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Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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<SEC-DOCUMENT>0000950123-01-001408.txt : 20010223
<SEC-HEADER>0000950123-01-001408.hdr.sgml : 20010223
ACCESSION NUMBER:		0000950123-01-001408
CONFORMED SUBMISSION TYPE:	13F-HR
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20001231
FILED AS OF DATE:		20010214

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			AMERICAN INTERNATIONAL GROUP INC
		CENTRAL INDEX KEY:			0000005272
		STANDARD INDUSTRIAL CLASSIFICATION:	FIRE, MARINE & CASUALTY INSURANCE [6331]
		IRS NUMBER:				132592361
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		13F-HR
		SEC ACT:		
		SEC FILE NUMBER:	028-00219
		FILM NUMBER:		1544781

	BUSINESS ADDRESS:	
		STREET 1:		70 PINE ST
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10270
		BUSINESS PHONE:		2127707000

	MAIL ADDRESS:	
		STREET 1:		70 PINE STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10270

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	AMERICAN INTERNATIONAL ENTERPRISES INC
		DATE OF NAME CHANGE:	19700507
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>y45323e13f-hr.txt
<DESCRIPTION>AMERICAN INTERNATIONAL GROUP, INC.
<TEXT>

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

                                   FORM 13F

                             FORM 13F COVER PAGE


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




<PAGE>   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.

<PAGE>   3


File Number 28-219 (Consolidated)
As of 12/31/00


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

<PAGE>   4

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

<PAGE>   5

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

<PAGE>   6

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

<PAGE>   7

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

<PAGE>   8

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

<PAGE>   9

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

<PAGE>   10

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

<PAGE>   11

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

<PAGE>   12

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

<PAGE>   13

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

<PAGE>   14

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

<PAGE>   15

<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
                            TITLE      CUSIP        VALUE       SHRS OR    SH/  PUT/  INVSTMT   OTHR   VOTING AUTHORITY
NAME OF ISSUER              CLASS                 (X$1000)      PRN AMT    PRN  CALL  DSCRETN   MGRS   SOLE       SHARED     NONE
- -----------------------------------------------------------------------------------------------------------------------------------
<S>                         <C>        <C>        <C>          <C>        <C>   <C>   <C>       <C>    <C>     <C>         <C>
MERCK & CO.                  EQUITY    589331107       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
</TABLE>
<PAGE>   16

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

<PAGE>   17

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

<PAGE>   18

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

<PAGE>   19

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

<PAGE>   20

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

<PAGE>   21

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

<PAGE>   22

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

<PAGE>   23

<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
                            TITLE      CUSIP        VALUE       SHRS OR    SH/  PUT/  INVSTMT   OTHR   VOTING AUTHORITY
NAME OF ISSUER              CLASS                 (X$1000)      PRN AMT    PRN  CALL  DSCRETN   MGRS   SOLE       SHARED     NONE
- -----------------------------------------------------------------------------------------------------------------------------------
<S>                         <C>        <C>        <C>          <C>        <C>   <C>   <C>       <C>    <C>     <C>          <C>
WELLS FARGO & COMPANY        EQUITY    949746101      25677       461,084   SH         DEFINED     1              461,084
WELLS FARGO & COMPANY        EQUITY    949746101      10152       182,300   SH         DEFINED     2              182,300
WENDY'S                      EQUITY    950590109         97         3,700   SH         DEFINED     1                3,700
WESTAMERICA BANCORP-
ORATION                      EQUITY    957090103         90         2,100   SH         DEFINED     1                2,100
WESTERN RESOURCES -
INC                          EQUITY    959425109        102         4,100   SH         DEFINED     1                4,100
Westpac Banking              EQUITY    961214301       3142        85,350   SH         DEFINED     4               85,350
WESTPOINT STEVENS
INC.                         EQUITY    961238102         22         2,900   SH         DEFINED     1                2,900
WESTVACO CORP.               EQUITY    961548104         88         3,000   SH         DEFINED     1                3,000
WESTWOOD ONE, INC.           EQUITY    961815107        129         6,700   SH         DEFINED     1                6,700
WEYERHAEUSER CO.             EQUITY    962166104        335         6,600   SH         DEFINED     1                6,600
WGL HOLDINGS INC             EQUITY    92924F106         82         2,700   SH         DEFINED     1                2,700
WHIRLPOOL CORP               EQUITY    963320106        110         2,300   SH         DEFINED     1                2,300
WHITMAN CORP                 EQUITY    96647R107        152         9,300   SH         DEFINED     1                9,300
WILLAMETTE INDS. INC.        EQUITY    969133107        164         3,500   SH         DEFINED     1                3,500
WILLIAMS COMPANIES           EQUITY    969457100        511        12,800   SH         DEFINED     1               12,800
WILLIAMS-SONOMA INC          EQUITY    969904101         66         3,300   SH         DEFINED     1                3,300
WILMINGTON TRUST CORP        EQUITY    971807102        124         2,000   SH         DEFINED     1                2,000
WIND RIVER SYSTEMS           EQUITY    973149107        150         4,400   SH         DEFINED     1                4,400
WINN-DIXIE STORES INC.       EQUITY    974280109         87         4,500   SH         DEFINED     1                4,500
WISCONSIN CENTRAL
TRANSPORT                    EQUITY    976592105         44         2,900   SH         DEFINED     1                2,900
WISCONSIN ENERGY
CORP.                        EQUITY    976657106        165         7,300   SH         DEFINED     1                7,300
WITNESS SYS INC COM          EQUITY    977424100       4340       321,500   SH         DEFINED     3              321,500
WM. WRIGLEY CO               EQUITY    982526105        335         3,500   SH         DEFINED     1                3,500
WORLD ACCESS INC             EQUITY    98141A101         15         6,381   SH         DEFINED     1                6,381
WORLDCOM INC                 EQUITY    98157D106       7816       555,760   SH         DEFINED     1              555,760
WORTHINGTON INDUS-
TRIES                        EQUITY    981811102         22         2,700   SH         DEFINED     1                2,700
WYNDAHAM INTERNA-
TIONAL CLASS A               EQUITY    983101106        476       271,748   SH         DEFINED     1              271,748
XCEL ENERGY INC              EQUITY    98389B100        288         9,925   SH         DEFINED     1                9,925
XEROX CORP                   EQUITY    984121103         92        19,800   SH         DEFINED     1               19,800
XILINX INC.                  EQUITY    983919101        424         9,200   SH         DEFINED     1                7,400
XL CAP LTD CL A              EQUITY    G98255105       7733        88,500   SH         DEFINED     3               65,800   22,700
YAHOO INC                    EQUITY    984332106        466        15,500   SH         DEFINED     1               15,500
YAHOO INC                    EQUITY    984332106        303        10,035   SH         DEFINED     2               10,035
YANKEE CANDLE INC            EQUITY    984757104       5798       524,100   SH         DEFINED     2              524,100
YORK INTERNATIONAL
CORP                         EQUITY    986670107         68         2,200   SH         DEFINED     1                2,200
YPF S.A.-Sponsored
ADR                          EQUITY    984245100        265         9,000   SH         DEFINED     1                9,000
ZIONS BANCORPORATION         EQUITY    989701107        331         5,300   SH         DEFINED     1                5,300
</TABLE>

</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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