 SH DEFINED 1 66,523 PERINI CORPORATION EQUITY 713839108 47,059 4,705,882 SH DEFINED 1 4,705,882 PERKINELMER INC. EQUITY 714046109 74 2,700 SH DEFINED 1 2,700 PETROLEO BRASILEIRO S.A. - ADR EQUITY 71654V101 1,939 82,900 SH DEFINED 1 82,900 PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 364 14,000 SH DEFINED 1 14,000 PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 6,674 176,100 SH DEFINED 3 176,100 PFIZER INC EQUITY 717081103 53,804 1,343,428 SH DEFINED 1 1,343,428 PFIZER INC EQUITY 717081103 12,812 319,891 SH DEFINED 2 319,891 PHARMACIA CORP EQUITY 71713U102 1,413 30,746 SH DEFINED 1 30,746 PHARMACIA CORP EQUITY 71713U102 7,733 168,300 SH DEFINED 2 168,300 Pharmacopeia Incorporated EQUITY 71713B104 480 20,000 SH DEFINED 4 20,000 PHELPS DODGE CORP. EQUITY 717265102 95 2,280 SH DEFINED 1 2,280 PHILIP MORRIS EQUITY 718154107 11,340 223,440 SH DEFINED 1 223,440 PHILIP MORRIS EQUITY 718154107 16,697 329,009 SH DEFINED 2 329,009 PHILIP MORRIS EQUITY 718154107 1,269 25,000 SH DEFINED 4 25,000 PHILLIPS PETROLEUM EQUITY 718507106 403 7,070 SH DEFINED 1 7,070 PINNACLE WEST CAP CORP EQUITY 723484101 114 2,400 SH DEFINED 1 2,400 PITNEY BOWES INC EQUITY 724479100 291 6,900 SH DEFINED 1 6,900 PITNEY BOWES INC EQUITY 724479100 6,465 153,493 SH DEFINED 2 153,493 PIVOTAL CORP EQUITY 72581R106 166 9,754 SH DEFINED 1 9,754 PLACER DOME INC EQUITY 725906101 87 8,900 SH DEFINED 1 8,900 PMI GROUP INC COM EQUITY 69344M101 105,741 1,475,800 SH DEFINED 3 1,446,100 29,700 PNC FINANCIAL SERVICES CORP EQUITY 693475105 526 8,000 SH DEFINED 1 8,000 POGO PRODUCING CO COM EQUITY 730448107 33,302 1,387,577 SH DEFINED 3 1,361,477 26,100 POST PROPERTIES INC EQUITY 737464107 7,033 185,800 SH DEFINED 1 185,800 POTLATCH CORP EQUITY 737628107 24 700 SH DEFINED 1 700 POWER-ONE INC EQUITY 739308104 37 2,200 SH DEFINED 1 2,200 PPG INDUSTRIES INC EQUITY 693506107 242 4,600 SH DEFINED 1 4,600 PPL CORP EQUITY 69351T106 226 4,100 SH DEFINED 1 4,100 PRAXAIR INC EQUITY 74005P104 212 4,500 SH DEFINED 1 4,500 PRECISION CASTPARTS CORP EQUITY 740189105 4,865 130,000 SH DEFINED 2 130,000 PRENTISS PPTYS TR SH BEN INT EQUITY 740706106 3,419 130,000 SH DEFINED 3 130,000 PRINCETON REVIEW INC EQUITY 742352107 3,836 446,000 SH DEFINED 2 446,000 PROCTER AND GAMBLE EQUITY 742718109 2,486 38,960 SH DEFINED 1 38,960 PRODIGY COMMUNICATIONS COM EQUITY 74283P206 1,565 275,000 SH DEFINED 3 275,000 PROGRESS ENERGY INC EQUITY 743263105 2,583 57,510 SH DEFINED 1 57,510 PROGRESSIVE CORP. EQUITY 743315103 287 2,120 SH DEFINED 1 2,120

19 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ PROLOGIS TR SH BEN INT EQUITY 743410102 41,490 1,826,140 SH DEFINED 3 8,850 PROTECTION ONE ALARM CVT BOND 743659AL8 6,422 9,045,000 PRN DEFINED 1 45,000 PROTEIN DESIGN LABS INC EQUITY 74369L103 1,735 20,000 SH DEFINED 2 20,000 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 1,658 28,000 SH DEFINED 1 28,000 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 35,177 594,200 SH DEFINED 2 594,200 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 23,408 395,400 SH DEFINED 3 330,200 65,200 PS BUSINESS PKS INC CA COM EQUITY 69360J107 8,341 297,900 SH DEFINED 3 261,600 36,300 PUBLIC SERVICE ENTERPRISE GP EQUITY 744573106 289 5,900 SH DEFINED 1 5,900 PUBLIC STORAGE INC COM EQUITY 74460D109 13,975 471,320 SH DEFINED 3 413,370 57,950 Public Svc Enterprise Group EQUITY 744573106 8,802 180,000 SH DEFINED 4 180,000 PULTE HOMES INC EQUITY 745867101 20,117 471,900 SH DEFINED 3 471,900 PULTE HOMES INC EQUITY 745867101 47 1,100 SH DEFINED 1 1,100 QLOGIC CORPORATION EQUITY 747277101 168 2,600 SH DEFINED 1 2,600 QUAKER OATS EQUITY 747402105 338 3,700 SH DEFINED 1 3,700 QUALCOMM INC EQUITY 747525103 8,423 144,040 SH DEFINED 1 144,040 QUALCOMM INC EQUITY 747525103 35,977 615,200 SH DEFINED 2 615,200 QUESTAR CORP EQUITY 748356102 26 1,050 SH DEFINED 1 1,050 QUINENCO S.A.-ADR EQUITY 748718103 211 28,000 SH DEFINED 1 28,000 QUINTILES TRANSNATIONAL CORP EQUITY 748767100 83 3,300 SH DEFINED 1 3,300 QUINTILES TRANSNATIONAL CORP EQUITY 748767100 6,313 250,000 SH DEFINED 2 250,000 QWEST COMMUNICATIONS INTERNATIONAL IN EQUITY 749121109 14,102 442,499 SH DEFINED 1 442,499 QWEST COMMUNICATIONS INTERNATIONAL IN EQUITY 749121109 69 2,170 SH DEFINED 2 2,170 R R DONNELLEY & SONS EQUITY 257867101 95 3,200 SH DEFINED 1 3,200 RADIAN GROUP INC COM EQUITY 750236101 124,683 3,082,406 SH DEFINED 3 2,944,606 137,800 RADIANT SYSTEMS INC COM EQUITY 75025N102 4,341 269,300 SH DEFINED 3 269,300 RADIO ONE INC CL D NON VTG EQUITY 75040P405 59,647 2,705,098 SH DEFINED 3 2,647,698 57,400 RADIOSHACK CORP EQUITY 750438103 156 5,100 SH DEFINED 1 5,100 RAILWORKS CORP EQUITY 750789109 777 471,100 SH DEFINED 2 471,100 RALSTON PURINA GROUP EQUITY 751277302 259 8,620 SH DEFINED 1 8,620 RAYTHEON COMPANY EQUITY 755111507 12,431 468,210 SH DEFINED 1 468,210 RECKSON ASSOCS RLTY COM EQUITY 75621K106 22,795 991,100 SH DEFINED 3 55,000 REEBOK INTL LTD EQUITY 758110100 58 1,800 SH DEFINED 1 1,800 REGENCY CTRS CORP COM EQUITY 758849103 15,992 629,600 SH DEFINED 3 569,600 60,000 REGIONS FINL CORP EQUITY 758940100 202 6,300 SH DEFINED 1 6,300 RELIANT ENERGY INC. EQUITY 75952J108 268 8,323 SH DEFINED 1 8,323 RELIANT RESOURCES INC EQUITY 75952B105 1,237 50,100 SH DEFINED 2 50,100 RELIANT RESOURCES INC EQUITY 75952B105 1,235 50,000 SH DEFINED 1 50,000 REPUBLIC SVCS INC EQUITY 760759100 6,749 340,000 SH DEFINED 2 340,000 RFS HOTEL INVS INC COM EQUITY 74955J108 711 45,000 SH DEFINED 3 45,000 RITA MED SYS INC DEL COM EQUITY 76774E103 5,782 1,202,000 SH DEFINED 3 1,202,000 RIVIERA HLDGS CORP EQUITY 769627100 3,125 500,000 SH DEFINED 1 500,000 RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 8,600 157,500 SH DEFINED 4 157,500 RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 5,460 100,001 SH DEFINED 1 100,001 ROBERT HALF INTERNATIONAL INC EQUITY 770323103 119 4,800 SH DEFINED 1 4,800 ROCKWELL INTL CORP EQUITY 773903109 194 5,100 SH DEFINED 1 5,100 ROHM & HAAS CO EQUITY 775371107 201 6,100 SH DEFINED 1 6,100 ROHM + HAAS CO EQUITY 775371107 4,587 139,431 SH DEFINED 2 139,431 ROPER INDS INC NEW COM EQUITY 776696106 21,384 512,200 SH DEFINED 3 501,800 10,400 ROSLYN BANCORP INC EQUITY 778162107 4,371 166,200 SH DEFINED 2 166,200 ROWAN COS. INC. EQUITY 779382100 57 2,600 SH DEFINED 1 2,600 ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 3,317 150,000 SH DEFINED 2 150,000 ROYAL DUTCH PETRO-NY SHRS EQUITY 780257804 3,461 59,400 SH DEFINED 1 59,400 RYDER SYSTEMS INC EQUITY 783549108 33 1,700 SH DEFINED 1 1,700 RYLAND GROUP INC COM EQUITY 783764103 8,091 159,900 SH DEFINED 3 159,900 SABRE HOLDINGS CORP EQUITY 785905100 188 3,762 SH DEFINED 1 3,762 SAFECO CORP EQUITY 786429100 106 3,600 SH DEFINED 1 3,600 SAFEWAY INC NEW EQUITY 786514208 39,100 814,588 SH DEFINED 1 814,588 SALIX PHARMACEUTICALS ORD EQUITY G77770108 3,574 145,000 SH DEFINED 3 145,000 SANMINA CORPORATION EQUITY 800907107 204 8,700 SH DEFINED 1 8,700

20 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ SANTA FE INTL CORP ORD EQUITY G7805C108 6,512 218,100 SH DEFINED 3 182,100 36,000 SAPIENT CORP EQUITY 803062108 32 3,300 SH DEFINED 1 3,300 SARA LEE CORP EQUITY 803111103 413 21,800 SH DEFINED 1 21,800 SBA COMMUNICATIONS CRP COM EQUITY 78388J106 41,790 1,688,500 SH DEFINED 3 1,658,300 30,200 SBC COMMUNICATIONS INC EQUITY 78387G103 17,372 433,654 SH DEFINED 1 433,654 SBC COMMUNICATIONS INC EQUITY 78387G103 6,015 150,149 SH DEFINED 2 150,149 SCHERING PLOUGH CORP EQUITY 806605101 1,503 41,470 SH DEFINED 1 41,470 SCHERING PLOUGH CORP EQUITY 806605101 13,640 376,370 SH DEFINED 2 376,370 SCHLUMBERGER EQUITY 806857108 9,339 177,370 SH DEFINED 1 177,370 SCHLUMBERGER EQUITY 806857108 155 2,950 SH DEFINED 2 2,950 SCHWAB (CHARLES) CORP EQUITY 808513105 5,350 339,670 SH DEFINED 1 339,670 SCIENTIFIC ATLANTA INC EQUITY 808655104 179 4,400 SH DEFINED 1 4,400 SCIENTIFIC ATLANTA INC EQUITY 808655104 4,060 100,000 SH DEFINED 2 100,000 SCIENTIFIC LEARNING CORP EQUITY 808760102 108 50,000 SH DEFINED 2 50,000 SCOTTISH ANNUITY&LIFE ORD EQUITY G7885T104 5,227 307,500 SH DEFINED 3 307,500 SEALED AIR CORP. (new) EQUITY 81211K100 88 2,357 SH DEFINED 1 2,357 SEARS ROEBUCK & CO COM EQUITY 812387108 3,385 80,000 SH DEFINED 3 80,000 SEARS ROEBUCK & CO COM EQUITY 812387108 389 9,200 SH DEFINED 1 9,200 SEEBEYOND TECHNOLOGIES COM EQUITY 815704101 12,260 771,100 SH DEFINED 3 755,800 15,300 SELECT MEDICAL CORP COM EQUITY 816196109 8,300 415,000 SH DEFINED 3 415,000 SEMPRA ENERGY EQUITY 816851109 125 4,560 SH DEFINED 1 4,560 SERONO SA EQUITY 81752M101 9,164 367,300 SH DEFINED 2 367,300 SHAW GROUP INC EQUITY 820280105 9,323 232,500 SH DEFINED 2 232,500 SHERWIN WILLIAMS CO EQUITY 824348106 4,306 193,949 SH DEFINED 2 193,949 SHERWIN WILLIAMS CO EQUITY 824348106 93 4,200 SH DEFINED 1 4,200 SHUFFLE MASTER INC EQUITY 825549108 840 40,000 SH DEFINED 3 40,000 SIDERCA S.A.I.C ADR EQUITY 825863103 586 30,300 SH DEFINED 1 30,300 SIEBEL SYSTEMS INC EQUITY 826170102 6,627 141,300 SH DEFINED 2 141,300 SIEBEL SYSTEMS INC EQUITY 826170102 668 14,250 SH DEFINED 1 14,250 SIGMA-ALDRICH EQUITY 826552101 85 2,200 SH DEFINED 1 2,200 SIMON PPTY GROUP EQUITY 828806109 43,062 1,436,850 SH DEFINED 3 1,275,550 161,300 SIMON PPTY GROUP EQUITY 828806109 1,379 46,000 SH DEFINED 2 46,000 SKILLSOFT CORP COM EQUITY 83066P101 1,387 40,500 SH DEFINED 3 40,500 SKYWEST INC EQUITY 830879102 5,135 183,400 SH DEFINED 2 183,400 SL GREEN RLTY CORP COM EQUITY 78440X101 7,817 257,900 SH DEFINED 3 225,100 32,800 SMITH INTL INC EQUITY 832110100 2,437 40,685 SH DEFINED 2 40,685 SMURFIT-STONE CONTAINER CORP EQUITY 832727101 20,797 1,283,740 SH DEFINED 1 1,283,740 SNAP-ON INC. EQUITY 833034101 37 1,550 SH DEFINED 1 1,550 SOC QUIMICA Y MINERA CHIL-SPON ADR EQUITY 833635105 1,137 57,730 SH DEFINED 1 57,730 SOLECTRON CORP EQUITY 834182107 9,253 505,630 SH DEFINED 1 505,630 SONUS NETWORKS INC EQUITY 835916107 6,111 261,600 SH DEFINED 2 261,600 SOUTHERN CO EQUITY 842587107 14,591 627,560 SH DEFINED 1 627,560 SOUTHTRUST CORP EQUITY 844730101 247 9,500 SH DEFINED 1 9,500 SOUTHWEST AIRLINES EQUITY 844741108 390 21,087 SH DEFINED 1 21,087 SPEECHWORKS INTL INC COM EQUITY 84764M101 8,792 560,000 SH DEFINED 3 560,000 SPIEKER PPTYS INC COM EQUITY 848497103 32,133 536,000 SH DEFINED 3 4,200 SPINNAKER EXPL CO COM EQUITY 84855W109 11,799 296,000 SH DEFINED 3 296,000 SPRINT CORP EQUITY 852061100 523 24,500 SH DEFINED 1 24,500 SPRINT PCS GROUP EQUITY 852061506 4,762 197,170 SH DEFINED 1 197,170 SPX CORP EQUITY 784635104 8,124 64,900 SH DEFINED 2 64,900 ST JUDE MEDICAL INC EQUITY 790849103 3,174 52,900 SH DEFINED 2 52,900 ST JUDE MEDICAL INC EQUITY 790849103 144 2,400 SH DEFINED 1 2,400 ST JUDE MEDICAL INC EQUITY 790849103 600 10,000 SH DEFINED 4 10,000 ST. PAUL COS INC. EQUITY 792860108 309 6,100 SH DEFINED 1 6,100 STANLEY WORKS EQUITY 854616109 113 2,700 SH DEFINED 1 2,700 STAPLES INC EQUITY 855030102 204 12,750 SH DEFINED 1 12,750 STARBUCKS CORP EQUITY 855244109 242 10,500 SH DEFINED 1 10,500 STARWOOD HOTELS & RESORTS EQUITY 85590A203 164 4,400 SH DEFINED 1 4,400 STARWOOD HOTELS & RESORTS EQUITY 85590A203 5,652 151,600 SH DEFINED 3 131,800 19,800

21 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ STATE STREET CORP EQUITY 857477103 445 9,000 SH DEFINED 1 9,000 STEINWAY MUSICAL EQUITY 858495104 31,790 1,801,131 SH DEFINED 1 1,801,131 STEWART & STEVENSON SVCS EQUITY 860342104 14,094 427,100 SH DEFINED 3 427,100 0 STEWART & STEVENSON SVCS EQUITY 860342104 3,300 100,000 SH DEFINED 2 100,000 STILWELL FINANCIAL INC EQUITY 860831106 208 6,200 SH DEFINED 1 6,200 STRATOS LIGHTWAVE INC COM EQUITY 863100103 45,634 3,510,272 SH DEFINED 3 3,451,537 58,735 STRYKER CORP EQUITY 863667101 2,194 40,000 SH DEFINED 4 40,000 STRYKER CORP EQUITY 863667101 302 5,500 SH DEFINED 1 5,500 SUN COMMUNITIES INC COM EQUITY 866674104 5,363 151,700 SH DEFINED 3 133,200 18,500 SUN MICROSYSTEMS EQUITY 866810104 14,315 910,630 SH DEFINED 1 910,630 SUN MICROSYSTEMS EQUITY 866810104 1,493 95,000 SH DEFINED 4 95,000 SUNGARD DATA SYS INC EQUITY 867363106 107,064 3,567,610 SH DEFINED 3 3,403,610 164,000 SUNOCO INC EQUITY 86764P109 77 2,100 SH DEFINED 1 2,100 SUNRISE ASSIST LIVING COM EQUITY 86768K106 1,391 53,000 SH DEFINED 3 53,000 SUNTRUST BANKS INC. EQUITY 867914103 520 8,030 SH DEFINED 1 8,030 SUPER VALU STORES EQUITY 868536103 63 3,600 SH DEFINED 1 3,600 SUPERIOR ENERGY SVCS COM EQUITY 868157108 2,626 332,400 SH DEFINED 3 332,400 SYMBOL TECHNOLOGIES IN EQUITY 871508107 137 6,150 SH DEFINED 1 6,150 SYNOPSYS INC EQUITY 871607107 10,709 221,300 SH DEFINED 2 221,300 SYNOVUS FINANCIAL CORPORATION EQUITY 87161C105 249 7,950 SH DEFINED 1 7,950 SYSCO CORP. EQUITY 871829107 601 22,130 SH DEFINED 1 22,130 T HQ INC EQUITY 872443403 14,253 289,400 SH DEFINED 2 289,400 T ROWE PRICE GROUP INC EQUITY 74144T108 131 3,500 SH DEFINED 1 3,500 TAIWAN FUND EQUITY 874036106 1,051 94,250 SH DEFINED 1 94,250 TALBOTS INC EQUITY 874161102 4,309 98,500 SH DEFINED 2 98,500 TANGER FACTORY OUTLET CENTER EQUITY 875465106 708 30,800 SH DEFINED 1 30,800 TARGET CORP EQUITY 87612E106 962 27,800 SH DEFINED 1 27,800 TARGET CORP EQUITY 87612E106 12,546 362,600 SH DEFINED 2 362,600 TARO PHARMA INDS EQUITY M8737E108 1,751 20,000 SH DEFINED 2 20,000 TARO PHARMACEUTICALS INDUS EQUITY M8737E108 464 5,300 SH DEFINED 1 5,300 TEKTRONIX INC EQUITY 879131100 73 2,700 SH DEFINED 1 2,700 TELE CENTRO OESTE CELULAR S.A. ADR EQUITY 87923P105 339 39,200 SH DEFINED 1 39,200 TELE NORTE LESTE PARTICIPACOES S.A. A EQUITY 879246106 1,957 128,211 SH DEFINED 1 128,211 Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH DEFINED 1 5,500 TELECOM ARGENTINA S.A. - ADR EQUITY 879273209 508 32,900 SH DEFINED 1 32,900 TELEFLEX INC EQUITY 879369106 1,320 30,000 SH DEFINED 2 30,000 Telefonica De Argentina Arg ADR EQUITY 879378206 262 9,000 SH DEFINED 1 9,000 Telefonica del Peru ADR EQUITY 879384105 105 9,000 SH DEFINED 1 9,000 TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 9,646 254,190 SH DEFINED 1 254,190 TELLABS EQUITY 879664100 221 11,400 SH DEFINED 1 11,400 TEMPLE INLAND INC EQUITY 879868107 3,006 56,400 SH DEFINED 2 56,400 TEMPLE INLAND INC EQUITY 879868107 75 1,400 SH DEFINED 1 1,400 TENET HEALTHCARE CORP EQUITY 88033G100 7,800 151,200 SH DEFINED 2 151,200 TENET HEALTHCARE CORP. EQUITY 88033G100 464 9,000 SH DEFINED 1 9,000 TERADYNE INC. EQUITY 880770102 168 4,800 SH DEFINED 1 4,800 TETRA TECH INC NEW COM EQUITY 88162G103 24,596 904,255 SH DEFINED 3 882,750 21,505 TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 1,047 16,800 SH DEFINED 1 16,800 TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 21,288 341,700 SH DEFINED 2 341,700 TEXACO INC EQUITY 881694103 197 2,960 SH DEFINED 2 2,960 Texaco Inc EQUITY 881694103 2,333 35,000 SH DEFINED 4 35,000 TEXACO INC. EQUITY 881694103 12,750 191,267 SH DEFINED 1 191,267 TEXAS INSTRUMENTS INC EQUITY 882508104 15,501 485,920 SH DEFINED 1 485,920 Texas Utilities EQUITY 873168108 8,308 172,400 SH DEFINED 4 172,400 TEXTRON INC EQUITY 883203101 220 4,000 SH DEFINED 1 4,000 TEXTRON INC EQUITY 883203101 5,942 107,959 SH DEFINED 2 107,959 THERMO ELECTRON CORP EQUITY 883556102 108 4,900 SH DEFINED 1 4,900 THERMO ELECTRON CORP EQUITY 883556102 5,234 237,700 SH DEFINED 2 237,700 THOMAS & BETTS CORP EQUITY 884315102 35 1,600 SH DEFINED 1 1,600 TIFFANY & CO. EQUITY 886547108 149 4,100 SH DEFINED 1 4,100

22 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ TIMKEN CO. EQUITY 887389104 30 1,800 SH DEFINED 1 1,800 TJX COMPANIES INC. NEW EQUITY 872540109 249 7,800 SH DEFINED 1 7,800 TJX COMPANIES INC. NEW EQUITY 872540109 4,870 152,800 SH DEFINED 2 152,800 TMP WORLDWIDE INC EQUITY 872941109 180 3,000 SH DEFINED 1 3,000 TOLL BROTHERS INC COM EQUITY 889478103 21,833 555,400 SH DEFINED 3 555,400 TOO INC COM EQUITY 890333107 43,467 1,586,400 SH DEFINED 3 1,552,500 33,900 TORCHMARK CORP EQUITY 891027104 145 3,600 SH DEFINED 1 3,600 TOSCO CORP EQUITY 891490302 181 4,100 SH DEFINED 1 4,100 TOYS R US EQUITY 892335100 134 5,400 SH DEFINED 1 5,400 TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2,554,262 20,849,420 SH DEFINED 1 20,849,420 TRANSGENOMIC INC COM EQUITY 89365K206 2,725 225,000 SH DEFINED 3 225,000 TRANSKARYOTIC THERAPIES INC EQUITY 893735100 2,945 100,000 SH DEFINED 2 100,000 TRANSMONTAIGNE INC EQUITY 893934109 900 155,100 SH DEFINED 3 155,100 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 359 8,698 SH DEFINED 1 8,698 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 9,691 234,928 SH DEFINED 2 234,364 TRIAD GTY INC COM EQUITY 895925105 11,176 279,400 SH DEFINED 3 279,400 TRIAD HOSPITALS INC COM EQUITY 89579K109 35,494 1,204,400 SH DEFINED 3 1,182,600 21,800 TRIAD HOSPITALS INC COM EQUITY 89579K109 2,131 72,300 SH DEFINED 2 72,300 TRIBUNE CO EQUITY 896047107 332 8,300 SH DEFINED 1 8,300 TRICON GLOBAL RESTAURANTS, INC. EQUITY 895953107 183 4,170 SH DEFINED 1 4,170 TRIGON HEALTHCARE INC EQUITY 89618L100 7,750 119,500 SH DEFINED 2 119,500 TRIQUINT SEMICONDUCTOR CorpBond 89674KAA1 181 250,000 PRN DEFINED 3 250,000 TRW INC EQUITY 872649108 144 3,500 SH DEFINED 1 3,500 TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 2,319 183,340 SH DEFINED 1 183,340 TUPPERWARE CORP EQUITY 899896104 37 1,600 SH DEFINED 1 1,600 TV AZTECA S.A.-SPONS ADR EQUITY 901145102 218 34,000 SH DEFINED 1 34,000 TXU CORPORATION EQUITY 873168108 339 7,037 SH DEFINED 1 7,037 TYCO INTERNATIONAL LTD. EQUITY 902124106 30,418 558,031 SH DEFINED 1 558,031 TYCO INTERNATIONAL LTD. EQUITY 902124106 40,592 744,800 SH DEFINED 2 744,800 TYCOM LTD EQUITY G9144B106 29 1,700 SH DEFINED 1 1,700 UGLY DUCKLING HLDGS INC EQUITY 903512101 929 137,644 SH DEFINED 1 137,644 UIH AUSTRALIA PAC INC EQUITY 902745116 30 3,000 SH DEFINED 2 3,000 UIL HOLDINGS CORP EQUITY 902748102 1,783 36,700 SH DEFINED 1 36,700 UNILEVER N V EQUITY 904784709 947 15,895 SH DEFINED 1 15,895 UNION PACIFIC CORP. EQUITY 907818108 379 6,900 SH DEFINED 1 6,900 UNION PLANTERS CORP EQUITY 908068109 131 3,000 SH DEFINED 1 3,000 UNISYS CORP. EQUITY 909214108 129 8,760 SH DEFINED 1 8,760 UNIT CORP COM EQUITY 909218109 4,443 280,300 SH DEFINED 3 280,300 UNITED HEALTHGROUP INC. EQUITY 91324P102 543 8,800 SH DEFINED 1 8,800 UNITED PARCEL SVC INC EQUITY 911312106 128 2,210 SH DEFINED 1 2,210 UNITED PARCEL SVC INC EQUITY 911312106 6,138 106,200 SH DEFINED 2 106,200 UNITED SURGICAL PRTNRS COM EQUITY 913016309 10,126 421,900 SH DEFINED 3 421,900 UNITED TECHNOLOGIES CORP EQUITY 913017109 960 13,100 SH DEFINED 1 13,100 UNITEDHEALTH GROUP INC EQUITY 91324P102 282 4,570 SH DEFINED 2 4,570 UNIVERSAL COMPRESSION COM EQUITY 913431102 8,511 299,700 SH DEFINED 3 299,700 UNIVERSAL HEALTH SVCS INC EQUITY 913903100 432 9,500 SH DEFINED 2 9,500 UNIVERSAL HEALTH SVCS INC EQUITY 913903100 51,847 1,139,500 SH DEFINED 3 112,100 27,400 UNIVISION COMMUNICATIONS CL A EQUITY 914906102 244 5,700 SH DEFINED 1 5,700 UNOCAL CORP EQUITY 915289102 184 5,400 SH DEFINED 1 5,400 UNUMPROVIDENT CORP EQUITY 91529Y106 26,239 816,909 SH DEFINED 1 816,909 UNUMPROVIDENT CORP EQUITY 91529Y106 5,933 184,700 SH DEFINED 2 184,700 US AIRWAYS GROUP, INC. EQUITY 911905107 41 1,700 SH DEFINED 1 1,700 US BANCORP EQUITY 902973304 32,928 1,444,857 SH DEFINED 1 1,444,857 US ONCOLOGY INC EQUITY 90338W103 1,129 127,000 SH DEFINED 2 127,000 USA EDUCATION INC EQUITY 90390U102 19,116 295,360 SH DEFINED 1 295,360 USA NETWORKS INC EQUITY 902984103 2,004 71,100 SH DEFINED 2 71,100 UST INC EQUITY 902911106 136 4,700 SH DEFINED 1 4,700 UST INC EQUITY 902911106 5,129 177,714 SH DEFINED 2 177,714 USX/MARATHON GROUP EQUITY 902905827 254 8,600 SH DEFINED 1 8,600

23 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ USX-U.S. STEEL GROUP INC. EQUITY 90337T101 48 2,400 SH DEFINED 1 2,400 V F CORP EQUITY 918204108 4,993 137,245 SH DEFINED 2 137,245 VALERO ENERGY CORP NEW COM EQUITY 91913Y100 38,380 1,043,500 SH DEFINED 3 987,900 55,600 VARIAN SEMICONDUCTOR EQUIP INC EQUITY 922207105 5,515 131,300 SH DEFINED 2 131,300 VENATOR GROUP INC EQUITY 922944103 3,383 221,100 SH DEFINED 2 221,100 VENATOR GROUP INC EQUITY 922944103 50,314 3,288,500 SH DEFINED 3 3,058,300 230,200 VENTANA MEDICAL SYSTEMS EQUITY 92276H106 209 6,630 SH DEFINED 1 6,630 VERITAS DGC INC EQUITY 92343P107 2,819 101,600 SH DEFINED 2 101,600 VERITAS DGC INC EQUITY 92343P107 32,839 1,183,400 SH DEFINED 3 1,160,100 23,300 VERITAS SOFTWARE CORP EQUITY 923436109 4,527 68,050 SH DEFINED 1 68,050 VERITAS SOFTWARE CORP EQUITY 923436109 12,458 187,250 SH DEFINED 2 187,250 VERIZON COMMUNICATIONS EQUITY 92343V104 22,986 429,644 SH DEFINED 1 429,644 VERIZON COMMUNICATIONS EQUITY 92343V104 8,638 161,464 SH DEFINED 2 161,464 VF CORP EQUITY 918204108 116 3,200 SH DEFINED 1 3,200 VIACOM INC EQUITY 925524308 15,942 308,056 SH DEFINED 2 308,056 VIACOM INC EQUITY 925524100 1,962 37,000 SH DEFINED 3 37,000 VIACOM INC EQUITY 925524308 2,518 48,653 SH DEFINED 1 48,653 Vimpel-Communications-SP ADR EQUITY 68370R109 246 15,000 SH DEFINED 1 15,000 VINTAGE PETE INC EQUITY 927460105 4,488 240,000 SH DEFINED 2 240,000 VISTEON CORP EQUITY 92839U107 70 3,812 SH DEFINED 1 3,812 VITESSE SEMICONDUCTOR CORP EQUITY 928497106 103 4,900 SH DEFINED 1 4,900 VITESSE SEMICONDUCTOR CORP EQUITY 928497106 212 10,000 SH DEFINED 2 10,000 VODAFONE GROUP PLC-SP ADR EQUITY 92857W100 7,268 325,205 SH DEFINED 1 325,205 VORNADO RLTY TR SH BEN INT EQUITY 929042109 35,366 905,900 SH DEFINED 3 794,900 111,000 VULCAN MATERIALS INC EQUITY 929160109 156 2,900 SH DEFINED 1 2,900 WACHOVIA CORP EQUITY 929771103 413 5,800 SH DEFINED 1 5,800 WAL MART STORES INC EQUITY 931142103 33,436 685,160 SH DEFINED 2 685,160 WAL MART STORES INC EQUITY 931142103 6,436 131,890 SH DEFINED 1 131,890 WALGREEN CO EQUITY 931422109 968 28,100 SH DEFINED 1 28,100 WALGREEN CO EQUITY 931422109 3,101 90,000 SH DEFINED 4 90,000 WALT DISNEY COMPANY EQUITY 254687106 1,664 57,600 SH DEFINED 1 57,600 WALTER IND EQUITY 93317Q105 0 807 SH DEFINED 1 807 WASHINGTON FED INC COM EQUITY 938824109 26,887 1,096,530 SH DEFINED 3 1,096,530 WASHINGTON MUTUAL INC. EQUITY 939322109 13,838 368,533 SH DEFINED 1 368,533 WASTE CONNECTIONS INC EQUITY 941053100 14,833 469,155 SH DEFINED 2 469,155 WASTE MANAGEMENT INC EQUITY 94106L109 533 17,300 SH DEFINED 1 17,300 WASTE MANAGEMENT INC EQUITY 94106L109 40,444 1,312,265 SH DEFINED 2 1,312,265 WATERS CORP COM EQUITY 941848103 966 35,000 SH DEFINED 4 35,000 WATERS CORP COM EQUITY 941848103 19,500 706,248 SH DEFINED 3 683,348 22,900 WATSON PHARMACEUTICALS EQUITY 942683103 9,289 150,695 SH DEFINED 1 150,695 WEATHERFORD INTL INC NEW EQUITY 947074100 3,322 69,200 SH DEFINED 2 69,200 WEBSENSE INC EQUITY 947684106 19,398 969,900 SH DEFINED 3 950,500 19,400 WELLPOINT HEALTH NETWORKS EQUITY 94973H108 179 1,900 SH DEFINED 1 1,900 WELLS FARGO & COMPANY EQUITY 949746101 2,205 47,499 SH DEFINED 1 47,499 WELLS FARGO & COMPANY EQUITY 949746101 6,133 132,100 SH DEFINED 2 132,100 WENDY'S EQUITY 950590109 82 3,200 SH DEFINED 1 3,200 WESTERN RESOURCES INC EQUITY 959425109 6,682 310,800 SH DEFINED 1 310,800 WESTVACO CORP. EQUITY 961548104 66 2,700 SH DEFINED 1 2,700 WESTWOOD ONE INC EQUITY 961815107 11,055 300,000 SH DEFINED 2 300,000 WEYERHAEUSER CO. EQUITY 962166104 330 6,000 SH DEFINED 1 6,000 WHIRLPOOL CORP EQUITY 963320106 119 1,900 SH DEFINED 1 1,900 WILLAMETTE INDS. INC. EQUITY 969133107 153 3,100 SH DEFINED 1 3,100 WILLIAMS COMPANIES EQUITY 969457100 5,551 168,454 SH DEFINED 1 168,454 WILLIAMS SONOMA INC EQUITY 969904101 6,130 157,900 SH DEFINED 2 157,900 WILLIAMS SONOMA INC EQUITY 969904101 55,221 1,422,500 SH DEFINED 3 1,345,800 76,700 WILLIS GROUP HLDGS LTD SHS EQUITY G96655108 355 20,000 SH DEFINED 3 20,000 WINN-DIXIE STORES INC. EQUITY 974280109 97 3,700 SH DEFINED 1 3,700 WITNESS SYS INC COM EQUITY 977424100 8,914 811,100 SH DEFINED 3 811,100 WM. WRIGLEY CO EQUITY 982526105 300 6,400 SH DEFINED 1 6,400

24 File Number 28-219 (Consolidated) As of 6/30/01 - ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ WOLVERINE WORLD WIDE COM EQUITY 978097103 27,838 1,557,800 SH DEFINED 3 1,458,100 99,700 WORLDCOM INC-WORLDCOM GROUP EQUITY 98157D106 14,424 1,015,740 SH DEFINED 1 1,015,740 WORTHINGTON INDUSTRIES EQUITY 981811102 31 2,300 SH DEFINED 1 2,300 WYNDAHAM INTERNATIONAL CLASS A EQUITY 983101106 679 271,748 SH DEFINED 1 271,748 XCARE NET INC EQUITY 98388Y101 1,026 76,000 SH DEFINED 2 76,000 XCEL ENERGY INC EQUITY 98389B100 4,507 158,425 SH DEFINED 1 158,425 XEROX CORP EQUITY 984121103 182 19,000 SH DEFINED 1 19,000 XILINX INC. EQUITY 983919101 476 11,550 SH DEFINED 1 11,550 XM SATELLITE RADIO INC EQUITY 98375Y114 50 2,000 SH DEFINED 2 2,000 XOMA LTD EQUITY G9825R107 1,706 100,000 SH DEFINED 2 100,000 XTO ENERGY INC EQUITY 98385X106 2,045 142,500 SH DEFINED 2 142,500 YAHOO INC EQUITY 984332106 5 275 SH DEFINED 2 275 YAHOO INC EQUITY 984332106 310 15,500 SH DEFINED 1 15,500 YANKEE CANDLE INC EQUITY 984757104 8,783 462,500 SH DEFINED 2 462,500 YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH DEFINED 1 9,000 ZIONS BANCORP EQUITY 989701107 5,310 90,000 SH DEFINED 2 90,000 ZIONS BANCORP EQUITY 989701107 153 2,600 SH DEFINED 1 2,600 ZYGO CORP COM EQUITY 989855101 4,194 188,500 SH DEFINED 3 188,500