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, 2000
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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
Address: 9800 Fredericksburg Road
San Antonio, Texas 78288
Form 13F File Number: 28-5810
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Sherron Kirk
Title: Senior Vice President - Senior Financial Officer
Phone: (210) 498-7804
Signature, Place, and Date of Signing:
/S/ Sherron Kirk San Antonio, Texas November 14, 2000
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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).)
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
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Form 13F Information Table Entry Total: 1,265
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Form 13F Information Table Value Total: $ 11,509,312
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
1 28-5802 USAA Capital Corporation
2 28-487 USAA Investment Management Co.
3 28-4443 USAA Investment Corporation
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Form 13F INFORMATION TABLE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
MARKET SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS
SHARED
SOLE SHARED OTHER SOLE SHARED NONE
(A) (B) (C) (A) (B) (C)
AAR CORP COMMON 000361105 147,610 12,301 SH X 1,2,3 12,301
A D C TELECOMMUNICATIONS COMMON 000886101 1,543,486 57,400 SH X 1,2,3 57,400
ABM INDS INC COMMON 000957100 274,658 10,103 SH X 1,2,3 10,103
AFLAC INC COMMON 001055102 1,040,965 16,108 SH X 1,2,3 16,108
AES CORP COMMON 00130H105 1,589,571 23,200 SH X 1,2,3 23,200
AMR CORP COMMON 001765106 245,153 7,500 SH X 1,2,3 7,500
AT&T CORP COMMON 001957109 8,677,932 273,148 SH X 1,2,3 273,148
AT&T CORP COMMON 001957109 355,000 12,478 SH X X 1 12,328 150
AT&T CORP COMMON 001957208 300,756 12,402 SH X 1,2,3 12,402
AVT CORP COMMON 002420107 77,868 14,000 SH X 1,2,3 14,000
AXA FINL INC COMMON 002451102 170,239 5,352 SH X 1,2,3 5,352
AXA FINL INC COMMON 002451102 352,000 4,900 SH X X 1 4,900
AXT INC COMMON 00246W103 393,033 9,400 SH X 1,2,3 9,400
ABBOTT LABS COMMON 002824100 18,253,635 383,602 SH X 1,2,3 383,602
ABBOTT LABS COMMON 002824100 422,000 9,048 SH X X 1 9,048
ABERCROMBIE & FITCH CO COMMON 002896207 6,157,209 323,001 SH X 1,2,3 323,001
ABIOMED INC COMMON 003654100 681,250 10,000 SH X 1,2,3 10,000
ACCELERATED NETWORKS INC COMMON 00429P107 1,687,500 100,000 SH X 1,2,3 100,000
ACCREDO HEALTH INC COMMON 00437V104 18,291,469 374,250 SH X 1,2,3 374,250
ACLARA BIOSCIENCES INC COMMON 00461P106 692,550 22,800 SH X 1,2,3 22,800
ACTEL CORP COMMON 004934105 388,120 10,800 SH X 1,2,3 10,800
ACTIVE POWER INC COMMON 00504W100 13,516,000 218,000 SH X 1,2,3 218,000
ADAC LABS COMMON 005313200 218,491 9,104 SH X 1,2,3 9,104
ADAPTIVE BROADBAND CORP COMMON 00650M104 319,800 16,400 SH X 1,2,3 16,400
ADMINISTAFF INC COMMON 007094105 454,200 6,000 SH X 1,2,3 6,000
ADOBE SYS INC COMMON 00724F101 5,806,471 37,401 SH X 1,2,3 37,401
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ADVANCE PARADIGM INC COMMON 007491103 10,344,375 245,200 SH X 1,2,3 245,200
ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 6,851,588 180,900 SH X 1,2,3 180,900
ADVANCED TISSUE SCIENCES INC COMMON 00755F103 198,568 26,700 SH X 1,2,3 26,700
ADVO INC COMMON 007585102 303,600 9,200 SH X 1,2,3 9,200
AEROFLEX INC COMMON 007768104 632,125 13,000 SH X 1,2,3 13,000
ADVANCED MICRO DEVICES INC COMMON 007903107 515,025 21,800 SH X 1,2,3 21,800
AETHER SYS INC COMMON 00808V105 2,553,100 24,200 SH X 1,2,3 24,200
AETNA INC COMMON 008117103 513,544 8,001 SH X 1,2,3 8,001
AFFILIATED COMPUTER SERVICES COMMON 008190100 598,500 12,000 SH X 1,2,3 12,000
AFFILIATED MANAGERS GROUP COMMON 008252108 227,750 4,000 SH X 1,2,3 4,000
AFFYMETRIX INC COMMON 00826T108 10,473,750 210,000 SH X 1,2,3 210,000
AGILENT TECHNOLOGIES INC COMMON 00846U101 9,178,114 124,449 SH X 1,2,3 124,449
AGILE SOFTWARE CORP DEL COMMON 00846X105 9,263,563 103,000 SH X 1,2,3 103,000
AGNICO EAGLE MINES LTD FOREIGN STK 008474108 3,923,438 675,000 SH X 1,2,3 675,000
AIR PRODS & CHEMS INC COMMON 009158106 702,063 19,502 SH X 1,2,3 19,502
AIRNET COMMUNICATIONS CORP COMMON 00941P106 2,829,225 126,800 SH X 1,2,3 126,800
AIRSPAN NETWORKS INC COMMON 00950H102 535,900 46,600 SH X 1,2,3 46,600
AKAMAI TECHNOLOGIES INC COMMON 00971T101 4,474,331 85,200 SH X 1,2,3 85,200
ALAMOSA PCS HOLDINGS COMMON 011593100 2,609,425 161,200 SH X 1,2,3 161,200
ALCAN ALUMINIUM LTD NEW COMMON 013716105 329,882 11,400 SH X 1,2,3 11,400
ALCOA INC COMMON 013817101 58,385,738 2,013,301 SH X 1,2,3 2,013,301
ALEXANDRIA REAL ESTATE EQ INC COMMON 015271109 5,146,875 150,000 SH X 1,2,3 150,000
ALLEGHENY ENERGY INC COMMON 017361106 34,460,804 901,950 SH X 1,2,3 901,950
ALLEGIANCE TELECOM INC COMMON 01747T102 3,907,525 104,900 SH X 1,2,3 104,900
ALLEN TELECOM INC COMMON 018091108 210,019 12,400 SH X 1,2,3 12,400
ALLERGAN INC COMMON 018490102 624,922 7,401 SH X 1,2,3 7,401
<PAGE>
ALLIANCE PHARMACEUTICAL CORP COMMON 018773101 318,725 20,900 SH X 1,2,3 20,900
ALLIANCE SEMICONDUCTOR CORP COMMON 01877H100 369,675 18,600 SH X 1,2,3 18,600
ALLIANT CORP COMMON 018802108 23,678,565 805,640 SH X 1,2,3 805,640
ALLIANT TECHSYSTEMS INC COMMON 018804104 336,713 4,100 SH X 1,2,3 4,100
ALLSTATE CORP COMMON 020002101 9,710,983 279,453 SH X 1,2,3 279,453
ALLTEL CORP COMMON 020039103 1,001,608 16,171 SH X 1,2,3 16,171
ALPHA INDS INC COMMON 020753109 636,959 18,700 SH X 1,2,3 18,700
ALPHARMA INC COMMON 020813101 15,108,148 242,701 SH X 1,2,3 242,701
ALTERA CORP COMMON 021441100 945,450 19,800 SH X 1,2,3 19,800
ALZA CORP DEL COMMON 022615108 415,200 4,800 SH X 1,2,3 4,800
AMAZON COM INC COMMON 023135106 7,798,969 202,900 SH X 1,2,3 202,900
AMEREN CORP COMMON 023608102 354,219 8,456 SH X 1,2,3 8,456
AMERICA ONLINE INC DEL COMMON 02364J104 87,819,438 1,633,850 SH X 1,2,3 1,633,850
AMERICAN ELEC PWR INC COMMON 025537101 708,527 18,100 SH X 1,2,3 18,100
AMERICAN EAGLE OUTFITTERS NEW COMMON 02553E106 409,500 13,000 SH X 1,2,3 13,000
AMERICAN EXPRESS CO COMMON 025816109 9,785,613 161,092 SH X 1,2,3 161,092
AMERICAN EXPRESS CO COMMON 025816109 231,000 3,791 SH X X 1 3,791
AMERICAN FREIGHTWAYS CORP COMMON 02629V108 228,600 14,400 SH X 1,2,3 14,400
AMERICAN GENERAL CORP COMMON 026351106 1,869,197 23,964 SH X 1,2,3 23,964
AMERICAN GREETINGS CORP COMMON 026375105 7,860,312 413,701 SH X 1,2,3 413,701
AMERICAN HOME PRODS CORP COMMON 026609107 133,262,731 2,268,302 SH X 1,2,3 2,268,302
AMERICAN INTL GROUP INC COMMON 026874107 152,509,566 1,297,261 SH X 1,2,3 1,297,261
AMERICAN INTL GROUP INC COMMON 026874107 337,000 3,561 SH X 1,2,3 3,561
AMERICAN MGMT SYS INC COMMON 027352103 314,522 18,300 SH X 1,2,3 18,300
AMERICAN PWR CONVERSION CORP COMMON 029066107 360,166 8,825 SH X 1,2,3 8,825
AMERICAN STD COS INC DEL COMMON 029712106 444,380 10,000 SH X 1,2,3 0 10,000
<PAGE>
AMERICAN TELESOURCE INTL INC COMMON 03018P108 631,202 100,000 SH X 1,2,3 100,000
AMERICREDIT CORP COMMON 03060R101 950,796 33,000 SH X 1,2,3 33,000
AMES DEPT STORES INC COMMON 030789507 75,731 13,100 SH X 1,2,3 13,100
AMGEN INC COMMON 031162100 29,544,280 423,100 SH X 1,2,3 423,100
AMSOUTH BANCORPORATION COMMON 032165102 173,254 11,000 SH X 1,2,3 11,000
ANADARKO PETE CORP COMMON 032511107 14,615,117 219,908 SH X 1,2,3 219,908
ANALOG DEVICES INC COMMON 032654105 36,716,175 443,700 SH X 1,2,3 443,700
ANALOGIC CORP COMMON 032657207 240,040 6,001 SH X 1,2,3 6,001
ANALYSTS INTL CORP COMMON 032681108 97,804 10,503 SH X 1,2,3 10,503
ANCHOR BANCORP WIS INC COMMON 032839102 160,082 10,205 SH X 1,2,3 10,205
ANCHOR GAMING COMMON 033037102 405,766 5,100 SH X 1,2,3 5,100
ANDRX GROUP COMMON 034553107 20,542,500 220,000 SH X 1,2,3 220,000
ANHEUSER BUSCH COS INC COMMON 035229103 51,931,130 695,317 SH X 1,2,3 695,317
ANIXTER INTL INC COMMON 035290105 477,650 16,400 SH X 1,2,3 16,400
ANNTAYLOR STORES CORP COMMON 036115103 480,463 12,500 SH X 1,2,3 12,500
AO TATNEFT FOREIGN STK 03737P306 591,290 59,501 SH X 1,2,3 59,501
AON CORP COMMON 037389103 549,575 14,002 SH X 1,2,3 14,002
APACHE CORP COMMON 037411105 15,883,975 268,651 SH X 1,2,3 268,651
APACHE CORP PREF CONV 037411600 12,828,125 250,000 SH X 1,2,3 250,000
APOGEE ENTERPRISES INC COMMON 037598109 74,529 13,105 SH X 1,2,3 13,105
APPLE COMPUTER INC COMMON 037833100 900,868 17,200 SH X 1,2,3 17,200
APPLEBEES INTL INC COMMON 037899101 357,691 11,800 SH X 1,2,3 11,800
APPLICA INC COMMON 03815A106 63,726 10,300 SH X 1,2,3 10,300
APPLIED MATLS INC COMMON 038222105 57,673,719 634,880 SH X 1,2,3 634,880
APPLIED MATLS INC COMMON 038222105 329,000 5,150 SH X X 1 5,150
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 125,500,884 606,100 SH X 1,2,3 606,100
<PAGE>
APPLIED MOLECULAR EVOLUTION COMMON 03823E108 1,003,125 25,000 SH X 1,2,3 25,000
APTARGROUP INC COMMON 038336103 434,701 16,100 SH X 1,2,3 16,100
ARCH CHEMICALS INC COMMON 03937R102 218,851 10,005 SH X 1,2,3 10,005
ARCTIC CAT INC COMMON 039670104 159,135 12,605 SH X 1,2,3 12,605
ARIBA INC COMMON 04033V104 9,512,838 66,400 SH X 1,2,3 66,400
ARM HLDGS PLC FOREIGN STK 042068106 4,298,344 130,500 SH X 1,2,3 130,500
ARMOR HOLDINGS INC COMMON 042260109 843,000 56,200 SH X 1,2,3 56,200
ART TECHNOLOGY GROUP INC COMMON 04289L107 5,874,500 62,000 SH X 1,2,3 62,000
ARTESYN TECHNOLOGIES INC COMMON 043127109 483,475 16,600 SH X 1,2,3 16,600
ARTHROCARE CORP COMMON 043136100 400,413 20,600 SH X 1,2,3 20,600
ARVINMERITOR INC COMMON 043353101 2,067,633 140,775 SH X 1,2,3 140,775
ASPECT COMMUNICATIONS CORP COMMON 04523Q102 495,000 24,000 SH X 1,2,3 24,000
ASPEN TECHNOLOGY INC COMMON 045327103 518,938 11,500 SH X 1,2,3 11,500
ASSOCIATES FIRST CAP CORP COMMON 046008108 27,786,106 731,213 SH X 1,2,3 731,213
ASTEC INDS INC COMMON 046224101 237,344 21,700 SH X 1,2,3 21,700
ATLANTIC COAST AIRLINES HLDGS COMMON 048396105 7,528,656 233,900 SH X 1,2,3 233,900
ATMOS ENERGY CORP COMMON 049560105 307,405 14,904 SH X 1,2,3 14,904
ATWOOD OCEANICS INC COMMON 050095108 254,291 6,100 SH X 1,2,3 6,100
AUSPEX SYS INC COMMON 052116100 164,588 13,300 SH X 1,2,3 13,300
AUTOMATIC DATA PROCESSING INC COMMON 053015103 5,384,145 80,511 SH X 1,2,3 80,511
AVALONBAY CMNTYS INC COMMON 053484101 10,051,174 210,769 SH X 1,2,3 210,769
AVANT CORP COMMON 053487104 883,300 48,400 SH X 1,2,3 48,400
AVANEX CORP COMMON 05348W109 6,434,328 59,750 SH X 1,2,3 59,750
AVERY DENNISON CORP COMMON 053611109 40,926,196 609,701 SH X 1,2,3 609,701
AVICI SYS INC COMMON 05367L109 1,055,888 11,100 SH X 1,2,3 11,100
AVID TECHNOLOGY INC COMMON 05367P100 147,000 10,500 SH X 1,2,3 10,500
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AVISTA CORP COMMON 05379B107 486,047 21,602 SH X 1,2,3 21,602
AVON PRODS INC COMMON 054303102 14,280,139 320,902 SH X 1,2,3 320,902
AWARE INC MASS COMMON 05453N100 377,300 9,800 SH X 1,2,3 9,800
AZTAR CORP COMMON 054802103 287,513 18,700 SH X 1,2,3 18,700
BB&T CORP COMMON 054937107 514,572 17,081 SH X 1,2,3 17,081
BISYS GROUP INC COMMON 055472104 950,938 12,300 SH X 1,2,3 12,300
BMC INDS INC MINN COMMON 055607105 82,574 12,011 SH X 1,2,3 12,011
BP AMOCO P L C FOREIGN STK 055622104 52,522,118 990,746 SH X 1,2,3 990,746
BP AMOCO P L C FOREIGN STK 055622104 828,000 15,860 SH X 1,2,3 15,860
BMC SOFTWARE INC COMMON 055921100 641,060 17,571 SH X 1,2,3 17,571
BAKER HUGHES INC COMMON 057224107 24,244,916 653,062 SH X 1,2,3 653,062
BALDOR ELEC CO COMMON 057741100 320,960 15,801 SH X 1,2,3 15,801
BANK OF AMERICA CORPORATION COMMON 060505104 66,688,435 1,273,288 SH X 1,2,3 1,273,288
BANK MONTREAL QUE FOREIGN STK 063671101 2,937,188 65,000 SH X 1,2,3 65,000
BANK NEW YORK INC COMMON 064057102 4,835,756 85,589 SH X 1,2,3 85,589
BANK ONE CORP COMMON 06423A103 49,443,907 1,280,001 SH X 1,2,3 1,280,001
BANK ONE CORP COMMON 06423A103 397,000 10,378 SH X X 1 10,378
BARRICK GOLD CORP FOREIGN STK 067901108 5,340,550 350,200 SH X 1,2,3 350,200
BARR LABS INC COMMON 068306109 1,011,258 15,250 SH X 1,2,3 15,250
BARRA INC COMMON 068313105 7,224,075 116,400 SH X 1,2,3 116,400
BARRETT RES CORP COMMON 068480201 540,743 14,301 SH X 1,2,3 14,301
BAUSCH & LOMB INC COMMON 071707103 29,872,629 386,076 SH X 1,2,3 386,076
BAXTER INTL INC COMMON 071813109 1,827,799 22,901 SH X 1,2,3 22,901
BE AEROSPACE INC COMMON 073302101 191,888 11,900 SH X 1,2,3 11,900
BEA SYS INC COMMON 073325102 19,087,163 245,100 SH X 1,2,3 245,100
BEAR STEARNS COS INC COMMON 073902108 1,525,029 24,159 SH X 1,2,3 24,159
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BECTON DICKINSON & CO COMMON 075887109 378,812 13,205 SH X 1,2,3 13,205
BED BATH & BEYOND INC COMMON 075896100 5,543,989 227,300 SH X 1,2,3 227,300
BELDEN INC COMMON 077459105 276,764 10,801 SH X 1,2,3 10,801
BELLSOUTH CORP COMMON 079860102 6,947,076 162,033 SH X 1,2,3 162,033
BELLSOUTH CORP COMMON 079860102 483,000 12,280 SH X X 1 10,180 2,100
BENCHMARK ELECTRS INC COMMON 08160H101 452,400 8,700 SH X 1,2,3 8,700
BERKSHIRE HATHAWAY INC DEL COMMON 084670207 269,195 130 SH X 1,2,3 130
BEST BUY INC COMMON 086516101 1,463,418 23,001 SH X 1,2,3 23,001
BILLING CONCEPTS CORP COMMON 090063108 59,916 18,800 SH X 1,2,3 18,800
BINDLEY WESTN INDS INC COMMON 090324104 489,650 15,302 SH X 1,2,3 15,302
BINDVIEW DEV CORP COMMON 090327107 344,094 45,500 SH X 1,2,3 45,500
BIO TECHNOLOGY GEN CORP COMMON 090578105 274,488 24,000 SH X 1,2,3 24,000
BIOGEN INC COMMON 090597105 1,018,700 16,700 SH X 1,2,3 16,700
BIOMATRIX INC COMMON 09060P102 516,250 29,500 SH X 1,2,3 29,500
BIOMET INC COMMON 090613100 468,993 12,202 SH X 1,2,3 12,202
BIOVAIL CORP FOREIGN STK 09067J109 27,688,750 340,000 SH X 1,2,3 340,000
BIRMINGHAM STL CORP COMMON 091250100 51,584 13,312 SH X 1,2,3 13,312
BLACK BOX CORP DEL COMMON 091826107 410,300 8,800 SH X 1,2,3 8,800
BLACKROCK INC COMMON 09247X10 640,000 20,000 SH X 1,2,3 20,000
BLUE MARTINI SOFTWARE INC COMMON 095698106 1,988,463 58,700 SH X 1,2,3 58,700
BLUE SQUARE - ISRAEL LTD FOREIGN STK 096055108 805,507 71,601 SH X 1,2,3 71,601
BLUESTONE SOFTWARE INC COMMON 09623P10 2,717,450 156,400 SH X 1,2,3 156,400
BOEING CO COMMON 097023105 45,086,442 715,658 SH X 1,2,3 715,658
BOOKHAM TECHNOLOGY PLC FOREIGN STK 09856Q10 4,287,500 100,000 SH X 1,2,3 100,000
BOSTON PROPERTIES INC COMMON 101121101 35,852,869 835,001 SH X 1,2,3 835,001
BOSTON SCIENTIFIC CORP COMMON 101137107 341,890 20,800 SH X 1,2,3 20,800
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BOWNE & CO INC COMMON 103043105 152,987 15,204 SH X 1,2,3 15,204
BRADY CORP COMMON 104674106 315,322 9,702 SH X 1,2,3 9,702
BRASIL TELECOM PARTICIPACOES FOREIGN STK 105530109 821,325 14,100 SH X 1,2,3 14,100
BRIGHTPOINT INC COMMON 109473108 123,260 24,500 SH X 1,2,3 24,500
BRISTOL MYERS SQUIBB CO COMMON 110122108 150,641,082 2,586,077 SH X 1,2,3 2,586,077
BRISTOL MYERS SQUIBB CO COMMON 110122108 446,000 7,693 SH X X 1 7,693
BROADCOM CORP COMMON 111320107 11,919,375 48,900 SH X 1,2,3 48,900
BROADVISION INC COMMON 111412102 4,811,269 187,300 SH X 1,2,3 187,300
BROCADE COMMUNICATIONS SYS IN COMMON 111621108 27,800,800 117,800 SH X 1,2,3 117,800
BROOKS AUTOMATION INC COMMON 11434A100 245,125 7,400 SH X 1,2,3 7,400
BRUNSWICK CORP COMMON 117043109 12,975,832 711,004 SH X 1,2,3 711,004
BUCKEYE TECHNOLOGIES INC COMMON 118255108 319,550 15,400 SH X 1,2,3 15,400
BUCKLE INC COMMON 118440106 1,743,750 150,000 SH X 1,2,3 150,000
BURLINGTON NORTHN SANTA FE CP COMMON 12189T104 564,285 24,602 SH X 1,2,3 24,602
BURLINGTON RES INC COMMON 122014103 543,542 14,210 SH X 1,2,3 14,210
BUSINESS OBJECTS S A FOREIGN STK 12328X107 7,122,938 63,000 SH X 1,2,3 63,000
C&D TECHNOLOGIES INC COMMON 124661109 647,040 11,402 SH X 1,2,3 11,402
C COR NET CORP COMMON 125010108 237,336 15,500 SH X 1,2,3 15,500
C-CUBE MICROSYSTEMS INC NEW COMMON 12501N108 438,700 21,400 SH X 1,2,3 21,400
CEC ENTMT INC COMMON 125137109 374,400 11,700 SH X 1,2,3 11,700
CH ENERGY GROUP INC COMMON 12541M102 319,079 8,002 SH X 1,2,3 8,002
CIGNA CORP COMMON 125509109 8,717,520 83,501 SH X 1,2,3 83,501
CKE RESTAURANTS INC COMMON 12561E105 69,859 22,815 SH X 1,2,3 22,815
C-MAC INDS INC FOREIGN STK 125920108 8,538,750 148,500 SH X 1,2,3 148,500
C P & L ENERGY INC COMMON 12614C106 342,018 8,201 SH X 1,2,3 8,201
CSX CORP COMMON 126408103 8,958,472 410,704 SH X 1,2,3 410,704
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CTS CORP COMMON 126501105 622,746 12,301 SH X 1,2,3 12,301
CVS CORP COMMON 126650100 829,017 17,901 SH X 1,2,3 17,901
CABLETRON SYS INC COMMON 126920107 270,250 9,200 SH X 1,2,3 9,200
CABLE DESIGN TECHNOLOGIES COR COMMON 126924109 460,712 18,950 SH X 1,2,3 18,950
CABOT OIL & GAS CORP COMMON 127097103 506,387 23,901 SH X 1,2,3 23,901
CABOT MICROELECTRONICS CORP COMMON 12709P103 2,721,600 56,700 SH X 1,2,3 56,700
CAL DIVE INTL INC COMMON 127914109 2,504,813 43,800 SH X 1,2,3 43,800
CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 1,316,000 47,000 SH X 1,2,3 47,000
CALIPER TECHNOLOGIES CORP COMMON 130876105 12,960,619 223,700 SH X 1,2,3 223,700
CALLAWAY GOLF CO COMMON 131193104 815,676 50,005 SH X 1,2,3 50,005
CALPINE CORP COMMON 131347106 251,823 3,830 SH X 1,2,3 3,830
CAMBREX CORP COMMON 132011107 499,590 11,102 SH X 1,2,3 11,102
CAMPBELL SOUP CO COMMON 134429109 652,458 22,402 SH X 1,2,3 22,402
CANADIAN NATL RY CO FOREIGN STK 136375102 15,831,747 540,102 SH X 1,2,3 540,102
CANADIAN OCCIDENTAL PETE LTD FOREIGN STK 136420106 9,674,519 384,100 SH X 1,2,3 384,100
CAPITAL ONE FINL CORP COMMON 14040H105 1,042,291 14,877 SH X 1,2,3 14,877
CAPSTONE TURBINE CORP COMMON 14067D102 9,888,900 142,800 SH X 1,2,3 142,800
CARBO CERAMICS INC COMMON 140781105 3,863,752 110,000 SH X 1,2,3 110,000
CARAUSTAR INDS INC COMMON 140909102 170,949 11,302 SH X 1,2,3 11,302
CARDINAL HEALTH INC COMMON 14149Y108 1,630,960 18,494 SH X 1,2,3 18,494
CARNIVAL CORP COMMON 143658102 829,907 33,702 SH X 1,2,3 33,702
CASEYS GEN STORES INC COMMON 147528103 287,377 22,106 SH X 1,2,3 22,106
CASH AMER INTL INC COMMON 14754D100 85,609 11,608 SH X 1,2,3 11,608
CATALINA MARKETING CORP COMMON 148867104 899,238 23,900 SH X 1,2,3 23,900
CATERPILLAR INC DEL COMMON 149123101 5,066,427 149,562 SH X 1,2,3 149,562
CATO CORP NEW COMMON 149205106 136,273 10,902 SH X 1,2,3 10,902
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CELESTICA INC FOREIGN STK 15101Q108 25,137,750 363,000 SH X 1,2,3 363,000
CELGENE CORP COMMON 151020104 892,500 15,000 SH X 1,2,3 15,000
CEMEX S A FOREIGN STK 151290889 1,639,959 70,159 SH X 1,2,3 70,159
CENDANT CORP COMMON 151313103 572,628 40,902 SH X 1,2,3 40,902
CENTILLIUM COMMUNICATIONS COMMON 152319109 4,320,000 45,000 SH X 1,2,3 45,000
CENTRAL PKG CORP COMMON 154785109 379,054 16,003 SH X 1,2,3 16,003
CENTURA BKS INC COMMON 15640T100 674,291 17,600 SH X 1,2,3 17,600
CEPHALON INC COMMON 156708109 742,050 15,300 SH X 1,2,3 15,300
CERIDIAN CORP COMMON 15677T106 300,263 10,700 SH X 1,2,3 10,700
CERNER CORP COMMON 156782104 691,911 14,900 SH X 1,2,3 14,900
CHAMPION ENTERPRISES INC COMMON 158496109 92,225 21,700 SH X 1,2,3 21,700
CHARLES RIV LABS INTL INC COMMON 159864107 4,889,200 143,800 SH X 1,2,3 143,800
CHARLOTTE RUSSE HLDG INC COMMON 161048103 331,250 25,000 SH X 1,2,3 25,000
CHASE MANHATTAN CORP NEW COMMON 16161A108 52,563,622 1,131,659 SH X 1,2,3 1,131,659
CHASE MANHATTAN CORP NEW COMMON 16161A108 299,000 6,377 SH X X 1 6,377
CHECKFREE CORP NEW COMMON 162813109 5,282,408 126,100 SH X 1,2,3 126,100
CHECKPOINT SYS INC COMMON 162825103 108,893 14,400 SH X 1,2,3 14,400
CHEESECAKE FACTORY INC COMMON 163072101 586,038 13,550 SH X 1,2,3 13,550
CHELSEA GCA RLTY INC COMMON 163262108 6,322,541 180,001 SH X 1,2,3 180,001
CHEVRON CORPORATION COMMON 166751107 38,024,507 446,001 SH X 1,2,3 446,001
CHEVRON CORPORATION COMMON 166751107 210,000 2,498 SH X X 1 2,298 200
CHICOS FAS INC COMMON 168615102 12,151,600 357,400 SH X 1,2,3 357,400
CHIQUITA BRANDS INTL INC COMMON 170032106 93,722 23,805 SH X 1,2,3 23,805
CHITTENDEN CORP COMMON 170228100 300,613 11,703 SH X 1,2,3 11,703
CHOICEPOINT INC COMMON 170388102 844,100 18,400 SH X 1,2,3 18,400
CHUBB CORP COMMON 171232101 12,359,396 156,201 SH X 1,2,3 156,201
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CIBER INC COMMON 17163B102 214,500 26,000 SH X 1,2,3 26,000
CIENA CORP COMMON 171779101 72,005,262 586,300 SH X 1,2,3 586,300
CINCINNATI FINL CORP COMMON 172062101 305,318 8,600 SH X 1,2,3 8,600
CINERGY CORP COMMON 172474108 377,267 11,404 SH X 1,2,3 11,404
CIRCLE INTL GROUP INC COMMON 172574105 239,029 7,902 SH X 1,2,3 7,902
CIRCUIT CITY STORE INC COMMON 172737108 404,927 12,201 SH X 1,2,3 12,201
CIRRUS LOGIC CORP COMMON 172755100 403,125 10,000 SH X 1,2,3 10,000
CISCO SYS INC COMMON 17275R102 239,625,539 3,769,215 SH X 1,2,3 3,769,215
CISCO SYS INC COMMON 17275R102 672,000 11,307 SH X X 1 11,307
CITIGROUP INC COMMON 172967101 153,856,471 2,553,634 SH X 1,2,3 2,553,634
CLARCOR INC COMMON 179895107 234,583 11,803 SH X 1,2,3 11,803
CLARENT CORP DEL COMMON 180461105 11,611,688 294,900 SH X 1,2,3 294,900
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 36,073,875 480,985 SH X 1,2,3 480,985
CLOROX CO DEL COMMON 189054109 987,249 22,031 SH X 1,2,3 22,031
COASTAL CORP COMMON 190441105 29,646,339 399,951 SH X 1,2,3 399,951
COCA COLA CO COMMON 191216100 35,916,433 625,023 SH X 1,2,3 625,023
COCA COLA CO COMMON 191216100 495,000 8,914 SH X X 1 8,914
COCA COLA ENTERPRISES INC COMMON 191219104 360,588 22,106 SH X 1,2,3 22,106
COCA-COLA FEMSA S A DE C V FOREIGN STK 191241108 5,844,026 292,201 SH X 1,2,3 292,201
COFLEXIP FOREIGN STK 192384105 15,668,325 251,700 SH X 1,2,3 251,700
COGNEX CORP COMMON 192422103 745,359 18,900 SH X 1,2,3 18,900
COHERENT INC COMMON 192479103 802,400 11,800 SH X 1,2,3 11,800
COHU INC COMMON 192576106 242,755 9,001 SH X 1,2,3 9,001
COLGATE PALMOLIVE CO COMMON 194162103 5,249,845 87,680 SH X 1,2,3 87,680
COLUMBIA SPORTSWEAR CO COMMON 198516106 5,734,375 125,000 SH X 1,2,3 125,000
COMCAST CORP COMMON 200300200 2,059,168 50,301 SH X 1,2,3 50,301
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COMERICA INC COMMON 200340107 537,626 9,200 SH X 1,2,3 9,200
COMMERCE BANCORP INC NJ COMMON 200519106 797,232 13,701 SH X 1,2,3 13,701
COMMERCE ONE INC DEL COMMON 200693109 7,732,250 98,500 SH X 1,2,3 98,500
COMMERCIAL FEDERAL CORP COMMON 201647104 482,012 25,203 SH X 1,2,3 25,203
COMMUNITY FIRST BANKSHARES IN COMMON 203902101 349,499 19,901 SH X 1,2,3 19,901
COMPANHIA BRASILEIRA DE DIST FOREIGN STK 20440T201 3,971,625 106,800 SH X 1,2,3 106,800
COMPANHIA DE BEBIDAS DAS AME FOREIGN STK 20441W203 7,330,013 331,300 SH X 1,2,3 331,300
COMPANIA DE MINAS BUENAVENTU FOREIGN STK 204448104 5,698,025 403,400 SH X 1,2,3 403,400
COMPAQ COMPUTER CORP COMMON 204493100 11,873,285 430,503 SH X 1,2,3 430,503
COMPLETE BUSINESS SOLUTIONS COMMON 20452F107 218,700 16,200 SH X 1,2,3 16,200
COMPUCREDIT CORP COMMON 20478N100 280,469 5,000 SH X 1,2,3 5,000
COMPUTER ASSOC INTL INC COMMON 204912109 12,178,947 237,930 SH X 1,2,3 237,930
COMPUTER SCIENCES CORP COMMON 205363104 1,257,050 16,831 SH X 1,2,3 16,831
COMVERSE TECHNOLOGY INC FOREIGN STK 205862402 10,735,200 99,400 SH X 1,2,3 99,400
CONAGRA FOODS INC COMMON 205887102 31,279,463 1,559,101 SH X 1,2,3 1,559,101
COMPUTER HORIZONS CORP COMMON 205908106 102,188 15,000 SH X 1,2,3 15,000
CONCERO INC COMMON 206018103 157,500 35,000 SH X 1,2,3 35,000
CONE MLS CORP N C COMMON 206814105 51,300 11,400 SH X 1,2,3 11,400
CONEXANT SYSTEMS INC COMMON 207142100 416,070 9,936 SH X 1,2,3 9,936
CONMED CORP COMMON 207410101 186,150 13,600 SH X 1,2,3 13,600
CONOCO INC COMMON 208251306 14,042,188 537,500 SH X 1,2,3 537,500
CONOCO INC COMMON 208251405 17,176,827 637,643 SH X 1,2,3 637,643
CONSOLIDATED GRAPHICS INC COMMON 209341106 353,675 30,100 SH X 1,2,3 30,100
CONSOLIDATED PRODS INC COMMON 209798107 125,172 13,908 SH X 1,2,3 13,908
CONSTELLATION ENERGY CORP COMMON 210371100 481,052 9,669 SH X 1,2,3 9,669
CONVERGYS CORP COMMON 212485106 482,482 9,301 SH X 1,2,3 9,301
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COOPER CAMERON CORP COMMON 216640102 14,811,188 201,000 SH X 1,2,3 201,000
COOPER COS INC COMMON 216648402 229,190 6,301 SH X 1,2,3 6,301
COPART INC COMMON 217204106 6,296,475 453,800 SH X 1,2,3 453,800
COPPER MTN NETWORKS INC COMMON 217510106 2,737,500 73,000 SH X 1,2,3 73,000
COR THERAPEUTICS INC COMMON 217753102 1,445,638 23,200 SH X 1,2,3 23,200
CORN PRODS INTL INC COMMON 219023108 416,798 15,728 SH X 1,2,3 15,728
CORNING INC COMMON 219350105 5,958,738 20,091 SH X 1,2,3 20,091
CORNING INC COMMON 219350105 528,000 1,750 SH X X 1 1,750
CORPORATE EXECUTIVE BRD CO COMMON 21988R102 362,250 9,000 SH X 1,2,3 9,000
CORRECTIONAL PPTYS TR COMMON 22025E104 3,150,038 300,004 SH X 1,2,3 300,004
CORVIS CORP COMMON 221009103 4,456,422 73,000 SH X 1,2,3 73,000
COST PLUS INC CALIF COMMON 221485105 12,955,256 430,050 SH X 1,2,3 430,050
COSTCO WHSL CORP NEW COMMON 22160K105 8,039,119 230,100 SH X 1,2,3 230,100
COUSINS PPTYS INC COMMON 222795106 1,722,534 40,001 SH X 1,2,3 40,001
COVENTRY HEALTH CARE INC COMMON 222862104 385,688 25,500 SH X 1,2,3 25,500
CRANE CO COMMON 224399105 249,000 11,206 SH X 1,2,3 11,206
CREATIVE HOST SERVICES COMMON 22527P102 145,000 20,000 SH X 1,2,3 20,000
CROSS TIMBERS OIL CO COMMON 227573102 693,668 31,352 SH X 1,2,3 31,352
CROSSMANN CMNTYS INC COMMON 22764E109 276,500 14,000 SH X 1,2,3 14,000
CROSSWORLDS SOFTWARE INC COMMON 22769P109 3,628,075 183,700 SH X 1,2,3 183,700
CROWN CORK & SEAL INC COMMON 228255105 195,801 13,053 SH X 1,2,3 13,053
CROWN MEDIA HLDGS INC COMMON 228411104 141,875 10,000 SH X 1,2,3 10,000
CULLEN FROST BANKERS INC COMMON 229899109 754,052 23,202 SH X 1,2,3 23,202
CUTTER & BUCK INC COMMON 232217109 1,536,031 123,500 SH X 1,2,3 123,500
CYGNUS INC COMMON 232560102 168,164 11,801 SH X 1,2,3 11,801
CYMER INC COMMON 232572107 6,229,563 203,000 SH X 1,2,3 203,000
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CYSIVE INC COMMON 23281T108 1,960,106 293,100 SH X 1,2,3 293,100
DDI CORP COMMON 233162106 13,275,000 300,000 SH X 1,2,3 300,000
DMC STRATEX NETWORKS INC COMMON 23322L106 3,625,547 225,715 SH X 1,2,3 225,715
D R HORTON INC COMMON 23331A109 513,324 29,867 SH X 1,2,3 29,867
DSP GROUP INC COMMON 23332B106 504,563 13,500 SH X 1,2,3 13,500
DTE ENERGY CO COMMON 233331107 329,204 8,602 SH X 1,2,3 8,602
DAIN RAUSCHER CORP COMMON 233856103 520,854 5,601 SH X 1,2,3 5,601
DALLAS SEMICONDUCTOR CORP COMMON 235204104 1,112,503 27,301 SH X 1,2,3 27,301
DANA CORP COMMON 235811106 8,864,477 412,301 SH X 1,2,3 412,301
DANAHER CORP DEL COMMON 235851102 373,136 7,500 SH X 1,2,3 7,500
DATA RETURN CORP COMMON 23785M104 1,144,125 56,500 SH X 1,2,3 56,500
DATASCOPE CORP COMMON 238113104 234,056 6,502 SH X 1,2,3 6,502
DEERE & CO COMMON 244199105 16,897,972 456,702 SH X 1,2,3 456,702
DELL COMPUTER CORP COMMON 247025109 59,677,584 1,208,202 SH X 1,2,3 1,208,202
DELL COMPUTER CORP COMMON 247025109 207,000 6,200 SH X X 1 6,200
DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 642,235 42,462 SH X 1,2,3 42,462
DELPHI FINL GROUP INC COMMON 247131105 360,450 8,900 SH X 1,2,3 8,900
DELTA & PINE LD CO COMMON 247357106 441,898 17,203 SH X 1,2,3 17,203
DELTA AIR LINES INC DEL COMMON 247361108 472,815 9,351 SH X 1,2,3 9,351
DENDRITE INTL INC COMMON 248239105 453,123 16,900 SH X 1,2,3 16,900
DEVON ENERGY CORP NEW COMMON 25179M103 397,060 6,601 SH X 1,2,3 6,601
DIAGNOSTIC PRODS CORP COMMON 252450101 343,239 6,401 SH X 1,2,3 6,401
DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 7,605,592 185,502 SH X 1,2,3 185,502
DIGEX INC DEL COMMON 253756100 4,921,875 105,000 SH X 1,2,3 105,000
DIGITAL IS INC DEL COMMON 25385N101 2,553,750 136,200 SH X 1,2,3 136,200
DIMON INC COMMON 254394109 69,554 21,401 SH X 1,2,3 21,401
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DIONEX CORP COMMON 254546104 267,963 9,700 SH X 1,2,3 9,700
DISNEY WALT CO COMMON 254687106 54,189,408 1,396,202 SH X 1,2,3 1,396,202
DITECH COMMUNICATIONS CORP COMMON 25500M103 7,064,300 172,300 SH X 1,2,3 172,300
DIVERSA CORP COMMON 255064107 6,096,600 225,800 SH X 1,2,3 225,800
DIVINE INTERVENTURES INC COMMON 255404105 1,500,000 400,000 SH X 1,2,3 400,000
DOBSON COMMUNICATIONS CORP COMMON 256069105 4,422,406 301,100 SH X 1,2,3 301,100
DOLLAR GEN CORP COMMON 256669102 399,185 20,471 SH X 1,2,3 20,471
DOLLAR TREE STORES INC COMMON 256747106 25,669,978 632,850 SH X 1,2,3 632,850
DOMINION RES INC VA NEW COMMON 25746U109 2,925,707 50,372 SH X 1,2,3 50,372
DOVER CORP COMMON 260003108 394,291 8,400 SH X 1,2,3 8,400
DOW CHEM CO COMMON 260543103 8,436,897 279,488 SH X 1,2,3 279,488
DOW JONES & CO INC COMMON 260561105 329,652 4,500 SH X 1,2,3 4,500
DOWNEY FINL CORP COMMON 261018105 489,800 12,400 SH X 1,2,3 12,400
DRIL-QUIP INC COMMON 262037104 1,459,425 36,600 SH X 1,2,3 36,600
DU PONT E I DE NEMOURS & CO COMMON 263534109 2,724,796 198,949 SH X 1,2,3 198,949
DU PONT E I DE NEMOURS & CO COMMON 263534109 204,000 5,138 SH X X 1 5,138
DUANE READE INC COMMON 263578106 5,759,375 237,500 SH X 1,2,3 237,500
DUKE ENERGY CORP COMMON 264399106 4,916,654 57,286 SH X 1,2,3 57,286
DUKE ENERGY CORP COMMON 264399106 312,000 3,678 SH X X 1 3,678
DUKE WEEKS REALTY CORP COMMON 264411505 8,448,334 350,190 SH X 1,2,3 350,190
DURA PHARMACEUTICALS INC COMMON 26632S109 711,038 20,100 SH X 1,2,3 20,100
DYCOM INDS INC COMMON 267475101 921,150 20,025 SH X 1,2,3 20,025
ECI TELECOM LTD FOREIGN STK 268258100 456,313 14,900 SH X 1,2,3 14,900
EGL INC COMMON 268484102 9,864,615 320,801 SH X 1,2,3 320,801
E M C CORP MASS COMMON 268648102 70,321,695 706,800 SH X 1,2,3 706,800
E M C CORP MASS COMMON 268648102 384,000 3,810 SH X 1 3,810
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ENSCO INTL INC COMMON 26874Q100 252,507 6,601 SH X 1,2,3 6,601
ENI S P A FOREIGN STK 26874R108 11,561,550 218,400 SH X 1,2,3 218,400
EOG RES INC COMMON 26875P101 587,051 15,101 SH X 1,2,3 15,101
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EARTHGRAINS CO COMMON 270319106 367,397 18,902 SH X 1,2,3 18,902
EATON CORP COMMON 278058102 22,873,857 341,401 SH X 1,2,3 341,401
EATON VANCE CORP COMMON 278265103 790,506 15,500 SH X 1,2,3 15,500
EDGEWATER TECHNOLOGY INC COMMON 280358102 66,150 12,600 SH X 1,2,3 12,600
EDISON INTL COMMON 281020107 1,036,872 53,635 SH X 1,2,3 53,635
EFFICIENT NETWORKS INC COMMON 282056100 3,018,581 80,900 SH X 1,2,3 80,900
EL PASO ENERGY CAP TR I PREF CONV 283678209 15,625,000 200,000 SH X 1,2,3 200,000
EL PASO ENERGY CORP DEL COMMON 283905107 1,116,202 18,113 SH X 1,2,3 18,113
ELAN PLC FOREIGN STK 284131208 11,880,750 217,000 SH X 1,2,3 217,000
ELCOR CORP COMMON 284443108 202,461 8,803 SH X 1,2,3 8,803
ELECTRO SCIENTIFIC INDS COMMON 285229100 414,475 11,800 SH X 1,2,3 11,800
ELECTROGLAS INC COMMON 285324109 317,363 18,600 SH X 1,2,3 18,600
ELECTRONIC ARTS INC COMMON 285512109 4,986,875 101,000 SH X 1,2,3 101,000
ELECTRONIC DATA SYS NEW COMMON 285661104 1,398,620 33,702 SH X 1,2,3 33,702
ELOYALTY CORP COMMON 290151109 274,138 21,501 SH X 1,2,3 21,501
EMBRATEL PARTICIPACOES S A FOREIGN STK 29081N100 6,064,551 256,701 SH X 1,2,3 256,701
EMERSON ELEC CO COMMON 291011104 1,487,412 22,200 SH X 1,2,3 22,200
ENERGEN CORP COMMON 29265N108 401,680 13,502 SH X 1,2,3 13,502
ENERGIZER HLDGS INC COMMON 29266R108 6,693,376 273,199 SH X 1,2,3 273,199
ENHANCE FINL SVCS GROUP INC COMMON 293310108 235,761 16,401 SH X 1,2,3 16,401
ENRON CORP COMMON 293561106 4,841,453 55,325 SH X 1,2,3 55,325
ENRON CORP COMMON 293561106 381,000 4,264 SH X 1 4,264
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ENTERGY CORP NEW COMMON 29364G103 455,264 12,215 SH X 1,2,3 12,215
ENTERTAINMENT PPTYS TR COMMON 29380T105 2,762,494 200,007 SH X 1,2,3 200,007
ENTRUST TECHNOLOGIES INC COMMON 293848107 4,411,713 159,700 SH X 1,2,3 159,700
ENZO BIOCHEM INC COMMON 294100102 543,200 11,200 SH X 1,2,3 11,200
EPICOR SOFTWARE CORP COMMON 29426L108 63,714 18,204 SH X 1,2,3 18,204
EPRESENCE INC COMMON 294348107 71,550 10,600 SH X 1,2,3 10,600
EQUINIX INC COMMON 29444U106 4,437,500 500,000 SH X 1,2,3 500,000
EQUITY INCOME FD COMMON 294700703 264,988 1,700 SH X 1,2,3 1,700
EQUITY OFFICE PROPERTIES TRST COMMON 294741103 10,871,875 350,000 SH X 1,2,3 350,000
ERICSSON L M TEL CO FOREIGN STK 294821400 31,172,027 1,558,601 SH X 1,2,3 1,558,601
ETHAN ALLEN INTERIORS INC COMMON 297602104 10,617,257 375,002 SH X 1,2,3 375,002
EXAR CORP COMMON 300645108 9,801,000 81,000 SH X 1,2,3 81,000
EXE TECHNOLOGIES INC COMMON 301504106 1,125,000 75,000 SH X 1,2,3 75,000
EXODUS COMMUNICATIONS INC COMMON 302088109 676,438 13,700 SH X 1,2,3 13,700
EXPEDITORS INTL WASH INC COMMON 302130109 1,064,041 22,401 SH X 1,2,3 22,401
EXPRESS SCRIPTS INC COMMON 302182100 28,394,250 393,000 SH X 1,2,3 393,000
EXTREME NETWORKS INC COMMON 30226D106 46,830,500 409,000 SH X 1,2,3 409,000
EXXON MOBIL CORP COMMON 30231G102 54,522,602 611,757 SH X 1,2,3 611,757
EXXON MOBIL CORP COMMON 30231G102 1,786,000 20,037 SH X X 1 20,037
FPL GROUP INC COMMON 302571104 783,950 11,920 SH X 1,2,3 11,920
F Y I INC COMMON 302712104 250,413 6,700 SH X 1,2,3 6,700
FACTSET RESH SYS INC COMMON 303075105 534,002 14,202 SH X 1,2,3 14,202
FAIR ISAAC & CO INC COMMON 303250104 281,669 6,402 SH X 1,2,3 6,402
FASTENAL CO COMMON 311900104 9,064,485 157,301 SH X 1,2,3 157,301
FEDDERS CORP COMMON 313135105 102,337 17,608 SH X 1,2,3 17,608
FEDERAL HOME LN MTG CORP COMMON 313400301 2,735,600 50,600 SH X 1,2,3 50,600
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FEDERAL NATL MTG ASSN COMMON 313586109 9,444,556 132,051 SH X 1,2,3 132,051
FEDERAL NATL MTG ASSN COMMON 313586109 412,000 5,803 SH X X 1 5,803
FEDERATED DEPT STORES INC DEL COMMON 31410H101 289,988 11,100 SH X 1,2,3 11,100
FEDEX CORP COMMON 31428X106 691,704 15,600 SH X 1,2,3 15,600
FIDELITY NATL FINL INC COMMON 316326107 735,128 29,702 SH X 1,2,3 29,702
FIFTH THIRD BANCORP COMMON 316773100 2,324,480 36,751 SH X 1,2,3 36,751
FILENET CORP COMMON 316869106 276,442 15,200 SH X 1,2,3 15,200
FINISAR COMMON 31787A101 6,162,975 127,400 SH X 1,2,3 127,400
FIRST AMERN CORP CALIF COMMON 318522307 576,206 27,603 SH X 1,2,3 27,603
FIRST BANCORP P R COMMON 318672102 303,068 12,402 SH X 1,2,3 12,402
FIRST DATA CORP COMMON 319963104 7,964,894 160,502 SH X 1,2,3 160,502
FIRST MIDWEST BANCORP DEL COMMON 320867104 487,324 18,303 SH X 1,2,3 18,303
FIRST UN CORP COMMON 337358105 41,966,446 1,303,903 SH X 1,2,3 1,303,903
FIRST UN CORP COMMON 337358105 232,000 7,096 SH X X 1 7,096
FIRSTAR CORP NEW WIS COMMON 33763V109 1,132,184 50,600 SH X 1,2,3 50,600
FIRSTENERGY CORP COMMON 337932107 404,470 15,003 SH X 1,2,3 15,003
FLEETBOSTON FINL CORP COMMON 339030108 49,124,435 1,259,601 SH X 1,2,3 1,259,601
FLEETWOOD ENTERPRISES INC COMMON 339099103 215,206 15,102 SH X 1,2,3 15,102
FLEMING COS INC COMMON 339130106 220,836 16,907 SH X 1,2,3 16,907
FLORIDA PROGRESS CORP COMMON 341109106 435,350 8,220 SH X 1,2,3 8,220
FLORIDA ROCK INDS INC COMMON 341140101 331,341 8,402 SH X 1,2,3 8,402
FOCAL COMMUNICATIONS CORP COMMON 344155106 1,441,863 93,400 SH X 1,2,3 93,400
FOMENTO ECONOMICO MEXICANO SA FOREIGN STK 344419106 5,974,800 153,200 SH X 1,2,3 153,200
FOOTSTAR INC COMMON 344912100 281,114 8,700 SH X 1,2,3 8,700
FORD MTR CO DEL COMMON 345370860 143,972,262 3,348,192 SH X 1,2,3 3,348,192
FORT JAMES CORP COMMON 347471104 372,921 12,202 SH X 1,2,3 12,202
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FORWARD AIR CORP COMMON 349853101 13,218,184 375,650 SH X 1,2,3 375,650
FOSSIL INC COMMON 349882100 278,007 14,303 SH X 1,2,3 14,303
FOSTER WHEELER CORP COMMON 350244109 132,675 18,300 SH X 1,2,3 18,300
FOUNDRY NETWORKS INC COMMON 35063R100 2,068,369 30,900 SH X 1,2,3 30,900
FOUR SEASONS HOTEL INC FOREIGN STK 35100E104 20,272,938 277,000 SH X 1,2,3 277,000
FRANCHISE FIN CORP AMER COMMON 351807102 5,994,450 260,628 SH X 1,2,3 260,628
FRANKLIN RES INC COMMON 354613101 1,519,617 34,203 SH X 1,2,3 34,203
FREEMARKETS INC COMMON 356602102 4,290,088 75,100 SH X 1,2,3 75,100
FREEPORT-MCMORAN COPPER & GOL COMMON 35671D105 3,193,795 350,005 SH X 1,2,3 350,005
FREMONT GEN CORP COMMON 357288109 123,249 31,305 SH X 1,2,3 31,305
FRIEDE GOLDMAN HALTER INC COMMON 358430106 129,941 18,400 SH X 1,2,3 18,400
FRITZ COS INC COMMON 358846103 194,400 16,200 SH X 1,2,3 16,200
G & K SVCS INC COMMON 361268105 261,056 9,303 SH X 1,2,3 9,303
GT GROUP TELECOM INC FOREIGN STK 362359408 4,114,500 312,000 SH X 1,2,3 312,000
GALLAGHER ARTHUR J & CO COMMON 363576109 975,607 16,501 SH X 1,2,3 16,501
GANNETT INC COMMON 364730101 1,596,982 26,700 SH X 1,2,3 26,700
GAP INC DEL COMMON 364760108 3,767,240 120,552 SH X 1,2,3 120,552
GATEWAY INC COMMON 367626108 1,248,225 26,700 SH X 1,2,3 26,700
GEMINI GENOMICS PLC FOREIGN STK 36865M109 143,750 10,000 SH X 1,2,3 10,000
GEMSTAR-TV GUIDE INTL INC COMMON 36866W106 8,893,125 102,000 SH X 1,2,3 102,000
GENCORP INC COMMON 368682100 154,425 19,006 SH X 1,2,3 19,006
GENENTECH INC COMMON 368710406 58,343,013 314,200 SH X 1,2,3 314,200
GENERAL COMMUNICATION INC COMMON 369385109 172,460 24,100 SH X 1,2,3 24,100
GENERAL DYNAMICS CORP COMMON 369550108 628,146 10,000 SH X 1,2,3 10,000
GENERAL ELEC CO COMMON 369604103 278,011,545 4,809,797 SH X 1,2,3 4,809,797
GENERAL ELEC CO COMMON 369604103 2,839,000 48,116 SH X X 1 48,116
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GENERAL MLS INC COMMON 370334104 742,085 19,401 SH X 1,2,3 19,401
GENERAL MTRS CORP COMMON 370442105 2,328,551 35,824 SH X 1,2,3 35,824
GENERAL MTRS CORP COMMON 370442832 400,608 10,775 SH X 1,2,3 10,775
GENERAL SEMICONDUCTOR INC COMMON 370787103 199,867 16,400 SH X 1,2,3 16,400
GENESCO INC COMMON 371532102 3,218,125 190,000 SH X 1,2,3 190,000
GENTEX CORP COMMON 371901109 815,000 32,600 SH X 1,2,3 32,600
GENZYME CORP COMMON 372917104 8,485,997 124,450 SH X 1,2,3 124,450
GEORGIA PAC CORP COMMON 373298108 277,406 10,568 SH X 1,2,3 10,568
GERBER SCIENTIFIC INC COMMON 373730100 117,322 10,202 SH X 1,2,3 10,202
GILLETTE CO COMMON 375766102 2,877,464 82,362 SH X 1,2,3 82,362
GLAMIS GOLD LTD FOREIGN STK 376775102 1,050,000 700,000 SH X 1,2,3 700,000
GLAXO WELLCOME PLC FOREIGN STK 37733W105 6,626,197 109,636 SH X 1,2,3 109,636
GLOBESPAN INC COMMON 379571102 20,593,600 168,800 SH X 1,2,3 168,800
GOLD FIELDS LTD NEW FOREIGN STK 38059T106 787,441 200,010 SH X 1,2,3 200,010
GOLDEN WEST FINL CORP DEL COMMON 381317106 525,561 9,801 SH X 1,2,3 9,801
GOLDMAN SACHS GROUP INC COMMON 38141G104 1,014,060 8,900 SH X 1,2,3 8,900
GOLF TR AMER INC COMMON 38168B103 3,651,278 230,002 SH X 1,2,3 230,002
GOODRICH B F CO COMMON 382388106 52,668,684 1,344,000 SH X 1,2,3 1,344,000
GOODYS FAMILY CLOTHING INC COMMON 382588101 55,512 14,100 SH X 1,2,3 14,100
GRACO INC COMMON 384109104 295,816 9,102 SH X 1,2,3 9,102
GRANT PRIDECO INC COMMON 38821G101 6,471,563 295,000 SH X 1,2,3 295,000
GREAT ATLANTIC & PAC TEA INC COMMON 390064103 278,379 16,745 SH X 1,2,3 16,745
GREAT PLAINS SOFTWARE COMMON 39119E105 244,688 8,700 SH X 1,2,3 8,700
GRIFFON CORP COMMON 398433102 112,674 14,900 SH X 1,2,3 14,900
GRUPO TELEVISA SA DE CV FOREIGN STK 40049J206 1,747,931 30,300 SH X 1,2,3 30,300
GRUPO IUSACELL S A DE C V NEW FOREIGN STK 40050B100 1,099,625 92,600 SH X 1,2,3 92,600
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GUCCI GROUP N V FOREIGN STK 401566104 10,924,763 108,300 SH X 1,2,3 108,300
GUIDANT CORP COMMON 401698105 41,170,518 582,426 SH X 1,2,3 582,426
GYMBOREE CORP COMMON 403777105 67,419 12,400 SH X 1,2,3 12,400
HCA-HEALTHCARE CO COMMON 404119109 1,102,661 29,701 SH X 1,2,3 29,701
HNC SOFTWARE INC COMMON 40425P107 9,187,544 112,300 SH X 1,2,3 112,300
HS RES INC COMMON 404297103 289,175 8,600 SH X 1,2,3 8,600
HA-LO INDS INC COMMON 404429102 111,200 27,800 SH X 1,2,3 27,800
HAIN CELESTIAL GROUP INC COMMON 405217100 449,600 12,800 SH X 1,2,3 12,800
HALLIBURTON CO COMMON 406216101 25,345,010 517,900 SH X 1,2,3 517,900
HARCOURT GEN INC COMMON 41163G101 212,495 3,602 SH X 1,2,3 3,602
HARLAND JOHN H CO COMMON 412693103 195,994 12,800 SH X 1,2,3 12,800
HARLEY DAVIDSON INC COMMON 412822108 833,084 17,401 SH X 1,2,3 17,401
HARMAN INTL INDS INC COMMON 413086109 939,449 15,401 SH X 1,2,3 15,401
HARMONIC INC COMMON 413160102 12,954,219 523,403 SH X 1,2,3 523,403
HARRAHS ENTMT INC COMMON 413619107 244,750 8,900 SH X 1,2,3 8,900
HARTFORD FINL SVCS GROUP INC COMMON 416515104 1,023,514 14,033 SH X 1,2,3 14,033
HEALTHSOUTH CORP COMMON 421924101 243,770 30,002 SH X 1,2,3 30,002
HEALTH MGMT ASSOC INC NEW COMMON 421933102 5,946,131 285,700 SH X 1,2,3 285,700
HEARTLAND EXPRESS INC COMMON 422347104 196,338 11,300 SH X 1,2,3 11,300
HEICO CORP NEW COMMON 422806208 1,674,750 132,000 SH X 1,2,3 132,000
7 COMMON 422819102 1,012,088 19,700 SH X 1,2,3 19,700
HEINZ H J CO COMMON 423074103 54,858,805 1,253,916 SH X 1,2,3 1,253,916
HELIX TECHNOLOGY CORP COMMON 423319102 386,125 9,901 SH X 1,2,3 9,901
HELMERICH & PAYNE INC COMMON 423452101 23,493,929 628,600 SH X 1,2,3 628,600
HENRY JACK & ASSOC INC COMMON 426281101 902,338 18,002 SH X 1,2,3 18,002
HERTZ CORP COMMON 428040109 15,240,000 480,000 SH X 1,2,3 480,000
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HEWLETT PACKARD CO COMMON 428236103 92,542,931 740,551 SH X 1,2,3 740,551
HEWLETT PACKARD CO COMMON 428236103 333,000 3,200 SH X 1 3,200
HI / FN INC COMMON 428358105 401,938 5,900 SH X 1,2,3 5,900
HIGHWOODS PPTYS INC COMMON 431284108 16,320,078 680,003 SH X 1,2,3 680,003
HILB ROGAL & HAMILTON CO COMMON 431294107 258,530 6,202 SH X 1,2,3 6,202
HOLLINGER INTL INC COMMON 435569108 15,410,101 920,006 SH X 1,2,3 920,006
HOME DEPOT INC COMMON 437076102 49,821,640 939,063 SH X 1,2,3 939,063
HOME DEPOT INC COMMON 437076102 215,000 3,913 SH X 1 3,913
HOMESTORE COM INC COMMON 437852106 4,361,775 93,300 SH X 1,2,3 93,300
HONEYWELL INTL INC COMMON 438516106 23,553,774 661,293 SH X 1,2,3 661,293
HONEYWELL INTL INC COMMON 438516106 217,000 5,957 SH X 1 5,957
HOOPER HOLMES INC COMMON 439104100 281,535 29,604 SH X 1,2,3 29,604
HOTEL RESERVATIONS NETWORK IN COMMON 441451101 1,098,750 30,000 SH X 1,2,3 30,000
HOUSEHOLD INTL INC COMMON 441815107 2,140,485 37,801 SH X 1,2,3 37,801
HUANENG PWR INTL INC FOREIGN STK 443304100 2,531,200 158,200 SH X 1,2,3 158,200
HUDSON UNITED BANCORP COMMON 444165104 582,908 21,101 SH X 1,2,3 21,101
HUGHES SUPPLY INC COMMON 444482103 209,449 10,605 SH X 1,2,3 10,605
HUMAN GENOME SCIENCES INC COMMON 444903108 30,989,375 179,000 SH X 1,2,3 179,000
HUNTINGTON BANCSHARES INC COMMON 446150104 235,151 14,872 SH X 1,2,3 14,872
HUTCHINSON TECHNOLOGY INC COMMON 448407106 227,470 10,800 SH X 1,2,3 10,800
HYPERION SOLUTIONS CORP COMMON 44914M104 367,425 14,200 SH X 1,2,3 14,200
IDEC PHARMACEUTICALS CORP COMMON 449370105 69,968,391 399,000 SH X 1,2,3 399,000
IMS HEALTH INC COMMON 449934108 394,320 19,003 SH X 1,2,3 19,003
ITC DELTACOM INC COMMON 45031T104 3,131,450 272,300 SH X 1,2,3 272,300
IBEAM BROADCASTING CORP COMMON 45073P101 1,308,681 192,100 SH X 1,2,3 192,100
ICON PUB LTD CO FOREIGN STK 45103T107 2,340,000 130,000 SH X 1,2,3 130,000
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IDEX CORP COMMON 45167R104 410,380 13,002 SH X 1,2,3 13,002
IDEXX LABS INC COMMON 45168D104 414,625 15,500 SH X 1,2,3 15,500
ILLINOIS TOOL WKS INC COMMON 452308109 1,664,479 29,201 SH X 1,2,3 29,201
ILLUMINA INC COMMON 452327109 4,932,263 108,700 SH X 1,2,3 108,700
IMMUNEX CORP NEW COMMON 452528102 38,023,350 874,100 SH X 1,2,3 874,100
IMMUNE RESPONSE CORP DEL COMMON 45252T106 84,563 12,300 SH X 1,2,3 12,300
IMPERIAL BANCORP COMMON 452556103 388,238 20,300 SH X 1,2,3 20,300
IMRGLOBAL CORPORATION COMMON 45321W106 484,763 41,700 SH X 1,2,3 41,700
INCYTE GENOMICS INC COMMON 45337C102 4,523,750 110,000 SH X 1,2,3 110,000
INFOSPACE INC COMMON 45678T102 5,218,125 172,500 SH X 1,2,3 172,500
INGERSOLL-RAND CO COMMON 456866102 509,243 12,652 SH X 1,2,3 12,652
INFORMATION RES INC COMMON 456905108 88,556 13,000 SH X 1,2,3 13,000
INHALE THERAPEUTIC SYS INC COMMON 457191104 14,984,475 265,800 SH X 1,2,3 265,800
INPUT/OUTPUT INC COMMON 457652105 222,343 23,101 SH X 1,2,3 23,101
INSIGHT ENTERPRISES INC COMMON 45765U103 486,413 17,850 SH X 1,2,3 17,850
INSITUFORM TECHNOLOGIES INC COMMON 457667103 373,238 11,100 SH X 1,2,3 11,100
INSILICON CORP COMMON 45769H108 2,804,300 193,400 SH X 1,2,3 193,400
INTEL CORP COMMON 458140100 525,212,365 3,911,526 SH X 1,2,3 3,911,526
INTEL CORP COMMON 458140100 1,142,000 25,688 SH X X 1 23,888 1,800
INTEGRATED TELECOM EXPRESS IN COMMON 45817U101 1,245,000 60,000 SH X 1,2,3 60,000
INTER TEL INC COMMON 458372109 191,165 11,902 SH X 1,2,3 11,902
INTERFACE INC COMMON 458665106 180,930 22,707 SH X 1,2,3 22,707
INTERMET CORP COMMON 45881K104 83,408 11,505 SH X 1,2,3 11,505
INTERNAP NETWORK SVCS CORP COMMON 45885A102 5,748,394 177,900 SH X 1,2,3 177,900
INTERNATIONAL BUSINESS MACHS COMMON 459200101 93,779,284 832,801 SH X 1,2,3 832,801
INTERNATIONAL BUSINESS MACHS COMMON 459200101 647,000 5,612 SH X X 1 5,212 400
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INTERNATIONAL FLAVORS& FRAGRA COMMON 459506101 13,686,084 453,377 SH X 1,2,3 453,377
INTL PAPER CO COMMON 460146103 1,098,697 36,854 SH X 1,2,3 36,854
INTERNET CAP GROUP INC COMMON 46059C106 1,490,906 85,500 SH X 1,2,3 85,500
INTERNET PICTURES CORP COMMON 46059S101 1,490,631 274,139 SH X 1,2,3 274,139
INTERNET INITIATIVE JAPAN INC FOREIGN STK 46059T109 908,863 22,100 SH X 1,2,3 22,100
INTERPUBLIC GROUP COS INC COMMON 460690100 731,023 17,001 SH X 1,2,3 17,001
INTERSIL HLDG CORP COMMON 46069S109 2,493,750 50,000 SH X 1,2,3 50,000
INTERVOICE-BRITE INC COMMON 461142101 150,150 14,300 SH X 1,2,3 14,300
INVACARE CORP COMMON 461203101 427,341 13,302 SH X 1,2,3 13,302
INVITROGEN CORP COMMON 46185R100 8,983,088 126,300 SH X 1,2,3 126,300
INVESTORS FINL SERVICES CORP COMMON 461915100 833,311 13,201 SH X 1,2,3 13,201
ISLE OF CAPRI CASINOS INC COMMON 464592104 325,500 21,000 SH X 1,2,3 21,000
I2 TECHNOLOGIES INC COMMON 465754109 28,901,234 154,500 SH X 1,2,3 154,500
IVAX CORP COMMON 465823102 4,830,113 105,002 SH X 1,2,3 105,002
JDS UNIPHASE CORP COMMON 46612J101 73,724,077 778,600 SH X 1,2,3 778,600
JLG INDS INC COMMON 466210101 237,669 19,502 SH X 1,2,3 19,502
JNI CORP COMMON 46622G105 623,000 7,000 SH X 1,2,3 7,000
JACK IN THE BOX INC COMMON 466367109 353,711 16,500 SH X 1,2,3 16,500
JAKKS PAC INC COMMON 47012E106 423,281 45,000 SH X 1,2,3 45,000
JEFFERIES GROUP INC NEW COMMON 472319102 284,921 10,602 SH X 1,2,3 10,602
JEFFERSON PILOT CORP COMMON 475070108 475,200 7,001 SH X 1,2,3 7,001
JEFFERSON SMURFIT GROUP PLC FOREIGN STK 47508W107 2,229,631 124,300 SH X 1,2,3 124,300
JOHNSON & JOHNSON COMMON 478160104 79,999,480 784,866 SH X 1,2,3 784,866
JOHNSON & JOHNSON COMMON 478160104 453,000 4,852 SH X X 1 4,852
JUNIPER NETWORKS INC COMMON 48203R104 46,808,838 213,800 SH X 1,2,3 213,800
KLA-TENCOR CORP COMMON 482480100 700,188 17,000 SH X 1,2,3 17,000
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KAMAN CORP COMMON 483548103 132,673 10,509 SH X 1,2,3 10,509
KEEBLER FOODS CO COMMON 487256109 10,575,661 251,801 SH X 1,2,3 251,801
KELLOGG CO COMMON 487836108 243,626 8,189 SH X 1,2,3 8,189
KELLWOOD CO COMMON 488044108 240,886 11,403 SH X 1,2,3 11,403
KEMET CORP COMMON 488360108 1,066,325 38,600 SH X 1,2,3 38,600
KENT ELECTRS CORP COMMON 490553104 582,550 24,400 SH X 1,2,3 24,400
KEYCORP NEW COMMON 493267108 977,694 38,624 SH X 1,2,3 38,624
KIMBERLY CLARK CORP COMMON 494368103 28,344,986 493,961 SH X 1,2,3 493,961
KIMBERLY CLARK CORP COMMON 494368103 323,000 5,699 SH X X 1 5,699
KING PHARMACEUTICALS INC COMMON 495582108 28,826,774 657,021 SH X 1,2,3 657,021
KIRBY CORP COMMON 497266106 211,950 10,800 SH X 1,2,3 10,800
KNIGHT TRADING GROUP INC COMMON 499063105 8,316,000 231,000 SH X 1,2,3 231,000
KOHLS CORP COMMON 500255104 1,799,850 31,200 SH X 1,2,3 31,200
KONINKLIJKE PHILIPS ELECTRS N FOREIGN STK 500472303 28,768,505 676,906 SH X 1,2,3 676,906
KOREA ELECTRIC PWR FOREIGN STK 500631106 676,638 51,800 SH X 1,2,3 51,800
KOREA TELECOM FOREIGN STK 50063P103 4,117,180 122,444 SH X 1,2,3 122,444
KRISPY KREME DOUGHNUTS INC COMMON 501014104 7,621,250 91,000 SH X 1,2,3 91,000
KROGER CO COMMON 501044101 1,040,425 46,112 SH X 1,2,3 46,112
KULICKE & SOFFA INDS INC COMMON 501242101 282,214 21,200 SH X 1,2,3 21,200
LSI LOGIC CORP COMMON 502161102 1,062,474 19,630 SH X 1,2,3 19,630
LA Z BOY INC COMMON 505336107 384,503 26,405 SH X 1,2,3 26,405
LABOR READY INC COMMON 505401208 133,179 20,103 SH X 1,2,3 20,103
LACLEDE GAS CO COMMON 505588103 201,166 9,302 SH X 1,2,3 9,302
LASER VISION CTRS INC COMMON 51807H100 50,813 11,700 SH X 1,2,3 11,700
LAUDER ESTEE COS INC COMMON 518439104 10,184,047 206,000 SH X 1,2,3 206,000
LEAP WIRELESS INTL INC COMMON 521863100 225,225 3,600 SH X 1,2,3 3,600
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LEAR CORP COMMON 521865105 14,746,397 717,150 SH X 1,2,3 717,150
LEHMAN BROS HLDGS INC COMMON 524908100 3,320,094 22,339 SH X 1,2,3 22,339
LENNOX INTL INC COMMON 526107107 339,272 25,605 SH X 1,2,3 25,605
LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 82,785,975 1,073,400 SH X 1,2,3 1,073,400
LEXENT INC COMMON 52886Q102 1,190,000 40,000 SH X 1,2,3 40,000
LEXMARK INTL NEW COMMON 529771107 228,750 6,100 SH X 1,2,3 6,100
LIBBEY INC COMMON 529898108 221,711 6,902 SH X 1,2,3 6,902
LIBERATE TECHNOLOGIES COMMON 530129105 3,460,925 119,600 SH X 1,2,3 119,600
LIBERTY PPTY TR COMMON 531172104 7,425,024 270,001 SH X 1,2,3 270,001
LIFEPOINT HOSPITALS INC COMMON 53219L109 9,975,620 281,003 SH X 1,2,3 281,003
LILLY ELI & CO COMMON 532457108 33,805,474 337,703 SH X 1,2,3 337,703
LILLY ELI & CO COMMON 532457108 363,000 4,409 SH X X 1 4,409
LILLY INDS INC COMMON 532491107 303,652 10,101 SH X 1,2,3 10,101
LIMITED INC COMMON 532716107 1,996,675 90,501 SH X 1,2,3 90,501
LINCOLN NATL CORP IND COMMON 534187109 12,700,209 263,900 SH X 1,2,3 263,900
LINEAR TECHNOLOGY CORP COMMON 535678106 14,057,228 217,100 SH X 1,2,3 217,100
LINENS N THINGS INC COMMON 535679104 902,700 35,400 SH X 1,2,3 35,400
LITTELFUSE INC COMMON 537008104 273,125 9,200 SH X 1,2,3 9,200
LOCKHEED MARTIN CORP COMMON 539830109 24,499,244 743,302 SH X 1,2,3 743,302
LOEWS CORP COMMON 540424108 433,574 5,200 SH X 1,2,3 5,200
LONDON PAC GROUP LTD FOREIGN STK 542073101 1,888,125 95,000 SH X 1,2,3 95,000
LOUDEYE TECHNOLOGIES INC COMMON 545754103 1,583,225 232,400 SH X 1,2,3 232,400
LOUIS DREYFUS NAT GAS CORP COMMON 546011107 1,382,913 34,900 SH X 1,2,3 34,900
LOWES COS INC COMMON 548661107 1,217,433 27,276 SH X 1,2,3 27,276
LOWES COS INC COMMON 548661107 240,000 5,202 SH X X 1 5,202
LUBYS INC COMMON 549282101 99,203 12,400 SH X 1,2,3 12,400
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LUCENT TECHNOLOGIES INC COMMON 549463107 63,277,357 1,061,093 SH X 1,2,3 1,061,093
LUCENT TECHNOLOGIES INC COMMON 549463107 452,000 14,508 SH X X 1 14,380 128
LUMINEX CORP DEL COMMON 55027E102 1,911,400 50,300 SH X 1,2,3 50,300
LYONDELL CHEMICAL CO COMMON 552078107 26,223,750 2,220,000 SH X 1,2,3 2,220,000
MAF BANCORP INC COMMON 55261R108 253,803 10,203 SH X 1,2,3 10,203
MBIA INC COMMON 55262C100 305,901 4,301 SH X 1,2,3 4,301
MBNA CORP COMMON 55262L100 1,524,778 39,605 SH X 1,2,3 39,605
MBL INTL FIN BERMUDA TR FOREIGN CONV 55262XAA2 214,760,000 2,080,000 SH X 1,2,3 2,080,000
M D C HLDGS INC COMMON 552676108 257,416 9,901 SH X 1,2,3 9,901
MGIC INVT CORP WIS COMMON 552848103 501,276 8,201 SH X 1,2,3 8,201
MMC NETWORKS INC COMMON 55308N102 1,012,000 8,000 SH X 1,2,3 8,000
MSC INDL DIRECT INC COMMON 553530106 4,651,250 305,000 SH X 1,2,3 305,000
MACDERMID INC COMMON 554273102 333,799 14,204 SH X 1,2,3 14,204
MAGYAR TAVKOZLESI RT FOREIGN STK 559776109 2,523,544 107,100 SH X 1,2,3 107,100
MANDALAY RESORT GROUP COMMON 562567107 5,716,938 223,100 SH X 1,2,3 223,100
MANITOWOC INC COMMON 563571108 299,659 11,202 SH X 1,2,3 11,202
MANUFACTURERS SVCS LTD COMMON 565005105 2,208,750 186,000 SH X 1,2,3 186,000
MANULIFE FINL CORP FOREIGN STK 56501R106 6,945,025 334,700 SH X 1,2,3 334,700
MARCUS CORP COMMON 566330106 160,115 13,205 SH X 1,2,3 13,205
MARSH & MCLENNAN COS INC COMMON 571748102 14,323,725 107,900 SH X 1,2,3 107,900
MARRIOTT INTL INC NEW COMMON 571903202 608,579 16,702 SH X 1,2,3 16,702
MASCO CORP COMMON 574599106 484,284 26,002 SH X 1,2,3 26,002
MASCOTECH INC COMMON 574670105 340,311 20,546 SH X 1,2,3 20,546
MATTEL INC COMMON 577081102 1,488,376 112,867 SH X 1,2,3 112,867
MAXIM INTEGRATED PRODS INC COMMON 57772K101 1,037,637 12,900 SH X 1,2,3 12,900
MAXWELL TECHNOLOGIES INC COMMON 577767106 329,875 18,200 SH X 1,2,3 18,200
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MAXYGEN INC COMMON 577776107 8,772,063 169,100 SH X 1,2,3 169,100
MAY DEPT STORES CO COMMON 577778103 436,223 18,176 SH X 1,2,3 18,176
MAXIMUS INC COMMON 577933104 207,975 9,400 SH X 1,2,3 9,400
MCDONALDS CORP COMMON 580135101 2,345,590 71,214 SH X 1,2,3 71,214
MCGRAW HILL COS INC COMMON 580645109 1,811,634 28,501 SH X 1,2,3 28,501
MCK COMMUNICATIONS INC COMMON 581243102 5,488,825 242,600 SH X 1,2,3 242,600
MCLEODUSA INC COMMON 582266102 4,122,000 288,000 SH X 1,2,3 288,000
MEAD CORP COMMON 582834107 15,150,050 600,002 SH X 1,2,3 600,002
MEDAREX INC COMMON 583916101 7,625,313 65,000 SH X 1,2,3 65,000
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 793,459 12,902 SH X 1,2,3 12,902
MEDIMMUNE INC COMMON 584699102 72,406,425 937,300 SH X 1,2,3 937,300
MEDQUIST INC COMMON 584949101 3,069,010 90,265 SH X 1,2,3 90,265
MEDTRONIC INC COMMON 585055106 57,594,334 1,111,581 SH X 1,2,3 1,111,581
MELLON FINL CORP COMMON 58551A108 10,058,748 216,900 SH X 1,2,3 216,900
MEMBERWORKS INC COMMON 586002107 236,700 7,200 SH X 1,2,3 7,200
MENS WEARHOUSE INC COMMON 587118100 515,307 18,201 SH X 1,2,3 18,201
MENTOR CORP MINN COMMON 587188103 293,698 10,803 SH X 1,2,3 10,803
MERCK & CO INC COMMON 589331107 113,702,152 1,483,352 SH X 1,2,3 1,483,352
MERCK & CO INC COMMON 589331107 844,000 11,541 SH X X 1 11,541
MERCURY COMPUTER SYS COMMON 589378108 261,433 9,400 SH X 1,2,3 9,400
MERCURY INTERACTIVE CORP COMMON 589405109 10,643,325 67,900 SH X 1,2,3 67,900
MERISTAR HOSPITALITY CORP COMMON 58984Y103 6,090,037 290,002 SH X 1,2,3 290,002
MERIDIAN GOLD INC FOREIGN STK 589975101 5,109,375 750,000 SH X 1,2,3 750,000
MERIX CORP COMMON 590049102 1,769,381 27,300 SH X 1,2,3 27,300
MERRILL LYNCH & CO INC COMMON 590188108 10,453,609 90,901 SH X 1,2,3 90,901
MESA AIR GROUP INC COMMON 590479101 77,646 14,200 SH X 1,2,3 14,200
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METAWAVE COMMUNICATIONS CP COMMON 591409107 3,204,688 175,000 SH X 1,2,3 175,000
METHODE ELECTRS INC COMMON 591520200 1,457,980 32,902 SH X 1,2,3 32,902
METLIFE INC COMMON 59156R108 10,632,125 406,000 SH X 1,2,3 406,000
METRIS COS INC COMMON 591598107 7,376,729 186,753 SH X 1,2,3 186,753
METROMEDIA FIBER NETWORK INC COMMON 591689104 74,468,726 1,876,401 SH X 1,2,3 1,876,401
MICHAEL FOOD INC NEW COMMON 594079105 200,981 8,203 SH X 1,2,3 8,203
MICHAELS STORES INC COMMON 594087108 580,000 14,500 SH X 1,2,3 14,500
MICROSOFT CORP COMMON 594918104 215,073,971 2,685,921 SH X 1,2,3 2,685,921
MICROSOFT CORP COMMON 594918104 658,000 10,729 SH X X 1 10,429 300
MICROSTRATEGY INC COMMON 594972101 360,525 13,200 SH X 1,2,3 13,200
MICROCELL TELECOMMUNICATIONS FOREIGN STK 59501T304 7,006,969 241,100 SH X 1,2,3 241,100
MICROMUSE INC COMMON 595094103 7,434,688 37,000 SH X 1,2,3 37,000
MICRON TECHNOLOGY INC COMMON 595112103 31,138,794 353,601 SH X 1,2,3 353,601
MID ATLANTIC MED SVCS INC COMMON 59523C107 329,725 21,800 SH X 1,2,3 21,800
MIDWEST EXPRESS HLDGS INC COMMON 597911106 3,813,688 189,500 SH X 1,2,3 189,500
MIDWAY GAMES INC COMMON 598148104 121,800 17,400 SH X 1,2,3 17,400
MILACRON INC COMMON 598709103 227,679 15,702 SH X 1,2,3 15,702
MILLENNIUM PHARMACEUTICALS IN COMMON 599902103 43,818,750 300,000 SH X 1,2,3 300,000
MINNESOTA MNG & MFG CO COMMON 604059105 13,632,770 149,640 SH X 1,2,3 149,640
MINNESOTA MNG & MFG CO COMMON 604059105 620,000 6,769 SH X X 1 6,669 100
MIPS TECHNOLOGIES INC COMMON 604567107 368,000 8,000 SH X 1,2,3 8,000
MOBILE TELESYSTEMS OJSC FOREIGN STK 607409109 690,200 27,200 SH X 1,2,3 27,200
MOLEX INC COMMON 608554101 566,145 10,400 SH X 1,2,3 10,400
MONDAVI ROBERT CORP COMMON 609200100 4,578,000 112,000 SH X 1,2,3 112,000
MONSANTO CO PREF CONV 611662305 23,568,802 450,001 SH X 1,2,3 450,001
MORGAN J P & CO INC COMMON 616880100 5,988,705 36,656 SH X 1,2,3 36,656
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MORGAN KEEGAN INC COMMON 617410105 224,000 12,800 SH X 1,2,3 12,800
MORGAN STANLEY DEAN WITTER&CO COMMON 617446448 74,311,748 812,701 SH X 1,2,3 812,701
MOTOROLA INC COMMON 620076109 5,578,705 189,109 SH X 1,2,3 189,109
MUELLER INDS INC COMMON 624756102 347,774 15,500 SH X 1,2,3 15,500
MUNIVEST FD INC COMMON 626295109 276,230 33,736 SH X 1,2,3 33,736
MUTUAL RISK MGMT LTD COMMON 628351108 399,303 18,202 SH X 1,2,3 18,202
MYERS INDS INC COMMON 628464109 128,318 10,114 SH X 1,2,3 10,114
NBTY INC COMMON 628782104 194,624 29,800 SH X 1,2,3 29,800
NCO GROUP INC COMMON 628858102 4,414,531 371,750 SH X 1,2,3 371,750
NCR CORP NEW COMMON 62886E108 254,664 6,735 SH X 1,2,3 6,735
NVR INC COMMON 62944T105 324,000 4,000 SH X 1,2,3 4,000
NABISCO HLDGS CORP COMMON 629526104 21,768,751 405,000 SH X 1,2,3 405,000
NABISCO GROUP HLDG CORP COMMON 62952P102 459,831 16,134 SH X 1,2,3 16,134
NATIONAL CITY CORP COMMON 635405103 763,344 34,501 SH X 1,2,3 34,501
NATIONAL DATA CORP COMMON 635621105 475,883 14,503 SH X 1,2,3 14,503
NATIONAL DISC BROKERS GROUP COMMON 635646102 284,620 9,200 SH X 1,2,3 9,200
NATIONAL FUEL GAS CO N J COMMON 636180101 70,919,143 1,265,001 SH X 1,2,3 1,265,001
NATIONAL INSTRS CORP COMMON 636518102 979,641 22,202 SH X 1,2,3 22,202
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 338,100 8,400 SH X 1,2,3 8,400
NAUTICA ENTERPRISES INC COMMON 639089101 181,118 14,000 SH X 1,2,3 14,000
NAVISITE INC COMMON 63935M109 1,018,238 37,800 SH X 1,2,3 37,800
NEON COMMUNICATIONS INC COMMON 640506101 10,598,513 303,900 SH X 1,2,3 303,900
NETWORKS ASSOCS INC COMMON 640938106 246,613 10,900 SH X 1,2,3 10,900
NETRO CORP COMMON 64114R109 7,169,250 121,000 SH X 1,2,3 121,000
NETWORK APPLIANCE INC COMMON 64120L104 3,197,113 25,100 SH X 1,2,3 25,100
NEW FOCUS INC COMMON 644383101 569,250 7,200 SH X 1,2,3 7,200
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NEW JERSEY RES COMMON 646025106 341,309 8,401 SH X 1,2,3 8,401
NEW YORK TIMES CO COMMON 650111107 339,749 8,601 SH X 1,2,3 8,601
NEWELL RUBBERMAID INC COMMON 651229106 450,304 17,403 SH X 1,2,3 17,403
NEWFIELD EXPL CO COMMON 651290108 859,041 18,400 SH X 1,2,3 18,400
NEWMONT MINING CORP COMMON 651639106 4,325,090 200,004 SH X 1,2,3 200,004
NEXTEL COMMUNICATIONS INC COMMON 65332V103 3,506,250 75,000 SH X 1,2,3 75,000
NEXTEL PARTNERS INC COMMON 65333F107 2,338,738 80,300 SH X 1,2,3 80,300
XO COMMUNICATIONS INC COMMON 65333H707 12,766,025 362,800 SH X 1,2,3 362,800
NEXT LEVEL COMM INC COMMON 65333U104 2,922,725 44,200 SH X 1,2,3 44,200
NICE SYS LTD FOREIGN STK 653656108 1,152,000 16,000 SH X 1,2,3 16,000
NICOR INC COMMON 654086107 56,466,991 1,560,400 SH X 1,2,3 1,560,400
NIKE INC COMMON 654106103 584,971 14,602 SH X 1,2,3 14,602
99 CENTS ONLY STORES COMMON 65440K106 24,136,825 480,933 SH X 1,2,3 480,933
NOKIA CORP FOREIGN STK 654902204 77,288,498 1,547,720 SH X 1,2,3 1,547,720
NORDSTROM INC COMMON 655664100 359,551 14,904 SH X 1,2,3 14,904
NORFOLK SOUTHERN CORP COMMON 655844108 11,145,480 749,276 SH X 1,2,3 749,276
NORTEL NETWORKS CORP NEW FOREIGN STK 656568102 203,143,133 2,976,001 SH X 1,2,3 2,976,001
NORTEL NETWORKS CORP NEW FOREIGN STK 656568102 312,000 5,027 SH X X 1 5,027
NORTHERN TR CORP COMMON 665859104 24,262,913 273,000 SH X 1,2,3 273,000
NORTHROP GRUMMAN CORP COMMON 666807102 554,344 6,100 SH X 1,2,3 6,100
NORTHWEST NAT GAS CO COMMON 667655104 270,801 11,903 SH X 1,2,3 11,903
NORTHWESTERN CORP COMMON 668074107 263,630 11,400 SH X 1,2,3 11,400
NUANCE COMMUNICATIONS INC COMMON 669967101 11,097,900 91,200 SH X 1,2,3 91,200
NOVELLUS SYS INC COMMON 670008101 302,653 6,500 SH X 1,2,3 6,500
NOVEN PHARMACEUTICALS INC COMMON 670009109 401,850 9,400 SH X 1,2,3 9,400
NUMERICAL TECHNOLOGIES INC COMMON 67053T101 2,863,963 99,400 SH X 1,2,3 99,400
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NYFIX INC COMMON 670712108 483,300 10,800 SH X 1,2,3 10,800
OM GROUP INC COMMON 670872100 466,409 10,600 SH X 1,2,3 10,600
OTG SOFTWARE INC COMMON 671059103 3,531,600 86,400 SH X 1,2,3 86,400
OCCIDENTAL PETE CORP DEL COMMON 674599105 55,243,640 2,532,602 SH X 1,2,3 2,532,602
OCEANEERING INTL INC COMMON 675232102 166,250 10,000 SH X 1,2,3 10,000
OMNICARE INC COMMON 681904108 4,756,927 295,003 SH X 1,2,3 295,003
OMNICOM GROUP INC COMMON 681919106 22,241,803 249,125 SH X 1,2,3 249,125
OMNICOM GROUP INC COMMON 681919106 274,000 3,685 SH X X 1 3,685
OMNOVA SOLUTIONS INC COMMON 682129101 108,777 17,404 SH X 1,2,3 17,404
ON ASSIGNMENT INC COMMON 682159108 316,888 10,100 SH X 1,2,3 10,100
ONI SYSTEMS CORP COMMON 68273F103 1,242,900 14,400 SH X 1,2,3 14,400
ORACLE CORP COMMON 68389X105 159,980,318 1,903,001 SH X 1,2,3 1,903,001
ORACLE CORP COMMON 68389X105 326,000 4,000 SH X X 1 4,000
ORBITAL SCIENCES CORP COMMON 685564106 137,350 16,400 SH X 1,2,3 16,400
ORGANOGENESIS INC COMMON 685906109 229,320 15,600 SH X 1,2,3 15,600
O REILLY AUTOMOTIVE INC COMMON 686091109 330,525 22,600 SH X 1,2,3 22,600
ORTHODONTIC CTRS AMER INC COMMON 68750P103 12,295,644 369,100 SH X 1,2,3 369,100
OSHKOSH TRUCK CORP COMMON 688239201 290,636 7,500 SH X 1,2,3 7,500
O2WIRELESS SOLUTIONS INC COMMON 689803104 1,448,438 75,000 SH X 1,2,3 75,000
OWENS & MINOR INC NEW COMMON 690732102 259,619 15,106 SH X 1,2,3 15,106
PC-TEL INC COMMON 69325Q105 3,501,450 150,600 SH X 1,2,3 150,600
P-COM INC COMMON 693262107 225,250 34,000 SH X 1,2,3 34,000
EXELON CORP COMMON 693304107 1,475,447 24,356 SH X 1,2,3 24,356
PG&E CORP COMMON 69331C108 1,586,892 64,442 SH X 1,2,3 64,442
PE CORP COMMON 69332S102 31,781,315 272,801 SH X 1,2,3 272,801
PE CORP COMMON 69332S201 4,881,655 49,000 SH X 1,2,3 49,000
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P F CHANGS CHINA BISTRO INC COMMON 69333Y108 9,055,375 262,000 SH X 1,2,3 262,000
PMC-SIERRA INC COMMON 69344F106 20,486,849 95,177 SH X 1,2,3 95,177
PMI GROUP INC COMMON 69344M101 23,035,057 340,001 SH X 1,2,3 340,001
PNC FINL SVCS GROUP INC COMMON 693475105 73,310,302 1,127,851 SH X 1,2,3 1,127,851
PPG INDS INC COMMON 693506107 886,264 20,001 SH X 1,2,3 20,001
PPL CORP COMMON 69351T106 426,013 10,200 SH X 1,2,3 10,200
PRI AUTOMATION INC COMMON 69357H106 2,359,725 129,300 SH X 1,2,3 129,300
PACIFIC SUNWEAR CALIF INC COMMON 694873100 253,148 13,501 SH X 1,2,3 13,501
PAINE WEBBER GROUP INC COMMON 695629105 470,147 6,901 SH X 1,2,3 6,901
PALM INC COMMON 696642107 31,484,717 594,747 SH X 1,2,3 594,747
PAN PACIFIC RETAIL PPTYS INC COMMON 69806L104 4,600,000 230,000 SH X 1,2,3 230,000
PAREXEL INTL CORP COMMON 699462107 98,600 11,600 SH X 1,2,3 11,600
PARK ELECTROCHEMICAL CORP COMMON 700416209 261,591 4,703 SH X 1,2,3 4,703
PARTHUS TECHNOLOGIES PLC FOREIGN STK 70211Y103 2,258,025 56,100 SH X 1,2,3 56,100
PATTERSON DENTAL CO COMMON 703412106 666,000 29,600 SH X 1,2,3 29,600
PAXAR CORP COMMON 704227107 182,315 20,400 SH X 1,2,3 20,400
PAYCHEX INC COMMON 704326107 997,500 19,000 SH X 1,2,3 19,000
PECO II INC COMMON 705221109 1,170,313 25,000 SH X 1,2,3 25,000
PEGASUS SOLUTIONS INC COMMON 705906105 215,182 11,000 SH X 1,2,3 11,000
PEMSTAR INC COMMON 706552106 3,937,500 200,000 SH X 1,2,3 200,000
PENNEY J C INC COMMON 708160106 9,218,518 500,001 SH X 1,2,3 500,001
PENTON MEDIA INC COMMON 709668107 490,083 14,002 SH X 1,2,3 14,002
PEOPLESOFT INC COMMON 712713106 396,705 14,200 SH X 1,2,3 14,200
PEP BOYS MANNY MOE & JACK COMMON 713278109 146,455 24,409 SH X 1,2,3 24,409
PEPSI BOTTLING GROUP INC COMMON 713409100 18,957,467 630,602 SH X 1,2,3 630,602
PEPSICO INC COMMON 713448108 43,576,080 947,230 SH X 1,2,3 947,230
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PEPSICO INC COMMON 713448108 261,000 5,750 SH X X 1 5,750
PERFORMANCE FOOD GROUP CO COMMON 713755106 233,275 6,200 SH X 1,2,3 6,200
PERKINELMER INC COMMON 714046109 370,575 3,550 SH X 1,2,3 3,550
PFIZER INC COMMON 717081103 124,250,317 2,587,358 SH X 1,2,3 2,587,358
PFIZER INC COMMON 717081103 569,000 13,044 SH X X 1 13,044
PHARMACEUTICAL PROD DEV INC COMMON 717124101 286,870 10,800 SH X 1,2,3 10,800
PHARMACIA CORP COMMON 71713U102 89,851,973 1,492,855 SH X 1,2,3 1,492,855
PHILADELPHIA SUBN CORP COMMON 718009608 455,236 19,632 SH X 1,2,3 19,632
PHILIP MORRIS COS INC COMMON 718154107 3,553,388 120,708 SH X 1,2,3 120,708
PHILIPS INTL RLTY CORP COMMON 718333107 5,175,000 300,000 SH X 1,2,3 300,000
PHILLIPS PETE CO COMMON 718507106 966,922 15,409 SH X 1,2,3 15,409
PHILLIPS VAN HEUSEN CORP COMMON 718592108 128,905 12,500 SH X 1,2,3 12,500
PHOENIX TECHNOLOGY LTD COMMON 719153108 189,236 11,601 SH X 1,2,3 11,601
PHONE COM INC COMMON 71920Q100 7,874,213 69,300 SH X 1,2,3 69,300
PHOTRONICS INC COMMON 719405102 283,556 13,000 SH X 1,2,3 13,000
PIEDMONT NAT GAS INC COMMON 720186105 434,922 14,202 SH X 1,2,3 14,202
PIER 1 IMPORTS INC COMMON 720279108 579,190 42,707 SH X 1,2,3 42,707
PINNACLE ENTMT INC COMMON 723456109 224,025 10,300 SH X 1,2,3 10,300
PINNACLE SYS INC COMMON 723481107 247,500 22,000 SH X 1,2,3 22,000
PINNACLE WEST CAP CORP COMMON 723484101 348,693 6,852 SH X 1,2,3 6,852
PIONEER STD ELECTRS INC COMMON 723877106 185,919 12,605 SH X 1,2,3 12,605
PLACER DOME INC FOREIGN STK 725906101 3,585,779 375,003 SH X 1,2,3 375,003
PLANTRONICS INC NEW COMMON 727493108 805,600 21,200 SH X 1,2,3 21,200
PLEXUS CORP COMMON 729132100 1,128,000 16,000 SH X 1,2,3 16,000
POGO PRODUCING CO COMMON 730448107 451,746 17,803 SH X 1,2,3 17,803
POLARIS INDS INC COMMON 731068102 373,650 10,600 SH X 1,2,3 10,600
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POLYMEDICA CORP COMMON 731738100 252,963 5,900 SH X 1,2,3 5,900
POLYONE CORP COMMON 73179P106 305,642 41,800 SH X 1,2,3 41,800
POMEROY COMPUTER RES COMMON 731822102 787,800 41,600 SH X 1,2,3 41,600
PORTAL SOFTWARE INC COMMON 736126103 3,468,000 86,700 SH X 1,2,3 86,700
PORTUGAL TELECOM S A FOREIGN STK 737273102 8,834,063 872,500 SH X 1,2,3 872,500
POST PPTYS INC COMMON 737464107 22,880,076 520,002 SH X 1,2,3 520,002
POWERTEL INC COMMON 73936C109 7,636,675 100,400 SH X 1,2,3 100,400
PRAXAIR INC COMMON 74005P104 474,663 12,700 SH X 1,2,3 12,700
PRE PAID LEGAL SVCS INC COMMON 740065107 319,889 9,900 SH X 1,2,3 9,900
PRECISION DRILLING CORP FOREIGN STK 74022D100 274,313 7,700 SH X 1,2,3 7,700
PRICE T ROWE & ASSOCIATES COMMON 741477103 483,542 10,302 SH X 1,2,3 10,302
PRIME HOSPITALITY CORP COMMON 741917108 208,575 20,600 SH X 1,2,3 20,600
PRIDE INTL INC COMMON 741932107 749,950 28,300 SH X 1,2,3 28,300
PRIORITY HEALTHCARE CORP COMMON 74264T102 14,403,625 188,900 SH X 1,2,3 188,900
PROCTER & GAMBLE CO COMMON 742718109 59,710,728 892,201 SH X 1,2,3 892,201
PROCTER & GAMBLE CO COMMON 742718109 367,000 4,482 SH X X 1 4,482
PROFESSIONAL DETAILING INC COMMON 74312N107 9,724,200 170,600 SH X 1,2,3 170,600
PROFIT RECOVERY GROUP INTL IN COMMON 743168106 410,800 41,600 SH X 1,2,3 41,600
PROGRESS SOFTWARE CORP COMMON 743312100 209,825 15,400 SH X 1,2,3 15,400
PROTEIN DESIGN LABS INC COMMON 74369L103 2,651,000 22,000 SH X 1,2,3 22,000
PROVIDENT BANKSHARES CORP COMMON 743859100 204,350 12,200 SH X 1,2,3 12,200
PROVINCE HEALTHCARE CO COMMON 743977100 10,565,466 264,550 SH X 1,2,3 264,550
PROVIDIAN FINL CORP COMMON 74406A102 1,073,767 8,455 SH X 1,2,3 8,455
PROXIM INC COMMON 744284100 502,850 11,300 SH X 1,2,3 11,300
PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 549,883 12,301 SH X 1,2,3 12,301
PURCHASEPRO COM COMMON 746144104 10,022,144 114,050 SH X 1,2,3 114,050
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PUTNAM INVT GRADE MUN TR COMMON 746805100 245,130 23,769 SH X 1,2,3 23,769
QUAKER OATS CO COMMON 747402105 1,479,702 18,701 SH X 1,2,3 18,701
QUALCOMM INC COMMON 747525103 75,924,071 1,065,601 SH X 1,2,3 1,065,601
QUANTA SVCS INC COMMON 74762E102 15,262,555 277,501 SH X 1,2,3 277,501
QUEENS CNTY BANCORP INC COMMON 748242104 268,618 9,303 SH X 1,2,3 9,303
QWEST COMMUNICATIONS INTL INC COMMON 749121109 45,161,799 938,427 SH X 1,2,3 938,427
R & B FALCON CORP COMMON 74912E101 7,201,562 258,352 SH X 1,2,3 258,352
RSA SEC INC COMMON 749719100 750,375 17,400 SH X 1,2,3 17,400
RADIAN GROUP INC COMMON 750236101 1,143,100 16,402 SH X 1,2,3 16,402
RADIOSHACK CORP COMMON 750438103 620,463 9,601 SH X 1,2,3 9,601
RADISYS CORP COMMON 750459109 374,159 7,400 SH X 1,2,3 7,400
RALCORP HLDGS INC NEW COMMON 751028101 186,450 13,200 SH X 1,2,3 13,200
RALSTON PURINA CO COMMON 751277302 20,082,759 847,803 SH X 1,2,3 847,803
RATIONAL SOFTWARE CORP COMMON 75409P202 9,573,750 138,000 SH X 1,2,3 138,000
RAYMOND JAMES FINANCIAL INC COMMON 754730109 678,607 20,603 SH X 1,2,3 20,603
RAYTHEON CO COMMON 755111408 525,317 18,472 SH X 1,2,3 18,472
READ-RITE CORP COMMON 755246105 297,000 26,400 SH X 1,2,3 26,400
REALNETWORKS INC COMMON 75605L104 3,577,500 90,000 SH X 1,2,3 90,000
RECKSON ASSOCS RLTY CORP COMMON 75621K304 5,951,250 230,000 SH X 1,2,3 230,000
REDBACK NETWORKS INC COMMON 757209101 10,967,419 66,900 SH X 1,2,3 66,900
REGENERON PHARMACEUTICALS COMMON 75886F107 525,263 16,100 SH X 1,2,3 16,100
REGIS CORP MINN COMMON 758932107 268,518 17,901 SH X 1,2,3 17,901
REGIONS FINL CORP COMMON 758940100 338,698 14,929 SH X 1,2,3 14,929
REHABCARE GROUP INC COMMON 759148109 850,000 20,000 SH X 1,2,3 20,000
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 261,237 12,403 SH X 1,2,3 12,403
RELIANT ENERGY INC COMMON 75952J108 17,481,808 375,953 SH X 1,2,3 375,953
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REMEDY CORP COMMON 759548100 264,250 14,000 SH X 1,2,3 14,000
RENAL CARE GROUP INC COMMON 759930100 5,675,038 304,700 SH X 1,2,3 304,700
RESMED INC COMMON 761152107 425,000 13,600 SH X 1,2,3 13,600
RESONATE INC COMMON 76115Q104 229,100 5,800 SH X 1,2,3 5,800
RESPIRONICS INC COMMON 761230101 218,600 13,100 SH X 1,2,3 13,100
RETEK INC COMMON 76128Q109 7,239,800 136,600 SH X 1,2,3 136,600
RIGGS NATL CORP WASH DC COMMON 766570105 164,187 13,005 SH X 1,2,3 13,005
ROADWAY EXPRESS INC DEL COMMON 769742107 208,653 8,903 SH X 1,2,3 8,903
ROBOTIC VISION SYS INC COMMON 771074101 82,358 13,800 SH X 1,2,3 13,800
ROHM & HAAS CO COMMON 775371107 1,090,263 31,602 SH X 1,2,3 31,602
ROLLINS TRUCK LEASING CORP COMMON 775741101 178,302 25,703 SH X 1,2,3 25,703
ROPER INDS INC NEW COMMON 776696106 448,052 13,501 SH X 1,2,3 13,501
ROSTELECOM OPEN JT STK LNG DS FOREIGN STK 778529107 282,000 32,000 SH X 1,2,3 32,000
ROYAL DUTCH PETE CO FOREIGN STK 780257804 23,609,084 383,501 SH X 1,2,3 383,501
RUBY TUESDAY INC COMMON 781182100 339,266 27,007 SH X 1,2,3 27,007
RYANS FAMILY STEAK HOUSE INC COMMON 783519101 88,401 11,500 SH X 1,2,3 11,500
SBC COMMUNICATIONS INC COMMON 78387G103 60,781,422 1,215,097 SH X 1,2,3 1,215,097
SBC COMMUNICATIONS INC COMMON 78387G103 1,706,000 34,651 SH X X 1 32,635 1,716 300
SCP POOL CORP COMMON 784028102 226,631 7,650 SH X 1,2,3 7,650
SDL INC COMMON 784076101 10,764,075 34,800 SH X 1,2,3 34,800
SEI INVESTMENTS CO COMMON 784117103 8,086,786 114,301 SH X 1,2,3 114,301
SLI INC COMMON 78442T108 510,486 42,102 SH X 1,2,3 42,102
SPS TECHNOLOGIES INC COMMON 784626103 271,600 5,600 SH X 1,2,3 5,600
S3 INC COMMON 784849101 409,386 39,700 SH X 1,2,3 39,700
SAFEWAY INC COMMON 786514208 3,763,987 80,620 SH X 1,2,3 80,620
SAGA SYS INC COMMON 786610105 135,450 12,900 SH X 1,2,3 12,900
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ST MARY LD & EXPL CO COMMON 792228108 412,237 9,801 SH X 1,2,3 9,801
ST PAUL COS INC COMMON 792860108 789,924 15,681 SH X 1,2,3 15,681
SALTON INC COMMON 795757103 504,075 15,600 SH X 1,2,3 15,600
SANDISK CORP COMMON 80004C101 36,932,775 553,300 SH X 1,2,3 553,300
SANMINA CORP COMMON 800907107 15,173,242 162,064 SH X 1,2,3 162,064
SAPIENT CORP COMMON 803062108 211,572 5,200 SH X 1,2,3 5,200
SARA LEE CORP COMMON 803111103 420,535 20,703 SH X 1,2,3 20,703
SCHEIN HENRY INC COMMON 806407102 3,285,700 164,800 SH X 1,2,3 164,800
SCHERING PLOUGH CORP COMMON 806605101 17,947,052 353,401 SH X 1,2,3 353,401
SCHERING PLOUGH CORP COMMON 806605101 1,001,000 21,808 SH X X 1 21,808
SCHLUMBERGER LTD FOREIGN STK 806857108 42,584,345 517,301 SH X 1,2,3 517,301
SCHLUMBERGER LTD FOREIGN STK 806857108 287,000 3,532 SH X X 1 3,532
SCHWAB CHARLES CORP NEW COMMON 808513105 13,924,880 392,250 SH X 1,2,3 392,250
SCIENTIFIC ATLANTA INC COMMON 808655104 1,646,571 22,102 SH X 1,2,3 22,102
SCIQUEST COM INC COMMON 80908Q107 1,093,950 158,400 SH X 1,2,3 158,400
SCOTTS CO COMMON 810186106 415,400 12,400 SH X 1,2,3 12,400
SEACHANGE INTL INC COMMON 811699107 467,283 14,001 SH X 1,2,3 14,001
SEAGATE TECHNOLOGY COMMON 811804103 724,535 10,501 SH X 1,2,3 10,501
SEAGRAM LTD COMMON 811850106 1,217,664 21,200 SH X 1,2,3 21,200
SEACOR SMIT INC COMMON 811904101 349,688 7,500 SH X 1,2,3 7,500
SEALED AIR CORP NEW COMMON 81211K100 10,296,490 196,592 SH X 1,2,3 196,592
SEARS ROEBUCK & CO COMMON 812387108 18,248,239 559,333 SH X 1,2,3 559,333
SEITEL INC COMMON 816074306 153,813 10,700 SH X 1,2,3 10,700
SELECTICA INC COMMON 816288104 2,771,313 69,500 SH X 1,2,3 69,500
SELECTIVE INS GROUP INC COMMON 816300107 222,339 11,702 SH X 1,2,3 11,702
SEPRACOR INC COMMON 817315104 68,705,000 560,000 SH X 1,2,3 560,000
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SEQUENOM INC COMMON 817337108 5,905,925 140,200 SH X 1,2,3 140,200
SHAW GROUP INC COMMON 820280105 535,800 7,600 SH X 1,2,3 7,600
SHIRE PHARMACEUTICALS GRP PLC FOREIGN STK 82481R106 4,026,750 78,000 SH X 1,2,3 78,000
SHOPKO STORES INC COMMON 824911101 140,063 13,500 SH X 1,2,3 13,500
SIEBEL SYS INC COMMON 826170102 32,135,919 288,700 SH X 1,2,3 288,700
SIERRA HEALTH SVCS INC COMMON 826322109 59,994 12,800 SH X 1,2,3 12,800
SIERRA WIRELESS INC FOREIGN STK 826516106 6,119,250 99,500 SH X 1,2,3 99,500
SIGNALSOFT CORP COMMON 82668M102 1,015,625 25,000 SH X 1,2,3 25,000
SILICON LABORATORIES INC COMMON 826919102 4,243,500 103,500 SH X 1,2,3 103,500
SILICON VY GROUP INC COMMON 827066101 386,786 14,700 SH X 1,2,3 14,700
SIMON PPTY GROUP INC NEW COMMON 828806109 18,046,905 770,001 SH X 1,2,3 770,001
SIMPSON MANUFACTURING CO INC COMMON 829073105 621,156 13,900 SH X 1,2,3 13,900
SKYWEST INC COMMON 830879102 604,812 11,801 SH X 1,2,3 11,801
SMITH A O COMMON 831865209 224,068 10,702 SH X 1,2,3 10,702
SMITH INTL INC COMMON 832110100 13,833,000 169,600 SH X 1,2,3 169,600
SMITHFIELD FOODS INC COMMON 832248108 648,375 24,700 SH X 1,2,3 24,700
SMTC CORP COMMON 832682108 1,496,400 69,600 SH X 1,2,3 69,600
SMURFIT-STONE CONTAINER CORP COMMON 832727101 3,000,000 250,000 SH X 1,2,3 250,000
SOLA INTL INC COMMON 834092108 75,319 11,701 SH X 1,2,3 11,701
SOLECTRON CORP COMMON 834182107 1,388,363 30,100 SH X 1,2,3 30,100
SONIC CORP COMMON 835451105 239,400 7,600 SH X 1,2,3 7,600
SONY CORP FOREIGN STK 835699307 1,211,277 12,000 SH X 1,2,3 12,000
SONUS NETWORKS INC COMMON 835916107 2,919,263 23,100 SH X 1,2,3 23,100
SOUTH FINL GROUP INC COMMON 837841105 281,333 19,402 SH X 1,2,3 19,402
SOUTHERN CO COMMON 842587107 3,607,812 111,170 SH X 1,2,3 111,170
SOUTHERN UN CO NEW COMMON 844030106 452,803 22,855 SH X 1,2,3 22,855
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SOUTHTRUST CORP COMMON 844730101 16,099,144 512,100 SH X 1,2,3 512,100
SOUTHWEST AIRLS CO COMMON 844741108 1,527,755 63,000 SH X 1,2,3 63,000
SOUTHWEST BANCORPORATION TEX COMMON 84476R109 402,050 12,300 SH X 1,2,3 12,300
SOUTHWEST GAS CORP COMMON 844895102 309,955 14,803 SH X 1,2,3 14,803
SOUTHWEST SECS GROUP INC COMMON 845224104 247,043 6,632 SH X 1,2,3 6,632
SOUTHWESTERN ENERGY CO COMMON 845467109 99,878 11,415 SH X 1,2,3 11,415
SPECIALTY EQUIP COS INC COMMON 847497203 202,433 8,200 SH X 1,2,3 8,200
SPEECHWORKS INTL INC COMMON 84764M101 2,622,600 42,300 SH X 1,2,3 42,300
SPEEDFAM-IPEC INC COMMON 847705100 147,537 12,900 SH X 1,2,3 12,900
SPHERION CORP COMMON 848420105 336,623 28,200 SH X 1,2,3 28,200
SPIEKER PPTYS INC COMMON 848497103 5,756,272 100,000 SH X 1,2,3 100,000
SPINNAKER EXPL CO COMMON 84855W109 627,750 18,000 SH X 1,2,3 18,000
SPORTSLINE COM INC COMMON 848934105 169,894 12,300 SH X 1,2,3 12,300
SPRINT CORP COMMON 852061100 45,764,613 897,345 SH X 1,2,3 897,345
SPRINT CORP COMMON 852061506 4,615,009 77,563 SH X 1,2,3 77,563
ST ASSEMBLY TEST SVSC LTD FOREIGN STK 85227G102 573,750 30,000 SH X 1,2,3 30,000
STANCORP FINL GROUP INC COMMON 852891100 9,704,336 227,002 SH X 1,2,3 227,002
STANDARD PAC CORP NEW COMMON 85375C101 230,479 12,804 SH X 1,2,3 12,804
STANFORD MICRODEVICES INC COMMON 854399102 2,782,000 52,000 SH X 1,2,3 52,000
STARBUCKS CORP COMMON 855244109 677,048 16,900 SH X 1,2,3 16,900
STARTEC GLOBAL COMM CORP COMMON 85569E103 755,250 127,200 SH X 1,2,3 127,200
STARWOOD HOTELS&RESORTS WRLDW COMMON 85590A203 20,448,545 627,988 SH X 1,2,3 627,988
STATE STR CORP COMMON 857477103 6,370,030 49,000 SH X 1,2,3 49,000
STATEN IS BANCORP INC COMMON 857550107 326,094 16,305 SH X 1,2,3 16,305
STATION CASINOS INC COMMON 857689103 280,725 19,700 SH X 1,2,3 19,700
STEEL DYNAMICS INC COMMON 858119100 200,277 21,800 SH X 1,2,3 21,800
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STEIN MART INC COMMON 858375108 203,266 18,800 SH X 1,2,3 18,800
STILLWATER MNG CO COMMON 86074Q102 3,668,378 131,601 SH X 1,2,3 131,601
STILWELL FINL INC COMMON 860831106 622,050 14,300 SH X 1,2,3 14,300
STONE ENERGY CORP COMMON 861642106 440,000 8,000 SH X 1,2,3 8,000
STORAGENETWORKS INC COMMON 86211E103 1,144,500 11,200 SH X 1,2,3 11,200
STRATOS LIGHTWAVE INC COMMON 863100103 377,325 11,700 SH X 1,2,3 11,700
STRIDE RITE CORP COMMON 863314100 121,896 19,901 SH X 1,2,3 19,901
STURM RUGER & CO INC COMMON 864159108 120,786 13,610 SH X 1,2,3 13,610
SUIZA FOODS CORP COMMON 865077101 11,105,631 219,100 SH X 1,2,3 219,100
SUMMIT BANCORP COMMON 866005101 327,790 9,501 SH X 1,2,3 9,501
SUN COMMUNITIES INC COMMON 866674104 6,353,117 190,003 SH X 1,2,3 190,003
SUN MICROSYSTEMS INC COMMON 866810104 49,977,756 428,075 SH X 1,2,3 428,075
SUNCOR ENERGY INC FOREIGN STK 867229106 13,110,715 562,402 SH X 1,2,3 562,402
SUNGARD DATA SYS INC COMMON 867363103 11,403,842 266,364 SH X 1,2,3 266,364
SUNOCO INC COMMON 86764P109 270,849 9,201 SH X 1,2,3 9,201
SUNTRUST BKS INC COMMON 867914103 777,108 15,601 SH X 1,2,3 15,601
SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 288,277 18,903 SH X 1,2,3 18,903
SWIFT ENERGY CO COMMON 870738101 403,151 9,700 SH X 1,2,3 9,700
SYBRON INTL CORP COMMON 87114F106 6,120,000 255,000 SH X 1,2,3 255,000
SYCAMORE NETWORKS INC COMMON 871206108 4,158,000 38,500 SH X 1,2,3 38,500
SYMMETRICOM INC COMMON 871543104 165,625 10,600 SH X 1,2,3 10,600
SYMYX TECHNOLOGIES COMMON 87155S108 7,417,125 171,000 SH X 1,2,3 171,000
SYNCOR INTL CORP DEL COMMON 87157J106 386,526 10,500 SH X 1,2,3 10,500
SYNOVUS FINL CORP COMMON 87161C105 290,349 13,704 SH X 1,2,3 13,704
SYNTEL INC COMMON 87162H103 211,359 27,000 SH X 1,2,3 27,000
SYSCO CORP COMMON 871829107 1,736,804 37,502 SH X 1,2,3 37,502
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SYSTEMS & COMPUTER TECHNOLOGY COMMON 871873105 247,624 14,100 SH X 1,2,3 14,100
THQ INC COMMON 872443403 206,989 8,903 SH X 1,2,3 8,903
TJX COS INC NEW COMMON 872540109 364,553 16,202 SH X 1,2,3 16,202
TRW INC COMMON 872649108 282,001 6,501 SH X 1,2,3 6,501
TVIA INC COMMON 87307P101 3,139,063 175,000 SH X 1,2,3 175,000
TXU CORP COMMON 873168108 44,969,305 1,134,414 SH X 1,2,3 1,134,414
TALARIAN CORP COMMON 874090103 3,344,381 174,300 SH X 1,2,3 174,300
TALK COM INC COMMON 874264104 148,482 33,700 SH X 1,2,3 33,700
TARGET CORP COMMON 87612E106 42,550,629 733,632 SH X 1,2,3 733,632
TECHNE CORP COMMON 878377100 43,803,200 391,100 SH X 1,2,3 391,100
TECHNITROL INC COMMON 878555101 727,280 7,201 SH X 1,2,3 7,201
TEKELEC COMMON 879101103 463,538 14,100 SH X 1,2,3 14,100
TELE NORTE LESTE PART S A FOREIGN STK 879246106 1,177,720 49,851 SH X 1,2,3 49,851
TELEDYNE TECHNOLOGIES INC COMMON 879360105 399,013 13,700 SH X 1,2,3 13,700
TELEFONICA S A FOREIGN STK 879382208 13,618,558 229,124 SH X 1,2,3 229,124
TELEFONOS DE MEXICO S A FOREIGN STK 879403780 11,653,595 204,002 SH X 1,2,3 204,002
TELIGENT INC COMMON 87959Y103 1,295,450 99,650 SH X 1,2,3 99,650
TELLABS INC COMMON 879664100 1,676,025 35,100 SH X 1,2,3 35,100
TENET HEALTHCARE CORP COMMON 88033G100 902,100 24,800 SH X 1,2,3 24,800
TENNECO AUTOMOTIVE INC COMMON 880349105 74,105 14,115 SH X 1,2,3 14,115
TERADYNE INC COMMON 880770102 730,590 9,940 SH X 1,2,3 9,940
TERAYON COMMUNICATION SYS COMMON 880775101 8,287,538 244,200 SH X 1,2,3 244,200
TEVA PHARMACEUTICAL INDS LTD FOREIGN STK 881624209 2,364,027 32,301 SH X 1,2,3 32,301
TETRA TECH INC NEW COMMON 88162G103 499,835 17,500 SH X 1,2,3 17,500
TEXACO INC COMMON 881694103 88,895,332 1,669,264 SH X 1,2,3 1,669,264
TEXACO INC COMMON 881694103 285,000 5,484 SH X X 1 5,484
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TEXAS INDS INC COMMON 882491103 299,709 9,403 SH X 1,2,3 9,403
TEXAS INSTRS INC COMMON 882508104 74,400,490 1,081,500 SH X 1,2,3 1,081,500
TEXAS INSTRS INC COMMON 882508104 252,000 5,350 SH X X 1 5,350
TEXTRON INC COMMON 883203101 456,256 8,401 SH X 1,2,3 8,401
THERAGENICS CORP COMMON 883375107 85,150 13,100 SH X 1,2,3 13,100
THREE FIVE SYS INC COMMON 88554L108 266,175 9,100 SH X 1,2,3 9,100
TIBCO SOFTWARE INC COMMON 88632Q103 4,154,325 49,200 SH X 1,2,3 49,200
TIFFANY & CO NEW COMMON 886547108 661,521 9,800 SH X 1,2,3 9,800
TIMBERLAND CO COMMON 887100105 729,800 17,800 SH X 1,2,3 17,800
TIME WARNER INC COMMON 887315109 20,848,333 266,160 SH X 1,2,3 266,160
TIME WARNER TELECOM INC COMMON 887319101 2,415,625 50,000 SH X 1,2,3 50,000
TITAN CORP COMMON 888266103 219,450 13,300 SH X 1,2,3 13,300
TOLL BROTHERS INC COMMON 889478103 563,750 16,400 SH X 1,2,3 16,400
TOMKINS PLC FOREIGN STK 890030208 14,625,000 1,500,000 SH X 1,2,3 1,500,000
TOO INC COMMON 890333107 1,559,370 61,302 SH X 1,2,3 61,302
TOOTSIE ROLL INDS INC COMMON 890516107 2,708,345 69,002 SH X 1,2,3 69,002
TORO CO COMMON 891092108 204,302 6,203 SH X 1,2,3 6,203
TOSCO CORP COMMON 891490302 268,222 8,600 SH X 1,2,3 8,600
TOTAL FINA ELF S A FOREIGN STK 89151E109 23,240,398 316,465 SH X 1,2,3 316,465
TOWER AUTOMOTIVE INC COMMON 891707101 474,375 50,600 SH X 1,2,3 50,600
TOYOTA MOTOR CORP FOREIGN STK 892331307 689,620 7,400 SH X 1,2,3 7,400
TOYS R US INC COMMON 892335100 177,125 10,900 SH X 1,2,3 10,900
TRANSACTION SYS ARCHITECTS COMMON 893416107 164,125 10,100 SH X 1,2,3 10,100
TRANSKARYOTIC THERAPIES INC COMMON 893735100 3,531,125 82,000 SH X 1,2,3 82,000
TRANSWITCH CORP COMMON 894065101 60,980,063 956,550 SH X 1,2,3 956,550
TREDEGAR CORP COMMON 894650100 319,266 16,803 SH X 1,2,3 16,803
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TREX INC COMMON 89531P105 454,688 15,000 SH X 1,2,3 15,000
TRIARC COS INC COMMON 895927101 241,325 9,800 SH X 1,2,3 9,800
TRIBUNE CO NEW COMMON 896047107 1,033,973 23,701 SH X 1,2,3 23,701
TRIMBLE NAVIGATION LTD COMMON 896239100 239,413 10,700 SH X 1,2,3 10,700
TRIPATH TECHNOLOGY INC COMMON 89672P104 8,903,125 350,000 SH X 1,2,3 350,000
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 27,393,713 751,800 SH X 1,2,3 751,800
TRITEL INC COMMON 89675X104 1,615,881 112,900 SH X 1,2,3 112,900
TRITON NETWORK SYS INC COMMON 896775103 131,250 10,000 SH X 1,2,3 10,000
TRITON PCS HLDGS INC COMMON 89677M106 398,750 14,500 SH X 1,2,3 14,500
TRIUMPH GROUP INC NEW COMMON 896818101 7,892,500 220,000 SH X 1,2,3 220,000
TRUE NORTH COMMUNICATIONS INC COMMON 897844106 968,055 22,001 SH X 1,2,3 22,001
TRUSTCO BK CORP N Y COMMON 898349105 301,323 24,106 SH X 1,2,3 24,106
TUBOS DE ACERO DE MEXICO S A FOREIGN STK 898592506 2,390,225 142,700 SH X 1,2,3 142,700
TUCKER ANTHONY SUTRO COMMON 898647102 243,726 9,605 SH X 1,2,3 9,605
TUMBLEWEED COMMUNICATIONS COR COMMON 899690101 9,960,300 195,300 SH X 1,2,3 195,300
TURKCELL ILETISIM HIZMETLERI FOREIGN STK 900111105 1,760,000 160,000 SH X 1,2,3 160,000
TV AZTECA S A DE C V FOREIGN STK 901145102 1,098,238 85,300 SH X 1,2,3 85,300
TYCO INTL LTD NEW COMMON 902124106 7,248,302 139,726 SH X 1,2,3 139,726
UGI CORP NEW COMMON 902681105 324,995 13,402 SH X 1,2,3 13,402
UIL HLDG CORP COMMON 902748102 355,009 6,902 SH X 1,2,3 6,902
USX MARATHON GROUP COMMON 902905827 578,850 20,400 SH X 1,2,3 20,400
US BANCORP DEL COMMON 902973106 907,782 39,903 SH X 1,2,3 39,903
US UNWIRED INC COMMON 90338R104 1,979,641 207,700 SH X 1,2,3 207,700
US ONCOLOGY INC COMMON 90338W103 185,771 41,000 SH X 1,2,3 41,000
UBIQUITEL INC COMMON 903474302 1,784,700 198,300 SH X 1,2,3 198,300
ULTICOM INC COMMON 903844108 1,559,838 33,100 SH X 1,2,3 33,100
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USA ED INC COMMON 90390U102 365,072 7,576 SH X 1,2,3 7,576
UNIBANCO-UNIAO DE BANCOS BRAS FOREIGN STK 90458E107 2,118,600 64,200 SH X 1,2,3 64,200
UNILEVER N V FOREIGN STK 904784709 1,172,475 24,300 SH X 1,2,3 24,300
UNICOM CORP COMMON 904911104 628,248 11,177 SH X 1,2,3 11,177
UNION PAC CORP COMMON 907818108 509,343 13,102 SH X 1,2,3 13,102
UNION PLANTERS CORP COMMON 908068109 264,510 8,000 SH X 1,2,3 8,000
UNISOURCE ENERGY CORP COMMON 909205106 248,930 15,202 SH X 1,2,3 15,202
UNITED BANKSHARES INC WEST VA COMMON 909907107 365,025 18,600 SH X 1,2,3 18,600
UNITED PARCEL SERVICE INC COMMON 911312106 7,434,123 126,002 SH X 1,2,3 126,002
UNITED STATIONERS INC COMMON 913004107 405,813 15,100 SH X 1,2,3 15,100
UNITED TECHNOLOGIES CORP COMMON 913017109 18,286,649 263,591 SH X 1,2,3 263,591
UNITEDHEALTH GROUP INC COMMON 91324P102 1,530,687 15,501 SH X 1,2,3 15,501
UNIVERSAL ACCESS INC COMMON 913363107 1,317,175 112,100 SH X 1,2,3 112,100
UNIVERSAL HLTH SVCS INC COMMON 913903100 1,130,250 13,200 SH X 1,2,3 13,200
UNOCAL CORP COMMON 915289102 1,148,277 32,402 SH X 1,2,3 32,402
UNUMPROVIDENT CORP COMMON 91529Y106 305,223 11,201 SH X 1,2,3 11,201
USFREIGHTWAYS CORP COMMON 916906100 284,957 11,602 SH X 1,2,3 11,602
UTSTARCOM INC COMMON 918076100 2,606,719 124,500 SH X 1,2,3 124,500
VYYO INC COMMON 918458100 2,664,000 88,800 SH X 1,2,3 88,800
VAIL RESORTS INC COMMON 91879Q109 4,050,020 200,001 SH X 1,2,3 200,001
VALENCE TECHNOLOGY INC COMMON 918914102 286,350 16,600 SH X 1,2,3 16,600
VALMONT INDS INC COMMON 920253101 208,691 10,500 SH X 1,2,3 10,500
VANS INC COMMON 921930103 1,568,250 102,000 SH X 1,2,3 102,000
VARCO INTL INC DEL COMMON 922122106 2,729,039 131,125 SH X 1,2,3 131,125
VARIAGENICS INC COMMON 922196100 1,342,500 60,000 SH X 1,2,3 60,000
VARIAN MED SYS INC COMMON 92220P105 1,346,605 29,800 SH X 1,2,3 29,800
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VERITAS SOFTWARE CO COMMON 923436109 24,097,400 169,700 SH X 1,2,3 169,700
VERITY INC COMMON 92343C106 496,049 13,900 SH X 1,2,3 13,900
VERISIGN INC COMMON 92343E102 107,230,511 529,370 SH X 1,2,3 529,370
VERITAS DGC INC COMMON 92343P107 616,369 21,300 SH X 1,2,3 21,300
VERIZON COMMUNICATIONS COMMON 92343V104 164,795,909 3,242,128 SH X 1,2,3 3,242,128
VERIZON COMMUNICATIONS COMMON 92343V104 762,000 16,116 SH X X 1 16,116
VERTEX PHARMACEUTICALS INC COMMON 92532F100 21,015,150 248,700 SH X 1,2,3 248,700
VIACOM INC COMMON 925524308 39,449,241 674,346 SH X 1,2,3 674,346
VIASAT INC COMMON 92552V100 217,038 9,700 SH X 1,2,3 9,700
VIASYSTEMS GROUP INC COMMON 92553H100 6,375,000 375,000 SH X 1,2,3 375,000
VIASOURCE COMMUNICATIONS INC COMMON 92553W107 895,313 150,000 SH X 1,2,3 150,000
VICAL INC COMMON 925602104 388,125 15,000 SH X 1,2,3 15,000
VICOR CORP COMMON 925815102 1,009,050 18,600 SH X 1,2,3 18,600
VIGNETTE CORP COMMON 926734104 4,956,263 165,900 SH X 1,2,3 165,900
VINA TECHNOLOGIES INC COMMON 92719D100 3,275,313 235,000 SH X 1,2,3 235,000
VINTAGE PETE INC COMMON 927460105 641,556 28,200 SH X 1,2,3 28,200
VIRAGE INC COMMON 92763Q106 919,688 54,500 SH X 1,2,3 54,500
VIRAGE LOGIC CORP COMMON 92763R104 4,109,375 250,000 SH X 1,2,3 250,000
VIRATA CORP COMMON 927646109 6,625,725 100,200 SH X 1,2,3 100,200
VISUAL NETWORKS INC COMMON 928444108 89,243 13,600 SH X 1,2,3 13,600
VITESSE SEMICONDUCTOR CORP COMMON 928497106 32,902,613 369,950 SH X 1,2,3 369,950
VODAFONE GROUP PLC NEW FOREIGN STK 92857W100 17,091,862 408,436 SH X 1,2,3 408,436
VODAFONE GROUP PLC NEW FOREIGN STK 92857W100 314,000 8,471 SH X X 1 8,471
WJ COMMUNICATIONS INC COMMON 929284107 925,000 25,000 SH X 1,2,3 25,000
WABASH NATL CORP COMMON 929566107 122,991 10,303 SH X 1,2,3 10,303
WACHOVIA CORP COMMON 929771103 598,140 10,551 SH X 1,2,3 10,551
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WAL MART STORES INC COMMON 931142103 90,371,651 1,566,905 SH X 1,2,3 1,566,905
WAL MART STORES INC COMMON 931142103 415,000 8,568 SH X X 1 8,568
WALGREEN CO COMMON 931422109 2,788,497 73,501 SH X 1,2,3 73,501
WASHINGTON FED INC COMMON 938824109 530,094 23,301 SH X 1,2,3 23,301
WASHINGTON MUT INC COMMON 939322103 71,094,517 1,785,803 SH X 1,2,3 1,785,803
WASHINGTON MUT INC COMMON 939322103 207,000 5,107 SH X X 1 5,107
WASTE CONNECTIONS INC COMMON 941053100 10,762,500 420,000 SH X 1,2,3 420,000
WASTE MGMT INC DEL COMMON 94106L109 664,489 34,973 SH X 1,2,3 34,973
WATSCO INC COMMON 942622200 150,008 12,001 SH X 1,2,3 12,001
WATSON PHARMACEUTICALS INC COMMON 942683103 13,007,438 200,500 SH X 1,2,3 200,500
WATTS INDS INC COMMON 942749102 154,052 12,202 SH X 1,2,3 12,202
WEATHERFORD INTL INC COMMON 947074100 9,589,000 223,000 SH X 1,2,3 223,000
WEBMETHODS INC COMMON 94768C108 5,708,934 49,589 SH X 1,2,3 49,589
WELLS FARGO & CO NEW COMMON 949746101 6,503,587 141,573 SH X 1,2,3 141,573
WENDYS INTL INC COMMON 950590109 8,968,052 447,006 SH X 1,2,3 447,006
WERNER ENTERPRISES INC COMMON 950755108 247,935 21,101 SH X 1,2,3 21,101
WESLEY JESSEN VISIONCARE INC COMMON 951018100 265,215 6,900 SH X 1,2,3 6,900
WESTELL TECHNOLOGIES INC COMMON 957541105 268,515 17,901 SH X 1,2,3 17,901
WESTERN MULTIPLEX CORP COMMON 95874P107 1,606,250 100,000 SH X 1,2,3 100,000
WESTERN WIRELESS CORP COMMON 95988E204 6,401,813 179,700 SH X 1,2,3 179,700
WET SEAL INC COMMON 961840105 1,669,150 106,400 SH X 1,2,3 106,400
WEYERHAEUSER CO COMMON 962166104 8,810,790 204,902 SH X 1,2,3 204,902
WHITNEY HLDG CORP COMMON 966612103 359,524 9,901 SH X 1,2,3 9,901
WHOLE FOODS MKT INC COMMON 966837106 617,401 11,500 SH X 1,2,3 11,500
WILD OATS MARKETS INC COMMON 96808B107 3,313,278 263,754 SH X 1,2,3 263,754
WILLIAMS COMMUNICATIONS GROUP COMMON 969455104 2,980,000 149,000 SH X 1,2,3 149,000
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WILLIAMS COS INC DEL COMMON 969457100 1,030,191 24,383 SH X 1,2,3 24,383
WILLIAMS SONOMA INC COMMON 969904101 10,077,500 290,000 SH X 1,2,3 290,000
WIND RIVER SYSTEMS INC COMMON 973149107 541,766 11,302 SH X 1,2,3 11,302
WINK COMMUNICATIONS COMMON 974168106 2,284,800 190,400 SH X 1,2,3 190,400
WINSTAR COMMUNICATIONS INC COMMON 975515107 3,394,500 219,000 SH X 1,2,3 219,000
WOLVERINE WORLD WIDE INC COMMON 978097103 184,696 18,703 SH X 1,2,3 18,703
WORLDCOM INC GA NEW COMMON 98157D106 21,630,859 467,150 SH X 1,2,3 467,150
WORLDCOM INC GA NEW COMMON 98157D106 344,000 11,866 SH X X 1 11,866
WRIGLEY WM JR CO COMMON 982526105 288,705 3,600 SH X 1,2,3 3,600
X-RITE INC COMMON 983857103 91,309 10,006 SH X 1,2,3 10,006
XCEL ENERGY INC COMMON 98389B100 30,281,496 1,100,505 SH X 1,2,3 1,100,505
XILINX INC COMMON 983919101 12,878,094 150,401 SH X 1,2,3 150,401
XIRCOM INC COMMON 983922105 330,775 13,100 SH X 1,2,3 13,100
XEROX CORP COMMON 984121103 20,657,642 995,549 SH X 1,2,3 995,549
YAHOO INC COMMON 984332106 9,518,600 104,600 SH X 1,2,3 104,600
YANKEE CANDLE INC COMMON 984757104 3,046,925 151,400 SH X 1,2,3 151,400
YELLOW CORP COMMON 985509108 176,963 11,700 SH X 1,2,3 11,700
ZALE CORP NEW COMMON 988858106 496,286 15,300 SH X 1,2,3 15,300
ZEBRA TECHNOLOGIES CORP COMMON 989207105 749,287 15,590 SH X 1,2,3 15,590
ZIXIT CORP COMMON 98974P100 222,650 7,300 SH X 1,2,3 7,300
AMDOCS LTD FOREIGN STK G02602103 2,650,938 42,500 SH X 1,2,3 42,500
APEX SILVER MINES LTD FOREIGN STK G04074111 57,831 37,000 SH X 1,2,3 37,000
APW LTD COMMON G04397108 877,500 18,000 SH X 1,2,3 18,000
EVEREST RE GROUP LTD COMMON G3223R108 16,805,311 339,501 SH X 1,2,3 339,501
GLOBAL CROSSING LTD FOREIGN STK G3921A100 2,209,897 71,287 SH X 1,2,3 71,287
INTERWAVE COMMUNCTNS INTL LTD FOREIGN STK G4911N102 1,037,600 129,700 SH X 1,2,3 129,700
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MARVELL TECHNOLOGY GROUP LTD FOREIGN STK G5876H105 1,473,088 19,100 SH X 1,2,3 19,100
OPENTV CORP FOREIGN STK G67543101 1,073,975 32,300 SH X 1,2,3 32,300
ORIENT-EXPRESS HOTELS LTD FOREIGN STK G67743107 4,175,325 216,900 SH X 1,2,3 216,900
O2MICRO INTERNATIONAL LIMITED FOREIGN STK G6797E106 1,720,313 100,000 SH X 1,2,3 100,000
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 11,924,285 203,399 SH X 1,2,3 203,399
BREEZECOM LTD FOREIGN STK M20385106 1,525,006 46,300 SH X 1,2,3 46,300
CERAGON NETWORKS LTD FOREIGN STK M22013102 258,000 9,600 SH X 1,2,3 9,600
CHECK POINT SOFTWARE TECH LTD FOREIGN STK M22465104 15,387,750 97,700 SH X 1,2,3 97,700
INTERNET GOLD-GOLDEN LINES LTDFOREIGN STK M56595107 403,125 75,000 SH X 1,2,3 75,000
METALINK LTD FOREIGN STK M69897102 2,832,350 153,100 SH X 1,2,3 153,100
MIND C T I LTD FOREIGN STK M70240102 190,000 16,000 SH X 1,2,3 16,000
M SYS FLASH DISK PIONEERS LTD FOREIGN STK M7061C100 611,000 16,000 SH X 1,2,3 16,000
ORBOTECH LTD FOREIGN STK M75253100 637,109 11,650 SH X 1,2,3 11,650
RADVIEW SOFTWARE LTD FOREIGN STK M81867109 1,987,500 300,000 SH X 1,2,3 300,000
QIAGEN N V FOREIGN STK N72482107 1,885,000 40,000 SH X 1,2,3 40,000
STEINER LEISURE LTD COMMON P8744Y102 313,250 14,000 SH X 1,2,3 14,000
FLEXTRONICS INTL LTD FOREIGN STK Y2573F102 42,105,488 512,700 SH X 1,2,3 512,700
COLUMN TOTAL 11,509,312,255
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