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1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2000 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: AMERICAN INTERNATIONAL GROUP, INC. Address: 70 Pine Street New York, New York 10270 Form 13F File Number: 28-219 The Institutional Investment Manager filing this report and the person by whom it is signed represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Edward E. Matthews Title: Vice Chairman -- Investments and Financial Services Phone: (212) 770-7000 Signature, Place, and Date of Signing: /s/ Edward E. Matthews New York, New York February 14, 2001 - ------------------------------- ------------------------ ----------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

2 FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 1,651 Form 13F Information Table Value Total: $13,153,599 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - -- -------------------- ------------------------------------- 1 28-4637 AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P. 4 HSB GROUP, INC.

3 File Number 28-219 (Consolidated) As of 12/31/00 - ----------------------------------------------------------------------------------------------------------------------------------- TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- 21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 761600 53,445,620 SH DEFINED 1 53,445,620 3 COM CORP EQUITY 885535104 179 21,100 SH DEFINED 1 21,100 360NETWORKS INC EQUITY 88575T205 1,594 125,000 SH DEFINED 1 125,000 99 CENTS ONLY STORES COM EQUITY 65440K106 23476 857,573 SH DEFINED 3 833,142 24,431 A D C TELECOMMUNICATN COM EQUITY 000886101 386 21,300 SH DEFINED 1 21,300 A D C TELECOMMUNICATN COM EQUITY 000886101 4796 264,600 SH DEFINED 3 209,300 55,300 ABBOTT LABORATORIES EQUITY 002824100 11124 229,650 SH DEFINED 1 229,650 ABBOTT LABORATORIES EQUITY 002824100 69 1,415 SH DEFINED 2 1,415 ABBOTT LABORATORIES EQUITY 002824100 7023 145,000 SH DEFINED 4 145,000 ABERCROMBIE & FITCH CO - CL A EQUITY 002896207 120 6,000 SH DEFINED 1 6,000 ABERCROMBIE & FITCH CO - CL A EQUITY 002896207 14992 749,600 SH DEFINED 2 749,600 ABERCROMBIE & FITCH CO - CL A EQUITY 002896207 23960 1,198,000 SH DEFINED 3 1,100,500 97,500 ABGENIX INC EQUITY 00339B107 14358 243,100 SH DEFINED 2 243,100 ACCREDO HEALTH INC COM EQUITY 00437V104 47001 936,500 SH DEFINED 3 925,800 10,700 ACE LTD EQUITY G0070K103 6511 153,430 SH DEFINED 2 153,430 ACNIELSEN CORP EQUITY 004833109 123 3,399 SH DEFINED 1 3,399 ACXIOM CORP EQUITY 005125109 202 5,200 SH DEFINED 1 5,200 ADAPTEC INC EQUITY 00651F108 33 3,200 SH DEFINED 1 3,200 ADELPHIA COMMUNICATIONS EQUITY 006848105 77 1,500 SH DEFINED 2 1,500 ADOBE SYS INC EQUITY 00724F101 396 6,800 SH DEFINED 1 6,800 ADOBE SYS INC EQUITY 00724F101 2828 48,600 SH DEFINED 2 48,600 ADOBE SYS INC EQUITY 00724F101 2909 50,000 SH DEFINED 4 50,000 ADTRAN INC EQUITY 00738A106 49 2,300 SH DEFINED 1 2,300 ADVANCED FIBRE COMMUNI- CATION EQUITY 00754A105 87 4,800 SH DEFINED 1 4,800 ADVANCED FIBRE COMMUNI- CATION EQUITY 00754A105 2424 134,200 SH DEFINED 2 134,200 ADVANCED MICRO DEVICES EQUITY 007903107 120 8,700 SH DEFINED 1 6,900 AES CORP EQUITY 00130H105 1701 30,710 SH DEFINED 1 30,710 AETNA INC EQUITY 00817Y108 267 6,500 SH DEFINED 1 6,500 AETNA INC EQUITY 00817Y108 10650 259,350 SH DEFINED 2 259,350 AFFILIATED COMPUTER CL A EQUITY 008190100 182 3,000 SH DEFINED 1 3,000 AFFILIATED COMPUTER CL A EQUITY 008190100 118730 1,956,410 SH DEFINED 3 1,863,610 92,800 AFFYMETRIX INC EQUITY 00826T108 4489 60,300 SH DEFINED 2 60,300 AFLAC INC EQUITY 001055102 17370 240,700 SH DEFINED 2 240,700 AFLAC INC. EQUITY 001055102 12813 177,500 SH DEFINED 1 177,500 AGCO CORP EQUITY 001084102 42 3,500 SH DEFINED 1 3,500 AGILENT TECHNOLOGIES INC EQUITY 00846U101 758 13,850 SH DEFINED 1 13,850 AGL RES INC EQUITY 001204106 71 3,200 SH DEFINED 1 3,200 AIR PRODUCTS EQUITY 009158106 279 6,800 SH DEFINED 1 6,800 AIRGAS INC EQUITY 009363102 27 3,900 SH DEFINED 1 3,900 AK STEEL HOLDING CORP EQUITY 001547108 57 6,500 SH DEFINED 1 6,500 ALASKA AIR GROUP EQUITY 011659109 45 1,500 SH DEFINED 1 1,500 ALBANY INTL CORP EQUITY 012348108 24 1,818 SH DEFINED 1 1,818 ALBEMARLE CORP EQUITY 012653101 67 2,700 SH DEFINED 1 2,700 Alberta Energy Co Ltd USD0.01 EQUITY 012873105 560 11,600 SH DEFINED 1 11,600 ALBERTO-CULVER CO EQUITY 013068101 73 1,700 SH DEFINED 1 1,700 ALBERTSONS INC EQUITY 013104104 3842 144,991 SH DEFINED 2 144,991 ALBERTSON'S INC EQUITY 013104104 323 12,192 SH DEFINED 1 12,192 ALCAN ALUMINUM LTD EQUITY 013716105 301 8,800 SH DEFINED 1 8,800 ALCOA INC. EQUITY 013817101 15751 470,184 SH DEFINED 1 470,184 ALEXANDER BALDWIN EQUITY 014482103 63 2,400 SH DEFINED 1 2,400 ALLEGHENY ENERGY INC EQUITY 017361106 575 11,930 SH DEFINED 1 11,930 ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 45 2,842 SH DEFINED 1 2,842 ALLERGAN INC EQUITY 018490102 378 3,900 SH DEFINED 1 3,900 ALLERGAN INC EQUITY 018490102 10669 110,200 SH DEFINED 2 110,200 ALLETE EQUITY 018522102 109 4,400 SH DEFINED 1 4,400 ALLIANT ENERGY CORP EQUITY 018802108 150 4,700 SH DEFINED 1 4,700 ALLIANT TECHSYSTEMS COM EQUITY 018804104 10333 154,800 SH DEFINED 3 154,800 ALLIED CAPITAL CORP EQUITY 01903Q108 6018 288,300 SH DEFINED 1 288,300 ALLIED WASTE INDUSTRIES INC EQUITY 019589308 80 5,500 SH DEFINED 1 5,500 ALLMERICA FINANCIAL CORP EQUITY 019754100 232 3,200 SH DEFINED 1 3,200 ALLOS THERAPEUTICS INC EQUITY 019777101 847 105,000 SH DEFINED 2 105,000 ALLSTATE CORP EQUITY 020002101 12877 295,600 SH DEFINED 1 295,600 ALLTEL CORP EQUITY 020039103 562 9,000 SH DEFINED 1 9,000 ALPHARMA INC CL A EQUITY 020813101 28277 644,500 SH DEFINED 3 629,000 15,500 ALTERA CORP EQUITY 021441100 300 11,400 SH DEFINED 1 11,400 ALZA CORP EQUITY 022615108 276 6,500 SH DEFINED 1 6,500 ALZA CORP EQUITY 022615108 47600 1,120,000 SH DEFINED 2 1,120,000 AMB PPTY CORP EQUITY 00163T109 13435 520,500 SH DEFINED 3 468,800 51,700 AMBAC INC. EQUITY 023139108 163 2,800 SH DEFINED 1 2,800 AMDOCS LIMITED EQUITY G02602103 7077 106,830 SH DEFINED 2 106,830 AMERADA HESS CORP EQUITY 023551104 190 2,600 SH DEFINED 1 2,600 AMEREN CORPORATION EQUITY 023608102 7150 154,380 SH DEFINED 1 154,380 AMEREN CORPORATION EQUITY 023608102 79 1,700 SH DEFINED 4 1,700 AMERICA ONLINE INC EQUITY 02364J104 10797 310,250 SH DEFINED 1 310,250 AMERICA ONLINE INC EQUITY 02364J104 6682 192,000 SH DEFINED 2 192,000

4 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- AMERICAN AIRLINES EQUITY 001765106 9000 229,650 SH DEFINED 1 229,650 AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 114 2,700 SH DEFINED 1 2,700 AMERICAN ELECTRIC POWER EQUITY 025537101 508 10,920 SH DEFINED 1 10,920 AMERICAN ELECTRIC POWER EQUITY 025537101 6743 145,000 SH DEFINED 4 145,000 AMERICAN EXPRESS EQUITY 025816109 2052 37,350 SH DEFINED 1 37,350 AMERICAN EXPRESS EQUITY 025816109 33020 601,050 SH DEFINED 2 601,050 AMERICAN EXPRESS EQUITY 025816109 4395 80,000 SH DEFINED 4 80,000 AMERICAN FINANCIAL GROUP INC EQUITY 025932104 93 3,500 SH DEFINED 1 3,500 AMERICAN FINANCIAL GROUP INC EQUITY 025932104 18480 695,700 SH DEFINED 3 679,400 16,300 AMERICAN GENERAL CORP EQUITY 026351106 587 7,199 SH DEFINED 1 7,199 AMERICAN GREETINGS - -CL A EQUITY 026375105 19 2,000 SH DEFINED 1 2,000 AMERICAN HOME PRODUCTS EQUITY 026609107 12728 200,280 SH DEFINED 1 200,280 AMERICAN INTERNATIONAL GROUP EQUITY 026874107 2774 28,148 SH DEFINED 1 28,148 AMERICAN POWER CONVER- SION EQUITY 029066107 70 5,640 SH DEFINED 1 5,640 AMERICAN SKIING EQUITY 029654308 760 528,581 SH DEFINED 1 528,581 AMERICAN STANDARD COMPAN- IES EQUITY 029712106 207 4,200 SH DEFINED 1 4,200 AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 1028 36,000 SH DEFINED 2 36,000 AMERICAN TOWER EQUITY 029912201 62579 1,652,244 SH DEFINED 3 1,615,444 36,800 AMERICAN TOWER CVT 6.25% 10/15 EQUITY 029912aa0 3491 20,700 SH DEFINED 3 11,000 9,700 AMERICAN WTR WKS INC EQUITY 030411102 170 5,800 SH DEFINED 1 5,800 AMERICREDIT CORP EQUITY 03060R101 125 4,600 SH DEFINED 1 4,600 AMERICREDIT CORP EQUITY 03060R101 137682 5,052,546 SH DEFINED 3 4,839,246 213,300 AMERISOURCE HEALTH CORP CL A EQUITY 03071P102 162 3,200 SH DEFINED 1 3,200 AMES DEPT STORES INC EQUITY 030789507 1 360 SH DEFINED 1 360 AMETEK INC (new) EQUITY 031100100 49 1,900 SH DEFINED 1 1,900 AMGEN INC EQUITY 031162100 12475 195,105 SH DEFINED 2 195,105 AMGEN INC. EQUITY 031162100 7439 116,350 SH DEFINED 1 116,350 AMLI RESIDNTL PPTYS TR SH BEN EQUITY 001735109 3545 143,600 SH DEFINED 3 143,600 AMSOUTH BANCORPORATION EQUITY 032165102 8316 545,288 SH DEFINED 1 545,288 AMSOUTH BANCORPORATION EQUITY 032165102 1296 85,000 SH DEFINED 4 85,000 AMSURG CORP CL A EQUITY 03232P108 19022 780,400 SH DEFINED 3 780,400 ANADARKO PETROLEUM CORP EQUITY 032511107 1991 28,006 SH DEFINED 1 28,006 ANALOG DEVICES INC EQUITY 032654105 517 10,100 SH DEFINED 1 10,100 ANAREN MICROWAVE EQUITY 032744104 19565 291,200 SH DEFINED 3 284,600 6,600 ANDREW CORPRATION EQUITY 034425108 51 2,350 SH DEFINED 1 2,350 ANDRX CORP DEL EQUITY 034553107 868 15,000 SH DEFINED 2 15,000 ANHEUSER BUSCH COS INC EQUITY 035229103 2699 59,320 SH DEFINED 1 59,320 ANHEUSER BUSCH COS INC EQUITY 035229103 3708 81,500 SH DEFINED 2 81,500 ANHEUSER BUSCH COS INC EQUITY 035229103 3640 80,000 SH DEFINED 4 80,000 ANNTAYLOR STORES CORP EQUITY 036115103 9115 365,500 SH DEFINED 2 365,500 ANSWERTHINK INC EQUITY 036916104 11 3,000 SH DEFINED 2 3,000 ANTEC CORP EQUITY 03664P105 17 2,200 SH DEFINED 1 2,200 ANTHRACITE CAPITAL INC EQUITY 037023108 2210 285,177 SH DEFINED 1 285,177 AO TATNEFT SPON ADR EQUITY 03737P306 898 127,100 SH DEFINED 1 127,100 AON CORP EQUITY 037389103 9128 266,500 SH DEFINED 1 266,500 APACHE CORP EQUITY 037411105 242 3,450 SH DEFINED 1 3,450 APACHE CORP EQUITY 037411105 35466 506,200 SH DEFINED 2 506,200 APACHE CORP EQUITY 037411105 12065 172,200 SH DEFINED 3 132,000 40,200 APACHE CORP EQUITY 037411105 1051 15,000 SH DEFINED 4 15,000 APARTMENT INVT & MGMT CL A EQUITY 03748R101 31391 68,600 SH DEFINED 3 562,100 66,500 APOGENT TECHNOLOGIES INC EQUITY 03760A101 129 6,300 SH DEFINED 1 6,300 APOLLO GROUP INC EQUITY 037604105 221 4,500 SH DEFINED 1 4,500 APPLE COMPUTER EQUITY 037833100 140 9,400 SH DEFINED 1 9,400 APPLERA CORP-APPLIED BIOSYS EQUITY 038020103 803 8,540 SH DEFINED 1 8,540 APPLERA CORP-APPLIED BIOSYS EQUITY 038020103 5046 53,640 SH DEFINED 2 53,640 APPLERA CORP-APPLIED BIOSYS EQUITY 038020103 1881 20,000 SH DEFINED 4 20,000 APPLIED MATERIALS INC EQUITY 038222105 6514 170,580 SH DEFINED 1 170,580 APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 3655 48,700 SH DEFINED 2 48,700 APPLIED MOLECULAR EVOLU- TION EQUITY 03823E108 54,870 SH DEFINED 1 54,870 APRIA HEALTHCARE GROUP EQUITY 037933108 92 3,100 SH DEFINED 1 3,100 ARACRUZ CELULOSE SA-SPON ADR EQUITY 038496204 826 55,300 SH DEFINED 1 55,300 ARCH COAL INC EQUITY 039380100 5 344 SH DEFINED 1 344 ARCHER DANIELS MIDLAND EQUITY 039483102 5058 337,182 SH DEFINED 1 337,182 ARCHSTONE COMM EQUITY 039581103 18039 700,536 SH DEFINED 3 630,294 70,242 ARDEN RLTY GROUP INC COM EQUITY 039793104 10291 409,600 SH DEFINED 3 371,800 37,800 ARENA PHARMACEUTICALS INC EQUITY 040047102 155 10,000 SH DEFINED 2 10,000 ARIBA INC EQUITY 04033V104 6403 119,400 SH DEFINED 2 119,400 ARROW ELECTRONICS EQUITY 042735100 167 5,850 SH DEFINED 1 5,850 ART TECHNOLOGY GROUP COM EQUITY 04289L107 1904 62,300 SH DEFINED 2 62,300 ART TECHNOLOGY GROUP COM EQUITY 04289L107 22943 750,700 SH DEFINED 3 730,900 19,800 ARVINMERITOR INC. EQUITY 043353101 48 4,223 SH DEFINED 1 4,223 ASHLAND INC EQUITY 044204105 79 2,200 SH DEFINED 1 2,200 ASSOCIATED BANC-CORP EQUITY 045487105 123 4,060 SH DEFINED 1 4,060 ASTORIA FINANCIAL CORP EQUITY 046265104 168 3,100 SH DEFINED 1 3,100 ASTROPOWER INC COM EQUITY 04644A101 9529 303,700 SH DEFINED 3 303,700 AT & T EQUITY 001957109 1959 113,575 SH DEFINED 1 113,575 AT & T EQUITY 001957109 147 8,508 SH DEFINED 2 4,254 AT & T EQUITY 001957208 5407 398,700 SH DEFINED 2 398,700 AT&T LATIN AMERICA CORP CL A EQUITY 04649A106 215 78,000 SH DEFINED 1 78,000 ATLAS AIR INC EQUITY 049164106 72 2,200 SH DEFINED 1 2,200 ATMEL CORP EQUITY 049513104 321 27,600 SH DEFINED 1 27,600

5 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- ATMEL CORP EQUITY 049513104 2269 195,200 SH DEFINED 2 195,200 ATS MED INC COM EQUITY 002083103 8860 624,500 SH DEFINED 3 624,500 AUTODESK INC. EQUITY 052769106 46 1,700 SH DEFINED 1 1,700 AUTOMATIC DATA PROCESS- ING INC EQUITY 053015103 9202 145,340 SH DEFINED 1 145,340 AUTOZONE INC EQUITY 053332102 123 4,300 SH DEFINED 1 4,300 AVALONBAY COMM EQUITY 053484101 21718 433,268 SH DEFINED 3 391,622 41,646 AVANT IMMUNOTHERAPEUTICS INC EQUITY 053491106 362 52,725 SH DEFINED 1 52,725 AVAYA INC EQUITY 053499109 81 7,844 SH DEFINED 1 7,844 AVAYA INC EQUITY 053499109 9 836 SH DEFINED 2 836 AVERY DENNISON CORP. EQUITY 053611109 33527 610,965 SH DEFINED 1 610,965 AVNET INC. EQUITY 053807103 191 8,900 SH DEFINED 1 8,900 AVOCENT CORPORATION EQUITY 053893103 70 2,600 SH DEFINED 1 2,600 AVON PRODUCTS EQUITY 054303102 330 6,900 SH DEFINED 1 6,900 B I S Y S GROUP INC EQUITY 055472104 104094 1,997,000 SH DEFINED 3 1,903,300 93,700 BAKER HUGHES INC EQUITY 057224107 5941 142,950 SH DEFINED 2 142,950 BAKER HUGHES INC. EQUITY 057224107 406 9,770 SH DEFINED 1 9,770 BALL CORP EQUITY 058498106 37 800 SH DEFINED 1 800 BANC ONE CORP EQUITY 06423A103 1184 32,322 SH DEFINED 1 32,322 BANCO DE A. EDWARDS-SP ADR EQUITY 059504100 675 49,978 SH DEFINED 1 49,978 Banco Frances Rio Plata ADR EQUITY 059591107 159 9,500 SH DEFINED 1 9,500 BANCO GANADERO SA-SPONS ADR EQUITY 059594507 11 10,500 SH DEFINED 1 10,500 BANDAG INC EQUITY 059815100 49 1,200 SH DEFINED 1 1,200 BANK NEW YORK INC EQUITY 064057102 1159 21,000 SH DEFINED 1 21,000 BANK NEW YORK INC EQUITY 064057102 18968 343,700 SH DEFINED 2 343,700 BANK UNITED CORP. EQUITY 065412108 46491 681,802 SH DEFINED 1 681,802 BANK UNITED CORP. EQUITY 065412108 20511 300,800 SH DEFINED 3 300,800 BANKAMERICA CORPORATION EQUITY 060505104 2115 46,100 SH DEFINED 1 46,100 BANKNORTH GROUP INC. EQUITY 06646R107 171 8,600 SH DEFINED 1 8,600 BANTA CORP EQUITY 066821109 36 1,400 SH DEFINED 1 1,400 BARD (C.R.) EQUITY 067383109 75 1,600 SH DEFINED 1 1,600 BARNES & NOBLE INC. EQUITY 067774109 101 3,800 SH DEFINED 1 3,800 BARNES & NOBLE INC. EQUITY 067774109 11395 430,000 SH DEFINED 3 419,400 10,600 BARR LABORATORIES EQUITY 068306109 153 2,100 SH DEFINED 1 2,100 BARRICK GOLD CORP. EQUITY 067901108 188 11,500 SH DEFINED 1 11,500 BAUSCH & LOMB EQUITY 071707103 65 1,600 SH DEFINED 1 1,600 BAXTER INTERNATIONAL INC. EQUITY 071813109 14287 161,780 SH DEFINED 1 161,780 BB&T CORPORATION EQUITY 054937107 399 10,700 SH DEFINED 1 10,700 BEA SYS INC EQUITY 073325102 25256 375,200 SH DEFINED 2 375,200 BEAR STEARNS EQUITY 073902108 162 3,205 SH DEFINED 1 3,205 BECKMAN COULTER INC EQUITY 075811109 151 3,600 SH DEFINED 1 3,600 BECKMAN COULTER INC EQUITY 075811109 1258 30,000 SH DEFINED 4 30,000 BECTON DICKINSON & CO EQUITY 075887109 260 7,500 SH DEFINED 1 7,500 BED BATH & BEYOND INC COM EQUITY 075896100 183 8,200 SH DEFINED 1 8,200 BED BATH & BEYOND INC COM EQUITY 075896100 2193 98,000 SH DEFINED 2 98,000 BED BATH & BEYOND INC COM EQUITY 075896100 2374 106,100 SH DEFINED 3 75,800 30,300 BEDFORD PPTY INVS INC COM PAR EQUITY 076446301 3434 169,600 SH DEFINED 3 150,000 19,600 BELL CANADA INTERNA- TIONAL INC. EQUITY 077914109 785 40,000 SH DEFINED 1 40,000 BELLSOUTH CORP EQUITY 079860102 2178 53,200 SH DEFINED 1 53,200 BELO CORPORATION EQUITY 080555105 112 7,000 SH DEFINED 1 7,000 BEMIS CO. EQUITY 081437105 54 1,600 SH DEFINED 1 1,600 BEMIS CO. EQUITY 081437105 4658 138,780 SH DEFINED 2 138,780 BERGEN BRUNSWIG CORP EQUITY 083739102 127 8,000 SH DEFINED 1 8,000 BERKSHIRE HATHAWAY CL-B EQUITY 084670207 40 17 SH DEFINED 2 17 BEST BUY INC EQUITY 086516101 180 6,100 SH DEFINED 1 6,100 BIOGEN EQUITY 090597105 264 4,400 SH DEFINED 1 4,400 BIOGEN EQUITY 090597105 3664 61,000 SH DEFINED 2 61,000 BIOMET INC EQUITY 090613100 208 5,250 SH DEFINED 1 5,250 BIOMET INC EQUITY 090613100 5636 142,000 SH DEFINED 2 142,000 BIOSITE DIAGNOSTICS COM EQUITY 090945106 5063 125,200 SH DEFINED 3 125,200 BIOSOURCE INTL INC EQUITY 09066H104 1867 121,900 SH DEFINED 2 121,900 BIOVAIL CORP EQUITY 09067J109 10526 271,000 SH DEFINED 2 271,000 BIOVAIL CORP EQUITY 09067J109 75319 1,939,224 SH DEFINED 3 1,835,724 103,500 BISYS GROUP, INC. EQUITY 055472104 177 3,400 SH DEFINED 1 3,400 BJ SVCS CO EQUITY 055482103 344 5,000 SH DEFINED 1 5,000 BJ'S WHOLESALE CLUB INC EQUITY 05548J106 165 4,300 SH DEFINED 1 4,300 BJ'S WHOLESALE CLUB INC EQUITY 05548J106 18652 486,057 SH DEFINED 3 472,557 13,500 BLACK & DECKER CORP EQUITY 091797100 165 2,600 SH DEFINED 1 2,600 BLACK HILLS CORP EQUITY 092113109 60 1,350 SH DEFINED 1 1,350 BLOCK (H & R) EQUITY 093671105 151 3,650 SH DEFINED 1 3,650 BLYTH INC. EQUITY 09643P108 68 2,800 SH DEFINED 1 2,800 BMC SOFTWARE EQUITY 055921100 97 6,900 SH DEFINED 1 6,900 BOB EVANS FARMS INC EQUITY 096761101 45 2,100 SH DEFINED 1 2,100 BOEING CO EQUITY 097023105 348 5,280 SH DEFINED 2 5,280 BOEING CO. EQUITY 097023105 1665 25,226 SH DEFINED 1 25,226 BOISE CASCADE CORP EQUITY 097383103 61 1,800 SH DEFINED 1 1,800 BORDERS GROUP INC EQUITY 099709107 54 4,600 SH DEFINED 1 4,600 BORG-WARNER AUTOMOTIVE INC EQUITY 099724106 60 1,500 SH DEFINED 1 1,500 BOSTON PROPERTIES INC COM EQUITY 101121101 16935 389,300 SH DEFINED 3 350,300 39,000 BOSTON SCIENTIFIC EQUITY 101137107 163 11,900 SH DEFINED 1 11,900 BOWATER INC EQUITY 102183100 175 3,100 SH DEFINED 1 3,100 BP AMOCO EQUITY 055622104 692 14,464 SH DEFINED 2 8,950

6 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- BP AMOCO EQUITY 055622104 2394 50,000 SH DEFINED 4 50,000 BRE PROPERTIES INC CL A EQUITY 05564E106 10004 315,700 SH DEFINED 3 264,600 51,100 BRIGGS & STRATTON EQUITY 109043109 31 700 SH DEFINED 1 700 BRIGHT HORIZON FAMILY COM EQUITY 109195107 43485 1,664,500 SH DEFINED 3 1,663,100 1,400 BRILLIANCE CHINA AUTO-SP ADR EQUITY 10949Q105 63 2,400 SH DEFINED 1 2,400 BRINKER INTERNATIONAL INC EQUITY 109641100 169 4,000 SH DEFINED 1 4,000 BRISTOL MYERS SQUIBB EQUITY 110122108 21659 292,940 SH DEFINED 1 292,940 BRISTOL MYERS SQUIBB EQUITY 110122108 23512 318,000 SH DEFINED 2 318,000 BROADCOM CORP Cl A EQUITY 111320107 2792 33,240 SH DEFINED 1 33,240 BROADVISION INC EQUITY 111412102 90 7,600 SH DEFINED 1 7,600 BROADWING INC EQUITY 111620100 294 12,900 SH DEFINED 1 12,900 BROCADE COMMUNICATIONS SYS INC EQUITY 111621108 18840 205,200 SH DEFINED 2 205,200 BROWN AND BROWN EQUITY 115236101 7630 218,000 SH DEFINED 1 218,000 BROWN-FORMAN CORP CL B EQUITY 115637209 133 2,000 SH DEFINED 1 2,000 BRUNSWICK CORP EQUITY 117043109 49 3,000 SH DEFINED 1 3,000 BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 326 11,610 SH DEFINED 1 11,610 BURLINGTON RESOURCES EQUITY 122014103 319 6,314 SH DEFINED 1 6,314 BURLINGTON RESOURCES EQUITY 122014103 4929 97,600 SH DEFINED 2 97,600 BUSINESS OBJECTS S A SPONSORED EQUITY 12328X107 14306 252,646 SH DEFINED 3 245,446 7,200 C MAC INDS INC EQUITY 125920108 4453 100,350 SH DEFINED 2 100,350 C.H. ROBINSON WORLDWIDE INC EQUITY 12541W100 157 5,000 SH DEFINED 1 5,000 C.I.T. Group Inc. A EQUITY 125577106 151 7,500 SH DEFINED 1 7,500 CABLETRON SYSTEMS INC EQUITY 126920107 78 5,200 SH DEFINED 1 5,200 CABLETRON SYSTEMS INC EQUITY 126920107 5044 334,900 SH DEFINED 3 272,900 62,000 CABOT CORP EQUITY 127055101 103 3,900 SH DEFINED 1 3,900 CABOT INDUSTRIAL TRUST COM EQUITY 127072106 4359 227,200 SH DEFINED 3 195,000 32,200 CABOT MICROELECTRONICS CORP EQUITY 12709P103 77 1,492 SH DEFINED 1 1,492 CADENCE DESIGN SYSTEMS INC. EQUITY 127387108 404 14,700 SH DEFINED 1 14,700 CALLAWAY GOLF CO EQUITY 131193104 84 4,500 SH DEFINED 1 4,500 CALPINE CORP EQUITY 131347106 365 8,100 SH DEFINED 1 8,100 CALPINE CORP EQUITY 131347106 18363 407,500 SH DEFINED 2 407,500 CAMDEN PPTY TR SH BEN INT EQUITY 133131102 20613 615,300 SH DEFINED 3 562,800 52,500 CAMINUS CORP COM EQUITY 133766105 1604 69,000 SH DEFINED 3 69,000 CAMPBELL SOUP COMPANY EQUITY 134429109 419 12,100 SH DEFINED 1 12,100 CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 367 5,575 SH DEFINED 1 5,575 CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 11247 170,900 SH DEFINED 2 170,900 CAPITOL TRANSAMERICA CORP EQUITY 140640103 1340 107,700 SH DEFINED 1 107,700 CARDIAC SCIENCE INC. EQUITY 141410209 2 578 SH DEFINED 1 578 CARDINAL HEALTH INC EQUITY 14149Y108 8321 83,520 SH DEFINED 1 83,520 CAREER ED CORP EQUITY 141665109 3971 101,500 SH DEFINED 2 101,500 CARLISLE COS INC EQUITY 142339100 77 1,800 SH DEFINED 1 1,800 CARNIVAL CORP CLASS A EQUITY 143658102 518 16,800 SH DEFINED 1 16,800 CARPENTER TECHNOLOGY EQUITY 144285103 46 1,300 SH DEFINED 1 1,300 CARRAMERICA REALTY COR- PORATION EQUITY 144418100 6685 213,500 SH DEFINED 3 193,000 20,500 CARREKER ANTINORI INC COM EQUITY 144433109 28220 812,100 SH DEFINED 3 797,600 14,500 CARTER WALLACE INC EQUITY 146285101 90 2,700 SH DEFINED 1 2,700 CATALINA MARKETING CORP EQUITY 148867104 128 3,300 SH DEFINED 1 3,300 CATELLUS DEVELOPMENT CORP EQUITY 149111106 4520 258,300 SH DEFINED 3 230,700 27,600 CATERPILLAR INC EQUITY 149123101 8291 175,236 SH DEFINED 2 175,236 CATERPILLAR INC. EQUITY 149123101 473 10,000 SH DEFINED 1 10,000 CBL & ASSOC PPTYS INC COM EQUITY 124830100 5187 204,900 SH DEFINED 3 183,400 21,500 CBRL GROUP INC EQUITY 12489V106 62 3,400 SH DEFINED 1 3,400 CCC INFORMATION SERVICE GROUP INC EQUITY 12487Q109 750 120,000 SH DEFINED 1 120,000 CDW COMPUTER CENTERS, INC EQUITY 125129106 145 5,200 SH DEFINED 1 5,200 CELESTICA INC EQUITY 15101Q108 1948 35,900 SH DEFINED 2 35,900 CELGENE CORP EQUITY 151020104 488 15,000 SH DEFINED 2 15,000 Cell Genesys EQUITY 150921104 456 20,000 SH DEFINED 4 20,000 CELL THERAPEUTICS INC EQUITY 150934107 2474 54,900 SH DEFINED 2 54,900 CEMEX SA -SPONS ADR PART CER EQUITY 151290889 439 24,300 SH DEFINED 1 24,300 CENDANT CORP EQUITY 151313103 198 20,618 SH DEFINED 1 20,618 CENDANT CORP EQUITY 151313103 51 5,350 SH DEFINED 2 5,350 CENTERPOINT PPTYS TRUST EQUITY 151895109 7314 154,800 SH DEFINED 3 139,400 15,400 CENTEX CORP EQUITY 152312104 71 1,900 SH DEFINED 1 1,900 CENTURYTEL INC EQUITY 156700106 150 4,200 SH DEFINED 1 4,200 CEPHALON INC EQUITY 156708109 6850 108,200 SH DEFINED 2 108,200 CERIDIAN CORP EQUITY 15677T106 90 4,500 SH DEFINED 1 4,500 CERNER CORP EQUITY 156782104 1850 40,000 SH DEFINED 2 40,000 CESKA SPORITELNA-GDR REG S EQUITY 157137209 885 142,000 SH DEFINED 1 142,000 CHARLES RIV LABORATORIES INTL EQUITY 159864107 4648 169,800 SH DEFINED 2 169,800 CHARTER ONE FINANCIAL, INC. EQUITY 160903100 182 6,310 SH DEFINED 1 6,310 CHARTER ONE FINANCIAL, INC. EQUITY 160903100 72231 2,501,496 SH DEFINED 3 2,323,062 178,434 CHASE MANHATTAN CORP EQUITY 16161A108 3280 72,185 SH DEFINED 1 72,185 CHASE MANHATTAN CORP EQUITY 16161A108 207 4,560 SH DEFINED 2 4,560 CHATEAU COMMUNITIES INC COM EQUITY 161726104 14427 474,000 SH DEFINED 3 436,100 37,900 CHECK POINT SOFTWARE EQUITY M22465104 21664 162,200 SH DEFINED 2 162,200 CHECKFREE CORP. EQUITY 162813109 191 4,500 SH DEFINED 1 4,500 CHECKFREE CORP. EQUITY 162813109 1830 42,500 SH DEFINED 2 42,500 CHEESECAKE FACTORY INC COM EQUITY 163072101 24846 647,457 SH DEFINED 3 635,904 11,553 CHESAPEAKE ENERGY 7.0 CNV PFD EQUITY 165167305 3943 51,500 SH DEFINED 1 51,500 CHEVRON CORPORATION EQUITY 166751107 1562 18,500 SH DEFINED 1 18,500 CHEVRON CORPORATION EQUITY 166751107 2702 32,000 SH DEFINED 4 32,000

7 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 3605 132,900 SH DEFINED 1 132,900 CHIRON CORP. EQUITY 170040109 227 5,100 SH DEFINED 1 5,100 CHOICEPOINT INC EQUITY 170388102 164 2,500 SH DEFINED 1 2,500 CHRIS CRAFT INDS INC EQUITY 170520100 145 2,179 SH DEFINED 1 2,179 CHRISTOPHER & BANKS CP COM EQUITY 171046105 2741 97,225 SH DEFINED 3 97,225 CHUBB CORP EQUITY 171232101 3539 40,915 SH DEFINED 1 40,915 CHURCH & DWIGHT INC EQUITY 171340102 49 2,200 SH DEFINED 1 2,200 CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 875 46,200 SH DEFINED 1 46,200 Cia de Minas Buenaventura - Spon ADR EQUITY 204448104 363 25,000 SH DEFINED 1 25,000 CIA PARANAENSE ENER-SP ADR EQUITY 20441B407 514 60,900 SH DEFINED 1 60,900 CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 1340 101,600 SH DEFINED 1 101,600 CIA VALE DO RIO DOCE - SP ADR EQUITY 204412100 584 23,700 SH DEFINED 1 23,700 CIENA CORP EQUITY 171779101 21304 261,800 SH DEFINED 2 261,800 CIGNA CORP EQUITY 125509109 609 4,600 SH DEFINED 1 4,600 CINCINNATI FINANCIAL CORP- ORATION EQUITY 172062101 188 4,750 SH DEFINED 1 4,750 CINERGY CORP EQUITY 172474108 169 4,800 SH DEFINED 1 4,800 CINERGY CORP EQUITY 172474108 4215 120,000 SH DEFINED 4 120,000 CINTAS CORP EQUITY 172908105 537 10,100 SH DEFINED 1 10,100 CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 530 40,000 SH DEFINED 2 40,000 CIRCUIT CITY STORES-CIR- CUIT CITY GROU EQUITY 172737108 68 5,900 SH DEFINED 1 5,900 CIRRUS LOGIC, INCORPORATED EQUITY 172755100 86 4,600 SH DEFINED 1 4,600 CISCO SYSTEMS INC. EQUITY 17275R102 37235 973,455 SH DEFINED 1 973,455 CISCO SYSTEMS INC. EQUITY 17275R102 36707 959,670 SH DEFINED 2 959,670 CISCO SYSTEMS INC. EQUITY 17275R102 1893 49,500 SH DEFINED 4 49,500 CITIGROUP INC EQUITY 172967101 2766 54,172 SH DEFINED 1 54,172 CITIGROUP INC EQUITY 172967101 39790 779,237 SH DEFINED 2 779,237 CITRIX SYSTEMS INC EQUITY 177376100 122 5,400 SH DEFINED 1 5,400 CITY NATL CORP EQUITY 178566105 109 2,800 SH DEFINED 1 2,800 CLAIRE'S STORES INC EQUITY 179584107 54 3,000 SH DEFINED 1 3,000 CLASSIC COMMUN EQUITY 182728204 44 20,000 SH DEFINED 1 20,000 CLAYTON HOMES INC EQUITY 184190106 95 8,268 SH DEFINED 1 8,268 CLEAR CHANNEL COMMUNI- CATIONS EQUITY 184502102 33170 684,800 SH DEFINED 1 684,800 CLEAR CHANNEL COMMUNI- CATIONS EQUITY 184502102 2757 56,910 SH DEFINED 2 56,910 CLECO CORPORATION EQUITY 12561W105 77 1,400 SH DEFINED 1 1,400 CLOROX CO. EQUITY 189054109 227 6,400 SH DEFINED 1 6,400 CMS ENERGY CORP EQUITY 125896100 111 3,500 SH DEFINED 1 3,500 CNET NETWORKS INC EQUITY 12613R104 6116 382,230 SH DEFINED 1 382,230 CNF INC EQUITY 12612W104 98 2,900 SH DEFINED 1 2,900 COASTAL CORP EQUITY 190441105 539 6,100 SH DEFINED 1 6,100 COASTAL CORP EQUITY 190441105 8341 94,450 SH DEFINED 2 94,450 COASTCAST CORP EQUITY 19057T108 6498 371,300 SH DEFINED 1 371,300 COCA COLA EQUITY 191216100 12411 203,670 SH DEFINED 1 203,670 COCA-COLA ENTERPRISES EQUITY 191219104 228 12,000 SH DEFINED 1 12,000 COINSTAR COMMON EQUITY 19259P300 3,100 203,300 SH DEFINED 1 203,300 COLGATE-PALMOLIVE EQUITY 194162103 1090 16,890 SH DEFINED 1 16,890 COLGATE-PALMOLIVE EQUITY 194162103 4357 67,500 SH DEFINED 4 67,500 COLONIAL PPTYS TR COM SH BEN I EQUITY 195872106 3138 120,400 SH DEFINED 3 120,400 COMCAST CORP EQUITY 200300200 1060 25,400 SH DEFINED 1 25,400 COMCAST CORP EQUITY 200300200 27100 649,090 SH DEFINED 2 649,090 COMDISCO EQUITY 200336105 104 9,100 SH DEFINED 1 9,100 COMERICA INC EQUITY 200340107 279 4,700 SH DEFINED 1 4,700 COMMERCE ONE INC DEL EQUITY 200693109 1420 56,100 SH DEFINED 2 56,100 COMMERCE ONE INC DEL EQUITY 200693109 1805 71,300 SH DEFINED 3 57,800 13,500 COMMERCIAL NET LEASE COM EQUITY 202218103 630 61,800 SH DEFINED 3 61,800 COMMSCOPE INC EQUITY 203372107 50 3,000 SH DEFINED 1 3,000 COMMUNITY HLTH SYS NEW COM EQUITY 203668108 95903 2,740,100 SH DEFINED 3 2,606,600 133,500 Companhia Brasileira De Distributor EQUITY 20440T201 2128 58,300 SH DEFINED 1 58,300 COMPANHIA DE BEBIDAS- PR ADR EQUITY 20441W203 633 24,600 SH DEFINED 1 24,600 COMPANIA DE MINAS BUENA- VENTURA-SPON A EQUITY 204448104 206 14,200 SH DEFINED 1 14,200 Compania Telecomuni- caciones Chile ADR EQUITY 204449300 255 13,500 SH DEFINED 1 13,500 COMPAQ COMPUTER EQUITY 204493100 720 47,844 SH DEFINED 1 47,844 COMPAQ COMPUTER EQUITY 204493100 1378 91,574 SH DEFINED 2 91,574 COMPASS BANCSHARES, INC EQUITY 20449H109 172 7,200 SH DEFINED 1 7,200 COMPUCREDIT CORP COM EQUITY 20478N100 21270 1,173,500 SH DEFINED 3 1,145,600 27,900 COMPUTER ACCESS TECHNOLOGY EQUITY 204853105 1644 160,400 SH DEFINED 3 160,400 COMPUTER ASSOCIATES INT'L EQUITY 204912109 334 17,150 SH DEFINED 1 17,150 COMPUTER SCIENCES CORP EQUITY 205363104 631 10,500 SH DEFINED 1 10,500 COMPUWARE CORP EQUITY 205638109 68 10,800 SH DEFINED 1 10,800 COMVERSE TECHNOLOGY INC EQUITY 205862402 491 4,520 SH DEFINED 1 4,520 COMVERSE TECHNOLOGY INC EQUITY 205862402 3976 36,600 SH DEFINED 2 36,600 CONAGRA INC EQUITY 205887102 380 14,600 SH DEFINED 1 14,600 CONAGRA INC EQUITY 205887102 5649 217,282 SH DEFINED 2 217,282 CONCORD EFS INC EQUITY 206197105 560 12,750 SH DEFINED 1 12,750 CONCORD EFS INC EQUITY 206197105 12023 273,650 SH DEFINED 3 193,400 80,250 CONECTIV INC EQUITY 206829103 106 5,300 SH DEFINED 1 5,300 CONEXANT SYSTEMS INC EQUITY 207142100 97 6,300 SH DEFINED 1 6,300 CONOCO INC - CLASS B EQUITY 208251405 506 17,500 SH DEFINED 1 17,500 CONOCO INC - CLASS B EQUITY 208251405 2604 90,000 SH DEFINED 3 90,000 CONOCO INC - CLASS B EQUITY 208251405 2894 100,000 SH DEFINED 4 100,000 CONSECO INC. EQUITY 208464107 126 9,582 SH DEFINED 1 9,582 CONSOLIDATED EDISON INC EQUITY 209115104 264 6,870 SH DEFINED 1 6,870

8 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- CONSOLIDATED EDISON INC EQUITY 209115104 963 25,000 SH DEFINED 4 25,000 CONSOLIDATED STORES CORP- ORATION EQUITY 210149100 32 3,000 SH DEFINED 1 3,000 CONSTELLATION ENERGY GROUP EQUITY 210371100 198 4,400 SH DEFINED 1 4,400 CONSTELLATION ENERGY GROUP EQUITY 210371100 14744 327,200 SH DEFINED 2 327,200 CONVERGYS CORPORATION EQUITY 212485106 208 4,600 SH DEFINED 1 4,600 COOPER CAMERON CORP EQUITY 216640102 211 3,200 SH DEFINED 1 3,200 COOPER INDUSTRIES EQUITY 216669101 138 3,000 SH DEFINED 1 3,000 COOPER TIRE & RUBBER EQUITY 216831107 24 2,300 SH DEFINED 1 2,300 COORS (ADOLPH) - CL B EQUITY 217016104 72 900 SH DEFINED 1 900 COORS (ADOLPH) - CL B EQUITY 217016104 3020 37,600 SH DEFINED 4 37,600 COR THERAPEUTICS INC EQUITY 217753102 116 3,300 SH DEFINED 1 3,300 CORNING INC EQUITY 219350105 16932 320,600 SH DEFINED 2 320,600 CORNING INC. EQUITY 219350105 6494 122,960 SH DEFINED 1 122,960 CORPORATE EXEC BRD CO COM EQUITY 21988R102 3977 100,000 SH DEFINED 3 96,900 3,100 CORVAS INTERNATIONAL INC EQUITY 221005101 359 25,000 SH DEFINED 2 25,000 CORVIS CORP EQUITY 221009103 1453 61,000 SH DEFINED 2 61,000 COSTCO WHOLESALE CORP- ORATION EQUITY 22160K105 42873 1,073,500 SH DEFINED 1 1,073,500 COUNTRYWIDE CREDIT IND INC EQUITY 222372104 171 3,400 SH DEFINED 1 3,400 COUSINS PPTYS INC COM EQUITY 222795106 4738 169,600 SH DEFINED 3 125,600 44,000 COVANCE INC EQUITY 222816100 37 3,400 SH DEFINED 1 3,400 CRANE CO EQUITY 224399105 56 1,975 SH DEFINED 1 1,975 CREDENCE SYSTEMS, INC. EQUITY 225302108 71 3,100 SH DEFINED 1 3,100 CREDITCORP LTD EQUITY G2519Y108 487 81,121 SH DEFINED 1 81,121 CRESCENT REAL ESTATE COM EQUITY 225756105 3146 141,400 SH DEFINED 1 141,400 CRESCENT REAL ESTATE COM EQUITY 225756105 207 9,300 SH DEFINED 3 9,300 CRESTLINE CAPITAL CORP EQUITY 226153104 85 3,309 SH DEFINED 1 3,309 CRITICAL PATH INC COM EQUITY 22674V100 32878 1,069,202 SH DEFINED 3 1,040,702 28,500 CROMPTON CORPORATION EQUITY 227116100 71 6,728 SH DEFINED 1 6,728 CROWN CASTLE INTERNA- TIONAL EQUITY 228227104 61535 2,273,762 SH DEFINED 1 2,273,762 CSG SYSTEMS INTERNA- TIONAL INC. EQUITY 126349109 150 3,200 SH DEFINED 1 3,200 CSG SYSTEMS INTERNA- TIONAL INC. EQUITY 126349109 61716 1,314,847 SH DEFINED 3 1,248,647 66,200 CSX CORP EQUITY 126408103 171 6,600 SH DEFINED 1 6,600 CUMMINS ENGINE EQUITY 231021106 49 1,300 SH DEFINED 1 1,300 CURAGEN CORP EQUITY 23126R101 4296 157,300 SH DEFINED 2 157,300 CVS CORPORATION EQUITY 126650100 13617 227,180 SH DEFINED 1 227,180 CVS CORPORATION EQUITY 126650100 2398 40,000 SH DEFINED 4 40,000 CYPRESS SEMICONDUCTOR EQUITY 232806109 142 7,200 SH DEFINED 1 7,200 CYTEC INDUSTRIES INC EQUITY 232820100 96 2,400 SH DEFINED 1 2,400 D R HORTON INC COM EQUITY 23331A109 6838 279,800 SH DEFINED 3 220,400 59,400 DALLAS SEMICONDUCTOR CORP EQUITY 235204104 95 3,700 SH DEFINED 1 3,700 DANA CORP EQUITY 235811106 71 4,621 SH DEFINED 1 4,621 DANAHER CORP EQUITY 235851102 280 4,100 SH DEFINED 1 4,100 DARDEN RESTAURANTS INC EQUITY 237194105 92 4,000 SH DEFINED 1 4,000 DEAN FOODS CO EQUITY 242361103 64 2,100 SH DEFINED 1 2,100 DEERE & CO EQUITY 244199105 307 6,700 SH DEFINED 1 6,700 DEERE & CO EQUITY 244199105 156 3,415 SH DEFINED 2 3,415 DELL COMPUTER CORP. EQUITY 247025109 1275 73,100 SH DEFINED 1 73,100 DELPHI AUTOMOTIVE SYSTEMS EQUITY 247126105 177 15,758 SH DEFINED 1 15,758 DELTA AIRLINES INC. EQUITY 247361108 181 3,600 SH DEFINED 1 3,600 DELUXE CORP EQUITY 248019101 61 2,400 SH DEFINED 1 2,400 DENTSPLY INTL INC NEW EQUITY 249030107 117 3,000 SH DEFINED 1 3,000 DENTSPLY INTL INC NEW EQUITY 249030107 2977 76,100 SH DEFINED 2 76,100 DETROIT EDISON CO EQUITY 233331107 7764 199,400 SH DEFINED 1 199,400 DEUTSCHE TELEKOM AG- SPON ADR EQUITY 251566105 3776 129,110 SH DEFINED 1 129,110 DEVELOPERS DIVERS REALTY CRP EQUITY 251591103 7249 544,500 SH DEFINED 1 544,500 DEVELOPERS DIVERS REALTY CRP EQUITY 251591103 10470 786,500 SH DEFINED 3 732,200 54,300 DEVON ENERGY CORP EQUITY 25179M103 1546 25,352 SH DEFINED 1 25,352 DEVON ENERGY CORP EQUITY 25179M103 28747 471,500 SH DEFINED 2 471,500 DEVON ENERGY CORP EQUITY 25179m103 72805 1,194,118 SH DEFINED 3 1,160,018 34,100 DEVRY INC EQUITY 251893103 155 4,100 SH DEFINED 1 4,100 DEVRY INC EQUITY 251893103 22987 608,936 SH DEFINED 3 589,336 19,600 DIAL CORP (NEW) EQUITY 25247D101 62 5,600 SH DEFINED 1 5,600 DIAMOND OFFSHORE DRILL- ING INC EQUITY 25271C102 16500 412,500 SH DEFINED 2 412,500 DIEBOLD EQUITY 253651103 142 4,250 SH DEFINED 1 4,250 DILLARDS INC - CL A EQUITY 254067101 37 3,100 SH DEFINED 1 3,100 DIME BANCORP, INC. EQUITY 25429Q102 192 6,500 SH DEFINED 1 6,500 DOLE FOOD INC EQUITY 256605106 54 3,300 SH DEFINED 1 3,300 DOLLAR GENERAL EQUITY 256669102 181 9,615 SH DEFINED 1 9,615 DOLLAR TREE STORES COM EQUITY 256747106 157 6,400 SH DEFINED 1 6,400 DOLLAR TREE STORES COM EQUITY 256747106 4019 164,050 SH DEFINED 3 133,700 30,350 DOMINION RESOURCES INC EQUITY 25746U109 460 6,873 SH DEFINED 1 6,873 DOMINION RESOURCES INC EQUITY 25746U109 81 1,210 SH DEFINED 2 1,210 DONALDSON CO INC EQUITY 257651109 75 2,700 SH DEFINED 1 2,700 DONNELLEY (RR) & SONS EQUITY 257867101 105 3,900 SH DEFINED 1 3,900 DOVER CORP. EQUITY 260003108 239 5,900 SH DEFINED 1 5,900 DOW CHEMICAL CORP EQUITY 260543103 711 19,400 SH DEFINED 1 19,400 DOW JONES & CO. EQUITY 260561105 522 9,220 SH DEFINED 1 9,220 DPL INC EQUITY 233293109 262 7,900 SH DEFINED 1 7,900 DQE INC. EQUITY 23329J104 115 3,500 SH DEFINED 1 3,500 DRESS BARN INC COM EQUITY 261570105 14955 515,700 SH DEFINED 3 515,700 DREYER'S GRAND ICE CREAM EQUITY 261878102 52 1,600 SH DEFINED 1 1,600

9 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- DSP GROUP, INC. EQUITY 23332B106 34 1,600 SH DEFINED 1 1,600 DST SYSTEMS INC EQUITY 233326107 509 7,600 SH DEFINED 1 7,600 DTE Energy Company EQUITY 233331107 31 800 SH DEFINED 1 800 DTE Energy Company EQUITY 233331107 3894 100,000 SH DEFINED 4 100,000 DU PONT E I DE NEMOURS + CO EQUITY 263534109 1561 32,300 SH DEFINED 1 32,300 DU PONT E I DE NEMOURS + CO EQUITY 263534109 3495 72,347 SH DEFINED 2 72,347 DUKE ENERGY CORP EQUITY 264399106 892 10,466 SH DEFINED 1 10,466 DUKE WEEKS REALTY CORP COM NEW EQUITY 264411505 27898 1,132,930 SH DEFINED 3 1,020,484 112,446 DUN & BRADSTREET CORP EQUITY 26483E100 124 4,800 SH DEFINED 1 4,800 DYAX CORP EQUITY 26746E103 1060 50,000 SH DEFINED 2 50,000 DYCOM INDUSTRIES INC EQUITY 267475101 93 2,600 SH DEFINED 1 2,600 DYNEGY INC EQUITY 26816Q101 488 8,700 SH DEFINED 1 8,700 DYNEGY INC EQUITY 26816Q101 15142 270,100 SH DEFINED 2 270,100 E*TRADE GROUP INC EQUITY 269246104 132 17,900 SH DEFINED 1 17,900 EASTMAN CHEMICAL EQUITY 277432100 117 2,400 SH DEFINED 1 2,400 EASTMAN KODAK EQUITY 277461109 354 9,000 SH DEFINED 1 9,000 EASTMAN KODAK EQUITY 277461109 2891 73,418 SH DEFINED 2 73,418 EATON CORP EQUITY 278058102 158 2,100 SH DEFINED 1 2,100 EATON VANCE CORP EQUITY 278265103 5508 170,800 SH DEFINED 2 170,800 ECHOSTAR COMMUNICATIONS CORP N EQUITY 278762109 2721 119,600 SH DEFINED 2 119,600 ECOLAB INC EQUITY 278865100 164 3,800 SH DEFINED 1 3,800 ECOLAB INC EQUITY 278865100 4483 103,800 SH DEFINED 2 103,800 EDEN BIOSCIENCE CORP EQUITY 279445100 449 15,000 SH DEFINED 2 15,000 EDISON INTERNATIONAL EQUITY 281020107 163 10,450 SH DEFINED 1 10,450 EDUCATION MGMT CORP COM EQUITY 28139T101 31185 872,300 SH DEFINED 3 861,500 10,800 EDWARDS AG INC EQUITY 281760108 237 5,000 SH DEFINED 1 5,000 EDWARDS LIFESCIENCES CP EQUITY 28176E108 62 3,500 SH DEFINED 1 3,500 EGL INC EQUITY 268484102 65 2,700 SH DEFINED 1 2,700 EL PASO ENERGY CORP DEL EQUITY 283905107 473 6,600 SH DEFINED 1 6,600 EL PASO ENERGY CORP DEL EQUITY 283905107 14834 207,100 SH DEFINED 2 207,100 ELAN CORP PLC - ADR EQUITY 284131208 48370 1,033,255 SH DEFINED 1 1,033,255 ELAN CORP PLC - B WARRANTS EQUITY 284131802 8800 200,000 SH DEFINED 1 200,000 ELAN CORP PLC -WTS CL-A ADR EQUITY 284131703 11675 200,000 SH DEFINED 1 200,000 ELECTRONIC ARTS EQUITY 285512109 332 7,800 SH DEFINED 1 7,800 ELECTRONIC DATA SYSTEMS EQUITY 285661104 2300 39,820 SH DEFINED 1 39,820 ELECTRONIC DATA SYSTEMS EQUITY 285661104 2887 50,000 SH DEFINED 3 50,000 Embotelladora Andina -ADR 'B' EQUITY 29081P303 366 38,300 SH DEFINED 1 38,300 EMBRATEL PARTICIPA- COES - ADR EQUITY 29081N100 540 34,400 SH DEFINED 1 34,400 EMC CORPORATION EQUITY 268648102 22204 333,900 SH DEFINED 1 333,900 EMC CORPORATION EQUITY 268648102 47835 719,320 SH DEFINED 2 719,320 EMC CORPORATION EQUITY 268648102 4190 63,000 SH DEFINED 4 63,000 EMERSON ELECTRIC EQUITY 291011104 23515 298,370 SH DEFINED 1 298,370 EMERSON ELECTRIC EQUITY 291011104 33021 418,978 SH DEFINED 2 418,978 EMERSON ELECTRIC EQUITY 291011104 5517 70,000 SH DEFINED 4 70,000 EMMIS COMMUNICATIONS CL A EQUITY 291525103 80 2,800 SH DEFINED 1 2,800 EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 619 56,892 SH DEFINED 1 56,892 Endesa - Sponsored ADR USD6.16 EQUITY 29258N107 97 5,800 SH DEFINED 1 5,800 ENERGIZER HOLDINGS INC EQUITY 29266R108 121 5,640 SH DEFINED 1 5,640 ENERGY EAST CORP EQUITY 29266M109 154 7,800 SH DEFINED 1 7,800 ENERGY EAST CORP EQUITY 29266M109 984 50,000 SH DEFINED 2 50,000 ENERGY PARTNERS LTD EQUITY 29270U105 1894 150,800 SH DEFINED 2 150,800 ENERGY PARTNERS LTD EQUITY 29270U105 6281 500,000 SH DEFINED 3 500,000 ENERSIS SA ADR EQUITY 29274F104 748 37,082 SH DEFINED 1 37,082 ENGELHARD CORP EQUITY 292845104 84 4,100 SH DEFINED 1 4,100 ENRON CORP EQUITY 293561106 1729 20,800 SH DEFINED 1 20,800 ENRON CORP EQUITY 293561106 32386 389,600 SH DEFINED 2 389,600 ENRON CORP EQUITY 293561106 6700 80,600 SH DEFINED 3 80,600 ENSCO INTL INC EQUITY 26874Q100 279 8,200 SH DEFINED 1 8,200 ENTERGY CORP EQUITY 29364G103 279 6,600 SH DEFINED 1 6,600 EOG RESOURCES INC EQUITY 26875P101 186 3,400 SH DEFINED 1 3,400 EQUIFAX INC. EQUITY 294429105 123 4,300 SH DEFINED 1 4,300 EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 11419 350,000 SH DEFINED 1 350,000 EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 51980 1,593,252 SH DEFINED 3 1,437,079 156,173 EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 44643 807,100 SH DEFINED 3 729,400 77,700 ESPERION THERAPEUTICS EQUITY 29664R106 455 41,800 SH DEFINED 2 41,800 ESPERION THERAPEUTICS EQUITY 29664R106 1903 175,000 SH DEFINED 3 175,000 ESSEX PPTY TR INC COM EQUITY 297178105 8338 152,300 SH DEFINED 3 137,400 14,900 EVEREST RE GROUP LTD EQUITY G3223R108 10756 150,170 SH DEFINED 1 150,170 EVEREST RE GROUP LTD EQUITY G3223R108 59399 829,300 SH DEFINED 3 774,300 55,000 EVOLVE SOFTWARE INC. EQUITY 30049P104 4,910 1,239,564 SH DEFINED 1 1,239,564 EXAR CORP COM EQUITY 300645108 18597 600,200 SH DEFINED 3 588,200 12,000 EXE TECHNOLOGIES INC COM EQUITY 301504106 617 47,500 SH DEFINED 3 46,200 1,300 EXELON CORP EQUITY 30161N101 642 9,149 SH DEFINED 1 9,149 EXELON CORP EQUITY 30161N101 8980 127,900 SH DEFINED 2 127,900 EXPEDITORS INTL OF WASH- INTON, INC. EQUITY 302130109 166 3,100 SH DEFINED 1 3,100 EXPRESS SCRIPTS INC CL A EQUITY 302182100 235 2,300 SH DEFINED 1 2,300 EXTREME NETWORKS INC EQUITY 30226D106 4210 107,600 SH DEFINED 2 107,600 EXXON MOBIL CORP EQUITY 30231G102 29829 343,102 SH DEFINED 1 343,102 EXXON MOBIL CORP EQUITY 30231G102 36750 422,713 SH DEFINED 2 422,713 EXXON MOBIL CORP EQUITY 30231G102 2647 30,446 SH DEFINED 4 30,446 FAMILY DOLLAR STORES EQUITY 307000109 219 10,200 SH DEFINED 1 10,200

10 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- FASTENAL CO EQUITY 311900104 126 2,300 SH DEFINED 1 2,300 FEDERAL HOME LOAN MTG CORP. EQUITY 313400301 4275 620,710 SH DEFINED 1 620,710 FEDERAL HOME LOAN MTG CORP. EQUITY 313400301 9939 144,300 SH DEFINED 2 144,300 FEDERAL NATL MTG ASSN EQUITY 313586109 12123 140,090 SH DEFINED 1 140,090 FEDERAL NATL MTG ASSN EQUITY 313586109 12518 144,300 SH DEFINED 2 144,300 FEDERAL REALTY INVT TR SH BEN EQUITY 313747206 420 22,100 SH DEFINED 3 22,100 FEDERAL SIGNAL CORP EQUITY 313855108 53 2,700 SH DEFINED 1 2,700 FEDERATED DEPARTMENT STORES EQUITY 31410H101 14502 414,350 SH DEFINED 1 414,350 FEDEX CORPORATION EQUITY 31428X106 334 8,360 SH DEFINED 1 8,360 FELCOR LODGING TRUST EQUITY 31430F101 4314 180,200 SH DEFINED 1 180,200 FELCOR LODGING TRUST EQUITY 31430f101 215 9,000 SH DEFINED 3 9,000 FERRO CORP EQUITY 315405100 46 2,000 SH DEFINED 1 2,000 FIFTH THIRD BANK EQUITY 316773100 780 13,062 SH DEFINED 1 13,062 FILENET CORP COM EQUITY 316869106 21027 771,629 SH DEFINED 3 754,329 17,300 FINANCIAL FED CORP COM EQUITY 317492106 5030 210,700 SH DEFINED 3 210,700 FIRST DATA CORP EQUITY 319963104 616 11,500 SH DEFINED 1 11,500 FIRST HEALTH GROUP CORP EQUITY 320960107 144 3,100 SH DEFINED 1 3,100 FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 1397 41,100 SH DEFINED 3 37,000 4,100 FIRST TENN NATL CORP EQUITY 337162101 223 7,700 SH DEFINED 1 7,700 FIRST UNION CORP EQUITY 337358105 786 28,266 SH DEFINED 1 28,266 FIRST VIRGINIA BANKS EQUITY 337477103 137 2,850 SH DEFINED 1 2,850 FIRSTAR CORPORATION EQUITY 33763V109 28928 1,244,223 SH DEFINED 1 1,244,223 FIRSTENERGY CORPORATION EQUITY 337932107 196 6,200 SH DEFINED 1 6,200 FIRSTMERIT CORPORATION EQUITY 337915102 139 5,200 SH DEFINED 1 5,200 FIRSTMERIT CORPORATION EQUITY 337915102 33471 1,252,000 SH DEFINED 3 1,222,100 29,900 FISERV INC EQUITY 337738108 352 7,425 SH DEFINED 1 7,425 FISERV INC EQUITY 337738108 20721 436,800 SH DEFINED 3 379,300 57,500 FLEETBOSTON FINANCIAL CORP EQUITY 339030108 970 25,831 SH DEFINED 1 25,831 FLEETBOSTON FINANCIAL CORP EQUITY 339030108 16712 444,900 SH DEFINED 2 444,900 FLEETBOSTON FINANCIAL CORP EQUITY 339030108 939 25,000 SH DEFINED 4 25,000 FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 2810 98,600 SH DEFINED 2 98,600 FLOWERS INDUSTRIES INC EQUITY 343496105 93 5,900 SH DEFINED 1 5,900 FLOWSERVE CORPORATION EQUITY 34354P105 47 2,200 SH DEFINED 1 2,200 FLUOR CORP (NEW) EQUITY 343412102 76 2,300 SH DEFINED 1 2,300 FMC CORP EQUITY 302491303 72 1000 SH DEFINED 1 1000 FOMENTO ECONOMICO MEX- SP ADR EQUITY 344419106 236 7,900 SH DEFINED 1 7,900 FORD MOTOR COMPANY EQUITY 345370860 26101 1,113,627 SH DEFINED 1 1,113,627 FORD MOTOR COMPANY EQUITY 345370860 2558 109,158 SH DEFINED 2 109,158 FOREST LABORATORIES- CLASS A EQUITY 345838106 279 2,100 SH DEFINED 1 2,100 FOREST LABORATORIES- CLASS A EQUITY 345838106 3521 26,500 SH DEFINED 2 26,500 FORTUNE BRANDS INC EQUITY 349631101 144 4,800 SH DEFINED 1 4,800 FOUNDRY NETWORKS INC EQUITY 35063R100 824 54,900 SH DEFINED 2 54,900 FPL GROUP INC EQUITY 302571104 380 5,300 SH DEFINED 1 5,300 FRANCHISE FIN CORP COM EQUITY 351807102 14139 606,500 SH DEFINED 3 559,700 46,800 FRANKLIN RES INC EQUITY 354613101 271 7,100 SH DEFINED 1 7,100 FREEPORT-MCMORAN COPPER & GOLD EQUITY 35671D857 43 5,000 SH DEFINED 1 5,000 FULLER, H.B. EQUITY 359694106 32 800 SH DEFINED 1 800 FURNITURE BRANDS INTERN- ATIONAL EQUITY 360921100 61 2,900 SH DEFINED 1 2,900 FURNITURE BRANDS INTERN- ATIONAL EQUITY 360921100 4295 203,900 SH DEFINED 3 203,900 FUTURELINK CORP EQUITY 36114Q208 66 100,000 SH DEFINED 2 100,000 GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 9540 340,700 SH DEFINED 3 306,600 34,100 GALEN HOLDINGS - ARD EQUITY 363240102 14961 310,075 SH DEFINED 1 310,075 GALILEO INTERNATIONAL INC EQUITY 363547100 106 5,300 SH DEFINED 1 5,300 GALLAGHER (A.J.) EQUITY 363576109 28879 453,900 SH DEFINED 1 453,900 GALLAGHER (A.J.) EQUITY 363576109 1591 25,000 SH DEFINED 4 25,000 GANNETT PUBLISHING EQUITY 364730101 646 10,250 SH DEFINED 1 10,250 GAP INC EQUITY 364760108 626 24,550 SH DEFINED 1 24,550 GAP INC EQUITY 364760108 12015 471,195 SH DEFINED 2 471,195 GARTNER GROUP INC EQUITY 366651206 32 5,077 SH DEFINED 1 5,077 GATEWAY INC EQUITY 367626108 169 9,400 SH DEFINED 1 9,400 GATX CORP. EQUITY 361448103 145 2,900 SH DEFINED 1 2,900 GENE LOGIC EQUITY 368689105 15 800 SH DEFINED 2 800 GENENTECH INC EQUITY 368710406 19300 236,810 SH DEFINED 2 236,810 GENERAL COMMUNICATION CL A EQUITY 369385109 5895 842,200 SH DEFINED 3 842,200 GENERAL DYNAMICS CORP EQUITY 369550108 499 6,400 SH DEFINED 1 6,400 GENERAL DYNAMICS CORP EQUITY 369550108 3120 40,000 SH DEFINED 3 40,000 GENERAL DYNAMICS CORP EQUITY 369550108 3705 47,500 SH DEFINED 4 47,500 GENERAL ELEC CO EQUITY 369604103 33538 699,610 SH DEFINED 1 699,610 GENERAL ELEC CO EQUITY 369604103 65667 1,369,855 SH DEFINED 2 1,369,855 GENERAL ELEC CO EQUITY 369604103 3020 63,000 SH DEFINED 3 63,000 GENERAL ELEC CO EQUITY 369604103 6951 145,000 SH DEFINED 4 145,000 GENERAL GROWTH PPTYS EQUITY 370021107 15922 440,000 SH DEFINED 3 399,600 40,400 GENERAL MILLS INC EQUITY 370334104 388 8,700 SH DEFINED 1 8,700 GENERAL MOTORS EQUITY 370442105 784 15,400 SH DEFINED 1 15,400 GENERAL MOTORS EQUITY 370442105 3328 65,337 SH DEFINED 2 65,337 GENERAL MTRS CORP CL H EQUITY 370442832 31570 1,372,600 SH DEFINED 2 1,372,600 GENERAL PUBLIC UTILITY EQUITY 36225X100 5816 158,000 SH DEFINED 1 158,000 GENERAL PUBLIC UTILITY EQUITY 36225X100 3615 98,200 SH DEFINED 4 98,200 GENESCO INC COM EQUITY 371532102 20202 826,700 SH DEFINED 3 826,700 GENOMIC SOLUTIONS INC EQUITY 37243R109 953 125,000 SH DEFINED 2 125,000 GENUINE PARTS CO EQUITY 372460105 5043 192,574 SH DEFINED 2 192,574

11 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- GENUINE PARTS CO. EQUITY 372460105 137 5,250 SH DEFINED 1 5,250 GENVEC INC EQUITY 37246C109 1900 200,000 SH DEFINED 2 200,000 GENZYME CORP EQUITY 372917104 468 5,200 SH DEFINED 1 5,200 GENZYME CORP EQUITY 372917104 9560 106,300 SH DEFINED 2 106,300 GEORGIA PACIFIC (TIMBER GRP) EQUITY 373298702 141 4,700 SH DEFINED 1 4,700 GEORGIA-PAC (GEORGIA- PAC GP) EQUITY 373298108 218 6,992 SH DEFINED 1 6,992 GILAT SATELLITE NET- WORKS, LTD. EQUITY M51474100 133 5,200 SH DEFINED 1 5,200 GILEAD SCIENCES INC EQUITY 375558103 232 2,800 SH DEFINED 1 2,800 GILEAD SCIENCES INC EQUITY 375558103 1244 15,000 SH DEFINED 2 15,000 GILLETTE CO EQUITY 375766102 1175 32,530 SH DEFINED 1 32,530 GLATFELTER P H CO EQUITY 377316104 31 2,500 SH DEFINED 1 2,500 GLAXO WELLCOME PLC EQUITY 37733W105 209 3,735 SH DEFINED 2 3,735 GLIMCHER REALTY TRUST EQUITY 379302102 1905 152,400 SH DEFINED 1 152,400 GLIMCHER REALTY TRUST EQUITY 379302102 695 55,600 SH DEFINED 4 55,600 GLOBAL CROSSING LTD EQUITY G3921A100 351 24,515 SH DEFINED 1 24,515 GLOBAL CROSSING LTD EQUITY G3921A134 1441 9,750 SH DEFINED 2 9,750 GLOBAL INDUSTRIES INC EQUITY 379336100 476 34,800 SH DEFINED 2 34,800 GLOBAL MARINE EQUITY 379352404 298 10,500 SH DEFINED 1 10,500 GLOBAL MARINE EQUITY 379352404 18384 647,900 SH DEFINED 2 647,900 Global TeleSystems Inc USD.1 EQUITY 37936U104 471 580,000 SH DEFINED 1 580,000 GOAMERICA INC EQUITY 38020R106 1026 190,900 SH DEFINED 2 190,900 GOLDEN ST BANCORP INC COM EQUITY 381197102 9243 294,000 SH DEFINED 3 294,000 GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 311 4,600 SH DEFINED 1 4,600 GOLDMAN SACHS GROUP INC EQUITY 38141G104 28926 270,490 SH DEFINED 1 270,490 GOODRICH (B.F.) CO EQUITY 382388106 109 3,000 SH DEFINED 1 3,000 GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 108 4,700 SH DEFINED 1 4,700 GP FINANCIAL CORP EQUITY 395384100 250 6,100 SH DEFINED 1 6,100 GPU Inc USD2.5 EQUITY 36225X100 26 700 SH DEFINED 1 700 GRAINGER (W.W.) INC. EQUITY 384802104 106 2,900 SH DEFINED 1 2,900 GRANITE CONSTRUCTION INC EQUITY 387328107 46 1,600 SH DEFINED 1 1,600 GRANT PRIDE INC EQUITY 38821G101 143 6,500 SH DEFINED 1 6,500 GRANT PRIDE INC EQUITY 38821G101 8182 372,950 SH DEFINED 2 372,950 GREAT LAKES CHEMICAL CORP EQUITY 390568103 71 1,900 SH DEFINED 1 1,900 GREATER BAY BANCORP EQUITY 391648102 94 2,300 SH DEFINED 1 2,300 GREY WOLF INC COM EQUITY 397888108 6697 1,140,000 SH DEFINED 3 1,140,000 GRUPO AEROPORTUARIO SUR ADR EQUITY 40051E206 2386 143,500 SH DEFINED 1 143,500 GRUPO ELECTRA, S.A. EQUITY 40050A102 342 41,500 SH DEFINED 1 41,500 GRUPO IUSACELL-ADR V EQUITY 40050B100 683 70,000 SH DEFINED 1 70,000 Grupo Televisa S.A. GDR (ADR) EQUITY 40049J206 1667 37,100 SH DEFINED 1 37,100 GT GROUP TELECOM INC. EQUITY 362359408 263 35,000 SH DEFINED 1 35,000 GTECH HOLDINGS CORP EQUITY 400518106 41 2,000 SH DEFINED 1 2,000 GTS DURATEK EQUITY 36237J107 1438 230,000 SH DEFINED 1 230,000 GUIDANT CORP EQUITY 401698105 480 8,900 SH DEFINED 1 8,900 H&CB ADR EQUITY 404008203 494 43,900 SH DEFINED 1 43,900 HALLIBURTON CO EQUITY 406216101 475 13,100 SH DEFINED 1 13,100 HALLIBURTON CO EQUITY 406216101 2214 61,080 SH DEFINED 2 61,080 HANDSPRING INC EQUITY 410293104 2313 59,400 SH DEFINED 2 59,400 HANOVER COMPRESSOR CO EQUITY 410768105 156 3,500 SH DEFINED 1 3,500 HARCOURT GENERAL EQUITY 41163G101 120 2,100 SH DEFINED 1 2,100 HARLEY DAVIDSON INC EQUITY 412822108 342 8,600 SH DEFINED 1 8,600 HARLEYSVILLE GROUP INC COM EQUITY 412824104 11998 410,200 SH DEFINED 3 410,200 HARMONIC INC EQUITY 413160102 3 500 SH DEFINED 2 500 HARRAH'S ENTERTAINMENT EQUITY 413619107 92 3,500 SH DEFINED 1 3,500 HARRIS CORP EQUITY 413875105 126 4,100 SH DEFINED 1 4,100 HARSCO CORP EQUITY 415864107 57 2,300 SH DEFINED 1 2,300 HARTE-HANKS INC EQUITY 416196103 95 4,000 SH DEFINED 1 4,000 HARTFORD FINANCIAL SERVICES GROUP, IN EQUITY 416515104 1144 16,200 SH DEFINED 1 16,200 HARVARD BIOSCIENCE INC COM EQUITY 416906105 1354 137,100 SH DEFINED 3 137,100 HASBRO INC. EQUITY 418056107 54 5,050 SH DEFINED 1 5,050 HAWAIIAN ELECTRIC EQUITY 419870100 71 1,900 SH DEFINED 1 1,900 HCA - THE HEALTHCARE COMPANY EQUITY 404119109 704 16,000 SH DEFINED 1 16,000 HCA - THE HEALTHCARE COMPANY EQUITY 404119109 2421 55,000 SH DEFINED 4 55,000 HEALTH CARE PPTY INVS COM EQUITY 421915109 6124 205,000 SH DEFINED 3 184,200 20,800 HEALTH MANAGEMENT ASSO- CIATES INC - A EQUITY 421933102 301 14,500 SH DEFINED 1 14,500 HEALTH NET INC EQUITY 42222G108 191 7,290 SH DEFINED 1 7,290 HEALTHCARE RLTY TR COM EQUITY 421946104 4692 220,800 SH DEFINED 3 198,400 22,400 HEALTHSOUTH CORPORATION EQUITY 421924101 178 10,900 SH DEFINED 1 10,900 HEALTHSOUTH REHABILITN COM EQUITY 421924101 6889 422,300 SH DEFINED 3 348,300 74,000 HEINZ H.J. EQUITY 423074103 479 10,100 SH DEFINED 1 10,100 HELLENIC TELECOMMUN ORGANIZA ADR'S EQUITY 423325307 1633 225,250 SH DEFINED 1 225,250 HELMERICH & PAYNE EQUITY 423452101 127 2,900 SH DEFINED 1 2,900 HENRY JACK & ASSO- CIATES, INC. EQUITY 426281101 155 2,500 SH DEFINED 1 2,500 HERCULES INC EQUITY 427056106 57 3,000 SH DEFINED 1 3,000 HERMAN MILLER EQUITY 600544100 135 4,700 SH DEFINED 1 4,700 HERMAN MILLER EQUITY 600544100 8803 306,200 SH DEFINED 3 249,600 56,600 HERSHEY FOODS CORP EQUITY 427866108 270 4,200 SH DEFINED 1 4,200 HEWLETT-PACKARD COM- PANY EQUITY 428236103 7418 235,012 SH DEFINED 1 235,012 HIBERNIA CORP EQUITY 428656102 121 9,500 SH DEFINED 1 9,500 HIGHWOODS PPTYS INC COM EQUITY 431284108 26845 1,079,200 SH DEFINED 3 991,900 87,300 HILLENBRAND INDUSTRIES EQUITY 431573104 196 3,800 SH DEFINED 1 3,800 HILTON HOTELS EQUITY 432848109 111 10,600 SH DEFINED 1 10,600

12 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- HISPANIC BROADCASTING EQUITY 43357B104 166 6,500 SH DEFINED 1 6,500 HISPANIC BROADCASTING EQUITY 43357b104 14145 554,702 SH DEFINED 3 536,902 17,800 HOME DEPOT INC EQUITY 437076102 2983 65,300 SH DEFINED 1 65,300 HOME DEPOT INC EQUITY 437076102 1146 25,082 SH DEFINED 2 25,082 HOME PPTYS N Y INC COM EQUITY 437306103 8683 310,800 SH DEFINED 3 291,600 19,200 HOMESTAKE MINING EQUITY 437614100 30 7,100 SH DEFINED 1 7,100 HON INDS INC EQUITY 438092108 92 3,600 SH DEFINED 1 3,600 HONEYWELL INTERNA- TIONAL INC EQUITY 438516106 41960 886,869 SH DEFINED 1 886,869 HORACE MANN EDU- CATORS CORP EQUITY 440327104 1524 71,300 SH DEFINED 1 71,300 HORIZON OFFSHORE INC COM EQUITY 44043J105 3160 160,000 SH DEFINED 3 160,000 HORMEL & CO EQUITY 440452100 156 8,400 SH DEFINED 1 8,400 HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 6828 301,800 SH DEFINED 3 275,500 26,300 HOST MARRIOTT CORP COM EQUITY 44107P104 465 35,967 SH DEFINED 1 35,967 HOST MARRIOTT CORP COM EQUITY 44107p104 21670 1,675,000 SH DEFINED 3 1,507,500 167,500 HOUGHTON MIFFLIN CO EQUITY 441560109 83 1,800 SH DEFINED 1 1,800 HOUSEHOLD INT'L EQUITY 441815107 739 13,433 SH DEFINED 1 13,433 HOUSEHOLD INTL EQUITY 441815107 2750 50,000 SH DEFINED 3 50,000 HRPT TRUST EQUITY 40426w101 6334 837,500 SH DEFINED 3 752,400 85,100 HUBBELL INC. Class B EQUITY 443510201 95 3,600 SH DEFINED 1 3,600 HUMAN GENOME SCIENCES COM EQUITY 444903108 19498 281,300 SH DEFINED 2 281,300 HUMAN GENOME SCIENCES COM EQUITY 444903108 2183 31,500 SH DEFINED 3 24,500 7,000 HUMANA CORP EQUITY 444859102 76 5,000 SH DEFINED 1 5,000 HUNT (JB) TRANSPRT SVCS INC EQUITY 445658107 35 2,100 SH DEFINED 1 2,100 HUNTINGTON BANCSHARES EQUITY 446150104 120 7,684 SH DEFINED 1 7,684 I2 TECHNOLOGIES INC EQUITY 465754109 16041 295,000 SH DEFINED 2 295,000 IBP INC. EQUITY 449223106 169 6,300 SH DEFINED 1 6,300 ICICI LTD EQUITY 44926P202 168 16,000 SH DEFINED 1 16,000 ICN PHARMACEUTICALS INC EQUITY 448924100 144 4,700 SH DEFINED 1 4,700 IDACORP INC EQUITY 451107106 113 2,300 SH DEFINED 1 2,300 IDEC PHARMACEUTICALS CORP. EQUITY 449370105 550 2,900 SH DEFINED 1 2,900 ILEX ONCOLOGY INC COM EQUITY 451923106 10714 407,200 SH DEFINED 3 407,200 ILLINOIS TOOL WORKS EQUITY 452308109 518 8,700 SH DEFINED 1 8,700 ILLINOIS TOOL WORKS EQUITY 452308109 3133 52,600 SH DEFINED 4 52,600 ILLUMINA INC EQUITY 452327109 964 60,000 SH DEFINED 2 60,000 ILLUMINET HLDGS INC COM EQUITY 452334105 1720 75,000 SH DEFINED 3 75,000 IMAGEX COM INC EQUITY 45244D102 816 791,393 SH DEFINED 1 791,393 I-MANY INC COM EQUITY 44973Q103 4229 340,000 SH DEFINED 3 340,000 IMATION CORPORATION EQUITY 45245A107 33 2,100 SH DEFINED 1 2,100 IMC GLOBAL INC. EQUITY 449669100 106 6,800 SH DEFINED 1 6,800 IMCLONE SYS INC EQUITY 45245W109 1540 35,000 SH DEFINED 2 35,000 IMCLONE SYS INC EQUITY 45245W109 660 15,000 SH DEFINED 4 15,000 IMMUNEX CORP NEW EQUITY 452528102 10318 253,970 SH DEFINED 2 253,970 IMMUNEX CORP NEW EQUITY 452528102 609 15,000 SH DEFINED 4 15,000 IMMUNOGEN INC EQUITY 45253H101 1072 50,000 SH DEFINED 2 50,000 IMS HEALTH INC EQUITY 449934108 5400 200,000 SH DEFINED 2 200,000 IMS HEALTH INC. EQUITY 449934108 230 8,500 SH DEFINED 1 8,500 INCO LTD EQUITY 453258402 91 5,400 SH DEFINED 1 5,400 INCYTE GENOMICS INC EQUITY 45337C102 95 3,800 SH DEFINED 1 3,800 INFOCUS CORP EQUITY 45665B106 32 2,200 SH DEFINED 1 2,200 INFORMIX CORP EQUITY 456779107 50 17,000 SH DEFINED 1 17,000 INGERSOLL-RAND EQUITY 456866102 201 4,800 SH DEFINED 1 4,800 INNOVATIVE SOLTNS&SUPP COM EQUITY 45769N105 1752 100,000 SH DEFINED 3 100,000 INSURANCE AUTO AUCTIONS EQUITY 457875102 1200 100,000 SH DEFINED 1 100,000 INSWEB CORPORATION EQUITY 45809K103 48 55,165 SH DEFINED 1 55,165 INTEGRATED DEVICE TECH INC EQUITY 458118106 205 6,200 SH DEFINED 1 6,200 INTEGRATED DEVICE TECH INC EQUITY 458118106 805 24,300 SH DEFINED 2 24,300 INTEL CORP EQUITY 458140100 26666 887,005 SH DEFINED 1 887,005 INTEL CORP EQUITY 458140100 27172 898,470 SH DEFINED 2 898,470 INTEL CORP EQUITY 458140100 1172 39,000 SH DEFINED 4 39,000 INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 19504 229,455 SH DEFINED 1 229,455 INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 12551 147,655 SH DEFINED 2 147,655 INTERNATIONAL FLAVORS & FRAGRANCES EQUITY 459506101 63 3,100 SH DEFINED 1 3,100 INTERNATIONAL GAME TECH- NOLOGY EQUITY 459902102 211 4,400 SH DEFINED 1 4,400 INTERNATIONAL PAPER EQUITY 460146103 581 14,241 SH DEFINED 1 14,241 INTERNATIONAL RECTIFIER CORP EQUITY 460254105 1842 61,400 SH DEFINED 2 61,400 INTERNET SEC SYS INC COM EQUITY 46060X107 18080 230,497 SH DEFINED 3 216,497 14,000 INTERPUBLIC GROUP COS EQUITY 460690100 362 8,500 SH DEFINED 1 8,500 INTERSTATE BAKERIES CORP EQUITY 46072H108 55 3,900 SH DEFINED 1 3,900 INTERTAN INC COM EQUITY 461120107 3705 318,750 SH DEFINED 3 318,750 INTL RECTIFIER CORP EQUITY 460254105 108 3,600 SH DEFINED 1 3,600 INTL SPEEDWAY CORP CL-A EQUITY 460335201 118 3,100 SH DEFINED 1 3,100 INTROGEN THERAPEUTICS INC EQUITY 46119F107 875 125,000 SH DEFINED 2 125,000 INTUIT INCORPORATION EQUITY 461202103 229 5,800 SH DEFINED 1 5,800 INTUIT INCORPORATION EQUITY 461202103 868 22,000 SH DEFINED 4 22,000 INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 75 1,800 SH DEFINED 1 1,800 INVESTORS FINANCIAL SERVICES CORP EQUITY 461915100 155 1,800 SH DEFINED 1 1,800 INVITROGEN CORP COM EQUITY 46185r100 66542 770,384 SH DEFINED 3 753,684 16,700 IONA TECHNOLOGIES PLC SPONSORE EQUITY 46206P109 27584 411,700 SH DEFINED 3 403,600 8,100 IPALCO ENTERPRISES INC EQUITY 462613100 123 5,100 SH DEFINED 1 5,100 IPC HOLDINGS LTDS EQUITY G4933P101 128100 6,100,000 SH DEFINED 1 6,100,000 IRON MTN INC DEL COM EQUITY 462846106 70570 1,900,867 SH DEFINED 3 1,823,317 77,550

13 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- ISTAR FINANCIAL INC EQUITY 45031U101 3879 197,000 SH DEFINED 1 197,000 ITT INDUSTRIES EQUITY 450911102 109 2,800 SH DEFINED 1 2,800 IVAX CORP EQUITY 465823102 366 9,550 SH DEFINED 1 9,550 JABIL CIRCUIT INC EQUITY 466313103 287 11,300 SH DEFINED 1 11,300 JACOBS ENGR GROUP INC EQUITY 469814107 74 1,600 SH DEFINED 1 1,600 JDS UNIPHASE CORP EQUITY 46612J101 1096 26,300 SH DEFINED 1 21,100 JDS UNIPHASE CORP EQUITY 46612J101 2133 51,160 SH DEFINED 2 51,160 JEFFERSON PILOT EQUITY 475070108 232 3,100 SH DEFINED 1 3,100 JEFFERSON PILOT EQUITY 475070108 4701 62,900 SH DEFINED 2 62,900 JNI CORP EQUITY 46622G105 1640 72,300 SH DEFINED 2 72,300 JOHN HANCOCK FINANCIAL SRVCS EQUITY 41014S106 4703 125,000 SH DEFINED 2 125,000 JOHNSON & JOHNSON EQUITY 478160104 16217 154,351 SH DEFINED 1 154,351 JOHNSON & JOHNSON EQUITY 478160104 20386 194,040 SH DEFINED 2 194,040 JOHNSON & JOHNSON EQUITY 478160104 7354 70,000 SH DEFINED 4 70,000 JOHNSON CONTROLS INC EQUITY 478366107 130 2,500 SH DEFINED 1 2,500 JONES APPAREL GROUP INC EQUITY 480074103 227 7,052 SH DEFINED 1 7,052 JONES APPAREL GROUP INC EQUITY 480074103 3924 121,900 SH DEFINED 2 121,900 JUNIPER NETWORKS INC EQUITY 48203R104 24078 191,000 SH DEFINED 2 191,000 K MART EQUITY 482584109 78 14,700 SH DEFINED 1 14,700 KANSAS CITY PWR & LT C EQUITY 485134100 102 3,700 SH DEFINED 1 3,700 KAUFMAN & BROAD HOME CORP. EQUITY 486168107 40 1,200 SH DEFINED 1 1,200 KAYDON CORP. EQUITY 486587108 42 1,700 SH DEFINED 1 1,700 KEANE INC EQUITY 486665102 40 4,100 SH DEFINED 1 4,100 KELLOGG EQUITY 487836108 318 12,100 SH DEFINED 1 12,100 KELLY SERVICES CI'A' EQUITY 488152208 50 2,100 SH DEFINED 1 2,100 KEMET CORP EQUITY 488360108 86 5,700 SH DEFINED 1 5,700 KENNAMETAL INC EQUITY 489170100 52 1,800 SH DEFINED 1 1,800 KERR MCGEE CORP EQUITY 492386107 190 2,832 SH DEFINED 1 2,832 KERR MCGEE CORP EQUITY 492386107 25972 388,000 SH DEFINED 2 388,000 KEYCORP EQUITY 493267108 353 12,600 SH DEFINED 1 12,600 KEYSPAN CORPORTATION EQUITY 49337W100 161 3,800 SH DEFINED 1 3,800 KILROY RLTY CORP COM EQUITY 49427F108 6926 246,800 SH DEFINED 3 227,700 19,100 KIMBERLY CLARK CORP EQUITY 494368103 4680 66,200 SH DEFINED 2 66,200 KIMBERLY-CLARK CORP EQUITY 494368103 12722 179,970 SH DEFINED 1 179,970 KIMCO REALTY EQUITY 49446R109 19424 439,575 SH DEFINED 1 439,575 KIMCO REALTY EQUITY 49446R109 36609 828,500 SH DEFINED 3 745,000 83,500 KINDER MORGAN INC EQUITY 49455P101 172 3,300 SH DEFINED 1 3,300 KINDER MORGAN INC EQUITY 49455P101 26099 500,100 SH DEFINED 3 411,100 89,000 KING PHARMACEUTICALS INC EQUITY 495582108 243 4,700 SH DEFINED 1 4,700 KING PHARMACEUTICALS INC EQUITY 495582108 163516 3,163,555 SH DEFINED 3 3,015,137 148,418 KIRBY CORP COM EQUITY 497266106 1680 80,000 SH DEFINED 3 80,000 KLA-TENCOR CORP EQUITY 482480100 180 5,350 SH DEFINED 1 5,350 KNIGHT RIDDER INC. EQUITY 499040103 131 2,300 SH DEFINED 1 2,300 KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 8477 386,400 SH DEFINED 1 386,400 KOALA CORP EQUITY 499866101 43 5,000 SH DEFINED 2 5,000 KOHLS CORPORATION EQUITY 500255104 580 9,500 SH DEFINED 1 9,500 Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH DEFINED 1 59,500 KORN/FERRY INTERNA- TIONAL EQUITY 500643200 47 2,200 SH DEFINED 1 2,200 KROGER CO. EQUITY 501044101 633 23,400 SH DEFINED 1 23,400 KROLL-O'GARA COMPANY EQUITY 501050108 23829 1,444,212 SH DEFINED 1 1,444,212 KULICKE + SOFFA INDS INC EQUITY 501242101 1510 134,200 SH DEFINED 2 134,200 L-3 COMMUNICATIONS HLDGS INC EQUITY 502424104 154 2,000 SH DEFINED 1 2,000 L3 COMMUNICATIONS HOLD- INGS 5.2 EQUITY 502424AA2 14049 127,000 SH DEFINED 3 127,000 L-3 COMMUNICATNS HLDGS COM EQUITY 502424104 39316 510,600 SH DEFINED 3 492,800 17,800 LABORATORY AMER HLDGS COM NEW EQUITY 50540R409 9926 56,400 SH DEFINED 3 41,400 15,000 LABORATORY AMER HLDGS COM NEW EQUITY 50540R409 7040 40,000 SH DEFINED 4 40,000 LAM RESEARCH CORP EQUITY 512807108 107 7,400 SH DEFINED 1 7,400 LAM RESEARCH CORP EQUITY 512807108 1578 108,800 SH DEFINED 2 108,800 LAMAR CORP CV CorpBond 512815af8 2942 2,860,000 PRN DEFINED 3 2,188,000 672,000 LANCASTER COLONY CORP EQUITY 513847103 63 2,250 SH DEFINED 1 2,250 LANCE INC EQUITY 514606102 22 1,700 SH DEFINED 1 1,700 LANDAMERICA FINANCIAL GROUP EQUITY 514936103 3110 76,900 SH DEFINED 3 76,900 LANDS END INC EQUITY 515086106 45 1,800 SH DEFINED 1 1,800 LARGE SCALE BIOLOGY CORP EQUITY 517053104 570 60,000 SH DEFINED 2 60,000 LASALLE HOTEL PROPER- TIES EQUITY 517942108 1744 114,800 SH DEFINED 1 114,800 LATTICE SEMICONDUCTOR CORP EQUITY 518415104 108 5,900 SH DEFINED 1 5,900 LEAR CORPORATION EQUITY 521865105 97 3,900 SH DEFINED 1 3,900 LEE ENTERPRISES INC EQUITY 523768109 78 2,600 SH DEFINED 1 2,600 LEGATO SYSTEMS INC EQUITY 524651106 39 5,200 SH DEFINED 1 5,200 LEGG MASON INC EQUITY 524901105 202 3,700 SH DEFINED 1 3,700 LEGGETT & PLATT INC. EQUITY 524660107 108 5,700 SH DEFINED 1 5,700 LEHMAN BROTHERS HLDGS INC EQUITY 524908100 467 6,900 SH DEFINED 1 6,900 LEHMAN BROTHERS HLDGS INC EQUITY 524908100 26550 392,600 SH DEFINED 2 392,600 LENNAR CORP EQUITY 526057104 131 3,600 SH DEFINED 1 3,600 LENNAR CORP EQUITY 526057104 35271 973,000 SH DEFINED 3 936,400 36,600 LEUCADIA NATIONAL CORP EQUITY 527288104 117 3,300 SH DEFINED 1 3,300 LEXAR MEDIA INC EQUITY 52886P104 78 83,500 SH DEFINED 1 83,500 LEXMARK INTERNATIONAL INC EQUITY 529771107 171 3,850 SH DEFINED 1 3,850 LIBERTY PROPERTY TRUST EQUITY 531172104 6221 217,800 SH DEFINED 1 217,800 LIBERTY PROPERTY TRUST EQUITY 531172104 17520 613,400 SH DEFINED 3 552,000 61,400 LIFEPOINT HOSPITALS COM EQUITY 53219L109 38225 762,600 SH DEFINED 3 739,200 23,400

14 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- LIGHTPATH TECHNOLOGIES INC EQUITY 532257102 1365 98,400 SH DEFINED 2 98,400 LILLY ELI & CO EQUITY 532457108 2941 31,600 SH DEFINED 1 31,600 LILLY ELI & CO EQUITY 532457108 174 1,875 SH DEFINED 2 1,875 LIMITED INC EQUITY 532716107 225 13,200 SH DEFINED 1 13,200 LIMITED INC EQUITY 532716107 1570 92,000 SH DEFINED 2 92,000 LINCARE HOLDINGS INC EQUITY 532791100 183 3,200 SH DEFINED 1 3,200 LINCOLN NATIONAL CORP EQUITY 534187109 39 830 SH DEFINED 2 830 LINCOLN NATIONAL CORP. EQUITY 534187109 274 5,800 SH DEFINED 1 5,800 LINEAR TECHNOLOGY CORP EQUITY 535678106 412 8,900 SH DEFINED 1 8,900 LINEAR TECHNOLOGY CORP EQUITY 535678106 1660 35,900 SH DEFINED 2 35,900 LINENS N THINGS INC COM EQUITY 535679104 31625 1,144,783 SH DEFINED 3 1,117,183 27,600 LITTON INDS INC EQUITY 538021106 220 2,800 SH DEFINED 1 2,800 LIZ CLAIBORNE INC EQUITY 539320101 83 2,000 SH DEFINED 1 2,000 LOCKHEED MARTIN CORP EQUITY 539830109 401 11,800 SH DEFINED 1 11,800 LOEWS CORP. EQUITY 540424108 300 2,900 SH DEFINED 1 2,900 LO-JACK CORPORATION EQUITY 539451104 1815 240,000 SH DEFINED 1 240,000 LONE STAR STEAKHOUSE S EQUITY 542307103 14 1,500 SH DEFINED 1 1,500 LONE STAR TECHNOLOGIES INC EQUITY 542312103 3296 85,600 SH DEFINED 2 85,600 LONGS DRUG STORES INC EQUITY 543162101 29 1,200 SH DEFINED 1 1,200 LONGVIEW FIBRE EQUITY 543213102 41 3,000 SH DEFINED 1 3,000 LOUISIANA PACIFIC EQUITY 546347105 31 3,100 SH DEFINED 1 3,100 LOWE'S COMPANIES EQUITY 548661107 38618 867,810 SH DEFINED 1 867,810 LSI LOGIC CORP EQUITY 502161102 149 8,700 SH DEFINED 1 8,700 LTX CORP EQUITY 502392103 1264 97,600 SH DEFINED 2 97,600 LUBRIZOL CORP. EQUITY 549271104 80 3,100 SH DEFINED 1 3,100 LUCENT TECHNOLOGIES EQUITY 549463107 5284 391,387 SH DEFINED 1 391,387 LUCENT TECHNOLOGIES EQUITY 549463107 4087 302,760 SH DEFINED 2 302,760 LUMINENT INC EQUITY 55027R103 2943 489,300 SH DEFINED 3 368,300 121,000 LUMINEX CORP DEL COM EQUITY 55027E102 3258 125,000 SH DEFINED 3 125,000 LYONDELL CHEMICAL COM- PANY EQUITY 552078107 107 7,000 SH DEFINED 1 7,000 M&T BANK CORP EQUITY 55261F104 381 5,600 SH DEFINED 1 5,600 MACERICH CO COM EQUITY 554382101 10720 558,700 SH DEFINED 3 519,500 39,200 MACK CALI REALTY CORP COM EQUITY 554489104 6427 225,000 SH DEFINED 1 225,000 MACK CALI REALTY CORP COM EQUITY 554489104 23544 824,300 SH DEFINED 3 756,200 68,100 MACROMEDIA INC EQUITY 556100105 194 3,200 SH DEFINED 1 3,200 MACROVISION CORP EQUITY 555904101 222 3,000 SH DEFINED 1 3,000 MANAGEMENT NETWORK GRP COM EQUITY 561693102 9927 836,000 SH DEFINED 3 836,000 MANDALAY RESORT GROUP EQUITY 562567107 101 4,600 SH DEFINED 1 4,600 MANOR CARE INC EQUITY 564055101 54 2,600 SH DEFINED 1 2,600 MANPOWER INC EQUITY 56418H100 171 4,500 SH DEFINED 1 4,500 MARINE DRILLING COS INC EQUITY 568240204 7851 293,500 SH DEFINED 2 293,500 MARRIOTT INTERNATIONAL -CL A EQUITY 571903202 3096 73,276 SH DEFINED 1 73,276 MARSH & MC LENNAN EQUITY 571748102 929 7,940 SH DEFINED 1 7,940 MARSHALL & ILSLY CORP EQUITY 571834100 320 6,300 SH DEFINED 1 6,300 MARTHA STEWART LIVING INC EQUITY 573083102 7235 360,600 SH DEFINED 2 360,600 MARTIN MARIETTA MATER- IALS INC EQUITY 573284106 123 2,900 SH DEFINED 1 2,900 MASCO CORP EQUITY 574599106 22400 872,010 SH DEFINED 1 872,010 Masisa SA-ADR EQUITY 574799102 216 17,600 SH DEFINED 1 17,600 MASSEY ENERGY COMPANY EQUITY 576206106 29 2,300 SH DEFINED 1 2,300 MASTEC INC EQUITY 576323109 56 2,800 SH DEFINED 1 2,800 MATAV RT-SPONSORED ADR EQUITY 559776109 82 4,000 SH DEFINED 1 4,000 MATTEL INC. EQUITY 577081102 173 12,000 SH DEFINED 1 12,000 MAVERICK TUBE CORP EQUITY 577914104 8041 355,400 SH DEFINED 2 355,400 MAXIM INTEGRATED PRODS EQUITY 57772K101 388 8,120 SH DEFINED 1 8,120 MAXIMUS INC COM EQUITY 577933104 43436 1,243,240 SH DEFINED 3 1,224,940 18,300 MAXXAM INC EQUITY 577913106 6 400 SH DEFINED 1 400 MAY DEPARTMENT STORES EQUITY 577778103 290 8,850 SH DEFINED 1 8,850 MAY DEPARTMENT STORES EQUITY 577778103 4911 149,952 SH DEFINED 2 149,952 MAYTAG CO. EQUITY 578592107 81 2,500 SH DEFINED 1 2,500 MBIA INC. EQUITY 55262C100 215 2,900 SH DEFINED 1 2,900 MBNA CORP EQUITY 55262L100 872 23,612 SH DEFINED 1 23,612 MBNA CORP EQUITY 55262L100 6556 177,500 SH DEFINED 3 177,500 MC DONALDS CORP. EQUITY 580135101 1400 41,180 SH DEFINED 1 41,180 MC DONALDS CORP. EQUITY 580135101 2635 77,500 SH DEFINED 4 77,500 McCORMICK & CO. EQUITY 579780206 148 4,100 SH DEFINED 1 4,100 MCDATA CORPORATION EQUITY 580031102 1752 32,000 SH DEFINED 2 32,000 MCDERMOTT INTERNATIONAL EQUITY 580037109 20 1,900 SH DEFINED 1 1,900 MCGRAW HILL CORP EQUITY 580645109 369 6,300 SH DEFINED 1 6,300 MCKESSON HBOC INC EQUITY 58155Q103 298 8,294 SH DEFINED 1 8,294 MCN ENERGY GROUP INC. EQUITY 55267J100 150 5,400 SH DEFINED 1 5,400 MEAD CORP EQUITY 582834107 97 3,100 SH DEFINED 1 3,100 MEDIA GEN INC EQUITY 584404107 47 1,300 SH DEFINED 1 1,300 MEDICIS PHARMACEU- TICAL CL A NE EQUITY 584690309 84771 1,433,767 SH DEFINED 3 1,403,067 30,700 MEDIMMUNE INC EQUITY 584699102 281 5,900 SH DEFINED 1 5,900 MEDIMMUNE INC EQUITY 584699102 10944 229,500 SH DEFINED 2 229,500 MEDTRONIC INC. EQUITY 585055106 10520 174,250 SH DEFINED 1 174,250 MEDTRONIC INC. EQUITY 585055106 3321 55,000 SH DEFINED 4 55,000 MELLON FINANCIAL CORP EQUITY 58551A108 689 14,000 SH DEFINED 1 14,000 MELLON FINANCIAL CORP EQUITY 58551A108 7073 143,800 SH DEFINED 2 143,800 MENTOR GRAPHICS EQUITY 587200106 104 3,800 SH DEFINED 1 3,800 MERCANTILE BANKSHARES CORP EQUITY 587405101 211 4,880 SH DEFINED 1 4,880

15 - ----------------------------------------------------------------------------------------------------------------------------------- TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- MERCK & CO. EQUITY 589331107 6071 64,840 SH DEFINED 1 64,840 MERCK & CO. EQUITY 589331107 41863 447,130 SH DEFINED 2 447,130 MERCK & CO. EQUITY 589331107 9363 100,000 SH DEFINED 4 100,000 MERCURY GENL CORP NEW COM EQUITY 589400100 31107 709,000 SH DEFINED 3 690,000 19,000 MERCURY INTERACTIVE CORPORATION EQUITY 589405109 226 2,500 SH DEFINED 1 2,500 MERCURY INTERACTIVE CORPORATION EQUITY 589405109 29965 332,026 SH DEFINED 3 312,726 19,300 MEREDITH CORP EQUITY 589433101 52 1,600 SH DEFINED 1 1,600 MERISTAR HOSPITA- LITY COM EQUITY 58984Y103 8171 415,000 SH DEFINED 1 415,000 MERISTAR HOSPITA- LITY COM EQUITY 58984y103 3936 199,900 SH DEFINED 3 180,000 19,900 MERIX CORP COM EQUITY 590049102 1535 114,750 SH DEFINED 3 114,750 MERRILL LYNCH & CO. EQUITY 590188108 1534 22,500 SH DEFINED 1 22,500 MERRILL LYNCH & CO. EQUITY 590188108 5019 73,600 SH DEFINED 2 73,600 METHODE ELECTRS INC CL A EQUITY 591520200 15038 655,600 SH DEFINED 3 619,400 36,200 METLIFE INC EQUITY 59156R108 4949 141,400 SH DEFINED 1 141,400 METRICOM INC EQUITY 591596101 352 35,000 SH DEFINED 1 35,000 METRIS COS INC COM EQUITY 591598107 131077 4,981,539 SH DEFINED 3 4,751,087 230,452 MGIC INVESTMENT CORP EQUITY 552848103 216 3,200 SH DEFINED 1 3,200 MGIC INVESTMENT CORP EQUITY 552848103 16124 239,100 SH DEFINED 3 187,300 51,800 MICHAELS STORES INC COM EQUITY 594087108 6042 228,000 SH DEFINED 3 226,000 2,000 MICREL INC EQUITY 594793101 168 5,000 SH DEFINED 1 5,000 MICROCHIP TECHNOLOGY INCORPORATED EQUITY 595017104 155 7,050 SH DEFINED 1 7,050 MICROMUSE INC EQUITY 595094103 9996 165,600 SH DEFINED 2 165,600 MICRON TECHNOLOGY INC EQUITY 595112103 561 15,800 SH DEFINED 1 15,800 MICRON TECHNOLOGY INC EQUITY 595112103 10377 292,300 SH DEFINED 2 292,300 MICROSOFT CORP EQUITY 594918104 27202 627,140 SH DEFINED 1 627,140 MICROSOFT CORP EQUITY 594918104 12915 297,743 SH DEFINED 2 297,743 MICROSOFT CORP EQUITY 594918104 1149 26,500 SH DEFINED 4 26,500 MIDCOAST ENERGY RES COM EQUITY 59563W104 2953 135,400 SH DEFINED 3 135,400 MILLENNIUM PHARMACEU- TICALS EQUITY 599902103 743 12,000 SH DEFINED 1 12,000 MILLENNIUM PHARMACEU- TICALS EQUITY 599902103 16750 270,700 SH DEFINED 2 270,700 MILLIPORE CORP EQUITY 601073109 88 1,400 SH DEFINED 1 1,400 MILLIPORE CORP EQUITY 601073109 1676 26,600 SH DEFINED 4 26,600 MINERALS TECHNOLOGIES INC EQUITY 603158106 41 1,200 SH DEFINED 1 1,200 MINIMED INC EQUITY 60365K108 164 3,900 SH DEFINED 1 3,900 MINIMED INC EQUITY 60365K108 1198 28,500 SH DEFINED 4 28,500 MINNESOTA MINING & MFG. EQUITY 604059105 1338 11,100 SH DEFINED 1 11,100 MINNESOTA MINING & MFG. EQUITY 604059105 6030 50,039 SH DEFINED 2 50,039 MINNESOTA MINING & MFG. EQUITY 604059105 3615 30,000 SH DEFINED 4 30,000 MIPS TECHNOLOGY INC CLASS B EQUITY 604567206 59 2,300 SH DEFINED 1 2,300 MITCHELL ENERGY & DEV CL A EQUITY 606592202 25903 422,900 SH DEFINED 3 412,400 10,500 MOBILE MINI EQUITY 60740F105 6792 295,300 SH DEFINED 2 295,300 MOBILE MINI EQUITY 60740F105 15102 656,600 SH DEFINED 3 656,600 MODINE MFG CO EQUITY 607828100 35 1,700 SH DEFINED 1 1,700 MODIS PROFESSIONAL SER- VICES EQUITY 607830106 24 5,700 SH DEFINED 1 5,700 MOHAWK INDUSTRIES INC EQUITY 608190104 85 3,100 SH DEFINED 1 3,100 MOLEX INC EQUITY 608554101 195 5,500 SH DEFINED 1 5,500 MONTANA POWER CO EQUITY 612085100 131 6,300 SH DEFINED 1 6,300 MONY GROUP INC EQUITY 615337102 138 2,800 SH DEFINED 1 2,800 MOODY'S INVESTORS SER- VICE EQUITY 615369105 128 5,000 SH DEFINED 1 5,000 MORGAN J.P. EQUITY 616880100 4800 29,000 SH DEFINED 1 29,000 MORGAN J.P. EQUITY 616880100 15389 92,985 SH DEFINED 2 92,985 MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 2511 31,680 SH DEFINED 1 31,680 MORGAN STANLEY DEAN WITTER+CO EQUITY 617446448 31209 393,805 SH DEFINED 2 393,805 MORGAN STANLEY DW INDIA INVESTMENT FU EQUITY 61745C105 759 68,600 SH DEFINED 1 68,600 MOTOROLA INC EQUITY 620076109 1349 66,632 SH DEFINED 1 66,632 MPOWER COMMUNICATIONS CORP EQUITY 62473J106 28 5,543 SH DEFINED 2 5,543 MPOWER COMMUNICATIONS CORP EQUITY 62473J205 243 30,400 SH DEFINED 2 30,400 MURPHY OIL CORP EQUITY 626717102 163 2,700 SH DEFINED 1 2,700 MYLAN LABORATORIES EQUITY 628530107 186 7,400 SH DEFINED 1 7,400 MYRIAD GENETICS INC EQUITY 62855J104 8250 99,700 SH DEFINED 2 99,700 MYRIAD GENETICS INC EQUITY 62855J104 11419 138,000 SH DEFINED 3 134,400 3,600 NABORS INDS INC EQUITY 629568106 195 3,300 SH DEFINED 1 3,300 NABORS INDS INC EQUITY 629568106 25334 428,300 SH DEFINED 3 348,100 80,200 NABORS INDUSTRIES INC EQUITY 629568106 22288 376,800 SH DEFINED 2 376,800 NANOGEN INC EQUITY 630075109 42 5,222 SH DEFINED 1 5,222 NASDAQ 100 TR EQUITY 631100104 34511 591,000 SH DEFINED 2 591,000 NATIONAL BANK OF GREECE S.A. EQUITY 633643408 1100 153,028 SH DEFINED 1 153,028 NATIONAL CITY CORP EQUITY 635405103 512 17,800 SH DEFINED 1 17,800 NATIONAL CITY CORP EQUITY 635405103 6381 221,800 SH DEFINED 2 221,800 NATIONAL COMMERCE BANCORPORATION EQUITY 635449101 299 12,090 SH DEFINED 1 12,090 NATIONAL EQUIPMENT SERV EQUITY 635847106 141 75,000 SH DEFINED 1 75,000 NATIONAL FUEL GAS CO N EQUITY 636180101 151 2,400 SH DEFINED 1 2,400 NATIONAL GOLF PPTYS COM EQUITY 63623G109 442 21,500 SH DEFINED 3 21,500 NATIONAL OILWELL INC EQUITY 637071101 182 4,700 SH DEFINED 1 4,700 NATIONAL OILWELL INC EQUITY 637071101 3072 79,400 SH DEFINED 2 79,400 NATIONAL OILWELL INC EQUITY 637071101 72245 1,867,400 SH DEFINED 3 1,822,200 45,200 NATIONAL SEMICONDUCTOR EQUITY 637640103 97 4,800 SH DEFINED 1 4,800 NATIONAL SERVICE INDS INC EQUITY 637657107 7634 297,200 SH DEFINED 1 297,200 NATIONWIDE FINL SVCS CL A EQUITY 638612101 24372 513,100 SH DEFINED 3 473,900 39,200 NATIONWIDE HEALTH PPTY COM EQUITY 638620104 1712 133,000 SH DEFINED 3 96,000 37,000 NAVISTAR INTERNATIONAL EQUITY 63934E112 50 1,900 SH DEFINED 1 1,900

16 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- NCH CORP. EQUITY 628850109 15 400 SH DEFINED 1 400 NCO GROUP INC EQUITY 628858102 46 1,500 SH DEFINED 1 1,500 NCR CORPORATION EQUITY 62886E112 103 2,650 SH DEFINED 1 2,650 NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 100 2,800 SH DEFINED 1 2,800 NETSCOUT SYS INC COM EQUITY 64115T104 3675 367,500 SH DEFINED 3 367,500 NETWORK APPLIANCE INC EQUITY 64120L104 558 8,700 SH DEFINED 1 8,700 NETWORK APPLIANCE INC EQUITY 64120L104 14909 232,100 SH DEFINED 2 232,100 NETWORKS ASSOCIATES INC EQUITY 640938106 34 8,200 SH DEFINED 1 8,200 NEUBERGER BERMAN INC EQUITY 641234109 243 3,000 SH DEFINED 1 3,000 NEW FOCUS INC EQUITY 644383101 3249 93,500 SH DEFINED 2 93,500 NEW YORK TIMES EQUITY 650111107 208 5,200 SH DEFINED 1 5,200 NEWELL RUBBERMAID INC EQUITY 651229106 191 8,388 SH DEFINED 1 8,388 NEWELL RUBBERMAID INC EQUITY 651229106 3540 155,587 SH DEFINED 2 155,587 NEWMONT MINING CORP EQUITY 651639106 85 4,973 SH DEFINED 1 4,973 NEWPORT CORP EQUITY 651824104 2822 35,900 SH DEFINED 2 35,900 NEWPORT NEWS SHIP- BUILDING EQUITY 652228107 99 1,900 SH DEFINED 1 1,900 NEXTEL COMMUNICATIONS EQUITY 65332V103 532 21,500 SH DEFINED 1 21,500 NEXTEL PARTNERS INC EQUITY 65333F107 841 50,000 SH DEFINED 1 50,000 NIAGARA MOHAWK HOLD- INGS INC EQUITY 653520106 85 5,100 SH DEFINED 1 5,100 NICOR INC EQUITY 654086107 60 1,400 SH DEFINED 1 1,400 NIKE INC EQUITY 654106103 16561 296,725 SH DEFINED 2 296,725 NIKE INC. EQUITY 654106103 435 7,800 SH DEFINED 1 7,800 NIKU CORP COM EQUITY 654113109 15950 2,181,200 SH DEFINED 3 2,136,900 44,300 NISOURCE INC EQUITY 65473P105 205 6,675 SH DEFINED 1 6,675 NOBLE AFFILIATES INC EQUITY 654894104 156 3,400 SH DEFINED 1 3,400 NOBLE DRILLING CORP EQUITY 655042109 343 7,900 SH DEFINED 1 7,900 NOKIA CORP EQUITY 654902204 10690 245,740 SH DEFINED 1 245,740 NOKIA CORP EQUITY 654902204 9897 227,515 SH DEFINED 2 227,515 NOKIA CORP EQUITY 654902204 870 20,000 SH DEFINED 4 20,000 NORDSON CORP EQUITY 655663102 48 1,900 SH DEFINED 1 1,900 NORDSTROM INC. EQUITY 655664100 78 4,300 SH DEFINED 1 4,300 NORFOLK AND SOUTHERN EQUITY 655844108 152 11,400 SH DEFINED 1 11,400 NORTEL NETWORKS CORP EQUITY 656568102 14023 437,370 SH DEFINED 1 437,370 NORTEL NETWORKS CORP EQUITY 656568102 176 5,500 SH DEFINED 2 5,500 NORTEL NETWORKS CORP EQUITY 656568102 962 30,000 SH DEFINED 4 30,000 NORTH AMERN SCIENTI- FIC INC EQUITY 65715D100 4204 289,900 SH DEFINED 2 289,900 NORTH FORK BANCORPOR- ATION EQUITY 659424105 255 10,400 SH DEFINED 1 10,400 NORTHEAST UTILS EQUITY 664397106 216 8,900 SH DEFINED 1 8,900 NORTHERN TRUST CORP EQUITY 665859104 529 6,480 SH DEFINED 1 6,480 NORTHROP GRUMMAN CORP EQUITY 666807102 166 2,000 SH DEFINED 1 2,000 NORTHWAY FINANCIAL INC. EQUITY 667270102 1058 45,010 SH DEFINED 1 45,010 NORTHWEST NATURAL GAS CO. EQUITY 667655104 17 650 SH DEFINED 1 650 NOVA CORP/GEORGIA EQUITY 669784100 84 4,200 SH DEFINED 1 4,200 NOVATEL WIRELESS EQUITY 66987M109 3032 245,000 SH DEFINED 3 245,000 NOVELL INC. EQUITY 670006105 53 10,200 SH DEFINED 1 10,200 NOVELLUS SYSTEMS INC EQUITY 670008101 140 3,900 SH DEFINED 1 3,900 NRG ENERGY INC EQUITY 629377102 681 24,500 SH DEFINED 2 24,500 NSTAR EQUITY 67019E107 137 3,200 SH DEFINED 1 3,200 NUCOR CORP EQUITY 670346105 103 2,600 SH DEFINED 1 2,600 NVIDIA CORP EQUITY 67066G104 128 3,900 SH DEFINED 1 3,900 O CHARLEYS INC COM EQUITY 670823103 2047 114,900 SH DEFINED 3 114,900 O2WIRELESS SOLUTIONS I COM EQUITY 689803104 8500 912,700 SH DEFINED 3 912,700 OAKLEY INC EQUITY 673662102 2693 199,500 SH DEFINED 2 199,500 OCCIDENTAL PETROLEUM EQUITY 674599105 9031 372,400 SH DEFINED 1 372,400 OCEAN ENERGY CORPORA- TION EQUITY 67481E106 174 10,000 SH DEFINED 1 10,000 OCEAN ENERGY CORPORA- TION EQUITY 67481E106 17318 996,700 SH DEFINED 3 811,600 185,100 OFFICE DEPOT INCORPO- RATED EQUITY 676220106 68 9,600 SH DEFINED 1 9,600 OFFSHORE LOGISTICS INC EQUITY 676255102 15445 716,800 SH DEFINED 2 716,800 OGDEN CORP EQUITY 676346109 45 2,900 SH DEFINED 1 2,900 OGE ENERGY CORP. EQUITY 670837103 3133 128,200 SH DEFINED 1 128,200 OHIO CASUALTY CORP EQUITY 677240103 36 3,600 SH DEFINED 1 3,600 OLD KENT FINANCIAL CORP EQUITY 679833103 184 4,200 SH DEFINED 1 4,200 OLD REPUBLIC INTERNA- TIONAL GROUP EQUITY 680223104 1184 37,000 SH DEFINED 1 37,000 OLD REPUBLIC INTERNA- TIONAL GROUP EQUITY 680223104 106195 3,318,600 SH DEFINED 3 3,177,600 141,000 OLIN CORP EQUITY 680665205 60 2,700 SH DEFINED 1 2,700 OMNICARE INC EQUITY 681904108 119 5,500 SH DEFINED 1 5,500 OMNICOM GROUP INC EQUITY 681919106 423 5,100 SH DEFINED 1 5,100 ONEOK EQUITY 682680103 36 750 SH DEFINED 1 750 OPNET TECHNOLOGIES INC EQUITY 683757108 9 600 SH DEFINED 2 600 ORACLE SYSTEMS EQUITY 68389X105 28065 965,650 SH DEFINED 1 965,650 ORACLE SYSTEMS EQUITY 68389X105 4476 154,000 SH DEFINED 4 154,000 OSCA INC CL A EQUITY 687836106 6978 412,000 SH DEFINED 3 412,000 OSHKOSH TRUCK CORP EQUITY 688239201 7570 172,050 SH DEFINED 2 172,050 OSI PHARMACEUTICALS INC EQUITY 671040103 2003 25,000 SH DEFINED 2 25,000 OUTBACK STEAKHOUSE INC EQUITY 689899102 119 4,600 SH DEFINED 1 4,600 OVERSEAS SHIPHOLDING EQUITY 690368105 46 2,000 SH DEFINED 1 2,000 OXFORD HEALTH PLANS EQUITY 691471106 198 5,000 SH DEFINED 1 5,000 OXFORD HEALTH PLANS EQUITY 691471106 14781 374,200 SH DEFINED 2 374,200 P G & E CORPORATION EQUITY 69331C108 230 11,500 SH DEFINED 1 11,500 PACCAR INC EQUITY 693718108 113 2,300 SH DEFINED 1 2,300 PACIFIC CENTURY FINL EQUITY 694058108 83 4,700 SH DEFINED 1 4,700

17 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- PACIFICARE HEALTH SYSTEMS INC EQUITY 695112102 30 2,004 SH DEFINED 1 2,004 PACTIV CORPORATION EQUITY 695257105 63 5,100 SH DEFINED 1 5,100 PALL CORP EQUITY 696429307 81 3,800 SH DEFINED 1 3,800 PALM INC EQUITY 696642107 6793 239,934 SH DEFINED 1 239,934 PALM INC EQUITY 696642107 18668 659,355 SH DEFINED 2 659,355 PAN PACIFIC RETAIL COM EQUITY 69806L104 8368 375,038 SH DEFINED 1 375,038 PAN PACIFIC RETAIL COM EQUITY 69806L104 3719 166,700 SH DEFINED 3 145,700 21,000 PAPA JOHN'S INTL INC EQUITY 698813102 31 1,400 SH DEFINED 1 1,400 PARAMETRIC TECHNO- LOGY CORP EQUITY 699173100 109 8,100 SH DEFINED 1 8,100 PARK PLACE ENTERTAIN- MENT EQUITY 700690100 214 17,900 SH DEFINED 1 17,900 PARKER HANNIFAN EQUITY 701094104 143 3,250 SH DEFINED 1 3,250 PARKWAY PPTYS INC COM EQUITY 70159Q104 7063 237,900 SH DEFINED 3 214,000 23,900 PATTERSON ENERGYINC EQUITY 703414102 10709 287,500 SH DEFINED 2 287,500 PATTERSON ENERGYINC EQUITY 703414102 41262 1,107,700 SH DEFINED 3 1,074,900 32,800 PAYCHEX INC EQUITY 704326107 536 11,025 SH DEFINED 1 11,025 PAYCHEX INC EQUITY 704326107 18195 374,200 SH DEFINED 2 374,200 PAYCHEX INC EQUITY 704326107 96417 1,982,865 SH DEFINED 3 1,870,826 112,039 PAYLESS SHOESOURCE INC EQUITY 704379106 2618 37,000 SH DEFINED 2 37,000 PAYLESS SHOESOURCE INC. EQUITY 704379106 99 1,400 SH DEFINED 1 1,400 PEGASUS COMMUNICATIONS CORP EQUITY 705904100 11277 437,930 SH DEFINED 2 437,930 PENNEY (J.C.) EQUITY 708160106 91 8,400 SH DEFINED 1 8,400 PENTAIR, INC EQUITY 709631105 70 2,900 SH DEFINED 1 2,900 PENZOIL-QUAKER STATE CO EQUITY 709323109 61 4,699 SH DEFINED 1 4,699 PEOPLE'S ENERGY CORP. EQUITY 711030106 45 1000 SH DEFINED 1 1000 PEOPLESOFT INC EQUITY 712713106 8166 219,600 SH DEFINED 1 219,600 PEPSICO INC EQUITY 713448108 6349 128,100 SH DEFINED 2 128,100 PEPSICO INC. EQUITY 713448108 2017 40,700 SH DEFINED 1 40,700 PEPSI-GEMEX S.A.- SPONS GDR EQUITY 713435105 543 124,100 SH DEFINED 1 124,100 PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 1039 66,523 SH DEFINED 1 66,523 PERINI CORPORATION EQUITY 713839108 14118 4,705,882 SH DEFINED 1 4,705,882 PERKINELMER INC EQUITY 714046109 9471 90,200 SH DEFINED 2 90,200 PERKINELMER INC. EQUITY 714046109 137 1,300 SH DEFINED 1 1,300 PERRIGO CO EQUITY 714290103 36 4,300 SH DEFINED 1 4,300 PETROCHINA CO LTD ADR EQUITY 71646E100 63 3,800 SH DEFINED 1 3,800 PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 2391 94,700 SH DEFINED 1 94,700 PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 1437 45,700 SH DEFINED 3 45,700 PFIZER INC EQUITY 717081103 37907 824,064 SH DEFINED 1 824,064 PFIZER INC EQUITY 717081103 36088 784,519 SH DEFINED 2 784,519 PHARMACIA CORP EQUITY 71713U102 2348 38,493 SH DEFINED 1 38,493 PHARMACIA CORP EQUITY 71713U102 19567 320,770 SH DEFINED 2 320,770 Pharmacopeia Incorpo- rated EQUITY 71713B104 436 20,000 SH DEFINED 4 20,000 PHELPS DODGE CORP. EQUITY 717265102 144 2,580 SH DEFINED 1 2,580 PHILIP MORRIS EQUITY 718154107 31730 721,140 SH DEFINED 1 721,140 PHILIP MORRIS EQUITY 718154107 19569 444,739 SH DEFINED 2 444,739 PHILLIPS PETROLEUM EQUITY 718507106 419 7,370 SH DEFINED 1 7,370 PINNACLE WEST CAP CORP EQUITY 723484101 119 2,500 SH DEFINED 1 2,500 PIONEER NATURAL RESOURCES CO EQUITY 723787107 116 5,900 SH DEFINED 1 5,900 PITNEY BOWES EQUITY 724479100 262 7,900 SH DEFINED 1 7,900 PITNEY BOWES EQUITY 724479100 3424 103,361 SH DEFINED 2 103,361 PITTSTON BRINK'S GROUP EQUITY 725701106 62 3,100 SH DEFINED 1 3,100 PLACER DOME INC EQUITY 725906101 90 9,300 SH DEFINED 1 9,300 PLANTRONICS INC EQUITY 727493108 141 3,000 SH DEFINED 1 3,000 PLEXUS CORP EQUITY 729132100 73 2,400 SH DEFINED 1 2,400 PMC SIERRA INC EQUITY 69344F106 1911 24,300 SH DEFINED 2 24,300 PMI GROUP INC EQUITY 69344M101 183 2,700 SH DEFINED 1 2,700 PMI GROUP INC EQUITY 69344M101 67803 1,001,700 SH DEFINED 3 973,400 28,300 PNC FINANCIAL SER- VICES CORP EQUITY 693475105 592 8,100 SH DEFINED 1 8,100 POGO PRODUCING CO COM EQUITY 730448107 67979 2,184,077 SH DEFINED 3 2,137,077 47,000 POLAROID CORP EQUITY 731095105 1626 279,700 SH DEFINED 1 279,700 POLYCOM INC EQUITY 73172K104 138 4,300 SH DEFINED 1 4,300 POLYCOM INC EQUITY 73172K104 4059 126,100 SH DEFINED 3 90,100 36,000 POST PPTYS INC EQUITY 737464107 5743 152,900 SH DEFINED 3 138,900 14,000 POTLATCH CORP EQUITY 737628107 27 800 SH DEFINED 1 800 POTOMAC ELEC PWR CO EQUITY 737679100 7198 291,300 SH DEFINED 1 291,300 POWER INTERIGATIONS INC EQUITY 739276103 8 678 SH DEFINED 1 678 POWER ONE INC EQUITY 739308104 83 2,100 SH DEFINED 1 2,100 POWER ONE INC EQUITY 739308104 197 5,000 SH DEFINED 2 5,000 POWERWAVE TECHNO- LOGIES INC. EQUITY 739363109 216 3,700 SH DEFINED 1 3,700 PPG INDUSTRIES INC EQUITY 693506107 245 5,300 SH DEFINED 1 5,300 PPL CORP EQUITY 69351T106 208 4,600 SH DEFINED 1 4,600 PRAXAIR INC EQUITY 74005P104 209 4,700 SH DEFINED 1 4,700 PRECISION CASTPARTS CORP EQUITY 740189105 122 2,900 SH DEFINED 1 2,900 PRICE COMMUNICATION EQUITY 741437305 55 3,300 SH DEFINED 1 3,300 PRINCETON VIDEO IMAGE INC EQUITY 742476104 98 75,000 SH DEFINED 1 75,000 PROCTER AND GAMBLE EQUITY 742718109 3106 39,600 SH DEFINED 1 39,600 PROFESSIONAL DETAIL- ING COM EQUITY 74312N107 18763 177,400 SH DEFINED 3 177,400 PROGENICS PHARMACEU- TICALS INC EQUITY 743187106 431 25,000 SH DEFINED 2 25,000 PROGRESS ENERGY INC EQUITY 743263105 467 9,500 SH DEFINED 1 9,500 PROGRESS ENERGY INC EQUITY 743263105 1972 40,100 SH DEFINED 4 40,100 PROGRESSIVE CORP. EQUITY 743315103 3909 37,720 SH DEFINED 1 37,720 PROLOGIS TR SH BEN INT EQUITY 743410102 33887 1,522,990 SH DEFINED 3 1,369,820 153,170

18 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- PROTECTION ONE ALARM CorpBond 743659AL8 5,608 9,045,000 PRN DEFINED 1 9,045,000 PROTECTIVE LIFE CORP. EQUITY 743674103 123 3,800 SH DEFINED 1 3,800 PROTEIN DESIGN LABS INC EQUITY 74369L103 226 2,600 SH DEFINED 1 2,600 PROVIDENT FINANCIAL GROUP EQUITY 743866105 109 2,900 SH DEFINED 1 2,900 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 1633 28,400 SH DEFINED 1 28,400 PROVIDIAN FINANCIAL CORP EQUITY 74406A102 13029 226,600 SH DEFINED 3 182,800 43,800 PROVINCE HEALTHCARE CO EQUITY 743977100 2363 60,000 SH DEFINED 2 60,000 PROVINCE HEALTHCARE CO EQUITY 743977100 70442 1,789,000 SH DEFINED 3 1,761,950 27,050 PS BUSINESS PKS INC CA COM EQUITY 69360J107 7895 284,000 SH DEFINED 3 255,700 28,300 PUBLIC SERVICE ENTER- PRISE GP EQUITY 744573106 6676 137,300 SH DEFINED 1 137,300 PUBLIC SERVICE ENTER- PRISE GP EQUITY 744573106 1002 20,600 SH DEFINED 4 20,600 PUBLIC STORAGE INC COM EQUITY 74460D109 32769 1,347,820 SH DEFINED 3 1,212,870 134,950 PUBLIC SVC CO N MEX EQUITY 744499104 62 2,300 SH DEFINED 1 2,300 PUGET SOUND PWR & LT C EQUITY 745332106 5454 196,100 SH DEFINED 1 196,100 PULTE CORP EQUITY 745867101 55 1,300 SH DEFINED 1 1,300 PULTE CORP EQUITY 745867101 35707 846,400 SH DEFINED 3 836,900 9,500 PURINA MILLS INC EQUITY 746276104 1502 157,045 SH DEFINED 1 157,045 QIAGEN NV ORD EQUITY N72482107 5808 167,900 SH DEFINED 3 132,800 35,100 QLOGIC CORP EQUITY 747277101 200 2,600 SH DEFINED 1 2,600 QLOGIC CORP EQUITY 747277101 5529 71,800 SH DEFINED 2 71,800 QLT INC EQUITY 746927102 3038 108,500 SH DEFINED 2 108,500 QUAKER OATS EQUITY 747402105 399 4,100 SH DEFINED 1 4,100 QUALCOMM INC EQUITY 747525103 1718 20,900 SH DEFINED 1 20,900 QUALCOMM INC EQUITY 747525103 42442 516,400 SH DEFINED 2 516,400 QUANTA SERVICES INC EQUITY 74762E102 122 3,800 SH DEFINED 1 3,800 QUANTUM CORPORATION- DLT & STORAGE EQUITY 747906204 118 8,900 SH DEFINED 1 8,900 QUEST DIAGNOSTICS INC. EQUITY 74834L100 398 2,800 SH DEFINED 1 2,800 QUESTAR CORP EQUITY 748356102 186 6,200 SH DEFINED 1 6,200 QUINENCO S.A.-ADR EQUITY 748718103 194 28,000 SH DEFINED 1 28,000 QUINTILES TRANSNA- TIONAL CORP EQUITY 748767100 71 3,400 SH DEFINED 1 3,400 QUORUM HEALTH GROUP INC EQUITY 749084109 66 4,200 SH DEFINED 1 4,200 QUORUM HEALTH GROUP INC EQUITY 749084109 16508 1,048,100 SH DEFINED 3 1,048,100 QWEST COMMUNICATIONS INTL EQUITY 749121109 9440 230,957 SH DEFINED 1 230,957 QWEST COMMUNICATIONS INTL EQUITY 749121109 91 2,235 SH DEFINED 2 2,235 R + B FALCON CORP EQUITY 74912E101 18930 825,270 SH DEFINED 2 825,270 RADIAN GROUP INC EQUITY 750236101 173 2,300 SH DEFINED 1 2,300 RADIAN GROUP INC EQUITY 750236101 117094 1,559,953 SH DEFINED 3 1,516,453 43,500 RADIANT SYSTEMS INC COM EQUITY 75025N102 5623 274,300 SH DEFINED 3 274,300 RADIO ONE INC CL D NON VTG EQUITY 75040P405 25120 2,283,598 SH DEFINED 3 2,221,298 62,300 RADIOSHACK CORP EQUITY 750438103 10647 248,680 SH DEFINED 1 248,680 RAILWORKS CORP EQUITY 750789109 1039 443,200 SH DEFINED 2 443,200 RALSTON PURINA GROUP EQUITY 751277302 233 8,920 SH DEFINED 1 8,920 RATIONAL SOFTWARE CORP EQUITY 75409P202 436 11,200 SH DEFINED 1 11,200 RAYONIER INC EQUITY 754907103 64 1,600 SH DEFINED 1 1,600 RAYTHEON COMPANY CLASS - B EQUITY 755111408 314 10,100 SH DEFINED 1 10,100 READERS DIGEST ASSN- CLASS A EQUITY 755267101 246 6,300 SH DEFINED 1 6,300 RECKSON ASSOCS RLTY COM EQUITY 75621K106 18290 729,800 SH DEFINED 3 662,200 67,600 REDBACK NETWORKS INC EQUITY 757209101 4842 118,100 SH DEFINED 2 118,100 REEBOK INTL LTD EQUITY 758110100 52 1,900 SH DEFINED 1 1,900 REGENCY RLTY CORP COM EQUITY 758939102 11107 468,900 SH DEFINED 3 424,700 44,200 REGIONS FINL CORP EQUITY 758940100 180 6,600 SH DEFINED 1 6,600 REGISTER COM INC COM EQUITY 75914G101 525 75,000 SH DEFINED 3 75,000 RELIANT ENERGY INC. EQUITY 75952J108 378 8,723 SH DEFINED 1 8,723 RENT-A-CENTER INC EQUITY 76009N100 2,588 75,000 SH DEFINED 1 75,000 RESEARCH IN MOTION LTD EQUITY 760975102 12296 153,700 SH DEFINED 2 153,700 RETEK INC EQUITY 76128Q109 68 2,800 SH DEFINED 1 2,800 REYNOLDS & REYNOLDS EQUITY 761695105 91 4,500 SH DEFINED 1 4,500 RF MICRO DEVICES INC EQUITY 749941100 266 9,700 SH DEFINED 1 9,700 RFS HOTEL INVS INC COM EQUITY 74955J108 632 48,400 SH DEFINED 3 48,400 RITA MED SYS INC DEL COM EQUITY 76774E103 6865 807,700 SH DEFINED 3 807,700 RIVIERA HLDGS CORP COMM EQUITY 769627100 3,746 525,775 SH DEFINED 1 525,775 RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 302 6,201 SH DEFINED 1 6,201 ROBERT HALF INTERNA- TIONAL INC EQUITY 770323103 122 4,600 SH DEFINED 1 4,600 ROCKWELL INTL CORP EQUITY 773903109 262 5,500 SH DEFINED 1 5,500 ROHM & HAAS CO EQUITY 775371107 1540 42,400 SH DEFINED 1 42,400 ROLLINS INC EQUITY 775711104 36 1,800 SH DEFINED 1 1,800 ROSLYN BANCORP INC EQUITY 778162107 104 3,800 SH DEFINED 1 3,800 ROSS STORES INC EQUITY 778296103 83 4,900 SH DEFINED 1 4,900 ROSS STORES INC EQUITY 778296103 624 37,000 SH DEFINED 2 37,000 ROUSE CO COM EQUITY 779273101 209 8,200 SH DEFINED 3 8,200 ROWAN COS INC EQUITY 779382100 4901 181,500 SH DEFINED 2 181,500 ROWAN COS. INC. EQUITY 779382100 78 2,900 SH DEFINED 1 2,900 ROYAL DUTCH PETE CO EQUITY 780257804 3658 60,400 SH DEFINED 1 60,400 ROYAL DUTCH PETE CO EQUITY 780257804 11722 193,550 SH DEFINED 2 193,550 RPM INC OHIO EQUITY 749685103 54 6,300 SH DEFINED 1 6,300 RUDDICK CORP EQUITY 781258108 31 2,700 SH DEFINED 1 2,700 RYDER SYSTEMS INC EQUITY 783549108 37 2,200 SH DEFINED 1 2,200 RYERSON TULL INC EQUITY 78375P107 12 1,400 SH DEFINED 1 1,400 RYLAND GROUP INC COM EQUITY 783764103 2918 71,600 SH DEFINED 3 71,600 S&P 500 DEPOS RECEIPT EQUITY 78462F103 193 1,470 SH DEFINED 1 1,470 S&P 500 DEPOS RECEIPT EQUITY 78462F103 11151 85,000 SH DEFINED 4 85,000

19 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- SABRE HOLDINGS CORP EQUITY 785905100 167 3,862 SH DEFINED 1 3,862 SAFECO CORP EQUITY 786429100 1614 49,100 SH DEFINED 1 49,100 SAFECO CORP EQUITY 786429100 4445 135,200 SH DEFINED 2 135,200 SAFEWAY INC NEW EQUITY 786514208 23280 372,478 SH DEFINED 1 372,478 SAKS INCORPORATED EQUITY 79377W108 84 8,400 SH DEFINED 1 8,400 SANDISK CORP EQUITY 80004C101 114 4,100 SH DEFINED 1 4,100 SANMINA CORP EQUITY 800907107 337 4,400 SH DEFINED 1 4,400 SANMINA CORP EQUITY 800907107 5479 71,500 SH DEFINED 2 71,500 SANTA FE INTL CORP ORD EQUITY G7805C108 6412 200,000 SH DEFINED 3 165,000 35,000 SAPIENT CORP EQUITY 803062108 41 3,400 SH DEFINED 1 3,400 SAPPI LTD - SPON ADR EQUITY 803069202 214 30,000 SH DEFINED 1 30,000 SARA LEE CORP EQUITY 803111103 624 25,400 SH DEFINED 1 25,400 SAWTEK INC EQUITY 805468105 120 2,600 SH DEFINED 1 2,600 SBA COMMUNICATIONS CRP COM EQUITY 78388J106 43350 1,055,700 SH DEFINED 3 1,033,400 22,300 SBC COMMUNICATIONS INC EQUITY 78387G103 19646 411,444 SH DEFINED 1 411,444 SBC COMMUNICATIONS INC EQUITY 78387G103 6435 134,759 SH DEFINED 2 134,759 SCANA CORP EQUITY 80589M102 183 6,200 SH DEFINED 1 6,200 SCHERING PLOUGH EQUITY 806605101 5900 103,960 SH DEFINED 1 103,960 SCHERING PLOUGH EQUITY 806605101 26563 468,070 SH DEFINED 2 468,070 SCHERING PLOUGH EQUITY 806605101 3973 70,000 SH DEFINED 4 70,000 SCHLUMBERGER LTD EQUITY 806857108 34775 435,030 SH DEFINED 1 435,030 SCHLUMBERGER LTD EQUITY 806857108 329 4,110 SH DEFINED 2 4,310 SCHLUMBERGER LTD EQUITY 806857108 1839 23,000 SH DEFINED 3 23,000 SCHOLASTIC CORPO- RATION EQUITY 807066105 97 1,100 SH DEFINED 1 1,100 SCHULMAN (A) INC EQUITY 808194104 20 1,700 SH DEFINED 1 1,700 SCHWAB (CHARLES) CORP EQUITY 808513105 13486 475,260 SH DEFINED 1 475,260 SCI SYSTEMS INC EQUITY 783890106 227 8,600 SH DEFINED 1 8,600 SCIENTIFIC ATLANTA INC EQUITY 808655104 147 4,500 SH DEFINED 1 4,500 SCIENTIFIC ATLANTA INC EQUITY 808655104 32 970 SH DEFINED 2 970 SCIENTIFIC LEARNING CORP EQUITY 808760102 211 50,000 SH DEFINED 2 50,000 SEALED AIR CORP. (new) EQUITY 81211K100 60 1,957 SH DEFINED 1 1,957 SEARS, ROEBUCK EQUITY 812387108 351 10,100 SH DEFINED 1 10,100 SEI INVESTMENTS COM- PANY EQUITY 784117103 358 3,200 SH DEFINED 1 3,200 SEMPRA ENERGY EQUITY 816851109 131 5,613 SH DEFINED 1 5,613 SEMTECH CORP EQUITY 816850101 86 3,900 SH DEFINED 1 3,900 Senior Housing Pro- perties Tr EQUITY 81721M109 86 9,250 SH DEFINED 4 9,250 SENSIENT TECHNOLOGIES CORP EQUITY 81725T100 66 2,900 SH DEFINED 1 2,900 SENSORMATIC ELECTRO- NICS CORP EQUITY 817265101 92 4,600 SH DEFINED 1 4,600 SEPRACOR INC EQUITY 817315104 353 4,400 SH DEFINED 1 4,400 SEQUA CORP - CLASS A EQUITY 817320104 25 700 SH DEFINED 1 700 SERONO SA EQUITY 81752M101 4713 196,900 SH DEFINED 2 196,900 SERVICE TECHNOLOGIES INC EQUITY 81763Q109 577 121,900 SH DEFINED 2 121,900 SHARPER IMAGE CORP COM EQUITY 820013100 6773 440,500 SH DEFINED 3 440,500 SHAW INDUSTRIES INC. EQUITY 820286102 142 7,500 SH DEFINED 1 7,500 SHERWIN WILLIAMS CO EQUITY 824348106 134 5,100 SH DEFINED 1 5,100 SHERWIN WILLIAMS CO EQUITY 824348106 6109 232,175 SH DEFINED 2 232,175 SIEBEL SYSTEMS INC EQUITY 826170102 778 11,500 SH DEFINED 1 11,500 SIEBEL SYSTEMS INC EQUITY 826170102 17035 251,900 SH DEFINED 2 251,900 SIERRA PACIFIC RE- SOURCES EQUITY 826428104 75 4,700 SH DEFINED 1 4,700 SIGMA-ALDRICH EQUITY 826552101 110 2,800 SH DEFINED 1 2,800 SILICON VALLEY BANC- SHARES EQUITY 827064106 97 2,800 SH DEFINED 1 2,800 SILVERSTREAM SOFT- WARE COM EQUITY 827907106 1031 50,000 SH DEFINED 3 50,000 SIMON PPTY GROUP EQUITY 828806109 36112 1,504,650 SH DEFINED 3 1,367,750 136,900 SIPEX CORP COM EQUITY 829909100 21618 903,100 SH DEFINED 3 882,300 20,800 SIX FLAGS INC EQUITY 83001P109 81 4,700 SH DEFINED 1 4,700 SK TELECOM CO LTD- ADR EQUITY 78440P108 179 7,600 SH DEFINED 1 7,600 SKYMALLINC EQUITY 830859104 113 100,000 SH DEFINED 2 100,000 SKYWEST INC EQUITY 830879102 16439 571,800 SH DEFINED 2 571,800 SL GREEN RLTY CORP COM EQUITY 78440X101 3990 142,500 SH DEFINED 3 128,400 14,100 SMITH CHARLES RESIDNTL COM EQUITY 832197107 5983 127,300 SH DEFINED 3 110,600 16,700 SMITH INTERNA- TIONAL INC. EQUITY 832110100 231 3,100 SH DEFINED 1 3,100 SMITH INTERNA- TIONAL INC. EQUITY 832110100 5302 71,110 SH DEFINED 2 71,110 SMUCKER (J.M.) CO EQUITY 832696306 39 1,400 SH DEFINED 1 1,400 SNAP-ON INC. EQUITY 833034101 52 1,850 SH DEFINED 1 1,850 SOC QUIMICA Y MINERA CHIL-SPON ADR EQUITY 833635105 1212 57,730 SH DEFINED 1 57,730 SODEXHO MARIOTT SERVICES EQUITY 833793102 183 8,272 SH DEFINED 1 8,272 SOLECTRON CORP EQUITY 834182107 20637 608,760 SH DEFINED 1 608,760 SOLUTIA INC EQUITY 834376105 76 6,300 SH DEFINED 1 6,300 SONOCO PRODS CO EQUITY 835495102 127 5,890 SH DEFINED 1 5,890 SOTHEBY'S HOLDINGS EQUITY 835898107 81 3,500 SH DEFINED 1 3,500 SOURCE CAPITAL INC EQUITY 836144105 1027 19,500 SH DEFINED 1 19,500 SOUTHERN CO EQUITY 842587107 612 18,400 SH DEFINED 1 18,400 SOUTHERN CO EQUITY 842587107 233 7,005 SH DEFINED 2 7,005 SOUTHERN ENERGY INC EQUITY 842816100 8351 294,960 SH DEFINED 1 294,960 SOUTHERN ENERGY INC EQUITY 842816100 12857 454,100 SH DEFINED 2 454,100 SOUTHTRUST CORP EQUITY 844730101 23023 565,834 SH DEFINED 1 565,834 SOUTHWEST AIRLINES EQUITY 844741108 474 14,125 SH DEFINED 1 14,125 SOVEREIGN BANCORP INC EQUITY 845905108 110 13,500 SH DEFINED 1 13,500 SPANISH BROADCASTING SYS INC EQUITY 846425882 1321 264,200 SH DEFINED 2 264,200 SPEECHWORKS INTL INC EQUITY 84764M101 3469 70,700 SH DEFINED 2 70,700 SPEECHWORKS INTL INC EQUITY 84764M101 13463 274,400 SH DEFINED 3 262,300 12,100

20 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- SPIEKER PPTYS INC COM EQUITY 848497103 21970 438,300 SH DEFINED 3 391,200 47,100 SPINNAKER EXPL CO COM EQUITY 84855W109 21938 516,200 SH DEFINED 3 516,200 SPRINT CORP EQUITY 852061100 510 25,100 SH DEFINED 1 25,100 SPRINT PCS GROUP EQUITY 852061506 345 344,950 SH DEFINED 1 344,950 SPX CORP EQUITY 784635104 206 1,900 SH DEFINED 1 1,900 ST JUDE MEDICAL INC EQUITY 790849103 154 2,500 SH DEFINED 1 2,500 ST JUDE MEDICAL INC EQUITY 790849103 12355 201,100 SH DEFINED 2 201,100 ST. PAUL COS INC. EQUITY 792860108 337 6,200 SH DEFINED 1 6,200 STANLEY WORKS EQUITY 854616109 90 2,900 SH DEFINED 1 2,900 STAPLES INC EQUITY 855030102 164 13,850 SH DEFINED 1 13,850 STARBUCKS CORP EQUITY 855244109 248 5,600 SH DEFINED 1 5,600 STARWOOD HOTELS & RESORTS EQUITY 85590A203 145 4,100 SH DEFINED 1 4,100 STATE STREET CORP EQUITY 857477103 584 4,700 SH DEFINED 1 4,700 STEIN MART INC EQUITY 858375108 1779 153,000 SH DEFINED 2 153,000 STEINWAY MUSICAL COMMON EQUITY 858495104 32,308 1,801,131 SH DEFINED 1 1,801,131 STERIS CORP EQUITY 859152100 65 4,000 SH DEFINED 1 4,000 STEWART & STEVE EQUITY 860342104 36 1,600 SH DEFINED 1 1,600 STILWELL FINANCIAL INC EQUITY 860831106 256 6,500 SH DEFINED 1 6,500 STORAGE TECHNOLOGY CORP. EQUITY 862111200 54 6,000 SH DEFINED 1 6,000 STORAGE USA EQUITY 861907103 14440 454,800 SH DEFINED 3 416,300 38,500 STRUCTURAL DYNAMICS RESEARCH EQUITY 863555108 21 2,100 SH DEFINED 1 2,100 STRYKER CORP EQUITY 863667101 278 5,500 SH DEFINED 1 5,500 STRYKER CORP EQUITY 863667101 2024 40,000 SH DEFINED 4 40,000 SUIZA FOODS CORP EQUITY 865077101 82 1,700 SH DEFINED 1 1,700 SUMMIT BANCORPORATION EQUITY 866005101 199 5,200 SH DEFINED 1 5,200 SUMMIT PPTYS INC COM EQUITY 866239106 338 13,000 SH DEFINED 3 13,000 SUN COMMUNITIES INC COM EQUITY 866674104 3940 117,600 SH DEFINED 3 105,700 11,900 SUN MICROSYSTEMS EQUITY 866810104 17548 629,510 SH DEFINED 1 629,510 SUN MICROSYSTEMS INC EQUITY 866810104 4898 175,700 SH DEFINED 2 175,700 SUN MICROSYSTEMS INC EQUITY 866810104 2509 90,000 SH DEFINED 4 90,000 SUNGARD DATA SYSTEMS INC. EQUITY 867363103 377 8,000 SH DEFINED 1 8,000 SUNGARD DATA SYSTEMS INC. EQUITY 867363103 98883 2,098,305 SH DEFINED 3 1,994,805 103,500 SUNOCO INC EQUITY 86764P109 81 2,400 SH DEFINED 1 2,400 SUNTRUST BANKS INC. EQUITY 867914103 531 8,430 SH DEFINED 1 8,430 SUNTRUST BANKS INC. EQUITY 867914103 4531 71,900 SH DEFINED 2 71,900 SUPER VALU STORES EQUITY 868536103 51 3,700 SH DEFINED 1 3,700 SUPERIOR ENERGY SVCS COM EQUITY 868157108 5184 450,800 SH DEFINED 3 450,800 SUPERIOR INDS INTL INC EQUITY 868168105 47 1,500 SH DEFINED 1 1,500 SWIFT TRANSPORTATION INC EQUITY 870756103 73 3,700 SH DEFINED 1 3,700 SYBASE, INC. EQUITY 871130100 105 5,300 SH DEFINED 1 5,300 SYBRON DENTAL SPECIA- LTIES EQUITY 871142105 34 2,033 SH DEFINED 1 2,033 SYCAMORE NETWORKS INC EQUITY 871206108 2675 71,800 SH DEFINED 2 71,800 SYKES ENTERPRISES INC EQUITY 871237103 11 2,400 SH DEFINED 1 2,400 SYLVAN LEARNING SYS- TEMS INC EQUITY 871399101 33 2,200 SH DEFINED 1 2,200 SYMANTEC CORPOR- ATION EQUITY 871503108 123 3,700 SH DEFINED 1 3,700 SYMANTEC CORPORATION EQUITY 871503108 334 10,000 SH DEFINED 4 10,000 SYMBOL TECHNOLOGIES IN EQUITY 871508107 148 4,100 SH DEFINED 1 4,100 SYNAVANT INC EQUITY 87157A105 2 470 SH DEFINED 1 470 SYNOPSYS INC EQUITY 871607107 185 3,900 SH DEFINED 1 3,900 SYNOVUS FINANCIAL CORPORATION EQUITY 87161C105 206 7,650 SH DEFINED 1 7,650 SYSCO CORP. EQUITY 871829107 713 23,760 SH DEFINED 1 23,760 TAIWAN FUND EQUITY 874036106 1967 193,050 SH DEFINED 1 193,050 TALBOTS INC EQUITY 874161102 15955 349,700 SH DEFINED 2 349,700 TALK CITY INC EQUITY 874263106 5 31,864 SH DEFINED 1 31,864 TANOX INC EQUITY 87588Q109 784 20,000 SH DEFINED 2 20,000 TARGET CORP EQUITY 87612E110 922 28,600 SH DEFINED 1 28,600 TARGET CORP EQUITY 87612E106 17328 537,300 SH DEFINED 2 537,300 TAUBMAN CTRS INC COM EQUITY 876664103 8115 741,900 SH DEFINED 3 662,500 79,400 TCF FINANCIAL CORP. EQUITY 872275102 218 4,900 SH DEFINED 1 4,900 TECH DATA CORP EQUITY 878237106 84 3,100 SH DEFINED 1 3,100 TECHNE CORP EQUITY 878377100 1298 36,000 SH DEFINED 2 36,000 TECHNE CORP EQUITY 878377100 32258 894,500 SH DEFINED 3 871,600 22,900 TECO ENERGY EQUITY 872375100 243 7,500 SH DEFINED 1 7,500 TECUMSEH PRODS CO EQUITY 878895200 50 1,200 SH DEFINED 1 1,200 TEEKAY SHIPPING MAR- SHALL ISLAND EQUITY Y8564W103 70 1,830 SH DEFINED 2 1,830 TEKTRONIX INC EQUITY 879131100 98 2,900 SH DEFINED 1 2,900 TELE NORTE LESTE PARTI- CIPACOES S.A. A EQUITY 879246106 2199 96,401 SH DEFINED 1 96,401 Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH DEFINED 1 5,500 TELECOM ARGENTINA S.A. - ADR EQUITY 879273209 1237 78,850 SH DEFINED 1 78,850 TELEFLEX INC EQUITY 879369106 102 2,300 SH DEFINED 1 2,300 Telefonica De Ar- gentina 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 9923 211,690 SH DEFINED 1 211,690 TELEPHONE & DATA SYSTEMS, INC. EQUITY 879433100 324 3,600 SH DEFINED 1 3,600 TELESP CELULAR PAR- TICIPACOES SA ADR EQUITY 87952L108 605 22,400 SH DEFINED 1 22,400 TELLABS EQUITY 879664100 5238 92,700 SH DEFINED 1 92,700 TEMPLE INLAND INC EQUITY 879868107 86 1,600 SH DEFINED 1 1,600 TEMPLE INLAND INC EQUITY 879868107 3003 56,000 SH DEFINED 2 56,000 TENET HEALTHCARE CORP. EQUITY 88033G100 409 9,200 SH DEFINED 1 9,200 TENET HEALTHCARE CORP. EQUITY 88033g100 24876 559,800 SH DEFINED 3 461,200 98,600 TERADYNE INC. EQUITY 880770102 190 5,100 SH DEFINED 1 5,100

21 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- TETRA TECH INC NEW COM EQUITY 88162G103 30862 968,207 SH DEFINED 3 939,774 28,433 TEVA PHARMACEUTICAL ADR EQUITY 881624209 498 6,800 SH DEFINED 1 6,800 TEVA PHARMACEUTICAL ADR EQUITY 881624209 17804 243,060 SH DEFINED 2 243,060 TEXACO INC EQUITY 881694103 180 2,900 SH DEFINED 2 2,900 TEXACO INC EQUITY 881694103 3603 58,000 SH DEFINED 4 58,000 TEXACO INC. EQUITY 881694103 10124 162,967 SH DEFINED 1 162,967 TEXAS INSTRUMENTS INC EQUITY 882508104 15246 321,820 SH DEFINED 1 321,820 TEXAS INSTRUMENTS INC EQUITY 882508104 11905 251,300 SH DEFINED 2 251,300 TEXTRON INC EQUITY 883203101 200 4,300 SH DEFINED 1 4,300 THERMO ELECTRON EQUITY 883556102 140 4,700 SH DEFINED 1 4,700 THERMO ELECTRON EQUITY 883556102 4760 160,000 SH DEFINED 2 160,000 THOMAS & BETTS CORP EQUITY 884315102 4418 272,900 SH DEFINED 1 272,900 TIDEWATER INC. EQUITY 886423102 151 3,400 SH DEFINED 1 3,400 TIFFANY & CO. EQUITY 886547108 127 4,000 SH DEFINED 1 4,000 TIFFANY & CO. EQUITY 886547108 10291 325,400 SH DEFINED 2 325,400 TIFFANY & CO. EQUITY 886547108 1107 35,000 SH DEFINED 4 35,000 TIME WARNER INC EQUITY 887315109 12977 248,420 SH DEFINED 2 248,420 TIME WARNER INC. EQUITY 887315109 7400 141,650 SH DEFINED 1 141,650 TIMKEN CO. EQUITY 887389104 29 1,900 SH DEFINED 1 1,900 TITAN CORP EQUITY 888266103 52 3,200 SH DEFINED 1 3,200 TJX COMPANIES INC. NEW EQUITY 872540109 230 8,300 SH DEFINED 1 8,300 TJX COMPANIES INC. NEW EQUITY 872540109 2220 80,000 SH DEFINED 2 80,000 TMP WORLDWIDE INC COM EQUITY 872941109 9129 165,984 SH DEFINED 3 161,984 4,000 TNPC INC EQUITY 87260K107 1098 111,900 SH DEFINED 2 111,900 TOLL BROTHERS INC COM EQUITY 889478103 10893 266,500 SH DEFINED 3 266,500 TORCHMARK CORP EQUITY 891027104 161 4,200 SH DEFINED 1 4,200 TOSCO CORP EQUITY 891490302 146 4,300 SH DEFINED 1 4,300 TOYS R US EQUITY 892335100 105 6,300 SH DEFINED 1 6,300 TRANS WORLD AIR- LINES, INC EQUITY 893349837 3 2,618 SH DEFINED 1 2,618 TRANS WORLD AIR- LINES,INC-WARRENTS EQUITY 893349134 589 SH DEFINED 1 1 TRANSACTION SYSTEMS ARCHITECTS INC EQUITY 893416107 22 1,900 SH DEFINED 1 1,900 TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2207432 20,849,420 SH DEFINED 1 20,849,420 TRANSMONTAIGNE INC EQUITY 893934109 2441 887,600 SH DEFINED 3 887,600 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 276 5,998 SH DEFINED 1 5,998 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 24182 525,694 SH DEFINED 2 525,694 TRANSWITCH CORPO- RATION EQUITY 894065101 192 4,900 SH DEFINED 1 4,900 TRANSWITCH CORPOR- ATION EQUITY 894065101 2289 58,500 SH DEFINED 2 58,500 TRANSWITCH CORPOR- ATION EQUITY 894065101 32550 831,953 SH DEFINED 3 800,553 31,400 TRIAD GTY INC COM EQUITY 895925105 7678 231,800 SH DEFINED 3 231,800 TRIAD HOSPITALS INC COM EQUITY 89579K109 14526 446,100 SH DEFINED 3 446,100 TRIBUNE CO EQUITY 896047107 389 9,200 SH DEFINED 1 9,200 TRICON GLOBAL REST- AURANTS, INC. EQUITY 895953107 151 4,570 SH DEFINED 1 4,570 TRIGON HEALTHCARE INC EQUITY 89618L100 179 2,300 SH DEFINED 1 2,300 TRIGON HEALTHCARE INC EQUITY 89618L100 11221 144,200 SH DEFINED 2 144,200 TRINITY INDUSTRIES EQUITY 896522109 55 2,200 SH DEFINED 1 2,200 TRIQUINT SEMICON- DUCTOR INC EQUITY 89674K103 205 4,700 SH DEFINED 1 4,700 TRIQUINT SEMICON- DUCTOR INC EQUITY 89674K103 2682 61,400 SH DEFINED 2 61,400 TRIQUINT SEMICON- DUCTOR INC EQUITY 89674K103 40953 1,182,496 SH DEFINED 3 1,160,496 22,000 TRUE NORTH COMMUNI- CATIONS EQUITY 897844106 123 2,900 SH DEFINED 1 2,900 TRW INC EQUITY 872649108 140 3,600 SH DEFINED 1 3,600 TTM TECHNOLOGIES INC COM EQUITY 87305R109 1281 90,300 SH DEFINED 3 90,300 TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 1431 100,100 SH DEFINED 1 100,100 TUPPERWARE CORP EQUITY 899896104 39 1,900 SH DEFINED 1 1,900 TVIA INC EQUITY 87307P101 845 214,500 SH DEFINED 2 214,500 TXU CORPORATION EQUITY 873168108 338 7,637 SH DEFINED 1 7,637 TYCO INTERNATIONAL LTD. EQUITY 902124106 21311 383,988 SH DEFINED 1 383,988 TYCO INTERNATIONAL LTD. EQUITY 902124106 38299 690,080 SH DEFINED 2 690,080 TYCOM LTD EQUITY G9144B106 219 9,800 SH DEFINED 1 9,800 TYSON FOODS EQUITY 902494103 171 13,400 SH DEFINED 1 13,400 U.S. BANCORP EQUITY 902973106 634 21,720 SH DEFINED 1 21,720 UCAR INTERNATIONAL INC EQUITY 90262K109 26 2,700 SH DEFINED 1 2,700 UGLY DUCKLING HLDGS INC COMMON EQUITY 903512101 929 137,644 SH DEFINED 1 137,644 ULTRAMAR DIAMOND SHAMROCK EQUITY 904000106 161 5,199 SH DEFINED 1 5,199 UNIBANCO - SPONSORED GDR EQUITY 90458E107 2114 71,800 SH DEFINED 1 71,800 UNIFI INC EQUITY 904677101 30 3,400 SH DEFINED 1 3,400 UNILEVER N V EQUITY 904784709 1026 16,295 SH DEFINED 1 16,295 UNION CARBIDE EQUITY 905581104 221 4,100 SH DEFINED 1 4,100 UNION PACIFIC CORP. EQUITY 907818108 3156 62,184 SH DEFINED 1 62,184 UNION PLANTERS CORP EQUITY 908068109 143 4,000 SH DEFINED 1 4,000 UNISYS CORP. EQUITY 909214108 134 9,160 SH DEFINED 1 9,160 UNIT CORP COM EQUITY 909218109 6198 327,300 SH DEFINED 3 327,300 UNITED DOMINION REALTY TRUST EQUITY 910197102 6752 624,400 SH DEFINED 1 624,400 UNITED PARCEL SER- VICE CL B EQUITY 911312106 65 1,100 SH DEFINED 1 1,100 UNITED PARCEL SER- VICE CL B EQUITY 911312106 4651 79,200 SH DEFINED 2 79,200 UNITED PARK CITY MINES EQUITY 911315208 3352 154,094 SH DEFINED 1 154,094 UNITED RENTALS INC EQUITY 911363109 56 4,200 SH DEFINED 1 4,200 UNITED TECHNOLOGIES CORP EQUITY 913017109 1038 13,200 SH DEFINED 1 13,200 UNITEDHEATLH GROUP INC EQUITY 91324P102 577 9,400 SH DEFINED 1 9,400 UNITEDHEATLH GROUP INC EQUITY 91324P102 250 4,070 SH DEFINED 2 4,070 UNITRIN INC EQUITY 913275103 163 4,000 SH DEFINED 1 4,000 UNIVERSAL COMPRESSION COM EQUITY 913431102 12655 335,800 SH DEFINED 3 335,800

22 - ----------------------------------------------------------------------------------------------------------------------------------- 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 - ----------------------------------------------------------------------------------------------------------------------------------- UNIVERSAL CORP VA EQUITY 913456109 56 1,600 SH DEFINED 1 1,600 UNIVERSAL HLTH SVCS CL B EQUITY 913903100 115751 1,035,800 SH DEFINED 3 1,009,200 26,600 UNIVISION COMMUNI- CATIONS CL A EQUITY 914906102 508 12,400 SH DEFINED 1 12,400 UNOCAL CORP EQUITY 915289102 279 7,200 SH DEFINED 1 7,200 UNUMPROVIDENT CORP EQUITY 91529Y106 21965 817,309 SH DEFINED 1 817,309 UNUMPROVIDENT CORP EQUITY 91529Y106 4578 170,100 SH DEFINED 2 170,100 US AIRWAYS GROUP, INC. EQUITY 911905107 93 2,300 SH DEFINED 1 2,300 USA EDUCATION INC EQUITY 90390U102 326 4,800 SH DEFINED 1 4,800 USA NETWORKS INC EQUITY 902984103 1380 71,000 SH DEFINED 2 71,000 USG CORP EQUITY 903293405 59 2,600 SH DEFINED 1 2,600 UST INC EQUITY 902911106 6339 225,900 SH DEFINED 1 225,900 UST INC EQUITY 902911106 5281 188,196 SH DEFINED 2 188,196 USX/MARATHON GROUP EQUITY 902905827 255 9,200 SH DEFINED 1 9,200 USX-U.S. STEEL GROUP INC. EQUITY 90337T101 45 2,500 SH DEFINED 1 2,500 UTILICORP UTD INC EQUITY 918005109 172 5,550 SH DEFINED 1 5,550 UTILICORP UTD INC EQUITY 918005109 82 2,650 SH DEFINED 2 2,650 V F CORP EQUITY 918204108 130 3,600 SH DEFINED 1 3,600 V F CORP EQUITY 918204108 5722 157,892 SH DEFINED 2 157,892 VALASSIS COMMUNI- CATIONS INC EQUITY 918866104 101 3,200 SH DEFINED 1 3,200 VALERO ENERGY CORP EQUITY 91913Y100 134 3,600 SH DEFINED 1 3,600 VALERO ENERGY CORP EQUITY 91913Y100 42420 1,140,700 SH DEFINED 3 1,081,400 59,300 VALSPAR CORPORATION EQUITY 920355104 80 2,500 SH DEFINED 1 2,500 VARCO INTERNATIONAL INC EQUITY 922122106 119 5,494 SH DEFINED 1 5,494 VARIAGENICS INC EQUITY 922196100 415 35,000 SH DEFINED 2 35,000 VARIAN SEMICON- DUCTOR EQUIP INC EQUITY 922207105 435 18,300 SH DEFINED 2 18,300 VASCULAR SOLUTIONS INC COM EQUITY 92231M109 3414 462,900 SH DEFINED 3 462,900 VECTREN CORPORATION EQUITY 92240G101 94 3,666 SH DEFINED 1 3,666 VENATOR GROUP INC EQUITY 922944103 3100 200,000 SH DEFINED 2 200,000 VENATOR GROUP INC EQUITY 922944103 44713 2,884,700 SH DEFINED 3 2,704,000 180,700 VERITAS DGC INC EQUITY 92343P107 5817 180,100 SH DEFINED 2 180,100 VERITAS DGC INC EQUITY 92343P107 47093 1,458,000 SH DEFINED 3 1,426,100 31,900 VERITAS SOFTWARE CORP EQUITY 923436109 989 11,300 SH DEFINED 1 11,300 VERITAS SOFTWARE CORP EQUITY 923436109 11143 127,350 SH DEFINED 2 127,350 VERIZON COMMUNICATIONS EQUITY 92343V104 20099 400,978 SH DEFINED 1 400,978 VERIZON COMMUNICATIONS EQUITY 92343V104 3657 72,964 SH DEFINED 2 72,964 VERSICOR INC EQUITY 925314106 431 50,000 SH DEFINED 2 50,000 VERTEX PHARMACEUTICALS EQUITY 92532F100 250 3,500 SH DEFINED 1 3,500 VERTEX PHARMACEUTICALS EQUITY 92532F100 1788 25,000 SH DEFINED 2 25,000 VIACOM INC CL B EQUITY 925524308 1989 42,553 SH DEFINED 1 42,553 VIACOM INC CL B EQUITY 925524308 307 6,574 SH DEFINED 2 6,574 VIAD CORPORATION EQUITY 92552R109 129 5,600 SH DEFINED 1 5,600 VIGNETTE CORP EQUITY 926734104 929 51,600 SH DEFINED 2 51,600 Vimpel-Communications- SP ADR EQUITY 68370R1095 42 2,818 SH DEFINED 1 2,818 VIROLOGIC INC COM EQUITY 92823R201 2039 223,400 SH DEFINED 3 223,400 VISHAY INTERTECHNOLOGY EQUITY 928298108 124 8,199 SH DEFINED 1 8,199 VISTEON CORP EQUITY 92839U107 172 14,948 SH DEFINED 1 14,948 VISTEON CORP EQUITY 92839U107 2 192 SH DEFINED 2 192 VISX INC EQUITY 92844S105 38 3,600 SH DEFINED 1 3,600 VITESSE SEMICONDUCTOR CORP EQUITY 928497106 282 5,100 SH DEFINED 1 5,100 VITESSE SEMICONDUCTOR CORP EQUITY 928497106 2705 48,900 SH DEFINED 2 48,900 VITESSE SEMICONDUCTOR CORP EQUITY 928497106 13087 236,600 SH DEFINED 3 217,600 19,000 VODAFONE GROUP PLC- SP ADR EQUITY 92857W100 6886 192,280 SH DEFINED 1 192,280 VORNADO RLTY TR SH BEN INT EQUITY 929042109 35937 938,000 SH DEFINED 3 844,000 94,000 VULCAN MATERIALS INC EQUITY 929160109 144 3,000 SH DEFINED 1 3,000 VYYO INC EQUITY 918458100 149 24,300 SH DEFINED 2 24,300 WACHOVIA CORP EQUITY 929771103 349 6,000 SH DEFINED 1 6,000 WADDELL & REED FINAN- CIAL -A EQUITY 930059100 184 4,900 SH DEFINED 1 4,900 WAL MART STORES INC EQUITY 931142103 6901 129,910 SH DEFINED 1 129,910 WAL MART STORES INC EQUITY 931142103 36002 677,680 SH DEFINED 2 677,680 WALGREEN CO EQUITY 931422109 1192 28,500 SH DEFINED 1 28,500 WALGREEN CO EQUITY 931422109 5352 128,000 SH DEFINED 4 128,000 WALLACE COMPUTER SYS- TEMS EQUITY 932270101 41 2,400 SH DEFINED 1 2,400 WALT DISNEY COMPANY EQUITY 254687106 1702 58,800 SH DEFINED 1 58,800 WALTER IND COMMON EQUITY 93317Q105 0 807 SH DEFINED 1 807 WASHINGTON MUTUAL INC. EQUITY 939322103 5914 111,445 SH DEFINED 1 111,445 WASHINGTON MUTUAL INC. EQUITY 939322103 6298 116,658 SH DEFINED 2 116,658 WASHINGTON POST CO. CLASS B EQUITY 939640108 370 600 SH DEFINED 1 600 WASTE CONNECTIONS INC EQUITY 941053100 16032 484,900 SH DEFINED 2 484,900 WASTE MANAGEMENT INC EQUITY 94106L109 500 18,000 SH DEFINED 1 18,000 WASTE MANAGEMENT INC EQUITY 94106L109 24087 868,000 SH DEFINED 2 868,000 WATERS CORP EQUITY 941848103 643 7,700 SH DEFINED 1 7,700 WATERS CORP EQUITY 941848103 1670 20,000 SH DEFINED 2 20,000 WATERS CORP EQUITY 941848103 113581 1,360,248 SH DEFINED 3 1,287,148 73,100 WATERS CORP EQUITY 941848103 3340 40,000 SH DEFINED 4 40,000 WATSON PHARMACEUTICALS EQUITY 942683103 11169 218,200 SH DEFINED 1 218,200 WAUSAU-MOSINEE PAPER CORP EQUITY 943315101 30 3,000 SH DEFINED 1 3,000 WEATHERFORD INTERNA- TIONAL EQUITY 947074100 312 6,600 SH DEFINED 1 6,600 WEBSENSE INC EQUITY 947684106 12350 851,700 SH DEFINED 3 836,000 15,700 WEBSTER FINANCIAL CORP EQUITY 947890109 88 3,100 SH DEFINED 1 3,100 WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 13344 305,000 SH DEFINED 3 274,300 30,700 WELLPOINT HEALTH NETWORKS EQUITY 94973H108 231 2,000 SH DEFINED 1 2,000

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