UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: DECEMBER 31, 1999
-----------------
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: UNITED SERVICES AUTOMOBILE ASSOCIATION
--------------------------------------
Address: 9800 FREDERICKSBURG ROAD
------------------------
SAN ANTONIO, TEXAS 78288
------------------------
Form 13F File Number: 28-5810
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: SHERRON KIRK
------------
Title: SENIOR VICE PRESIDENT - SENIOR FINANCIAL OFFICER
------------------------------------------------
Phone: (210) 498-7804
--------------
Signature, Place, and Date of Signing:
/S/ SHERRON KIRK SAN ANTONIO, TEXAS FEBRUARY 14, 2000
- --------------------- ------------------ --------------------
<PAGE>
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
--------
Form 13F Information Table Entry Total: 1,188
--------
Form 13F Information Table Value Total: $ 9,364,639
----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
1 28-5802 USAA CAPITAL CORPORATION
--- ------- ------------------------
2 28-487 USAA INVESTMENT MANAGEMENT CO.
--- ------- ------------------------------
3 28-4443 USAA INVESTMENT CORPORATION
--- ------- ---------------------------
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
MARKET SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS
CLASS SHARED
SOLE SHARED OTHER SOLE SHARED NONE
(A) (B) (C) (A) (B) (C)
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON 000361105 8,455,738 471,400 SH X 1,2,3 471,400
ADC TELECOMMUNICATIONS INC COMMON 000886101 11,646,281 160,500 SH X 1,2,3 160,500
AFLAC INC COMMON 001055102 637,025 13,500 SH X 1,2,3 13,500
AFLAC INC COMMON 001055102 71,065 1,506 SH X 1 1,506
Total AFLAC INC 708,090 15,006 SH X 15,006
AES CORPORATION COMMON 00130H105 769,925 10,300 SH X 1,2,3 10,300
AMC ENTERTAINMENT INC COMMON 001669100 776,250 90,000 SH X 1,2,3 90,000
AMR CORP COMMON 001765106 482,400 7,200 SH X 1,2,3 7,200
AT & T CORP COMMON 001957109 46,269,618 911,728 SH X 1,2,3 911,728
AT & T CORP COMMON 001957109 203,000 3,997 SH X X 1 3,997
AT & T CORP COMMON 001957109 41,000 800 SH X 1 650 150
Total AT & T CORP 46,513,618 916,525 916,375 150
ABBOTT LABORATORIES COMMON 002824100 10,308,725 283,892 SH X 1,2,3 283,892
ABBOTT LABORATORIES COMMON 002824100 160,000 4,408 SH X 1 4,408
ABBOTT LABORATORIES COMMON 002824100 120,000 3,300 SH X X 1 3,000 300
Total ABBOTT LABORATORIES 10,588,725 291,600 291,300 300
ABERCROMBIE & FITCH CO-CL COMMON 002896207 8,459,938 317,000 SH X 1,2,3 317,000
ACCREDO HEALTH INC COMMON 00437V104 3,849,900 125,200 SH X 1,2,3 125,200
ADAPTIVE BROADBAND COMMON 00650M104 465,016 6,300 SH X 1,2,3 6,300
ADAPTEC INC COMMON 00651F108 259,350 5,200 SH X 1,2,3 5,200
ADELPHIA BUSINESS SOLUTION COMMON 006847107 8,697,600 181,200 SH X 1,2,3 181,200
ADOBE SYSTEMS INC COMMON 00724F101 423,675 6,300 SH X 1,2,3 6,300
ADVANCE PARADIGM INC COMMON 007491103 5,140,500 238,400 SH X 1,2,3 238,400
ADVANCED FIBER COMM COMMON 00754A105 8,083,969 180,900 SH X 1,2,3 180,900
ADVANCED TISSUE SCIENCES I COMMON 00755F103 53,750 21,500 SH X 1,2,3 21,500
ADVO INC COMMON 007585102 225,625 9,500 SH X 1,2,3 9,500
ADVANCED MICRO DEVICES COMMON 007903107 4,705,238 162,600 SH X 1,2,3 162,600
AETNA INC COMMON 008117103 29,402,025 526,800 SH X 1,2,3 526,800
AETNA INC COMMON 008117103 5,581 100 SH X 1 100
Total AETNA INC 29,407,606 526,900 526,900
AFFYMETRIX INC COMMON 00826T108 14,084,063 83,000 SH X 1,2,3 83,000
AGILE SOFTWARE CORP COMMON 00846X105 3,910,219 18,000 SH X 1,2,3 18,000
AGNICO-EAGLE MINES FOREIG 008474108 5,316,638 720,900 SH X 1,2,3 720,900
AGRIBRANDS INTERNATIONAL I COMMON 00849R105 211,600 4,600 SH X 1,2,3 4,600
AIR EXPRESS INTL CORP COMMON 009104100 465,293 14,400 SH X 1,2,3 14,400
AIR PRODUCTS & CHEMICALS I COMMON 009158106 594,047 17,700 SH X 1,2,3 17,700
ALBERTSON'S INC COMMON 013104104 625,844 19,406 SH X 1,2,3 19,406
ALCAN ALUMINUM LTD COMMON 013716105 444,820 10,800 SH X 1,2,3 10,800
PAGE COLUMN TOTALS 175,365,718
1
<PAGE>
ALCOA INC COMMON 013817101 83,996,000 1,012,000 SH X 1,2,3 1,012,000
ALEXANDRIA REAL ESTATE EQU COMMON 015271109 5,408,125 170,000 SH X 1,2,3 170,000
ALLEGHENY ENERGY INC COMMON 017361106 35,759,531 1,327,500 SH X 1,2,3 1,327,500
ALLEN TELECOM INC COMMON 018091108 124,870 10,800 SH X 1,2,3 10,800
ALLIANCE PHARMACEUTICAL CO COMMON 018773101 132,750 18,000 SH X 1,2,3 18,000
ALLIANT ENERGY CORP COMMON 018802108 34,485,000 1,254,000 SH X 1,2,3 1,254,000
ALLIANT TECHSYSTEMS INC COMMON 018804104 299,098 4,800 SH X 1,2,3 4,800
ALLIED WASTE INDUSTRIES IN COMMON 019589308 947,344 107,500 SH X 1,2,3 107,500
ALLSTATE CORP COMMON 020002101 9,460,800 394,200 SH X 1,2,3 394,200
ALLTEL CORP COMMON 020039103 1,372,604 16,600 SH X 1,2,3 16,600
ALPHA INDUSTRIES INC COMMON 020753109 475,690 8,300 SH X 1,2,3 8,300
ALPHARMA INC-CL A COMMON 020813101 4,517,175 146,900 SH X 1,2,3 146,900
AMAZON.COM INC COMMON 023135106 5,861,625 77,000 SH X 1,2,3 77,000
AMCOL INTL CORP COMMON 02341W103 393,450 24,400 SH X 1,2,3 24,400
AMERICA ON LINE INC COMMON 02364J104 72,155,969 956,500 SH X 1,2,3 956,500
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 585,000 13,000 SH X 1,2,3 13,000
AMERICAN EXPRESS COMMON 025816109 22,275,250 133,983 SH X 1,2,3 133,983
AMERICAN EXPRESS COMMON 025816109 202,000 1,217 SH X 1 1,217
AMERICAN EXPRESS COMMON 025816109 33,000 200 SH X X 1 200
Total AMERICAN EXPRESS 22,510,250 135,400 X 135,400
AMERICAN FREIGHTWAYS CORP COMMON 02629V108 218,525 13,500 SH X 1,2,3 13,500
AMERICAN GENERAL COMMON 026351106 6,919,800 91,200 SH X 1,2,3 91,200
AMERICAN GREETINGS CLASS A COMMON 026375105 11,871,563 502,500 SH X 1,2,3 502,500
AMERICAN HOME PRODUCTS COR COMMON 026609107 109,947,806 2,787,900 SH X 1,2,3 2,787,900
AMERICAN INTERNATIONAL GRO COMMON 026874107 82,143,860 759,712 SH X 1,2,3 759,712
AMERICAN ITALIAN PASTA CL COMMON 027070101 5,510,400 179,200 SH X 1,2,3 179,200
AMERICAN MANAGEMENT SYS COMMON 027352103 561,613 17,900 SH X 1,2,3 17,900
AMERICAN STANDARD COS COMMON 029712106 459,000 10,000 SH X 1 10,000
AMERICREDIT CORP COMMON 03060R101 579,050 31,300 SH X 1,2,3 31,300
AMES DEPARTMENT STORES COMMON 030789507 357,269 12,400 SH X 1,2,3 12,400
AMGEN INC COMMON 031162100 42,416,138 706,200 SH X 1,2,3 706,200
AMRESCO INC COMMON 031909104 30,651 21,800 SH X 1,2,3 21,800
AMSOUTH BANCORPORATION COMMON 032165102 199,879 10,350 SH X 1,2,3 10,350
ANADARKO PETROLEUM CORP COMMON 032511107 4,627,350 135,600 SH X 1,2,3 135,600
ANALOG DEVICES COMMON 032654105 25,249,500 271,500 SH X 1,2,3 271,500
ANALYSTS INTERNATIONAL COR COMMON 032681108 125,000 10,000 SH X 1,2,3 10,000
ANCHOR BANCORP WISCONSIN I COMMON 032839102 155,788 10,300 SH X 1,2,3 10,300
ANCHOR GAMING COMMON 033037102 230,216 5,300 SH X 1,2,3 5,300
PAGE COLUMN TOTALS 570,088,689
2
<PAGE>
ANCOR COMMUNICATIONS INC COMMON 03332K108 7,527,338 110,900 SH X 1,2,3 110,900
ANHEUSER BUSCH COS INC. COMMON 035229103 26,677,350 376,400 SH X 1,2,3 376,400
ANIXTER INTERNATIONAL INC COMMON 035290105 319,688 15,500 SH X 1,2,3 15,500
ANN TAYLOR STORES INC COMMON 036115103 461,456 13,400 SH X 1,2,3 13,400
AON CORP COMMON 037389103 528,000 13,200 SH X 1,2,3 13,200
APACHE CORP COMMON 037411105 17,268,281 467,500 SH X 1,2,3 467,500
APEX INC COMMON 037548104 283,800 8,800 SH X 1,2,3 8,800
APOGEE ENTERPRISES INC COMMON 037598109 62,769 12,400 SH X 1,2,3 12,400
APPLE COMPUTER INC COMMON 037833100 832,777 8,100 SH X 1,2,3 8,100
APPLEBEES INTL COMMON 037899101 362,850 12,300 SH X 1,2,3 12,300
APPLIED MATERIALS INC COMMON 038222105 59,543,125 470,000 SH X 1,2,3 470,000
APPL POWER INC COMMON 038225108 624,750 17,000 SH X 1,2,3 17,000
APPLIED MICRO CIRCUITS COR COMMON 03822W109 38,556,750 303,000 SH X 1,2,3 303,000
APTAR GROUP COMMON 038336103 391,950 15,600 SH X 1,2,3 15,600
ARACRUZ CELULOSE SA-SPON A FOREIG 038496204 3,465,000 132,000 SH X 1,2,3 132,000
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 463,228 38,010 SH X 1,2,3 38,010
ARCTIC CAT INC COMMON 039670104 129,000 12,900 SH X 1,2,3 12,900
ARMOR HOLDINGS COMMON 042260109 258,563 19,700 SH X 1,2,3 19,700
ARTESYN TECHNOLOGIES INC COMMON 043127109 340,200 16,200 SH X 1,2,3 16,200
ARTHROCARE CORP COMMON 043136100 488,000 8,000 SH X 1,2,3 8,000
ASHANTI GOLDFIELDS GDS FOREIG 043743202 1,378,125 525,000 SH X 1,2,3 525,000
ASK JEEVES INC COMMON 045174109 3,049,313 27,000 SH X 1,2,3 27,000
ASPECT COMMUNICATIONS CORP COMMON 04523Q102 774,675 19,800 SH X 1,2,3 19,800
ASPEN TECHNOLOGY INC IPO COMMON 045327103 280,232 10,600 SH X 1,2,3 10,600
ASSOCIATES FIRST CAPITAL-A COMMON 046008108 18,471,035 673,204 SH X 1,2,3 673,204
ASTEC INDUSTRIES INC COMMON 046224101 312,288 16,600 SH X 1,2,3 16,600
ATLANTIC COAST AIRLINES HO COMMON 048396105 2,973,500 125,200 SH X 1,2,3 125,200
ATLANTIC RICHFIELD CO COMMON 048825103 53,396,450 617,300 SH X 1,2,3 617,300
ATMOS ENERGY COMMON 049560105 284,074 13,900 SH X 1,2,3 13,900
ATWOOD OCEANICS INC COMMON 050095108 220,163 5,700 SH X 1,2,3 5,700
AUSPEX SYSTEMS INC COMMON 052116100 118,900 11,600 SH X 1,2,3 11,600
AUTOMATIC DATA PROCESSING COMMON 053015103 1,632,413 30,300 SH X 1,2,3 30,300
AVALONBAY COMMUNITIES INC COMMON 053484101 7,548,750 220,000 SH X 1,2,3 220,000
AVANT! CORP COMMON 053487104 184,500 12,300 SH X 1,2,3 12,300
AVERY DENNISON CORP COMMON 053611109 38,077,188 522,500 SH X 1,2,3 522,500
AVIATION SALES CO COMMON 053672101 3,940,200 238,800 SH X 1,2,3 238,800
AVID TECHNOLOGY INC COMMON 05367P100 130,620 10,000 SH X 1,2,3 10,000
AVON PRODUCTS, INC. COMMON 054303102 9,418,200 285,400 SH X 1,2,3 285,400
PAGE COLUMN TOTALS 300,775,501
3
<PAGE>
AZTAR CORP COMMON 054802103 212,063 19,500 SH X 1,2,3 19,500
BB&T CORP COMMON 054937107 429,788 15,700 SH X 1,2,3 15,700
BISYS GROUP COMMON 055472104 769,950 11,800 SH X 1,2,3 11,800
BMC INDUSTRIES INC-MINN COMMON 055607105 55,575 11,400 SH X 1,2,3 11,400
BMC SOFTWARE INC COMMON 055921100 30,136,438 377,000 SH X 1,2,3 377,000
BAKER HUGHES INC COMMON 057224107 2,803,419 133,100 SH X 1,2,3 133,100
BALDOR ELECTRIC CO COMMON 057741100 291,813 16,100 SH X 1,2,3 16,100
BALL CORP COMMON 058498106 8,701,875 221,000 SH X 1,2,3 221,000
BANK OF AMERICA CORP COMMON 060505104 75,884,454 1,512,019 SH X 1,2,3 1,512,019
BANK OF NEW YORK COMMON 064057102 8,416,000 210,400 SH X 1,2,3 210,400
BANK ONE CORP COMMON 06423A103 45,458,213 1,417,800 SH X 1,2,3 1,417,800
BANKNORTH GRP COMMON 06646L100 267,500 10,000 SH X 1,2,3 10,000
BARNESANDNOBLE.COM INC COMMON 067846105 1,894,031 133,500 SH X 1,2,3 133,500
BARRICK GOLD CORP FOREIG 067901108 8,314,894 470,100 SH X 1,2,3 470,100
BARR LABS INC COMMON 068306109 304,338 9,700 SH X 1,2,3 9,700
BARRA INC COMMON 068313105 3,686,175 116,100 SH X 1,2,3 116,100
BARRETT RES COMMON 068480201 420,949 14,300 SH X 1,2,3 14,300
BAUSCH & LOMB INC COMMON 071707103 32,850,000 480,000 SH X 1,2,3 480,000
BAXTER INTERNATIONAL COMMON 071813109 910,774 14,500 SH X 1,2,3 14,500
BE AEROSPACE INC COMMON 073302101 94,494 11,200 SH X 1,2,3 11,200
BEAR STEARNS CO COMMON 073902108 901,683 21,092 SH X 1,2,3 21,092
BECTON DICKINSON & CO COMMON 075887109 9,038,825 337,900 SH X 1,2,3 337,900
BELDEN INC COMMON 077459105 220,500 10,500 SH X 1,2,3 10,500
BELL ATLANTIC CORP COMMON 077853109 124,865,844 2,028,288 SH X 1,2,3 2,028,288
BELL ATLANTIC CORP COMMON 077853109 324,000 5,256 SH X 1 5,256
BELL ATLANTIC CORP COMMON 077853109 96,000 1,556 SH X X 1 1,170 386
Total BELL ATLANTIC CORP 125,285,844 2,035,100 2,034,714 386
BELLSOUTH CORP COMMON 079860102 19,896,581 425,034 SH X 1,2,3 425,034
BELLSOUTH CORP COMMON 079860102 242,000 5,163 SH X 1 5,163
BELLSOUTH CORP COMMON 079860102 164,000 3,503 SH X X 1,2,3 907 2,596
Total BELLSOUTH CORP 20,302,581 433,700 431,104 2,596
BERGEN BRUNSWIG CORP -CL A COMMON 083739102 2,253,519 271,100 SH X 1,2,3 271,100
BERINGER WINE ESTATES HLDG COMMON 084102102 6,220,500 156,000 SH X 1,2,3 156,000
BEST BUY COMPANY INC COMMON 086516101 451,683 9,000 SH X 1,2,3 9,000
BESTFOODS INC COMMON 08658U101 5,040,744 95,900 SH X 1,2,3 95,900
BILLING CONCEPTS CORP COMMON 090063108 107,250 16,500 SH X 1,2,3 16,500
BINDLEY WESTERN INDS INC COMMON 090324104 222,918 14,800 SH X 1,2,3 14,800
BIO-TECHNOLOGY GEN CORP COMMON 090578105 346,175 22,700 SH X 1,2,3 22,700
PAGE COLUMN TOTALS 392,294,965
4
<PAGE>
BIOGEN, INC. COMMON 090597105 9,235,850 109,300 SH X 1,2,3 109,300
BIOMATRIX INC COMMON 09060P102 404,250 21,000 SH X 1,2,3 21,000
BIOVAIL CORP INTERNATIONAL FOREIG 09067K106 14,343,750 153,000 SH X 1,2,3 153,000
BIRMINGHAM STEEL COMMON 091250100 67,462 12,700 SH X 1,2,3 12,700
BLACK & DECKER CORP COMMON 091797100 323,950 6,200 SH X 1,2,3 6,200
BLACK BOX CORP COMMON 091826107 502,500 7,500 SH X 1,2,3 7,500
E.W. BLANCH HOLDINGS INC COMMON 093210102 343,000 5,600 SH X 1,2,3 5,600
H & R BLOCK COMMON 093671105 288,750 6,600 SH X 1,2,3 6,600
BLUE SQUARE-ISRAEL LTD ADS FOREIG 096055108 1,774,800 139,200 SH X 1,2,3 139,200
BOEING COMPANY COMMON 097023105 37,151,056 893,860 SH X 1,2,3 893,860
BOOKS-A-MILLION INC COMMON 098570104 118,862 14,300 SH X 1,2,3 14,300
BOSTON PROPERTIES COMMON 101121101 26,611,875 855,000 SH X 1,2,3 855,000
BOSTON SCIENTIFIC CORP. COMMON 101137107 3,712,188 169,700 SH X 1,2,3 169,700
BOWNE & CO INC COMMON 103043105 229,500 17,000 SH X 1,2,3 17,000
W.H. BRADY CO - CL A COMMON 104674106 332,583 9,800 SH X 1,2,3 9,800
BRANDYWINE REALTY TRUST COMMON 105368203 4,421,250 270,000 SH X 1,2,3 270,000
BRIGHTPOINT INC COMMON 109473108 288,750 22,000 SH X 1,2,3 22,000
BRISTOL MYERS SQUIBB COMMON 110122108 153,024,988 2,384,032 SH X 1,2,3 2,384,032
BRISTOL MYERS SQUIBB COMMON 110122108 282,000 4,393 SH X 1 4,393
BRISTOL MYERS SQUIBB COMMON 110122108 191,000 2,975 SH X X 1 2,975
Total BRISTOL MYERS SQUIBB 153,497,988 2,391,400 2,391,400
BROOKS AUTOMATION COMMON 11434A100 240,963 7,400 SH X 1,2,3 7,400
BRUNSWICK CORP COMMON 117043109 18,022,500 810,000 SH X 1,2,3 810,000
BUCKEYE TECHNOLOGIES INC COMMON 118255108 233,538 15,700 SH X 1,2,3 15,700
BUCKLE INC (THE) COMMON 118440106 977,625 66,000 SH X 1,2,3 66,000
BURLINGTON NORTHERN SANTA COMMON 12189T104 565,025 23,300 SH X 1,2,3 23,300
BURLINGTON RESOURCES COMMON 122014103 426,500 12,900 SH X 1,2,3 12,900
BURR BROWN COMMON 122574106 845,325 23,400 SH X 1,2,3 23,400
BUSINESS OBJECTS SA-SP ADR FOREIG 12328X107 1,870,750 14,000 SH X 1,2,3 14,000
C & D TECHNOLOGIES COMMON 124661109 233,750 5,500 SH X 1,2,3 5,500
CAIS INTERNET COMMON 12476Q102 7,206,500 203,000 SH X 1,2,3 203,000
CBS COMMON 12490K107 28,995,656 453,500 SH X 1,2,3 453,500
C-BRIDGE INTERNET SOLUTION COMMON 12500B105 2,158,950 44,400 SH X 1,2,3 44,400
C-COR.NET CORPORATION COMMON 125010108 498,063 6,500 SH X 1,2,3 6,500
C CUBE MICROSYSTEMS COMMON 125015107 1,052,025 16,900 SH X 1,2,3 16,900
CEC ENTERTAINMENT INC COMMON 125137109 329,150 11,600 SH X 1,2,3 11,600
CH ENERGY GROUP INC COMMON 12541M102 11,002,200 333,400 SH X 1,2,3 333,400
CIGNA CORP COMMON 125509109 6,469,169 80,300 SH X 1,2,3 80,300
PAGE COLUMN TOTALS 334,776,053
5
<PAGE>
CKE RESTAURANT COMMON 12561E105 126,900 21,600 SH X 1,2,3 21,600
CNF TRANSPORTATION COMMON 12612W104 1,497,300 43,400 SH X 1,2,3 43,400
CSX CORP COMMON 126408103 316,888 10,100 SH X 1,2,3 10,100
CTS CORP COMMON 126501105 874,350 11,600 SH X 1,2,3 11,600
CVS CORP COMMON 126650100 10,855,013 271,800 SH X 1,2,3 271,800
CABLE DESIGN TECHNOLOGIES COMMON 126924109 280,600 12,200 SH X 1,2,3 12,200
CABOT OIL & GAS CORP COMMON 127097103 195,956 12,200 SH X 1,2,3 12,200
CADBURY SCHWEPPES PLC ADRS FOREIG 127209302 13,535,519 559,608 SH X 1,2,3 559,608
CAL DIVE INTERNATIONAL INC COMMON 127914109 208,688 6,300 SH X 1,2,3 6,300
CALLAWAY GOLF CO COMMON 131193104 972,813 55,000 SH X 1,2,3 55,000
CAMBREX CORP COMMON 132011107 368,476 10,700 SH X 1,2,3 10,700
CAMPBELL SOUP CO COMMON 134429109 2,990,544 77,300 SH X 1,2,3 77,300
CANADIAN NATL RLWY COMMON FOREIG 136375102 12,237,944 465,100 SH X 1,2,3 465,100
CANADIAN OCCIDENTAL PETROL FOREIG 136420106 10,437,875 528,500 SH X 1,2,3 528,500
CANANDAIGUA BRANDS INC-CL COMMON 137219200 387,600 7,600 SH X 1,2,3 7,600
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 558,969 11,600 SH X 1,2,3 11,600
CAPROCK COMMUNICATIONS COR COMMON 140667106 3,882,769 119,700 SH X 1,2,3 119,700
CARBO CERAMICS COMMON 140781105 2,406,250 110,000 SH X 1,2,3 110,000
CARAUSTAR INDUSTRIES INC COMMON 140909102 266,400 11,100 SH X 1,2,3 11,100
CARDINAL HEALTH COMMON 14149Y108 617,588 12,900 SH X 1,2,3 12,900
CAREINSITE, INC COMMON 14170M106 5,635,000 70,000 SH X 1,2,3 70,000
CARNIVAL CORP COMMON 143658102 1,510,859 31,600 SH X 1,2,3 31,600
CAROLINA FIRST CORP COMMON 143877108 200,750 11,000 SH X 1,2,3 11,000
CASEYS GENERAL COMMON 147528103 247,357 23,700 SH X 1,2,3 23,700
CATALINA MARKETING CORP COMMON 148867104 949,150 8,200 SH X 1,2,3 8,200
CATERPILLAR INC COMMON 149123101 7,139,381 151,700 SH X 1,2,3 151,700
CATO CORP-CL A COMMON 149205106 148,975 11,800 SH X 1,2,3 11,800
CEMEX SA DE CV SPONS ADR FOREIG 151290889 2,787,500 100,000 SH X 1,2,3 100,000
CENDANT CORP COMMON 151313103 1,027,949 38,700 SH X 1,2,3 38,700
CENTRAL PARKING CORP COMMON 154785109 309,825 16,200 SH X 1,2,3 16,200
CENTURA BANKS COMMON 15640T100 547,150 12,400 SH X 1,2,3 12,400
CENTURYTEL INC. COMMON 156700106 431,113 9,100 SH X 1,2,3 9,100
CEPHALON INC COMMON 156708109 459,675 13,300 SH X 1,2,3 13,300
CERNER CORP COMMON 156782104 285,462 14,500 SH X 1,2,3 14,500
CHAMPION ENTERPRISES INC COMMON 158496109 188,364 22,000 SH X 1,2,3 22,000
CHAMPION INTERNATIONAL COR COMMON 158525105 1,536,038 24,800 SH X 1,2,3 24,800
CHASE MANHATTAN CORP COMMON 16161A108 58,413,231 751,900 SH X 1,2,3 751,900
CHECKFREE HOLDINGS CORP COMMON 162816102 13,177,450 126,100 SH X 1,2,3 126,100
PAGE COLUMN TOTALS 158,013,671
6
<PAGE>
CHEESECAKE FACTORY (THE) COMMON 163072101 322,000 9,200 SH X 1,2,3 9,200
CHELSEA GCA REALTY COMMON 163262108 5,057,500 170,000 SH X 1,2,3 170,000
CHEVRON CORP COMMON 166751107 34,480,563 398,044 SH X 1,2,3 398,044
CHEVRON CORP COMMON 166751107 315,000 3,632 SH X 1 3,632
CHEVRON CORP COMMON 166751107 71,000 824 SH X X 1 624 200
Total CHEVRON CORP 34,866,563 402,500 402,300 200
CHICO'S FAS INC COMMON 168615102 4,515,000 120,000 SH X 1,2,3 120,000
CHIQUITA BRANDS INTL COMMON 170032106 142,025 29,900 SH X 1,2,3 29,900
CHIREX INC COMMON 170038103 146,250 10,000 SH X 1,2,3 10,000
CHITTENDEN CORP COMMON 170228100 373,275 12,600 SH X 1,2,3 12,600
CHOICEPOINT INC COMMON 170388102 554,425 13,400 SH X 1,2,3 13,400
CHUBB CORP COMMON 171232101 8,773,488 155,800 SH X 1,2,3 155,800
CIBER INC COMMON 17163B102 679,250 24,700 SH X 1,2,3 24,700
CIENA CORP COMMON 171779101 11,661,000 202,800 SH X 1,2,3 202,800
CIRCUIT CITY STORES-CIRCUI COMMON 172737108 401,052 8,900 SH X 1,2,3 8,900
CISCO SYSTEMS INC COMMON 17275R102 182,449,663 1,703,152 SH X 1,2,3 1,703,152
CISCO SYSTEMS INC COMMON 17275R102 375,000 3,498 SH X 1 3,498
CISCO SYSTEMS INC COMMON 17275R102 27,000 250 SH X X 1 250
Total CISCO SYSTEMS INC 182,851,663 1,706,900 1,706,900
CITIGROUP INC COMMON 172967101 110,913,863 1,996,200 SH X 1,2,3 1,996,200
CITRIX SYSTEMS COMMON 177376100 516,600 4,200 SH X 1,2,3 4,200
CLARCOR INC COMMON 179895107 199,800 11,100 SH X 1,2,3 11,100
CLARIFY INC COMMON 180492100 1,234,800 9,800 SH X 1,2,3 9,800
CLEAR CHANNEL COMMUNICATIO COMMON 184502102 37,877,700 424,400 SH X 1,2,3 424,400
CLOROX COMPANY COMMON 189054109 644,800 12,800 SH X 1,2,3 12,800
COASTAL CORP COMMON 190441105 333,108 9,400 SH X 1,2,3 9,400
COCA-COLA COMMON 191216100 24,110,275 413,916 SH X 1,2,3 413,916
COCA-COLA COMMON 191216100 445,000 7,634 SH X 1 7,634
COCA-COLA COMMON 191216100 67,000 1,150 SH X X 1 950 200
Total COCA-COLA 24,622,275 422,700 422,500 200
COCA-COLA ENTERPRISES COMMON 191219104 420,613 20,900 SH X 1,2,3 20,900
COFLEXIP ADS FOREIG 192384105 9,234,000 243,000 SH X 1,2,3 243,000
COGNEX CORP COMMON 192422103 682,500 17,500 SH X 1,2,3 17,500
COHERENT INC COMMON 192479103 267,500 10,000 SH X 1,2,3 10,000
COLGATE PALMOLIVE CORP COMMON 194162103 16,204,000 249,300 SH X 1,2,3 249,300
COLGATE PALMOLIVE CORP COMMON 194162103 46,000 700 SH X 1 700
COLGATE PALMOLIVE CORP COMMON 194162103 208,000 3,200 SH X X 1 3,200
Total COLGATE PALMOLIVE 16,458,000 253,200 253,200
PAGE COLUMN TOTALS 453,749,050
7
<PAGE>
COLUMBIA BANKING SYSTEM COMMON 197236102 1,404,375 107,000 SH X 1,2,3 107,000
COLUMBIA HCA HEALTHCARE CO COMMON 197677107 4,141,856 141,300 SH X 1,2,3 141,300
COLUMBIA SPORTSWEAR COMMON 198516106 2,902,500 135,000 SH X 1,2,3 135,000
COMCAST CORP CL A NON-VOTI COMMON 200300200 1,891,019 37,400 SH X 1,2,3 37,400
COMERICA INC COMMON 200340107 401,508 8,600 SH X 1,2,3 8,600
COMMERCE BANCORP INC/NJ COMMON 200519106 501,419 12,400 SH X 1,2,3 12,400
COMMERCIAL FEDERAL CORP COMMON 201647104 489,830 27,500 SH X 1,2,3 27,500
COMMERCIAL METALS CO COMMON 201723103 227,378 6,700 SH X 1,2,3 6,700
COMMSCOPE INC COMMON 203372107 862,677 21,400 SH X 1,2,3 21,400
COMMUNITY FIRST BANKSHARES COMMON 203902101 349,650 22,200 SH X 1,2,3 22,200
GRUPO PAO DE ACUCAR ADS FOREIG 20440T201 9,095,969 281,500 SH X 1,2,3 281,500
CO DE MINAS BUENAVENTURA S FOREIG 204448104 7,340,563 457,000 SH X 1,2,3 457,000
COMPAQ COMPUTER CORP COMMON 204493100 30,231,519 1,117,100 SH X 1,2,3 1,117,100
COMPLETE BUSINESS SOLUTION COMMON 20452F107 271,350 10,800 SH X 1,2,3 10,800
COMPUTER ASSOCIATES INT'L COMMON 204912109 17,610,263 251,800 SH X 1,2,3 251,800
COMPUTER SCIENCES CORP COMMON 205363104 738,075 7,800 SH X 1,2,3 7,800
COMPUWARE CORP COMMON 205638109 7,286,100 195,600 SH X 1,2,3 195,600
COMVERSE TECHNOLOGY INC COMMON 205862402 506,625 3,500 SH X 1,2,3 3,500
CON AGRA COMMON 205887102 35,538,194 1,575,100 SH X 1,2,3 1,575,100
CONCENTRIC NETWORK CORP COMMON 20589R107 11,967,575 388,400 SH X 1,2,3 388,400
COMPUTER HORIZONS CORP COMMON 205908106 242,813 15,000 SH X 1,2,3 15,000
CONCORD COMMUNICATIONS COMMON 206186108 1,921,438 43,300 SH X 1,2,3 43,300
CONDOR TECHNOLOGY SOLUTION COMMON 206772105 41,250 30,000 SH X 1,2,3 30,000
CONMED CORP COMMON 207410101 238,050 9,200 SH X 1,2,3 9,200
CONOCO INC CL A COMMON 208251306 11,632,500 470,000 SH X 1,2,3 470,000
CONOCO INC - CL B COMMON 208251405 8,365,463 336,300 SH X 1,2,3 336,300
CONSECO INC COMMON 208464107 8,229,650 460,400 SH X 1,2,3 460,400
CONSOLIDATED EDISON COMMON 209115104 966,000 28,000 SH X 1,2,3 28,000
CONSOL GRAPHICS COMMON 209341106 221,075 14,800 SH X 1,2,3 14,800
CONSOLIDATED PRODUCTS COMMON 209798107 125,854 12,430 SH X 1,2,3 12,430
COOPER CAMERON CORP COMMON 216640102 4,722,469 96,500 SH X 1,2,3 96,500
COPART INC COMMON 217204106 9,852,750 226,500 SH X 1,2,3 226,500
COR THERAPEUTICS, INC. COMMON 217753102 279,500 10,400 SH X 1,2,3 10,400
CORN PRODUCTS INTERNATIONA COMMON 219023108 507,625 15,500 SH X 1,2,3 15,500
CORNING INC COMMON 219350105 1,599,012 12,400 SH X 1,2,3 12,400
CORNING INC COMMON 219350105 200,000 1,550 SH X 1 1,550
CORNING INC COMMON 219350105 19,000 150 SH X X 1 150
Total CORNING INC 1,818,012 14,100 14,100
PAGE COLUMN TOTALS 182,922,894
8
<PAGE>
CORRECTIONAL PROPERTIES TR COMMON 22025E104 3,920,000 320,000 SH X 1,2,3 320,000
COST PLUS INC/CALIFORNIA COMMON 221485105 13,920,469 390,750 SH X 1,2,3 390,750
COSTCO WHOLESALE CORP COMMON 22160K105 10,603,250 116,200 SH X 1,2,3 116,200
COUNTRYWIDE CREDIT IND INC COMMON 222372104 2,941,625 116,500 SH X 1,2,3 116,500
COVAD COMMUNICATIONS GROUP COMMON 222814204 3,129,703 55,950 SH X 1,2,3 55,950
COVENTRY HEALTH CARE INC COMMON 222862104 167,400 24,800 SH X 1,2,3 24,800
CREO PRODUCTS INC FOREIG 225606102 2,767,500 72,000 SH X 1,2,3 72,000
CROSS TIMBERS OIL CO COMMON 227573102 198,458 21,900 SH X 1,2,3 21,900
CROSSMANN COMMUNITIES INC COMMON 22764E109 217,000 14,000 SH X 1,2,3 14,000
CROWN CASTLE INTL CORP(PIK PREF W 228227302 984,638 958 SH X 1,2,3 958
CROWN CORK & SEAL COMPANY COMMON 228255105 311,013 13,900 SH X 1,2,3 13,900
CULLEN/FROST BANKERS INC COMMON 229899109 607,700 23,600 SH X 1,2,3 23,600
CUTTER AND BUCK INC COMMON 232217109 1,686,438 111,500 SH X 1,2,3 111,500
CYBEX COMPUTER PRODUCTS CO COMMON 232522102 230,850 5,700 SH X 1,2,3 5,700
CYGNUS INC COMMON 232560102 202,575 11,100 SH X 1,2,3 11,100
CYMER INC COMMON 232572107 9,384,000 204,000 SH X 1,2,3 204,000
DBT ONLINE COMMON 233044106 204,750 8,400 SH X 1,2,3 8,400
DR HORTON INC COMMON 23331A109 381,211 27,600 SH X 1,2,3 27,600
DAIN RAUSCHER CORP COMMON 233856103 241,800 5,200 SH X 1,2,3 5,200
DALLAS SEMICONDUCTOR COMMON 235204104 799,019 12,400 SH X 1,2,3 12,400
DATASCOPE CORP COMMON 238113104 248,000 6,200 SH X 1,2,3 6,200
DEERE & CO COMMON 244199105 21,865,338 504,100 SH X 1,2,3 504,100
DELL COMPUTER COMMON 247025109 51,960,100 1,018,830 SH X 1,2,3 1,018,830
DELL COMPUTER COMMON 247025109 179,000 3,500 SH X 1 3,500
DELL COMPUTER COMMON 247025109 39,000 770 SH X X 1 770
Total DELL COMPUTER 52,178,100 1,023,100 1,023,100
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 379,087 24,069 SH X 1,2,3 24,069
DELPHI FINANCIAL GROUP-CL COMMON 247131105 266,220 8,874 SH X 1,2,3 8,874
DELTA & PINELAND CO COMMON 247357106 290,163 16,700 SH X 1,2,3 16,700
DELTA AIR LINES INC COMMON 247361108 358,646 7,200 SH X 1,2,3 7,200
DENDRITE INTERNATIONAL INC COMMON 248239105 558,938 16,500 SH X 1,2,3 16,500
DIGEX INC COMMON 253756100 7,218,750 105,000 SH X 1,2,3 105,000
DIGITAL MICROWAVE CORP COMMON 253859102 5,135,508 219,115 SH X 1,2,3 219,115
DIGITAL ISLAND INC COMMON 25385N101 13,317,500 140,000 SH X 1,2,3 140,000
DIMON INC COMMON 254394109 49,725 15,300 SH X 1,2,3 15,300
DIONEX COMMON 254546104 395,395 9,600 SH X 1,2,3 9,600
DISNEY, WALT COMMON 254687106 44,860,725 1,533,700 SH X 1,2,3 1,533,700
DITECH COMMUNICATIONS COR COMMON 25500M103 8,125,150 86,900 SH X 1,2,3 86,900
PAGE COLUMN TOTALS 208,146,644
9
<PAGE>
DOLLAR GENERAL CORP COMMON 256669102 289,494 12,725 SH X 1,2,3 12,725
DOLLAR TREE STORES COMMON 256747106 20,435,781 421,900 SH X 1,2,3 421,900
DOMINION RESOURCES COMMON 25746U109 376,800 9,600 SH X 1,2,3 9,600
DLJDIRECT COMMON 257661504 1,491,875 110,000 SH X 1,2,3 110,000
DOVER CORP COMMON 260003108 458,288 10,100 SH X 1,2,3 10,100
DOW CHEMICAL COMMON 260543103 4,529,888 33,900 SH X 1,2,3 33,900
DOWNEY FINANCIAL CORP COMMON 261018105 250,319 12,400 SH X 1,2,3 12,400
DRIL-QUIP COMMON 262037104 710,775 23,400 SH X 1,2,3 23,400
DRKOOP.COM INC COMMON 262098106 2,821,500 237,600 SH X 1,2,3 237,600
DUPONT (E.I.) DE NEMOUR & COMMON 263534109 18,584,679 282,122 SH X 1,2,3 282,122
DUPONT (E.I.) DE NEMOURS & COMMON 263534109 224,000 3,405 SH X 1 3,405
DUPONT (E.I.) DE NEMOURS & COMMON 263534109 7,000 100 SH X X 1 100
Total DUPONT (E.I.) DE NEMOURS 18,815,679 285,627 285,627
DUANE READE INC COMMON 263578106 9,040,500 328,000 SH X 1,2,3 328,000
DUKE ENERGY CORP COMMON 264399106 1,523,800 30,400 SH X 1,2,3 30,400
DUKE-WEEKS REALTY CORP COMMON 264411505 8,385,000 430,000 SH X 1,2,3 430,000
DURA PHARMACEUTICALS INC COMMON 26632S109 263,409 18,900 SH X 1,2,3 18,900
DYCOM INDUSTRIES COMMON 267475101 489,088 11,100 SH X 1,2,3 11,100
EMC CORP/MASS COMMON 268648102 21,118,025 193,300 SH X 1,2,3 193,300
ENI SPA-SPON ADR FOREIG 26874R108 10,903,725 197,800 SH X 1,2,3 197,800
E.SPIRE COMMUNICATIONS INC COMMON 269153102 112,181 19,300 SH X 1,2,3 19,300
ETEC SYSTEMS, INC COMMON 26922C103 7,565,925 168,600 SH X 1,2,3 168,600
E*TRADE GROUP INC COMMON 269246104 3,997,125 153,000 SH X 1,2,3 153,000
EAGLE USA AIRFREIGHT INC COMMON 270018104 13,812,938 320,300 SH X 1,2,3 320,300
EARTHGRAINS COMPANY COMMON 270319106 299,925 18,600 SH X 1,2,3 18,600
EASTERN UTILITIES ASSOCIAT COMMON 277173100 303,120 10,000 SH X 1,2,3 10,000
EASTMAN KODAK COMMON 277461109 1,046,750 15,800 SH X 1,2,3 15,800
EATON CORP COMMON 278058102 20,632,763 284,100 SH X 1,2,3 284,100
EATON VANCE CORP COMMON 278265103 585,200 15,400 SH X 1,2,3 15,400
EDGAR ONLINE INC COMMON 279765101 160,775 21,800 SH X 1,2,3 21,800
EFFICIENT NETWORKS INC COMMON 282056100 2,359,600 34,700 SH X 1,2,3 34,700
EL PASO ENERGY CAPITOL TRU PREF C 283678209 10,075,000 200,000 SH X 1,2,3 200,000
ELAN CORP PLC - SPONS ADR FOREIG 284131208 5,133,000 174,000 SH X 1,2,3 174,000
ELCOR CORP COMMON 284443108 251,544 8,350 SH X 1,2,3 8,350
ELECTRO SCIENTIFIC INDS IN COMMON 285229100 401,500 5,500 SH X 1,2,3 5,500
ELECTROGLAS INC COMMON 285324109 464,363 18,300 SH X 1,2,3 18,300
ELECTRONIC ARTS INC COMMON 285512109 3,612,000 43,000 SH X 1,2,3 43,000
ELECTRONIC DATA SYSTEMS CO COMMON 285661104 10,301,681 153,900 SH X 1,2,3 153,900
PAGE COLUMN TOTALS 183,019,336
10
<PAGE>
EMERSON ELECTRIC COMMON 291011104 2,736,788 47,700 SH X 1,2,3 47,700
ENERGEN CORP COMMON 29265N108 261,899 14,500 SH X 1,2,3 14,500
ENHANCE FINANCIAL SVCS GRO COMMON 293310108 273,000 16,800 SH X 1,2,3 16,800
ENRON CORP. COMMON 293561106 1,677,375 37,800 SH X 1,2,3 37,800
ENTERCOM COMMUNICATIONS CO COMMON 293639100 5,016,000 76,000 SH X 1,2,3 76,000
ENTERTAINMENT PROPERTIES T COMMON 29380T105 4,351,875 330,000 SH X 1,2,3 330,000
ENTRUST TECHNOLOGIES INC COMMON 293848107 9,667,919 161,300 SH X 1,2,3 161,300
ENZO BIOCHEM INC COMMON 294100102 486,670 10,800 SH X 1,2,3 10,800
EPICOR SOFTWARE CORP COMMON 29426L108 86,560 17,100 SH X 1,2,3 17,100
ERICSSON (LM) TEL-SP ADR FOREIG 294821400 15,824,119 240,900 SH X 1,2,3 240,900
ETHAN ALLEN INTERIORS INC COMMON 297602104 12,023,438 375,000 SH X 1,2,3 375,000
EVEREST REINSURANCE HOLDIN COMMON 299808105 7,061,906 316,500 SH X 1,2,3 316,500
EXPEDITORS INTL WASH INC COMMON 302130109 941,958 21,500 SH X 1,2,3 21,500
EXPRESS SCRIPTS INC CL A COMMON 302182100 25,024,000 391,000 SH X 1,2,3 391,000
EXTREME NETWORKS INC COMMON 30226D106 4,175,000 50,000 SH X 1,2,3 50,000
EXXON MOBIL CORPORATION COMMON 30231G102 40,411,700 501,617 SH X 1,2,3 501,617
EXXON MOBIL CORPORATION COMMON 30231G102 981,000 12,181 SH X 1 12,181
EXXON MOBIL CORPORATION COMMON 30231G102 179,000 2,220 SH X X 1 1,720 500
Total EXXON MOBIL CORPORATION 41,571,700 516,018 515,518 500
FPL GROUP INC COMMON 302571104 946,145 22,100 SH X 1,2,3 22,100
FACTSET RESEARCH SYSTEMS I COMMON 303075105 533,488 6,700 SH X 1,2,3 6,700
FAIR ISSAC & CO INC COMMON 303250104 318,000 6,000 SH X 1,2,3 6,000
FASTENAL CO. COMMON 311900104 6,875,438 153,000 SH X 1,2,3 153,000
FEDDERS CORP COMMON 313135105 91,300 16,600 SH X 1,2,3 16,600
FREDDIE MAC COMMON 313400301 11,822,100 251,200 SH X 1,2,3 251,200
FANNIE MAE COMMON 313586109 14,866,994 238,100 SH X 1,2,3 238,100
FANNIE MAE COMMON 313586109 265,000 4,250 SH X 1 4,250
FANNIE MAE COMMON 313586109 109,000 1,750 SH X X 1 1,450 300
Total FANNIE MAE 15,240,994 244,100 243,800 300
FEDERATED DEPARTMENT STORE COMMON 31410H101 520,789 10,300 SH X 1,2,3 10,300
FEDEX CORP COMMON 31428X106 5,555,219 135,700 SH X 1,2,3 135,700
FIDELITY NATIONAL FINL INC COMMON 316326107 196,938 13,700 SH X 1,2,3 13,700
FIFTH THIRD BANCORP COMMON 316773100 902,513 12,300 SH X 1,2,3 12,300
FILENET CORP COMMON 316869106 346,800 13,600 SH X 1,2,3 13,600
FIRST AMERICAN FINANCIAL C COMMON 318522307 348,236 28,000 SH X 1,2,3 28,000
FIRST BANCORP/PUERTO RICO COMMON 318672102 261,450 12,600 SH X 1,2,3 12,600
FIRST DATA CORP COMMON 319963104 33,695,231 683,300 SH X 1,2,3 683,300
FIRST INDUSTRIAL REALTY TR COMMON 32054K103 23,870,625 870,000 SH X 1,2,3 870,000
PAGE COLUMN TOTALS 232,705,473
11
<PAGE>
FIRST MIDWEST BANCORP INC COMMON 320867104 469,050 17,700 SH X 1,2,3 17,700
FIRST UNION CORPORATION COMMON 337358105 50,087,656 1,526,518 SH X 1,2,3 1,526,518
FIRST UNION CORPORATION COMMON 337358105 242,000 7,339 SH X 1 7,339
FIRST UNION CORPORATION COMMON 337358105 8,000 243 SH X X 1 243
Total FIRST UNION CORPORATION 50,337,656 1,534,100 1,534,100
FIRSTAR CORP COMMON 33763V109 971,750 46,000 SH X 1,2,3 46,000
FLEET BOSTON FINANCIAL COR COMMON 339030108 44,661,687 1,282,921 SH X 1,2,3 1,282,921
FLEMING COMPANIES INC COMMON 339130106 165,025 16,100 SH X 1,2,3 16,100
FLORIDA ROCK INDS COMMON 341140101 292,715 8,500 SH X 1,2,3 8,500
FOCAL COMMUNICATIONS CORP COMMON 344155106 2,446,275 101,400 SH X 1,2,3 101,400
FOMENTO ECONOMICO MEX-SP A FOREIG 344419106 3,738,000 84,000 SH X 1,2,3 84,000
FOOTSTAR INC COMMON 344912100 292,800 9,600 SH X 1,2,3 9,600
FORD MOTOR CO. COMMON 345370100 123,258,938 2,306,600 SH X 1,2,3 2,306,600
FORT JAMES CORP COMMON 347471104 314,813 11,500 SH X 1,2,3 11,500
FORTUNE BRANDS INC COMMON 349631101 317,395 9,600 SH X 1,2,3 9,600
FORWARD AIR CORP COMMON 349853101 10,102,038 232,900 SH X 1,2,3 232,900
FOSSIL INC COMMON 349882100 316,813 13,700 SH X 1,2,3 13,700
FOSTER WHEELER CORP COMMON 350244109 199,174 22,800 SH X 1,2,3 22,800
FOUR SEASONS HOTEL INC. FOREIG 35100E104 11,555,250 217,000 SH X 1,2,3 217,000
FRANCHISE FINANCE CORP OF COMMON 351807102 6,271,625 262,000 SH X 1,2,3 262,000
FRANKLIN RESOURCES COMMON 354613101 9,137,813 285,000 SH X 1,2,3 285,000
FREEPORT MCMORAN COP/GOLD- COMMON 35671D105 4,640,625 250,000 SH X 1,2,3 250,000
FREMONT GENERAL CORP COMMON 357288109 216,825 29,400 SH X 1,2,3 29,400
FRIEDE GOLDMAN HALTER INC COMMON 358430106 120,912 17,430 SH X 1,2,3 17,430
FRITZ COMPANIES INC COMMON 358846103 168,000 16,000 SH X 1,2,3 16,000
FRONTIER INSURANCE GROUP COMMON 359081106 55,679 16,200 SH X 1,2,3 16,200
G & K SERVICES INC COMMON 361268105 288,138 8,900 SH X 1,2,3 8,900
GST TELECOMMUNICATIONS COMMON 361942105 114,188 12,600 SH X 1,2,3 12,600
GTE CORP COMMON 362320103 144,758,969 2,051,500 SH X 1,2,3 2,051,500
GABLES RESIDENTIAL TRUST COMMON 362418105 3,360,000 140,000 SH X 1,2,3 140,000
GADZOOX NETWORKS INC COMMON 362555104 466,119 10,700 SH X 1,2,3 10,700
GALLAGHER (ARTHUR J) & CO COMMON 363576109 511,525 7,900 SH X 1,2,3 7,900
GANNETT CO. COMMON 364730101 9,816,063 120,350 SH X 1,2,3 120,350
GANNETT CO. COMMON 364730101 253,000 3,100 SH X 1 3,100
GANNETT CO. COMMON 364730101 61,000 750 SH X X 1 750
Total GANNETT CO 10,130,063 124,200 124,200
GAP INC COMMON 364760108 19,797,250 430,375 SH X 1,2,3 430,375
GATEWAY INC COMMON 367626108 16,833,800 233,600 SH X 1,2,3 233,600
PAGE COLUMN TOTALS 466,310,910
12
<PAGE>
GENCORP INC COMMON 368682100 177,750 18,000 SH X 1,2,3 18,000
GENENTECH INC COMMON 368710406 24,748,000 184,000 SH X 1,2,3 184,000
GENERAL COMMUNICATION - CL COMMON 369385109 85,750 19,600 SH X 1,2,3 19,600
GENERAL DYNAMICS CORP COMMON 369550108 422,000 8,000 SH X 1,2,3 8,000
GENERAL ELECTRIC CO COMMON 369604103 209,907,300 1,356,429 SH X 1,2,3 1,356,429
GENERAL ELECTRIC CO COMMON 369604103 1,450,000 9,368 SH X 1 9,368
GENERAL ELECTRIC CO COMMON 369604103 774,000 5,003 SH X X 1 4,703 300
Total GENERAL ELECTRIC CO 212,131,300 1,370,800 1,370,500 300
GENERAL INSTRUMENT CORP COMMON 370120107 731,000 8,600 SH X 1,2,3 8,600
GENERAL MILLS, INC. COMMON 370334104 4,561,700 127,600 SH X 1,2,3 127,600
GENERAL MOTORS COMMON 370442105 2,275,103 31,300 SH X 1,2,3 31,300
GENERAL SEMICONDUCTOR INC COMMON 370787103 221,317 15,600 SH X 1,2,3 15,600
GENESCO INC COMMON 371532102 2,509,000 193,000 SH X 1,2,3 193,000
GENTEX CORP COMMON 371901109 863,025 31,100 SH X 1,2,3 31,100
GENESIS HEALTH VENTURES COMMON 371912106 36,291 17,600 SH X 1,2,3 17,600
GENUINE PARTS CO COMMON 372460105 434,210 17,500 SH X 1,2,3 17,500
GEON COMPANY COMMON 37246W105 338,000 10,400 SH X 1,2,3 10,400
GENZYME CORP-GEN DIVISION COMMON 372917104 7,033,500 156,300 SH X 1,2,3 156,300
GEORGIA-PAC GP COMMON 373298108 431,375 8,500 SH X 1,2,3 8,500
GERBER SCIENTIFIC INC COMMON 373730100 221,564 10,100 SH X 1,2,3 10,100
GILLETTE CO. COMMON 375766102 11,651,944 282,900 SH X 1,2,3 282,900
GLAMIS GOLD LTD FOREIG 376775102 1,268,750 700,000 SH X 1,2,3 700,000
GLAXO WELLCOME PLC-SPONS A FOREIG 37733W105 6,604,425 118,200 SH X 1,2,3 118,200
GLOBAL TELESYSTEMS GROUP I COMMON 37936U104 8,555,838 247,100 SH X 1,2,3 247,100
GOLDEN WEST FIN'L CORP. COMMON 381317106 311,550 9,300 SH X 1,2,3 9,300
GOLDMAN SACHS GROUP INC COMMON 38141G104 2,948,069 31,300 SH X 1,2,3 31,300
GOLF TRUST OF AMERICA COMMON 38168B103 4,234,375 250,000 SH X 1,2,3 250,000
GOODRICH, B.F. COMMON 382388106 36,712,500 1,335,000 SH X 1,2,3 1,335,000
GOODYEAR TIRE & RUBBER CO COMMON 382550101 281,870 10,000 SH X 1,2,3 10,000
GOODY'S FAMILY CLOTHING IN COMMON 382588101 76,863 14,300 SH X 1,2,3 14,300
GRACO INC COMMON 384109104 319,288 8,900 SH X 1,2,3 8,900
GREAT PLAINS SOFTWARE INC COMMON 39119E105 485,875 6,500 SH X 1,2,3 6,500
GRIFFON CORP COMMON 398433102 102,337 13,100 SH X 1,2,3 13,100
GUCCI GROUP NV FOREIG 401566104 15,675,050 136,900 SH X 1,2,3 136,900
GUIDANT CORP COMMON 401698105 13,470,200 286,600 SH X 1,2,3 286,600
GUILFORD MILLS INC COMMON 401794102 73,950 10,200 SH X 1,2,3 10,200
GYMBOREE CORP COMMON 403777105 66,375 11,800 SH X 1,2,3 11,800
HNC SOFTWARE COMMON 40425P107 11,431,575 108,100 SH X 1,2,3 108,100
PAGE COLUMN TOTALS 371,491,719
13
<PAGE>
HA-LO INDUSTRIES INC COMMON 404429102 165,000 22,000 SH X 1,2,3 22,000
HADCO CORP COMMON 404681108 295,800 5,800 SH X 1,2,3 5,800
HALLIBURTON CO. COMMON 406216101 9,458,750 235,000 SH X 1,2,3 235,000
HAMILTON BANCORP INC COMMON 407013101 3,337,000 188,000 SH X 1,2,3 188,000
HARBINGER CORP COMMON 41145C103 518,536 16,300 SH X 1,2,3 16,300
HARLAND (JOHN H.) CO. COMMON 412693103 241,718 13,200 SH X 1,2,3 13,200
HARMAN INTERNATIONAL COMMON 413086109 415,325 7,400 SH X 1,2,3 7,400
HARMONIC INC COMMON 413160102 49,054,206 516,700 SH X 1,2,3 516,700
HARTE-HANKS INC COMMON 416196103 4,176,000 192,000 SH X 1,2,3 192,000
HARTFORD FINANCIAL SVCS GR COMMON 416515104 634,825 13,400 SH X 1,2,3 13,400
HEALTH MANAGEMENT ASSC INC COMMON 421933102 3,905,500 292,000 SH X 1,2,3 292,000
HEADHUNTER.NET INC COMMON 422077107 251,250 20,000 SH X 1,2,3 20,000
HEARTLAND EXPRESS INC COMMON 422347104 200,025 12,700 SH X 1,2,3 12,700
HEICO CORP CL A COMMON 422806208 2,746,250 130,000 SH X 1,2,3 130,000
HEIDRICK & STRUGGLES INTL COMMON 422819102 473,200 11,200 SH X 1,2,3 11,200
H.J. HEINZ COMMON 423074103 48,718,556 1,223,700 SH X 1,2,3 1,223,700
HELIX TECHNOLOGY CORP COMMON 423319102 421,233 9,400 SH X 1,2,3 9,400
HELLER FINANCIAL INC COMMON 423328103 2,650,256 132,100 SH X 1,2,3 132,100
HELMERICH & PAYNE COMMON 423452101 12,784,306 586,100 SH X 1,2,3 586,100
HENRY (JACK) & ASSOCIATES COMMON 426281101 450,971 8,400 SH X 1,2,3 8,400
HERCULES INC COMMON 427056106 11,150,000 400,000 SH X 1,2,3 400,000
HERSHEY'S FOODS COMMON 427866108 14,672,750 308,900 SH X 1,2,3 308,900
HERTZ CORPORATION (THE) COMMON 428040109 17,042,500 340,000 SH X 1,2,3 340,000
HEWLETT-PACKARD CO COMMON 428236103 125,616,094 1,102,500 SH X 1,2,3 1,102,500
HIGH SPEED ACCESS CORP COMMON 42979U102 1,533,375 87,000 SH X 1,2,3 87,000
HIGHWOODS PROPERTIES COMMON 431284108 16,042,500 690,000 SH X 1,2,3 690,000
HOLLINGER INTERNATIONAL IN COMMON 435569108 11,902,500 920,000 SH X 1,2,3 920,000
HOLLYWOOD PARK INC COMMON 436255103 251,294 11,200 SH X 1,2,3 11,200
HOME DEPOT INC COMMON 437076102 62,169,047 906,750 SH X 1,2,3 324,325
HOOPER HOLMES INC COMMON 439104100 324,450 12,600 SH X 1,2,3 12,600
HOOVERS INC COMMON 439321100 136,500 15,600 SH X 1,2,3 15,600
HOST MARRIOTT CORP COMMON 44107P104 4,455,000 540,000 SH X 1,2,3 540,000
HOUSEHOLD INTERNATIONAL IN COMMON 441815107 4,909,550 131,800 SH X 1,2,3 131,800
HUDSON UNITED BANCORP COMMON 444165104 582,609 22,792 SH X 1,2,3 22,792
HUGHES SUPPLY INC COMMON 444482103 222,089 10,300 SH X 1,2,3 10,300
HUMAN GENOME SCIENCES INC COMMON 444903108 21,672,750 142,000 SH X 1,2,3 142,000
HUNTINGTON BANCSHARES COMMON 446150104 307,988 12,900 SH X 1,2,3 12,900
PAGE COLUMN TOTALS 452,599,201
14
<PAGE>
HUTCHINSON TECHNOLOGY INC. COMMON 448407106 227,375 10,700 SH X 1,2,3 10,700
IDT CORP COMMON 448947101 2,693,463 142,700 SH X 1,2,3 142,700
HYPERION SOLUTIONS CORP COMMON 44914M104 569,850 13,100 SH X 1,2,3 13,100
IDEC PHARMACEUTICALS CORP. COMMON 449370105 35,330,700 359,600 SH X 1,2,3 359,600
IMS HEALTH INCORPORATED COMMON 449934108 486,647 17,900 SH X 1,2,3 17,900
IRSA INVERS Y REPRES SA GD FOREIG 450047204 5,510,283 170,531 SH X 1,2,3 170,531
ITC DELTACOM COMMON 45031T104 7,431,125 269,000 SH X 1,2,3 269,000
ICON PLC SPONSORED ADR FOREIG 45103T107 2,210,000 130,000 SH X 1,2,3 130,000
IDEX CORP COMMON 45167R104 400,950 13,200 SH X 1,2,3 13,200
IDEXX LABORATORIES COMMON 45168D104 277,350 17,200 SH X 1,2,3 17,200
ILLINOIS TOOL WORKS INC COMMON 452308109 1,026,942 15,200 SH X 1,2,3 15,200
IMMUNEX CORP COMMON 452528102 23,761,500 217,000 SH X 1,2,3 217,000
IMMUNE RESPONSE CORP COMMON 45252T106 85,557 19,700 SH X 1,2,3 19,700
IMRglobal CORP COMMON 45321W106 232,406 18,500 SH X 1,2,3 18,500
INACOM CORP COMMON 45323G109 141,122 19,300 SH X 1,2,3 19,300
INCYTE PHARMACEUTICALS INC COMMON 45337C102 714,000 11,900 SH X 1,2,3 11,900
INFINITY BROADCASTING CORP COMMON 45662S102 4,447,444 122,900 SH X 1,2,3 122,900
INET TECHNOLOGIES INC COMMON 45662V105 6,714,988 96,100 SH X 1,2,3 96,100
INFONET SERVICES CORP-CL B COMMON 45666T106 1,312,500 50,000 SH X 1,2,3 50,000
INGERSOLL RAND CO. COMMON 456866102 418,471 7,600 SH X 1,2,3 7,600
INFORMATION RESOURCES INC COMMON 456905108 113,775 12,300 SH X 1,2,3 12,300
INHALE THERAPEUTIC SYSTEMS COMMON 457191104 6,039,619 141,900 SH X 1,2,3 141,900
INPUT/OUTPUT INC COMMON 457652105 115,920 22,900 SH X 1,2,3 22,900
INSIGHT ENTERPRISES INC COMMON 45765U103 459,063 11,300 SH X 1,2,3 11,300
INSITUFORM TECHNOLOGIES IN COMMON 457667103 313,575 11,100 SH X 1,2,3 11,100
INNOTRAC CORP COMMON 45767M109 225,500 16,400 SH X 1,2,3 16,400
INTEL CORP COMMON 458140100 149,829,881 1,820,262 SH X 1,2,3 1,820,262
INTEL CORP COMMON 458140100 522,000 6,338 SH X 1 6,338
INTEL CORP COMMON 458140100 387,000 4,700 SH X X 1 3,300 400 1,000
Total INTEL CORP 150,738,881 1,831,300 1,829,900 400 1,000
INTER-TEL INC COMMON 458372109 282,500 11,300 SH X 1,2,3 11,300
INTERACTIVE PICTURES CORP COMMON 45839N101 2,706,581 116,100 SH X 1,2,3 116,100
INTERFACE INC COMMON 458665106 132,250 23,000 SH X 1,2,3 23,000
INTERIM SERVICES INC COMMON 45868P100 695,475 28,100 SH X 1,2,3 28,100
INTERLIANT INC COMMON 458742103 3,161,600 121,600 SH X 1,2,3 121,600
INTERMEDIA COMMUNICATIONS COMMON 458801107 4,222,800 108,800 SH X 1,2,3 108,800
INTERMET CORP COMMON 45881K104 140,663 12,100 SH X 1,2,3 12,100
PAGE COLUMN TOTALS 263,340,875
15
<PAGE>
INTERNATIONAL BUSINESS MAC COMMON 459200101 74,106,400 686,166 SH X 1,2,3 686,166
INTERNATIONAL BUSINESS MAC COMMON 459200101 187,000 1,734 SH X 1 1,734
INTERNATIONAL BUSINESS MAC COMMON 459200101 43,000 400 SH X X 1 400
Total INTNL BUSINESS MAC 74,336,400 688,300 687,900 400
INTERNATIONAL FLAVORS & FR COMMON 459506101 16,987,500 450,000 SH X 1,2,3 450,000
INTERNATIONAL PAPER CO COMMON 460146103 3,544,275 62,800 SH X 1,2,3 62,800
INTERNATIONAL RECTIFIER CO COMMON 460254105 564,200 21,700 SH X 1,2,3 21,700
INTERNET INITIATIVE JAPAN- FOREIG 46059T109 1,943,750 20,000 SH X 1,2,3 20,000
INTERPUBLIC GROUP COS INC COMMON 460690100 922,992 16,000 SH X 1,2,3 16,000
INTERVOICE INC COMMON 461142101 318,525 13,700 SH X 1,2,3 13,700
INVACARE CORP COMMON 461203101 252,781 12,600 SH X 1,2,3 12,600
INVESTORS FINANCIAL SERVIC COMMON 461915100 285,200 6,200 SH X 1,2,3 6,200
IONA TECHNOLOGIES PLC ADR FOREIG 46206P109 1,907,500 35,000 SH X 1,2,3 35,000
IONICS INC. COMMON 462218108 202,500 7,200 SH X 1,2,3 7,200
ISLE OF CAPRI CASINOS INC COMMON 464592104 276,938 21,000 SH X 1,2,3 21,000
IVAX CORP COMMON 465823102 4,186,950 162,600 SH X 1,2,3 162,600
IXNET INC COMMON 46601C109 6,284,075 208,600 SH X 1,2,3 208,600
JDS UNIPHASE CORP COMMON 46612J101 34,585,400 214,400 SH X 1,2,3 214,400
JLG INDUSTRIES INC COMMON 466210101 294,835 18,500 SH X 1,2,3 18,500
JSB FINANCIAL INC COMMON 46624M100 212,688 4,100 SH X 1,2,3 4,100
JACK IN THE BOX INC COMMON 466367109 343,404 16,600 SH X 1,2,3 16,600
JEFFERIES GROUP INC COMMON 472319102 228,800 10,400 SH X 1,2,3 10,400
JEFFERSON-PILOT CORP COMMON 475070108 450,450 6,600 SH X 1,2,3 6,600
JEFFERSON SMURFIT GRP-SP A FOREIG 47508W107 4,321,000 149,000 SH X 1,2,3 149,000
JOHNSON & JOHNSON COMMON 478160104 70,191,944 753,739 SH X 1,2,3 753,739
JONES PHARMA INC COMMON 480236108 10,343,555 238,125 SH X 1,2,3 238,125
JUSTIN INDUSTRIES COMMON 482171105 178,500 12,000 SH X 1,2,3 12,000
KLA-TENCOR CORPORATION COMMON 482480100 4,132,013 37,100 SH X 1,2,3 37,100
KAMAN CORP COMMON 483548103 144,200 11,200 SH X 1,2,3 11,200
KANSAS CITY SOUTHERN INDS COMMON 485170104 507,450 6,800 SH X 1,2,3 6,800
KEANE INC COMMON 486665102 1,905,000 60,000 SH X 1,2,3 60,000
KEEBLER FOODS COMPANY COMMON 487256109 6,865,313 244,100 SH X 1,2,3 244,100
KELLOGG CO. COMMON 487836108 2,221,581 72,100 SH X 1,2,3 72,100
KELLWOOD CO. COMMON 488044108 241,019 12,400 SH X 1,2,3 12,400
KEMET CORP COMMON 488360108 752,535 16,700 SH X 1,2,3 16,700
KENT ELECTRONICS CORP COMMON 490553104 548,275 24,100 SH X 1,2,3 24,100
KERR-MCGEE CORP COMMON 492386107 595,200 9,600 SH X 1,2,3 9,600
KEYCORP COMMON 493267108 475,688 21,500 SH X 1,2,3 21,500
PAGE COLUMN TOTALS 251,552,436
16
<PAGE>
KIMBERLY-CLARK CORP COMMON 494368103 53,648,325 822,201 SH X 1,2,3 822,201
KIMBERLY-CLARK CORP COMMON 494368103 268,000 4,099 SH X 1 4,099
KIMBERLY-CLARK CORP COMMON 494368103 65,000 1,000 SH X X 1 1,000
Total KIMBERLY-CLARK CORP 53,981,325 827,300 827,300
KING PHARMACEUTICALS INC COMMON 495582108 840,938 15,000 SH X 1,2,3 15,000
KIRBY CORP COMMON 497266106 250,100 12,200 SH X 1,2,3 12,200
KNIGHT/TRIMARK GROUP INC-A COMMON 499068104 10,626,000 231,000 SH X 1,2,3 231,000
KOHLS CORP COMMON 500255104 577,496 8,000 SH X 1,2,3 8,000
KOMAG INC COMMON 500453105 71,875 23,000 SH X 1,2,3 23,000
KLONINKLIJKE PHILIPS ELEC- FOREIG 500472204 20,704,140 153,364 SH X 1,2,3 153,364
KOREA TELECOM CORP-SP ADR FOREIG 50063P103 15,632,692 209,133 SH X 1,2,3 209,133
KROGER COMMON 501044101 354,850 18,800 SH X 1,2,3 18,800
KRONOS, INC. COMMON 501052104 330,000 5,500 SH X 1,2,3 5,500
KULICKE & SOFFA INDUSTRIES COMMON 501242101 425,620 10,000 SH X 1,2,3 10,000
LSI LOGIC COMMON 502161102 526,500 7,800 SH X 1,2,3 7,800
LA-Z-BOY INC COMMON 505336107 378,270 22,500 SH X 1,2,3 22,500
LABOR READY INC COMMON 505401208 402,550 33,200 SH X 1,2,3 33,200
LAM RESEARCH COMMON 512807108 3,793,125 34,000 SH X 1,2,3 34,000
LANDRY'S SEAFOOD RESTAURAN COMMON 51508L103 97,294 11,200 SH X 1,2,3 11,200
LANDSTAR SYSTEM INC COMMON 515098101 222,622 5,200 SH X 1,2,3 5,200
LASER VISION CENTERS COMMON 51807H100 116,182 11,000 SH X 1,2,3 11,000
LATTICE SEMICONDUCTOR CORP COMMON 518415104 947,213 20,100 SH X 1,2,3 20,100
ESTEE LAUDER COMPANIES-CL COMMON 518439104 10,390,125 206,000 SH X 1,2,3 206,000
LEAR CORPORATION COMMON 521865105 22,585,600 705,800 SH X 1,2,3 705,800
LEGATO SYSTEMS COMMON 524651106 1,926,750 28,000 SH X 1,2,3 28,000
LEGGETT & PLATT INC COMMON 524660107 267,963 12,500 SH X 1,2,3 12,500
LEHMAN BROTHERS HLDGS INC COMMON 524908100 4,217,438 49,800 SH X 1,2,3 49,800
LEVEL 3 COMMUNICATIONS COMMON 52729N100 6,943,000 84,800 SH X 1,2,3 84,800
LEXMARK INTL GROUP INC-CL COMMON 529771107 524,900 5,800 SH X 1,2,3 5,800
LIBBEY INC COMMON 529898108 227,125 7,900 SH X 1,2,3 7,900
LIBERATE TECHNOLOGIES INC COMMON 530129105 14,906,000 58,000 SH X 1,2,3 58,000
LIBERTY PROPERTY TRUST COMMON 531172104 6,547,500 270,000 SH X 1,2,3 270,000
LIFEPOINT HOSPITALS INC COMMON 53219L109 5,221,125 442,000 SH X 1,2,3 442,000
LILLY (ELI) & CO COMMON 532457108 29,687,950 446,440 SH X 1,2,3 446,440
LILLY (ELI) & CO COMMON 532457108 195,000 2,925 SH X 1 2,925
LILLY (ELI) & CO COMMON 532457108 62,000 935 SH X X 1 935
Total LILLY (ELI) & CO 29,944,950 450,300 450,300
LILLY INDUSTRIES INC COMMON 532491107 137,057 10,200 SH X 1,2,3 10,200
PAGE COLUMN TOTALS 214,118,325
17
<PAGE>
LIMITED INC COMMON 532716107 524,075 12,100 SH X 1,2,3 12,100
LINCOLN NATIONAL CORP COMMON 534187109 10,524,000 263,100 SH X 1,2,3 263,100
LINEAR TECHNOLOGY CORP COMMON 535678106 6,154,375 86,000 SH X 1,2,3 86,000
LINENS 'N THINGS COMMON 535679104 666,563 22,500 SH X 1,2,3 22,500
LIPOSOME CO INC COMMON 536310105 202,570 16,600 SH X 1,2,3 16,600
LITTELFUSE INC COMMON 537008104 223,244 9,200 SH X 1,2,3 9,200
LOCKHEED MARTIN CORP COMMON 539830109 20,525,313 938,300 SH X 1,2,3 938,300
LOEWS CORP COMMON 540424108 14,809 148 SH X 1,2,3 148
LOEWS CORP COMMON 540424108 341,000 5,702 SH X 1 5,702
LOEWS CORP COMMON 540424108 69,000 1,150 SH X X 1 1,150
Total LOEWS CORP 424,809 7,000 7,000
LOOKSMART LTD COMMON 543442107 1,458,000 54,000 SH X 1,2,3 54,000
LOWE'S COMPANIES INC COMMON 548661107 1,099,400 18,400 SH X 1,2,3 18,400
LUBY'S INC COMMON 549282101 131,950 11,600 SH X 1,2,3 11,600
LUCENT TECHNOLOGIES INC COMMON 549463107 92,610,640 1,237,918 SH X 1,2,3 1,237,918
LUCENT TECHNOLOGIES INC COMMON 549463107 352,000 4,698 SH X 1 4,698
LUCENT TECHNOLOGIES INC COMMON 549463107 108,000 1,436 SH X X 1 1,208 228
Total LUCENT TECHNOLOGIES INC 93,070,640 1,244,052 1,243,824 228
LYCOS INC COMMON 550818108 3,063,156 38,500 SH X 1,2,3 38,500
LYONDELL CHEMICAL COMMON 552078107 25,627,500 2,010,000 SH X 1,2,3 2,010,000
MAF BANCORP INC COMMON 55261R108 232,401 11,100 SH X 1,2,3 11,100
MBIA INC COMMON 55262C100 353,840 6,700 SH X 1,2,3 6,700
MBNA CORP COMMON 55262L100 7,698,125 282,500 SH X 1,2,3 282,500
MITSUBISHI BK EXCH GTD NOT FOREIG 55262XAA2 2,281,450 2,060,000 SH X 1,2,3 2,060,000
MDC HOLDINGS INC COMMON 552676108 163,145 10,400 SH X 1,2,3 10,400
MCI WORLDCOM COMMON 55268B106 64,416,784 1,213,991 SH X 1,2,3 1,213,991
MCI WORLDCOM COMMON 55268B106 436,000 8,209 SH X 1 8,209
MCI WORLDCOM COMMON 55268B106 40,000 750 SH X X 1 750
Total MCI WORLDCOM 64,892,784 1,222,950 1,222,950
MGIC INVESTMENT CORP COMMON 552848103 4,387,669 72,900 SH X 1,2,3 72,900
MMC NETWORKS INC COMMON 55308N102 8,146,875 237,000 SH X 1,2,3 237,000
MSC INDUSTRIAL DIRECT CO. COMMON 553530106 4,041,250 305,000 SH X 1,2,3 305,000
MACDERMID INC COMMON 554273102 447,576 10,900 SH X 1,2,3 10,900
MACK CALI REALTY CORP COMMON 554489104 14,204,063 545,000 SH X 1,2,3 545,000
MACROMEDIA INC COMMON 556100105 1,469,813 20,100 SH X 1,2,3 20,100
STEVEN MADDEN LTD COMMON 556269108 1,620,313 85,000 SH X 1,2,3 85,000
MAGELLAN HLTH SVCS COMMON 559079108 82,687 13,100 SH X 1,2,3 13,100
MATAV ADRS FOREIG 559776109 6,616,800 183,800 SH X 1,2,3 183,800
PAGE COLUMN TOTALS 280,334,386
18
<PAGE>
MAKER COMMUNICATIONS INC COMMON 560875106 820,800 19,200 SH X 1,2,3 19,200
MANDALAY RESORT GROUP COMMON 562567107 233,450 11,600 SH X 1,2,3 11,600
MANITOWOC CO COMMON 563571108 391,000 11,500 SH X 1,2,3 11,500
MARCUS CORP COMMON 566330106 188,118 14,000 SH X 1,2,3 14,000
MARIMBA INC COMMON 56781Q109 1,750,375 38,000 SH X 1,2,3 38,000
MARSH & MCLENNAN COS COMMON 571748102 10,922,728 114,150 SH X 1,2,3 114,150
MARRIOTT INTL INC COMMON 571903202 1,710,688 54,200 SH X 1,2,3 54,200
MASCO CORP COMMON 574599106 555,713 21,900 SH X 1,2,3 21,900
MASCOTECH INC COMMON 574670105 260,084 20,500 SH X 1,2,3 20,500
MASTECH CORPORATION COMMON 57632N105 249,975 10,100 SH X 1,2,3 10,100
MATTEL COMMON 577081102 3,360,000 256,000 SH X 1,2,3 256,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 121,000 12,100 SH X 1,2,3 12,100
MAXYGEN INC COMMON 577776107 5,325,000 75,000 SH X 1,2,3 75,000
MAY DEPARTMENT STORES CO COMMON 577778103 4,231,200 131,200 SH X 1,2,3 131,200
MAXIMUS INC COMMON 577933104 302,039 8,900 SH X 1,2,3 8,900
MCDONALDS CORP. COMMON 580135101 6,957,938 172,600 SH X 1,2,3 172,600
MCGRAW-HILL COMPANIES INC COMMON 580645109 764,150 12,400 SH X 1,2,3 12,400
MCKESSON HBOC INC COMMON 58155Q103 9,787,613 433,800 SH X 1,2,3 433,800
MCLEODUSA INC-CL A COMMON 582266102 5,652,000 96,000 SH X 1,2,3 96,000
MEAD CORP COMMON 582834107 22,040,188 507,400 SH X 1,2,3 507,400
MEDIAONE GROUP INC COMMON 58440J104 2,319,722 30,200 SH X 1,2,3 30,200
MEDIA METRIX INC COMMON 58440X103 1,826,825 51,100 SH X 1,2,3 51,100
MEDICIS PHARMACEUTICAL-CL COMMON 584690309 553,306 13,000 SH X 1,2,3 13,000
MEDIMMUNE INC COMMON 584699102 50,757,750 306,000 SH X 1,2,3 306,000
MEDQUIST INC COMMON 584949101 7,015,838 271,800 SH X 1,2,3 271,800
MEDSCAPE INC COMMON 585046105 2,000,000 200,000 SH X 1,2,3 200,000
MEDTRONIC INC COMMON 585055106 27,003,831 741,100 SH X 1,2,3 741,100
MELLON FINANCIAL CORP COMMON 58551A108 9,053,813 265,800 SH X 1,2,3 265,800
MEN'S WEARHOUSE INC COMMON 587118100 540,500 18,400 SH X 1,2,3 18,400
MENTOR CORP COMMON 587188103 263,282 10,200 SH X 1,2,3 10,200
MERCK & CO. COMMON 589331107 88,099,144 1,313,700 SH X 1,2,3 1,313,700
MERCK & CO. COMMON 589331107 249,000 3,700 SH X 1 3,700
MERCK & CO. COMMON 589331107 114,000 1,700 SH X X 1 1,700
Total MERCK & CO 88,462,144 1,319,100 1,319,100
MERCURY INTERACTIVE CORP COMMON 589405109 3,993,688 37,000 SH X 1,2,3 37,000
MERIDIAN GOLD INC FOREIG 589975101 5,109,375 750,000 SH X 1,2,3 750,000
MERITOR AUTOMOTIVE INC COMMON 59000G100 3,423,563 176,700 SH X 1,2,3 176,700
MERIX CORP COMMON 590049102 200,200 18,200 SH X 1,2,3 18,200
PAGE COLUMN TOTALS 278,147,896
19
<PAGE>
MERRILL LYNCH COMMON 590188108 12,808,900 153,400 SH X 1,2,3 153,400
MESA AIR GROUP COMMON 590479101 77,425 16,300 SH X 1,2,3 16,300
METHODE ELECTRONICS - CLAS COMMON 591520200 950,900 29,600 SH X 1,2,3 29,600
METRIS COMPANIES, INC. COMMON 591598107 4,211,125 118,000 SH X 1,2,3 118,000
METROMEDIA FIBER NETWORK C COMMON 591689104 44,974,963 938,200 SH X 1,2,3 938,200
MICHAEL FOODS INC COMMON 594079105 226,550 9,200 SH X 1,2,3 9,200
MICHAELS STORES INC COMMON 594087108 356,250 12,500 SH X 1,2,3 12,500
MICREL INC COMMON 594793101 996,398 17,500 SH X 1,2,3 17,500
MICROS SYS INC COMMON 594901100 510,600 6,900 SH X 1,2,3 6,900
MICROSOFT CORP COMMON 594918104 176,548,125 1,512,188 SH X 1,2,3 1,512,188
MICROSOFT CORP COMMON 594918104 375,000 3,212 SH X 1 3,212
MICROSOFT CORP COMMON 594918104 245,000 2,100 SH X X 1 1,300 400 400
Total MICROSOFT CORP 177,168,125 1,517,500 1,516,700 400 400
MICROAGE INC COMMON 594928103 56,700 16,200 SH X 1,2,3 16,200
MICROCELL TELECOMMUNICA. C FOREIG 59501T304 7,926,163 241,100 SH X 1,2,3 241,100
MICROMUSE INC COMMON 595094103 2,040,000 12,000 SH X 1,2,3 12,000
MICRON TECHNOLOGY COMMON 595112103 3,732,000 48,000 SH X 1,2,3 48,000
MIDWEST EXPRESS HOLDINGS I COMMON 597911106 5,833,125 183,000 SH X 1,2,3 183,000
MIDWAY GAMES INC COMMON 598148104 392,567 16,400 SH X 1,2,3 16,400
MILLENNIUM PHARMACEUTICALS COMMON 599902103 13,176,000 108,000 SH X 1,2,3 108,000
MILLENNIUM CHEMICALS INC COMMON 599903101 7,998,750 405,000 SH X 1,2,3 405,000
MILLS CORP COMMON 601148109 4,826,250 270,000 SH X 1,2,3 270,000
MINNESOTA MINING & MFG CO COMMON 604059105 20,706,988 211,568 SH X 1,2,3 211,568
MINNESOTA MINING & MFG CO COMMON 604059105 693,000 7,082 SH X 1 7,082
MINNESOTA MINING & MFG CO COMMON 604059105 64,000 650 SH X X 1 100 450 100
Total MINNESOTA MINING & MFG CO 21,463,988 219,300 218,750 450 100
MIRAGE RESORTS INC COMMON 60462E104 1,391,906 90,900 SH X 1,2,3 90,900
MOLEX INC. COMMON 608554101 442,159 7,800 SH X 1,2,3 7,800
MONACO COACH CORP COMMON 60886R103 207,052 8,100 SH X 1,2,3 8,100
ROBERT MONDAVI CORP COMMON 609200100 3,892,000 112,000 SH X 1,2,3 112,000
MONSANTO CO COMMON 611662107 11,759,813 330,100 SH X 1,2,3 330,100
MORGAN (J.P.) & CO COMMON 616880100 15,739,488 124,300 SH X 1,2,3 124,300
MORGAN STANLEY DEAN WITTER COMMON 617446448 80,311,150 562,600 SH X 1,2,3 562,600
MORRISON KNUDSEN CORP COMMON 61844A109 195,300 25,000 SH X 1,2,3 25,000
MOTOROLA INC COMMON 620076109 38,579,500 262,000 SH X 1,2,3 262,000
MUELLER INDS INC COMMON 624756102 561,875 15,500 SH X 1,2,3 15,500
MUTUAL RISK MANAGEMENT LTD COMMON 628351108 322,790 19,200 SH X 1,2,3 19,200
MYLAN LABS COMMON 628530107 2,732,844 108,500 SH X 1,2,3 108,500
PAGE COLUMN TOTALS 465,862,656
20
<PAGE>
MYPOINTS.COM INC COMMON 62855T102 5,372,400 72,600 SH X 1,2,3 72,600
NBTY INC COMMON 628782104 326,048 28,200 SH X 1,2,3 28,200
NCO GROUP INC COMMON 628858102 11,198,969 371,750 SH X 1,2,3 371,750
NFO WORLDWIDE INC COMMON 62910N108 219,275 9,800 SH X 1,2,3 9,800
NABISCO HLDGS CL A COMMON 629526104 11,761,338 371,900 SH X 1,2,3 371,900
NABISCO GROUP HOLDINGS COMMON 62952P102 3,400,000 320,000 SH X 1,2,3 320,000
NATIONAL CITY CORP COMMON 635405103 5,867,394 247,700 SH X 1,2,3 247,700
NATIONAL COMPUTER SYS INC COMMON 635519101 519,225 13,800 SH X 1,2,3 13,800
NATL DATA CORP COMMON 635621105 485,299 14,300 SH X 1,2,3 14,300
NATIONAL FUEL GAS CO COMMON 636180101 69,750,000 1,500,000 SH X 1,2,3 1,500,000
NATIONAL INFORMATION CONSO COMMON 636491102 1,766,400 55,200 SH X 1,2,3 55,200
NATIONAL INSTRUMENTS CORP COMMON 636518102 799,425 20,900 SH X 1,2,3 20,900
NATIONAL SEMICONDUCTOR COR COMMON 637640103 342,496 8,000 SH X 1,2,3 8,000
NAUTICA ENTERPRISES INC COMMON 639089101 165,155 14,600 SH X 1,2,3 14,600
NETWORKS ASSOCIATES INC COMMON 640938106 290,894 10,900 SH X 1,2,3 10,900
NETRO CORPORATION COMMON 64114R109 6,171,000 121,000 SH X 1,2,3 121,000
NETSILICON INC COMMON 64115X105 4,445,850 221,600 SH X 1,2,3 221,600
NETWORK EQUIPMENT TECH INC COMMON 641208103 129,932 11,000 SH X 1,2,3 11,000
NETWORK APPLIANCE INC COMMON 64120L104 664,496 8,000 SH X 1,2,3 8,000
NETWORK ACCESS SOLUTIONS C COMMON 64120S109 5,253,600 159,200 SH X 1,2,3 159,200
NETWORK SOLUTIONS INC-CL-A COMMON 64121Q102 53,041,738 243,800 SH X 1,2,3 243,800
NETWORK PLUS CORP COMMON 64122D506 3,042,900 144,900 SH X 1,2,3 144,900
NEW CENTURY ENERGIES INC COMMON 64352U103 28,090,800 924,800 SH X 1,2,3 924,800
NEW JERSEY RESOURCES COMMON 646025106 339,839 8,700 SH X 1,2,3 8,700
NEW YORK TIMES CO-CL A COMMON 650111107 623,888 12,700 SH X 1,2,3 12,700
NEWBRIDGE NETWORKS CORP FOREIG 650901101 9,025,000 400,000 SH X 1,2,3 400,000
NEWELL RUBBERMAID INC COMMON 651229106 4,141,200 142,800 SH X 1,2,3 142,800
NEWFIELD EXPLORATION CO COMMON 651290108 497,550 18,600 SH X 1,2,3 18,600
NEWMONT MINING CORP COMMON 651639106 2,450,000 100,000 SH X 1,2,3 100,000
NEXTEL COMMUNICATIONS INC- COMMON 65332V103 3,124,688 30,300 SH X 1,2,3 30,300
NEXTLINK COMMUNICATIONS COMMON 65333H707 15,067,538 181,400 SH X 1,2,3 181,400
NICOR INC COMMON 654086107 51,675,000 1,590,000 SH X 1,2,3 1,590,000
NIKE INC -CL B COMMON 654106103 644,306 13,000 SH X 1,2,3 13,000
99C ONLY STORES COMMON 65440K106 12,939,975 338,300 SH X 1,2,3 338,300
NOKIA CORP -SPON ADR FOREIG 654902204 45,774,800 240,920 SH X 1,2,3 240,920
NORFOLK SOUTHERN CORP COMMON 655844108 17,486,500 853,000 SH X 1,2,3 853,000
NORTEL NETWORKS CORP FOREIG 656569100 162,321,400 1,607,140 SH X 1,2,3 1,607,140
PAGE COLUMN TOTALS 539,216,318
21
<PAGE>
NORTEL NETWORKS CORP FOREIG 656569100 233,000 2,310 SH X 1 2,310
NORTEL NETWORKS CORP FOREIG 656569100 96,000 950 SH X X 1 950
Total NORTEL NETWORKS CORP 162,650,400 1,610,400 1,610,400
NORTH AMERICAN VACCINE INC COMMON 657201109 63,450 14,100 SH X 1,2,3 14,100
NORTHEAST OPTIC NETWORK COMMON 664334109 19,012,744 303,900 SH X 1,2,3 303,900
NORTHERN STATES POWER-MN COMMON 665772109 758,550 38,900 SH X 1,2,3 38,900
NORTHERN TRUST CORP COMMON 665859104 8,183,200 154,400 SH X 1,2,3 154,400
NORTHPOINT COMMUNICATIONS COMMON 666610100 2,088,000 87,000 SH X 1,2,3 87,000
NORTHWEST AIRLINES CORP COMMON 667280101 1,891,250 85,000 SH X 1,2,3 85,000
NORTHWEST NATURAL GAS CO COMMON 667655104 247,888 11,300 SH X 1,2,3 11,300
NORTHWESTERN CORP COMMON 668074107 264,000 12,000 SH X 1,2,3 12,000
NOVELL INC COMMON 670006105 8,231,119 206,100 SH X 1,2,3 206,100
NOVELLUS SYSTEMS INC COMMON 670008101 1,923,741 15,700 SH X 1,2,3 15,700
N2H2 INC COMMON 67019F104 5,127,700 218,200 SH X 1,2,3 218,200
NUCOR CORP COMMON 670346105 361,759 6,600 SH X 1,2,3 6,600
NUEVO GRUPO IUSACELL-ADR V FOREIG 670512102 5,601,563 375,000 SH X 1,2,3 375,000
OM GROUP INC COMMON 670872100 340,926 9,900 SH X 1,2,3 9,900
OAK INDS INC COMMON 671400505 838,388 7,900 SH X 1,2,3 7,900
OAKWOOD HOMES COMMON 674098108 61,828 19,400 SH X 1,2,3 19,400
OCCIDENTAL PETROLEUM CORP COMMON 674599105 53,705,688 2,483,500 SH X 1,2,3 2,483,500
OFFICE DEPOT COMMON 676220106 216,553 19,800 SH X 1,2,3 19,800
OLIN CORP COMMON 680665205 1,438,388 72,600 SH X 1,2,3 72,600
OMNICARE INC COMMON 681904108 2,940,000 245,000 SH X 1,2,3 245,000
OMNICOM GROUP COMMON 681919106 4,221,000 42,210 SH X 1,2,3 42,210
OMNICOM GROUP COMMON 681919106 214,000 2,140 SH X 1 2,140
OMNICOM GROUP COMMON 681919106 55,000 550 SH X X 1 550
Total OMNICOM GROUP 4,490,000 44,900 44,900
OMNOVA SOLUTIONS INC COMMON 682129101 155,000 20,000 SH X 1,2,3 20,000
ONDISPLAY INC COMMON 68232L100 1,363,125 15,000 SH X 1,2,3 15,000
ORACLE CORP COMMON 68389X105 136,749,869 1,220,300 SH X 1,2,3 1,220,300
ORBITAL SCIENCES CORP COMMON 685564106 298,848 16,100 SH X 1,2,3 16,100
ORGANOGENESIS INC COMMON 685906109 117,275 13,500 SH X 1,2,3 13,500
O'REILLY AUTOMOTIVE INC COMMON 686091109 468,700 21,800 SH X 1,2,3 21,800
ORTHODONTICS CENTERS OF AM COMMON 68750P103 4,400,163 368,600 SH X 1,2,3 368,600
OWENS & MINOR INC HLDG CO COMMON 690732102 126,012 14,100 SH X 1,2,3 14,100
P-COM INC COMMON 693262107 245,835 27,800 SH X 1,2,3 27,800
PG & E CORP COMMON 69331C108 981,950 47,900 SH X 1,2,3 47,900
PE CORP COMMON 69332S102 601,560 5,000 SH X 1,2,3 5,000
PAGE COLUMN TOTALS 263,624,072
22
<PAGE>
P.F.CHANGS CHINA BISTRO IN COMMON 69333Y108 3,805,875 153,000 SH X 1,2,3 153,000
PMI GROUP INC (THE) COMMON 69344M101 13,789,531 282,500 SH X 1,2,3 282,500
PNC BANK CORP COMMON 693475105 51,010,350 1,146,300 SH X 1,2,3 1,146,300
PPG INDUSTRIES INC COMMON 693506107 1,007,248 16,100 SH X 1,2,3 16,100
PRI AUTOMATION INC COMMON 69357H106 8,679,263 129,300 SH X 1,2,3 129,300
PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 420,750 13,200 SH X 1,2,3 13,200
PAINE WEBBER COMMON 695629105 260,040 6,700 SH X 1,2,3 6,700
PAIRGAIN TECHNOLOGIES INC. COMMON 695934109 3,315,619 233,700 SH X 1,2,3 233,700
PAN PACIFIC RETAIL PPTYS I COMMON 69806L104 4,078,125 250,000 SH X 1,2,3 250,000
PAPA JOHNS INTERNATIONAL COMMON 698813102 7,834,388 300,600 SH X 1,2,3 300,600
PARADYNE NETWORKS INC COMMON 69911G107 2,051,925 75,300 SH X 1,2,3 75,300
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 15,785,556 583,300 SH X 1,2,3 583,300
PAREXEL INTERNATIONAL CORP COMMON 699462107 127,570 10,800 SH X 1,2,3 10,800
PATTERSON DENTAL CO COMMON 703412106 605,275 14,200 SH X 1,2,3 14,200
PAXAR CORP COMMON 704227107 183,927 21,800 SH X 1,2,3 21,800
PAYCHEX INC COMMON 704326107 476,000 11,900 SH X 1,2,3 11,900
J C PENNEY CO INC COMMON 708160106 21,233,438 1,065,000 SH X 1,2,3 1,065,000
PEOPLES ENERGY COMMON 711030106 8,019,900 239,400 SH X 1,2,3 239,400
PEOPLESOFT INC COMMON 712713106 7,143,950 335,200 SH X 1,2,3 335,200
PEPSI BOTTLING GROUP INC COMMON 713409100 19,411,250 1,172,000 SH X 1,2,3 1,172,000
PEPSICO INC COMMON 713448108 28,336,450 803,850 SH X 1,2,3 803,850
PEPSICO INC COMMON 713448108 174,000 4,950 SH X 1 4,950
PEPSICO INC COMMON 713448108 35,000 1,000 SH X X 1 1,000
Total PEPSICO INC 28,545,450 809,800 809,800
PEROT SYSTEMS CORP -CL A COMMON 714265105 222,300 11,700 SH X 1,2,3 11,700
PERSONNEL GROUP OF AMERICA COMMON 715338109 284,513 28,100 SH X 1,2,3 28,100
PETSMART INC COMMON 716768106 1,311,000 228,000 SH X 1,2,3 228,000
PHARMACIA & UPJOHN COMMON 716941109 46,431,000 1,031,800 SH X 1,2,3 1,031,800
PFIZER INC COMMON 717081103 43,878,019 1,352,700 SH X 1,2,3 1,352,700
PFIZER INC COMMON 717081103 847,000 26,100 SH X 1 26,100
PFIZER INC COMMON 717081103 29,000 900 SH X X 1 900
Total PFIZER INC 44,754,019 1,379,700 1,379,700
PHILADELPHIA SUBURBAN CORP COMMON 718009608 368,229 17,800 SH X 1,2,3 17,800
PHILIP MORRIS COS INC COMMON 718154107 7,183,488 309,800 SH X 1,2,3 309,800
PHILIPS INT'L REALTY CORP COMMON 718333107 4,931,250 300,000 SH X 1,2,3 300,000
PHILLIPS PETROLEUM CO. COMMON 718507106 705,000 15,000 SH X 1,2,3 15,000
PHOTRONICS INC COMMON 719405102 294,838 10,300 SH X 1,2,3 10,300
PICTURETEL CORP COMMON 720035302 69,423 16,100 SH X 1,2,3 16,100
PAGE COLUMN TOTALS 304,340,490
23
<PAGE>
PIEDMONT NATURAL GAS CO COMMON 720186105 426,525 14,100 SH X 1,2,3 14,100
PIER 1 IMPORTS INC COMMON 720279108 271,575 42,600 SH X 1,2,3 42,600
PINNACLE SYSTEMS INC COMMON 723481107 386,527 9,500 SH X 1,2,3 9,500
PIONEER GROUP INC (THE) COMMON 723684106 189,000 12,000 SH X 1,2,3 12,000
PIONEER STANDARD ELECTRONI COMMON 723877106 171,800 11,900 SH X 1,2,3 11,900
PITNEY BOWES INC COMMON 724479100 753,667 15,600 SH X 1,2,3 15,600
PIXAR COMMON 725811103 884,375 25,000 SH X 1,2,3 25,000
PLACER DOME INC FOREIG 725906101 3,225,000 300,000 SH X 1,2,3 300,000
PLANTRONICS INC COMMON 727493108 522,403 7,300 SH X 1,2,3 7,300
PLEXUS CORP COMMON 729132100 330,000 7,500 SH X 1,2,3 7,500
POGO PRODUCING CO COMMON 730448107 383,350 18,700 SH X 1,2,3 18,700
POLARIS HLTHCARE CORP COMMON 731068102 391,500 10,800 SH X 1,2,3 10,800
POLYMER GROUP INC COMMON 731745105 215,350 11,800 SH X 1,2,3 11,800
POMEROY COMPUTER RESOURCES COMMON 731822102 246,450 18,600 SH X 1,2,3 18,600
PORTUGAL TELECOM ADS FOREIG 737273102 13,436,063 1,235,500 SH X 1,2,3 1,235,500
POST PROPERTIES INC COMMON 737464107 19,507,500 510,000 SH X 1,2,3 510,000
POWERWAVE TECHNOLOGIES COMMON 739363109 496,188 8,500 SH X 1,2,3 8,500
POWERTEL INC COMMON 73936C109 10,077,650 100,400 SH X 1,2,3 100,400
PREMIER BANCSHARES INC COMMON 739909109 177,125 13,000 SH X 1,2,3 13,000
PRAXAIR INC COMMON 74005P104 603,744 12,000 SH X 1,2,3 12,000
PREPAID LEGAL SVCS INC COMMON 740065107 242,400 10,100 SH X 1,2,3 10,100
PRENTISS PROPERTIES TRUST COMMON 740706106 5,880,000 280,000 SH X 1,2,3 280,000
PRICE (T. ROWE) ASSOCIATES COMMON 741477103 12,015,769 325,300 SH X 1,2,3 325,300
PRICELINE.COM INC COMMON 741503106 3,316,250 70,000 SH X 1,2,3 70,000
PRIME GROUP REALTY SER B P PREF W 74158J202 393,250 26,000 SH X 1,2,3 26,000
PRIMUS KNOWLEDGE SOLUTIONS COMMON 74163Q100 1,794,375 39,600 SH X 1,2,3 39,600
PRIMARK CORP COMMON 741903108 253,089 9,100 SH X 1,2,3 9,100
PRIME HOSPITALITY CORP COMMON 741917108 212,369 24,100 SH X 1,2,3 24,100
PRIDE INTERNATIONAL INC COMMON 741932107 356,850 24,400 SH X 1,2,3 24,400
PRIORITY HEALTHCARE CORP-B COMMON 74264T102 1,739,144 60,100 SH X 1,2,3 60,100
PROCTER & GAMBLE CO COMMON 742718109 88,811,050 810,593 SH X 1,2,3 810,593
PROCTER & GAMBLE CO COMMON 742718109 288,000 2,632 SH X 1 2,632
PROCTER & GAMBLE CO COMMON 742718109 41,000 375 SH X X 1 275 100
Total PROCTER & GAMBLE CO 89,140,050 813,600 813,500 100
PROFESSIONAL DETAILING INC COMMON 74312N107 3,382,938 113,000 SH X 1,2,3 113,000
PROFIT RECOVERY GROUP INTL COMMON 743168106 913,750 34,400 SH X 1,2,3 34,400
PROGRESS SOFTWARE CORP COMMON 743312100 408,600 7,200 SH X 1,2,3 7,200
PROGRESSIVE CORP COMMON 743315103 4,665,375 63,800 SH X 1,2,3 63,800
PAGE COLUMN TOTALS 177,410,001
24
<PAGE>
PROJECT SOFTWARE & DEVELOP COMMON 74339P101 543,900 9,800 SH X 1,2,3 9,800
PROTEIN DESIGN LABS INC COMMON 74369L103 553,000 7,900 SH X 1,2,3 7,900
PROVIDENT BANKSHARES CORP COMMON 743859100 188,701 10,900 SH X 1,2,3 10,900
PROVINCE HEALTHCARE COMPAN COMMON 743977100 2,736,000 144,000 SH X 1,2,3 144,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 710,284 7,800 SH X 1,2,3 7,800
PROXIM, INC. COMMON 744284100 528,000 4,800 SH X 1,2,3 4,800
PUBLIC SVC CO OF NC COMMON 744516105 297,270 9,200 SH X 1,2,3 9,200
PURCHASEPRO.COM INC COMMON 746144104 15,365,625 111,750 SH X 1,2,3 111,750
QRS CORP COMMON 74726X105 598,500 5,700 SH X 1,2,3 5,700
QUAKER OATS CO. COMMON 747402105 8,157,188 124,300 SH X 1,2,3 124,300
QUALCOMM INC COMMON 747525103 5,706,450 32,400 SH X 1,2,3 32,400
QUANTA SERVICES INC COMMON 74762E102 1,921,000 68,000 SH X 1,2,3 68,000
QUANTUM CORP-DLT & STORAGE COMMON 747906204 1,588,125 105,000 SH X 1,2,3 105,000
QUANTUM CORP-HARD DISK DRI COMMON 747906303 364,219 52,500 SH X 1,2,3 52,500
QUEENS CNTY BANCORP INC COMMON 748242104 257,688 9,500 SH X 1,2,3 9,500
QUIKSILVER INC COMMON 74838C106 159,650 10,300 SH X 1,2,3 10,300
QWEST COMMUNICATIONS INTL COMMON 749121109 23,650,000 550,000 SH X 1,2,3 550,000
RSA SECURITY INC COMMON 749719100 1,271,000 16,400 SH X 1,2,3 16,400
RTI INTL METALS INC COMMON 74973W107 77,250 10,300 SH X 1,2,3 10,300
RADIAN GROUP INC COMMON 750236101 754,450 15,800 SH X 1,2,3 15,800
RADIO UNICA COMMUNICATIONS COMMON 75040Q106 574,613 19,900 SH X 1,2,3 19,900
RAMBUS INC. COMMON 750917106 6,103,094 90,500 SH X 1,2,3 90,500
RALCORP HOLDINGS INC. COMMON 751028101 263,168 13,200 SH X 1,2,3 13,200
RALSTON-RALSTON PURINA GRO COMMON 751277302 23,013,600 825,600 SH X 1,2,3 825,600
RATIONAL SOFTWARE COMMON 75409P202 9,726,750 198,000 SH X 1,2,3 198,000
RAYMOND JAMES FINL CORP COMMON 754730109 377,477 20,200 SH X 1,2,3 20,200
READ-RITE CORP COMMON 755246105 104,025 21,900 SH X 1,2,3 21,900
RECKSON ASSOC REALTY CORP- COMMON 75621K304 5,232,500 230,000 SH X 1,2,3 230,000
REGENERON PHARMACEUTICAL COMMON 75886F107 169,575 13,300 SH X 1,2,3 13,300
REGIS CORP COMMON 758932107 309,550 16,400 SH X 1,2,3 16,400
REGIONS FINANCIAL CORP COMMON 758940100 334,163 13,300 SH X 1,2,3 13,300
REHABCARE GROUP INC COMMON 759148109 211,250 10,000 SH X 1,2,3 10,000
RELIANCE STEEL & ALUMINUM COMMON 759509102 276,557 11,800 SH X 1,2,3 11,800
RELIANT ENERGY INC COMMON 75952J108 15,346,838 670,900 SH X 1,2,3 670,900
RELIASTAR FINANCIAL CORP COMMON 75952U103 2,123,963 54,200 SH X 1,2,3 54,200
REMEDY CORP COMMON 759548100 577,975 12,200 SH X 1,2,3 12,200
RENAL CARE GROUP INC COMMON 759930100 6,280,863 268,700 SH X 1,2,3 268,700
RESMED INC COMMON 761152107 271,375 6,500 SH X 1,2,3 6,500
PAGE COLUMN TOTALS 136,725,636
25
<PAGE>
RESPIRONICS INC COMMON 761230101 98,803 12,400 SH X 1,2,3 12,400
RHYTHMS NETCONNECTIONS INC COMMON 762430205 2,746,600 88,600 SH X 1,2,3 88,600
RIGGS NATL CORP WASHINGTON COMMON 766570105 168,794 12,800 SH X 1,2,3 12,800
RITE AID CORP COMMON 767754104 3,032,931 271,100 SH X 1,2,3 271,100
ROCKWELL INTERNATIONAL COMMON 773903109 550,563 11,500 SH X 1,2,3 11,500
ROHM & HAAS CO COMMON 775371107 598,099 14,700 SH X 1,2,3 14,700
ROLLINS TRUCK LEASING CORP COMMON 775741101 322,299 27,000 SH X 1,2,3 27,000
ROMAC INTERNATIONAL INC COMMON 775835101 499,875 37,200 SH X 1,2,3 37,200
ROPER INDS INC COMMON 776696106 487,775 12,900 SH X 1,2,3 12,900
ROYAL DUTCH PETRO-NY REG-A FOREIG 780257804 22,621,756 374,300 SH X 1,2,3 374,300
RUBY TUESDAY INC COMMON 781182100 256,437 14,100 SH X 1,2,3 14,100
RUSS BERRIE & CO INC COMMON 782233100 257,250 9,800 SH X 1,2,3 9,800
RYAN'S FAMILY STEAK HOUSES COMMON 783519101 135,150 15,900 SH X 1,2,3 15,900
SBC COMMUNICATIONS INC COMMON 78387G103 56,882,843 1,166,827 SH X 1,2,3 1,166,827
SBC COMMUNICATIONS INC COMMON 78387G103 660,000 13,529 SH X 1 13,529
SBC COMMUNICATIONS INC COMMON 78387G103 195,000 4,010 SH X X 1 1,936 1,674 400
Total SBC COMMUNICATIONS INC 57,737,843 1,184,366 1,182,292 1,674 400
SEI INVESTMENTS CO COMMON 784117103 904,514 7,600 SH X 1,2,3 7,600
SLM HOLDING CORP (SALLIE M COMMON 78442A109 5,953,025 140,900 SH X 1,2,3 140,900
SLI INC COMMON 78442T108 446,206 32,900 SH X 1,2,3 32,900
S3 INC COMMON 784849101 367,672 31,800 SH X 1,2,3 31,800
SAFECO CORP COMMON 786429100 203,975 8,200 SH X 1,2,3 8,200
SAFESKIN CORP COMMON 786454108 282,513 23,300 SH X 1,2,3 23,300
SAFEWAY INC COMMON 786514208 853,488 24,000 SH X 1,2,3 24,000
ST PAUL COMPANIES COMMON 792860108 434,562 12,900 SH X 1,2,3 12,900
SALEM COMMUNICATIONS CORP- COMMON 794093104 4,527,263 200,100 SH X 1,2,3 200,100
SALTON INC COMMON 795757103 220,688 6,600 SH X 1,2,3 6,600
SANDISK CORP COMMON 80004C101 26,584,250 276,200 SH X 1,2,3 276,200
SANMINA CORP COMMON 800907107 7,544,258 75,537 SH X 1,2,3 75,537
SARA LEE CORP COMMON 803111103 4,944,206 224,100 SH X 1,2,3 224,100
HENRY SCHEIN INC COMMON 806407102 1,823,813 137,000 SH X 1,2,3 137,000
SCHERING-PLOUGH COMMON 806605101 28,701,656 680,442 SH X 1,2,3 680,442
SCHERING-PLOUGH COMMON 806605101 943,000 22,258 SH X 1 22,258
SCHERING-PLOUGH COMMON 806605101 68,000 1,600 SH X X 1 800 800
Total SCHERING-PLOUGH 29,712,656 704,300 703,500 800
SCHLUMBERGER LTD. FOREIG 806857108 16,233,750 288,600 SH X 1,2,3 288,600
SCHWAB (CHARLES) CORP COMMON 808513105 7,851,525 204,600 SH X 1,2,3 204,600
SCIENTIFIC-ATLANTA INC COMMON 808655104 4,755,938 85,500 SH X 1,2,3 85,500
PAGE COLUMN TOTALS 203,158,477
26
<PAGE>
SCIENTIFIC LEARNING CORP COMMON 808760102 5,343,600 146,400 SH X 1,2,3 146,400
SCOTTS COMPANY (THE) COMMON 810186106 334,075 8,300 SH X 1,2,3 8,300
SEAGATE TECHNOLOGY INC COMMON 811804103 8,795,656 188,900 SH X 1,2,3 188,900
SEAGRAM CO LTD COMMON 811850106 921,209 20,500 SH X 1,2,3 20,500
SEACOR HLDGS COMMON 811904101 294,975 5,700 SH X 1,2,3 5,700
SEARS ROEBUCK & CO COMMON 812387108 15,483,556 508,700 SH X 1,2,3 508,700
SEITEL INC COMMON 816074306 84,375 12,500 SH X 1,2,3 12,500
SELECTIVE INS GRP COMMON 816300107 202,807 11,800 SH X 1,2,3 11,800
SEPRACOR INC COMMON 817315104 10,424,606 105,100 SH X 1,2,3 105,100
SERVICE CORP INTL COMMON 817565104 752,025 108,400 SH X 1,2,3 108,400
SHOPKO STORES INC COMMON 824911101 294,400 12,800 SH X 1,2,3 12,800
SHOREWOOD PACKAGING CORP COMMON 825229107 227,244 12,000 SH X 1,2,3 12,000
SHURGARD STORAGE CENTERS COMMON 82567D104 13,100,938 565,000 SH X 1,2,3 565,000
SIEBEL SYSTEMS INC COMMON 826170102 2,016,000 24,000 SH X 1,2,3 24,000
SIERRA HLTH SVCS COMMON 826322109 69,545 10,400 SH X 1,2,3 10,400
SILICON VALLEY BANCSHARES COMMON 827064106 430,650 8,700 SH X 1,2,3 8,700
SILICON VALLEY GROUP INC COMMON 827066101 250,275 14,100 SH X 1,2,3 14,100
SIMON PROPERTY GROUP INC COMMON 828806109 9,404,375 410,000 SH X 1,2,3 410,000
SIMPSON MANUFACTURING COMMON 829073105 411,250 9,400 SH X 1,2,3 9,400
SINCLAIR BROADCAST GROUP-A COMMON 829226109 284,333 23,300 SH X 1,2,3 23,300
SKYWEST INC COMMON 830879102 302,400 10,800 SH X 1,2,3 10,800
SMITH(A.O.) CORP - CL B COMMON 831865209 231,875 10,600 SH X 1,2,3 10,600
SMITH INT'L INC COMMON 832110100 4,919,063 99,000 SH X 1,2,3 99,000
SMITHFIELD FOODS INC COMMON 832248108 427,200 17,800 SH X 1,2,3 17,800
SMURFIT-STONE CONTAINER CO COMMON 832727101 4,900,000 200,000 SH X 1,2,3 200,000
SNYDER COMMUNICATIONS COMMON 832914105 627,550 32,600 SH X 1,2,3 32,600
SOCIEDAD QUIMICA Y MINERA FOREIG 833635105 4,813,281 152,500 SH X 1,2,3 152,500
SOCIEDAD QUIMICA Y MINERA- FOREIG 833636103 277,736 8,817 SH X 1,2,3 8,817
SOFTNET SYSTEMS INC COMMON 833964109 241,200 9,600 SH X 1,2,3 9,600
SOLA INTL INC COMMON 834092108 152,625 11,000 SH X 1,2,3 11,000
SOLECTRON CORP COMMON 834182107 1,284,188 13,500 SH X 1,2,3 13,500
SONIC CORP COMMON 835451105 245,100 8,600 SH X 1,2,3 8,600
SONY CORPORATION ADR FOREIG 835699307 1,708,500 6,000 SH X 1,2,3 6,000
SOUTHERN CO COMMON 842587107 1,407,650 59,900 SH X 1,2,3 59,900
SOUTHERN UNION COMPANY COMMON 844030106 422,663 22,100 SH X 1,2,3 22,100
SOUTHTRUST CORP COMMON 844730101 13,431,000 355,200 SH X 1,2,3 355,200
PAGE COLUMN TOTALS 104,517,925
27
<PAGE>
SOUTHWEST AIRLINES COMMON 844741108 5,525,606 341,300 SH X 1,2,3 341,300
SOUTHWEST AIRLINES COMMON 844741108 242,000 15,000 SH X 1 15,000
Total SOUTHWEST AIRLINES 5,767,606 356,300 356,300
SOUTHWEST GAS CORP COMMON 844895102 326,600 14,200 SH X 1,2,3 14,200
SPECIALTY EQUIPMENT COMPAN COMMON 847497203 232,189 9,700 SH X 1,2,3 9,700
SPECTRIAN CORP COMMON 847608106 5,895,775 208,700 SH X 1,2,3 208,700
SPEEDFAM-IPEC INC COMMON 847705100 4,892,432 378,159 SH X 1,2,3 378,159
SPORTS AUTHORITY COMMON 849176102 29,600 14,800 SH X 1,2,3 14,800
SPRINT CORP (FON GROUP) COMMON 852061100 41,134,669 611,100 SH X 1,2,3 611,100
SPRINT CORP (PCS GROUP) COMMON 852061506 5,371,000 52,400 SH X 1,2,3 52,400
STAFFMARK INC COMMON 852389105 283,594 37,500 SH X 1,2,3 37,500
STANCORP FINANCIAL GROUP I COMMON 852891100 5,213,813 207,000 SH X 1,2,3 207,000
STANDARD-PACIFIC CORP COMMON 85375C101 141,900 12,900 SH X 1,2,3 12,900
STAPLES INC COMMON 855030102 498,000 24,000 SH X 1,2,3 24,000
STARTEC GLOBAL COMM. COMMON 85569E103 2,652,638 124,100 SH X 1,2,3 124,100
STARWOOD HOTELS/RESORTS WO COMMON 85590A203 15,275,000 650,000 SH X 1,2,3 650,000
STATE STREET CORP COMMON 857477103 10,053,400 137,600 SH X 1,2,3 137,600
STEIN MART INC COMMON 858375108 118,858 20,900 SH X 1,2,3 20,900
STET HELLAS TELECOM SA ADR FOREIG 859823106 3,269,600 107,200 SH X 1,2,3 107,200
STILLWATER MINING CO COMMON 86074Q102 4,736,625 148,600 SH X 1,2,3 148,600
STONE ENERGY CORP COMMON 861642106 299,250 8,400 SH X 1,2,3 8,400
STORAGE USA COMMON 861907103 2,420,000 80,000 SH X 1,2,3 80,000
STRIDE RITE CORP COMMON 863314100 141,050 21,700 SH X 1,2,3 21,700
STURM RUGER & CO INC COMMON 864159108 94,075 10,600 SH X 1,2,3 10,600
SUIZA FOODS COMMON 865077101 8,400,500 212,000 SH X 1,2,3 212,000
SUMMIT BANCORP COMMON 866005101 260,313 8,500 SH X 1,2,3 8,500
SUMMIT TECH COMMON 86627E101 225,559 19,300 SH X 1,2,3 19,300
SUN COMMUNITIES COMMON 866674104 4,828,125 150,000 SH X 1,2,3 150,000
SUN MICROSYSTEMS COMMON 866810104 32,701,856 422,300 SH X 1,2,3 422,300
SUNCOR ENERGY INC FOREIG 867229106 12,487,425 299,100 SH X 1,2,3 299,100
SUNGARD DATA SYSTEMS COMMON 867363103 2,707,500 114,000 SH X 1,2,3 114,000
SUNTRUST BANKS INC COMMON 867914103 1,018,418 14,800 SH X 1,2,3 14,800
SUSQUEHANNA BANCSHARES INC COMMON 869099101 268,288 16,900 SH X 1,2,3 16,900
SYBRON INT'L COMMON 87114F106 6,171,875 250,000 SH X 1,2,3 250,000
SYCAMORE NETWORKS INC COMMON 871206108 3,480,400 11,300 SH X 1,2,3 11,300
SYNOPSYS INC COMMON 871607107 5,820,600 87,200 SH X 1,2,3 87,200
SYNOVUS FINANCIAL CORP COMMON 87161C105 258,375 13,000 SH X 1,2,3 13,000
SYNTEL INC COMMON 87162H103 291,375 18,000 SH X 1,2,3 18,000
PAGE COLUMN TOTALS 187,768,283
28
<PAGE>
SYSCO CORP COMMON 871829107 8,600,888 217,400 SH X 1,2,3 217,400
TJ INTL INC COMMON 872534102 277,200 6,600 SH X 1,2,3 6,600
TNP ENTERPRISES INC COMMON 872594106 243,375 5,900 SH X 1,2,3 5,900
TRW INC COMMON 872649108 451,852 8,700 SH X 1,2,3 8,700
TALK.COM INC COMMON 874264104 457,950 25,800 SH X 1,2,3 25,800
TANDY CORP. COMMON 875382103 447,602 9,100 SH X 1,2,3 9,100
TARGET CORP COMMON 87612E106 22,376,406 304,700 SH X 1,2,3 304,700
TECHNE CORP COMMON 878377100 21,518,425 390,800 SH X 1,2,3 390,800
TECHNITROL INC COMMON 878555101 311,500 7,000 SH X 1,2,3 7,000
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 615,700 18,800 SH X 1,2,3 18,800
TEKELEC COMMON 879101103 317,250 14,100 SH X 1,2,3 14,100
TELE NORTE LESTE PART-ADR FOREIG 879246106 3,812,250 149,500 SH X 1,2,3 149,500
TELEBRAS-SPONS ADR PFD BLO Foreig 879287308 3,469,500 27,000 SH X 1,2,3 27,000
TELEDYNE TECHNOLOGIES INC COMMON 879360105 97,201 10,300 SH X 1,2,3 10,300
TELEFONICA SA -SPON ADR FOREIG 879382208 26,859,852 340,807 SH X 1,2,3 340,807
TELEFONOS DE MEX -SPON AD FOREIG 879403780 8,077,500 71,800 SH X 1,2,3 71,800
TELIGENT INC CL A COMMON 87959Y103 5,965,050 96,600 SH X 1,2,3 96,600
TELLABS INC COMMON 879664100 13,800,313 215,000 SH X 1,2,3 215,000
TENET HEALTHCARE CORP COMMON 88033G100 2,321,800 98,800 SH X 1,2,3 98,800
TENNECO AUTOMOTIVE INC COMMON 880349105 149,923 16,100 SH X 1,2,3 16,100
TERADYNE INC COMMON 880770102 2,758,800 41,800 SH X 1,2,3 41,800
TERAYON COMMUNICATION SYST COMMON 880775101 7,449,563 118,600 SH X 1,2,3 118,600
TETRA TECH INC COMMON 88162G103 253,688 16,500 SH X 1,2,3 16,500
TEXACO INC COMMON 881694103 86,351,144 1,589,892 SH X 1,2,3 1,589,892
TEXACO INC COMMON 881694103 193,000 3,556 SH X 1 3,556
TEXACO INC COMMON 881694103 68,000 1,252 SH X X 1 1,252
Total TEXACO INC 86,612,144 1,594,700 1,594,700
TEXAS INDUSTRIES INC COMMON 882491103 383,058 9,000 SH X 1,2,3 9,000
TEXAS INSTRUMENTS INC COMMON 882508104 43,574,375 449,800 SH X 1,2,3 449,800
TEXAS UTILITIES CO COMMON 882848104 68,671,188 1,931,000 SH X 1,2,3 1,931,000
TEXTRON INC COMMON 883203101 613,496 8,000 SH X 1,2,3 8,000
THERAGENICS CORP COMMON 883375107 112,369 12,400 SH X 1,2,3 12,400
3 COM COMMON 885535104 11,167,200 237,600 SH X 1,2,3 237,600
3DFX INTERACTIVE INC COMMON 88553X103 165,831 16,900 SH X 1,2,3 16,900
THREE-FIVE SYSTEMS INC COMMON 88554L108 262,400 6,400 SH X 1,2,3 6,400
TIMBERLAND COMPANY -CL A COMMON 887100105 481,163 9,100 SH X 1,2,3 9,100
TIME WARNER INC COMMON 887315109 18,696,119 258,100 SH X 1,2,3 258,100
TIME WARNER TELECOM -CL A COMMON 887319101 2,421,969 48,500 SH X 1,2,3 48,500
PAGE COLUMN TOTALS 363,794,900
29
<PAGE>
TITAN WHEEL COMMON 88830M102 69,550 10,700 SH X 1,2,3 10,700
TOLL BROTHERS INC COMMON 889478103 290,550 15,600 SH X 1,2,3 15,600
TOMKINS PLC-SPONSORED ADR FOREIG 890030208 22,031,250 1,500,000 SH X 1,2,3 1,500,000
TOO INC COMMON 890333107 1,257,525 72,900 SH X 1,2,3 72,900
TOOTSIE ROLL INDUSTRIES IN COMMON 890516107 1,021,063 31,000 SH X 1,2,3 31,000
TORO CO COMMON 891092108 216,410 5,800 SH X 1,2,3 5,800
TOWER AUTOMOTIVE COMMON 891707101 336,527 21,800 SH X 1,2,3 21,800
TRANSKARYOTIC THERAPIES IN COMMON 893735100 3,388,000 88,000 SH X 1,2,3 88,000
TRANSWITCH CORP COMMON 894065101 21,961,041 302,650 SH X 1,2,3 302,650
TREDEGAR INDS INC COMMON 894650100 330,992 16,000 SH X 1,2,3 16,000
TREX COMPANY INC COMMON 89531P105 214,000 8,000 SH X 1,2,3 8,000
TRIARC COMPANIES COMMON 895927101 220,500 12,000 SH X 1,2,3 12,000
TRIBUNE CO COMMON 896047107 3,826,844 69,500 SH X 1,2,3 69,500
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 20,292,000 182,400 SH X 1,2,3 182,400
TRIUMPH GROUP INC COMMON 896818101 5,200,313 215,000 SH X 1,2,3 215,000
TRUE NORTH COMMUNICATIONS COMMON 897844106 916,084 20,500 SH X 1,2,3 20,500
TRUSTCO BANK CORP NY COMMON 898349105 298,125 22,500 SH X 1,2,3 22,500
TUBOS DE ACERO DE MEXICO A FOREIG 898592506 7,051,144 519,900 SH X 1,2,3 519,900
TUBOSCOPE INC COMMON 898600101 382,588 24,100 SH X 1,2,3 24,100
TUESDAY MORNING CORP COMMON 899035505 2,249,375 122,000 SH X 1,2,3 122,000
TUMBLEWEED COMMUNICATIONS COMMON 899690101 15,933,000 188,000 SH X 1,2,3 188,000
TV AZTECA S.A.-SPONS ADR FOREIG 901145102 2,610,000 290,000 SH X 1,2,3 290,000
24/7 MEDIA INC COMMON 901314104 4,989,375 88,700 SH X 1,2,3 88,700
TYCO INTERNATIONAL LTD COMMON 902124106 11,935,403 307,020 SH X 1,2,3 307,020
UST CORP COMMON 902900109 571,500 18,000 SH X 1,2,3 18,000
USX CORP 6.50% CUM CV. PRE PREF C 902905819 10,875,000 250,000 SH X 1,2,3 250,000
USX-MARATHON GROUP COMMON 902905827 429,554 17,400 SH X 1,2,3 17,400
UST INC COMMON 902911106 1,360,125 54,000 SH X 1,2,3 54,000
US BANCORP COMMON 902973106 897,712 37,700 SH X 1,2,3 37,700
US ONCOLOGY INC COMMON 90338W103 178,719 36,200 SH X 1,2,3 36,200
US SEARCH.COM INC COMMON 903404101 145,500 19,400 SH X 1,2,3 19,400
UNILEVER N V -NY SHARES FOREIG 904784709 1,010,950 18,571 SH X 1,2,3 18,571
UNION CARBIDE COMMON 905581104 687,525 10,300 SH X 1,2,3 10,300
UNION PACIFIC CORP COMMON 907818108 545,313 12,500 SH X 1,2,3 12,500
UNION PACIFIC RESOURCES COMMON 907834105 4,473,975 350,900 SH X 1,2,3 350,900
UNION PLANTERS CORP. COMMON 908068109 299,721 7,600 SH X 1,2,3 7,600
UNISYS CORP COMMON 909214108 12,803,744 400,900 SH X 1,2,3 400,900
UNITED BANKSHARES INC COMMON 909907107 451,238 18,900 SH X 1,2,3 18,900
PAGE COLUMN TOTALS 161,752,235
30
<PAGE>
UNITED HEALTH CARE CORP COMMON 910581107 3,973,750 74,800 SH X 1,2,3 74,800
UNITED ILLUMINATING CO COMMON 910637107 323,663 6,300 SH X 1,2,3 6,300
US WEST INC COMMON 91273H101 81,043,200 1,125,600 SH X 1,2,3 1,125,600
US TRUST CORP COMMON 91288L105 649,515 8,100 SH X 1,2,3 8,100
UNITED STATIONERS INC COMMON 913004107 363,200 12,800 SH X 1,2,3 12,800
UNITED TECHNOLOGIES CORP COMMON 913017109 17,816,500 274,100 SH X 1,2,3 274,100
UNITED WATER RESOURCES INC COMMON 913190104 567,504 16,600 SH X 1,2,3 16,600
UNIVERSAL HEALTH SERVICES COMMON 913903100 496,800 13,800 SH X 1,2,3 13,800
UNIVISION COMMUNICATIONS C COMMON 914906102 8,767,688 85,800 SH X 1,2,3 85,800
UNOCAL CORP COMMON 915289102 953,175 28,400 SH X 1,2,3 28,400
UNUMPROVIDENT CORP COMMON 91529Y106 269,321 8,400 SH X 1,2,3 8,400
US FREIGHTWAYS CORP COMMON 916906100 550,563 11,500 SH X 1,2,3 11,500
VAIL RESORTS COMMON 91879Q109 3,228,750 180,000 SH X 1,2,3 180,000
VALENCE TECHNOLOGY INC COMMON 918914102 224,200 11,800 SH X 1,2,3 11,800
VALMONT INDUSTRIES COMMON 920253101 178,288 11,100 SH X 1,2,3 11,100
VANS INC COMMON 921930103 1,310,750 107,000 SH X 1,2,3 107,000
VARCO INTERNATIONAL INC COMMON 922126107 1,884,688 185,000 SH X 1,2,3 185,000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 614,138 20,600 SH X 1,2,3 20,600
VERITAS SOFTWARE CORP COMMON 923436109 2,146,875 15,000 SH X 1,2,3 15,000
VERITY INC COMMON 92343C106 570,331 13,400 SH X 1,2,3 13,400
VERITAS DGC INC COMMON 92343P107 147,000 10,500 SH X 1,2,3 10,500
VERTEX PHARMACEUTICALS INC COMMON 92532F100 374,500 10,700 SH X 1,2,3 10,700
VIACOM INC CLASS B COMMON 925524308 2,072,989 34,300 SH X 1,2,3 34,300
VIATEL INC COMMON 925529208 273,488 5,100 SH X 1,2,3 5,100
VICOR CORP COMMON 925815102 716,850 17,700 SH X 1,2,3 17,700
VINTAGE PETROLEUM INC COMMON 927460105 332,911 27,600 SH X 1,2,3 27,600
VISIO CORP COMMON 927914101 598,500 12,600 SH X 1,2,3 12,600
VISUAL NETWORKS INC COMMON 928444108 1,981,250 25,000 SH X 1,2,3 25,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 18,772,625 358,000 SH X 1,2,3 358,000
VODAFONE AIRTOUCH PLC-SP A FOREIG 92857T107 30,720,500 620,604 SH X 1,2,3 620,604
VODAFONE AIRTOUCH PLC-SP A FOREIG 92857T107 155,000 3,140 SH X 1 3,140
VODAFONE AIRTOUCH PLC-SP A FOREIG 92857T107 62,000 1,256 SH X X 1 1,006 250
Tot VODAFONE AIRTOUCH PLC-SP A 30,937,500 625,000 624,750 250
VOICESTREAM WIRELESS CORP COMMON 928615103 16,223,625 114,000 SH X 1,2,3 114,000
WICOR INC COMMON 929253102 464,073 15,900 SH X 1,2,3 15,900
WABASH NATIONAL CORP COMMON 929566107 154,500 10,300 SH X 1,2,3 10,300
WACHOVIA CORP COMMON 929771103 646,000 9,500 SH X 1,2,3 9,500
PAGE COLUMN TOTALS 199,628,710
31
<PAGE>
WAL-MART STORES COMMON 931142103 107,946,488 1,561,618 SH X 1,2,3 1,561,618
WAL-MART STORES COMMON 931142103 284,000 4,102 SH X 1 4,102
WAL-MART STORES COMMON 931142103 40,000 580 SH X X 1 580
Total WAL-MART STORES 108,270,488 1,566,300 1,566,300
WALGREEN CO. COMMON 931422109 3,433,950 117,400 SH X 1,2,3 117,400
WARNER LAMBERT COMPANY COMMON 934488107 19,878,038 242,600 SH X 1,2,3 242,600
WASHINGTON MUTUAL, INC. COMMON 939322103 49,782,200 1,914,700 SH X 1,2,3 1,914,700
WASTE CONNECTIONS INC COMMON 941053100 1,699,294 117,700 SH X 1,2,3 117,700
WASTE MANAGEMENT INC COMMON 94106L109 527,641 30,700 SH X 1,2,3 30,700
WATSCO INC COMMON 942622200 153,775 13,300 SH X 1,2,3 13,300
WATSON PHARMACEUTICALS INC COMMON 942683103 7,878,750 220,000 SH X 1,2,3 220,000
WATTS INDUSTRIES INC-CL A COMMON 942749102 169,625 11,500 SH X 1,2,3 11,500
WEATHERFORD INTERNATIONAL COMMON 947074100 3,195,000 80,000 SH X 1,2,3 80,000
WELLS FARGO COMPANY COMMON 949746101 16,909,456 418,160 SH X 1,2,3 418,160
WELLS FARGO COMPANY COMMON 949746101 224,000 5,540 SH X 1 5,540
WELLS FARGO COMPANY COMMON 949746101 8,000 200 SH X X 1 200
Total WELLS FARGO COMPANY 17,141,456 423,900 X 423,700 200
WERNER ENTERPRISES COMMON 950755108 298,114 21,200 SH X 1,2,3 21,200
WESLEY JESSEN VISION COMMON 951018100 280,275 7,400 SH X 1,2,3 7,400
WESTERN WIRELESS CORP CL A COMMON 95988E204 7,609,500 114,000 SH X 1,2,3 114,000
WESTPAC BANKING -SPON ADR FOREIG 961214301 18,906,250 550,000 SH X 1,2,3 550,000
WET SEAL INC - CL A COMMON 961840105 893,025 72,900 SH X 1,2,3 72,900
WEYERHAEUSER CO COMMON 962166104 11,655,169 162,300 SH X 1,2,3 162,300
WHIRLPOOL CORP COMMON 963320106 253,742 3,900 SH X 1,2,3 3,900
WHITNEY HOLDING CORP COMMON 966612103 374,326 10,100 SH X 1,2,3 10,100
WHITTMAN-HART INC COMMON 966834103 1,249,463 23,300 SH X 1,2,3 23,300
WHOLE FOODS MARKET INC COMMON 966837106 533,313 11,500 SH X 1,2,3 11,500
WILD OATS MARKETS INC COMMON 96808B107 6,073,828 273,750 SH X 1,2,3 273,750
WILLIAMS COS INC COMMON 969457100 702,926 23,000 SH X 1,2,3 23,000
WILLIAM SONOMA INC. COMMON 969904101 12,190,000 265,000 SH X 1,2,3 265,000
WIND RIVER SYSTEMS INC COMMON 973149107 413,863 11,300 SH X 1,2,3 11,300
WINK COMMUNICATIONS INC COMMON 974168106 1,747,819 29,100 SH X 1,2,3 29,100
WINSTAR COMMUNICATIONS COMMON 975515107 12,905,375 171,500 SH X 1,2,3 171,500
WOLVERINE WORLD WIDE COMMON 978097103 209,990 19,200 SH X 1,2,3 19,200
WORLD WRESTLING FEDERATION COMMON 98156Q108 224,250 13,000 SH X 1,2,3 13,000
WRIGLEY (WM) JR CO COMMON 982526105 447,860 5,400 SH X 1,2,3 5,400
XILINX INC COMMON 983919101 700,207 15,400 SH X 1,2,3 15,400
XIRCOM INC COMMON 983922105 765,000 10,200 SH X 1,2,3 10,200
PAGE COLUMN TOTALS 290,564,512
32
<PAGE>
XEROX CORP COMMON 984121103 60,913,669 2,684,900 SH X 1,2,3 2,684,900
XPEDIOR INC COMMON 98413B100 974,625 33,900 SH X 1,2,3 33,900
YAHOO! CORP COMMON 984332106 41,884,150 96,800 SH X 1,2,3 96,800
YANKEE CANDLE CO INC (THE) COMMON 984757104 1,874,306 114,900 SH X 1,2,3 114,900
YELLOW CORP COMMON 985509108 184,932 11,000 SH X 1,2,3 11,000
ZALE CORP COMMON 988858106 759,488 15,700 SH X 1,2,3 15,700
ZEBRA TECHNOLOGIES CORP COMMON 989207105 772,200 13,200 SH X 1,2,3 13,200
ZIPLINK INC COMMON 989741103 1,617,500 129,400 SH X 1,2,3 129,400
ZIXIT CORPORATION COMMON 98974P100 249,638 6,300 SH X 1,2,3 6,300
DAIMLERCHRYSLER AG FOREIG D1668R123 35,212,500 450,000 SH X 1,2,3 450,000
GLOBAL CROSSING LTD FOREIG G3921A100 19,213,500 384,270 SH X 1,2,3 384,270
TOMMY HILFIGER CORP FOREIG G8915Z102 5,595,000 240,000 SH X 1,2,3 240,000
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 2,050,592 60,871 SH X 1,2,3 60,871
CHECK POINT SOFTWARE TECHN FOREIG M22465104 2,186,250 11,000 SH X 1,2,3 11,000
INTERNET GOLD-GOLDEN LINES FOREIG M56595107 2,469,750 111,000 SH X 1,2,3 111,000
QIAGEN N.V. FOREIG N72482107 362,400 4,800 SH X 1,2,3 4,800
PANAMERICAN BEVERAGES CL A FOREIG P74823108 6,203,706 301,700 SH X 1,2,3 301,700
STEINER LEISURE LTD. COMMON P8744Y102 233,625 14,000 SH X 1,2,3 14,000
FLEXTRONICS INTL LTD FOREIG Y2573F102 13,763,200 299,200 SH X 1,2,3 299,200
PAGE COLUMN TOTALS 196,521,031
- -----------------------------------------------------------------------------------------------------------------------------------
AGGREGATE COLUMN TOTALS 9,364,638,988
33
<PAGE>
</TABLE>
