UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
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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
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Address: 9800 Fredericksburg Road
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San Antonio, Texas 78288
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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
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Title: Vice President - Senior Financial Officer
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Phone: (210) 498-7804
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Signature, Place, and Date of Signing:
/s/SHERRON KIRK SAN ANTONIO, TEXAS NOVEMBER 10, 1999
- --------------- ------------------ -----------------
<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: 1,213
Form 13F Information Table Value Total: $ 8,413,775
-----------
(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
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
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 CUSIP VALUE PRN AMT PRN CALL DISCRETION AGERS
CLASS 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 10,832,400 601,800 SH X 1,2,3 601,800
ABM INDUSTRIES INC COMMON 000957100 289,275 11,400 SH X 1,2,3 11,400
AFLAC INC COMMON 001055102 628,125 15,000 SH X 1,2,3 15,000
AES CORPORATION COMMON 00130H105 678,500 11,500 SH X 1,2,3 11,500
AMC ENTERTAINMENT INC COMMON 001669100 864,125 62,000 SH X 1,2,3 62,000
AT & T CORP COMMON 001957109 39,975,391 918,975 SH X 1,2,3 918,975
AT & T CORP COMMON 001957109 986,363 22,675 SH X 1 22,675
Total AT&T CORP 001957109 40,961,754 941,650 SH 941,650
AT&T CANADA INC FOREIG 00207Q202 9,176,906 146,100 SH X 1,2,3 205,092
ABBOTT LABORATORIES COMMON 002824100 7,537,400 205,092 SH X 1,2,3 205,092
ABBOTT LABORATORIES COMMON 002824100 162,000 4,408 SH X 1 4,408
ABBOTT LABORATORIES COMMON 002824100 121,000 3,300 SH X X 1 300 300
Total ABBOTT LABORATORIES 002824100 7,820,400 212,800 SH 209,800 300
ABERCROMBIE & FITCH CO-CL COMMON 002896207 9,196,875 9,196,875 SH X 1,2,3 270,000
ACCREDO HEALTH INC COMMON 00437V104 3,833,550 121,700 SH X 1,2,3 121,700
ACXIOM CORP COMMON 005125109 691,891 35,200 SH X 1,2,3 35,200
ADAC LABS COMMON 005313200 115,782 11,800 SH X 1,2,3 11,800
ADAPTIVE BROADBAND COMMON 00650M104 231,150 6,900 SH X 1,2,3 6,900
ADVANCE PARADIGM INC COMMON 007491103 6,548,100 119,600 SH X 1,2,3 119,600
ADVANCED FIBER COMM COMMON 00754A105 2,879,150 129,400 SH X 1,2,3 129,400
ADVANCED TISSUE SCIENCES I COMMON 00755F103 61,560 20,000 SH X 1,2,3 20,000
ADVO INC COMMON 007585102 207,345 10,400 SH X 1,2,3 10,400
ADVANCED MICRO DEVICES COMMON 007903107 3,915,313 227,800 SH X 1,2,3 227,800
AETNA INC COMMON 008117103 41,004,319 832,575 SH X 1,2,3 832,575
AFFYMETRIX INC COMMON 00826T108 5,217,188 53,000 SH X 1,2,3 53,000
AGILE SOFTWARE CORP COMMON 00846X105 1,152,000 18,000 SH X 1,2,3 18,000
AGNICO-EAGLE MINES FOREIG 008474108 6,975,000 900,000 SH X 1,2,3 900,000
AGRIBRANDS INTERNATIONAL I COMMON 00849R105 253,088 5,100 SH X 1,2,3 5,100
AIR EXPRESS INTL CORP COMMON 009104100 349,380 15,400 SH X 1,2,3 15,400
AIR PRODUCTS & CHEMICALS I COMMON 009158106 4,394,250 151,200 SH X 1,2,3 151,200
ALBERTSON'S INC COMMON 013104104 2,358,133 59,606 SH X 1,2,3 59,606
ALCAN ALUMINUM LTD COMMON 013716105 375,000 12,000 SH X 1,2,3 12,000
ALCOA INC COMMON 013817101 72,352,463 1,165,800 SH X 1,2,3 1,165,800
ALEXANDRIA REAL ESTATE EQU COMMON 015271109 5,298,750 180,000 SH X 1,2,3 180,000
ALLEGHENY ENERGY INC COMMON 017361106 42,231,094 1,327,500 SH X 1,2,3 1,327,500
ALLIANT ENERGY CORP COMMON 018802108 34,720,125 1,254,000 SH X 1,2,3 1,254,000
ALLIANT TECHSYSTEMS INC COMMON 018804104 402,010 5,800 SH X 1,2,3 5,800
ALLIED SIGNAL COMMON 019512102 21,367,719 356,500 SH X 1,2,3 356,500
ALLIED WASTE INDUSTRIES IN COMMON 019589308 1,840,781 157,500 SH X 1,2,3 157,500
PAGE COLUMN TOTALS 339,223,501
1
<PAGE>
ALLSCRIPTS INC COMMON 019886100 396,875 25,000 SH X 1,2,3 25,000
ALLSTATE CORP COMMON 020002101 10,059,788 403,400 SH X 1,2,3 403,400
ALLTEL CORP COMMON 020039103 1,301,938 18,500 SH X 1,2,3 18,500
ALPHA INDUSTRIES INC COMMON 020753109 496,373 8,800 SH X 1,2,3 8,800
ALPHARMA INC-CL A COMMON 020813101 5,070,875 143,600 SH X 1,2,3 143,600
AMAZON.COM INC COMMON 023135106 2,233,000 28,000 SH X 1,2,3 28,000
AMCOL INTL CORP COMMON 02341W103 364,325 24,700 SH X 1,2,3 24,700
AMERICA ON LINE INC COMMON 02364J104 43,014,400 413,600 SH X 1,2,3 413,600
AMERICAN ELECTRIC POWER COMMON 025537101 399,263 11,700 SH X 1,2,3 11,700
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 208,281 4,300 SH X 1,2,3 4,300
AMERICAN EXPRESS COMMON 025816109 18,025,688 133,903 SH X 1,2,3 133,903
AMERICAN EXPRESS COMMON 025816109 189,000 1,397 SH X 1 1,397
AMERICAN EXPRESS COMMON 025816109 27,000 200 SH X X 1 200
Total AMERICAN EXPRESS 025816109 18,241,688 135,500 135,500
AMERICAN FREIGHTWAYS CORP COMMON 02629V108 252,799 13,900 SH X 1,2,3 13,900
AMERICAN GENERAL COMMON 026351106 4,050,319 64,100 SH X 1,2,3 64,100
AMERICAN GREETINGS CLASS A COMMON 026375105 13,866,375 538,500 SH X 1,2,3 538,500
AMERICAN HOME PRODUCTS COR COMMON 026609107 111,315,450 2,682,300 SH X 1,2,3 2,682,300
AMERICAN INTERNATIONAL GRO COMMON 026874107 68,911,357 792,654 SH X 1,2,3 792,654
AMERICAN ITALIAN PASTA CL COMMON 027070101 5,209,750 182,000 SH X 1,2,3 182,000
AMERICAN MANAGEMENT SYS COMMON 027352103 487,464 19,000 SH X 1,2,3 19,000
AMERICREDIT CORP COMMON 03060R101 494,415 33,100 SH X 1,2,3 33,100
AMES DEPARTMENT STORES COMMON 030789507 414,375 13,000 SH X 1,2,3 13,000
AMERITECH CORPORATION/DEL COMMON 030954101 4,521,719 67,300 SH X 1,2,3 67,300
AMGEN INC COMMON 031162100 32,298,450 396,300 SH X 1,2,3 396,300
AMRESCO INC COMMON 031909104 66,900 22,300 SH X 1,2,3 22,300
AMSOUTH BANCORPORATION COMMON 032165102 270,697 11,550 SH X 1,2,3 11,550
ANADARKO PETROLEUM CORP COMMON 032511107 4,009,800 131,200 SH X 1,2,3 131,200
ANALOG DEVICES COMMON 032654105 13,694,000 267,200 SH X 1,2,3 267,200
ANALYSTS INTERNATIONAL COR COMMON 032681108 111,013 10,700 SH X 1,2,3 10,700
ANCHOR BANCORP WISCONSIN I COMMON 032839102 183,625 11,300 SH X 1,2,3 11,300
ANCHOR GAMING COMMON 033037102 315,350 5,300 SH X 1,2,3 5,300
ANCOR COMMUNICATIONS INC COMMON 03332K108 2,771,775 114,300 SH X 1,2,3 114,300
ANHEUSER BUSCH COS INC. COMMON 035229103 33,293,700 475,200 SH X 1,2,3 475,200
ANIXTER INTERNATIONAL INC COMMON 035290105 404,550 17,400 SH X 1,2,3 17,400
ANN TAYLOR STORES INC COMMON 036115103 482,325 11,800 SH X 1,2,3 11,800
AON CORP COMMON 037389103 434,561 14,700 SH X 1,2,3 14,700
APACHE CORP COMMON 037411105 23,213,281 537,500 SH X 1,2,3 537,500
APOGEE ENTERPRISES INC COMMON 037598109 95,622 13,600 SH X 1,2,3 13,600
PAGE COLUMN TOTALS 402,956,478
2
<PAGE>
APPLE COMPUTER INC COMMON 037833100 569,808 9,000 SH X 1,2,3 9,000
APPLEBEES INTL COMMON 037899101 458,143 13,600 SH X 1,2,3 13,600
APPLIED MATERIALS INC COMMON 038222105 43,812,475 562,600 SH X 1,2,3 562,600
APPL POWER INC COMMON 038225108 513,338 16,900 SH X 1,2,3 16,900
APPLIED MICRO CIRCUITS COR COMMON 03822W109 17,271,000 303,000 SH X 1,2,3 303,000
APTAR GROUP COMMON 038336103 433,350 16,200 SH X 1,2,3 16,200
ARCH CHEMICALS INC COMMON 03937R102 587,606 36,300 SH X 1,2,3 36,300
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 514,413 42,210 SH X 1,2,3 42,210
ARCTIC CAT INC COMMON 039670104 141,518 14,800 SH X 1,2,3 14,800
ARMOR HOLDINGS COMMON 042260109 214,238 19,700 SH X 1,2,3 19,700
ARTESYN TECHNOLOGIES INC COMMON 043127109 328,146 17,300 SH X 1,2,3 17,300
ARTHROCARE CORP COMMON 043136100 294,975 5,400 SH X 1,2,3 5,400
ASHANTI GOLDFIELDS GDS FOREIG 043743202 8,212,838 1,042,900 SH X 1,2,3 1,042,900
ASK JEEVES INC COMMON 045174109 1,380,000 40,000 SH X 1,2,3 40,000
ASPECT TELECOMMUNICATIONS COMMON 045237104 381,780 22,500 SH X 1,2,3 22,500
ASPEN TECHNOLOGY INC IPO COMMON 045327103 113,100 11,600 SH X 1,2,3 11,600
ASSOCIATES FIRST CAPITAL-A COMMON 046008108 25,289,136 702,476 SH X 1,2,3 702,476
ASTEC INDUSTRIES INC COMMON 046224101 366,700 15,200 SH X 1,2,3 15,200
ATLANTIC COAST AIRLINES HO COMMON 048396105 2,373,175 133,700 SH X 1,2,3 133,700
ATLANTIC RICHFIELD CO COMMON 048825103 54,876,600 619,200 SH X 1,2,3 619,200
ATMOS ENERGY COMMON 049560105 390,825 16,200 SH X 1,2,3 16,200
AUSPEX SYSTEMS INC COMMON 052116100 107,388 12,100 SH X 1,2,3 12,100
AUTHENTIC FITNESS CORP COMMON 052661105 203,719 11,600 SH X 1,2,3 11,600
AUTOMATIC DATA PROCESSING COMMON 053015103 1,793,925 40,200 SH X 1,2,3 40,200
AVALONBAY COMMUNITIES INC COMMON 053484101 7,113,750 210,000 SH X 1,2,3 210,000
AVERY DENNISON CORP COMMON 053611109 27,883,650 528,600 SH X 1,2,3 528,600
AVIATION SALES CO COMMON 053672101 5,101,500 268,500 SH X 1,2,3 268,500
AVID TECHNOLOGY INC COMMON 05367P100 140,438 10,700 SH X 1,2,3 10,700
AVON PRODUCTS, INC. COMMON 054303102 5,610,106 226,100 SH X 1,2,3 226,100
AZTAR CORP COMMON 054802103 230,625 22,500 SH X 1,2,3 22,500
BB&T CORP COMMON 054937107 566,563 17,500 SH X 1,2,3 17,500
BISYS GROUP COMMON 055472104 633,231 13,500 SH X 1,2,3 13,500
BMC INDUSTRIES INC-MINN COMMON 055607105 151,438 12,300 SH X 1,2,3 12,300
BMC SOFTWARE INC COMMON 055921100 2,612,031 36,500 SH X 1,2,3 36,500
BAKER HUGHES INC COMMON 057224107 3,045,000 105,000 SH X 1,2,3 105,000
BALDOR ELECTRIC CO COMMON 057741100 346,547 18,300 SH X 1,2,3 18,300
BALL CORP COMMON 058498106 13,461,094 305,500 SH X 1,2,3 305,500
BANCO DE GALICIA Y BUENOS FOREIG 059538207 1,352,813 65,000 SH X 1,2,3 65,000
BANK OF AMERICA CORP COMMON 060505104 79,079,758 1,420,063 SH X 1,2,3 1,420,063
PAGE COLUMN TOTALS 307,956,740
3
<PAGE>
BANK OF NEW YORK COMMON 064057102 3,674,781 109,900 SH X 1,2,3 109,900
BANK ONE CORP COMMON 06423A103 53,000,291 1,522,450 SH X 1,2,3 1,522,450
BANK UNITED CORP COMMON 065412108 3,399,375 105,000 SH X 1,2,3 105,000
BANKBOSTON CORP COMMON 06605R106 11,021,588 254,100 SH X 1,2,3 254,100
BANKNORTH GRP COMMON 06646L100 337,588 11,300 SH X 1,2,3 11,300
BARNES GROUP INC COMMON 067806109 202,626 10,100 SH X 1,2,3 10,100
BARNESANDNOBLE.COM INC COMMON 067846105 2,578,219 133,500 SH X 1,2,3 133,500
BARRICK GOLD CORP FOREIG 067901108 11,327,400 520,800 SH X 1,2,3 520,800
BARR LABS INC COMMON 068306109 333,375 10,500 SH X 1,2,3 10,500
BARRA INC COMMON 068313105 2,730,000 130,000 SH X 1,2,3 130,000
BARRETT RES COMMON 068480201 550,361 14,900 SH X 1,2,3 14,900
BAUSCH & LOMB INC COMMON 071707103 38,744,875 587,600 SH X 1,2,3 587,600
BAXTER INTERNATIONAL COMMON 071813109 970,025 16,100 SH X 1,2,3 16,100
BE AEROSPACE INC COMMON 073302101 122,951 10,300 SH X 1,2,3 10,300
BEAR STEARNS CO COMMON 073902108 801,422 20,850 SH X 1,2,3 20,850
BECTON DICKINSON & CO COMMON 075887109 11,786,250 420,000 SH X 1,2,3 420,000
BELDEN INC COMMON 077459105 223,450 10,900 SH X 1,2,3 10,900
BELL ATLANTIC CORP COMMON 077853109 170,291,422 2,529,854 SH X 1,2,3 2,529,854
BELL ATLANTIC CORP COMMON 077853109 304,000 4,518 SH X 1 4,132 386
BELL ATLANTIC CORP COMMON 077853109 94,000 1,394 SH X X 1 1,395
Total BELL ATLANTIC CORP 077853109 170,689,422 2,535,766 2,535,381 386
BELLSOUTH CORP COMMON 079860102 19,302,000 139,150 SH X 1,2,3 139,150
BELLSOUTH CORP COMMON 079860102 230,000 5,108 SH X 1 4,508 600
BELLSOUTH CORP COMMON 079860102 160,000 3,558 SH X X 1 1,562 1996
Total BELLSOUTH CORP 079860102 19,692,000 147,816 145,220 2596
BEMIS COMPANY COMMON 081437105 2,659,188 78,500 SH X 1,2,3 78,500
BENCHMARK ELECTRONICS COMMON 08160H101 261,309 7,400 SH X 1,2,3 7,400
BERGEN BRUNSWIG CORP -CL A COMMON 083739102 2,723,438 262,500 SH X 1,2,3 262,500
BERINGER WINE ESTATES HLDG COMMON 084102102 5,617,350 136,800 SH X 1,2,3 136,800
BEST BUY COMPANY INC COMMON 086516101 732,332 11,800 SH X 1,2,3 11,800
BESTFOODS INC COMMON 08658U101 5,708,450 117,700 SH X 1,2,3 117,700
BILLING CONCEPTS CORP COMMON 090063108 87,500 17,500 SH X 1,2,3 17,500
BINDLEY WESTERN INDS INC COMMON 090324104 213,249 14,900 SH X 1,2,3 14,900
BIO-TECHNOLOGY GEN CORP COMMON 090578105 236,947 24,700 SH X 1,2,3 24,700
BIOGEN, INC. COMMON 090597105 6,643,894 84,300 SH X 1,2,3 84,300
BIOMATRIX INC COMMON 09060P102 224,370 10,000 SH X 1,2,3 10,000
BIOVAIL CORP INTERNATIONAL COMMON 09067K106 1,583,400 31,200 SH X 1,2,3 31,200
BIRMINGHAM STEEL COMMON 091250100 115,900 15,200 SH X 1,2,3 15,200
BLACK BOX CORP COMMON 091826107 404,250 7,700 SH X 1,2,3 7,700
PAGE COLUMN TOTALS 359,397,576
4
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E.W. BLANCH HOLDINGS INC COMMON 093210102 364,700 5,600 SH X 1,2,3 5,600
BLUE SQUARE-ISRAEL LTD ADS FOREIG 096055108 1,971,750 143,400 SH X 1,2,3 143,400
BOEING COMPANY COMMON 097023105 39,394,025 924,200 SH X 1,2,3 924,200
BOSTON PROPERTIES COMMON 101121101 25,624,063 835,000 SH X 1,2,3 835,000
BOSTON SCIENTIFIC CORP. COMMON 101137107 3,142,719 127,300 SH X 1,2,3 127,300
BOWNE & CO INC COMMON 103043105 213,497 17,700 SH X 1,2,3 17,700
W.H. BRADY CO - CL A COMMON 104674106 342,400 10,700 SH X 1,2,3 10,700
BRANDYWINE REALTY TRUST COMMON 105368203 4,225,000 260,000 SH X 1,2,3 260,000
BRIGHTPOINT INC COMMON 109473108 174,016 23,900 SH X 1,2,3 23,900
BRINKER INTL INC COMMON 109641100 2,712,500 100,000 SH X 1,2,3 100,000
BRISTOL MYERS SQUIBB COMMON 110122108 176,317,775 2,612,107 SH X 1,2,3 2,612,107
BRISTOL MYERS SQUIBB COMMON 110122108 271,000 4,018 SH X 1 4,108
BRISTOL MYERS SQUIBB COMMON 110122108 187,000 2,775 SH X X 1 2,775
Total BRISTOL MYERS SQUIBB 110122108 176,775,775 2,618,900 2,618,990
BROOKS AUTOMATION COMMON 11434A100 3,456,300 196,800 SH X 1,2,3 196,800
BRUNSWICK CORP COMMON 117043109 31,044,000 1,248,000 SH X 1,2,3 1,248,000
BUCKEYE TECHNOLOGIES INC COMMON 118255108 266,679 17,000 SH X 1,2,3 17,000
BUCKLE INC (THE) COMMON 118440106 690,000 40,000 SH X 1,2,3 40,000
BURLINGTON NORTHERN SANTA COMMON 12189T104 712,250 25,900 SH X 1,2,3 25,900
BURLINGTON RESOURCES COMMON 122014103 525,525 14,300 SH X 1,2,3 14,300
BURR BROWN COMMON 122574106 588,550 14,900 SH X 1,2,3 14,900
BUSINESS OBJECTS SA-SP ADR FOREIG 12328X107 826,000 14,000 SH X 1,2,3 14,000
CAIS INTERNET COMMON 12476Q102 1,613,963 133,800 SH X 1,2,3 133,800
CBS COMMON 12490K107 20,160,375 435,900 SH X 1,2,3 435,900
C CUBE MICROSYSTEMS COMMON 125015107 700,350 16,100 SH X 1,2,3 16,100
CDI CORP COMMON 125071100 240,346 8,800 SH X 1,2,3 8,800
CEC ENTERTAINMENT INC COMMON 125137109 416,150 11,600 SH X 1,2,3 11,600
CFM TECHNOLOGIES COMMON 12525K106 1,180,800 147,600 SH X 1,2,3 147,600
CIGNA CORP COMMON 125509109 5,870,125 75,500 SH X 1,2,3 75,500
CKE RESTAURANT COMMON 12561E105 181,975 25,100 SH X 1,2,3 25,100
CSK AUTO CORPORATION COMMON 125965103 2,508,438 115,000 SH X 1,2,3 115,000
CNF TRANSPORTATION COMMON 12612W104 4,808,975 129,100 SH X 1,2,3 129,100
CSX CORP COMMON 126408103 474,600 11,200 SH X 1,2,3 11,200
CTS CORP COMMON 126501105 632,500 11,000 SH X 1,2,3 11,000
CVS CORP COMMON 126650100 14,129,288 346,200 SH X 1,2,3 346,200
CABLE DESIGN TECHNOLOGIES COMMON 126924109 278,306 12,200 SH X 1,2,3 12,200
CABOT OIL & GAS CORP COMMON 127097103 229,425 13,300 SH X 1,2,3 13,300
CADBURY SCHWEPPES PLC ADRS FOREIG 127209302 18,276,740 660,108 SH X 1,2,3 660,108
CALLAWAY GOLF CO COMMON 131193104 487,500 40,000 SH X 1,2,3 40,000
PAGE COLUMN TOTALS 365,239,605
5
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CAMBREX CORP COMMON 132011107 333,106 12,600 SH X 1,2,3 12,600
CAMPBELL SOUP CO COMMON 134429109 3,075,225 78,600 SH X 1,2,3 78,600
CANADIAN NATL RLWY COMMON FOREIG 136375102 16,120,188 531,800 SH X 1,2,3 531,800
CANADIAN OCCIDENTAL PETROL FOREIG 136420106 12,300,500 674,000 SH X 1,2,3 674,000
CANANDAIGUA BRANDS INC-CL COMMON 137219200 489,950 8,200 SH X 1,2,3 8,200
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 503,100 12,900 SH X 1,2,3 12,900
CAPITAL RE CORP COMMON 140432105 147,000 14,700 SH X 1,2,3 14,700
CAPROCK COMMUNICATIONS COR COMMON 140667106 2,929,500 126,000 SH X 1,2,3 126,000
CARBO CERAMICS COMMON 140781105 3,162,500 115,000 SH X 1,2,3 115,000
CARAUSTAR INDUSTRIES INC COMMON 140909102 336,600 13,200 SH X 1,2,3 13,200
CARDINAL HEALTH COMMON 14149Y108 757,550 13,900 SH X 1,2,3 13,900
CAREINSITE, INC COMMON 14170M106 1,923,750 38,000 SH X 1,2,3 38,000
CARNIVAL CORP COMMON 143658102 1,213,650 27,900 SH X 1,2,3 27,900
CAROLINA FIRST CORP COMMON 143877108 206,045 10,400 SH X 1,2,3 10,400
CAROLINA POWER & LIGHT COMMON 144141108 417,425 11,800 SH X 1,2,3 11,800
CASEYS GENERAL COMMON 147528103 341,853 25,500 SH X 1,2,3 25,500
CATALINA MARKETING CORP COMMON 148867104 771,789 9,100 SH X 1,2,3 9,100
CATERPILLAR INC COMMON 149123101 14,454,056 263,700 SH X 1,2,3 263,700
CATO CORP-CL A COMMON 149205106 166,297 11,800 SH X 1,2,3 11,800
CENDANT CORP COMMON 151313103 3,100,925 174,700 SH X 1,2,3 174,700
CENTOCOR, INC. COMMON 152342101 3,092,100 52,800 SH X 1,2,3 52,800
CENTRAL HUDSON GAS & ELEC COMMON 153609102 13,214,250 335,600 SH X 1,2,3 335,600
CENTRAL PARKING CORP COMMON 154785109 482,625 16,500 SH X 1,2,3 16,500
CENTURA BANKS COMMON 15640T100 521,325 12,600 SH X 1,2,3 12,600
CENTURYTEL INC. COMMON 156700106 410,313 10,100 SH X 1,2,3 10,100
CEPHALON INC COMMON 156708109 237,178 13,200 SH X 1,2,3 13,200
CERNER CORP COMMON 156782104 221,125 14,500 SH X 1,2,3 14,500
CHAMPION ENTERPRISES INC COMMON 158496109 223,200 24,800 SH X 1,2,3 24,800
CHASE MANHATTAN CORP COMMON 16161A108 57,066,413 757,100 SH X 1,2,3 757,100
CHATTEM INC COMMON 162456107 2,581,313 117,000 SH X 1,2,3 117,000
CHEAP TICKETS INC COMMON 162672109 1,978,113 61,100 SH X 1,2,3 61,100
CHECKFREE HOLDINGS CORP COMMON 162816102 5,185,863 126,100 SH X 1,2,3 126,100
CHEESECAKE FACTORY (THE) COMMON 163072101 255,300 9,200 SH X 1,2,3 9,200
CHELSEA GCA REALTY COMMON 163262108 5,692,500 180,000 SH X 1,2,3 180,000
CHEMFIRST INC COMMON 16361A106 275,851 10,100 SH X 1,2,3 10,100
CHEVRON CORP COMMON 166751107 36,143,625 407,244 SH X 1,2,3 407,244
CHEVRON CORP COMMON 166751107 322,000 3,632 SH X 1 3,432 200
CHEVRON CORP COMMON 166751107 55,000 624 SH X X 1 624
Total CHEVRON CORP 166751107 36,520,625 411,500 411,300 200
PAGE COLUMN TOTALS 227,229,728
6
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CHICO'S FAS INC COMMON 168615102 272,500 10,000 SH X 1,2,3 10,000
CHIQUITA BRANDS INTL COMMON 170032106 220,263 37,100 SH X 1,2,3 37,100
CHITTENDEN CORP COMMON 170228100 356,250 12,500 SH X 1,2,3 12,500
CHOICEPOINT INC COMMON 170388102 458,150 6,800 SH X 1,2,3 6,800
CHUBB CORP COMMON 171232101 443,327 8,900 SH X 1,2,3 8,900
CIBER INC COMMON 17163B102 399,643 26,100 SH X 1,2,3 26,100
CIENA CORP COMMON 171779101 3,387,200 92,800 SH X 1,2,3 92,800
CILCORP INC COMMON 171794100 473,128 7,300 SH X 1,2,3 7,300
CIRCUIT CITY STORES-CIRCUI COMMON 172737108 468,276 11,100 SH X 1,2,3 11,100
CISCO SYSTEMS INC COMMON 17275R102 118,911,481 1,734,352 SH X 1,2,3 1,734,352
CISCO SYSTEMS INC COMMON 17275R102 243,000 3,548 SH X 1 3,548
CISCO SYSTEMS INC COMMON 17275R102 14,000 200 SH X X 1 200
Total CISCO SYSTEMS INC 17275R102 119,168,481 1,738,100 1,738,100
CITIGROUP INC COMMON 172967101 89,643,400 2,037,350 SH X 1,2,3 2,037,350
CLARCOR INC COMMON 179895107 208,469 12,400 SH X 1,2,3 12,400
CLARIFY INC COMMON 180492100 1,303,094 25,900 SH X 1,2,3 25,900
CLEAR CHANNEL COMMUNICATIO COMMON 184502102 31,878,113 399,100 SH X 1,2,3 399,100
CLOROX COMPANY COMMON 189054109 543,150 14,200 SH X 1,2,3 14,200
COASTAL CORP COMMON 190441105 425,745 10,400 SH X 1,2,3 10,400
COCA-COLA BOTTLING CO CONS COMMON 191098102 201,935 3,600 SH X 1,2,3 3,600
COCA-COLA COMMON 191216100 17,907,231 372,616 SH X 1,2,3 372,616
COCA-COLA COMMON 191216100 364,000 7,534 SH X 1 7,534
COCA-COLA COMMON 191216100 55,000 1,150 SH X X 1 950 200
Total COCA-COLA 191216100 18,326,231 381,300 381,100 200
COFLEXIP ADS FOREIG 192384105 12,138,050 254,200 SH X 1,2,3 254,200
COGNEX CORP COMMON 192422103 567,516 18,800 SH X 1,2,3 18,800
COHERENT INC COMMON 192479103 227,582 10,200 SH X 1,2,3 10,200
COLGATE PALMOLIVE CORP COMMON 194162103 11,446,650 250,200 SH X 1,2,3 250,200
COLUMBIA BANKING SYSTEM COMMON 197236102 2,962,969 225,750 SH X 1,2,3 225,750
COLUMBIA HCA HEALTHCARE CO COMMON 197677107 3,000,150 141,600 SH X 1,2,3 141,600
COLUMBIA SPORTSWEAR COMMON 198516106 1,923,750 135,000 SH X 1,2,3 135,000
COMCAST CORP CL A NON-VOTI COMMON 200300200 1,682,725 42,200 SH X 1,2,3 42,200
COMERICA INC COMMON 200340107 486,000 9,600 SH X 1,2,3 9,600
COMMERCE BANCORP INC/NJ COMMON 200519106 547,800 13,200 SH X 1,2,3 13,200
COMMERCIAL FEDERAL CORP COMMON 201647104 555,388 28,300 SH X 1,2,3 28,300
COMMERCIAL METALS CO COMMON 201723103 232,875 8,100 SH X 1,2,3 8,100
COMMSCOPE INC COMMON 203372107 711,750 21,900 SH X 1,2,3 21,900
COMMUNITY FIRST BANKSHARES COMMON 203902101 366,188 21,700 SH X 1,2,3 21,700
GRUPO PAO DE ACUCAR ADS FOREIG 20440T201 5,662,413 285,800 SH X 1,2,3 285,800
PAGE COLUMN TOTALS 310,689,161
7
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CO DE MINAS BUENAVENTURA S FOREIG 204448104 8,777,438 507,000 SH X 1,2,3 507,000
COMPAQ COMPUTER CORP COMMON 204493100 22,065,875 962,000 SH X 1,2,3 962,000
COMPLETE BUSINESS SOLUTION COMMON 20452F107 147,825 10,800 SH X 1,2,3 10,800
COMPUTER ASSOCIATES INT'L COMMON 204912109 14,938,875 243,900 SH X 1,2,3 243,900
COMPUTER SCIENCES CORP COMMON 205363104 928,118 13,200 SH X 1,2,3 13,200
COMPUTER TASK GROUP INC COMMON 205477102 156,350 10,600 SH X 1,2,3 10,600
COMPUWARE CORP COMMON 205638109 1,339,613 51,400 SH X 1,2,3 51,400
CON AGRA COMMON 205887102 32,480,975 1,439,600 SH X 1,2,3 1,439,600
CONCENTRIC NETWORK CORP COMMON 20589R107 8,523,125 419,600 SH X 1,2,3 419,600
COMPUTER HORIZONS CORP COMMON 205908106 174,375 15,000 SH X 1,2,3 15,000
CONDOR TECHNOLOGY SOLUTION COMMON 206772105 73,125 30,000 SH X 1,2,3 30,000
CONOCO INC CL A COMMON 208251306 13,819,500 498,000 SH X 1,2,3 498,000
CONOCO INC - CL B COMMON 208251405 6,533,728 238,675 SH X 1,2,3 238,675
CONSECO INC COMMON 208464107 1,881,038 97,400 SH X 1,2,3 97,400
CONSOLIDATED EDISON COMMON 209115104 539,500 13,000 SH X 1,2,3 13,000
CONSOL GRAPHICS COMMON 209341106 290,663 6,900 SH X 1,2,3 6,900
CONSOLIDATED PRODUCTS COMMON 209798107 142,350 14,600 SH X 1,2,3 14,600
COOPER CAMERON CORP COMMON 216640102 2,718,000 72,000 SH X 1,2,3 72,000
COOPER COS INC COMMON 216648402 206,863 6,700 SH X 1,2,3 6,700
COOPER INDUSTRIES COMMON 216669101 275,825 5,900 SH X 1,2,3 5,900
COPART INC COMMON 217204106 2,378,438 129,000 SH X 1,2,3 129,000
COR THERAPEUTICS, INC. COMMON 217753102 205,200 10,800 SH X 1,2,3 10,800
CORN PRODUCTS INTERNATIONA COMMON 219023108 523,516 17,200 SH X 1,2,3 17,200
CORNING INC COMMON 219350105 1,076,423 15,700 SH X 1,2,3 15,700
CORRECTIONAL PROPERTIES TR COMMON 22025E104 4,558,125 330,000 SH X 1,2,3 330,000
COST PLUS INC/CALIFORNIA COMMON 221485105 12,673,050 261,300 SH X 1,2,3 261,300
COSTCO WHOLESALE CORP COMMON 22160K105 979,200 13,600 SH X 1,2,3 13,600
COUNTRYWIDE CREDIT IND INC COMMON 222372104 2,828,325 87,700 SH X 1,2,3 87,700
COVAD COMMUNICATIONS GROUP COMMON 222814204 2,439,070 55,950 SH X 1,2,3 55,950
COVENTRY HEALTH CARE INC COMMON 222862104 235,600 24,800 SH X 1,2,3 24,800
CREO PRODUCTS INC FOREIG 225606102 368,438 15,000 SH X 1,2,3 15,000
CROSS TIMBERS OIL CO COMMON 227573102 337,500 25,000 SH X 1,2,3 25,000
CROSSMANN COMMUNITIES INC COMMON 22764E109 177,806 10,900 SH X 1,2,3 10,900
CROWN CASTLE INTL CORP COMMON 228227104 2,352,947 125,700 SH X 1,2,3 125,700
CROWN CASTLE INTL CORP(PIK PREF W 228227302 940,292 929 SH X 1,2,3 929
CROWN CORK & SEAL COMPANY COMMON 228255105 242,500 10,000 SH X 1,2,3 10,000
CULLEN/FROST BANKERS INC COMMON 229899109 652,500 26,100 SH X 1,2,3 26,100
CUTTER AND BUCK INC COMMON 232217109 1,735,219 111,500 SH X 1,2,3 111,500
CYMER INC COMMON 232572107 8,446,406 243,500 SH X 1,2,3 243,500
PAGE COLUMN TOTALS 159,163,716
8
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DR HORTON INC COMMON 23331A109 369,998 28,600 SH X 1,2,3 28,600
DSP COMMUNICATIONS COMMON 23332K106 328,700 17,300 SH X 1,2,3 17,300
DTE ENERGY CO COMMON 233331107 476,850 13,200 SH X 1,2,3 13,200
DAIN RAUSCHER CORP COMMON 233856103 269,500 5,500 SH X 1,2,3 5,500
DALLAS SEMICONDUCTOR COMMON 235204104 657,275 12,300 SH X 1,2,3 12,300
DANA CORP. COMMON 235811106 5,702,400 153,600 SH X 1,2,3 153,600
DATASCOPE CORP COMMON 238113104 235,338 6,700 SH X 1,2,3 6,700
DAVE AND BUSTER'S INC COMMON 23833N104 1,862,250 156,000 SH X 1,2,3 156,000
DAYTON HUDSON COMMON 239753106 18,204,944 303,100 SH X 1,2,3 303,100
DEERE & CO COMMON 244199105 29,448,925 761,200 SH X 1,2,3 761,200
DELIA'S INC COMMON 246885107 1,224,844 195,000 SH X 1,2,3 195,000
DELL COMPUTER COMMON 247025109 41,733,056 998,100 SH X 1,2,3 998,100
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 429,964 26,769 SH X 1,2,3 26,769
DELPHI FINANCIAL GROUP-CL COMMON 247131105 256,590 8,500 SH X 1,2,3 8,500
DELTA & PINELAND CO COMMON 247357106 465,750 18,000 SH X 1,2,3 18,000
DENDRITE INTERNATIONAL INC COMMON 248239105 519,750 11,000 SH X 1,2,3 11,000
DEPARTMENT 56 INC COMMON 249509100 205,858 8,600 SH X 1,2,3 8,600
DESC SA DE CV ADS FOREIG 250309101 5,207,743 310,910 SH X 1,2,3 310,910
DEVRY INC COMMON 251893103 604,000 30,200 SH X 1,2,3 30,200
DIAGNOSTIC PRODUCTS COMMON 252450101 201,090 7,500 SH X 1,2,3 7,500
DIGEX INC COMMON 253756100 2,487,188 105,000 SH X 1,2,3 105,000
DIGITAL MICROWAVE CORP COMMON 253859102 3,879,754 247,315 SH X 1,2,3 247,315
DIGITAL ISLAND INC COMMON 25385N101 4,420,000 170,000 SH X 1,2,3 170,000
DIGITAL RIVER COMMON 25388B104 3,762,750 173,000 SH X 1,2,3 173,000
DIMON INC COMMON 254394109 91,063 23,500 SH X 1,2,3 23,500
DIONEX COMMON 254546104 453,150 10,600 SH X 1,2,3 10,600
DISNEY, WALT COMMON 254687106 39,148,875 1,513,000 SH X 1,2,3 1,513,000
DITECH COMMUNICATIONS CORP COMMON 25500M103 4,725,000 90,000 SH X 1,2,3 90,000
DOLLAR GENERAL CORP COMMON 256669102 436,109 14,125 SH X 1,2,3 14,125
DOLLAR TREE STORES COMMON 256747106 14,653,069 366,900 SH X 1,2,3 366,900
DOMINION RESOURCES COMMON 257470104 482,838 10,700 SH X 1,2,3 10,700
DLJDIRECT COMMON 257661504 995,225 65,800 SH X 1,2,3 65,800
DOVER CORP COMMON 260003108 3,895,388 95,300 SH X 1,2,3 95,300
DOW CHEMICAL COMMON 260543103 4,010,963 35,300 SH X 1,2,3 35,300
DOWNEY FINANCIAL CORP COMMON 261018105 247,538 12,300 SH X 1,2,3 12,300
DRIL-QUIP COMMON 262037104 580,269 22,700 SH X 1,2,3 22,700
DRKOOP.COM INC COMMON 262098106 3,291,500 232,000 SH X 1,2,3 232,000
DUPONT (E.I.) DE NEMOURS & COMMON 263534109 27,632,806 453,927 SH X 1,2,3 453,927
DUANE READE INC COMMON 263578106 8,929,050 296,400 SH X 1,2,3 296,400
PAGE COLUMN TOTALS 232,527,360
9
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DUKE ENERGY CORP COMMON 264399106 2,083,725 37,800 SH X 1,2,3 37,800
DUKE-WEEKS REALTY CORP COMMON 264411505 7,020,000 360,000 SH X 1,2,3 360,000
DURA PHARMACEUTICALS INC COMMON 26632S109 275,953 19,800 SH X 1,2,3 19,800
DYCOM INDUSTRIES COMMON 267475101 476,713 11,300 SH X 1,2,3 11,300
E-LOAN INC COMMON 26861P107 1,250,625 58,000 SH X 1,2,3 58,000
EMC CORP/MASS COMMON 268648102 13,515,975 189,200 SH X 1,2,3 189,200
ENI SPA-SPON ADR FOREIG 26874R108 12,889,800 204,600 SH X 1,2,3 204,600
E.SPIRE COMMUNICATIONS INC COMMON 269153102 1,698,675 234,300 SH X 1,2,3 234,300
ETEC SYSTEMS, INC COMMON 26922C103 6,670,913 177,300 SH X 1,2,3 177,300
EAGLE USA AIRFREIGHT INC COMMON 270018104 6,780,844 226,500 SH X 1,2,3 226,500
EARTHGRAINS COMPANY COMMON 270319106 433,650 19,600 SH X 1,2,3 19,600
EASTERN UTILITIES ASSOCIAT COMMON 277173100 331,613 11,100 SH X 1,2,3 11,100
EASTMAN KODAK COMMON 277461109 9,293,900 123,200 SH X 1,2,3 123,200
EATON CORP COMMON 278058102 26,730,981 309,700 SH X 1,2,3 309,700
EATON VANCE CORP COMMON 278265103 492,800 15,400 SH X 1,2,3 15,400
EDGAR ONLINE INC COMMON 279765101 1,798,388 241,800 SH X 1,2,3 241,800
EDISON INTERNATIONAL COMMON 281020107 486,240 20,000 SH X 1,2,3 20,000
EFFICIENT NETWORKS INC COMMON 282056100 1,309,500 36,000 SH X 1,2,3 36,000
EL PASO ENERGY CAPITOL TRU PREF C 283678209 10,475,000 200,000 SH X 1,2,3 200,000
ELAN CORP PLC - SPONS ADR FOREIG 284131208 4,161,750 124,000 SH X 1,2,3 124,000
ELCOR CORP COMMON 284443108 233,750 9,350 SH X 1,2,3 9,350
ELECTRIC LIGHTWAVE INC CL COMMON 284895109 2,318,750 175,000 SH X 1,2,3 175,000
ELECTRO SCIENTIFIC INDS IN COMMON 285229100 340,998 6,400 SH X 1,2,3 6,400
ELECTROGLAS INC COMMON 285324109 4,859,663 207,900 SH X 1,2,3 207,900
ELECTRONIC ARTS INC COMMON 285512109 2,388,375 33,000 SH X 1,2,3 33,000
ELECTRONIC DATA SYSTEMS CO COMMON 285661104 1,402,831 26,500 SH X 1,2,3 26,500
ELF AQUITAINE ADS FOREIG 286269105 26,131,450 285,200 SH X 1,2,3 285,200
EMERSON ELECTRIC COMMON 291011104 9,181,144 145,300 SH X 1,2,3 145,300
ENERGEN CORP COMMON 29265N108 317,925 15,700 SH X 1,2,3 15,700
ENHANCE FINANCIAL SVCS GRO COMMON 293310108 291,836 16,500 SH X 1,2,3 16,500
ENRON CORP. COMMON 293561106 1,732,500 42,000 SH X 1,2,3 42,000
ENTERCOM COMMUNICATIONS CO COMMON 293639100 2,998,800 83,300 SH X 1,2,3 83,300
ENTERGY CORP COMMON 29364G103 408,012 14,100 SH X 1,2,3 14,100
ENTERTAINMENT PROPERTIES T COMMON 29380T105 5,557,500 380,000 SH X 1,2,3 380,000
ENTRUST TECHNOLOGIES INC COMMON 293848107 2,403,056 107,100 SH X 1,2,3 107,100
ENZO BIOCHEM INC COMMON 294100102 309,288 10,900 SH X 1,2,3 10,900
EPICOR SOFTWARE CORP COMMON 29426L108 106,375 18,500 SH X 1,2,3 18,500
ERICSSON (LM) TEL-SP ADR FOREIG 294821400 6,250,000 200,000 SH X 1,2,3 200,000
ETHAN ALLEN INTERIORS INC COMMON 297602104 11,312,525 355,600 SH X 1,2,3 355,600
PAGE COLUMN TOTALS 186,721,823
10
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ETOYS INC COMMON 297862104 4,126,875 62,000 SH X 1,2,3 62,000
EVEREST REINSURANCE HOLDIN COMMON 299808105 7,369,969 309,500 SH X 1,2,3 309,500
EXPEDITORS INTL WASH INC COMMON 302130109 747,767 23,300 SH X 1,2,3 23,300
EXPRESS SCRIPTS INC CL A COMMON 302182100 31,558,225 403,300 SH X 1,2,3 403,300
EXXON CORP COMMON 302290101 29,282,844 385,638 SH X 1,2,3 385,638
EXXON CORP COMMON 302290101 636,000 8,362 SH X 1 8,362
EXXON CORP COMMON 302290101 160,000 2,100 SH X X 1 1,600 500
Total EXXON CORP 302290101 30,078,844 396,100 395,600 500
FPL GROUP INC COMMON 302571104 523,900 10,400 SH X 1,2,3 10,400
FACTSET RESEARCH SYSTEMS I COMMON 303075105 403,813 7,100 SH X 1,2,3 7,100
FASTENAL CO. COMMON 311900104 5,325,125 113,000 SH X 1,2,3 113,000
FDX CORP COMMON 31304N107 7,261,750 187,400 SH X 1,2,3 187,400
FEDDERS CORP COMMON 313135105 97,200 16,200 SH X 1,2,3 16,200
FREDDIE MAC COMMON 313400301 12,261,600 235,800 SH X 1,2,3 235,800
FANNIE MAE COMMON 313586109 17,552,744 280,000 SH X 1,2,3 280,000
FANNIE MAE COMMON 313586109 238,000 3,800 SH X 1 3,800
FANNIE MAE COMMON 313586109 94,000 1,500 SH X X 1 1,200 300
Total FANNIE MAE 313586109 17,884,744 285,300 285,000 300
FELCOR LODGING TRUST COMMON 31430F101 2,800,000 160,000 SH X 1,2,3 160,000
FIDELITY NATIONAL FINL INC COMMON 316326107 241,473 15,900 SH X 1,2,3 15,900
FIFTH THIRD BANCORP COMMON 316773100 833,549 13,700 SH X 1,2,3 13,700
FILENET CORP COMMON 316869106 163,511 15,300 SH X 1,2,3 15,300
FIRST AMERICAN FINANCIAL C COMMON 318522307 399,913 29,900 SH X 1,2,3 29,900
FIRST BANCORP/PUERTO RICO COMMON 318672102 282,425 14,300 SH X 1,2,3 14,300
FIRST DATA CORP COMMON 319963104 53,760,038 1,225,300 SH X 1,2,3 1,225,300
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 22,893,750 925,000 SH X 1,2,3 925,000
FIRST MIDWEST BANCORP INC COMMON 320867104 488,794 12,800 SH X 1,2,3 12,800
FIRST UNION CORPORATION COMMON 337358105 54,208,531 1,524,346 SH X 1,2,3 1,524,346
FIRST UNION CORPORATION COMMON 337358105 282,000 7,911 SH X 1 7,911
FIRST UNION CORPORATION COMMON 337358105 9,000 243 SH X X 1 243
Total FIRST UNION CORPORATION 337358105 54,499,531 1,532,500 1,532,500
FIRSTAR CORP COMMON 33763V109 1,309,438 51,100 SH X 1,2,3 51,100
FIRSTMERIT CORP COMMON 337915102 1,030,225 40,600 SH X 1,2,3 40,600
FIRSTENERGY CORP COMMON 337932107 346,800 13,600 SH X 1,2,3 13,600
FLEET BOSTON CORPORATION COMMON 33901A108 35,925,463 980,900 SH X 1,2,3 980,900
FLEMING COMPANIES INC COMMON 339130106 174,654 17,800 SH X 1,2,3 17,800
FLORIDA ROCK INDS COMMON 341140101 309,275 8,900 SH X 1,2,3 8,900
FOCAL COMMUNICATIONS CORP COMMON 344155106 1,363,250 53,200 SH X 1,2,3 53,200
FOMENTO ECONOMICO MEX-SP A FOREIG 344419106 2,630,250 84,000 SH X 1,2,3 84,000
PAGE COLUMN TOTALS 297,092,151
11
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FOOTSTAR INC COMMON 344912100 356,025 10,100 SH X 1,2,3 10,100
FORD MOTOR CO. COMMON 345370100 123,290,613 2,456,600 SH X 1,2,3 2,456,600
FORT JAMES CORP COMMON 347471104 402,974 15,100 SH X 1,2,3 15,100
FORTUNE BRANDS INC COMMON 349631101 345,075 10,700 SH X 1,2,3 10,700
FORWARD AIR CORP COMMON 349853101 1,880,550 79,600 SH X 1,2,3 79,600
FOSSIL INC COMMON 349882100 370,749 13,700 SH X 1,2,3 13,700
FOUR SEASONS HOTEL INC. FOREIG 35100E104 5,824,406 159,300 SH X 1,2,3 159,300
FRANCHISE FINANCE CORP OF COMMON 351807102 6,077,500 260,000 SH X 1,2,3 260,000
FRANKLIN COVEY CO COMMON 353469109 79,176 10,300 SH X 1,2,3 10,300
FRANKLIN RESOURCES COMMON 354613101 6,940,275 225,700 SH X 1,2,3 225,700
FREEPORT MCMORAN COP/GOLD- COMMON 35671D105 3,468,750 250,000 SH X 1,2,3 250,000
FREEPORT MCMORAN COP/GOLD- COMMON 35671D857 171,182 11,000 SH X 1,2,3 11,000
FREMONT GENERAL CORP COMMON 357288109 314,450 33,100 SH X 1,2,3 33,100
FRITZ COMPANIES INC COMMON 358846103 176,375 17,000 SH X 1,2,3 17,000
G & K SERVICES INC COMMON 361268105 372,600 9,200 SH X 1,2,3 9,200
GST TELECOMMUNICATIONS COMMON 361942105 1,838,672 261,500 SH X 1,2,3 261,500
GTE CORP COMMON 362320103 152,842,875 1,988,200 SH X 1,2,3 1,988,200
GABLES RESIDENTIAL TRUST COMMON 362418105 5,040,000 210,000 SH X 1,2,3 210,000
GADZOOX NETWORKS INC COMMON 362555104 614,175 11,400 SH X 1,2,3 11,400
GALLAGHER (ARTHUR J) & CO COMMON 363576109 463,275 8,700 SH X 1,2,3 8,700
GANNETT CO. COMMON 364730101 8,195,469 118,450 SH X 1,2,3 118,450
GANNETT CO. COMMON 364730101 256,000 3,700 SH X 1 3,700
GANNETT CO. COMMON 364730101 24,000 350 SH X X 1 350
Total GANNETT CO. 364730101 8,475,469 122,500 122,500
GAP INC COMMON 364760108 14,674,400 458,575 SH X 1,2,3 458,575
GATEWAY INC COMMON 367626108 10,158,413 228,600 SH X 1,2,3 228,600
GENENTECH INC COMMON 368710406 3,511,500 24,000 SH X 1,2,3 24,000
GENERAL DYNAMICS CORP COMMON 369550108 555,689 8,900 SH X 1,2,3 8,900
GENERAL ELECTRIC CO COMMON 369604103 173,906,494 1,466,789 SH X 1,2,3 1,466,789
GENERAL ELECTRIC CO COMMON 369604103 1,083,000 9,133 SH X 1 9,133
GENERAL ELECTRIC CO COMMON 369604103 566,000 4,778 SH X X 1 4,478 300
Total GENERAL ELECTRIC CO 369604103 175,555,494 1,480,700 1,480,400 300
GENERAL MILLS, INC. COMMON 370334104 11,868,588 146,300 SH X 1,2,3 146,300
GENERAL MOTORS COMMON 370442105 2,410,487 38,300 SH X 1,2,3 38,300
GENERAL SEMICONDUCTOR INC COMMON 370787103 159,836 15,500 SH X 1,2,3 15,500
GENESCO INC COMMON 371532102 1,725,000 138,000 SH X 1,2,3 138,000
GENTEX CORP COMMON 371901109 603,155 29,200 SH X 1,2,3 29,200
GENESIS HEALTH VENTURES COMMON 371912106 38,713 16,300 SH X 1,2,3 16,300
GENESIS MICROCHIP INC FOREIG 371933102 3,827,575 216,400 SH X 1,2,3 216,400
PAGE COLUMN TOTALS 544,434,016
12
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GENUINE PARTS CO COMMON 372460105 517,959 19,500 SH X 1,2,3 19,500
GEON COMPANY COMMON 37246W105 283,250 11,000 SH X 1,2,3 11,000
GENZYME CORP-GEN DIVISION COMMON 372917104 7,493,894 166,300 SH X 1,2,3 166,300
GEORGIA-PAC GP COMMON 373298108 380,700 9,400 SH X 1,2,3 9,400
GERBER SCIENTIFIC INC COMMON 373730100 225,988 10,100 SH X 1,2,3 10,100
GILLETTE CO. COMMON 375766102 10,154,100 299,200 SH X 1,2,3 299,200
GLAMIS GOLD LTD FOREIG 376775102 1,750,000 700,000 SH X 1,2,3 700,000
GLAXO WELLCOME PLC-SPONS A FOREIG 37733W105 6,682,000 128,500 SH X 1,2,3 128,500
GLOBAL TELESYSTEMS GROUP I COMMON 37936U104 6,022,106 305,400 SH X 1,2,3 305,400
GOLDEN STATE VINTNERS CL B COMMON 38121K208 541,500 114,000 SH X 1,2,3 114,000
GOLDEN WEST FIN'L CORP. COMMON 381317106 314,400 3,200 SH X 1,2,3 3,200
GOLDMAN SACHS GROUP INC COMMON 38141G104 1,854,400 30,400 SH X 1,2,3 30,400
GOLF TRUST OF AMERICA COMMON 38168B103 5,135,000 260,000 SH X 1,2,3 260,000
GOODRICH, B.F. COMMON 382388106 38,918,000 1,342,000 SH X 1,2,3 1,342,000
GOODYEAR TIRE & RUBBER CO COMMON 382550101 534,188 11,100 SH X 1,2,3 11,100
GOODY'S FAMILY CLOTHING IN COMMON 382588101 111,256 13,800 SH X 1,2,3 13,800
GRACO INC COMMON 384109104 308,433 9,400 SH X 1,2,3 9,400
GRAY COMMUNICATIONS CL B COMMON 389190208 1,441,813 100,300 SH X 1,2,3 100,300
GRIFFON CORP COMMON 398433102 111,200 13,900 SH X 1,2,3 13,900
GUCCI GROUP NV FOREIG 401566104 12,015,650 143,900 SH X 1,2,3 143,900
GUIDANT CORP COMMON 401698105 7,555,763 140,900 SH X 1,2,3 140,900
GUILFORD MILLS INC COMMON 401794102 98,325 11,400 SH X 1,2,3 11,400
GYMBOREE CORP COMMON 403777105 77,000 11,200 SH X 1,2,3 11,200
HNC SOFTWARE COMMON 40425P107 4,464,844 112,500 SH X 1,2,3 112,500
HA-LO INDUSTRIES INC COMMON 404429102 137,500 22,000 SH X 1,2,3 22,000
HADCO CORP COMMON 404681108 289,775 6,700 SH X 1,2,3 6,700
HALLIBURTON CO. COMMON 406216101 9,741,600 237,600 SH X 1,2,3 237,600
HALTER MARINE GROUP INC. COMMON 40642Y105 103,303 19,000 SH X 1,2,3 19,000
HAMBRECHT AND QUIST GROUP COMMON 406545103 552,988 11,300 SH X 1,2,3 11,300
HAMILTON BANCORP INC COMMON 407013101 3,941,875 185,500 SH X 1,2,3 185,500
HANCOCK FABRICS INC COMMON 409900107 43,982 10,200 SH X 1,2,3 10,200
HARBINGER CORP COMMON 41145C103 275,063 16,300 SH X 1,2,3 16,300
HARLAND (JOHN H.) CO. COMMON 412693103 287,668 14,800 SH X 1,2,3 14,800
HARMAN INTERNATIONAL COMMON 413086109 332,290 7,900 SH X 1,2,3 7,900
HARMONIC INC COMMON 413160102 35,908,031 274,500 SH X 1,2,3 274,500
HARTE-HANKS INC COMMON 416196103 3,702,563 147,000 SH X 1,2,3 147,000
HARTFORD FINANCIAL SVCS GR COMMON 416515104 609,038 14,900 SH X 1,2,3 14,900
HEALTH MANAGEMENT ASSC INC COMMON 421933102 1,659,375 225,000 SH X 1,2,3 225,000
HEADHUNTER.NET INC COMMON 422077107 250,000 20,000 SH X 1,2,3 20,000
PAGE COLUMN TOTALS 164,826,820
13
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HEARTLAND EXPRESS INC COMMON 422347104 203,400 14,400 SH X 1,2,3 14,400
HEICO CORP CL A COMMON 422806208 2,502,500 130,000 SH X 1,2,3 130,000
HEIDRICK & STRUGGLES INTL COMMON 422819102 213,500 11,200 SH X 1,2,3 11,200
H.J. HEINZ COMMON 423074103 53,621,000 1,247,000 SH X 1,2,3 1,247,000
HELIX TECHNOLOGY CORP COMMON 423319102 355,775 10,700 SH X 1,2,3 10,700
HELLER FINANCIAL INC COMMON 423328103 2,972,250 132,100 SH X 1,2,3 132,100
HELMERICH & PAYNE COMMON 423452101 15,491,250 612,000 SH X 1,2,3 612,000
HENRY (JACK) & ASSOCIATES COMMON 426281101 317,658 8,600 SH X 1,2,3 8,600
HERCULES INC COMMON 427056106 11,450,000 400,000 SH X 1,2,3 400,000
HERSHEY'S FOODS COMMON 427866108 20,434,144 419,700 SH X 1,2,3 419,700
HERTZ CORPORATION (THE) COMMON 428040109 12,980,000 295,000 SH X 1,2,3 295,000
HEWLETT-PACKARD CO COMMON 428236103 127,769,600 1,388,800 SH X 1,2,3 1,388,800
HIBBETT SPORTING GOODS INC COMMON 428565105 3,013,000 184,000 SH X 1,2,3 184,000
HIGH SPEED ACCESS CORP COMMON 42979U102 1,277,619 55,700 SH X 1,2,3 55,700
HIGHWOODS PROPERTIES COMMON 431284108 16,818,750 650,000 SH X 1,2,3 650,000
HOLLINGER INTERNATIONAL IN COMMON 435569108 10,925,000 920,000 SH X 1,2,3 920,000
HOLLYWOOD PARK INC COMMON 436255103 178,350 11,600 SH X 1,2,3 11,600
HOME DEPOT INC COMMON 437076102 31,540,050 459,600 SH X 1,2,3 459,600
HONEYWELL INC COMMON 438506107 957,283 8,600 SH X 1,2,3 8,600
HOOPER HOLMES INC COMMON 439104100 374,125 14,600 SH X 1,2,3 14,600
HOOVERS INC COMMON 439321100 969,100 88,100 SH X 1,2,3 88,100
HORIZON ORGANIC HOLDING CO COMMON 44043T103 1,335,000 120,000 SH X 1,2,3 120,000
HOST MARRIOTT CORP COMMON 44107P104 7,410,000 780,000 SH X 1,2,3 780,000
HOUSEHOLD INTERNATIONAL IN COMMON 441815107 4,193,063 104,500 SH X 1,2,3 104,500
HUDSON UNITED BANCORP COMMON 444165104 597,753 19,400 SH X 1,2,3 19,400
HUGHES SUPPLY INC COMMON 444482103 250,125 11,500 SH X 1,2,3 11,500
HUMAN GENOME SCIENCES INC COMMON 444903108 5,051,875 68,500 SH X 1,2,3 68,500
HUNTINGTON BANCSHARES COMMON 446150104 379,837 14,300 SH X 1,2,3 14,300
HUTCHINSON TECHNOLOGY INC. COMMON 448407106 302,400 11,200 SH X 1,2,3 11,200
ICN PHARMACEUTICALS INC COMMON 448924100 2,578,125 150,000 SH X 1,2,3 150,000
IDT CORP COMMON 448947101 3,140,625 150,000 SH X 1,2,3 150,000
HYPERION TELECOMMUNICA. CL COMMON 44914K306 5,644,844 227,500 SH X 1,2,3 227,500
HYPERION SOLUTIONS CORP COMMON 44914M104 292,600 13,300 SH X 1,2,3 13,300
ICG COMMUNICATION COMMON 449246107 1,313,475 84,400 SH X 1,2,3 84,400
IDEC PHARMACEUTICALS CORP. COMMON 449370105 16,624,725 176,800 SH X 1,2,3 176,800
IMS HEALTH INCORPORATED COMMON 449934108 2,415,844 105,900 SH X 1,2,3 105,900
IRSA INVERS Y REPRES SA GD FOREIG 450047204 4,863,994 172,942 SH X 1,2,3 172,942
ITC DELTACOM COMMON 45031T104 8,456,250 307,500 SH X 1,2,3 307,500
ICON PLC SPONSORED ADR FOREIG 45103T107 2,047,500 130,000 SH X 1,2,3 130,000
PAGE COLUMN TOTALS 381,262,389
14
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IDEX CORP COMMON 45167R104 424,680 15,000 SH X 1,2,3 15,000
IDEXX LABORATORIES COMMON 45168D104 303,037 17,600 SH X 1,2,3 17,600
ILLINOIS TOOL WORKS INC COMMON 452308109 6,300,531 84,500 SH X 1,2,3 84,500
IMAGEX.COM INC COMMON 45244D102 1,487,938 133,000 SH X 1,2,3 133,000
IMMUNEX CORP COMMON 452528102 7,148,200 164,800 SH X 1,2,3 164,800
IMMUNE RESPONSE CORP COMMON 45252T106 55,088 11,300 SH X 1,2,3 11,300
IMRglobal CORP COMMON 45321W106 152,625 18,500 SH X 1,2,3 18,500
INACOM CORP COMMON 45323G109 177,309 19,300 SH X 1,2,3 19,300
INCYTE PHARMACEUTICALS INC COMMON 45337C102 279,813 12,100 SH X 1,2,3 12,100
INFINITY BROADCASTING CORP COMMON 45662S102 3,602,506 122,900 SH X 1,2,3 122,900
INET TECHNOLOGIES INC COMMON 45662V105 3,990,625 100,000 SH X 1,2,3 100,000
INGERSOLL RAND CO. COMMON 456866102 461,471 8,400 SH X 1,2,3 8,400
INFORMATION RESOURCES INC COMMON 456905108 132,744 12,000 SH X 1,2,3 12,000
INHALE THERAPEUTIC SYSTEMS COMMON 457191104 4,310,213 141,900 SH X 1,2,3 141,900
INPUT/OUTPUT INC COMMON 457652105 164,963 24,900 SH X 1,2,3 24,900
INSIGHT ENTERPRISES INC COMMON 45765U103 399,750 12,300 SH X 1,2,3 12,300
INSITUFORM TECHNOLOGIES IN COMMON 457667103 305,000 12,200 SH X 1,2,3 12,200
INNOTRAC CORP COMMON 45767M109 194,838 10,900 SH X 1,2,3 10,900
INSIGHT COMMUNICATIONS CO COMMON 45768V108 2,003,750 70,000 SH X 1,2,3 70,000
INSWEB CORP COMMON 45809K103 573,050 29,200 SH X 1,2,3 29,200
INTEGRATED ELECTRICAL SVCS COMMON 45811E103 948,750 60,000 SH X 1,2,3 60,000
INTEGRATED HEALTH SERVICES COMMON 45812C106 39,362 25,200 SH X 1,2,3 25,200
INTEL CORP COMMON 458140100 139,095,106 1,871,762 SH X 1,2,3 1,871,762
INTEL CORP COMMON 458140100 397,000 5,338 SH X 1 5,338
INTEL CORP COMMON 458140100 312,000 4,200 SH X X 1 2,800 400 1000
Total INTEL CORP 458140100 139,804,106 1,881,300 1,879,900 400 1000
INTER-TEL INC COMMON 458372109 197,025 11,100 SH X 1,2,3 11,100
INTERACTIVE PICTURES CORP COMMON 45839N101 2,580,000 120,000 SH X 1,2,3 120,000
INTERFACE INC COMMON 458665106 124,538 24,300 SH X 1,2,3 24,300
INTERIM SERVICES INC COMMON 45868P100 507,625 31,000 SH X 1,2,3 31,000
INTERLIANT INC COMMON 458742103 1,504,125 126,000 SH X 1,2,3 126,000
INTERMEDIA COMMUNICATIONS COMMON 458801107 2,366,400 108,800 SH X 1,2,3 108,800
INTERMET CORP COMMON 45881K104 387,869 45,800 SH X 1,2,3 45,800
INTERNATIONAL BUSINESS MAC COMMON 459200101 91,584,188 754,550 SH X 1,2,3 754,550
INTERNATIONAL BUSINESS MAC COMMON 459200101 236,000 1,950 SH 1 1,550 400
Total INTERNATIONAL BUSINESS 459200101 91,820,188 756,500 756,100 400
INTERNATIONAL FLAVORS & FR COMMON 459506101 19,147,500 555,000 SH X 1,2,3 555,000
INTERNATIONAL GAME TECHNOL COMMON 459902102 1,533,600 85,200 SH X 1,2,3 85,200
INTL PAPER CO COMMON 460146103 2,057,075 42,800 SH X 1,2,3 42,800
PAGE COLUMN TOTALS 295,486,294
15
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INTERNATIONAL RECTIFIER CO COMMON 460254105 343,125 22,500 SH X 1,2,3 22,500
INTERNET INITIATIVE JAPAN- FOREIG 46059T109 928,000 14,500 SH X 1,2,3 14,500
INTERPUBLIC GROUP COS INC COMMON 460690100 732,025 17,800 SH X 1,2,3 17,800
INTERVOICE INC COMMON 461142101 174,780 15,800 SH X 1,2,3 15,800
INVACARE CORP COMMON 461203101 258,218 13,200 SH X 1,2,3 13,200
IONICS INC. COMMON 462218108 268,713 8,300 SH X 1,2,3 8,300
ISLE OF CAPRI CASINOS INC COMMON 464592104 210,000 21,000 SH X 1,2,3 21,000
ITURF INC -CL A COMMON 46575Q100 598,500 57,000 SH X 1,2,3 57,000
IVAX CORP COMMON 465823102 3,065,700 185,800 SH X 1,2,3 185,800
IXNET INC COMMON 46601C109 2,041,875 135,000 SH X 1,2,3 135,000
JDS UNIPHASE CORP COMMON 46612J101 12,200,700 107,200 SH X 1,2,3 107,200
JLG INDUSTRIES INC COMMON 466210101 302,221 19,900 SH X 1,2,3 19,900
JSB FINANCIAL INC COMMON 46624M100 206,100 3,600 SH X 1,2,3 3,600
JACK IN THE BOX INC COMMON 466367109 476,297 19,100 SH X 1,2,3 19,100
JEFFERIES GROUP INC COMMON 472319102 233,800 11,200 SH X 1,2,3 11,200
JEFFERSON-PILOT CORP COMMON 475070108 461,265 7,300 SH X 1,2,3 7,300
JEFFERSON SMURFIT GRP-SP A FOREIG 47508W107 5,246,938 179,000 SH X 1,2,3 179,000
JOHNSON & JOHNSON COMMON 478160104 68,235,563 742,700 SH X 1,2,3 742,700
JOHNSON CONTROLS INC COMMON 478366107 530,496 8,000 SH X 1,2,3 8,000
JONES PHARMA INC COMMON 480236108 7,880,355 239,025 SH X 1,2,3 239,025
JUST FOR FEET INC COMMON 48213P106 31,549 15,300 SH X 1,2,3 15,300
JUSTIN INDUSTRIES COMMON 482171105 177,338 12,500 SH X 1,2,3 12,500
KLA-TENCOR CORPORATION COMMON 482480100 2,769,000 42,600 SH X 1,2,3 42,600
KAMAN CORP COMMON 483548103 149,175 11,700 SH X 1,2,3 11,700
KANSAS CITY SOUTHERN INDS COMMON 485170104 352,921 7,600 SH X 1,2,3 7,600
KEEBLER FOODS COMPANY COMMON 487256109 6,028,775 201,800 SH X 1,2,3 201,800
KELLOGG CO. COMMON 487836108 13,264,106 354,300 SH X 1,2,3 354,300
KELLWOOD CO. COMMON 488044108 286,000 13,000 SH X 1,2,3 13,000
KEMET CORP COMMON 488360108 591,408 18,500 SH X 1,2,3 18,500
KENT ELECTRONICS CORP COMMON 490553104 444,000 24,000 SH X 1,2,3 24,000
KERR-MCGEE CORP COMMON 492386107 589,163 10,700 SH X 1,2,3 10,700
KEYCORP COMMON 493267108 616,907 23,900 SH X 1,2,3 23,900
KIMBERLY-CLARK CORP COMMON 494368103 44,532,000 848,246 SH X 1,2,3 848,246
KIMBERLY-CLARK CORP COMMON 494368103 219,000 4,154 SH X 1 4,154
KIMBERLY-CLARK CORP COMMON 494368103 42,000 800 SH X X 1 800
Total KIMBERLY-CLARK CORP 494368103 44,793,000 853,200 853,200
KING PHARMACEUTICALS INC COMMON 495582108 220,500 6,300 SH X 1,2,3 6,300
KIRBY CORP COMMON 497266106 200,175 10,200 SH X 1,2,3 10,200
KNIGHT/TRIMARK GROUP INC-A COMMON 499067106 6,221,250 210,000 SH X 1,2,3 210,000
PAGE COLUMN TOTALS 181,129,938
16
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KLONINKLIJKE PHILIPS ELEC- FOREIG 500472204 15,282,108 151,308 SH X 1,2,3 151,308
KOREA TELECOM CORP-SP ADR FOREIG 50063P103 9,118,428 246,444 SH X 1,2,3 246,444
KROGER COMMON 501044101 1,142,812 51,800 SH X 1,2,3 51,800
KRONOS, INC. COMMON 501052104 209,116 5,700 SH X 1,2,3 5,700
KULICKE & SOFFA INDUSTRIES COMMON 501242101 260,138 10,700 SH X 1,2,3 10,700
LA-Z-BOY INC COMMON 505336107 440,332 23,100 SH X 1,2,3 23,100
LABOR READY INC COMMON 505401208 297,850 29,600 SH X 1,2,3 29,600
LAM RESEARCH COMMON 512807108 2,684,000 44,000 SH X 1,2,3 44,000
LANDRY'S SEAFOOD RESTAURAN COMMON 51508L103 114,400 14,300 SH X 1,2,3 14,300
LASER VISION CENTERS COMMON 51807H100 147,326 10,500 SH X 1,2,3 10,500
LASON, INC. COMMON 51808R107 374,060 8,400 SH X 1,2,3 8,400
LATTICE SEMICONDUCTOR CORP COMMON 518415104 7,600,000 256,000 SH X 1,2,3 256,000
ESTEE LAUDER COMPANIES-CL COMMON 518439104 8,046,875 206,000 SH X 1,2,3 206,000
LEAR CORPORATION COMMON 521865105 24,962,013 709,400 SH X 1,2,3 709,400
LEGG MASON INC COMMON 524901105 988,450 25,800 SH X 1,2,3 25,800
LEHMAN BROTHERS HLDGS INC COMMON 524908100 414,015 7,100 SH X 1,2,3 7,100
LEVEL 3 COMMUNICATIONS COMMON 52729N100 2,851,144 54,600 SH X 1,2,3 54,600
LIBBEY INC COMMON 529898108 260,146 8,800 SH X 1,2,3 8,800
LIBERATE TECHNOLOGIES INC COMMON 530129105 2,527,500 60,000 SH X 1,2,3 60,000
LIBERTY PROPERTY TRUST COMMON 531172104 6,125,625 270,000 SH X 1,2,3 270,000
LIFEPOINT HOSPITALS INC COMMON 53219L109 3,761,688 433,000 SH X 1,2,3 433,000
LILLY (ELI) & CO COMMON 532457108 24,185,600 377,900 SH X 1,2,3 377,900
LILLY INDUSTRIES INC COMMON 532491107 160,775 11,800 SH X 1,2,3 11,800
LIMITED INC COMMON 532716107 512,550 13,400 SH X 1,2,3 13,400
LINCOLN NATIONAL CORP COMMON 534187109 548,405 14,600 SH X 1,2,3 14,600
LINEAR TECHNOLOGY CORP COMMON 535678106 5,055,188 86,000 SH X 1,2,3 86,000
LINENS 'N THINGS COMMON 535679104 779,625 23,100 SH X 1,2,3 23,100
LIPOSOME CO INC COMMON 536310105 133,158 17,500 SH X 1,2,3 17,500
LITTELFUSE INC COMMON 537008104 204,700 9,200 SH X 1,2,3 9,200
LOCKHEED MARTIN CORP COMMON 539830109 21,939,850 671,200 SH X 1,2,3 671,200
LOEWS CORP COMMON 540424108 547,459 7,800 SH X 1,2,3 7,800
LONE STAR IND COMMON 542290408 488,775 9,800 SH X 1,2,3 9,800
LOOKSMART LTD COMMON 543442107 809,625 34,000 SH X 1,2,3 34,000
LOWE'S COMPANIES INC COMMON 548661107 684,375 14,048 SH X 1,2,3 14,048
LOWE'S COMPANIES INC COMMON 548661107 283,000 5,802 SH X 1 5,802
LOWE'S COMPANIES INC COMMON 548661107 32,000 650 SH X X 1 650
Total LOWE'S COMPANIES INC 548661107 999,375 20,500 20,500
LUBY'S INC COMMON 549282101 139,150 12,100 SH X 1,2,3 12,100
PAGE COLUMN TOTALS 144,112,261
17
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LUCENT TECHNOLOGIES INC COMMON 549463107 81,187,811 1,251,447 SH X 1,2,3 1,251,447
LUCENT TECHNOLOGIES INC COMMON 549463107 197,000 3,034 SH X 1 2,906 128
LUCENT TECHNOLOGIES INC COMMON 549463107 64,000 992 SH X X 1 892 100
Total LUCENT TECHNOLOGIES INC 549463107 81,448,811 1,255,473 1,255,245 228
LYONDELL CHEMICAL COMMON 552078107 21,781,188 1,628,500 SH X 1,2,3 1,628,500
MAF BANCORP INC COMMON 55261R108 214,650 10,800 SH X 1,2,3 10,800
MBIA INC COMMON 55262C100 2,774,188 59,500 SH X 1,2,3 59,500
MBNA CORP COMMON 55262L100 3,415,031 149,700 SH X 1,2,3 149,700
MITSUBISHI BK EXCH GTD NOT FOREIG 55262XAA2 2,464,800 2,080,000 SH X 1,2,3 2,080,000
MDC HOLDINGS INC COMMON 552676108 163,489 10,100 SH X 1,2,3 10,100
MCI WORLDCOM COMMON 55268B106 64,953,438 903,701 SH X 1,2,3 903,701
MCI WORLDCOM COMMON 55268B106 316,000 4,399 SH X 1 4,399
MCI WORLDCOM COMMON 55268B106 29,000 400 SH X X 1 400
Total MCI WORLDCOM 55268B106 65,298,438 908,500 908,500
MGIC INVESTMENT CORP COMMON 552848103 3,375,925 70,700 SH X 1,2,3 70,700
MKS INSTRUMENTS COMMON 55306N104 4,792,650 215,400 SH X 1,2,3 215,400
MMC NETWORKS INC COMMON 55308N102 5,264,450 168,800 SH X 1,2,3 168,800
MSC INDUSTRIAL DIRECT CO. COMMON 553530106 2,802,188 305,000 SH X 1,2,3 305,000
MACDERMID INC COMMON 554273102 391,713 11,500 SH X 1,2,3 11,500
MACK CALI REALTY CORP COMMON 554489104 14,880,938 555,000 SH X 1,2,3 555,000
MACROVISION CORP COMMON 555904101 16,525,250 372,400 SH X 1,2,3 372,400
MACROMEDIA INC COMMON 556100105 703,050 17,200 SH X 1,2,3 17,200
STEVEN MADDEN LTD COMMON 556269108 1,099,688 85,000 SH X 1,2,3 85,000
MAGELLAN HLTH SVCS COMMON 559079108 91,400 12,500 SH X 1,2,3 12,500
MATAV ADRS FOREIG 559776109 5,087,575 186,700 SH X 1,2,3 186,700
MAKER COMMUNICATIONS INC COMMON 560875106 629,800 26,800 SH X 1,2,3 26,800
MANDALAY RESORT GROUP COMMON 562567107 229,100 11,600 SH X 1,2,3 11,600
MANITOWOC CO COMMON 563571108 406,088 11,900 SH X 1,2,3 11,900
MARCUS CORP COMMON 566330106 173,693 14,400 SH X 1,2,3 14,400
MARIMBA INC COMMON 56781Q109 985,875 33,000 SH X 1,2,3 33,000
MARSH & MCLENNAN COS COMMON 571748102 4,435,375 64,750 SH X 1,2,3 64,750
MARRIOTT INTL INC COMMON 571903202 1,716,094 52,500 SH X 1,2,3 52,500
MASCOTECH INC COMMON 574670105 341,546 21,100 SH X 1,2,3 21,100
MASTECH CORPORATION COMMON 57632N105 136,350 10,100 SH X 1,2,3 10,100
MATTEL COMMON 577081102 7,662,700 403,300 SH X 1,2,3 403,300
MAY DEPARTMENT STORES CO COMMON 577778103 4,886,269 134,100 SH X 1,2,3 134,100
MCDONALDS CORP. COMMON 580135101 7,993,700 185,900 SH X 1,2,3 185,900
MCGRAW-HILL COMPANIES INC COMMON 580645109 667,575 13,800 SH X 1,2,3 13,800
MCKESSON HBOC INC COMMON 58155Q103 12,180,000 420,000 SH X 1,2,3 420,000
PAGE COLUMN TOTALS 275,019,587
18
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MCLEODUSA INC-CL A COMMON 582266102 4,086,000 96,000 SH X 1,2,3 96,000
MEAD CORP COMMON 582834107 17,187,500 500,000 SH X 1,2,3 500,000
MEDIAONE GROUP INC COMMON 58440J104 2,295,283 33,600 SH X 1,2,3 33,600
MEDIA METRIX INC COMMON 58440X103 1,397,500 20,000 SH X 1,2,3 20,000
MEDIMMUNE INC COMMON 584699102 30,494,813 306,000 SH X 1,2,3 306,000
MEDQUIST INC COMMON 584949101 8,961,250 268,000 SH X 1,2,3 268,000
MEDSCAPE INC COMMON 585046105 2,025,000 200,000 SH X 1,2,3 200,000
MEDTRONIC INC COMMON 585055106 25,872,400 728,800 SH X 1,2,3 728,800
MELLON FINANCIAL CORP COMMON 58551A108 6,831,000 202,400 SH X 1,2,3 202,400
MEN'S WEARHOUSE INC COMMON 587118100 369,800 17,200 SH X 1,2,3 17,200
MENTOR CORP COMMON 587188103 282,150 9,900 SH X 1,2,3 9,900
MERCK & CO. COMMON 589331107 72,264,538 1,122,700 SH X 1,2,3 1,122,700
MERCK & CO. COMMON 589331107 227,000 3,500 SH X 1 3,500
MERCK & CO. COMMON 589331107 104,000 1,600 SH X X 1 1,600
Total MERCK & CO 589331107 72,595,538 1,127,800 1,127,800
MERCURY INTERACTIVE CORP COMMON 589405109 1,794,838 27,800 SH X 1,2,3 27,800
MERIDIAN GOLD INC FOREIG 589975101 5,109,375 750,000 SH X 1,2,3 750,000
MERITOR AUTOMOTIVE INC COMMON 59000G100 4,168,738 199,700 SH X 1,2,3 199,700
MERIX CORP COMMON 590049102 236,600 18,200 SH X 1,2,3 18,200
MERRILL LYNCH COMMON 590188108 9,930,313 147,800 SH X 1,2,3 147,800
MESA AIR GROUP COMMON 590479101 104,738 17,100 SH X 1,2,3 17,100
METHODE ELECTRONICS COMMON 591520200 277,463 14,700 SH X 1,2,3 14,700
METRIS COMPANIES, INC. COMMON 591598107 2,502,188 85,000 SH X 1,2,3 85,000
METROMEDIA FIBER NETWORK C COMMON 591689104 22,985,900 938,200 SH X 1,2,3 938,200
MICHAEL FOODS INC COMMON 594079105 260,182 9,900 SH X 1,2,3 9,900
MICHAELS STORES INC COMMON 594087108 380,550 12,900 SH X 1,2,3 12,900
MICREL INC COMMON 594793101 720,025 16,600 SH X 1,2,3 16,600
MICROS SYS INC COMMON 594901100 307,800 7,600 SH X 1,2,3 7,600
MICROSOFT CORP COMMON 594918104 155,954,438 1,722,058 SH X 1,2,3 1,722,058
MICROSOFT CORP COMMON 594918104 289,000 3,192 SH X 1 3,192
MICROSOFT CORP COMMON 594918104 158,000 1,750 SH X X 1 950 400 400
Total MICROSOFT CORP 594918104 156,401,438 1,727,000 1,726,200 400 400
MICROAGE INC COMMON 594928103 22,638 10,500 SH X 1,2,3 10,500
MICROCELL TELECOMMUNICA. C FOREIG 59501T304 3,134,300 241,100 SH X 1,2,3 241,100
MICROMUSE INC COMMON 595094103 771,000 12,000 SH X 1,2,3 12,000
MICRON TECHNOLOGY COMMON 595112103 5,298,375 79,600 SH X 1,2,3 79,600
MIDWEST EXPRESS HOLDINGS I COMMON 597911106 4,792,313 183,000 SH X 1,2,3 183,000
MIDWAY GAMES INC COMMON 598148104 272,475 17,300 SH X 1,2,3 17,300
MILLENNIUM PHARMACEUTICALS COMMON 599902103 3,445,000 53,000 SH X 1,2,3 53,000
PAGE COLUMN TOTALS 395,314,483
19
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MILLENNIUM CHEMICALS INC COMMON 599903101 13,284,375 650,000 SH X 1,2,3 650,000
MILLS CORP COMMON 601148109 5,165,625 290,000 SH X 1,2,3 290,000
MINNESOTA MINING & MFG CO COMMON 604059105 22,681,856 236,118 SH X 1,2,3 236,118
MINNESOTA MINING & MFG CO COMMON 604059105 714,000 7,432 SH X 1 7,432
MINNESOTA MINING & MFG CO COMMON 604059105 53,000 550 SH X X 1 450 100
Total MINNESOTA MINING & MFG 604059105 23,448,856 244,100 243,550 450 100
MIPS TECHNOLOGIES COMMON 604567107 1,733,781 54,500 SH X 1,2,3 54,500
MIRAGE RESORTS INC COMMON 60462E104 1,244,531 88,500 SH X 1,2,3 88,500
MISSISSIPPI CHEMICAL CORP COMMON 605288208 90,300 12,900 SH X 1,2,3 12,900
MOBIL CORP COMMON 607059102 14,628,900 145,200 SH X 1,2,3 145,200
MONACO COACH CORP COMMON 60886R103 209,625 8,600 SH X 1,2,3 8,600
ROBERT MONDAVI CORP COMMON 609200100 4,582,625 122,000 SH X 1,2,3 122,000
MONSANTO CO COMMON 611662107 8,572,138 240,200 SH X 1,2,3 240,200
MONY GROUP INC (THE) COMMON 615337102 1,218,525 42,200 SH X 1,2,3 42,200
MORGAN (J.P.) & CO COMMON 616880100 3,096,175 27,100 SH X 1,2,3 27,100
MORGAN STANLEY DEAN WITTER COMMON 617446448 55,510,300 622,400 SH X 1,2,3 622,400
MSDW INDIA INVESTMENT FUND FOREIG 61745C105 2,355,850 177,800 SH X 1,2,3 177,800
MORRISON KNUDSEN CORP COMMON 61844A109 273,268 26,500 SH X 1,2,3 26,500
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 2,029,500 184,500 SH X 1,2,3 184,500
MOTOROLA INC COMMON 620076109 10,014,400 113,800 SH X 1,2,3 113,800
MUELLER INDS INC COMMON 624756102 483,898 16,300 SH X 1,2,3 16,300
MUTUAL RISK MANAGEMENT LTD COMMON 628351108 256,025 20,900 SH X 1,2,3 20,900
MYLAN LABS COMMON 628530107 2,453,063 133,500 SH X 1,2,3 133,500
MYPOINTS.COM INC COMMON 62855T102 1,068,750 75,000 SH X 1,2,3 75,000
NBTY INC COMMON 628782104 244,763 32,100 SH X 1,2,3 32,100
NCO GROUP INC COMMON 628858102 13,199,950 280,850 SH X 1,2,3 280,850
NABISCO HLDGS CL A COMMON 629526104 8,059,975 233,200 SH X 1,2,3 233,200
NABISCO GROUP HOLDINGS COMMON 62952P102 8,044,500 536,300 SH X 1,2,3 536,300
NATIONAL CITY CORP COMMON 635405103 6,527,763 244,600 SH X 1,2,3 244,600
NATIONAL COMPUTER SYS INC COMMON 635519101 532,968 13,900 SH X 1,2,3 13,900
NATL DATA CORP COMMON 635621105 382,200 14,700 SH X 1,2,3 14,700
NATIONAL FUEL GAS CO COMMON 636180101 70,781,250 1,500,000 SH X 1,2,3 1,500,000
NATIONAL INFORMATION CONSO COMMON 636491102 1,402,250 56,800 SH X 1,2,3 56,800
NATIONAL INSTRUMENTS CORP COMMON 636518102 717,463 20,300 SH X 1,2,3 20,300
NAUTICA ENTERPRISES INC COMMON 639089101 235,425 14,600 SH X 1,2,3 14,600
NETWORKS ASSOCIATES INC COMMON 640938106 208,463 10,900 SH X 1,2,3 10,900
NETRO CORPORATION COMMON 64114R109 3,421,875 125,000 SH X 1,2,3 125,000
NETSCOUT SYSTEMS INC COMMON 64115T104 1,607,813 75,000 SH X 1,2,3 75,000
NETSILICON INC COMMON 64115X105 2,919,750 229,000 SH X 1,2,3 229,000
PAGE COLUMN TOTALS 270,006,918
20
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NETWORK ACCESS SOLUTIONS C COMMON 64120S109 2,178,300 164,400 SH X 1,2,3 164,400
NETWORK SOLUTIONS INC-CL-A COMMON 64121Q102 22,399,125 243,800 SH X 1,2,3 243,800
NETWORK PLUS CORP COMMON 64122D506 2,071,875 150,000 SH X 1,2,3 150,000
NEW CENTURY ENERGIES INC COMMON 64352U103 30,093,750 900,000 SH X 1,2,3 900,000
NEW ENGLAND BUSINESS SVC I COMMON 643872104 219,927 7,700 SH X 1,2,3 7,700
NEW JERSEY RESOURCES COMMON 646025106 400,000 10,000 SH X 1,2,3 10,000
NEW YORK TIMES CO-CL A COMMON 650111107 528,750 14,100 SH X 1,2,3 14,100
NEWBRIDGE NETWORKS CORP FOREIG 650901101 6,515,625 250,000 SH X 1,2,3 250,000
NEWELL RUBBERMAID INC COMMON 651229106 4,921,319 172,300 SH X 1,2,3 172,300
NEWFIELD EXPLORATION CO COMMON 651290108 655,446 19,900 SH X 1,2,3 19,900
NEWMONT MINING CORP COMMON 651639106 3,493,125 135,000 SH X 1,2,3 135,000
NEXTEL COMMUNICATIONS INC- COMMON 65332V103 1,207,054 17,800 SH X 1,2,3 17,800
NEXTLINK COMMUNICATIONS COMMON 65333H707 9,404,456 181,400 SH X 1,2,3 181,400
NICOR INC COMMON 654086107 60,764,375 1,634,000 SH X 1,2,3 1,634,000
NIKE INC -CL B COMMON 654106103 6,967,188 122,500 SH X 1,2,3 122,500
99C ONLY STORES COMMON 65440K106 10,031,913 277,700 SH X 1,2,3 277,700
NOKIA CORP -SPON ADR FOREIG 654902204 23,811,090 265,120 SH X 1,2,3 265,120
NORFOLK SOUTHERN CORP COMMON 655844108 22,466,500 917,000 SH X 1,2,3 917,000
NORTEL NETWORKS CORP FOREIG 656569100 95,675,000 1,876,000 SH X 1,2,3 1,876,000
NORTEL NETWORKS CORP FOREIG 656569100 179,000 3,500 SH X 1 3,500
NORTEL NETWORKS CORP FOREIG 656569100 26,000 500 SH X X 1 500
Total NORTEL NETWORKS CORP 656569100 95,880,000 1,880,000 1,880,000
NORTH AMERICAN VACCINE INC COMMON 657201109 105,000 14,000 SH X 1,2,3 14,000
NORTHEAST OPTIC NETWORK COMMON 664334109 11,940,325 316,300 SH X 1,2,3 316,300
NORTHERN TRUST CORP COMMON 665859104 576,150 6,900 SH X 1,2,3 6,900
NORTHPOINT COMMUNICATIONS COMMON 666610100 1,609,500 87,000 SH X 1,2,3 87,000
NORTHROP GRUMMAN CORP COMMON 666807102 419,509 6,600 SH X 1,2,3 6,600
NORTHWEST NATURAL GAS CO COMMON 667655104 340,718 13,200 SH X 1,2,3 13,200
NORTHWESTERN CORP COMMON 668074107 286,650 12,600 SH X 1,2,3 12,600
NOVELL INC COMMON 670006105 370,297 17,900 SH X 1,2,3 17,900
NOVELLUS SYSTEMS INC COMMON 670008101 2,171,488 32,200 SH X 1,2,3 32,200
NSTAR COMMON 67019E107 283,456 7,315 SH X 1,2,3 7,315
N2H2 INC COMMON 67019F104 1,543,506 157,300 SH X 1,2,3 157,300
NUEVO GRUPO IUSACELL-ADR V FOREIG 670512102 3,562,500 375,000 SH X 1,2,3 375,000
OM GROUP INC COMMON 670872100 418,288 10,900 SH X 1,2,3 10,900
OAK INDS INC COMMON 671400505 323,000 9,500 SH X 1,2,3 9,500
OAKWOOD HOMES COMMON 674098108 104,850 23,300 SH X 1,2,3 23,300
OCCIDENTAL PETROLEUM CORP COMMON 674599105 59,132,938 2,557,100 SH X 1,2,3 2,557,100
OCEANEERING INTERNATIONAL COMMON 675232102 196,700 11,700 SH X 1,2,3 11,700
PAGE COLUMN TOTALS 387,394,693
21
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OLIN CORP COMMON 680665205 989,175 72,600 SH X 1,2,3 72,600
OMNICARE INC COMMON 681904108 2,358,125 245,000 SH X 1,2,3 245,000
OMNICOM GROUP COMMON 681919106 2,716,775 34,310 SH X 1,2,3 34,310
OMNICOM GROUP COMMON 681919106 185,000 2,340 SH X 1 2,340
OMNICOM GROUP COMMON 681919106 44,000 550 SH X X 1 550
Total OMNICOM GROUP 681919106 2,945,775 37,200 37,200
1-800-FLOWERS.COM INC COMMON 68243Q106 967,313 67,000 SH X 1,2,3 67,000
VIMPEL COMMUNICATIONS ADS FOREIG 68370R109 759,900 59,600 SH X 1,2,3 59,600
ORACLE CORP COMMON 68389X105 67,785,900 1,489,800 SH X 1,2,3 1,489,800
ORBITAL SCIENCES CORP COMMON 685564106 285,250 16,300 SH X 1,2,3 16,300
ORGANOGENESIS INC COMMON 685906109 107,837 14,500 SH X 1,2,3 14,500
O'REILLY AUTOMOTIVE INC COMMON 686091109 528,982 11,100 SH X 1,2,3 11,100
ORION CAPITAL CORP COMMON 686268103 634,825 13,400 SH X 1,2,3 13,400
ORTHODONTICS CENTERS OF AM COMMON 68750P103 6,476,750 370,100 SH X 1,2,3 370,100
OWENS & MINOR INC HLDG CO COMMON 690732102 144,375 15,000 SH X 1,2,3 15,000
OWENS-ILLINOIS INC COMMON 690768403 198,120 10,000 SH X 1,2,3 10,000
P-COM INC COMMON 693262107 1,679,300 239,900 SH X 1,2,3 239,900
PECO ENERGY COMMON 693304107 412,500 11,000 SH X 1,2,3 11,000
PG & E CORP COMMON 69331C108 4,491,900 173,600 SH X 1,2,3 173,600
P.F.CHANGS CHINA BISTRO IN COMMON 69333Y108 2,597,163 120,100 SH X 1,2,3 120,100
PLX TECHNOLOGY INC COMMON 693417107 2,714,063 112,500 SH X 1,2,3 112,500
PMI GROUP INC (THE) COMMON 69344M101 13,795,313 337,500 SH X 1,2,3 337,500
PNC BANK CORP COMMON 693475105 60,706,538 1,152,200 SH X 1,2,3 1,152,200
PPG INDUSTRIES INC COMMON 693506107 4,854,000 80,900 SH X 1,2,3 80,900
PRI AUTOMATION INC COMMON 69357H106 4,909,388 135,900 SH X 1,2,3 135,900
PSS WORLD MEDICAL INC COMMON 69366A100 715,000 80,000 SH X 1,2,3 80,000
PACIFIC GATEWAY EXCHANGE COMMON 694327107 1,229,763 75,100 SH X 1,2,3 75,100
PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 392,434 14,000 SH X 1,2,3 14,000
PACIFICORP COMMON 695114108 462,875 23,000 SH X 1,2,3 23,000
PAINE WEBBER COMMON 695629105 271,875 7,500 SH X 1,2,3 7,500
PAIRGAIN TECHNOLOGIES INC. COMMON 695934109 2,979,675 233,700 SH X 1,2,3 233,700
PAN PACIFIC RETAIL PPTYS I COMMON 69806L104 4,948,125 290,000 SH X 1,2,3 290,000
PANTRY INC (THE) COMMON 698657103 796,550 71,600 SH X 1,2,3 71,600
PAPA JOHNS INTERNATIONAL COMMON 698813102 10,964,250 265,800 SH X 1,2,3 265,800
PARADYNE NETWORKS INC COMMON 69911G107 560,000 20,000 SH X 1,2,3 20,000
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 4,252,500 315,000 SH X 1,2,3 315,000
PAREXEL INTERNATIONAL CORP COMMON 699462107 1,510,188 165,500 SH X 1,2,3 165,500
PARKER HANNIFIN CORP COMMON 701094104 3,517,781 78,500 SH X 1,2,3 78,500
PATTERSON DENTAL CO COMMON 703412106 748,386 15,100 SH X 1,2,3 15,100
PAGE COLUMN TOTALS 213,691,894
22
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PAXAR CORP COMMON 704227107 215,600 22,400 SH X 1,2,3 22,400
PAYCHEX INC COMMON 704326107 552,825 16,200 SH X 1,2,3 16,200
PEDIATRIX MEDICAL GROUP COMMON 705324101 2,484,666 179,075 SH X 1,2,3 179,075
J C PENNEY CO INC COMMON 708160106 44,446,875 1,293,000 SH X 1,2,3 1,293,000
PEOPLES ENERGY COMMON 711030106 8,423,888 239,400 SH X 1,2,3 239,400
PEOPLESOFT INC COMMON 712713106 5,335,313 315,000 SH X 1,2,3 315,000
PEPSI BOTTLING GROUP INC COMMON 713409100 18,424,088 1,079,800 SH X 1,2,3 1,079,800
PEPSICO INC COMMON 713448108 31,339,000 1,036,000 SH X 1,2,3 1,036,000
PERSONNEL GROUP OF AMERICA COMMON 715338109 116,875 18,700 SH X 1,2,3 18,700
PETROLEUM GEO SERVICES ADS FOREIG 716597109 3,907,813 205,000 SH X 1,2,3 205,000
PETSMART INC COMMON 716768106 661,938 178,000 SH X 1,2,3 178,000
PHARMACIA & UPJOHN COMMON 716941109 52,915,138 1,066,300 SH X 1,2,3 1,066,300
PFIZER INC COMMON 717081103 51,615,875 1,436,200 SH X 1,2,3 1,436,200
PFIZER INC COMMON 717081103 979,000 27,300 SH X 1 27,300
PFIZER INC COMMON 717081103 32,000 900 SH X X 1 900
Total PFIZER INC 717081103 52,626,875 1,464,400 1,464,400
PHARMACEUTICAL PRODUCT DEV COMMON 717124101 153,251 11,300 SH X 1,2,3 11,300
PHILADELPHIA SUBURBAN CORP COMMON 718009608 438,253 18,600 SH X 1,2,3 18,600
PHILIP MORRIS COS INC COMMON 718154107 26,242,325 767,600 SH X 1,2,3 767,600
PHILIPS INT'L REALTY CORP COMMON 718333107 4,795,875 304,500 SH X 1,2,3 304,500
PHILLIPS PETROLEUM CO. COMMON 718507106 814,125 16,700 SH X 1,2,3 16,700
PHOTRONICS INC COMMON 719405102 3,327,481 148,300 SH X 1,2,3 148,300
PHYCOR INC COMMON 71940F100 151,813 34,700 SH X 1,2,3 34,700
PICTURETEL CORP COMMON 720035302 81,175 19,100 SH X 1,2,3 19,100
PIEDMONT NATURAL GAS CO COMMON 720186105 436,493 14,400 SH X 1,2,3 14,400
PIER 1 IMPORTS INC COMMON 720279108 293,625 43,500 SH X 1,2,3 43,500
PINNACLE HOLDINGS INC COMMON 72346N101 3,265,625 125,000 SH X 1,2,3 125,000
PIONEER GROUP INC (THE) COMMON 723684106 159,000 10,600 SH X 1,2,3 10,600
PIONEER STANDARD ELECTRONI COMMON 723877106 164,582 11,400 SH X 1,2,3 11,400
PITNEY BOWES INC COMMON 724479100 1,054,210 17,300 SH X 1,2,3 17,300
PIXAR COMMON 725811103 827,750 22,000 SH X 1,2,3 22,000
PLACER DOME INC FOREIG 725906101 5,578,125 375,000 SH X 1,2,3 375,000
PLANTRONICS INC COMMON 727493108 402,975 8,100 SH X 1,2,3 8,100
PLEXUS CORP COMMON 729132100 241,938 7,900 SH X 1,2,3 7,900
POGO PRODUCING CO COMMON 730448107 419,150 20,200 SH X 1,2,3 20,200
POLARIS HLTHCARE CORP COMMON 731068102 405,113 11,700 SH X 1,2,3 11,700
POMEROY COMPUTER RESOURCES COMMON 731822102 139,388 12,600 SH X 1,2,3 12,600
POOL ENERGY SVCS CO COMMON 732788104 251,175 10,200 SH X 1,2,3 10,200
PORTUGAL TELECOM ADS FOREIG 737273102 10,637,969 257,500 SH X 1,2,3 257,500
PAGE COLUMN TOTALS 281,732,310
23
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POST PROPERTIES INC COMMON 737464107 19,656,250 500,000 SH X 1,2,3 500,000
POWERWAVE TECHNOLOGIES COMMON 739363109 429,140 8,900 SH X 1,2,3 8,900
POWERTEL INC COMMON 73936C109 7,383,881 134,100 SH X 1,2,3 134,100
PREMIER BANCSHARES INC COMMON 739909109 250,250 14,300 SH X 1,2,3 14,300
PRAXAIR INC COMMON 74005P104 4,222,800 91,800 SH X 1,2,3 91,800
PREPAID LEGAL SVCS INC COMMON 740065107 429,188 10,900 SH X 1,2,3 10,900
PRENTISS PROPERTIES TRUST COMMON 740706106 6,656,250 300,000 SH X 1,2,3 300,000
PRICE (T. ROWE) ASSOCIATES COMMON 741477103 5,761,875 210,000 SH X 1,2,3 210,000
PRICELINE.COM INC COMMON 741503106 2,263,950 35,100 SH X 1,2,3 35,100
PRIME GROUP REALTY TRUST COMMON 74158J103 1,819,500 121,300 SH X 1,2,3 121,300
PRIME GROUP REALTY SER B P PREF W 74158J202 474,500 26,000 SH X 1,2,3 26,000
PRIMUS KNOWLEDGE SOLUTIONS COMMON 74163Q100 1,130,063 41,000 SH X 1,2,3 41,000
PRIMARK CORP COMMON 741903108 278,683 9,800 SH X 1,2,3 9,800
PRIME HOSPITALITY CORP COMMON 741917108 183,200 22,900 SH X 1,2,3 22,900
PRIDE INTERNATIONAL INC COMMON 741932107 351,838 24,800 SH X 1,2,3 24,800
PRIORITY HEALTHCARE CORP-B COMMON 74264T102 1,843,238 59,700 SH X 1,2,3 59,700
PROCTER & GAMBLE CO COMMON 742718109 77,859,250 830,493 SH X 1,2,3 830,493
PROCTER & GAMBLE CO COMMON 742718109 251,000 2,682 SH X 1 2,682
PROCTER & GAMBLE CO COMMON 742718109 21,000 225 SH X X 1 125 100
Total PROCTER & GAMBLE CO 742718109 78,131,250 833,400 833,300 100
PROFESSIONAL DETAILING INC COMMON 74312N107 3,294,063 127,000 SH X 1,2,3 127,000
PROFIT RECOVERY GROUP INTL COMMON 743168106 1,303,050 29,200 SH X 1,2,3 29,200
PROGRESS SOFTWARE CORP COMMON 743312100 247,863 7,900 SH X 1,2,3 7,900
PROGRESSIVE COMMON 743315103 9,394,063 115,000 SH X 1,2,3 115,000
PROTEIN DESIGN LABS INC COMMON 74369L103 314,288 8,700 SH X 1,2,3 8,700
PROVIDENT BANKSHARES CORP COMMON 743859100 240,475 11,300 SH X 1,2,3 11,300
PROVINCE HEALTHCARE COMPAN COMMON 743977100 1,828,500 159,000 SH X 1,2,3 159,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 688,927 8,700 SH X 1,2,3 8,700
PUBLIC SVC CO OF NC COMMON 744516105 306,900 9,900 SH X 1,2,3 9,900
PUBLIC SERVICE ENTERPRISE COMMON 744573106 486,675 12,600 SH X 1,2,3 12,600
PURCHASEPRO.COM INC COMMON 746144104 2,675,750 77,000 SH X 1,2,3 77,000
QRS CORP COMMON 74726X105 397,575 6,200 SH X 1,2,3 6,200
QUAKER OATS CO. COMMON 747402105 7,759,125 125,400 SH X 1,2,3 125,400
QUALCOMM INC COMMON 747525103 1,608,090 8,500 SH X 1,2,3 8,500
QUANTA SERVICES INC COMMON 74762E102 1,993,250 68,000 SH X 1,2,3 68,000
QUANTUM CORP-DLT & STORAGE COMMON 747906204 1,476,563 105,000 SH X 1,2,3 105,000
QUANTUM CORP-HARD DISK DRI COMMON 747906303 390,469 52,500 SH X 1,2,3 52,500
QUEENS CNTY BANCORP INC COMMON 748242104 251,388 9,100 SH X 1,2,3 9,100
QUIKSILVER INC COMMON 74838C106 193,450 10,600 SH X 1,2,3 10,600
PAGE COLUMN TOTALS 166,116,320
24
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QWEST COMMUNICATIONS INTL COMMON 749121109 15,520,313 525,000 SH X 1,2,3 525,000
RSA SECURITY INC COMMON 749719100 443,585 16,700 SH X 1,2,3 16,700
RADIAN GROUP INC COMMON 750236101 721,342 16,800 SH X 1,2,3 16,800
RAMBUS INC. COMMON 750917106 5,730,625 86,500 SH X 1,2,3 86,500
RALCORP HOLDINGS INC. COMMON 751028101 252,924 14,300 SH X 1,2,3 14,300
RALSTON-RALSTON PURINA GRO COMMON 751277302 23,443,156 842,900 SH X 1,2,3 842,900
RATIONAL SOFTWARE COMMON 75409P202 12,048,356 411,470 SH X 1,2,3 411,470
RAVISENT TECHNOLOGIES INC COMMON 754440105 1,753,750 122,000 SH X 1,2,3 122,000
RAYMOND JAMES FINL CORP COMMON 754730109 438,614 22,000 SH X 1,2,3 22,000
RAYTHEON CO-CL B COMMON 755111408 681,913 13,738 SH X 1,2,3 13,738
RAYTHEON CO-CL B COMMON 755111408 256,000 5,162 SH X 1 5,162
Total RAYTHEON CO-CL B 755111408 937,913 18,900 18,900
RECKSON ASSOC REALTY CORP- COMMON 75621K304 2,187,500 100,000 SH X 1,2,3 100,000
REGAL BELOIT CORP COMMON 758750103 224,100 10,800 SH X 1,2,3 10,800
REGENERON PHARMACEUTICAL COMMON 75886F107 123,500 15,200 SH X 1,2,3 15,200
REGIS CORP COMMON 758932107 333,025 17,300 SH X 1,2,3 17,300
REGIONS FINANCIAL CORP COMMON 758940100 444,000 14,800 SH X 1,2,3 14,800
RELIANCE STEEL & ALUMINUM COMMON 759509102 270,900 12,900 SH X 1,2,3 12,900
RELIANT ENERGY INC COMMON 75952J108 19,961,300 737,600 SH X 1,2,3 737,600
REMEC INC COMMON 759543101 2,301,063 167,350 SH X 1,2,3 167,350
REMEDY CORP COMMON 759548100 357,525 12,600 SH X 1,2,3 12,600
RENAL CARE GROUP INC COMMON 759930100 6,455,772 294,700 SH X 1,2,3 294,700
REPUBLIC NEW YORK CORP COMMON 760719104 325,616 5,300 SH X 1,2,3 5,300
RESORTQUEST INTERNATIONAL COMMON 761183102 1,499,313 161,000 SH X 1,2,3 161,000
RESPIRONICS INC COMMON 761230101 115,500 14,000 SH X 1,2,3 14,000
RJ REYNOLDS TOBACCO HLDGS COMMON 76182K105 2,835,000 105,000 SH X 1,2,3 105,000
RHYTHMS NETCONNECTIONS INC COMMON 762430205 1,776,750 51,500 SH X 1,2,3 51,500
RIGGS NATL CORP WASHINGTON COMMON 766570105 222,750 13,200 SH X 1,2,3 13,200
RITE AID CORP COMMON 767754104 3,625,781 262,500 SH X 1,2,3 262,500
ROBERTS PHARMACEUTICAL COR COMMON 770491108 2,904,000 96,000 SH X 1,2,3 96,000
ROCKWELL INTERNATIONAL COMMON 773903109 5,764,500 109,800 SH X 1,2,3 109,800
ROHM & HAAS CO COMMON 775371107 588,838 16,300 SH X 1,2,3 16,300
ROLLINS TRUCK LEASING CORP COMMON 775741101 299,700 29,600 SH X 1,2,3 29,600
ROMAC INTERNATIONAL INC COMMON 775835101 205,375 24,800 SH X 1,2,3 24,800
ROPER INDS INC COMMON 776696106 512,550 13,400 SH X 1,2,3 13,400
ROYAL DUTCH PETRO-NY REG-A FOREIG 780257804 23,932,125 405,200 SH X 1,2,3 405,200
RUBY TUESDAY INC COMMON 781182100 294,450 15,100 SH X 1,2,3 15,100
RUSS BERRIE & CO INC COMMON 782233100 224,026 10,700 SH X 1,2,3 10,700
RYAN'S FAMILY STEAK HOUSES COMMON 783519101 189,000 21,000 SH X 1,2,3 21,000
PAGE COLUMN TOTALS 139,264,537
25
<PAGE>
SBC COMMUNICATIONS INC COMMON 78387G103 66,949,750 1,311,658 SH X 1,2,3 1,311,658
SBC COMMUNICATIONS INC COMMON 78387G103 558,000 10,396 SH X 1 10,152 784
SBC COMMUNICATIONS INC COMMON 78387G103 99,000 1,946 SH X X 1 918 628 400
Total SBC COMMUNICATIONS INC 78387G103 67,606,750 1,324,000 1,322,728 1412 400
SEI INVESTMENTS CO COMMON 784117103 732,104 8,200 SH X 1,2,3 8,200
SLM HOLDING CORP (SALLIE M COMMON 78442A109 5,942,600 138,200 SH X 1,2,3 138,200
SLI INC COMMON 78442T108 526,419 24,700 SH X 1,2,3 24,700
SPS TECHNOLOGIES INC COMMON 784626103 220,035 5,800 SH X 1,2,3 5,800
S3 INC COMMON 784849101 237,964 22,800 SH X 1,2,3 22,800
SAFECO CORP COMMON 786429100 254,800 9,100 SH X 1,2,3 9,100
SAFESKIN CORP COMMON 786454108 181,618 22,100 SH X 1,2,3 22,100
SAFEWAY INC COMMON 786514208 2,329,394 61,200 SH X 1,2,3 61,200
ST. JUDE MEDICAL INC COMMON 790849103 2,850,750 90,500 SH X 1,2,3 90,500
ST PAUL BANCORP INC COMMON 792848103 400,313 17,500 SH X 1,2,3 17,500
ST PAUL COMPANIES COMMON 792860108 393,250 14,300 SH X 1,2,3 14,300
SALEM COMMUNICATIONS CORP- COMMON 794093104 1,275,000 50,000 SH X 1,2,3 50,000
SANDISK CORP COMMON 80004C101 18,950,006 290,700 SH X 1,2,3 290,700
SANMINA CORP COMMON 800907107 5,964,220 77,082 SH X 1,2,3 77,082
SARA LEE CORP COMMON 803111103 3,939,844 168,100 SH X 1,2,3 168,100
HENRY SCHEIN INC COMMON 806407102 1,952,250 137,000 SH X 1,2,3 137,000
SCHERING-PLOUGH COMMON 806605101 16,679,475 382,342 SH X 1,2,3 382,342
SCHERING-PLOUGH COMMON 806605101 971,000 22,258 SH X 1 22,258
SCHERING-PLOUGH COMMON 806605101 70,000 1,600 SH X X 1 800 800
Total SCHERING-PLOUGH 806605101 17,720,475 406,200 405,400 800
SCHLUMBERGER LTD. FOREIG 806857108 18,058,163 289,800 SH X 1,2,3 289,800
SCHWAB (CHARLES) CORP COMMON 808513105 1,569,814 46,600 SH X 1,2,3 46,600
SCIENTIFIC LEARNING CORP COMMON 808760102 2,195,925 131,100 SH X 1,2,3 131,100
SCOTTS COMPANY (THE) COMMON 810186106 304,700 8,800 SH X 1,2,3 8,800
SEAGATE TECHNOLOGY INC COMMON 811804103 5,737,288 186,200 SH X 1,2,3 186,200
SEAGRAM CO LTD COMMON 811850106 1,037,400 22,800 SH X 1,2,3 22,800
SEACOR HLDGS COMMON 811904101 343,375 6,700 SH X 1,2,3 6,700
SEARS ROEBUCK & CO COMMON 812387108 18,385,750 586,000 SH X 1,2,3 586,000
SEITEL INC COMMON 816074306 119,925 12,300 SH X 1,2,3 12,300
SELECTIVE INS GRP COMMON 816300107 220,838 11,700 SH X 1,2,3 11,700
SEMPRA ENERGY COMMON 816851109 541,112 26,000 SH X 1,2,3 26,000
SEPRACOR INC COMMON 817315104 7,965,250 105,500 SH X 1,2,3 105,500
SEROLOGICALS CORP COMMON 817523103 1,028,713 242,050 SH X 1,2,3 242,050
SERVICE CORP INTL COMMON 817565104 1,848,438 175,000 SH X 1,2,3 175,000
SHERWIN-WILLIAMS CO COMMON 824348106 879,375 42,000 SH X 1,2,3 42,000
PAGE COLUMN TOTALS 191,713,858
26
<PAGE>
SHOPKO STORES INC COMMON 824911101 385,700 13,300 SH X 1,2,3 13,300
SHOREWOOD PACKAGING CORP COMMON 825229107 199,361 14,700 SH X 1,2,3 14,700
SHOWCASE CORP COMMON 82539P102 171,000 17,100 SH X 1,2,3 17,100
SHURGARD STORAGE CENTERS COMMON 82567D104 14,726,250 595,000 SH X 1,2,3 595,000
SIEBEL SYSTEMS INC COMMON 826170102 799,500 12,000 SH X 1,2,3 12,000
SIERRA HLTH SVCS COMMON 826322109 140,738 13,900 SH X 1,2,3 13,900
SIGMA-ALDRICH CORP COMMON 826552101 3,333,750 105,000 SH X 1,2,3 105,000
SILICON VALLEY BANCSHARES COMMON 827064106 209,888 8,700 SH X 1,2,3 8,700
SILICON VALLEY GROUP INC COMMON 827066101 181,905 15,400 SH X 1,2,3 15,400
SIMON PROPERTY GROUP INC COMMON 828806109 6,955,625 310,000 SH X 1,2,3 310,000
SIMPSON MANUFACTURING COMMON 829073105 454,688 9,700 SH X 1,2,3 9,700
SINCLAIR BROADCAST GROUP-A COMMON 829226109 167,656 18,500 SH X 1,2,3 18,500
SKYWEST INC COMMON 830879102 247,888 11,300 SH X 1,2,3 11,300
SMITH(A.O.) CORP - CL B COMMON 831865209 353,925 11,700 SH X 1,2,3 11,700
SMITH INT'L INC COMMON 832110100 3,159,000 78,000 SH X 1,2,3 78,000
SMITHFIELD FOODS INC COMMON 832248108 500,225 18,700 SH X 1,2,3 18,700
SMITHKLINE BEECHAM PLC-A FOREIG 832378301 2,593,125 45,000 SH X 1,2,3 45,000
SMURFIT-STONE CONTAINER CO COMMON 832727101 3,460,000 160,000 SH X 1,2,3 160,000
SOCIEDAD QUIMICA Y MINERA FOREIG 833635105 4,574,100 154,400 SH X 1,2,3 154,400
SOCIEDAD QUIMICA Y MINERA- FOREIG 833636103 259,691 8,926 SH X 1,2,3 8,926
SOFTNET SYSTEMS INC COMMON 833964109 234,000 9,600 SH X 1,2,3 9,600
SOLA INTL INC COMMON 834092108 193,750 12,500 SH X 1,2,3 12,500
SOLECTRON CORP COMMON 834182107 969,462 13,500 SH X 1,2,3 13,500
SONIC CORP COMMON 835451105 261,758 8,600 SH X 1,2,3 8,600
SONY CORPORATION ADR FOREIG 835699307 900,375 6,000 SH X 1,2,3 6,000
SOUTHERN CO COMMON 842587107 1,936,400 75,200 SH X 1,2,3 75,200
SOUTHTRUST CORP COMMON 844730101 12,710,513 354,300 SH X 1,2,3 354,300
SOUTHWEST AIRLINES COMMON 844741108 7,976,287 525,200 SH X 1,2,3 525,200
SOUTHWEST AIRLINES COMMON 844741108 228,000 15,000 SH X 1 15,000
Total SOUTHWEST AIRLINES 844741108 8,204,287 540,200 540,200
SOUTHWEST GAS CORP COMMON 844895102 412,136 15,300 SH X 1,2,3 15,300
SPECIALTY EQUIPMENT COMPAN COMMON 847497203 237,350 9,400 SH X 1,2,3 9,400
SPECTRIAN CORP COMMON 847608106 4,843,725 222,700 SH X 1,2,3 222,700
SPEEDFAM-IPEC INC COMMON 847705100 4,799,460 399,955 SH X 1,2,3 399,955
SPORTS AUTHORITY COMMON 849176102 47,168 14,800 SH X 1,2,3 14,800
SPRINT CORP (FON GROUP) COMMON 852061100 34,861,050 642,600 SH X 1,2,3 642,600
SPRINT CORP (PCS GROUP) COMMON 852061506 4,093,481 54,900 SH X 1,2,3 54,900
STAFFMARK INC COMMON 852389105 263,525 33,200 SH X 1,2,3 33,200
STANCORP FINANCIAL GROUP I COMMON 852891100 4,967,250 222,000 SH X 1,2,3 222,000
PAGE COLUMN TOTALS 122,809,705
27
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STANDARD-PACIFIC CORP COMMON 85375C101 137,350 13,400 SH X 1,2,3 13,400
STARTEC GLOBAL COMM. COMMON 85569E103 2,002,000 145,600 SH X 1,2,3 145,600
STARWOOD HOTELS/RESORTS WO COMMON 85590A203 11,602,500 520,000 SH X 1,2,3 520,000
STATE STREET CORP COMMON 857477103 3,211,863 49,700 SH X 1,2,3 49,700
STEIN MART INC COMMON 858375108 151,763 21,300 SH X 1,2,3 21,300
STET HELLAS TELECOM SA ADR FOREIG 859823106 3,020,000 160,000 SH X 1,2,3 160,000
STEWART ENTERPRISES COMMON 860370105 2,073,375 342,000 SH X 1,2,3 342,000
STILLWATER MINING CO COMMON 86074Q102 7,170,250 266,800 SH X 1,2,3 266,800
STONE ENERGY CORP COMMON 861642106 483,313 9,500 SH X 1,2,3 9,500
STORAGE USA COMMON 861907103 3,437,500 125,000 SH X 1,2,3 125,000
STRIDE RITE CORP COMMON 863314100 160,300 22,900 SH X 1,2,3 22,900
STUDENT ADVANTAGE INC COMMON 86386Q105 2,875,000 250,000 SH X 1,2,3 250,000
STURM RUGER & CO INC COMMON 864159108 101,700 11,300 SH X 1,2,3 11,300
SUIZA FOODS COMMON 865077101 6,667,500 177,800 SH X 1,2,3 177,800
SUMMIT BANCORP COMMON 866005101 308,152 9,500 SH X 1,2,3 9,500
SUMMIT TECH COMMON 86627E101 346,097 18,900 SH X 1,2,3 18,900
SUN COMMUNITIES COMMON 866674104 4,959,375 150,000 SH X 1,2,3 150,000
SUN MICROSYSTEMS COMMON 866810104 13,931,400 149,800 SH X 1,2,3 149,800
SUNCOR ENERGY INC FOREIG 867229106 12,197,925 318,900 SH X 1,2,3 318,900
SUNGARD DATA SYSTEMS COMMON 867363103 2,999,625 114,000 SH X 1,2,3 114,000
SUNRISE ASSISTED LIVING COMMON 86768K106 5,020,313 189,000 SH X 1,2,3 189,000
SUNTRUST BANKS INC COMMON 867914103 1,078,300 16,400 SH X 1,2,3 16,400
SUSQUEHANNA BANCSHARES INC COMMON 869099101 294,975 17,100 SH X 1,2,3 17,100
SYBRON INT'L COMMON 87114F106 6,853,125 255,000 SH X 1,2,3 255,000
SYNCOR INTL CORP-DEL COMMON 87157J106 217,500 5,800 SH X 1,2,3 5,800
SYNOPSYS INC COMMON 871607107 7,592,325 135,200 SH X 1,2,3 135,200
SYNOVUS FINANCIAL CORP COMMON 87161C105 269,093 14,400 SH X 1,2,3 14,400
SYNTEL INC COMMON 87162H103 159,750 18,000 SH X 1,2,3 18,000
SYSCO CORP COMMON 871829107 8,611,350 245,600 SH X 1,2,3 245,600
TJX COMPANIES INC COMMON 872540109 390,062 13,900 SH X 1,2,3 13,900
TNP ENTERPRISES INC COMMON 872594106 284,240 7,300 SH X 1,2,3 7,300
TRW INC COMMON 872649108 4,661,575 93,700 SH X 1,2,3 93,700
TALK.COM INC COMMON 874264104 375,565 29,100 SH X 1,2,3 29,100
TANDY CORP. COMMON 875382103 522,039 10,100 SH X 1,2,3 10,100
TECHNE CORP COMMON 878377100 10,416,500 332,000 SH X 1,2,3 332,000
TECHNITROL INC COMMON 878555101 267,900 7,600 SH X 1,2,3 7,600
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 265,550 18,800 SH X 1,2,3 18,800
TEKELEC COMMON 879101103 1,244,506 90,100 SH X 1,2,3 90,100
TELE NORTE LESTE PART-ADR FOREIG 879246106 2,317,250 149,500 SH X 1,2,3 149,500
PAGE COLUMN TOTALS 128,678,906
28
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TELEBRAS-SPONS ADR PFD BLO FOREIG 879287308 2,023,313 27,000 SH X 1,2,3 27,000
TELEFONICA SA -SPON ADR FOREIG 879382208 16,807,392 350,154 SH X 1,2,3 350,154
TELEFONOS DE MEX -SPON AD FOREIG 879403780 8,450,250 118,600 SH X 1,2,3 118,600
TELIGENT INC CL A COMMON 87959Y103 4,943,906 99,500 SH X 1,2,3 99,500
TELLABS INC COMMON 879664100 4,976,338 87,400 SH X 1,2,3 87,400
TENET HEALTHCARE CORP COMMON 88033G100 1,724,638 98,200 SH X 1,2,3 98,200
TERADYNE INC COMMON 880770102 1,924,650 54,600 SH X 1,2,3 54,600
TERAYON COMMUNICATION SYST COMMON 880775101 6,192,463 126,700 SH X 1,2,3 126,700
TETRA TECH INC COMMON 88162G103 295,360 17,700 SH X 1,2,3 17,700
TEXACO INC COMMON 881694103 102,290,813 1,620,442 SH X 1,2,3 1,620,442
TEXACO INC COMMON 881694103 218,000 3,456 SH X 1 3,456
TEXACO INC COMMON 881694103 63,000 1,002 SH X X 1 1,002
Total TEXACO INC 881694103 102,571,813 1,624,900 1,624,900
TEXAS INDUSTRIES INC COMMON 882491103 355,200 9,600 SH X 1,2,3 9,600
TEXAS INSTRUMENTS INC COMMON 882508104 43,238,825 525,700 SH X 1,2,3 525,700
TEXAS UTILITIES CO COMMON 882848104 72,214,613 1,935,400 SH X 1,2,3 1,935,400
TEXTRON INC COMMON 883203101 773,750 10,000 SH X 1,2,3 10,000
3 COM COMMON 885535104 4,821,375 167,700 SH X 1,2,3 167,700
3DFX INTERACTIVE INC COMMON 88553X103 103,950 12,600 SH X 1,2,3 12,600
TIMBERLAND COMPANY -CL A COMMON 887100105 367,183 9,400 SH X 1,2,3 9,400
TIME WARNER INC COMMON 887315109 16,244,550 267,400 SH X 1,2,3 267,400
TIME WARNER TELECOM -CL A COMMON 887319101 1,043,750 50,000 SH X 1,2,3 50,000
TITAN WHEEL COMMON 88830M102 109,675 10,700 SH X 1,2,3 10,700
TOLL BROTHERS INC COMMON 889478103 308,804 16,200 SH X 1,2,3 16,200
TOMKINS PLC-SPONSORED ADR FOREIG 890030208 25,500,000 1,500,000 SH X 1,2,3 1,500,000
TOO INC COMMON 890333107 565,031 31,500 SH X 1,2,3 31,500
TOOTSIE ROLL INDUSTRIES IN COMMON 890516107 723,250 22,000 SH X 1,2,3 22,000
TORO CO COMMON 891092108 235,463 6,300 SH X 1,2,3 6,300
TOTAL RENAL CARE HOLDINGS COMMON 89151A107 1,048,688 141,000 SH X 1,2,3 141,000
TOWER AUTOMOTIVE COMMON 891707101 420,014 21,200 SH X 1,2,3 21,200
TRANSKARYOTIC THERAPIES IN COMMON 893735100 3,082,500 60,000 SH X 1,2,3 60,000
TRANSWITCH CORP COMMON 894065101 20,306,250 356,250 SH X 1,2,3 356,250
TREDEGAR INDS INC COMMON 894650100 361,238 16,900 SH X 1,2,3 16,900
TREX COMPANY INC COMMON 89531P105 212,500 8,000 SH X 1,2,3 8,000
TRIARC COMPANIES COMMON 895927101 263,675 12,300 SH X 1,2,3 12,300
TRICON GLOBAL RESTAURANTS COMMON 895953107 352,058 8,600 SH X 1,2,3 8,600
TRIBUNE CO COMMON 896047107 6,079,450 122,200 SH X 1,2,3 122,200
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 11,520,422 201,450 SH X 1,2,3 201,450
TRISTAR AEROSPACE CO COMMON 89674L101 1,378,125 225,000 SH X 1,2,3 225,000
PAGE COLUMN TOTALS 361,540,462
29
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TRIUMPH GROUP INC COMMON 896818101 6,375,000 240,000 SH X 1,2,3 240,000
TRUE NORTH COMMUNICATIONS COMMON 897844106 782,063 21,500 SH X 1,2,3 21,500
TRUSTCO BANK CORP NY COMMON 898349105 366,184 12,400 SH X 1,2,3 12,400
TUBOS DE ACERO DE MEXICO A FOREIG 898592506 9,699,550 791,800 SH X 1,2,3 791,800
TUBOSCOPE INC COMMON 898600101 422,875 34,000 SH X 1,2,3 34,000
TUESDAY MORNING CORP COMMON 899035505 2,929,000 116,000 SH X 1,2,3 116,000
TUMBLEWEED COMMUNICATIONS COMMON 899690101 5,350,000 200,000 SH X 1,2,3 200,000
24/7 MEDIA INC COMMON 901314104 3,571,613 94,300 SH X 1,2,3 94,300
TYCO INTERNATIONAL LTD COMMON 902124106 29,103,800 281,877 SH X 1,2,3 281,877
UST CORP COMMON 902900109 578,100 18,800 SH X 1,2,3 18,800
USX CORP 6.50% CUM CV. PRE PREF C 902905819 11,078,125 250,000 SH X 1,2,3 250,000
USX-MARATHON GROUP COMMON 902905827 564,525 19,300 SH X 1,2,3 19,300
UST INC COMMON 902911106 3,169,688 105,000 SH X 1,2,3 105,000
US BANCORP COMMON 902973106 3,800,606 125,900 SH X 1,2,3 125,900
US ONCOLOGY INC COMMON 90338W103 366,105 40,400 SH X 1,2,3 40,400
US SEARCH.COM INC COMMON 903404101 2,152,863 219,400 SH X 1,2,3 219,400
ULTRATECH STEPPER INC COMMON 904034105 151,725 11,900 SH X 1,2,3 11,900
UNILEVER N V -NY SHARES FOREIG 904784709 3,495,698 51,313 SH X 1,2,3 51,313
UNICOM CORP COMMON 904911104 472,794 12,800 SH X 1,2,3 12,800
UNION CARBIDE COMMON 905581104 653,338 11,500 SH X 1,2,3 11,500
UNION PACIFIC CORP COMMON 907818108 668,062 13,900 SH X 1,2,3 13,900
UNION PACIFIC RESOURCES COMMON 907834105 372,638 23,200 SH X 1,2,3 23,200
UNION PLANTERS CORP. COMMON 908068109 342,300 8,400 SH X 1,2,3 8,400
UNISYS CORP COMMON 909214108 6,917,663 153,300 SH X 1,2,3 153,300
UNITED BANKSHARES INC COMMON 909907107 457,066 18,800 SH X 1,2,3 18,800
UNITED HEALTH CARE CORP COMMON 910581107 2,565,831 52,700 SH X 1,2,3 52,700
UNITED ILLUMINATING CO COMMON 910637107 377,325 7,800 SH X 1,2,3 7,800
UNITED NATURAL FOODS INC COMMON 911163103 1,790,497 203,900 SH X 1,2,3 203,900
US BIOSCIENCE INC COMMON 911646206 166,725 11,700 SH X 1,2,3 11,700
US WEST INC COMMON 91273H101 70,095,575 1,228,400 SH X 1,2,3 1,228,400
US TRUST CORP COMMON 91288L105 707,300 8,800 SH X 1,2,3 8,800
UNITED TECHNOLOGIES CORP COMMON 913017109 15,836,438 267,000 SH X 1,2,3 267,000
UNITED WATER RESOURCES INC COMMON 913190104 587,250 18,000 SH X 1,2,3 18,000
UNITRODE CORP COMMON 913283107 571,200 13,600 SH X 1,2,3 13,600
UNIVERSAL CORP-VA COMMON 913456109 1,306,250 50,000 SH X 1,2,3 50,000
UNIVERSAL FOREST PRODUCTS COMMON 913543104 146,294 11,200 SH X 1,2,3 11,200
UNIVERSAL HEALTH SERVICES COMMON 913903100 388,125 15,000 SH X 1,2,3 15,000
UNIVISION COMMUNICATIONS C COMMON 914906102 7,201,688 88,500 SH X 1,2,3 88,500
UNOCAL CORP COMMON 915289102 1,471,381 39,700 SH X 1,2,3 39,700
PAGE COLUMN TOTALS 197,053,260
30
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UNUMPROVIDENT CORP COMMON 91529Y106 273,764 9,300 SH X 1,2,3 9,300
US FREIGHTWAYS CORP COMMON 916906100 573,238 12,100 SH X 1,2,3 12,100
US WEB CORP COMMON 917327108 8,324,213 242,600 SH X 1,2,3 242,600
VAIL RESORTS COMMON 91879Q109 5,565,000 240,000 SH X 1,2,3 240,000
VALASSIS COMMUNICATIONS IN COMMON 918866104 1,142,362 26,000 SH X 1,2,3 26,000
VALMONT INDUSTRIES COMMON 920253101 187,313 11,100 SH X 1,2,3 11,100
VANS INC COMMON 921930103 828,000 69,000 SH X 1,2,3 69,000
VANTIVE CORP COMMON 922091103 104,244 12,000 SH X 1,2,3 12,000
VARCO INTERNATIONAL INC COMMON 922126107 2,254,688 185,000 SH X 1,2,3 185,000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 297,500 13,600 SH X 1,2,3 13,600
VERITAS SOFTWARE CORP COMMON 923436109 759,375 10,000 SH X 1,2,3 10,000
VERITAS DGC INC COMMON 92343P107 202,125 10,500 SH X 1,2,3 10,500
VERTEX PHARMACEUTICALS INC COMMON 92532F100 354,107 11,400 SH X 1,2,3 11,400
VIACOM INC CLASS B COMMON 925524308 1,609,725 38,100 SH X 1,2,3 38,100
VICOR CORP COMMON 925815102 417,441 18,400 SH X 1,2,3 18,400
VINTAGE PETROLEUM INC COMMON 927460105 407,700 30,200 SH X 1,2,3 30,200
VISIO CORP COMMON 927914101 490,625 12,500 SH X 1,2,3 12,500
VISUAL NETWORKS INC COMMON 928444108 679,000 16,000 SH X 1,2,3 16,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 15,785,838 184,900 SH X 1,2,3 184,900
VODAFONE AIRTOUCH PLC-SP A FOREIG 92857T107 29,509,750 124,122 SH X 1,2,3 124,122
VODAFONE AIRTOUCH PLC-SP A FOREIG 92857T107 185,000 778 SH X 1 778
VODAFONE AIRTOUCH PLC-SP A FOREIG 92857T107 24,000 100 SH X X 1 50 50
Total VODAFONE AIRTOUCH PLC 92857T107 29,718,750 125,000 124,950 50
VOICESTREAM WIRELESS CORP COMMON 928615103 7,467,969 121,000 SH X 1,2,3 121,000
WICOR INC COMMON 929253102 508,585 17,500 SH X 1,2,3 17,500
WABASH NATIONAL CORP COMMON 929566107 209,214 10,300 SH X 1,2,3 10,300
WACHOVIA CORP COMMON 929771103 833,425 10,600 SH X 1,2,3 10,600
WAL-MART STORES COMMON 931142103 76,195,125 1,602,000 SH X 1,2,3 1,602,000
WALGREEN CO. COMMON 931422109 2,111,200 83,200 SH X 1,2,3 83,200
WARNER LAMBERT COMPANY COMMON 934488107 15,896,813 239,500 SH X 1,2,3 239,500
WASHINGTON MUTUAL, INC. COMMON 939322103 38,099,588 1,302,550 SH X 1,2,3 1,302,550
WASTE CONNECTIONS INC COMMON 941053100 2,625,831 127,700 SH X 1,2,3 127,700
WASTE MANAGEMENT INC COMMON 94106L109 650,650 33,800 SH X 1,2,3 33,800
WATSCO INC COMMON 942622200 159,250 14,000 SH X 1,2,3 14,000
WEATHERFORD INTERNATIONAL COMMON 947074100 1,017,600 31,800 SH X 1,2,3 31,800
WELLS FARGO COMPANY COMMON 949746101 5,977,275 150,260 SH X 1,2,3 150,260
WELLS FARGO COMPANY COMMON 949746101 220,000 5,540 SH X 1 5,540
WELLS FARGO COMPANY COMMON 949746101 8,000 200 SH X X 1 200
Total WELLS FARGO COMPANY 949746101 6,205,275 156,000 155,800 200
PAGE COLUMN TOTALS 221,955,533
31
<PAGE>
WERNER ENTERPRISES COMMON 950755108 371,888 21,100 SH X 1,2,3 21,100
WESLEY JESSEN VISION COMMON 951018100 243,259 7,800 SH X 1,2,3 7,800
WESTERN WIRELESS CORP CL A COMMON 95988E204 5,426,094 121,000 SH X 1,2,3 121,000
WESTPAC BANKING -SPON ADR FOREIG 961214301 16,912,500 550,000 SH X 1,2,3 550,000
WET SEAL INC - CL A COMMON 961840105 993,750 60,000 SH X 1,2,3 60,000
WEYERHAEUSER CO COMMON 962166104 10,067,088 174,700 SH X 1,2,3 174,700
WHITNEY HOLDING CORP COMMON 966612103 354,063 10,300 SH X 1,2,3 10,300
WHITTMAN-HART INC COMMON 966834103 891,963 23,000 SH X 1,2,3 23,000
WHOLE FOODS MARKET INC COMMON 966837106 392,616 12,000 SH X 1,2,3 12,000
WILD OATS MARKETS INC COMMON 96808B107 6,201,500 157,000 SH X 1,2,3 157,000
WILLIAMS COS INC COMMON 969457100 958,387 25,600 SH X 1,2,3 25,600
WILLIAM SONOMA INC. COMMON 969904101 8,012,813 165,000 SH X 1,2,3 165,000
WIND RIVER SYSTEMS INC COMMON 973149107 214,700 11,300 SH X 1,2,3 11,300
WINK COMMUNICATIONS INC COMMON 974168106 1,310,625 30,000 SH X 1,2,3 30,000
WINN-DIXIE STORES COMMON 974280109 249,371 8,400 SH X 1,2,3 8,400
WINNEBAGO INDUSTRIES COMMON 974637100 227,402 9,500 SH X 1,2,3 9,500
WINSTAR COMMUNICATIONS COMMON 975515107 3,925,781 100,500 SH X 1,2,3 100,500
WOLVERINE WORLD WIDE COMMON 978097103 218,400 19,200 SH X 1,2,3 19,200
WRIGLEY (WM) JR CO COMMON 982526105 412,872 6,000 SH X 1,2,3 6,000
X-RITE INC COMMON 983857103 66,950 10,300 SH X 1,2,3 10,300
XIRCOM INC COMMON 983922105 426,870 10,000 SH X 1,2,3 10,000
XEROX CORP COMMON 984121103 57,362,113 1,367,800 SH X 1,2,3 1,367,800
XOMED SURGICAL PRODUCTS COMMON 98412V107 330,600 5,800 SH X 1,2,3 5,800
YAHOO! CORP COMMON 984332106 19,745,000 110,000 SH X 1,2,3 110,000
YANKEE CANDLE CO INC (THE) COMMON 984757104 2,122,444 109,900 SH X 1,2,3 109,900
YELLOW CORP COMMON 985509108 208,681 12,600 SH X 1,2,3 12,600
ZALE CORP COMMON 988858106 570,849 14,900 SH X 1,2,3 14,900
ZEBRA TECHNOLOGIES CORP COMMON 989207105 636,552 14,000 SH X 1,2,3 14,000
ZIPLINK INC COMMON 989741103 1,441,650 137,300 SH X 1,2,3 137,300
DAIMLERCHRYSLER AG FOREIG D1668R123 31,246,875 450,000 SH X 1,2,3 450,000
GLOBAL CROSSING LTD FOREIG G3921A100 3,081,155 116,270 SH X 1,2,3 116,270
RSL COMMUNICATIONS LTD-CL FOREIG G7702U102 1,480,075 81,100 SH X 1,2,3 81,100
TOMMY HILFIGER CORP FOREIG G8915Z102 6,894,663 244,600 SH X 1,2,3 244,600
CHECK POINT SOFTWARE TECHN FOREIG M22465104 675,500 8,000 SH X 1,2,3 8,000
INTERNET GOLD-GOLDEN LINES FOREIG M56595107 1,037,663 123,900 SH X 1,2,3 123,900
QIAGEN N.V. FOREIG N72482107 204,600 4,800 SH X 1,2,3 4,800
PANAMERICAN BEVERAGES CL A FOREIG P74823108 5,142,656 310,500 SH X 1,2,3 310,500
STEINER LEISURE LTD. COMMON P8744Y102 275,000 11,000 SH X 1,2,3 11,000
FLEXTRONICS INTL LTD FOREIG Y2573F102 8,704,850 149,600 SH X 1,2,3 149,600
PAGE COLUMN TOTALS 199,039,818
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32
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AGGREGATE COLUMN TOTALS 8,413,774,828
33
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</TABLE>
