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

                                   FORM 13F

                             FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: 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).)


     


<PAGE>   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.


<PAGE>   3
File Number 28-219 (Consolidated)
As of 6/30/01



<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       TITLE      CUSIP      VALUE     SHRS OR   SH/  PUT/ INVSTMT  OTHR            VOTING AUTHORITY
NAME OF ISSUER                         CLASS               (X$1000)    PRN AMT   PRN  CALL DSCRETN  MGRS  SOLE      SHARED      NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
21ST CENTURY INSURANCE COMPANY         EQUITY   90130N103  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
</TABLE>


<PAGE>   4
File Number 28-219 (Consolidated)
As of 6/30/01




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


<PAGE>   5
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   6
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   7
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   8
File Number 28-219 (Consolidated)
As of 6/30/01



<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
                                       TITLE      CUSIP      VALUE     SHRS OR   SH/  PUT/ INVSTMT  OTHR            VOTING AUTHORITY
NAME OF ISSUER                         CLASS               (X$1000)    PRN AMT   PRN  CALL DSCRETN  MGRS  SOLE      SHARED      NONE
------------------------------------------------------------------------------------------------------------------------------------
<S>                                    <C>      <C>        <C>       <C>         <C>  <C>  <C>      <C>   <C>   <C>          <C>
COMCAST CORP                           EQUITY   200300200   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
</TABLE>


<PAGE>   9
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   10
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   11
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   12
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   13
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   14
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   15
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   16
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   17
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   18
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   19
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   20
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   21
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   22
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   23
File Number 28-219 (Consolidated)
As of 6/30/01



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


<PAGE>   24
File Number 28-219 (Consolidated)
As of 6/30/01



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