UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
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: United Services Automobile Association
Address: 9800 Fredericksburg Road
San Antonio, Texas 78288
Form 13F File Number: 28-5810
The institutional investment manager filing this report and the person by whom
it is signed hereby 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: Sherron Kirk
Title: Vice President - Senior Financial Officer
Phone: (210) 498-7804
Signature, Place, and Date of Signing:
/s/Sherron Kirk San Antonio, TX August 12, 1999
- --------------- ---------------- ---------------
[Signature] [City, State] [Date]
<PAGE>
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here 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>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 1,138
Form 13F Information Table Value Total: $ 9,010,482
-----------
(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 28-5802 USAA Capital Corporation
2 28-487 USAA Investment Management Co.
3 28-4443 USAA Investment Corporation
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
MARKET SHRS OR SH/ PUT/ INVESTMENT MAN- VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION AGERS
SHARED
SOLE SHARED OTHER SOLE SHARED NONE
(A) (B) (C) (A) (B) (C)
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON 000361105 13,399,266.00 590,601 SH X 1,2,3 590,601
ABM INDUSTRIES INC COMMON 000957100 328,376.00 10,701 SH X 1,2,3 10,701
AES CORPORATION COMMON 00130H105 668,438.00 11,500 SH X 1,2,3 11,500
AMC ENTERTAINMENT INC COMMON 001669100 573,750.00 30,000 SH X 1,2,3 30,000
AMR CORP COMMON 001765106 723,450.00 10,600 SH X 1,2,3 10,600
AT & T CORP COMMON 001957109 49,128,723.00 880,256 SH X 1,2,3 880,256
AT & T CORP COMMON 001957109 225,000.00 4,025 SH X 1 3,875 150
AT & T CORP COMMON 001957109 20,000.00 355 SH X X 1 355
Total AT&T CORP 001957109 49,373,723.00 884,636 884,486 150
AT&T CANADA INC FOREIG 00207Q202 9,359,531.00 146,100 SH X 1,2,3 146,100
ABBOTT LABORATORIES COMMON 002824100 10,366,001.00 227,809 SH X 1,2,3 227,809
ABBOTT LABORATORIES COMMON 002824100 200,000.00 4,408 SH X 1 4,408
ABBOTT LABORATORIES COMMON 002824100 150,000.00 3,300 SH X X 1 3,000 300
Total ABBOTT LABORATORIES 002824100 10,716,001.00 235,517 235,217 300
ABERCROMBIE & FITCH CO-CL COMMON 002896207 12,960,135.00 270,003 SH X 1,2,3 270,003
ACCREDO HEALTH INC COMMON 00437V104 1,552,350.00 47,400 SH X 1,2,3 47,400
ACXIOM CORP COMMON 005125109 892,745.00 35,800 SH X 1,2,3 35,800
ADVANCE PARADIGM INC COMMON 007491103 7,076,000.00 116,000 SH X 1,2,3 116,000
ADVANCED FIBER COMM COMMON 00754A105 2,021,875.00 129,400 SH X 1,2,3 129,400
ADVANCED TISSUE SCIENCES I COMMON 00755F103 59,800.00 18,400 SH X 1,2,3 18,400
ADVO INC COMMON 007585102 234,475.00 11,300 SH X 1,2,3 11,300
ADVANCED MICRO DEVICES COMMON 007903107 1,423,325.00 78,800 SH X 1,2,3 78,800
AETNA INC COMMON 008117103 30,811,252.00 344,500 SH X 1,2,3 344,500
AGNICO-EAGLE MINES FOREIG 008474108 5,568,750.00 900,000 SH X 1,2,3 900,000
AIR EXPRESS INTL CORP COMMON 009104100 406,048.00 16,002 SH X 1,2,3 16,002
AIR PRODUCTS & CHEMICALS I COMMON 009158106 6,118,074.00 152,002 SH X 1,2,3 152,002
ALBERTSON'S INC COMMON 013104104 4,010,511.00 77,780 SH X 1,2,3 77,780
ALCOA INC COMMON 013817101 68,514,324.00 1,107,302 SH X 1,2,3 1,107,302
ALEXANDRIA REAL ESTATE EQU COMMON 015271109 10,156,250.00 325,000 SH X 1,2,3 325,000
ALLEGHENY ENERGY INC COMMON 017361106 42,625,562.00 1,329,452 SH X 1,2,3 1,329,452
PAGE COLUMN TOTALS 279,574,011.00
1
<PAGE>
ALLIANT ENERGY CORP COMMON 018802108 35,588,458.00 1,254,219 SH X 1,2,3 1,254,219
ALLIANT TECHSYSTEMS INC COMMON 018804104 519,000.00 6,000 SH X 1,2,3 6,000
ALLIED SIGNAL COMMON 019512102 22,459,720.00 356,503 SH X 1,2,3 356,503
ALLIED WASTE INDUSTRIES IN COMMON 019589308 3,110,625.00 157,500 SH X 1,2,3 157,500
ALLSTATE CORP COMMON 020002101 14,934,834.00 416,302 SH X 1,2,3 416,302
ALLTEL CORP COMMON 020039103 1,323,146.00 18,506 SH X 1,2,3 18,506
ALPHARMA INC-CL A COMMON 020813101 4,929,009.00 138,601 SH X 1,2,3 138,601
AMCOL INTL CORP COMMON 02341W103 171,063.00 11,900 SH X 1,2,3 11,900
AMERICA ON LINE INC COMMON 02364J104 41,636,787.00 376,804 SH X 1,2,3 376,804
AMERICAN BANKERS INSUR GRO COMMON 024456105 1,067,117.00 19,603 SH X 1,2,3 19,603
AMERICAN ELECTRIC POWER COMMON 025537101 828,684.00 22,062 SH X 1,2,3 22,062
AMERICAN EXPRESS COMMON 025816109 17,806,936.00 136,845 SH X 1,2,3 136,845
AMERICAN FREIGHTWAYS CORP COMMON 02629V108 269,956.00 13,800 SH X 1,2,3 13,800
AMERICAN GENERAL COMMON 026351106 4,831,776.00 64,103 SH X 1,2,3 64,103
AMERICAN GREETINGS CLASS A COMMON 026375105 11,643,351.00 386,501 SH X 1,2,3 386,501
AMERICAN HOME PRODUCTS COR COMMON 026609107 157,764,244.00 2,743,702 SH X 1,2,3 2,743,702
AMERICAN HOME PRODUCTS COR COMMON 026609107 203,000.00 3,546 SH X 1 3,546
AMERICAN HOME PRODUCTS COR COMMON 026609107 11,000.00 200 SH X X 1 200
Total AMERICAN HOME PRODUCTS 026609107 157,978,244.00 2,747,448 2,747,248 200
AMERICAN INDUSTRIAL PROPERTIES COMMON 026791202 23,719,802.00 1,679,278 SH X 1 1,679,278
AMERICAN INTERNATIONAL GRO COMMON 026874107 63,650,334.00 543,729 SH X 1,2,3 543,729
AMERICAN ITALIAN PASTA CL COMMON 027070101 5,315,625.00 175,000 SH X 1,2,3 175,000
AMERICAN MANAGEMENT SYS COMMON 027352103 686,127.00 21,400 SH X 1,2,3 21,400
AMERICREDIT CORP COMMON 03060R101 473,600.00 29,600 SH X 1,2,3 29,600
AMES DEPARTMENT STORES COMMON 030789507 611,375.00 13,400 SH X 1,2,3 13,400
AMERITECH CORPORATION/DEL COMMON 030954101 4,590,564.00 62,457 SH X 1,2,3 62,457
AMGEN INC COMMON 031162100 25,646,638.00 421,300 SH X 1,2,3 421,300
AMRESCO INC COMMON 031909104 154,488.00 24,000 SH X 1,2,3 24,000
AMSOUTH BANCORPORATION COMMON 032165102 268,001.00 11,558 SH X 1,2,3 11,558
ANADARKO PETROLEUM CORP COMMON 032511107 4,829,854.00 131,201 SH X 1,2,3 131,201
ANALOG DEVICES COMMON 032654105 16,009,813.00 319,000 SH X 1,2,3 319,000
PAGE COLUMN TOTALS 465,054,927.00
2
<PAGE>
ANALOGIC CORP COMMON 032657207 239,473.00 7,702 SH X 1,2,3 7,702
ANALYSTS INTERNATIONAL COR COMMON 032681108 169,646.00 11,801 SH X 1,2,3 11,801
ANCHOR GAMING COMMON 033037102 254,729.00 5,300 SH X 1,2,3 5,300
ANHEUSER BUSCH COS INC. COMMON 035229103 31,131,745.00 438,862 SH X 1,2,3 438,862
ANIXTER INTERNATIONAL INC COMMON 035290105 332,150.00 18,200 SH X 1,2,3 18,200
ANN TAYLOR STORES INC COMMON 036115103 540,000.00 12,000 SH X 1,2,3 12,000
AON CORP COMMON 037389103 606,534.00 14,704 SH X 1,2,3 14,704
APACHE CORP COMMON 037411105 24,043,620.00 616,503 SH X 1,2,3 616,503
APOGEE ENTERPRISES INC COMMON 037598109 182,767.00 13,602 SH X 1,2,3 13,602
APPLEBEES INTL COMMON 037899101 421,882.00 14,004 SH X 1,2,3 14,004
APPLIED MATERIALS INC COMMON 038222105 50,057,700.00 677,600 SH X 1,2,3 677,600
APPL POWER INC COMMON 038225108 478,004.00 17,502 SH X 1,2,3 17,502
APPLIED MICROCIRCUITS COMMON 03822W109 12,460,875.00 151,500 SH X 1,2,3 151,500
APTAR GROUP COMMON 038336103 4,230,017.00 141,001 SH X 1,2,3 141,001
ARCH CHEMICALS INC COMMON 03937R102 882,569.00 36,301 SH X 1,2,3 36,301
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 620,756.00 40,212 SH X 1,2,3 40,212
ARCTIC CAT INC COMMON 039670104 151,945.00 17,002 SH X 1,2,3 17,002
ASHANTI GOLDFIELDS GDS FOREIG 043743202 5,550,000.00 800,000 SH X 1,2,3 800,000
ASIA SATELLITE TELECOM ADR FOREIG 04516X106 3,413,250.00 148,000 SH X 1,2,3 148,000
ASPECT TELECOMMUNICATIONS COMMON 045237104 220,350.00 22,600 SH X 1,2,3 22,600
ASPEN TECHNOLOGY INC IPO COMMON 045327103 158,625.00 13,500 SH X 1,2,3 13,500
ASSOCIATES FIRST CAPITAL-A COMMON 046008108 32,908,043.00 742,636 SH X 1,2,3 742,636
ASTEC INDUSTRIES INC COMMON 046224101 378,975.00 9,300 SH X 1,2,3 9,300
ASTRAZENECA PLC -SPONS ADR FOREIG 046353108 1,841,817.00 47,000 SH X 1,2,3 47,000
ATLANTIC COAST AIRLINES HO COMMON 048396105 2,327,500.00 122,500 SH X 1,2,3 122,500
ATLANTIC RICHFIELD CO COMMON 048825103 52,234,940.00 625,100 SH X 1,2,3 625,100
ATMOS ENERGY COMMON 049560105 360,038.00 14,402 SH X 1,2,3 14,402
AUSPEX SYSTEMS INC COMMON 052116100 131,588.00 12,100 SH X 1,2,3 12,100
AUTHENTIC FITNESS CORP COMMON 052661105 231,009.00 13,201 SH X 1,2,3 13,201
AUTOMATIC DATA PROCESSING COMMON 053015103 1,874,400.00 42,600 SH X 1,2,3 42,600
PAGE COLUMN TOTALS 228,434,947.00
3
<PAGE>
AVALONBAY COMMUNITIES INC COMMON 053484101 12,025,084.00 325,002 SH X 1,2,3 325,002
AVERY DENNISON CORP COMMON 053611109 30,706,885.00 508,603 SH X 1,2,3 508,603
AVIATION SALES CO COMMON 053672101 10,337,150.00 261,700 SH X 1,2,3 261,700
AVID TECHNOLOGY INC COMMON 05367P100 187,050.00 11,600 SH X 1,2,3 11,600
AVON PRODUCTS, INC. COMMON 054303102 9,734,850.00 175,403 SH X 1,2,3 175,403
AZTAR CORP COMMON 054802103 206,708.00 22,500 SH X 1,2,3 22,500
BB&T CORP COMMON 054937107 642,058.00 17,501 SH X 1,2,3 17,501
BISYS GROUP COMMON 055472104 742,950.00 12,700 SH X 1,2,3 12,700
BMC INDUSTRIES INC-MINN COMMON 055607105 147,532.00 14,307 SH X 1,2,3 14,307
BMC SOFTWARE INC COMMON 055921100 945,054.00 17,501 SH X 1,2,3 17,501
BAKER HUGHES INC COMMON 057224107 4,154,015.00 124,000 SH X 1,2,3 124,000
BALDOR ELECTRIC CO COMMON 057741100 379,623.00 19,101 SH X 1,2,3 19,101
BALL CORP COMMON 058498106 18,104,206.00 428,502 SH X 1,2,3 428,502
BALLARD MEDICAL PRODS COMMON 058566100 387,093.00 16,605 SH X 1,2,3 16,605
BANCO DE GALICIA Y BUENOS FOREIG 059538207 1,620,020.00 80,001 SH X 1,2,3 80,001
BANCTEC INC COMMON 059784108 190,204.00 10,604 SH X 1,2,3 10,604
BANK OF AMERICA CORP COMMON 060505104 97,384,132.00 1,328,343 SH X 1,2,3 1,328,343
BANK OF NEW YORK COMMON 064057102 4,783,133.00 130,375 SH X 1,2,3 130,375
BANK ONE CORP COMMON 06423A103 69,283,914.00 1,163,214 SH X 1,2,3 1,163,214
BANK UNITED CORP COMMON 065412108 4,219,765.00 105,002 SH X 1,2,3 105,002
BANKBOSTON CORP COMMON 06605R106 18,640,216.00 364,601 SH X 1,2,3 364,601
BANKNORTH GRP COMMON 06646L100 383,026.00 11,607 SH X 1,2,3 11,607
BARNES GROUP INC COMMON 067806109 222,004.00 10,207 SH X 1,2,3 10,207
BARNESANDNOBLE.COM INC COMMON 067846105 2,214,000.00 123,000 SH X 1,2,3 123,000
BARRICK GOLD CORP FOREIG 067901108 7,476,813.00 385,900 SH X 1,2,3 385,900
BARR LABS INC COMMON 068306109 434,638.00 10,900 SH X 1,2,3 10,900
BARRA INC COMMON 068313105 3,282,500.00 130,000 SH X 1,2,3 130,000
BARRETT RES COMMON 068480201 548,794.00 14,301 SH X 1,2,3 14,301
BAUSCH & LOMB INC COMMON 071707103 46,412,742.00 606,703 SH X 1,2,3 606,703
BAXTER INTERNATIONAL COMMON 071813109 982,168.00 16,201 SH X 1,2,3 16,201
PAGE COLUMN TOTALS 346,778,327.00
4
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BE AEROSPACE INC COMMON 073302101 192,476.00 10,300 SH X 1,2,3 10,300
BEAR STEARNS CO COMMON 073902108 638,463.00 13,657 SH X 1,2,3 13,657
BECTON DICKINSON & CO COMMON 075887109 6,714,162.00 223,805 SH X 1,2,3 223,805
BELDEN INC COMMON 077459105 272,973.00 11,404 SH X 1,2,3 11,404
BELL ATLANTIC CORP COMMON 077853109 176,863,005.00 2,705,368 SH X 1,2,3 2,705,368
BELL ATLANTIC CORP COMMON 077853109 283,000.00 4,326 SH X 1 3,940 386
BELL ATLANTIC CORP COMMON 077853109 63,000.00 960 SH X X 1 960
Total BELL ATLANTIC CORP 077853109 177,209,005.00 2,710,654 2,710,268 386
BELLSOUTH CORP COMMON 079860102 18,108,009.00 386,136 SH X 1,2,3 386,136
BELLSOUTH CORP COMMON 079860102 254,000.00 5,504 SH X 1 4,904 600
BELLSOUTH CORP COMMON 079860102 152,000.00 3,306 SH X 1 1,310 1996
Total BELLSOUTH CORP 079860102 18,514,009.00 394,946 392,350 2596
BEMIS COMPANY COMMON 081437105 3,120,552.00 78,504 SH X 1,2,3 78,504
BENCHMARK ELECTRONICS COMMON 08160H101 294,683.00 8,200 SH X 1,2,3 8,200
BERGEN BRUNSWIG CORP -CL A COMMON 083739102 4,537,218.00 263,027 SH X 1,2,3 263,027
BERINGER WINE ESTATES HLDG COMMON 084102102 5,515,125.00 132,000 SH X 1,2,3 132,000
BESTFOODS INC COMMON 08658U101 6,004,389.00 121,301 SH X 1,2,3 121,301
BILLING CONCEPTS CORP COMMON 090063108 195,773.00 17,500 SH X 1,2,3 17,500
BINDLEY WESTERN INDS INC COMMON 090324104 313,703.00 13,603 SH X 1,2,3 13,603
BIO-TECHNOLOGY GEN CORP COMMON 090578105 167,050.00 25,700 SH X 1,2,3 25,700
BIOGEN, INC. COMMON 090597105 6,096,825.00 94,800 SH X 1,2,3 94,800
BIOMATRIX INC COMMON 09060P102 216,250.00 10,000 SH X 1,2,3 10,000
BIRMINGHAM STEEL COMMON 091250100 56,146.00 13,611 SH X 1,2,3 13,611
BLOUNT INTL IN -CL A COMMON 095177101 467,616.00 17,200 SH X 1,2,3 17,200
BLUE SQUARE-ISRAEL LTD ADS FOREIG 096055108 2,276,485.00 143,401 SH X 1,2,3 143,401
BOEING COMPANY COMMON 097023105 45,635,479.00 1,032,769 SH X 1,2,3 1,032,769
BOSTON PROPERTIES COMMON 101121101 29,596,875.00 825,000 SH X 1,2,3 825,000
BOSTON SCIENTIFIC CORP. COMMON 101137107 5,593,244.00 127,300 SH X 1,2,3 127,300
BOWNE & CO INC COMMON 103043105 218,435.00 16,803 SH X 1,2,3 16,803
W.H. BRADY CO - CL A COMMON 104674106 367,283.00 11,301 SH X 1,2,3 11,301
PAGE COLUMN TOTALS 314,214,219.00
5
<PAGE>
BRANDYWINE REALTY TRUST COMMON 105368203 7,429,745.00 375,003 SH X 1,2,3 375,003
BREED TECHNOLOGIES COMMON 106702103 41,629.00 18,502 SH X 1,2,3 18,502
BRIGHTPOINT INC COMMON 109473108 2,267,981.00 374,100 SH X 1,2,3 374,100
BRINKER INTL INC COMMON 109641100 4,078,125.00 150,000 SH X 1,2,3 150,000
BRISTOL MYERS SQUIBB COMMON 110122108 202,479,781.00 2,874,602 SH X 1,2,3 2,874,602
BRISTOL MYERS SQUIBB COMMON 110122108 230,000.00 3,268 SH X 1 3,268
BRISTOL MYERS SQUIBB COMMON 110122108 127,000.00 1,800 SH X X 1 1,800
Total BRISTOL MYERS SQUIBB 110122108 202,836,781.00 2,879,670 2,879,670
BROOKS AUTOMATION COMMON 11434A100 5,125,638.00 189,400 SH X 1,2,3 189,400
BROWN SHOE COMPANY INC COMMON 115736100 217,538.00 10,002 SH X 1,2,3 10,002
BRUNSWICK CORP COMMON 117043109 54,244,905.00 1,946,006 SH X 1,2,3 1,946,006
BUCKEYE TECHNOLOGIES INC COMMON 118255108 279,441.00 18,400 SH X 1,2,3 18,400
BURLINGTON NORTHERN SANTA COMMON 12189T104 802,945.00 25,901 SH X 1,2,3 25,901
BURLINGTON RESOURCES COMMON 122014103 618,559.00 14,302 SH X 1,2,3 14,302
BURR BROWN COMMON 122574106 637,275.00 17,400 SH X 1,2,3 17,400
CAIS INTERNET COMMON 12476Q102 2,177,438.00 118,500 SH X 1,2,3 118,500
CBT GROUP PLC-SPONSORED AD FOREIG 124853300 2,214,300.00 134,200 SH X 1,2,3 134,200
CBS COMMON 12490K107 20,281,588.00 466,914 SH X 1,2,3 466,914
C CUBE MICROSYSTEMS COMMON 125015107 595,716.00 18,800 SH X 1,2,3 18,800
CDI CORP COMMON 125071100 299,746.00 8,800 SH X 1,2,3 8,800
CEC ENTERTAINMENT INC COMMON 125137109 354,900.00 8,400 SH X 1,2,3 8,400
CFM TECHNOLOGIES COMMON 12525K106 2,656,000.00 265,600 SH X 1,2,3 265,600
CIGNA CORP COMMON 125509109 5,518,394.00 62,004 SH X 1,2,3 62,004
CKE RESTAURANT COMMON 12561E105 369,020.00 22,709 SH X 1,2,3 22,709
CSK AUTO CORPORATION COMMON 125965103 3,105,000.00 115,000 SH X 1,2,3 115,000
CNF TRANSPORTATION COMMON 12612W104 3,035,626.00 79,104 SH X 1,2,3 79,104
CSX CORP COMMON 126408103 508,192.00 11,215 SH X 1,2,3 11,215
CTS CORP COMMON 126501105 462,331.00 6,605 SH X 1,2,3 6,605
CVS CORP COMMON 126650100 15,194,950.00 299,408 SH X 1,2,3 299,408
CABLE DESIGN TECHNOLOGIES COMMON 126924109 189,875.00 12,300 SH X 1,2,3 12,300
PAGE COLUMN TOTALS 335,543,638.00
6
<PAGE>
CABOT OIL & GAS CORP COMMON 127097103 268,248.00 14,403 SH X 1,2,3 14,403
CADBURY SCHWEPPES PLC ADRS FOREIG 127209302 21,510,551.00 807,908 SH X 1,2,3 807,908
CAMBREX CORP COMMON 132011107 315,000.00 12,000 SH X 1,2,3 12,000
CAMPBELL SOUP CO COMMON 134429109 3,561,916.00 76,807 SH X 1,2,3 76,807
CANADIAN NATL RLWY COMMON FOREIG 136375102 19,423,375.00 289,901 SH X 1,2,3 289,901
CANADIAN OCCIDENTAL PETROL FOREIG 136420106 12,271,125.00 761,000 SH X 1,2,3 761,000
CANANDAIGUA BRANDS INC-CL COMMON 137219200 424,740.00 8,100 SH X 1,2,3 8,100
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 719,070.00 12,913 SH X 1,2,3 12,913
CAPITAL RE CORP COMMON 140432105 232,911.00 14,501 SH X 1,2,3 14,501
CAPROCK COMMUNICATIONS COR COMMON 140667106 5,103,000.00 126,000 SH X 1,2,3 126,000
CARBO CERAMICS COMMON 140781105 3,500,448.00 115,004 SH X 1,2,3 115,004
CARAUSTAR INDUSTRIES INC COMMON 140909102 308,682.00 12,504 SH X 1,2,3 12,504
CARDINAL HEALTH COMMON 14149Y108 891,666.00 13,905 SH X 1,2,3 13,905
CAREINSITE, INC COMMON 14170M106 1,795,500.00 38,000 SH X 1,2,3 38,000
CARNIVAL CORP COMMON 143658102 1,651,519.00 34,052 SH X 1,2,3 34,052
CAROLINA FIRST CORP COMMON 143877108 256,033.00 10,504 SH X 1,2,3 10,504
CAROLINA POWER & LIGHT COMMON 144141108 506,589.00 11,833 SH X 1,2,3 11,833
CASEYS GENERAL COMMON 147528103 382,546.00 25,503 SH X 1,2,3 25,503
CATALINA MARKETING CORP COMMON 148867104 809,600.00 8,800 SH X 1,2,3 8,800
CATERPILLAR INC COMMON 149123101 15,927,479.00 265,458 SH X 1,2,3 265,458
CATO CORP-CL A COMMON 149205106 151,137.00 13,001 SH X 1,2,3 13,001
CENDANT CORP COMMON 151313103 3,581,350.00 174,700 SH X 1,2,3 174,700
CENTOCOR, INC. COMMON 152342101 8,089,438.00 173,500 SH X 1,2,3 173,500
CENTRAL HUDSON GAS & ELEC COMMON 153609102 14,141,498.00 336,702 SH X 1,2,3 336,702
CENTRAL PARKING CORP COMMON 154785109 568,690.00 16,604 SH X 1,2,3 16,604
CENTURA BANKS COMMON 15640T100 744,185.00 13,201 SH X 1,2,3 13,201
CENTURYTEL INC. COMMON 156700106 402,041.00 10,114 SH X 1,2,3 10,114
CEPHALON INC COMMON 156708109 215,450.00 12,400 SH X 1,2,3 12,400
CERNER CORP COMMON 156782104 327,101.00 15,600 SH X 1,2,3 15,600
CERPROBE CORP COMMON 156787103 1,749,000.00 174,900 SH X 1,2,3 174,900
PAGE COLUMN TOTALS 119,829,888.00
7
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CHAMPION ENTERPRISES INC COMMON 158496109 469,350.00 25,200 SH X 1,2,3 25,200
CHASE MANHATTAN CORP COMMON 16161A108 65,323,913.00 754,100 SH X 1,2,3 754,100
CHATTEM INC COMMON 162456107 3,722,063.00 117,000 SH X 1,2,3 117,000
CHEAP TICKETS INC COMMON 162672109 1,080,400.00 29,600 SH X 1,2,3 29,600
CHECKFREE HOLDINGS CORP COMMON 162816102 3,475,631.00 126,100 SH X 1,2,3 126,100
CHECKPOINT SYSTEMS INC COMMON 162825103 141,205.00 15,800 SH X 1,2,3 15,800
CHEESECAKE FACTORY (THE) COMMON 163072101 280,600.00 9,200 SH X 1,2,3 9,200
CHELSEA GCA REALTY COMMON 163262108 11,137,652.00 300,004 SH X 1,2,3 300,004
CHEMFIRST INC COMMON 16361A106 262,604.00 10,801 SH X 1,2,3 10,801
CHEVRON CORP COMMON 166751107 39,226,793.00 412,102 SH X 1,2,3 412,102
CHEVRON CORP COMMON 166751107 297,000.00 3,120 SH X 1 2,920 200
CHEVRON CORP COMMON 166751107 12,000.00 124 SH X X 1 124
Total CHEVRON CORP 39,535,793.00 415,346 415,146 200
CHIQUITA BRANDS INTL COMMON 170032106 269,123.00 29,903 SH X 1,2,3 29,903
CHUBB CORP COMMON 171232101 618,574.00 8,900 SH X 1,2,3 8,900
CIBER INC COMMON 17163B102 558,450.00 29,200 SH X 1,2,3 29,200
CIENA CORP COMMON 171779101 2,810,456.00 93,100 SH X 1,2,3 93,100
CILCORP INC COMMON 171794100 493,925.00 7,903 SH X 1,2,3 7,903
CIRCUIT CITY STORES INC COMMON 172737108 678,961.00 7,301 SH X 1,2,3 7,301
CISCO SYSTEMS INC COMMON 17275R102 113,288,270.00 1,761,528 SH X 1,2,3 1,761,528
CITIGROUP INC COMMON 172967101 103,392,511.00 2,176,684 SH X 1,2,3 2,176,684
CLARCOR INC COMMON 179895107 260,969.00 13,601 SH X 1,2,3 13,601
CLEAR CHANNEL COMMUNICATIO COMMON 184502102 27,279,603.00 395,715 SH X 1,2,3 395,715
CLOROX COMPANY COMMON 189054109 801,204.00 7,501 SH X 1,2,3 7,501
COASTAL CORP COMMON 190441105 416,083.00 10,402 SH X 1,2,3 10,402
COCA-COLA BOTTLING CO CONS COMMON 191098102 218,494.00 3,902 SH X 1,2,3 3,902
COCA-COLA COMMON 191216100 26,310,833.00 420,913 SH X 1,2,3 420,913
COCA-COLA COMMON 191216100 459,000.00 7,402 SH X 1 7,402
COCA-COLA COMMON 191216100 28,000.00 450 SH X X 1 250 200
Total COCA-COLA 191216100 26,797,833.00 428,765 428,565 200
PAGE COLUMN TOTALS 403,313,667.00
8
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COCA-COLA ENTERPRISES COMMON 191219104 618,832.00 20,801 SH X 1,2,3 20,801
COFLEXIP ADS FOREIG 192384105 11,057,700.00 254,200 SH X 1,2,3 254,200
COGNEX CORP COMMON 192422103 605,990.00 19,200 SH X 1,2,3 19,200
COHERENT INC COMMON 192479103 208,600.00 11,200 SH X 1,2,3 11,200
COLGATE PALMOLIVE CORP COMMON 194162103 13,289,463.00 134,577 SH X 1,2,3 134,577
COLUMBIA BANKING SYSTEM COMMON 197236102 3,471,060.00 225,760 SH X 1,2,3 225,760
COLUMBIA HCA HEALTHCARE CO COMMON 197677107 3,230,288.00 141,602 SH X 1,2,3 141,602
COLUMBIA SPORTSWEAR COMMON 198516106 2,075,625.00 135,000 SH X 1,2,3 135,000
COMCAST CORP CL A NON-VOTI COMMON 200300200 3,044,703.00 79,213 SH X 1,2,3 79,213
COMERICA INC COMMON 200340107 570,651.00 9,601 SH X 1,2,3 9,601
COMMERCE BANCORP INC/NJ COMMON 200519106 585,730.00 13,701 SH X 1,2,3 13,701
COMMERCIAL FEDERAL CORP COMMON 201647104 716,580.00 30,904 SH X 1,2,3 30,904
COMMERCIAL METALS CO COMMON 201723103 213,774.00 7,501 SH X 1,2,3 7,501
COMMONWEALTH ENERGY COMMON 202800108 466,402.00 11,105 SH X 1,2,3 11,105
COMMSCOPE INC COMMON 203372107 685,725.00 22,300 SH X 1,2,3 22,300
COMMUNITY FIRST BANKSHARES COMMON 203902101 520,560.00 21,804 SH X 1,2,3 21,804
GRUPO PAO DE ACUCAR ADS FOREIG 20440T201 5,424,981.00 290,300 SH X 1,2,3 290,300
CO DE MINAS BUENAVENTURA S FOREIG 204448104 7,763,438.00 507,000 SH X 1,2,3 507,000
COMPANIA TELEFONOS DE CHIL FOREIG 204449300 1,905,795.00 77,002 SH X 1,2,3 77,002
COMPAQ COMPUTER CORP COMMON 204493100 16,854,227.00 711,524 SH X 1,2,3 711,524
COMPUTER ASSOCIATES INT'L COMMON 204912109 13,414,561.00 243,901 SH X 1,2,3 243,901
COMPUTER SCIENCES CORP COMMON 205363104 913,331.00 13,201 SH X 1,2,3 13,201
COMPUTER TASK GROUP INC COMMON 205477102 178,518.00 10,501 SH X 1,2,3 10,501
COMPUWARE CORP COMMON 205638109 903,461.00 28,400 SH X 1,2,3 28,400
CON AGRA COMMON 205887102 22,354,350.00 839,600 SH X 1,2,3 839,600
CONCENTRIC NETWORK CORP COMMON 20589R107 16,377,000.00 412,000 SH X 1,2,3 412,000
CONSECO INC COMMON 208464107 2,964,675.00 97,402 SH X 1,2,3 97,402
CONSOLIDATED EDISON COMMON 209115104 660,650.00 14,600 SH X 1,2,3 14,600
CONSOL GRAPHICS COMMON 209341106 305,000.00 6,100 SH X 1,2,3 6,100
CONSOLIDATED PRODUCTS COMMON 209798107 219,600.00 12,200 SH X 1,2,3 12,200
PAGE COLUMN TOTALS 131,601,270.00
9
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COOPER CAMERON CORP COMMON 216640102 2,668,500.00 72,000 SH X 1,2,3 72,000
COOPER INDUSTRIES COMMON 216669101 306,989.00 5,904 SH X 1,2,3 5,904
COPART INC COMMON 217204106 2,550,000.00 120,000 SH X 1,2,3 120,000
COR THERAPEUTICS, INC. COMMON 217753102 166,675.00 11,300 SH X 1,2,3 11,300
CORN PRODUCTS INTERNATIONA COMMON 219023108 544,847.00 17,901 SH X 1,2,3 17,901
CORNING INC COMMON 219350105 1,115,148.00 15,902 SH X 1,2,3 15,902
CORRECTIONAL PROPERTIES TR COMMON 22025E104 5,512,532.00 350,002 SH X 1,2,3 350,002
COST PLUS INC/CALIFORNIA COMMON 221485105 11,584,300.00 254,600 SH X 1,2,3 254,600
COSTCO COMPANIES INC COMMON 22160Q102 1,088,843.00 13,600 SH X 1,2,3 13,600
COUNTRYWIDE CREDIT IND INC COMMON 222372104 3,364,513.00 78,702 SH X 1,2,3 78,702
COVAD COMMUNICATIONS GROUP COMMON 222814204 2,982,941.00 55,952 SH X 1,2,3 55,952
COVENTRY HEALTH CARE INC COMMON 222862104 343,422.00 31,400 SH X 1,2,3 31,400
CROSS TIMBERS OIL CO COMMON 227573102 267,838.00 18,006 SH X 1,2,3 18,006
CROWN CASTLE INTL CORP COMMON 228227104 2,616,131.00 125,700 SH X 1,2,3 125,700
CROWN CORK & SEAL COMPANY COMMON 228255105 285,103.00 10,004 SH X 1,2,3 10,004
CULLEN/FROST BANKERS INC COMMON 229899109 739,212.00 26,820 SH X 1,2,3 26,820
CUSTOMTRACKS CORP COMMON 232046102 481,058.00 8,600 SH X 1,2,3 8,600
CUTTER AND BUCK INC COMMON 232217109 1,442,813.00 85,500 SH X 1,2,3 85,500
CYMER INC COMMON 232572107 5,950,000.00 238,000 SH X 1,2,3 238,000
DBT ONLINE COMMON 233044106 268,550.00 8,200 SH X 1,2,3 8,200
DR HORTON INC COMMON 23331A109 518,757.00 31,203 SH X 1,2,3 31,203
DSP COMMUNICATIONS COMMON 23332K106 511,088.00 17,700 SH X 1,2,3 17,700
DTE ENERGY CO COMMON 233331107 576,393.00 14,410 SH X 1,2,3 14,410
DAIN RAUSCHER CORP COMMON 233856103 313,991.00 5,801 SH X 1,2,3 5,801
DALLAS SEMICONDUCTOR COMMON 235204104 636,560.00 12,605 SH X 1,2,3 12,605
DANA CORP. COMMON 235811106 7,075,323.00 153,603 SH X 1,2,3 153,603
DAVE AND BUSTER'S INC COMMON 23833N104 4,234,000.00 146,000 SH X 1,2,3 146,000
DAYTON HUDSON COMMON 239753106 18,733,189.00 288,203 SH X 1,2,3 288,203
DEERE & CO COMMON 244199105 54,187,381.00 1,367,505 SH X 1,2,3 1,367,505
DELIA'S INC COMMON 246885107 2,632,500.00 195,000 SH X 1,2,3 195,000
PAGE COLUMN TOTALS 133,698,597.00
10
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DELL COMPUTER COMMON 247025109 21,541,400.00 582,200 SH X 1,2,3 582,200
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 506,738.00 27,300 SH X 1,2,3 27,300
DELPHI FINANCIAL GROUP-CL COMMON 247131105 337,225.00 9,400 SH X 1,2,3 9,400
DELTA & PINELAND CO COMMON 247357106 576,564.00 18,304 SH X 1,2,3 18,304
DELTA AIR LINES INC COMMON 247361108 571,181.00 9,912 SH X 1,2,3 9,912
DENDRITE INTL INC COMMON 248239105 397,375.00 11,000 SH X 1,2,3 11,000
DESC SA DE CV ADS FOREIG 250309101 7,034,339.00 310,910 SH X 1,2,3 310,910
DEVON ENERGY CORP COMMON 251799102 815,226.00 22,804 SH X 1,2,3 22,804
DEVRY INC COMMON 251893103 711,525.00 31,800 SH X 1,2,3 31,800
DIAGNOSTIC PRODUCTS COMMON 252450101 237,638.00 8,602 SH X 1,2,3 8,602
DIALOGIC CORP COMMON 252499108 337,838.00 7,700 SH X 1,2,3 7,700
DIGITAL MICROWAVE CORP COMMON 253859102 3,108,641.00 243,815 SH X 1,2,3 243,815
DIGITAL RIVER COMMON 25388B104 5,752,250.00 173,000 SH X 1,2,3 173,000
DIMON INC COMMON 254394109 103,740.00 20,000 SH X 1,2,3 20,000
DIONEX COMMON 254546104 425,250.00 10,500 SH X 1,2,3 10,500
DISCOUNT AUTO PARTS INC COMMON 254642101 217,125.00 9,000 SH X 1,2,3 9,000
DISNEY, WALT COMMON 254687106 45,693,709.00 1,482,960 SH X 1,2,3 1,482,960
DITECH COMMUNICATIONS CORP COMMON 25500M103 2,400,000.00 120,000 SH X 1,2,3 120,000
DOLLAR GENERAL CORP COMMON 256669102 410,179.00 14,144 SH X 1,2,3 14,144
DOLLAR TREE STORES COMMON 256747106 15,884,000.00 361,000 SH X 1,2,3 361,000
DOMINION RESOURCES COMMON 257470104 1,021,282.00 23,580 SH X 1,2,3 23,580
DLJDIRECT COMMON 257661504 1,941,100.00 65,800 SH X 1,2,3 65,800
DOVER CORP COMMON 260003108 3,335,678.00 95,305 SH X 1,2,3 95,305
DOW CHEMICAL COMMON 260543103 4,412,202.00 34,776 SH X 1,2,3 34,776
DOWNEY FINANCIAL CORP COMMON 261018105 320,326.00 14,602 SH X 1,2,3 14,602
DRKOOP.COM INC COMMON 262098106 3,315,000.00 208,000 SH X 1,2,3 208,000
DUPONT (E.I.) DE NEMOURS & COMMON 263534109 39,825,011.00 582,983 SH X 1,2,3 582,983
DUANE READE INC COMMON 263578106 8,158,500.00 266,400 SH X 1,2,3 266,400
DUKE ENERGY CORP COMMON 264399106 1,060,395.00 19,502 SH X 1,2,3 19,502
DURA PHARMACEUTICALS INC COMMON 26632S109 255,452.00 21,400 SH X 1,2,3 21,400
PAGE COLUMN TOTALS 170,706,889.00
11
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DYCOM INDUSTRIES COMMON 267475101 705,600.00 12,600 SH X 1,2,3 12,600
EMC CORP/MASS COMMON 268648102 8,024,500.00 145,900 SH X 1,2,3 145,900
ENI SPA-SPON ADR FOREIG 26874R108 12,276,000.00 204,600 SH X 1,2,3 204,600
E.SPIRE COMMUNICATIONS INC COMMON 269153102 2,270,938.00 215,000 SH X 1,2,3 215,000
ETEC SYSTEMS, INC COMMON 26922C103 5,891,900.00 177,200 SH X 1,2,3 177,200
EAGLE USA AIRFREIGHT INC COMMON 270018104 6,408,063.00 151,000 SH X 1,2,3 151,000
EARTHGRAINS COMPANY COMMON 270319106 526,641.00 20,403 SH X 1,2,3 20,403
EASTERN UTILITIES ASSOCIAT COMMON 277173100 311,797.00 10,705 SH X 1,2,3 10,705
EASTMAN KODAK COMMON 277461109 8,536,659.00 126,002 SH X 1,2,3 126,002
EATON CORP COMMON 278058102 18,096,570.00 196,702 SH X 1,2,3 196,702
EATON VANCE CORP COMMON 278265103 606,208.00 17,603 SH X 1,2,3 17,603
EDGAR ONLINE INC COMMON 279765101 1,760,000.00 220,000 SH X 1,2,3 220,000
EDISON INTERNATIONAL COMMON 281020107 754,506.00 28,206 SH X 1,2,3 28,206
EL PASO ENERGY CAPITOL TRU PREF C 283678209 7,385,400.00 149,200 SH X 1,2,3 149,200
ELAN CORP PLC - SPONS ADR FOREIG 284131208 3,441,056.00 124,002 SH X 1,2,3 124,002
ELCOR CORP COMMON 284443108 275,406.00 6,304 SH X 1,2,3 6,304
ELECTRIC LIGHTWAVE INC CL COMMON 284895109 2,275,000.00 175,000 SH X 1,2,3 175,000
ELECTRO SCIENTIFIC INDS IN COMMON 285229100 263,220.00 6,300 SH X 1,2,3 6,300
ELECTROGLAS INC COMMON 285324109 3,992,000.00 199,600 SH X 1,2,3 199,600
ELECTRONIC DATA SYSTEMS CO COMMON 285661104 1,498,929.00 26,501 SH X 1,2,3 26,501
ELF AQUITAINE ADS FOREIG 286269105 24,584,588.00 334,200 SH X 1,2,3 334,200
EMERSON ELECTRIC COMMON 291011104 8,966,142.00 142,603 SH X 1,2,3 142,603
ENERGEN CORP COMMON 29265N108 309,261.00 16,605 SH X 1,2,3 16,605
ENHANCE FINANCIAL SVCS GRO COMMON 293310108 385,125.00 19,500 SH X 1,2,3 19,500
ENRON CORP. COMMON 293561106 1,854,491.00 22,685 SH X 1,2,3 22,685
ENTERCOM COMMUNICATIONS CO COMMON 293639100 3,561,075.00 83,300 SH X 1,2,3 83,300
ENTERGY CORP COMMON 29364G103 757,971.00 24,255 SH X 1,2,3 24,255
ENTERTAINMENT PROPERTIES T COMMON 29380T105 9,693,832.00 550,005 SH X 1,2,3 550,005
ENTRUST TECHNOLOGIES INC COMMON 293848107 3,561,075.00 107,100 SH X 1,2,3 107,100
ENZO BIOCHEM INC COMMON 294100102 138,250.00 14,000 SH X 1,2,3 14,000
PAGE COLUMN TOTALS 139,112,203.00
12
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EPICOR SOFTWARE CORP COMMON 29426L108 155,463.00 20,904 SH X 1,2,3 20,904
EQUIFAX INC COMMON 294429105 349,757.00 9,801 SH X 1,2,3 9,801
ERICSSON (LM) TEL-SP ADR FOREIG 294821400 6,983,023.00 212,008 SH X 1,2,3 212,008
ETHAN ALLEN INTERIORS INC COMMON 297602104 13,424,112.00 355,606 SH X 1,2,3 355,606
ETOYS INC COMMON 297862104 2,905,475.00 71,300 SH X 1,2,3 71,300
EVEREST REINSURANCE HOLDIN COMMON 299808105 10,097,598.00 309,505 SH X 1,2,3 309,505
EXECUTIVE RISK INC COMMON 301586103 467,845.00 5,500 SH X 1,2,3 5,500
EXPEDITORS INTL WASH INC COMMON 302130109 675,846.00 24,802 SH X 1,2,3 24,802
EXPRESS SCRIPTS INC CL A COMMON 302182100 24,075,000.00 400,000 SH X 1,2,3 400,000
EXXON CORP COMMON 302290101 30,171,741.00 391,204 SH X 1,2,3 391,204
EXXON CORP COMMON 302290101 645,000.00 8,365 SH X 1 8,365
EXXON CORP COMMON 302290101 162,000.00 2,100 SH X X 1 1,600 500
Total EXXON CORP 302290101 30,978,741.00 401,669 401,169 500
FMC CORP COMMON 302491303 7,651,000.00 112,000 SH X 1,2,3 112,000
FPL GROUP INC COMMON 302571104 663,704.00 12,150 SH X 1,2,3 12,150
FACTSET RESEARCH SYSTEMS I COMMON 303075105 424,838.00 7,503 SH X 1,2,3 7,503
FAIR ISSAC & CO INC COMMON 303250104 242,046.00 6,903 SH X 1,2,3 6,903
FAMILY GOLF CENTERS COMMON 30701A106 97,625.00 12,700 SH X 1,2,3 12,700
FASTENAL CO. COMMON 311900104 5,925,531.00 113,002 SH X 1,2,3 113,002
FDX CORP COMMON 31304N107 12,111,855.00 223,260 SH X 1,2,3 223,260
FEDDERS CORP COMMON 313135105 108,363.00 16,205 SH X 1,2,3 16,205
FREDDIE MAC COMMON 313400301 14,320,303.00 246,902 SH X 1,2,3 246,902
FANNIE MAE COMMON 313586109 19,740,982.00 288,707 SH X 1,2,3 288,707
FANNIE MAE COMMON 313586109 175,000.00 2,570 SH X 1 2,570
FANNIE MAE COMMON 313586109 89,000.00 1,300 SH X X 1 1,000 300
Total FANNIE MAE 313586109 20,004,982.00 292,577 292,277 300
FEDERATED DEPARTMENT STORE COMMON 31410H101 794,055.00 15,000 SH X 1,2,3 15,000
FELCOR LODGING TRUST COMMON 31430F101 6,225,078.00 300,004 SH X 1,2,3 300,004
FIDELITY NATIONAL FINL INC COMMON 316326107 315,094.00 15,004 SH X 1,2,3 15,004
FIFTH THIRD BANCORP COMMON 316773100 912,879.00 13,715 SH X 1,2,3 13,715
PAGE COLUMN TOTALS 159,910,213.00
13
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FILENET CORP COMMON 316869106 161,262.00 14,100 SH X 1,2,3 14,100
FIRST AMERICAN FINANCIAL C COMMON 318522307 539,838.00 30,201 SH X 1,2,3 30,201
FIRST BANCORP/PUERTO RICO COMMON 318672102 336,198.00 14,901 SH X 1,2,3 14,901
FIRST DATA CORP COMMON 319963104 57,859,090.00 1,182,306 SH X 1,2,3 1,182,306
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 25,379,716.00 925,001 SH X 1,2,3 925,001
FIRST MIDWEST BANCORP INC COMMON 320867104 548,620.00 13,802 SH X 1,2,3 13,802
FIRST UNION CORPORATION COMMON 337358105 72,026,738.00 1,532,500 SH X 1,2,3 1,532,500
FIRST UNION CORPORATION COMMON 337358105 373,000.00 7,911 SH X 1 7,911
FIRST UNION CORPORATION COMMON 337358105 11,000.00 243 SH X X 1 243
Total FIRST UNION CORP. 337358105 72,410,738.00 1,540,654 1,540,654
FIRSTAR CORP COMMON 33763V109 915,654.00 32,702 SH X 1,2,3 32,702
FIRSTMERIT CORP COMMON 337915102 1,198,390.00 42,705 SH X 1,2,3 42,705
FIRSTENERGY CORP COMMON 337932107 908,680.00 29,312 SH X 1,2,3 29,312
FLEET FINANCIAL GROUP INC COMMON 338915101 44,179,782.00 995,601 SH X 1,2,3 995,601
FLEMING COMPANIES INC COMMON 339130106 204,636.00 17,603 SH X 1,2,3 17,603
FLORIDA ROCK INDS COMMON 341140101 404,950.00 8,900 SH X 1,2,3 8,900
FOMENTO ECONOMICO MEX-SP A FOREIG 344419106 3,349,500.00 84,000 SH X 1,2,3 84,000
FOODMAKER INC COMMON 344839204 522,100.00 18,400 SH X 1,2,3 18,400
FOOTSTAR INC COMMON 344912100 394,182.00 10,600 SH X 1,2,3 10,600
FORD MOTOR CO. COMMON 345370100 138,667,144.00 2,457,004 SH X 1,2,3 2,457,004
FORT JAMES CORP COMMON 347471104 572,044.00 15,103 SH X 1,2,3 15,103
FORTUNE BRANDS INC COMMON 349631101 500,863.00 12,105 SH X 1,2,3 12,105
FORWARD AIR CORP COMMON 349853101 1,968,750.00 70,000 SH X 1,2,3 70,000
FOSSIL INC COMMON 349882100 469,238.00 9,700 SH X 1,2,3 9,700
FOUR SEASONS HOTEL INC. FOREIG 35100E104 6,829,688.00 155,000 SH X 1,2,3 155,000
FRANCHISE FINANCE CORP OF COMMON 351807102 8,822,344.00 401,016 SH X 1,2,3 401,016
FRANKLIN COVEY CO COMMON 353469109 75,963.00 10,300 SH X 1,2,3 10,300
FRANKLIN RESOURCES COMMON 354613101 9,169,074.00 225,700 SH X 1,2,3 225,700
FREEPORT MCMORAN COP/GOLD- COMMON 35671D105 6,700,000.00 400,000 SH X 1,2,3 400,000
FREMONT GENERAL CORP COMMON 357288109 668,177.00 35,400 SH X 1,2,3 35,400
PAGE COLUMN TOTALS 383,756,621.00
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FRITZ COMPANIES INC COMMON 358846103 165,550.00 15,400 SH X 1,2,3 15,400
G & K SERVICES INC COMMON 361268105 513,376.00 9,802 SH X 1,2,3 9,802
GST TELECOMMUNICATIONS COMMON 361942105 3,282,369.00 248,900 SH X 1,2,3 248,900
GTE CORP COMMON 362320103 158,795,107.00 2,096,305 SH X 1,2,3 2,096,305
GABLES RESIDENTIAL TRUST COMMON 362418105 7,237,500.00 300,000 SH X 1,2,3 300,000
GALLAGHER (ARTHUR J) & CO COMMON 363576109 470,355.00 9,502 SH X 1,2,3 9,502
GANNETT CO. COMMON 364730101 8,854,085.00 124,050 SH X 1,2,3 124,050
GAP INC COMMON 364760108 21,290,830.00 422,647 SH X 1,2,3 422,647
GATEWAY INC COMMON 367626108 6,195,000.00 105,000 SH X 1,2,3 105,000
GENERAL DYNAMICS CORP COMMON 369550108 609,756.00 8,902 SH X 1,2,3 8,902
GENERAL ELECTRIC CO COMMON 369604103 155,322,178.00 1,374,535 SH X 1,2,3 1,374,535
GENERAL ELECTRIC CO COMMON 369604103 951,000.00 8,417 SH X 1 8,417
GENERAL ELECTRIC CO COMMON 369604103 529,000.00 4,678 SH X X 1 4,378 300
Total GENERAL ELECTRIC CO 369604103 156,802,178.00 1,387,630 1,387,330 300
GENERAL MILLS, INC. COMMON 370334104 11,783,104.00 146,602 SH X 1,2,3 146,602
GENERAL MOTORS COMMON 370442105 2,579,345.00 39,081 SH X 1,2,3 39,081
GENERAL SEMICONDUCTOR INC COMMON 370787103 146,913.00 16,100 SH X 1,2,3 16,100
GENESCO INC COMMON 371532102 1,456,250.00 100,000 SH X 1,2,3 100,000
GENTEX CORP COMMON 371901109 904,400.00 32,300 SH X 1,2,3 32,300
GENESIS HEALTH VENTURES COMMON 371912106 55,500.00 18,500 SH X 1,2,3 18,500
GENESIS MICROCHIP INC FOREIG 371933102 4,914,000.00 208,000 SH X 1,2,3 208,000
GENUINE PARTS CO COMMON 372460105 682,675.00 19,505 SH X 1,2,3 19,505
GEON COMPANY COMMON 37246W105 364,535.00 11,303 SH X 1,2,3 11,303
GENZYME CORP-GEN DIVISION COMMON 372917104 8,574,800.00 176,800 SH X 1,2,3 176,800
GEORGIA-PAC GP COMMON 373298108 645,663.00 13,629 SH X 1,2,3 13,629
GERBER SCIENTIFIC INC COMMON 373730100 264,831.00 12,004 SH X 1,2,3 12,004
GILLETTE CO. COMMON 375766102 11,742,684.00 286,407 SH X 1,2,3 286,407
GLAMIS GOLD LTD FOREIG 376775102 155,331.00 85,700 SH X 1,2,3 85,700
GLAXO WELLCOME PLC-SPONS A FOREIG 37733W105 7,788,165.00 137,539 SH X 1,2,3 137,539
GLOBAL TELESYSTEMS GROUP I COMMON 37936U104 13,583,700.00 167,700 SH X 1,2,3 167,700
PAGE COLUMN TOTALS 429,858,002.00
15
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GOLDEN STATE VINTNERS CL B COMMON 38121K208 698,250.00 114,000 SH X 1,2,3 114,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 2,196,400.00 30,400 SH X 1,2,3 30,400
GOLF TRUST OF AMERICA COMMON 38168B103 9,164,199.00 375,006 SH X 1,2,3 375,006
GOODRICH, B.F. COMMON 382388106 57,035,150.00 1,342,004 SH X 1,2,3 1,342,004
GOODYEAR TIRE & RUBBER CO COMMON 382550101 711,757.00 12,102 SH X 1,2,3 12,102
GOODY'S FAMILY CLOTHING IN COMMON 382588101 205,866.00 18,000 SH X 1,2,3 18,000
GRACO INC COMMON 384109104 261,569.00 8,904 SH X 1,2,3 8,904
GRAY COMMUNICATIONS CL B COMMON 389190208 1,416,738.00 100,300 SH X 1,2,3 100,300
GRIFFON CORP COMMON 398433102 151,553.00 19,400 SH X 1,2,3 19,400
GUCCI GROUP NV FOREIG 401566104 10,423,000.00 148,900 SH X 1,2,3 148,900
GUIDANT CORP COMMON 401698105 5,179,772.00 100,700 SH X 1,2,3 100,700
GUILFORD MILLS INC COMMON 401794102 116,250.00 11,205 SH X 1,2,3 11,205
GYMBOREE CORP COMMON 403777105 137,550.00 13,100 SH X 1,2,3 13,100
HMT TECHNOLOGY COMMON 403917107 814,500.00 325,800 SH X 1,2,3 325,800
HNC SOFTWARE COMMON 40425P107 3,487,975.00 113,200 SH X 1,2,3 113,200
HA-LO INDUSTRIES INC COMMON 404429102 232,063.00 23,500 SH X 1,2,3 23,500
HADCO CORP COMMON 404681108 226,575.00 5,700 SH X 1,2,3 5,700
HALLIBURTON CO. COMMON 406216101 12,618,147.00 278,854 SH X 1,2,3 278,854
HALTER MARINE GROUP INC. COMMON 40642Y105 125,875.00 19,000 SH X 1,2,3 19,000
HAMBRECHT AND QUIST GROUP COMMON 406545103 419,513.00 11,300 SH X 1,2,3 11,300
HAMILTON BANCORP INC COMMON 407013101 4,274,400.00 178,100 SH X 1,2,3 178,100
HANCOCK FABRICS INC COMMON 409900107 71,765.00 16,403 SH X 1,2,3 16,403
HARBINGER CORP COMMON 41145C103 203,750.00 16,300 SH X 1,2,3 16,300
HARLAND (JOHN H.) CO. COMMON 412693103 309,110.00 15,504 SH X 1,2,3 15,504
HARMAN INTERNATIONAL COMMON 413086109 343,415.00 7,805 SH X 1,2,3 7,805
HARMONIC INC COMMON 413160102 15,766,594.00 274,500 SH X 1,2,3 274,500
HARTE-HANKS INC COMMON 416196103 2,983,892.00 110,005 SH X 1,2,3 110,005
HARTFORD FINANCIAL SVCS GR COMMON 416515104 889,303.00 15,251 SH X 1,2,3 15,251
HASBRO INC. COMMON 418056107 424,711.00 15,202 SH X 1,2,3 15,202
HEALTHSOUTH REHABILITATION COMMON 421924101 457,097.00 30,602 SH X 1,2,3 30,602
PAGE COLUMN TOTALS 131,346,739.00
16
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HEARTLAND EXPRESS INC COMMON 422347104 199,775.00 12,200 SH X 1,2,3 12,200
HEICO CORP CL A COMMON 422806208 3,152,500.00 130,000 SH X 1,2,3 130,000
HEIDRICK & STRUGGLES INTL COMMON 422819102 3,800,000.00 200,000 SH X 1,2,3 200,000
H.J. HEINZ COMMON 423074103 46,435,803.00 926,400 SH X 1,2,3 926,400
HELIX TECHNOLOGY CORP COMMON 423319102 263,515.00 11,009 SH X 1,2,3 11,009
HELLER FINANCIAL INC COMMON 423328103 3,432,090.00 123,401 SH X 1,2,3 123,401
HELMERICH & PAYNE COMMON 423452101 13,382,674.00 562,002 SH X 1,2,3 562,002
HENRY (JACK) & ASSOCIATES COMMON 426281101 372,892.00 9,500 SH X 1,2,3 9,500
HERCULES INC COMMON 427056106 15,725,003.00 400,000 SH X 1,2,3 400,000
HERSHEY'S FOODS COMMON 427866108 24,622,871.00 414,701 SH X 1,2,3 414,701
HEWLETT-PACKARD CO COMMON 428236103 153,992,002.00 1,532,259 SH X 1,2,3 1,532,259
HIBBETT SPORTING GOODS INC COMMON 428565105 4,048,000.00 184,000 SH X 1,2,3 184,000
HIGH SPEED ACCESS CORP COMMON 42979U102 1,281,250.00 50,000 SH X 1,2,3 50,000
HIGHWOODS PROPERTIES COMMON 431284108 17,834,515.00 650,005 SH X 1,2,3 650,005
HILLENBRAND INDUSTRIES INC COMMON 431573104 22,853,310.00 528,400 SH X 1,2,3 528,400
HILTON HOTELS CORP COMMON 432848109 272,431.00 19,203 SH X 1,2,3 19,203
HOLLINGER INTERNATIONAL IN COMMON 435569108 10,925,034.00 920,003 SH X 1,2,3 920,003
HOLLYWOOD PARK INC COMMON 436255103 180,200.00 10,600 SH X 1,2,3 10,600
HOME DEPOT INC COMMON 437076102 21,540,382.00 334,283 SH X 1,2,3 334,283
HONEYWELL INC COMMON 438506107 996,796.00 8,602 SH X 1,2,3 8,602
HORIZON ORGANIC HOLDING CO COMMON 44043T103 1,755,000.00 120,000 SH X 1,2,3 120,000
HOST MARRIOTT CORP COMMON 44107P104 10,390,625.00 875,000 SH X 1,2,3 875,000
HOUSEHOLD INTERNATIONAL IN COMMON 441815107 4,950,712.00 104,501 SH X 1,2,3 104,501
HUDSON UNITED BANCORP COMMON 444165104 603,361.00 19,702 SH X 1,2,3 19,702
HUGHES SUPPLY INC COMMON 444482103 341,514.00 11,504 SH X 1,2,3 11,504
HUNTINGTON BANCSHARES COMMON 446150104 455,115.00 13,003 SH X 1,2,3 13,003
HUTCHINSON TECHNOLOGY INC. COMMON 448407106 333,000.00 12,000 SH X 1,2,3 12,000
ICN PHARMACEUTICALS INC COMMON 448924100 4,828,163.00 150,001 SH X 1,2,3 150,001
IDT CORP COMMON 448947101 3,337,500.00 150,000 SH X 1,2,3 150,000
HYPERION TELECOMMUNICA. CL COMMON 44914K306 4,099,244.00 217,900 SH X 1,2,3 217,900
PAGE COLUMN TOTALS 376,405,277.00
17
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HYPERION SOLUTIONS CORP COMMON 44914M104 254,712.00 14,300 SH X 1,2,3 14,300
ICG COMMUNICATION COMMON 449246107 1,804,050.00 84,400 SH X 1,2,3 84,400
IDEC PHARMACEUTICALS CORP. COMMON 449370105 10,734,806.00 139,300 SH X 1,2,3 139,300
IHOP CORP COMMON 449623107 235,808.00 9,800 SH X 1,2,3 9,800
IMS HEALTH INCORPORATED COMMON 449934108 3,315,806.00 106,106 SH X 1,2,3 106,106
IRSA INVERS Y REPRES SA GD FOREIG 450047204 5,339,584.00 172,942 SH X 1,2,3 172,942
ITC DELTACOM COMMON 45031T104 8,610,000.00 307,500 SH X 1,2,3 307,500
IXC COMMUNICATIONS COMMON 450713102 2,574,969.00 65,500 SH X 1,2,3 65,500
ICON PLC SPONSORED ADR FOREIG 45103T107 2,551,250.00 130,000 SH X 1,2,3 130,000
IDEXX LABORATORIES COMMON 45168D104 491,883.00 21,100 SH X 1,2,3 21,100
ILLINOIS TOOL WORKS INC COMMON 452308109 6,929,113.00 84,501 SH X 1,2,3 84,501
IMMUNEX CORP COMMON 452528102 13,126,063.00 103,000 SH X 1,2,3 103,000
IMMUNE RESPONSE CORP COMMON 45252T106 75,250.00 14,000 SH X 1,2,3 14,000
INACOM CORP COMMON 45323G109 261,375.00 20,703 SH X 1,2,3 20,703
INCYTE PHARMACEUTICALS INC COMMON 45337C102 346,325.00 13,100 SH X 1,2,3 13,100
INFINITY BROADCASTING CORP COMMON 45662S102 4,340,525.00 145,900 SH X 1,2,3 145,900
INET TECHNOLOGIES INC COMMON 45662V105 2,400,000.00 100,000 SH X 1,2,3 100,000
INFOSYS TECHNOLOGIES-SP AD FOREIG 456788108 2,030,000.00 35,000 SH X 1,2,3 35,000
INHALE THERAPEUTIC SYSTEMS COMMON 457191104 2,016,919.00 84,700 SH X 1,2,3 84,700
INPUT/OUTPUT INC COMMON 457652105 186,781.00 24,700 SH X 1,2,3 24,700
INSIGHT ENTERPRISES INC COMMON 45765U103 326,700.00 13,200 SH X 1,2,3 13,200
INSITUFORM TECHNOLOGIES IN COMMON 457667103 240,038.00 11,100 SH X 1,2,3 11,100
INTEGRATED HEALTH SERVICES COMMON 45812C106 232,007.00 29,001 SH X 1,2,3 29,001
INTEL CORP COMMON 458140100 111,931,913.00 1,881,215 SH X 1,2,3 1,881,805
INTEL CORP COMMON 458140100 214,000.00 3,590 SH X 1 3,590
INTEL CORP COMMON 458140100 238,000.00 4,000 SH X X 1 2,600 400 1000
Total INTEL CORP 458140100 112,383,913.00 1,888,805 1,887,995 400 1000
INTER-TEL INC COMMON 458372109 191,690.00 10,504 SH X 1,2,3 10,504
INTERFACE INC COMMON 458665106 209,625.00 24,304 SH X 1,2,3 24,304
INTERIM SERVICES INC COMMON 45868P100 464,269.00 22,510 SH X 1,2,3 22,510
PAGE COLUMN TOTALS 181,673,461.00
18
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INTERMEDIA COMMUNICATIONS COMMON 458801107 3,024,000.00 100,800 SH X 1,2,3 100,800
INTERMET CORP COMMON 45881K104 4,209,337.00 278,303 SH X 1,2,3 278,303
INTERNATIONAL BUSINESS MAC COMMON 459200101 90,013,764.00 696,435 SH X 1,2,3 696,435
INTERNATIONAL BUSINESS MAC COMMON 459200101 259,000.00 2,000 SH X 1 1,600 400
Total INTERNAT'L BUSINESS MAC 459200101 90,272,764.00 698,435 698,035 400
INTERNATIONAL FLAVORS & FR COMMON 459506101 24,628,275.00 555,003 SH X 1,2,3 555,003
INTERNATIONAL GAME TECHNOL COMMON 459902102 2,501,340.00 135,208 SH X 1,2,3 135,208
INTL PAPER CO COMMON 460146103 3,137,754.00 62,134 SH X 1,2,3 62,134
INTERNATIONAL RECTIFIER CO COMMON 460254105 328,806.00 24,700 SH X 1,2,3 24,700
INTERPUBLIC GROUP COS INC COMMON 460690100 771,185.00 8,903 SH X 1,2,3 8,903
INVACARE CORP COMMON 461203101 412,028.00 15,403 SH X 1,2,3 15,403
IONICS INC. COMMON 462218108 262,800.00 7,200 SH X 1,2,3 7,200
ITURF INC -CL A COMMON 46575Q100 1,029,563.00 57,000 SH X 1,2,3 57,000
IVAX CORP COMMON 465823102 4,036,942.00 285,801 SH X 1,2,3 285,801
JLG INDUSTRIES INC COMMON 466210101 432,118.00 21,208 SH X 1,2,3 21,208
JEFFERIES GROUP INC COMMON 472319102 336,093.00 11,203 SH X 1,2,3 11,203
JEFFERSON-PILOT CORP COMMON 475070108 483,184.00 7,300 SH X 1,2,3 7,300
JEFFERSON SMURFIT GRP-SP A FOREIG 47508W107 4,217,688.00 179,000 SH X 1,2,3 179,000
JO-ANN STORES INC - CL A COMMON 47758P109 150,000.00 10,000 SH X 1,2,3 10,000
JOHNSON & JOHNSON COMMON 478160104 68,360,232.00 697,553 SH X 1,2,3 697,553
JOHNSON CONTROLS INC COMMON 478366107 554,537.00 8,001 SH X 1,2,3 8,001
JONES PHARMA INC COMMON 480236108 6,286,499.00 159,657 SH X 1,2,3 159,657
JUNO LIGHTING INC COMMON 482047206 269,597.00 11,004 SH X 1,2,3 11,004
JUST FOR FEET INC COMMON 48213P106 99,130.00 15,400 SH X 1,2,3 15,400
JUSTIN INDUSTRIES COMMON 482171105 174,296.00 12,506 SH X 1,2,3 12,506
KLA-TENCOR CORPORATION COMMON 482480100 3,412,425.00 52,600 SH X 1,2,3 52,600
K MART CORP COMMON 482584109 4,022,366.00 244,707 SH X 1,2,3 244,707
K-SWISS INC - CL A COMMON 482686102 204,939.00 4,407 SH X 1,2,3 4,407
KAMAN CORP COMMON 483548103 182,042.00 11,605 SH X 1,2,3 11,605
KANSAS CITY SOUTHERN INDS COMMON 485170104 484,971.00 7,600 SH X 1,2,3 7,600
PAGE COLUMN TOTALS 224,284,911.00
19
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KEEBLER FOODS COMPANY COMMON 487256109 5,254,875.00 173,000 SH X 1,2,3 173,000
KELLOGG CO. COMMON 487836108 11,781,071.00 357,002 SH X 1,2,3 357,002
KELLWOOD CO. COMMON 488044108 341,886.00 12,604 SH X 1,2,3 12,604
KEMET CORP COMMON 488360108 392,223.00 17,100 SH X 1,2,3 17,100
KENT ELECTRONICS CORP COMMON 490553104 259,537.00 13,100 SH X 1,2,3 13,100
KERR-MCGEE CORP COMMON 492386107 537,083.00 10,702 SH X 1,2,3 10,702
KEYCORP COMMON 493267108 774,262.00 24,102 SH X 1,2,3 24,102
KIMBERLY-CLARK CORP COMMON 494368103 48,518,596.00 851,202 SH X 1,2,3 851,202
KIMBERLY-CLARK CORP COMMON 494368103 242,000.00 4,254 SH X 1 4,254
KIMBERLY-CLARK CORP COMMON 494368103 46,000.00 800 SH X X 1 800
Total KIMBERLY-CLARK CORP 494368103 48,806,596.00 856,256 856,256
KIRBY CORP COMMON 497266106 233,057.00 11,000 SH X 1,2,3 11,000
KNIGHT/TRIMARK GROUP INC-A COMMON 499067106 12,665,625.00 210,000 SH X 1,2,3 210,000
KOMAG INC COMMON 500453105 75,514.00 22,800 SH X 1,2,3 22,800
KLONINKLIJKE PHILIPS ELEC- FOREIG 500472204 15,770,192.00 156,334 SH X 1,2,3 156,334
KOREA TELECOM CORP-SP ADR FOREIG 50063P103 9,857,760.00 246,444 SH X 1,2,3 246,444
KROGER COMMON 501044101 1,508,933.00 54,012 SH X 1,2,3 54,012
KROLL-O'GARA CO COMMON 501050108 229,445.00 10,400 SH X 1,2,3 10,400
KRONOS, INC. COMMON 501052104 295,750.00 6,500 SH X 1,2,3 6,500
KULICKE & SOFFA INDUSTRIES COMMON 501242101 289,570.00 10,800 SH X 1,2,3 10,800
LA-Z-BOY INC COMMON 505336107 593,469.00 25,803 SH X 1,2,3 25,803
LABOR READY INC COMMON 505401208 432,250.00 13,300 SH X 1,2,3 13,300
LAM RESEARCH COMMON 512807108 7,736,119.00 165,700 SH X 1,2,3 165,700
LANDRY'S SEAFOOD RESTAURAN COMMON 51508L103 130,400.00 16,300 SH X 1,2,3 16,300
LANDSTAR SYSTEM INC COMMON 515098101 223,777.00 6,200 SH X 1,2,3 6,200
LASON, INC. COMMON 51808R107 367,225.00 7,400 SH X 1,2,3 7,400
LATTICE SEMICONDUCTOR CORP COMMON 518415104 7,968,000.00 128,000 SH X 1,2,3 128,000
ESTEE LAUDER COMPANIES-CL COMMON 518439104 10,326,087.00 206,007 SH X 1,2,3 206,007
LEAR CORPORATION COMMON 521865105 27,730,650.00 557,400 SH X 1,2,3 557,400
LEGG MASON INC COMMON 524901105 1,027,984.00 26,701 SH X 1,2,3 26,701
PAGE COLUMN TOTALS 165,609,340.00
20
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LEHMAN BROTHERS HLDGS INC COMMON 524908100 444,400.00 7,139 SH X 1,2,3 7,139
LEVEL 3 COMMUNICATIONS COMMON 52729N100 3,279,413.00 54,600 SH X 1,2,3 54,600
LIBBEY INC COMMON 529898108 266,876.00 9,203 SH X 1,2,3 9,203
LIBERTY PROPERTY TRUST COMMON 531172104 11,193,940.00 450,008 SH X 1,2,3 450,008
LIFEPOINT HOSPITALS INC COMMON 53219L109 2,956,266.00 220,001 SH X 1,2,3 220,001
ELI LILLY COMMON 532457108 14,400,290.00 201,051 SH X 1,2,3 201,051
LILLY INDUSTRIES INC COMMON 532491107 228,313.00 12,300 SH X 1,2,3 12,300
LIMITED INC COMMON 532716107 608,413.00 13,409 SH X 1,2,3 13,409
LINCOLN NATIONAL CORP COMMON 534187109 763,899.00 14,603 SH X 1,2,3 14,603
LINEAR TECHNOLOGY CORP COMMON 535678106 5,783,619.00 86,002 SH X 1,2,3 86,002
LINENS 'N THINGS COMMON 535679104 826,875.00 18,900 SH X 1,2,3 18,900
LIPOSOME CO INC COMMON 536310105 311,738.00 16,300 SH X 1,2,3 16,300
LOCKHEED MARTIN CORP COMMON 539830109 25,002,281.00 671,202 SH X 1,2,3 671,202
LOEWS CORP COMMON 540424108 633,036.00 8,000 SH X 1,2,3 8,000
LONE STAR IND COMMON 542290408 353,309.00 9,406 SH X 1,2,3 9,406
LOWE'S COMPANIES INC COMMON 548661107 1,162,040.00 20,502 SH X 1,2,3 20,502
LOWE'S COMPANIES INC COMMON 548661107 198,000.00 3,496 SH X 1 3,496
LOWE'S COMPANIES INC COMMON 548661107 23,000.00 400 SH X X 1 400
Total LOWE'S COMPANIES 548661107 1,383,040.00 24,398 24,398
LUBY'S INC COMMON 549282101 227,264.00 15,151 SH X 1,2,3 15,151
LUCENT TECHNOLOGIES INC COMMON 549463107 69,227,277.00 1,026,532 SH X 1,2,3 1,026,532
LUCENT TECHNOLOGIES INC COMMON 549463107 242,000.00 3,594 SH X 1 3,466 128
LUCENT TECHNOLOGIES INC COMMON 549463107 33,000.00 492 SH X X 1 392 100
Total LUCENT TECHNOLOGIES 549463107 69,502,277.00 1,030,618 1,030,390 228
LYONDELL CHEMICAL COMMON 552078107 26,688,833.00 1,294,004 SH X 1,2,3 1,294,004
MAF BANCORP INC COMMON 55261R108 317,712.00 13,102 SH X 1,2,3 13,102
MBIA INC COMMON 55262C100 3,872,237.00 59,803 SH X 1,2,3 59,803
MBNA CORP COMMON 55262L100 4,584,621.00 149,702 SH X 1,2,3 149,702
MITSUBISHI BK EXCH GTD NOT FOREIG 55262XAA2 2,355,600.00 2,080,000 SH X 1,2,3 2,080,000
MDC HOLDINGS INC COMMON 552676108 236,554.00 11,003 SH X 1,2,3 11,003
PAGE COLUMN TOTALS 176,220,806.00
21
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MCI WORLDCOM COMMON 55268B106 60,157,401.00 699,000 SH X 1,2,3 699,000
MCI WORLDCOM COMMON 55268B106 190,000.00 2,210 SH X 1 2,210
MCI WORLDCOM COMMON 55268B106 22,000.00 250 SH X X 1 250
Total MCI WORLDCOM 55268B106 60,369,401.00 701,460 701,460
MGIC INVESTMENT CORP COMMON 552848103 3,437,893.00 70,702 SH X 1,2,3 70,702
MKS INSTRUMENTS COMMON 55306N104 4,011,825.00 215,400 SH X 1,2,3 215,400
MMC NETWORKS INC COMMON 55308N102 7,245,025.00 161,900 SH X 1,2,3 161,900
MSC INDUSTRIAL DIRECT CO. COMMON 553530106 3,126,250.00 305,000 SH X 1,2,3 305,000
MACDERMID INC COMMON 554273102 571,991.00 12,301 SH X 1,2,3 12,301
MACK CALI REALTY CORP COMMON 554489104 17,015,738.00 550,004 SH X 1,2,3 550,004
MACROVISION COMMON 555904101 14,870,175.00 198,600 SH X 1,2,3 198,600
MACROMEDIA INC COMMON 556100105 662,700.00 18,800 SH X 1,2,3 18,800
STEVEN MADDEN LTD COMMON 556269108 881,563.00 65,000 SH X 1,2,3 65,000
MAGELLAN HLTH SVCS COMMON 559079108 166,000.00 16,600 SH X 1,2,3 16,600
MATAV ADRS FOREIG 559776109 5,134,250.00 186,700 SH X 1,2,3 186,700
MAKER COMMUNICATIONS INC COMMON 560875106 620,000.00 20,000 SH X 1,2,3 20,000
MANITOWOC CO COMMON 563571108 491,243.00 11,802 SH X 1,2,3 11,802
MARCUS CORP COMMON 566330106 208,117.00 16,904 SH X 1,2,3 16,904
MARIMBA INC COMMON 56781Q109 1,738,688.00 33,000 SH X 1,2,3 33,000
MARSH & MCLENNAN COS COMMON 571748102 4,888,631.00 64,750 SH X 1,2,3 64,750
MARRIOTT INTL INC COMMON 571903202 2,534,038.00 67,800 SH X 1,2,3 67,800
MASCO CORP COMMON 574599106 765,276.00 26,503 SH X 1,2,3 26,503
MASCOTECH INC COMMON 574670105 355,733.00 21,003 SH X 1,2,3 21,003
MATTEL COMMON 577081102 9,816,277.00 371,301 SH X 1,2,3 371,301
MAY DEPARTMENT STORES CO COMMON 577778103 5,726,626.00 140,101 SH X 1,2,3 140,101
MCDONALDS CORP. COMMON 580135101 4,889,380.00 118,351 SH X 1,2,3 118,351
MCGRAW-HILL COMPANIES INC COMMON 580645109 744,342.00 13,800 SH X 1,2,3 13,800
MCKESSON HBOC INC COMMON 58155Q103 13,964,796.00 434,702 SH X 1,2,3 434,702
MCLEODUSA INC-CL A COMMON 582266102 2,640,000.00 48,000 SH X 1,2,3 48,000
MEAD CORP COMMON 582834107 20,875,237.00 500,006 SH X 1,2,3 500,006
PAGE COLUMN TOTALS 187,751,195.00
22
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MEDE AMERICA CORP COMMON 584067102 2,151,750.00 57,000 SH X 1,2,3 57,000
MEDIAONE GROUP INC COMMON 58440J104 2,561,624.00 34,442 SH X 1,2,3 34,442
MEDIA METRIX INC COMMON 58440X103 1,065,000.00 20,000 SH X 1,2,3 20,000
MEDIMMUNE INC COMMON 584699102 19,322,300.00 285,200 SH X 1,2,3 285,200
MEDQUIST INC COMMON 584949101 11,466,919.00 262,101 SH X 1,2,3 262,101
MEDTRONIC INC COMMON 585055106 23,393,979.00 300,404 SH X 1,2,3 300,404
MELLON BANK CORPORATION COMMON 585509102 11,727,300.00 322,400 SH X 1,2,3 322,400
MEN'S WEARHOUSE INC COMMON 587118100 479,413.00 18,801 SH X 1,2,3 18,801
MENTOR CORP COMMON 587188103 212,400.00 11,404 SH X 1,2,3 11,404
MERCANTILE BANCORPORATION COMMON 587342106 502,938.00 8,804 SH X 1,2,3 8,804
MERCK & CO. COMMON 589331107 72,263,149.00 976,509 SH X 1,2,3 976,509
MERCK & CO. COMMON 589331107 234,000.00 3,174 SH X 1 3,174
MERCK & CO. COMMON 589331107 103,000.00 1,400 SH X X 1 1,400
Total MERCK & CO. 589331107 72,600,149.00 981,083 981,083
MERCURY INTERACTIVE CORP COMMON 589405109 675,663.00 19,100 SH X 1,2,3 19,100
MERIDIAN GOLD INC FOREIG 589975101 3,237,500.00 700,000 SH X 1,2,3 700,000
MERITOR AUTOMOTIVE INC COMMON 59000G100 5,398,562.00 211,708 SH X 1,2,3 211,708
MERRILL LYNCH COMMON 590188108 11,815,339.00 147,807 SH X 1,2,3 147,807
MESA AIR GROUP COMMON 590479101 109,719.00 14,600 SH X 1,2,3 14,600
METHODE ELECTRONICS COMMON 591520200 340,890.00 14,902 SH X 1,2,3 14,902
METROMEDIA FIBER NETWORK C COMMON 591689104 33,716,563.00 938,200 SH X 1,2,3 938,200
METRO NETWORKS INC COMMON 591918107 410,988.00 7,700 SH X 1,2,3 7,700
MICHAEL FOODS INC COMMON 594079105 244,449.00 10,402 SH X 1,2,3 10,402
MICHAELS STORES INC COMMON 594087108 361,375.00 11,800 SH X 1,2,3 11,800
MICREL INC COMMON 594793101 688,200.00 9,300 SH X 1,2,3 9,300
MICROS SYS INC COMMON 594901100 258,400.00 7,600 SH X 1,2,3 7,600
MICROSOFT CORP COMMON 594918104 147,872,171.00 1,639,600 SH X 1,2,3 1,639,600
MICROSOFT CORP COMMON 594918104 207,000.00 2,300 SH X 1 2,300
MICROSOFT CORP COMMON 594918104 144,000.00 1,600 SH X X 1 800 400 400
Total MICROSOFT CORP 594918104 148,223,171.00 1,643,500 1,642,700 400 400
PAGE COLUMN TOTALS 350,964,591.00
23
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MICROAGE INC COMMON 594928103 51,462.00 13,500 SH X 1,2,3 13,500
MICROCELL TELECOMMUNICA. C FOREIG 59501T304 1,883,594.00 241,100 SH X 1,2,3 241,100
MICRON TECHNOLOGY COMMON 595112103 3,970,811.00 98,501 SH X 1,2,3 98,501
MIDWEST EXPRESS HOLDINGS I COMMON 597911106 6,222,000.00 183,000 SH X 1,2,3 183,000
MIDWAY GAMES INC COMMON 598148104 262,621.00 20,300 SH X 1,2,3 20,300
MILLENNIUM CHEMICALS INC COMMON 599903101 15,968,413.00 677,705 SH X 1,2,3 677,705
MILLS CORP COMMON 601148109 11,386,040.00 525,005 SH X 1,2,3 525,005
MINNESOTA MINING & MFG CO COMMON 604059105 21,282,606.00 244,805 SH X 1,2,3 244,805
MINNESOTA MINING & MFG CO COMMON 604059105 733,000.00 8,432 SH X 1 8,432
MINNESOTA MINING & MFG CO COMMON 604059105 48,000.00 550 SH X X 1 450 100
Total MINNESOTA MINING & MFG 604059105 22,063,606.00 253,787 253,237 450 100
MIPS TECHNOLOGIES COMMON 604567107 8,139,788.00 169,800 SH X 1,2,3 169,800
MIRAGE RESORTS INC COMMON 60462E104 1,231,125.00 73,500 SH X 1,2,3 73,500
MISSISSIPPI CHEMICAL CORP COMMON 605288208 137,417.00 14,005 SH X 1,2,3 14,005
MOBIL CORP COMMON 607059102 14,063,256.00 142,053 SH X 1,2,3 142,053
ROBERT MONDAVI CORP COMMON 609200100 4,437,750.00 122,000 SH X 1,2,3 122,000
MONSANTO CO COMMON 611662107 15,388,555.00 390,201 SH X 1,2,3 390,201
MONY GROUP INC (THE) COMMON 615337102 1,376,811.00 42,201 SH X 1,2,3 42,201
MORGAN (J.P.) & CO COMMON 616880100 3,940,846.00 28,049 SH X 1,2,3 28,049
MORGAN STANLEY DEAN WITTER COMMON 617446448 59,366,508.00 579,185 SH X 1,2,3 579,185
MSDW INDIA INVESTMENT FUND FOREIG 61745C105 1,722,438.00 177,800 SH X 1,2,3 177,800
MORRISON KNUDSEN CORP COMMON 61844A109 273,268.00 26,500 SH X 1,2,3 26,500
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 3,321,027.00 184,502 SH X 1,2,3 184,502
MOTOROLA INC COMMON 620076109 10,082,327.00 106,410 SH X 1,2,3 106,410
MUELLER INDS INC COMMON 624756102 553,173.00 16,300 SH X 1,2,3 16,300
MUTUAL RISK MANAGEMENT LTD COMMON 628351108 844,421.00 25,301 SH X 1,2,3 25,301
MYLAN LABS COMMON 628530107 3,543,110.00 133,702 SH X 1,2,3 133,702
NBTY INC COMMON 628782104 226,850.00 34,900 SH X 1,2,3 34,900
NCO GROUP INC COMMON 628858102 9,653,900.00 254,050 SH X 1,2,3 254,050
NCS HEALTHCARE INC COMMON 628874109 73,400.00 13,500 SH X 1,2,3 13,500
PAGE COLUMN TOTALS 200,184,517.00
24
<PAGE>
NFO WORLDWIDE INC COMMON 62910N108 156,800.00 11,200 SH X 1,2,3 11,200
NABISCO HLDGS CL A COMMON 629526104 10,332,702.00 238,906 SH X 1,2,3 238,906
NABISCO GROUP HOLDINGS COMMON 62952P102 12,403,420.00 634,041 SH X 1,2,3 634,041
NATIONAL CITY CORP COMMON 635405103 10,073,904.00 153,800 SH X 1,2,3 153,800
NATIONAL COMPUTER SYS INC COMMON 635519101 519,800.00 15,401 SH X 1,2,3 15,401
NATL DATA CORP COMMON 635621105 684,206.00 16,005 SH X 1,2,3 16,005
NATIONAL FUEL GAS CO COMMON 636180101 69,510,200.00 1,433,200 SH X 1,2,3 1,433,200
NATIONAL INSTRUMENTS CORP COMMON 636518102 613,700.00 15,200 SH X 1,2,3 15,200
NAUTICA ENTERPRISES INC COMMON 639089101 246,375.00 14,600 SH X 1,2,3 14,600
NETGRAVITY INC COMMON 641114103 2,215,850.00 97,400 SH X 1,2,3 97,400
NETWORK ACCESS SOLUTIONS C COMMON 64120S109 1,996,875.00 150,000 SH X 1,2,3 150,000
NETWORK SOLUTIONS INC-CL-A COMMON 64121Q102 19,290,675.00 243,800 SH X 1,2,3 243,800
NEW CENTURY ENERGIES INC COMMON 64352U103 33,326,353.00 858,650 SH X 1,2,3 858,650
NEW ENGLAND BUSINESS SVC I COMMON 643872104 222,427.00 7,204 SH X 1,2,3 7,204
NEW JERSEY RESOURCES COMMON 646025106 355,686.00 9,501 SH X 1,2,3 9,501
NEW YORK TIMES CO-CL A COMMON 650111107 519,177.00 14,103 SH X 1,2,3 14,103
NEWBRIDGE NETWORKS CORP FOREIG 650901101 4,312,500.00 150,000 SH X 1,2,3 150,000
NEWELL RUBBERMAID INC COMMON 651229106 16,448,388.00 353,729 SH X 1,2,3 353,729
NEWFIELD EXPLORATION CO COMMON 651290108 526,085.00 18,500 SH X 1,2,3 18,500
NEWMONT MINING CORP COMMON 651639106 1,490,664.00 75,002 SH X 1,2,3 75,002
NEXTERA ENTERPRISES INC-A COMMON 65332E101 1,506,375.00 234,000 SH X 1,2,3 234,000
NEXTCARD INC COMMON 65332K107 1,018,125.00 30,000 SH X 1,2,3 30,000
NEXTEL COMMUNICATIONS INC- COMMON 65332V103 843,142.00 16,800 SH X 1,2,3 16,800
NEXTLINK COMMUNICATIONS COMMON 65333H707 6,745,813.00 90,700 SH X 1,2,3 90,700
NICOR INC COMMON 654086107 62,194,312.00 1,634,005 SH X 1,2,3 1,634,005
NIKE INC -CL B COMMON 654106103 7,755,951.00 122,503 SH X 1,2,3 122,503
99C ONLY STORES COMMON 65440K106 13,333,313.00 267,000 SH X 1,2,3 267,000
NOKIA CORP -SPON ADR FOREIG 654902204 28,798,238.00 314,520 SH X 1,2,3 314,520
NORFOLK SOUTHERN CORP COMMON 655844108 27,651,835.00 917,903 SH X 1,2,3 917,903
NORRELL CORP COMMON 656301108 205,106.00 10,903 SH X 1,2,3 10,903
PAGE COLUMN TOTALS 335,297,997.00
25
<PAGE>
NORTEL NETWORKS CORP FOREIG 656569100 87,426,264.00 1,007,070 SH X 1,2,3 1,007,070
NORTH AMERICAN VACCINE INC COMMON 657201109 60,450.00 12,400 SH X 1,2,3 12,400
NORTHEAST OPTIC NETWORK COMMON 664334109 4,764,269.00 316,300 SH X 1,2,3 316,300
NORTHERN TRUST CORP COMMON 665859104 669,545.00 6,903 SH X 1,2,3 6,903
NORTHPOINT COMMUNICATIONS COMMON 666610100 2,117,000.00 58,000 SH X 1,2,3 58,000
NORTHROP GRUMMAN CORP COMMON 666807102 437,800.00 6,602 SH X 1,2,3 6,602
NORTHWEST NATURAL GAS CO COMMON 667655104 292,031.00 12,105 SH X 1,2,3 12,105
NOVELL INC COMMON 670006105 474,350.00 17,900 SH X 1,2,3 17,900
NOVELLUS SYSTEMS INC COMMON 670008101 4,722,900.00 69,200 SH X 1,2,3 69,200
OM GROUP INC COMMON 670872100 376,172.00 10,904 SH X 1,2,3 10,904
OAK INDS INC COMMON 671400505 362,602.00 8,300 SH X 1,2,3 8,300
OAKWOOD HOMES COMMON 674098108 292,730.00 22,303 SH X 1,2,3 22,303
OCCIDENTAL PETROLEUM CORP COMMON 674599105 47,470,010.00 2,247,101 SH X 1,2,3 2,247,101
OCEANEERING INTERNATIONAL COMMON 675232102 187,050.00 11,600 SH X 1,2,3 11,600
OLIN CORP COMMON 680665205 957,481.00 72,605 SH X 1,2,3 72,605
OMNICARE INC COMMON 681904108 3,093,176.00 245,004 SH X 1,2,3 245,004
OMNICOM GROUP COMMON 681919106 3,114,400.00 38,930 SH X 1,2,3 38,930
VIMPEL COMMUNICATIONS ADS FOREIG 68370R109 987,788.00 42,600 SH X 1,2,3 42,600
ORACLE CORP COMMON 68389X105 53,798,060.00 1,449,106 SH X 1,2,3 1,449,106
ORANGE & ROCKFORD UTILITIE COMMON 684065105 403,348.00 6,902 SH X 1,2,3 6,902
ORBITAL SCIENCES CORP COMMON 685564106 385,088.00 16,300 SH X 1,2,3 16,300
ORGANOGENESIS INC COMMON 685906109 151,875.00 16,200 SH X 1,2,3 16,200
O'REILLY AUTOMOTIVE INC COMMON 686091109 569,238.00 11,300 SH X 1,2,3 11,300
ORION CAPITAL CORP COMMON 686268103 480,857.00 13,404 SH X 1,2,3 13,404
ORTHODONTICS CENTERS OF AM COMMON 68750P103 5,063,813.00 358,500 SH X 1,2,3 358,500
OWENS & MINOR INC HLDG CO COMMON 690732102 177,127.00 16,102 SH X 1,2,3 16,102
OWENS-ILLINOIS INC COMMON 690768403 326,870.00 10,000 SH X 1,2,3 10,000
P-COM INC COMMON 693262107 1,255,727.00 239,900 SH X 1,2,3 239,900
PECO ENERGY COMMON 693304107 640,757.00 15,302 SH X 1,2,3 15,302
PG & E CORP COMMON 69331C108 13,224,254.00 406,900 SH X 1,2,3 406,900
PAGE COLUMN TOTALS 234,283,032.00
26
<PAGE>
P.F.CHANGS CHINA BISTRO IN COMMON 69333Y108 2,409,025.00 111,400 SH X 1,2,3 111,400
PLX TECHNOLOGY INC COMMON 693417107 5,329,688.00 112,500 SH X 1,2,3 112,500
PMI GROUP INC (THE) COMMON 69344M101 15,640,542.00 249,004 SH X 1,2,3 249,004
PNC BANK CORP COMMON 693475105 66,643,335.00 1,156,500 SH X 1,2,3 1,156,500
PPG INDUSTRIES INC COMMON 693506107 4,778,213.00 80,901 SH X 1,2,3 80,901
PRI AUTOMATION INC COMMON 69357H106 4,712,500.00 130,000 SH X 1,2,3 130,000
PSS WORLD MEDICAL INC COMMON 69366A100 783,125.00 70,000 SH X 1,2,3 70,000
PACIFIC GATEWAY EXCHANGE COMMON 694327107 1,928,075.00 66,200 SH X 1,2,3 66,200
PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 351,018.00 14,401 SH X 1,2,3 14,401
PACIFICARE HEALTH SYS COMMON 695112102 20,926,649.00 290,900 SH X 1,2,3 290,900
PACIFICORP COMMON 695114108 433,467.00 23,590 SH X 1,2,3 23,590
PAIRGAIN TECHNOLOGIES INC. COMMON 695934109 2,687,550.00 233,700 SH X 1,2,3 233,700
PAN PACIFIC RETAIL PPTYS I COMMON 69806L104 6,781,250.00 350,000 SH X 1,2,3 350,000
PANTRY INC (THE) COMMON 698657103 564,375.00 35,000 SH X 1,2,3 35,000
PAPA JOHNS INTERNATIONAL COMMON 698813102 11,645,563.00 260,600 SH X 1,2,3 260,600
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 2,913,750.00 210,000 SH X 1,2,3 210,000
PAREXEL INTERNATIONAL CORP COMMON 699462107 2,331,019.00 175,100 SH X 1,2,3 175,100
PARKER HANNIFIN CORP COMMON 701094104 3,591,430.00 78,501 SH X 1,2,3 78,501
PATTERSON DENTAL CO COMMON 703412106 559,475.00 16,100 SH X 1,2,3 16,100
PAXAR CORP COMMON 704227107 203,400.00 22,600 SH X 1,2,3 22,600
PAYCHEX INC COMMON 704326107 517,247.00 16,227 SH X 1,2,3 16,227
PEDIATRIX MEDICAL GROUP COMMON 705324101 3,822,344.00 179,875 SH X 1,2,3 179,875
J C PENNEY CO INC COMMON 708160106 63,602,373.00 1,309,701 SH X 1,2,3 1,309,701
PEOPLES ENERGY COMMON 711030106 9,022,589.00 239,405 SH X 1,2,3 239,405
PEOPLESOFT INC COMMON 712713106 3,622,500.00 210,000 SH X 1,2,3 210,000
PEPSI BOTTLING GROUP INC COMMON 713409100 17,172,338.00 744,600 SH X 1,2,3 744,600
PEPSICO INC COMMON 713448108 36,295,111.00 938,161 SH X 1,2,3 938,161
PETROLEUM GEO SERVICES ADS FOREIG 716597109 3,049,375.00 205,000 SH X 1,2,3 205,000
PETSMART INC COMMON 716768106 689,825.00 67,300 SH X 1,2,3 67,300
PHARMACIA & UPJOHN COMMON 716941109 60,409,121.00 1,063,307 SH X 1,2,3 1,063,307
PAGE COLUMN TOTALS 353,416,272.00
27
<PAGE>
PFIZER INC COMMON 717081103 43,997,796.00 400,829 SH X 1,2,3 400,829
PFIZER INC COMMON 717081103 959,000.00 8,800 SH X 1 8,800
PFIZER INC COMMON 717081103 11,000.00 100 SH X X 1 100
Total PFIZER INC 717081103 44,967,796.00 409,729 409,729
PHARMACEUTICAL PRODUCT DEV COMMON 717124101 331,238.00 12,100 SH X 1,2,3 12,100
PHILADELPHIA SUBURBAN CORP COMMON 718009608 429,409.00 18,620 SH X 1,2,3 18,620
PHILIP MORRIS COS INC COMMON 718154107 29,788,945.00 741,249 SH X 1,2,3 741,249
PHILIPS INT'L REALTY CORP COMMON 718333107 5,906,250.00 350,000 SH X 1,2,3 350,000
PHILLIPS PETROLEUM CO. COMMON 718507106 846,535.00 16,826 SH X 1,2,3 16,826
PHOTRONICS INC COMMON 719405102 3,633,350.00 148,300 SH X 1,2,3 148,300
PHYCOR INC COMMON 71940F100 271,060.00 36,600 SH X 1,2,3 36,600
PICTURETEL CORP COMMON 720035302 168,800.00 21,100 SH X 1,2,3 21,100
PIEDMONT NATURAL GAS CO COMMON 720186105 491,786.00 15,800 SH X 1,2,3 15,800
PIER 1 IMPORTS INC COMMON 720279108 513,201.00 45,618 SH X 1,2,3 45,618
PINNACLE HOLDINGS INC COMMON 72346N101 3,062,500.00 125,000 SH X 1,2,3 125,000
PIONEER HI-BRED INT'L COMMON 723686101 4,516,805.00 116,001 SH X 1,2,3 116,001
PITNEY BOWES INC COMMON 724479100 1,127,674.00 17,551 SH X 1,2,3 17,551
PIXAR COMMON 725811103 733,125.00 17,000 SH X 1,2,3 17,000
PLACER DOME INC FOREIG 725906101 6,496,910.00 550,003 SH X 1,2,3 550,003
PLANTRONICS INC COMMON 727493108 560,075.00 8,600 SH X 1,2,3 8,600
PLEXUS CORP COMMON 729132100 219,913.00 7,300 SH X 1,2,3 7,300
POGO PRODUCING CO COMMON 730448107 365,123.00 19,604 SH X 1,2,3 19,604
POLARIS HLTHCARE CORP COMMON 731068102 552,611.00 12,704 SH X 1,2,3 12,704
POOL ENERGY SVCS CO COMMON 732788104 207,182.00 10,200 SH X 1,2,3 10,200
PORTUGAL TELECOM ADS FOREIG 737273102 10,811,719.00 262,500 SH X 1,2,3 262,500
POST PROPERTIES INC COMMON 737464107 20,705,177.00 505,004 SH X 1,2,3 505,004
POWERWAVE TECHNOLOGIES COMMON 739363109 290,250.00 9,000 SH X 1,2,3 9,000
POWERTEL INC COMMON 73936C109 4,006,238.00 134,100 SH X 1,2,3 134,100
PRAXAIR INC COMMON 74005P104 4,492,509.00 91,801 SH X 1,2,3 91,801
PREPAID LEGAL SVCS INC COMMON 740065107 312,651.00 11,500 SH X 1,2,3 11,500
PAGE COLUMN TOTALS 145,808,832.00
28
<PAGE>
PRENTISS PROPERTIES TRUST COMMON 740706106 11,726,610.00 499,005 SH X 1,2,3 499,005
PREVIEW TRAVEL COMMON 74137R101 4,845,994.00 220,900 SH X 1,2,3 220,900
PRICE (T. ROWE) ASSOCIATES COMMON 741477103 8,058,830.00 210,002 SH X 1,2,3 210,002
PRICELINE.COM INC COMMON 741503106 3,016,181.00 26,100 SH X 1,2,3 26,100
PRIME GROUP REALTY TRUST COMMON 74158J103 3,437,500.00 200,000 SH X 1,2,3 200,000
PRIMARK CORP COMMON 741903108 297,457.00 10,600 SH X 1,2,3 10,600
PRIME HOSPITALITY CORP COMMON 741917108 312,000.00 26,000 SH X 1,2,3 26,000
PRIDE INTERNATIONAL INC COMMON 741932107 219,690.00 20,800 SH X 1,2,3 20,800
PRIORITY HEALTHCARE CORP-B COMMON 74264T102 1,883,700.00 54,600 SH X 1,2,3 54,600
PROCTER & GAMBLE CO COMMON 742718109 71,883,467.00 805,417 SH X 1,2,3 805,417
PROFESSIONAL DETAILING INC COMMON 74312N107 2,984,500.00 127,000 SH X 1,2,3 127,000
PROFIT RECOVERY GROUP COMMON 743168106 633,981.00 13,400 SH X 1,2,3 13,400
PROGRESS SOFTWARE CORP COMMON 743312100 254,250.00 9,000 SH X 1,2,3 9,000
PROGRESSIVE COMMON 743315103 16,675,127.00 115,001 SH X 1,2,3 115,001
PROTEIN DESIGN LABS INC COMMON 74369L103 219,651.00 9,900 SH X 1,2,3 9,900
PROVIDENT BANKSHARES CORP COMMON 743859100 295,460.00 12,708 SH X 1,2,3 12,708
PROVINCE HEALTHCARE COMPAN COMMON 743977100 3,100,500.00 159,000 SH X 1,2,3 159,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 813,688.00 8,703 SH X 1,2,3 8,703
PUBLIC SERVICE ENTERPRISE COMMON 744573106 670,402.00 16,401 SH X 1,2,3 16,401
QUAKER OATS CO. COMMON 747402105 7,706,150.00 116,100 SH X 1,2,3 116,100
QUANEX CORP COMMON 747620102 202,405.00 7,102 SH X 1,2,3 7,102
QUANTA SERVICES INC COMMON 74762E102 2,992,000.00 68,000 SH X 1,2,3 68,000
QUANTUM COMMON 747906105 2,533,197.00 105,003 SH X 1,2,3 105,003
QUEENS CNTY BANCORP INC COMMON 748242104 349,780.00 10,804 SH X 1,2,3 10,804
QUIKSILVER INC COMMON 74838C106 234,558.00 9,000 SH X 1,2,3 9,000
QWEST COMMUNICATIONS INTL COMMON 749121109 4,018,813.00 121,552 SH X 1,2,3 121,552
RADIAN GROUP INC COMMON 750236101 824,923.00 16,900 SH X 1,2,3 16,900
RAMBUS INC. COMMON 750917106 7,974,219.00 86,500 SH X 1,2,3 86,500
RALCORP HOLDINGS INC. COMMON 751028101 239,324.00 14,900 SH X 1,2,3 14,900
RALSTON-RALSTON PURINA GRO COMMON 751277302 21,394,582.00 702,902 SH X 1,2,3 702,902
PAGE COLUMN TOTALS 179,798,939.00
29
<PAGE>
RATIONAL SOFTWARE COMMON 75409P202 12,037,668.00 365,470 SH X 1,2,3 365,470
RAYMOND JAMES FINL CORP COMMON 754730109 557,814.00 23,303 SH X 1,2,3 23,303
RAYTHEON CO-CL B COMMON 755111408 1,477,113.00 21,000 SH X 1,2,3 21,000
RAYTHEON CO-CL B COMMON 755111408 357,000.00 5,062 SH X 1 5,062
Total RAYTHEON CO-CL B 755111408 1,834,113.00 26,062 26,062
READ-RITE CORP COMMON 755246105 2,153,105.00 347,100 SH X 1,2,3 347,100
RECKSON ASSOC REALTY CORP- COMMON 75621K304 2,689,925.00 112,667 SH X 1,2,3 112,667
REGAL BELOIT CORP COMMON 758750103 257,561.00 10,902 SH X 1,2,3 10,902
REGENERON PHARMACEUTICAL COMMON 75886F107 113,274.00 14,500 SH X 1,2,3 14,500
REGIS CORP COMMON 758932107 406,852.00 21,205 SH X 1,2,3 21,205
REGIONS FINANCIAL CORP COMMON 758940100 569,074.00 14,805 SH X 1,2,3 14,805
RELIANCE STEEL & ALUMINUM COMMON 759509102 358,986.00 9,205 SH X 1,2,3 9,205
RELIANT ENERGY INC COMMON 75952J108 17,099,875.00 619,000 SH X 1,2,3 619,000
REMEC INC COMMON 759543101 2,698,519.00 167,350 SH X 1,2,3 167,350
RENAL CARE GROUP INC COMMON 759930100 7,633,125.00 295,000 SH X 1,2,3 295,000
REPUBLIC NEW YORK CORP COMMON 760719104 484,344.00 7,103 SH X 1,2,3 7,103
RESORTQUEST INTERNATIONAL COMMON 761183102 1,328,250.00 161,000 SH X 1,2,3 161,000
RESPIRONICS INC COMMON 761230101 208,725.00 13,800 SH X 1,2,3 13,800
RJ REYNOLDS TOBACCO HLDGS COMMON 76182K105 3,549,675.00 112,688 SH X 1,2,3 112,688
RHYTHMS NETCONNECTIONS INC COMMON 762430205 3,006,313.00 51,500 SH X 1,2,3 51,500
RICHFOOD HLDGS INC COMMON 763408101 375,474.00 21,303 SH X 1,2,3 21,303
RIGGS NATL CORP WASHINGTON COMMON 766570105 281,830.00 13,706 SH X 1,2,3 13,706
RITE AID CORP COMMON 767754104 6,887,633.00 279,701 SH X 1,2,3 279,701
ROBERTS PHARMACEUTICAL COR COMMON 770491108 2,357,100.00 97,200 SH X 1,2,3 97,200
ROCKWELL INTERNATIONAL COMMON 773903109 15,795,053.00 260,001 SH X 1,2,3 260,001
ROHM & HAAS CO COMMON 775371107 700,006.00 16,327 SH X 1,2,3 16,327
ROLLINS TRUCK LEASING CORP COMMON 775741101 329,308.00 29,601 SH X 1,2,3 29,601
ROPER INDS INC COMMON 776696106 476,969.00 14,905 SH X 1,2,3 14,905
ROYAL DUTCH PETRO-NY REG-A FOREIG 780257804 24,693,594.00 409,852 SH X 1,2,3 409,852
RUBY TUESDAY INC COMMON 781182100 286,941.00 15,102 SH X 1,2,3 15,102
PAGE COLUMN TOTALS 109,171,106.00
30
<PAGE>
RUSS BERRIE & CO INC COMMON 782233100 277,283.00 11,203 SH X 1,2,3 11,203
RYAN'S FAMILY STEAK HOUSES COMMON 783519101 203,438.00 17,500 SH X 1,2,3 17,500
RYLAND GROUP INC COMMON 783764103 219,776.00 7,403 SH X 1,2,3 7,403
SBC COMMUNICATIONS INC COMMON 78387G103 56,387,156.00 972,192 SH X 1,2,3 972,192
SBC COMMUNICATIONS INC COMMON 78387G103 638,000.00 10,996 SH X 1 10,212 784
SBC COMMUNICATIONS INC COMMON 78387G103 98,000.00 1,694 SH X X 1 666 628 400
Total SBC COMMUNICATIONS 78387G103 57,123,156.00 984,882 983,070 1412 400
SEI INVESTMENTS CO COMMON 784117103 723,803.00 8,202 SH X 1,2,3 8,202
SLM HOLDING CORP (SALLIE M COMMON 78442A109 6,371,541.00 139,079 SH X 1,2,3 139,079
SLI INC COMMON 78442T108 353,700.00 13,100 SH X 1,2,3 13,100
SPS TECHNOLOGIES INC COMMON 784626103 225,000.00 6,000 SH X 1,2,3 6,000
S3 INC COMMON 784849101 229,144.00 25,200 SH X 1,2,3 25,200
SAFECO CORP COMMON 786429100 410,459.00 9,302 SH X 1,2,3 9,302
SAFESKIN CORP COMMON 786454108 294,000.00 24,500 SH X 1,2,3 24,500
SAFEWAY INC COMMON 786514208 1,408,275.00 28,450 SH X 1,2,3 28,450
ST. JOHN KNITS INC COMMON 790289102 237,024.00 8,103 SH X 1,2,3 8,103
ST. JUDE MEDICAL INC COMMON 790849103 3,786,938.00 106,300 SH X 1,2,3 106,300
ST PAUL BANCORP INC COMMON 792848103 538,101.00 21,102 SH X 1,2,3 21,102
ST PAUL COMPANIES COMMON 792860108 454,939.00 14,301 SH X 1,2,3 14,301
SANDISK CORP COMMON 80004C101 13,756,500.00 305,700 SH X 1,2,3 305,700
SANMINA CORP COMMON 800907107 5,848,597.00 77,082 SH X 1,2,3 77,082
SANG STAT MEDICAL CORP COMMON 801003104 1,035,000.00 60,000 SH X 1,2,3 60,000
SARA LEE CORP COMMON 803111103 1,774,197.00 78,202 SH X 1,2,3 78,202
HENRY SCHEIN INC COMMON 806407102 4,341,188.00 137,000 SH X 1,2,3 137,000
SCHERING-PLOUGH COMMON 806605101 19,282,389.00 363,604 SH X 1,2,3 363,604
SCHERING-PLOUGH COMMON 806605101 1,208,000.00 23,000 SH X 1 23,000
SCHERING-PLOUGH COMMON 806605101 42,000.00 800 SH X X 1 800
Total SCHERING-PLOUGH 806605101 20,532,389.00 387,404 386,604 800
SCHLUMBERGER LTD. FOREIG 806857108 14,742,626.00 231,484 SH X 1,2,3 231,484
SCHWAB (CHARLES) CORP COMMON 808513105 2,099,756.00 19,110 SH X 1,2,3 19,110
PAGE COLUMN TOTALS 136,986,830.00
31
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SCOTT TECHNOLOGIES INC COMMON 810022301 229,075.00 11,900 SH X 1,2,3 11,900
SCOTTS COMPANY (THE) COMMON 810186106 414,338.00 8,700 SH X 1,2,3 8,700
SEAGATE TECHNOLOGY INC COMMON 811804103 5,283,875.00 206,200 SH X 1,2,3 206,200
SEAGRAM CO LTD COMMON 811850106 1,148,550.00 22,800 SH X 1,2,3 22,800
SEACOR HLDGS COMMON 811904101 310,300.00 5,800 SH X 1,2,3 5,800
SEARS ROEBUCK & CO COMMON 812387108 27,076,316.00 607,603 SH X 1,2,3 607,603
SECURITY DYNAMICS COMMON 814208104 346,375.00 16,300 SH X 1,2,3 16,300
SEITEL INC COMMON 816074306 195,863.00 12,100 SH X 1,2,3 12,100
SEMPRA ENERGY COMMON 816851109 606,463.00 26,805 SH X 1,2,3 26,805
SEPRACOR INC COMMON 817315104 8,368,750.00 103,000 SH X 1,2,3 103,000
SEROLOGICALS CORP COMMON 817523103 1,966,656.00 242,050 SH X 1,2,3 242,050
SERVICE CORP INTL COMMON 817565104 4,491,040.00 233,301 SH X 1,2,3 233,301
SHERWIN-WILLIAMS CO COMMON 824348106 4,703,806.00 169,507 SH X 1,2,3 169,507
SHOPKO STORES INC COMMON 824911101 438,625.00 12,100 SH X 1,2,3 12,100
SHOREWOOD PACKAGING CORP COMMON 825229107 265,493.00 14,400 SH X 1,2,3 14,400
SHURGARD STORAGE CENTERS COMMON 82567D104 16,410,764.00 605,005 SH X 1,2,3 605,005
SIERRA HLTH SVCS COMMON 826322109 217,999.00 15,100 SH X 1,2,3 15,100
SIERRA PACIFIC RESOURCES COMMON 826425100 662,071.00 18,201 SH X 1,2,3 18,201
SIGMA-ALDRICH CORP COMMON 826552101 3,616,132.00 105,006 SH X 1,2,3 105,006
SILICON VALLEY BANCSHARES COMMON 827064106 212,850.00 8,600 SH X 1,2,3 8,600
SILICON VALLEY GROUP INC COMMON 827066101 299,254.00 17,800 SH X 1,2,3 17,800
SIMON PROPERTY GROUP INC COMMON 828806109 10,150,000.00 400,000 SH X 1,2,3 400,000
SIMPSON MANUFACTURING COMMON 829073105 294,500.00 6,200 SH X 1,2,3 6,200
SKYWEST INC COMMON 830879102 289,326.00 11,602 SH X 1,2,3 11,602
SMITH(A.O.) CORP - CL B COMMON 831865209 308,059.00 11,002 SH X 1,2,3 11,002
SMITH INT'L INC COMMON 832110100 3,388,125.00 78,000 SH X 1,2,3 78,000
SMITHFIELD FOODS INC COMMON 832248108 631,959.00 18,900 SH X 1,2,3 18,900
SMITHKLINE BEECHAM PLC-A FOREIG 832378301 3,052,165.00 46,201 SH X 1,2,3 46,201
SOCIEDAD QUIMICA Y MINERA FOREIG 833635105 5,461,900.00 154,400 SH X 1,2,3 154,400
SOCIEDAD QUIMICA Y MINERA- FOREIG 833636103 312,410.00 8,926 SH X 1,2,3 8,926
PAGE COLUMN TOTALS 101,153,039.00
32
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SOFTWORKS INC COMMON 83404P102 1,430,000.00 130,000 SH X 1,2,3 130,000
SOLA INTL INC COMMON 834092108 217,714.00 11,201 SH X 1,2,3 11,201
SONIC CORP COMMON 835451105 283,838.00 8,700 SH X 1,2,3 8,700
SONY CORPORATION ADR FOREIG 835699307 552,188.00 5,003 SH X 1,2,3 5,003
SOUTHERN CO COMMON 842587107 1,134,320.00 42,805 SH X 1,2,3 42,805
SOUTHTRUST CORP COMMON 844730101 13,596,449.00 354,305 SH X 1,2,3 354,305
SOUTHWEST AIRLINES COMMON 844741108 18,718,905.00 601,403 SH X 1,2,3 601,403
SOUTHWEST AIRLINES COMMON 844741108 311,000.00 10,000 SH X 1 10,000
Total SOUTHWEST AIRLINES 844741108 19,029,905.00 611,403 611,403
SOUTHWEST GAS CORP COMMON 844895102 452,444.00 15,806 SH X 1,2,3 15,806
SPECTRIAN CORP COMMON 847608106 3,043,550.00 209,900 SH X 1,2,3 209,900
SPEEDFAM-IPEC INC COMMON 847705100 6,403,396.00 398,655 SH X 1,2,3 398,655
SPORTS AUTHORITY COMMON 849176102 65,668.00 14,800 SH X 1,2,3 14,800
SPRINT CORP (FON GROUP) COMMON 852061100 67,613,600.00 1,280,258 SH X 1,2,3 1,280,258
SPRINT CORP (PCS GROUP) COMMON 852061506 3,162,656.00 55,364 SH X 1,2,3 55,364
STANCORP FINANCIAL GROUP I COMMON 852891100 6,660,000.00 222,000 SH X 1,2,3 222,000
STANDARD-PACIFIC CORP COMMON 85375C101 194,101.00 15,004 SH X 1,2,3 15,004
STANDARD PRODUCTS CO. COMMON 853836104 207,588.00 8,101 SH X 1,2,3 8,101
STAR TELECOMMUNICATIONS IN COMMON 854923109 1,330,078.00 170,250 SH X 1,2,3 170,250
STAPLES INC COMMON 855030102 923,547.00 29,853 SH X 1,2,3 29,853
STARMEDIA NETWORK INC COMMON 855546107 3,206,250.00 50,000 SH X 1,2,3 50,000
STARTEC GLOBAL COMM. COMMON 85569E103 1,765,400.00 145,600 SH X 1,2,3 145,600
STARWOOD HOTELS/RESORTS WO COMMON 85590A203 12,989,091.00 425,001 SH X 1,2,3 425,001
STATE STREET CORP COMMON 857477103 3,406,614.00 39,902 SH X 1,2,3 39,902
STEIN MART INC COMMON 858375108 212,813.00 22,700 SH X 1,2,3 22,700
STET HELLAS TELECOM SA ADR FOREIG 859823106 3,580,000.00 160,000 SH X 1,2,3 160,000
STEWART ENTERPRISES COMMON 860370105 4,732,867.00 325,004 SH X 1,2,3 325,004
STILLWATER MINING CO COMMON 86074Q102 9,230,983.00 282,401 SH X 1,2,3 282,401
STONE ENERGY CORP COMMON 861642106 330,525.00 7,800 SH X 1,2,3 7,800
STORAGE USA COMMON 861907103 7,171,964.00 225,003 SH X 1,2,3 225,003
PAGE COLUMN TOTALS 172,927,549.00
33
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STRIDE RITE CORP COMMON 863314100 262,001.00 25,407 SH X 1,2,3 25,407
STURM RUGER & CO INC COMMON 864159108 166,792.00 15,607 SH X 1,2,3 15,607
SUIZA FOODS COMMON 865077101 7,202,500.00 172,000 SH X 1,2,3 172,000
SUMMIT BANCORP COMMON 866005101 397,297.00 9,502 SH X 1,2,3 9,502
SUMMIT TECH COMMON 86627E101 627,154.00 28,507 SH X 1,2,3 28,507
SUN COMMUNITIES COMMON 866674104 7,987,519.00 225,001 SH X 1,2,3 225,001
SUN MICROSYSTEMS COMMON 866810104 9,711,375.00 141,000 SH X 1,2,3 141,000
SUNCOR ENERGY INC FOREIG 867229106 14,706,300.00 357,600 SH X 1,2,3 357,600
SUNGARD DATA SYSTEMS COMMON 867363103 3,243,000.00 94,000 SH X 1,2,3 94,000
SUNRISE ASSISTED LIVING COMMON 86768K106 6,591,445.00 189,002 SH X 1,2,3 189,002
SUNTRUST BANKS INC COMMON 867914103 1,138,958.00 16,403 SH X 1,2,3 16,403
SUPERIOR CONSULTANT HLDGS COMMON 868146101 5,060,938.00 205,000 SH X 1,2,3 205,000
SUPERIOR SERVICES INC COMMON 868316100 397,770.00 14,905 SH X 1,2,3 14,905
SUSQUEHANNA BANCSHARES INC COMMON 869099101 329,005.00 18,602 SH X 1,2,3 18,602
SYBRON INT'L COMMON 87114F106 7,028,438.00 255,000 SH X 1,2,3 255,000
SYNOPSYS INC COMMON 871607107 9,448,100.00 171,200 SH X 1,2,3 171,200
SYNOVUS FINANCIAL CORP COMMON 87161C105 286,611.00 14,421 SH X 1,2,3 14,421
SYSCO CORP COMMON 871829107 6,508,172.00 218,303 SH X 1,2,3 218,303
TJ INTL INC COMMON 872534102 241,882.00 7,803 SH X 1,2,3 7,803
TJX COMPANIES INC COMMON 872540109 463,125.00 13,903 SH X 1,2,3 13,903
TNP ENTERPRISES INC COMMON 872594106 304,658.00 8,404 SH X 1,2,3 8,404
TRW INC COMMON 872649108 5,147,501.00 93,804 SH X 1,2,3 93,804
TALK.COM INC COMMON 874264104 340,875.00 30,300 SH X 1,2,3 30,300
TANDY CORP. COMMON 875382103 616,521.00 12,614 SH X 1,2,3 12,614
TECHNE CORP COMMON 878377100 8,246,875.00 325,000 SH X 1,2,3 325,000
TECHNITROL INC COMMON 878555101 264,531.00 8,203 SH X 1,2,3 8,203
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 223,819.00 20,701 SH X 1,2,3 20,701
TEKELEC COMMON 879101103 1,098,094.00 90,100 SH X 1,2,3 90,100
TELEBRAS-SPONS ADR PFD BLO Foreig 879287308 2,435,063.00 27,000 SH X 1,2,3 27,000
TELEFONICA SA -SPON ADR FOREIG 879382208 18,351,637.00 124,735 SH X 1,2,3 124,735
PAGE COLUMN TOTALS 118,827,956.00
34
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TELEFONOS DE MEX -SPON AD FOREIG 879403780 4,041,356.00 50,009 SH X 1,2,3 50,009
TELIGENT INC CL A COMMON 87959Y103 5,951,344.00 99,500 SH X 1,2,3 99,500
TELLABS INC COMMON 879664100 5,931,988.00 87,800 SH X 1,2,3 87,800
TENFOLD CORPORATION COMMON 88033A103 1,435,100.00 45,200 SH X 1,2,3 45,200
TENET HEALTHCARE CORP COMMON 88033G100 1,822,838.00 98,200 SH X 1,2,3 98,200
TENNECO INC COMMON 88037E101 419,388.00 17,566 SH X 1,2,3 17,566
TERADYNE INC COMMON 880770102 8,308,650.00 115,800 SH X 1,2,3 115,800
TERAYON COMMUNICATION SYST COMMON 880775101 6,794,400.00 121,600 SH X 1,2,3 121,600
TEVA PHARMACEUTICAL INDUST FOREIG 881624209 4,924,553.00 100,501 SH X 1,2,3 100,501
TETRA TECH INC COMMON 88162G103 567,320.00 34,383 SH X 1,2,3 34,383
TEXACO INC COMMON 881694103 107,806,471.00 1,724,906 SH X 1,2,3 1,724,906
TEXACO INC COMMON 881694103 166,000.00 2,656 SH X 1 2,656
TEXACO INC COMMON 881694103 44,000.00 702 SH X X 1 702
Total TEXACO INC 881694103 108,016,471.00 1,728,264 1,728,264
TEXAS INDUSTRIES INC COMMON 882491103 403,111.00 10,403 SH X 1,2,3 10,403
TEXAS INSTRUMENTS INC COMMON 882508104 43,718,430.00 301,506 SH X 1,2,3 301,506
TEXAS UTILITIES CO COMMON 882848104 82,075,167.00 1,989,701 SH X 1,2,3 1,989,701
TEXTRON INC COMMON 883203101 823,152.00 10,000 SH X 1,2,3 10,000
3 COM COMMON 885535104 14,489,978.00 542,950 SH X 1,2,3 542,950
TIMBERLAND CO. COMMON 887100105 353,925.00 5,200 SH X 1,2,3 5,200
TIME WARNER INC COMMON 887315109 21,109,281.00 287,201 SH X 1,2,3 287,201
TIME WARNER TELECOM -CL A COMMON 887319101 1,450,000.00 50,000 SH X 1,2,3 50,000
TITAN WHEEL COMMON 88830M102 153,209.00 12,902 SH X 1,2,3 12,902
TOLL BROTHERS INC COMMON 889478103 403,016.00 18,800 SH X 1,2,3 18,800
TOMKINS PLC-SPONSORED ADR FOREIG 890030208 27,375,000.00 1,500,000 SH X 1,2,3 1,500,000
TOOTSIE ROLL INDUSTRIES IN COMMON 890516107 540,775.00 14,001 SH X 1,2,3 14,001
TORO CO COMMON 891092108 248,268.00 6,305 SH X 1,2,3 6,305
TOTAL RENAL CARE HOLDINGS COMMON 89151A107 2,194,313.00 141,000 SH X 1,2,3 141,000
TOWER AUTOMOTIVE COMMON 891707101 551,983.00 21,700 SH X 1,2,3 21,700
TOYS R US INC. COMMON 892335100 322,717.00 15,600 SH X 1,2,3 15,600
PAGE COLUMN TOTALS 344,425,733.00
35
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TRANSAMERICA CORP COMMON 893485102 502,509.00 6,700 SH X 1,2,3 6,700
TRANSWITCH CORP COMMON 894065101 18,298,594.00 386,250 SH X 1,2,3 386,250
TREDEGAR INDS INC COMMON 894650100 367,604.00 16,901 SH X 1,2,3 16,901
TRIARC COMPANIES COMMON 895927101 227,375.00 10,700 SH X 1,2,3 10,700
TRICON GLOBAL RESTAURANTS COMMON 895953107 465,475.00 8,600 SH X 1,2,3 8,600
TRIBUNE CO COMMON 896047107 5,341,014.00 61,303 SH X 1,2,3 61,303
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 7,629,919.00 134,300 SH X 1,2,3 134,300
TRISTAR AEROSPACE CO COMMON 89674L101 1,856,250.00 225,000 SH X 1,2,3 225,000
TRIUMPH GROUP INC COMMON 896818101 6,120,000.00 240,000 SH X 1,2,3 240,000
TRUE NORTH COMMUNICATIONS COMMON 897844106 654,078.00 21,803 SH X 1,2,3 21,803
TRUSTCO BANK CORP NY COMMON 898349105 416,781.00 15,508 SH X 1,2,3 15,508
TUBOS DE ACERO DE MEXICO A FOREIG 898592506 9,165,450.00 842,800 SH X 1,2,3 842,800
TUBOSCOPE INC COMMON 898600101 484,538.00 35,400 SH X 1,2,3 35,400
TUESDAY MORNING CORP COMMON 899035505 2,728,500.00 107,000 SH X 1,2,3 107,000
24/7 MEDIA INC COMMON 901314104 3,630,550.00 94,300 SH X 1,2,3 94,300
TYCO INTERNATIONAL LTD COMMON 902124106 26,707,883.00 281,877 SH X 1,2,3 281,877
UST CORP COMMON 902900109 623,276.00 20,604 SH X 1,2,3 20,604
USX CORP 6.50% CUM CV. PRE PREF C 902905819 12,234,375.00 250,000 SH X 1,2,3 250,000
USX-MARATHON GROUP COMMON 902905827 677,290.00 20,800 SH X 1,2,3 20,800
UST INC COMMON 902911106 3,071,257.00 105,000 SH X 1,2,3 105,000
US BANCORP COMMON 902973106 4,280,643.00 125,901 SH X 1,2,3 125,901
US LIQUIDS INC COMMON 902974104 1,774,375.00 85,000 SH X 1,2,3 85,000
ULTRATECH STEPPER INC COMMON 904034105 186,769.00 12,400 SH X 1,2,3 12,400
UNILEVER N V -NY SHARES FOREIG 904784709 3,579,082.00 51,313 SH X 1,2,3 51,313
UNICOM CORP COMMON 904911104 590,082.00 15,302 SH X 1,2,3 15,302
UNION CARBIDE COMMON 905581104 560,735.00 11,502 SH X 1,2,3 11,502
UNION PACIFIC CORP COMMON 907818108 810,585.00 13,901 SH X 1,2,3 13,901
UNION PACIFIC RESOURCES COMMON 907834105 384,008.00 23,541 SH X 1,2,3 23,541
UNION PLANTERS CORP. COMMON 908068109 375,395.00 8,401 SH X 1,2,3 8,401
UNISYS CORP COMMON 909214108 19,212,792.00 493,426 SH X 1,2,3 493,426
PAGE COLUMN TOTALS 132,957,184.00
36
<PAGE>
UNISYS CORP PFD SER A CVT PREF C 909214207 42,195,139.00 647,910 SH X 1,2,3 647,910
UNITED BANKSHARES INC COMMON 909907107 546,079.00 20,607 SH X 1,2,3 20,607
UNITED HEALTH CARE CORP COMMON 910581107 13,264,143.00 211,803 SH X 1,2,3 211,803
UNITED ILLUMINATING CO COMMON 910637107 411,765.00 9,703 SH X 1,2,3 9,703
UNITED NATURAL FOODS INC COMMON 911163103 4,826,250.00 195,000 SH X 1,2,3 195,000
U S HOME CORP COMMON 911920106 259,150.00 7,300 SH X 1,2,3 7,300
US WEST INC COMMON 91273H101 72,201,646.00 1,228,964 SH X 1,2,3 1,228,964
US TRUST CORP COMMON 91288L105 851,000.00 9,200 SH X 1,2,3 9,200
UNITED TECHNOLOGIES CORP COMMON 913017109 19,169,923.00 267,410 SH X 1,2,3 267,410
UNITED WATER RESOURCES INC COMMON 913190104 444,812.00 19,606 SH X 1,2,3 19,606
UNITRODE CORP COMMON 913283107 421,699.00 14,700 SH X 1,2,3 14,700
UNIVERSAL CORP-VA COMMON 913456109 2,843,859.00 100,004 SH X 1,2,3 100,004
UNIVERSAL FOREST PRODUCTS COMMON 913543104 219,346.00 10,202 SH X 1,2,3 10,202
UNIVERSAL HEALTH SERVICES COMMON 913903100 716,250.00 15,000 SH X 1,2,3 15,000
UNIVISION COMMUNICATIONS C COMMON 914906102 5,841,000.00 88,500 SH X 1,2,3 88,500
UNOCAL CORP COMMON 915289102 1,589,020.00 40,101 SH X 1,2,3 40,101
UNUMPROVIDENT CORP COMMON 91529Y106 509,308.00 9,302 SH X 1,2,3 9,302
US FREIGHTWAYS CORP COMMON 916906100 578,946.00 12,501 SH X 1,2,3 12,501
US WEB CORP COMMON 917327108 5,382,710.00 242,601 SH X 1,2,3 242,601
V F CORP COMMON 918204108 350,743.00 8,205 SH X 1,2,3 8,205
VAIL RESORTS COMMON 91879Q109 7,437,518.00 425,001 SH X 1,2,3 425,001
VALASSIS COMMUNICATIONS IN COMMON 918866104 1,043,813.00 28,500 SH X 1,2,3 28,500
VALMONT INDUSTRIES COMMON 920253101 189,067.00 11,101 SH X 1,2,3 11,101
VANTIVE CORP COMMON 922091103 137,244.00 12,000 SH X 1,2,3 12,000
VARCO INTERNATIONAL INC COMMON 922126107 1,859,375.00 170,000 SH X 1,2,3 170,000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 373,779.00 14,803 SH X 1,2,3 14,803
VERTEX PHARMACEUTICALS INC COMMON 92532F100 279,850.00 11,600 SH X 1,2,3 11,600
VIACOM INC CLASS B COMMON 925524308 1,683,704.00 38,266 SH X 1,2,3 38,266
VICOR CORP COMMON 925815102 336,873.00 15,900 SH X 1,2,3 15,900
VINTAGE PETROLEUM INC COMMON 927460105 277,376.00 25,802 SH X 1,2,3 25,802
PAGE COLUMN TOTALS 186,241,387.00
37
<PAGE>
VITESSE SEMICONDUCTOR CORP COMMON 928497106 12,469,194.00 184,900 SH X 1,2,3 184,900
VODAFONE AIRTOUCH PLC-SP A FOREIG 92857T107 44,413,714.00 225,450 SH X 1,2,3 225,450
VOICESTREAM WIRELESS CORP COMMON 928615103 3,440,938.00 121,000 SH X 1,2,3 121,000
WD-4O CO COMMON 929236107 200,118.00 8,005 SH X 1,2,3 8,005
WICOR INC COMMON 929253102 486,189.00 17,403 SH X 1,2,3 17,403
WABASH NATIONAL CORP COMMON 929566107 226,782.00 11,705 SH X 1,2,3 11,705
WACHOVIA CORP COMMON 929771103 924,143.00 10,801 SH X 1,2,3 10,801
WAL-MART STORES COMMON 931142103 65,060,635.00 1,348,407 SH X 1,2,3 1,348,407
WALGREEN CO. COMMON 931422109 2,781,834.00 94,701 SH X 1,2,3 94,701
WARNER LAMBERT COMPANY COMMON 934488107 14,001,979.00 201,830 SH X 1,2,3 201,830
WASHINGTON MUTUAL, INC. COMMON 939322103 33,867,011.00 957,371 SH X 1,2,3 957,371
WASTE CONNECTIONS INC COMMON 941053100 3,660,000.00 120,000 SH X 1,2,3 120,000
WASTE MANAGEMENT INC COMMON 94106L109 1,820,625.00 33,872 SH X 1,2,3 33,872
WATSCO INC COMMON 942622200 242,425.00 14,805 SH X 1,2,3 14,805
WEATHERFORD INTERNATIONAL COMMON 947074100 1,164,675.00 31,800 SH X 1,2,3 31,800
WEEKS CORP COMMON 94856P102 10,675,042.00 350,001 SH X 1,2,3 350,001
WELLS FARGO COMPANY COMMON 949746101 6,130,055.00 143,400 SH X 1,2,3 143,400
WELLS FARGO COMPANY COMMON 949746101 223,000.00 5,220 SH X 1 5,220
WELLS FARGO COMPANY COMMON 949746101 9,000.00 200 SH X X 1 200
Total WELLS FARGO CO. 949746101 6,362,055.00 148,820 148,620 200
WERNER ENTERPRISES COMMON 950755108 417,129.00 20,103 SH X 1,2,3 20,103
WESTERN WIRELESS CORP CL A COMMON 95988E204 3,267,000.00 121,000 SH X 1,2,3 121,000
WESTPAC BANKING -SPON ADR FOREIG 961214301 18,356,250.00 550,000 SH X 1,2,3 550,000
WESTWOOD ONE INC COMMON 961815107 517,462.00 14,500 SH X 1,2,3 14,500
WET SEAL INC - CL A COMMON 961840105 486,625.00 17,000 SH X 1,2,3 17,000
WEYERHAEUSER CO COMMON 962166104 16,929,876.00 246,253 SH X 1,2,3 246,253
WHITNEY HOLDING CORP COMMON 966612103 413,489.00 10,402 SH X 1,2,3 10,402
WHITTMAN-HART INC COMMON 966834103 654,050.00 20,600 SH X 1,2,3 20,600
WHOLE FOODS MARKET INC COMMON 966837106 543,101.00 11,300 SH X 1,2,3 11,300
WILD OATS MARKETS INC COMMON 96808B107 4,581,906.00 151,000 SH X 1,2,3 151,000
PAGE COLUMN TOTALS 247,964,247.00
38
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WILLIAMS COS INC COMMON 969457100 1,098,168.00 25,802 SH X 1,2,3 25,802
WILLIAM SONOMA INC. COMMON 969904101 6,464,681.00 185,700 SH X 1,2,3 185,700
WINN-DIXIE STORES COMMON 974280109 310,326.00 8,401 SH X 1,2,3 8,401
WINNEBAGO INDUSTRIES COMMON 974637100 216,067.00 9,603 SH X 1,2,3 9,603
WINSTAR COMMUNICATIONS COMMON 975515107 4,899,375.00 100,500 SH X 1,2,3 100,500
WOLVERINE WORLD WIDE COMMON 978097103 268,861.00 19,204 SH X 1,2,3 19,204
WORLD COLOR PRESS INC COMMON 981443104 489,500.00 17,800 SH X 1,2,3 17,800
WRIGLEY (WM) JR CO COMMON 982526105 1,170,095.00 13,001 SH X 1,2,3 13,001
X-RITE INC COMMON 983857103 66,341.00 10,306 SH X 1,2,3 10,306
XIRCOM INC COMMON 983922105 348,719.00 11,600 SH X 1,2,3 11,600
XEROX CORP COMMON 984121103 31,586,680.00 534,801 SH X 1,2,3 534,801
YAHOO! CORP COMMON 984332106 3,621,212.00 21,023 SH X 1,2,3 21,023
YELLOW CORP COMMON 985509108 239,625.00 13,500 SH X 1,2,3 13,500
ZALE CORP COMMON 988858106 672,000.00 16,800 SH X 1,2,3 16,800
ZANY BRAINY INC COMMON 98906Q101 484,375.00 50,000 SH X 1,2,3 50,000
ZEBRA TECHNOLOGIES CORP COMMON 989207105 526,587.00 13,700 SH X 1,2,3 13,700
ZENITH NATIONAL INSURANCE COMMON 989390109 253,748.00 10,304 SH X 1,2,3 10,304
ZIFF-DAVIS INC - ZDNET COMMON 989511209 962,000.00 37,000 SH X 1,2,3 37,000
ZIPLINK INC COMMON 989741103 1,500,000.00 120,000 SH X 1,2,3 120,000
DAIMLERCHRYSLER AG FOREIG D1668R123 88,664,277.00 997,629 SH X 1,2,3 997,629
GLOBAL CROSSING LTD FOREIG G3921A100 4,134,625.00 97,000 SH X 1,2,3 97,000
RSL COMMUNICATIONS LTD-CL FOREIG G7702U102 1,566,244.00 81,100 SH X 1,2,3 81,100
TOMMY HILFIGER CORP FOREIG G8915Z102 8,989,050.00 122,300 SH X 1,2,3 122,300
PANAMERICAN BEVERAGES CL A FOREIG P74823108 8,558,405.00 359,408 SH X 1,2,3 359,408
FLEXTRONICS INTL LTD FOREIG Y2573F102 8,302,800.00 149,600 SH X 1,2,3 149,600
PAGE COLUMN TOTALS 175,393,761.00
AGGREGATE COLUMN TOTALS 9,010,482,120.00
39
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