UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Brinson Partners,Inc.
Address: 209 South LaSalle
Chicago, Il 60604
13F File Number: 28-2682
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: MARK F. KEMPER
Title: SECRETARY
Phone: 312-220-7138
Signature, Place, and Date of Signing:
/s/ MARK F. KEMPER CHICAGO, IL August 15, 2000
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 1,348
Form 13F Information Table Value Total: 19,401,839,097
List of Other Included Managers:
No. 13F File Number Name
2 28-3900 Brinson Trust Company
3 28-2981 UBS Brinson, Inc.
<PAGE>
<TABLE>
<C> <C>
FORM 13F 06/30/2000
REPORTING MANAGER: Brinson Partners PAGE 1
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VALUATION CURRENCY: USD
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE CUSIP FAIR SHARES OF INVEST. DISC. MANA- VOTING AUTHORITY
OF NUMBER MARKET PRINCIPAL SHARED GERS
CLASS VALUE AMOUNT SOLE SHARED OTHER SOLE SHARED NONE
(A) (B) (C) (A) (B) (C)
----------------------------------------------------------------------------------------------------------------------------------
OMNICARE INC CONV CORP B 681904AD0 2,017,500 3,000,000 N X 1 3,000,000
PRIDE INTL INC CONVERT CORP B 741932AB3 947,083 2,275,000 N X 3 2,275,000
AGILENT TECHNOLOGIES INC COMMON 00846U101 642,953 8,718 N X 1 8,718
AGILENT TECHNOLOGIES INC COMMON 00846U101 1,046,218 14,186 N X 2 14,186
AGILENT TECHNOLOGIES INC COMMON 00846U101 15,874,540 215,248 N X 3 214,848 400
ALCOA INC COMMON 013817101 58,626,400 2,021,600 N X 3 2,021,600
APPLE COMPUTER INC COMMON 037833100 1,875,025 35,800 N X 1 35,800
APPLE COMPUTER INC COMMON 037833100 2,042,625 39,000 N X 2 39,000
ABGENIX INC COMMON 00339B107 34,375,670 286,800 N X 3 286,800
ALBERTSONS INC COMMON 013104104 610,570 18,363 N X 1 18,363
AURORA BIOSCIENCES CORP COMMON 051920106 623,916 9,150 N X 1 9,150
AURORA BIOSCIENCES CORP COMMON 051920106 19,828,925 290,800 N X 3 290,800
ABBOTT LABORATORIES COMMON 002824100 5,565,856 124,900 N X 1 124,900
ABBOTT LABORATORIES COMMON 002824100 2,214,756 49,700 N X 2 49,700
ABBOTT LABORATORIES COMMON 002824100 1,225,469 27,500 N X 3 27,500
BARRICK GOLD CORP COMMON 067901108 247,350 13,600 N X 1 13,600
ACE LTD COMMON G0070K103 210,000 7,500 N X 1 7,500
ACT MANUFACTURING COMMON 000973107 710,494 15,300 N X 1 15,300
ACT MANUFACTURING COMMON 000973107 227,544 4,900 N X 2 4,900
ACT MANUFACTURING COMMON 000973107 2,679,444 57,700 N X 3 57,700
ADC TELECOMMUNICATIONS INC COMMON 000886101 511,638 6,100 N X 1 6,100
ADC TELECOMMUNICATIONS INC COMMON 000886101 813,588 9,700 N X 2 9,700
ANALOG DEVICES INC COMMON 032654105 1,341,400 17,650 N X 1 17,650
ANALOG DEVICES INC COMMON 032654105 851,200 11,200 N X 2 11,200
ARCHER DANIELS MIDLAND CO COMMON 039483102 330,367 33,668 N X 1 33,668
ARCHER DANIELS MIDLAND CO COMMON 039483102 192,345 19,602 N X 2 19,602
ADAPTEC INC COMMON 00651F108 245,700 10,800 N X 1 10,800
ADAPTEC INC COMMON 00651F108 259,350 11,400 N X 2 11,400
AUTODESK INC COMMON 052769106 256,688 7,400 N X 2 7,400
BANCO DE A EDWARDS ADR ADRS 059504100 316,629 23,454 N X 1 18,454 5,000
AMEREN CORP COMMON 023608102 249,750 7,400 N X 1 7,400
AMERICAN ELECTRIC POWER COMMON 025537101 129,900,293 4,384,820 N X 1 3,960,080 424,740
AMERICAN ELECTRIC POWER COMMON 025537101 15,836,340 534,560 N X 2 534,560
AMERICAN ELECTRIC POWER COMMON 025537101 924,301 31,200 N X 3 14,700 16,500
AETNA INC COMMON 008117103 340,194 5,300 N X 1 5,300
ARGENTINA FUND AR EQU 040112104 1,619,500 158,000 N X 1 158,000
MSDW AFRICA INVESTMENT FUN ZA EQU 617444104 1,031,875 130,000 N X 1 130,000
AFFYMETRIX INC COMMON 00826T108 7,298,525 44,200 N X 3 44,200
AFLAC INC COMMON 001055102 376,688 8,200 N X 1 8,200
AFLAC INC COMMON 001055102 684,469 14,900 N X 2 14,900
AFLAC INC COMMON 001055102 65,951,274 1,435,674 N X 3 1,434,074 1,600
ASSOCIATES FIRST CAPITAL COMMON 046008108 126,784,088 5,682,200 N X 1 5,217,200 465,000
ASSOCIATES FIRST CAPITAL COMMON 046008108 15,933,356 714,100 N X 2 714,100
ASSOCIATES FIRST CAPITAL COMMON 046008108 981,750 44,000 N X 3 20,700 23,300
AMERICAN GENERAL COMMON 026351106 97,722,000 1,602,000 N X 1 1,432,400 169,600
AMERICAN GENERAL COMMON 026351106 10,639,925 174,425 N X 2 174,425
AMERICAN GENERAL COMMON 026351106 646,600 10,600 N X 3 5,000 5,600
ALLERGAN COMMON 018490102 176,868,662 2,374,076 N X 1 2,372,026 2,050
ALLERGAN COMMON 018490102 23,728,250 318,500 N X 2 318,500
AGRIUM INC NPV CA EQU 008916108 7,691,398 897,350 N X 1 887,550 9,800
AGRIUM INC NPV CA EQU 008916108 5,179,598 604,300 N X 2 604,300
AMERADA HESS CORP COMMON 023551104 302,575 4,900 N X 1 4,900
AMER HOME PRODUCTS COMMON 026609107 7,120,500 121,200 N X 1 121,200
AMER HOME PRODUCTS COMMON 026609107 2,491,000 42,400 N X 2 42,400
AMER HOME PRODUCTS COMMON 026609107 10,434,000 177,600 N X 3 177,600
AMERICAN INTL GROUP INC COMMON 026874107 16,699,688 142,125 N X 1 142,125
AMERICAN INTL GROUP INC COMMON 026874107 6,107,063 51,975 N X 2 51,975
AMERICAN INTL GROUP INC COMMON 026874107 78,697,741 669,768 N X 3 669,343 425
AAR CORP. COMMON 000361105 2,164,800 180,400 N X 1 180,400
APARTMENT INVESTMENT AND M COMMON 03748R101 739,575 17,100 N X 3 17,100
EMBOTELLADORA ANDINA ADR B ADRS 29081P303 336,600 35,200 N X 1 25,200 10,000
ALCAN ALUM LTD COMMON 013716105 511,500 16,500 N X 1 16,500
ALCAN ALUM LTD COMMON 013716105 220,100 7,100 N X 2 7,100
ALCAN ALUMINIUM NPV CA EQU 013716105 5,678,207 182,900 N X 1 180,300 2,600
ALCAN ALUMINIUM NPV CA EQU 013716105 5,570,325 179,425 N X 2 179,425
ALCATEL SA ADR ADRS 013904305 29,617,505 445,376 N X 1 441,407 3,969
ALCATEL SA ADR ADRS 013904305 17,771,460 267,240 N X 2 267,240
ALKERMES INC COMMON 01642T108 16,102,613 341,700 N X 3 341,700
ALLSTATE CORP COMMON 020002101 1,034,625 46,500 N X 1 46,500
ALLSTATE CORP COMMON 020002101 576,275 25,900 N X 2 25,900
ALLIED CAPITAL CORP COMMON 01903Q108 7,455,860 438,580 N X 1 438,580
APPLIED MATERIALS COMMON 038222105 1,554,219 17,150 N X 1 17,150
APPLIED MATERIALS COMMON 038222105 2,519,375 27,800 N X 2 27,800
APPLIED MATERIALS COMMON 038222105 97,177,188 1,072,300 N X 3 1,071,500 800
AMB PROPERTY COMMON 00163T109 910,219 39,900 N X 3 39,900
ADVANCED MICRO DEVICES INC COMMON 007903107 317,196,225 4,106,100 N X 1 3,873,700 232,400
ADVANCED MICRO DEVICES INC COMMON 007903107 33,217,500 430,000 N X 2 430,000
ADVANCED MICRO DEVICES INC COMMON 007903107 36,145,275 467,900 N X 3 467,900
AMGEN CORPORATION COMMON 031162100 3,235,013 46,050 N X 1 46,050
AMGEN CORPORATION COMMON 031162100 210,750 3,000 N X 2 3,000
AMGEN CORPORATION COMMON 031162100 112,723,150 1,604,600 N X 3 1,603,900 700
AMERUS LIFE HOLDINGS COMMON 030732101 12,744,023 617,892 N X 1 617,892
AMKOR TECHNOLOGY INC COMMON 031652100 24,651,656 698,100 N X 3 698,100
AMR CORP COMMON 001765106 314,606 11,900 N X 1 11,900
AMAZON.COM INC COMMON 023135106 24,293,063 669,000 N X 3 669,000
AON CORP COMMON 037389103 115,217,398 3,709,212 N X 1 3,192,912 516,300
AON CORP COMMON 037389103 17,112,735 550,913 N X 2 550,913
AON CORP COMMON 037389103 997,107 32,100 N X 3 15,100 17,000
AMERICA ON-LINE COMMON 02364J104 1,471,725 27,900 N X 1 27,900
AMERICA ON-LINE COMMON 02364J104 2,136,375 40,500 N X 2 40,500
AMERICA ON-LINE COMMON 02364J104 91,937,975 1,742,900 N X 3 1,741,000 1,900
APACHE CORP COMMON 037411105 211,725 3,600 N X 1 3,600
APAC CUSTOMER SERVICES COMMON 00185E106 7,616,531 688,500 N X 1 688,500
AIR PRODS & CHEMS INC COMMON 009158106 412,888 13,400 N X 1 13,400
AIR PRODS & CHEMS INC COMMON 009158106 231,094 7,500 N X 2 7,500
APPLIED POWER CLASS A COMMON APW.OLD 9,162,250 273,500 N X 1 273,500
AC NIELSON CORP COMMON 004833109 6,344,800 288,400 N X 1 288,400
AMERICAN STANDARD COMPANIE COMMON 029712106 65,575,400 1,599,400 N X 1 1,598,000 1,400
AMERICAN STANDARD COMPANIE COMMON 029712106 8,437,800 205,800 N X 2 205,800
ASIAINFO HOLDINGS INC USD0 CN EQU 04518A104 312,813 7,000 N X 1 7,000
AMSOUTH BANCORPORATION COMMON 032165102 46,990,913 2,983,550 N X 1 2,981,928 1,622
AMSOUTH BANCORPORATION COMMON 032165102 4,402,771 279,541 N X 2 279,541
ALLTELL CORP COMMON 020039103 1,344,044 21,700 N X 1 21,700
ALLTELL CORP COMMON 020039103 817,575 13,200 N X 2 13,200
ALLTELL CORP COMMON 020039103 36,920,944 596,100 N X 3 595,300 800
ATMEL CORP COMMON 049513104 27,081,000 734,400 N X 3 734,400
ATMOS ENERGY CORP COMMON 049560105 9,905,875 566,050 N X 1 566,050
ARTESYN TECHNOLOGIES INC COMMON 043127109 8,630,219 310,300 N X 1 310,300
AUTOMATIC DATA PROCESSING COMMON 053015103 680,244 12,700 N X 1 12,700
AUTOMATIC DATA PROCESSING COMMON 053015103 1,087,319 20,300 N X 2 20,300
AVALONBAY COMMUNITIES INC COMMON 053484101 334,000 8,000 N X 3 8,000
AVON PRODUCTS INC COMMON 054303102 538,450 12,100 N X 1 12,100
AVON PRODUCTS INC COMMON 054303102 324,850 7,300 N X 2 7,300
AVON PRODUCTS INC COMMON 054303102 58,797,850 1,321,300 N X 3 1,319,500 1,800
AVERY DENNISON CORP. COMMON 053611109 248,363 3,700 N X 2 3,700
ALLIED WASTE INDUSTRIES COMMON 019589308 183,000 18,300 N X 1 18,300
ALLIED WASTE INDUSTRIES COMMON 019589308 217,000 21,700 N X 2 21,700
ANIXTER INTERNATIONAL INC COMMON 035290105 455,800 17,200 N X 1 17,200
ANIXTER INTERNATIONAL INC COMMON 035290105 1,563,500 59,000 N X 3 59,000
AMER EXPRESS COMMON 025816109 302,325 5,800 N X 1 5,800
AMER EXPRESS COMMON 025816109 208,500 4,000 N X 2 4,000
AMER EXPRESS COMMON 025816109 55,231,650 1,059,600 N X 3 1,058,600 1,000
ALZA CORP. COMMON 022615108 143,472,725 2,426,600 N X 1 2,072,200 354,400
ALZA CORP. COMMON 022615108 16,283,025 275,400 N X 2 275,400
BOEING COMMON 097023105 2,521,294 60,300 N X 1 60,300
BOEING COMMON 097023105 1,597,238 38,200 N X 2 38,200
BOEING COMMON 097023105 62,384,250 1,492,000 N X 3 1,492,000
BANK OF AMERICA CORP COMMON 060505104 22,170,929 515,603 N X 1 515,603
BANK OF AMERICA CORP COMMON 060505104 4,278,500 99,500 N X 2 99,500
BANK OF AMERICA CORP COMMON 060505104 253,700 5,900 N X 3 5,900
CREDICORP LTD US REGD PE EQU G2519Y108 1,997,955 221,995 N X 1 211,995 10,000
BACOU USA INC COMMON 056439102 17,735,920 886,796 N X 1 886,796
BAXTER INTERNATIONAL COMMON 071813109 152,011,969 2,161,948 N X 1 2,112,348 49,600
BAXTER INTERNATIONAL COMMON 071813109 23,793,750 338,400 N X 2 338,400
BAXTER INTERNATIONAL COMMON 071813109 1,476,563 21,000 N X 3 9,900 11,100
BB AND T CORP COMMON 054937107 405,875 17,000 N X 1 17,000
BB AND T CORP COMMON 054937107 267,400 11,200 N X 2 11,200
BARD C R INC COMMON 067383109 259,875 5,400 N X 1 5,400
BARD C R INC COMMON 067383109 298,375 6,200 N X 2 6,200
BLACK & DECKER CORP COMMON 091797100 357,744 9,100 N X 1 9,100
BLACK & DECKER CORP COMMON 091797100 408,850 10,400 N X 2 10,400
BRANDYWINE REALTY TRUST SB COMMON 105368203 923,738 48,300 N X 3 48,300
BECTON DICKINSON & CO COMMON 075887109 734,400 25,600 N X 1 25,600
BECTON DICKINSON & CO COMMON 075887109 869,231 30,300 N X 2 30,300
BINDLEY WESTERN INDUSTIRES COMMON 090324104 12,491,719 472,500 N X 1 472,500
BELL ATLANTIC CORP COMMON 077853109 24,938,775 490,800 N X 1 490,800
BELL ATLANTIC CORP COMMON 077853109 370,931 7,300 N X 2 7,300
BELL ATLANTIC CORP COMMON 077853109 807,919 15,900 N X 3 15,900
FRANKLIN RESOURCES COMMON 354613101 750,263 24,700 N X 1 24,700
FRANKLIN RESOURCES COMMON 354613101 856,575 28,200 N X 2 28,200
BESTFOODS COMMON 08658U101 1,059,525 15,300 N X 1 15,300
BESTFOODS COMMON 08658U101 623,250 9,000 N X 2 9,000
BANCO FRANCES RIO PLA ADR ADRS 059591107 1,076,925 49,800 N X 1 29,800 20,000
BCO GALICIA Y BUENOS AIRES ADRS 059538207 370,313 25,000 N X 1 25,000
BIOGEN COMMON 090597105 1,483,500 23,000 N X 1 23,000
BIOGEN COMMON 090597105 309,600 4,800 N X 2 4,800
BIOGEN COMMON 090597105 14,151,300 219,400 N X 3 219,400
BENCHMARK ELECTRONICS INC COMMON 08160H101 10,968,750 300,000 N X 1 300,000
BAKER HUGHES COMMON 057224107 272,000 8,500 N X 1 8,500
BAKER HUGHES COMMON 057224107 339,200 10,600 N X 2 10,600
BAKER HUGHES COMMON 057224107 547,200 17,100 N X 3 17,100
PINNACLE HOLDINGS INC COMMON 72346N101 326,700 6,050 N X 3 6,050
BANK NEW YORK INC. COMMON 064057102 4,608,150 99,100 N X 1 99,100
BANK NEW YORK INC. COMMON 064057102 1,106,700 23,800 N X 2 23,800
BOOKHAM TECHNOLOGY PLC ADR ADRS 2578903 248,850 4,200 N X 1 4,200
BOOKHAM TECHNOLOGY PLC ADR ADRS 2578903 865,050 14,600 N X 3 14,600
BELLSOUTH COMMON 079860102 323,950 7,600 N X 1 7,600
BELLSOUTH COMMON 079860102 217,388 5,100 N X 2 5,100
BMC SOFTWARE INC COMMON 055921100 915,758 25,100 N X 1 25,100
BMC SOFTWARE INC COMMON 055921100 1,163,852 31,900 N X 2 31,900
BMC SOFTWARE INC COMMON 055921100 28,589,160 783,600 N X 3 782,400 1,200
BIOMET COMMON 090613100 234,469 6,100 N X 1 6,100
BANK OF MONTREAL NPV CA EQU 063671101 3,022,499 71,655 N X 1 70,655 1,000
BANK OF MONTREAL NPV CA EQU 063671101 3,429,127 81,295 N X 2 81,295
BEMIS INC COMMON 081437105 211,838 6,300 N X 2 6,300
BRISTOL MYERS SQUIBB CO. COMMON 110122108 9,655,520 165,760 N X 1 165,760
BRISTOL MYERS SQUIBB CO. COMMON 110122108 4,001,775 68,700 N X 2 68,700
BRISTOL MYERS SQUIBB CO. COMMON 110122108 44,872,305 770,340 N X 3 769,240 1,100
BURLINGTON NORTHERN SANTA COMMON 12189T104 261,674,486 11,408,152 N X 1 10,459,052 949,100
BURLINGTON NORTHERN SANTA COMMON 12189T104 35,075,635 1,529,183 N X 2 1,529,183
BURLINGTON NORTHERN SANTA COMMON 12189T104 1,695,081 73,900 N X 3 34,800 39,100
BUFFETS INC COMMON 119882108 10,799,600 851,200 N X 1 851,200
BAUSCH & LOMB INC COMMON 071707103 232,125 3,000 N X 1 3,000
BONTON STORES INC COMMON 09776J101 916,009 396,112 N X 1 396,112
ABOUT.COM INC COMMON 003736105 585,900 18,600 N X 3 18,600
BP AMOCO PLC SPONS ADR ADRS 055622104 853,415 15,088 N X 3 15,088
BURLINGTON RESOURCES COMMON 122014103 879,750 23,000 N X 1 23,000
BURLINGTON RESOURCES COMMON 122014103 933,300 24,400 N X 2 24,400
BROADCOM CORP COMMON 111320107 57,777,606 263,900 N X 3 263,900
BREEZECOM.LTD COMMON M20385106 615,525 14,150 N X 3 14,150
BETHLEHEM STL CORP COMMON 087509105 47,381 13,300 N X 1 13,300
BETHLEHEM STL CORP COMMON 087509105 55,575 15,600 N X 2 15,600
BEAR STEARNS COS COMMON 073902108 276,806 6,650 N X 1 6,650
BASIN EXPLORATION INC COMMON 070107107 7,965,100 445,600 N X 1 445,600
BOSTON SCIENTIFIC COMMON 101137107 987,188 45,000 N X 1 45,000
BOSTON SCIENTIFIC COMMON 101137107 1,217,531 55,500 N X 2 55,500
BOSTON SCIENTIFIC COMMON 101137107 38,188,800 1,740,800 N X 3 1,738,500 2,300
BRITSH TELECOM ADR ADRS 111021408 687,700 5,200 N X 3 5,200
ANHEUSER BUSCH COS INC COMMON 035229103 2,031,500 27,200 N X 1 27,200
ANHEUSER BUSCH COS INC COMMON 035229103 1,336,906 17,900 N X 2 17,900
ANHEUSER BUSCH COS INC COMMON 035229103 7,767,500 104,000 N X 3 104,000
BOSTON PROPERTIES INC COMMON 101121101 581,306 15,050 N X 3 15,050
BRAZIL FUND BR EQU 105759104 2,590,430 151,266 N X 1 20,266 131,000
BRAZILIAN EQUITY FUND BR EQU 105884100 1,063,375 181,000 N X 1 181,000
CITIGROUP INC COMMON 172967101 3,416,175 56,700 N X 1 56,700
CITIGROUP INC COMMON 172967101 4,455,488 73,950 N X 2 73,950
CITIGROUP INC COMMON 172967101 78,049,236 1,295,423 N X 3 1,294,223 1,200
COMPUTER ASSOCIATES INTL COMMON 204912109 2,707,819 52,900 N X 1 52,900
COMPUTER ASSOCIATES INTL COMMON 204912109 2,784,600 54,400 N X 2 54,400
COMPUTER ASSOCIATES INTL COMMON 204912109 39,347,831 768,700 N X 3 768,700
CONAGRA INC COMMON 205887102 508,969 26,700 N X 1 26,700
CONAGRA INC COMMON 205887102 305,000 16,000 N X 2 16,000
CARDINAL HEALTH INC COMMON 14149Y108 2,567,800 34,700 N X 1 34,200 500
CARDINAL HEALTH INC COMMON 14149Y108 932,400 12,600 N X 2 12,600
CALDERA SYSTEMS COMMON 128780103 221,409 16,950 N X 3 16,950
CATERPILLAR COMMON 149123101 667,338 19,700 N X 1 19,700
CATERPILLAR COMMON 149123101 389,563 11,500 N X 2 11,500
CATERPILLAR COMMON 149123101 467,475 13,800 N X 3 13,800
CHUBB CORP COMMON 171232101 559,650 9,100 N X 1 9,100
CHUBB CORP COMMON 171232101 350,550 5,700 N X 2 5,700
COOPER INDUSTRIES COMMON 216669101 325,625 10,000 N X 1 10,000
COOPER INDUSTRIES COMMON 216669101 341,906 10,500 N X 2 10,500
CUBIST PHAMACEUTICALS INC COMMON 229678107 467,875 9,500 N X 1 9,500
CUBIST PHAMACEUTICALS INC COMMON 229678107 1,605,550 32,600 N X 3 32,600
CIRCUIT CITY STORES CC GRO COMMON 172737108 33,922,736 1,022,154 N X 1 1,021,254 900
CIRCUIT CITY STORES CC GRO COMMON 172737108 4,520,138 136,200 N X 2 136,200
C COR NET COMMON 125010108 545,400 20,200 N X 1 20,200
C COR NET COMMON 125010108 1,879,200 69,600 N X 3 69,600
COCA COLA ENTERPRISES COMMON 191219104 247,950 15,200 N X 1 15,200
CROWN CORK & SEAL INC COMMON 228255105 186,000 12,400 N X 1 12,400
CROWN CORK & SEAL INC COMMON 228255105 217,500 14,500 N X 2 14,500
CARNIVAL CRUISE LINES COMMON 143658102 35,546,550 1,822,900 N X 1 1,528,500 294,400
CARNIVAL CRUISE LINES COMMON 143658102 6,037,200 309,600 N X 2 309,600
CARNIVAL CRUISE LINES COMMON 143658102 354,900 18,200 N X 3 8,600 9,600
COUNTRYWIDE CREDIT INDUSTR COMMON 222372104 333,438 11,000 N X 1 11,000
COUNTRYWIDE CREDIT INDUSTR COMMON 222372104 391,031 12,900 N X 2 12,900
CONCENTREX INC COMMON 20589S105 528,136 132,034 N X 1 132,034
CLEAR CHANNEL COMMUNICATIO COMMON 184502102 510,000 6,800 N X 1 6,800
CLEAR CHANNEL COMMUNICATIO COMMON 184502102 817,500 10,900 N X 2 10,900
CENDENT CORP COMMON 151313103 616,000 44,000 N X 1 44,000
CENDENT CORP COMMON 151313103 322,000 23,000 N X 2 23,000
COMDISCO INC COMMON 200336105 18,258,319 818,300 N X 3 818,300
CATELLUS CORP COMMON 149111106 1,036,500 69,100 N X 3 69,100
CONSTELLATION ENERGY GROUP COMMON 210371100 267,013 8,200 N X 1 8,200
CRESENT REAL ESTATE EQUITI COMMON 225756105 393,600 19,200 N X 3 19,200
CELGENE CORP COMMON 151020104 57,980,100 984,800 N X 3 984,800
CERIDIAN CORP. COMMON 15677T106 356,125 14,800 N X 1 14,800
CERIDIAN CORP. COMMON 15677T106 418,688 17,400 N X 2 17,400
CEPHALON INC COMMON 156708109 36,194,438 604,500 N X 3 604,500
CFW COMMUNICATIONS COMMON 124923103 2,580,000 68,800 N X 1 68,800
THE CHILE FUND CL EQU 168834109 1,196,325 122,700 N X 1 101,700 21,000
CHIRON CORP COMMON 170040109 45,804,250 964,300 N X 3 964,300
C&D TECHNOLOGIES COMMON 124661109 1,005,700 17,800 N X 1 17,800
C&D TECHNOLOGIES COMMON 124661109 310,750 5,500 N X 2 5,500
C&D TECHNOLOGIES COMMON 124661109 3,808,100 67,400 N X 3 67,400
O'CHARLEYS COMMON 670823103 2,968,888 217,900 N X 1 217,900
CHEVRON COMMON 166751107 11,839,825 139,600 N X 1 139,600
CIGNA CORP COMMON 125509109 169,015,462 1,807,652 N X 1 1,615,454 192,198
CIGNA CORP COMMON 125509109 25,310,450 270,700 N X 2 270,700
CIGNA CORP COMMON 125509109 1,486,650 15,900 N X 3 7,500 8,400
CINERGY CORP COMMON 172474108 226,394 8,900 N X 1 8,900
CARMIKE CINEMAS COMMON 143436103 1,382,213 356,700 N X 1 356,700
CKE RESTAURANTS COMMON 12561E105 1,815,000 605,000 N X 1 605,000
COLGATE PALMOLIVE CO COMMON 194162103 706,525 11,800 N X 1 11,800
COLGATE PALMOLIVE CO COMMON 194162103 1,137,625 19,000 N X 2 19,000
CADIZ INC COMMON 127537108 192,800 24,100 N X 3 24,100
CELADON GROUP INC COMMON 150838100 3,827,306 340,205 N X 1 340,205
CLEAN HARBORS INC COMMON 184496107 210,375 102,000 N X 1 102,000
CELERITEK INC COMMON 150926103 534,644 13,100 N X 1 13,100
CELERITEK INC COMMON 150926103 2,003,894 49,100 N X 3 49,100
CLOROX CO DEL COMMON 189054109 542,231 12,100 N X 1 12,100
CLOROX CO DEL COMMON 189054109 345,056 7,700 N X 2 7,700
CANDELA CORP COMMON 136907102 2,973,838 325,900 N X 1 325,900
CANADIAN IMPERIAL BANK OF CA EQU 136069101 216,734 7,900 N X 2 7,900
COMERICA COMMON 200340107 376,950 8,400 N X 1 8,400
COMERICA COMMON 200340107 224,375 5,000 N X 2 5,000
CHASE MANHATTAN CORP COMMON 16161A108 1,153,866 25,050 N X 1 25,050
CHASE MANHATTAN CORP COMMON 16161A108 1,844,803 40,050 N X 2 40,050
COLORADO MEDTECH COMMON 19652U104 1,906,375 302,000 N X 1 302,000
COMMONWEALTH INDUSTRIES IN COMMON 203004106 3,960,338 674,100 N X 1 674,100
Credence Systems Corp COMMON 225302108 849,888 15,400 N X 1 15,400
Credence Systems Corp COMMON 225302108 242,825 4,400 N X 2 4,400
Credence Systems Corp COMMON 225302108 2,919,419 52,900 N X 3 52,900
CMS ENERGY CORP COMMON 125896100 50,495,799 2,282,296 N X 1 1,972,096 310,200
CMS ENERGY CORP COMMON 125896100 4,369,688 197,500 N X 2 197,500
COMVERSE TECHNOLOGY COMMON 205862402 251,100 2,700 N X 1 2,700
COMVERSE TECHNOLOGY COMMON 205862402 455,700 4,900 N X 2 4,900
CONSECO COMMON 208464107 112,125 11,500 N X 1 11,500
CANADIAN NATIONAL RAILWAY CA EQU 136375102 18,552,460 637,800 N X 1 633,200 4,600
CANADIAN NATIONAL RAILWAY CA EQU 136375102 9,223,871 317,100 N X 2 317,100
CENTERPOINT PROPERTIES TRU COMMON 151895109 3,469,700 85,146 N X 1 85,146
CENTERPOINT PROPERTIES TRU COMMON 151895109 468,625 11,500 N X 3 11,500
CONEXANT SYSTEMS INC COMMON 207142100 612,675 12,600 N X 1 12,600
CONEXANT SYSTEMS INC COMMON 207142100 1,069,750 22,000 N X 2 22,000
COACHMEN INDUSTRIES COMMON 189873102 9,405,839 817,899 N X 1 817,899
CONOCO CLASS B COMMON 208251405 15,412,428 627,478 N X 1 627,478
CONOCO CLASS B COMMON 208251405 1,724,902 70,225 N X 2 70,225
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 285,600 6,400 N X 1 6,400
3 COM COMMON 885535104 1,146,738 19,900 N X 1 19,900
3 COM COMMON 885535104 633,875 11,000 N X 2 11,000
COR THERAPEUTICS INC. COMMON 217753102 464,953 5,450 N X 1 5,450
COR THERAPEUTICS INC. COMMON 217753102 64,445,063 755,400 N X 3 755,400
COVAD COMMUNICATIONS COMMON 222814204 13,162,031 816,250 N X 3 816,250
CANADIAN PACIFIC LIMITED N CA EQU 135923100 10,850,352 418,671 N X 1 412,571 6,100
CANADIAN PACIFIC LIMITED N CA EQU 135923100 10,254,772 395,690 N X 2 395,690
CAMPBELL SOUP COMPANY COMMON 134429109 428,138 14,700 N X 1 14,700
CALLON PETROLEUM CO COMMON 13123X102 10,973,466 737,712 N X 1 737,712
CP AND L ENERGY INC COMMON 12614C106 21,216,081 664,300 N X 1 664,300
COMPAQ COMPUTER COMMON 204493100 136,968,988 5,358,200 N X 1 4,923,600 434,600
COMPAQ COMPUTER COMMON 204493100 23,389,688 915,000 N X 2 915,000
COMPAQ COMPUTER COMMON 204493100 117,932,594 4,613,500 N X 3 4,585,100 28,400
CAMDEN PROPERTY TRUST COMMON 133131102 948,813 32,300 N X 3 32,300
COST PLUS COMMON 221485105 514,941 17,950 N X 1 17,950
COST PLUS COMMON 221485105 1,771,453 61,750 N X 3 61,750
COMPUWARE CORP. COMMON 205638109 100,209,013 9,658,700 N X 1 8,390,300 1,268,400
COMPUWARE CORP. COMMON 205638109 14,155,650 1,364,400 N X 2 1,364,400
COMPUWARE CORP. COMMON 205638109 876,688 84,500 N X 3 39,800 44,700
PE CORP-CELERA GENOMICS GR COMMON 69332S201 40,335,900 431,400 N X 3 431,400
CHARLES RIVER ASSOCIATES I COMMON 159852102 616,875 35,000 N X 3 35,000
CREO PRODUCTS INC COMMON 225606102 50,716,029 2,229,276 N X 1 2,229,276
CREO PRODUCTS INC COMMON 225606102 850,668 37,392 N X 2 37,392
CORNERSTONE STRATEGIC RETU ZZ EQU 153455100 492,750 43,800 N X 1 43,800
CAPTEC NET LEASE COMMON 140724105 281,600 25,600 N X 3 25,600
CROWN CRAFTS COMMON 228309100 327,488 291,100 N X 1 291,100
CABLETRON SYSTEMS INC COMMON 126920107 454,500 18,000 N X 1 18,000
CABLETRON SYSTEMS INC COMMON 126920107 552,975 21,900 N X 2 21,900
COMPUTER SCIENCES CORP COMMON 205363104 48,188,375 645,200 N X 1 436,300 208,900
COMPUTER SCIENCES CORP COMMON 205363104 4,339,344 58,100 N X 2 58,100
COMPUTER SCIENCES CORP COMMON 205363104 39,494,750 528,800 N X 3 525,500 3,300
CISCO SYSTEMS INC COMMON 17275R102 9,356,400 147,200 N X 1 147,200
CISCO SYSTEMS INC COMMON 17275R102 15,000,750 236,000 N X 2 236,000
CISCO SYSTEMS INC COMMON 17275R102 171,243,731 2,694,100 N X 3 2,690,000 4,100
CSX CORP COMMON 126408103 3,476,869 164,100 N X 1 164,100
CSX CORP COMMON 126408103 519,094 24,500 N X 2 24,500
TELECOM CHILE ADR ADRS 204449300 2,162,349 119,302 N X 1 97,970 21,332
CT COMMUNICATIONS COMMON 126426402 457,844 16,100 N X 1 16,100
CENTURYTEL INC COMMON 156700106 580,750 20,200 N X 1 20,200
COMMSCOPE INC COMMON 203372107 9,225,000 225,000 N X 1 224,800 200
COMMSCOPE INC COMMON 203372107 1,143,900 27,900 N X 2 27,900
CITRIX SYSTEMS COMMON 177376100 374,963 19,800 N X 1 19,800
CITRIX SYSTEMS COMMON 177376100 378,750 20,000 N X 2 20,000
CIA CERVECERIA UNIDAS ADR ADRS 204429104 297,206 13,100 N X 1 8,300 4,800
CVS CORP COMMON 126650100 42,848,000 1,071,200 N X 1 1,047,900 23,300
CVS CORP COMMON 126650100 6,604,000 165,100 N X 2 165,100
CVS CORP COMMON 126650100 392,000 9,800 N X 3 4,600 5,200
CV THERAPEUTICS INC COMMON 126667104 33,931,934 489,550 N X 3 489,550
CEMEX SA ADR PART CER ADRS 151290889 454,270 19,434 N X 1 19,434
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 768,950 18,200 N X 1 18,200
CYTYC CORP COMMON 232946103 640,500 12,000 N X 1 12,000
CYTYC CORP COMMON 232946103 2,412,550 45,200 N X 3 45,200
DOMINION RESOURCES INC COMMON 25746U109 1,449,175 33,800 N X 1 33,800
DELTA AIR LINES COMMON 247361108 242,700 4,800 N X 1 4,800
DRESS BARN COMMON 261570105 2,312,063 104,500 N X 1 104,500
DOBSON COMMUNICATIONS CORP COMMON 256069105 313,775 16,300 N X 3 16,300
DANA CORPORATION COMMON 235811106 341,119 16,100 N X 1 16,100
DANA CORPORATION COMMON 235811106 389,850 18,400 N X 2 18,400
DU PONT E I DE NEMOURS & C COMMON 263534109 5,095,344 116,465 N X 1 116,465
DU PONT E I DE NEMOURS & C COMMON 263534109 3,502,363 80,054 N X 2 80,054
DU PONT E I DE NEMOURS & C COMMON 263534109 503,125 11,500 N X 3 11,500
DEERE & CO COMMON 244199105 484,700 13,100 N X 1 13,100
DEERE & CO COMMON 244199105 281,200 7,600 N X 2 7,600
DELL COMPUTER CORP COMMON 247025109 69,284,063 1,405,000 N X 1 1,378,300 26,700
DELL COMPUTER CORP COMMON 247025109 15,661,650 317,600 N X 2 317,600
DELL COMPUTER CORP COMMON 247025109 42,724,350 866,400 N X 3 859,300 7,100
DELTA FINANCIAL CORPORATIO COMMON 247918105 646,588 397,900 N X 1 397,900
DEPARTMENT 56 INC COMMON 249509100 3,373,700 306,700 N X 1 306,700
DOLLAR GENERAL CORP COMMON 256669102 321,141 16,469 N X 1 16,469
DOLLAR GENERAL CORP COMMON 256669102 209,016 10,719 N X 2 10,719
QUEST DIAGNOSTICS INC COMMON 74834L100 1,233,375 16,500 N X 1 16,500
QUEST DIAGNOSTICS INC COMMON 74834L100 381,225 5,100 N X 2 5,100
QUEST DIAGNOSTICS INC COMMON 74834L100 4,268,225 57,100 N X 3 57,100
DANAHER CORP COMMON 235851102 370,781 7,500 N X 1 7,500
DANAHER CORP COMMON 235851102 222,469 4,500 N X 2 4,500
DISNEY WALT CO COMMON 254687106 4,665,263 120,200 N X 1 120,200
DISNEY WALT CO COMMON 254687106 2,821,669 72,700 N X 2 72,700
DISNEY WALT CO COMMON 254687106 46,633,219 1,201,500 N X 3 1,200,000 1,500
DOW JONES & CO INC COMMON 260561105 366,250 5,000 N X 1 5,000
DOW JONES & CO INC COMMON 260561105 212,425 2,900 N X 2 2,900
DEL MONTE FOODS COMMON 24522P103 5,055,556 742,100 N X 1 742,100
GENENTECH INC COMMON 368710406 51,307,600 298,300 N X 3 298,300
DUN & BRADSTREET COMMON 26483B106 257,625 9,000 N X 1 9,000
DOVER CORP COMMON 260003108 1,431,856 35,300 N X 1 35,300
DOVER CORP COMMON 260003108 267,713 6,600 N X 2 6,600
DOW CHEMICAL COMMON 260543103 14,366,231 475,900 N X 1 475,900
DOW CHEMICAL COMMON 260543103 642,994 21,300 N X 2 21,300
DOW CHEMICAL COMMON 260543103 362,250 12,000 N X 3 12,000
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 387,042 26,578 N X 1 26,578
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 264,309 18,150 N X 2 18,150
DENDRITE INTERNATIONAL COMMON 248239105 811,159 24,350 N X 1 24,350
DENDRITE INTERNATIONAL COMMON 248239105 236,519 7,100 N X 2 7,100
DENDRITE INTERNATIONAL COMMON 248239105 2,791,588 83,800 N X 3 83,800
DATA RETURN COMMON 23785M104 203,000 7,000 N X 3 7,000
DATASCOPE CORP COMMON 238113104 388,800 10,800 N X 1 10,800
DATASCOPE CORP COMMON 238113104 1,328,400 36,900 N X 3 36,900
QUANTUM CORP-DLT & STORAGE COMMON 747906204 5,642,000 582,400 N X 1 582,400
DT INDUSTRIES COMMON 23333J108 5,689,941 606,927 N X 1 606,927
DUKE ENERGY COMMON 264399106 1,161,325 20,600 N X 1 20,600
DUKE ENERGY COMMON 264399106 670,863 11,900 N X 2 11,900
DEVRY INC COMMON 251893103 3,235,950 122,400 N X 1 122,400
DOVER DOWNS ENTERTAINMENT COMMON 260086103 6,970,600 497,900 N X 1 497,900
ENI ADS (CNV TO 10 ORD SHS ADRS 26874R108 15,245,125 262,000 N X 1 258,000 4,000
ENI ADS (CNV TO 10 ORD SHS ADRS 26874R108 11,917,731 204,816 N X 2 204,816
ENGELHARD CORP COMMON 292845104 220,106 12,900 N X 1 12,900
ENGELHARD CORP COMMON 292845104 238,875 14,000 N X 2 14,000
ECI TELECOM LTD ADR IL EQU 268258100 1,444,300 40,400 N X 1 24,100 16,300
ECOLAB COMMON 278865100 277,344 7,100 N X 1 7,100
CONSOL EDISON OF NY COMMON 209115104 266,625 9,000 N X 1 9,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 230,766,938 5,594,350 N X 1 5,088,150 506,200
ELECTRONIC DATA SYSTEMS COMMON 285661104 30,772,500 746,000 N X 2 746,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 27,542,625 667,700 N X 3 644,300 23,400
EQUIFAX INC COMMON 294429105 370,125 14,100 N X 1 14,100
EQUIFAX INC COMMON 294429105 414,750 15,800 N X 2 15,800
EDISON INTERNATIONAL COMMON 281020107 430,500 21,000 N X 1 21,000
EDISON INTERNATIONAL COMMON 281020107 229,600 11,200 N X 2 11,200
EASTMAN KODAK COMMON 277461109 1,987,300 33,400 N X 1 33,400
EASTMAN KODAK COMMON 277461109 2,261,000 38,000 N X 2 38,000
EASTMAN KODAK COMMON 277461109 612,850 10,300 N X 3 10,300
EMS TECH INC COMMON 26873N108 10,325,880 573,660 N X 1 573,660
ELANTEC SEMICONDUCTOR COMMON 284155108 1,719,738 24,700 N X 1 24,700
ELANTEC SEMICONDUCTOR COMMON 284155108 515,225 7,400 N X 2 7,400
ELANTEC SEMICONDUCTOR COMMON 284155108 6,356,763 91,300 N X 3 91,300
CIA PARANAENSE ENERGY ADR ADRS 20441B407 372,500 40,000 N X 1 40,000
EMC CORPORATION COMMON 268648102 1,738,788 22,600 N X 1 22,600
EMC CORPORATION COMMON 268648102 2,400,450 31,200 N X 2 31,200
EMC CORPORATION COMMON 268648102 126,039,012 1,638,200 N X 3 1,637,500 700
EMISPHERE TECHNOLOGIES COMMON 291345106 9,045,971 212,300 N X 1 212,300
EMCORE CORP COMMON 290846104 53,400,000 445,000 N X 3 445,000
EMMIS COMMUNICATIONS CORP COMMON 291525103 17,998,125 435,000 N X 1 435,000
EMMIS COMMUNICATIONS CORP COMMON 291525103 1,075,750 26,000 N X 3 26,000
EASTMAN CHEMICAL COMPANY COMMON 277432100 49,752,062 1,041,928 N X 1 855,828 186,100
EASTMAN CHEMICAL COMPANY COMMON 277432100 5,381,425 112,700 N X 2 112,700
EMERSON ELECTRIC COMMON 291011104 205,003,313 3,395,500 N X 1 3,001,300 394,200
EMERSON ELECTRIC COMMON 291011104 23,455,688 388,500 N X 2 388,500
EMERSON ELECTRIC COMMON 291011104 2,173,500 36,000 N X 3 23,400 12,600
E-MERGE INTERACTIVE COMMON 29088W103 14,823,550 826,400 N X 3 826,400
EMBRATEL ADR ADRS 29081N100 1,750,613 74,100 N X 1 39,100 35,000
ENRON CORP COMMON 293561106 58,688,550 909,900 N X 3 909,900
ENZON INC COMMON 293904108 16,995,750 399,900 N X 3 399,900
EMPRESA NAC ELEC CHILE ADR ADRS 29244T101 354,708 32,064 N X 1 25,564 6,500
EQUITY OFFICE PROPERTIES COMMON 294741103 1,691,979 61,387 N X 3 61,387
EQUITY RESIDENTIAL PROPERT COMMON 29476L107 414,000 9,000 N X 3 9,000
ERICSSON LM TEL CL B ADR ADRS 294821400 2,072,000 103,600 N X 3 103,600
EVANS & SUTHERLD CMPTR COMMON 299096107 896,325 140,600 N X 1 140,600
ESS TECHNOLOGY INC COMMON 269151106 2,494,000 172,000 N X 1 172,000
ETINUUM INC COMMON 297664104 10,350,355 1,840,063 N X 1 477,100 1,362,963
EATON CORP COMMON 278058102 596,300 8,900 N X 1 8,900
ENTERGY CORP COMMON 29364G103 75,040,545 2,760,112 N X 1 2,698,612 61,500
ENTERGY CORP COMMON 29364G103 11,310,000 416,000 N X 2 416,000
ENTERGY CORP COMMON 29364G103 706,876 26,000 N X 3 12,200 13,800
EAST WEST BANCORP COMMON 27579R104 4,165,875 289,800 N X 1 289,800
EXAR CORP COMMON 300645108 741,094 8,500 N X 1 8,500
EXAR CORP COMMON 300645108 235,406 2,700 N X 2 2,700
EXAR CORP COMMON 300645108 2,859,750 32,800 N X 3 32,800
EXPEDITORS INTL WASHINGTON COMMON 302130109 793,250 16,700 N X 1 16,700
EXPEDITORS INTL WASHINGTON COMMON 302130109 266,665 5,614 N X 2 5,614
EXPEDITORS INTL WASHINGTON COMMON 302130109 2,755,000 58,000 N X 3 58,000
EXPEDIA COMMON 302125109 4,274,888 288,600 N X 1 288,600
FORD MOTOR CO DEL COMMON 345370100 2,033,900 47,300 N X 1 47,300
FLEETBOSTON FINANCIAL CORP COMMON 339030108 135,747,686 3,992,579 N X 1 3,742,088 250,491
FLEETBOSTON FINANCIAL CORP COMMON 339030108 19,355,962 569,293 N X 2 569,293
FLEETBOSTON FINANCIAL CORP COMMON 339030108 1,033,872 30,408 N X 3 14,321 16,087
FIRST CONSULTING GROUP COMMON 31986R103 2,635,713 473,836 N X 1 473,836
FEDERATED DEPT STORES COMMON 31410H101 45,970,875 1,362,100 N X 1 1,159,300 202,800
FEDERATED DEPT STORES COMMON 31410H101 5,271,750 156,200 N X 2 156,200
FIRST DATA CORP COMMON 319963104 154,543,812 3,114,233 N X 1 2,704,879 409,354
FIRST DATA CORP COMMON 319963104 20,649,161 416,104 N X 2 416,104
FIRST DATA CORP COMMON 319963104 1,275,363 25,700 N X 3 12,100 13,600
FEDEX CORP COMMON 31428X106 279,598,300 7,357,850 N X 1 6,726,650 631,200
FEDEX CORP COMMON 31428X106 36,784,000 968,000 N X 2 968,000
FEDEX CORP COMMON 31428X106 1,767,000 46,500 N X 3 21,900 24,600
FBL FINANCIAL GROUP INC COMMON 30239F106 8,094,933 513,964 N X 1 513,964
FORT JAMES CORP COMMON 347471104 85,028,197 3,676,895 N X 1 3,201,495 475,400
FORT JAMES CORP COMMON 347471104 8,174,688 353,500 N X 2 353,500
FLEXTRONICS INT LTD COMMON Y2573F102 1,075,852 15,663 N X 1 15,663
FLEXTRONICS INT LTD COMMON Y2573F102 333,615 4,857 N X 2 4,857
FLEXTRONICS INT LTD COMMON Y2573F102 19,789,006 288,102 N X 3 288,102
1 800 FLOWERS COMMON 68243Q106 2,037,188 397,500 N X 1 397,500
FREMONT GENERAL CORP COMMON 357288109 1,968,750 500,000 N X 3 500,000
FINLAY ENTERPRISES COMMON 317884203 6,477,900 498,300 N X 1 498,300
FED NAT MTG ASSN COMMON 313586109 2,852,047 54,650 N X 1 54,650
FED NAT MTG ASSN COMMON 313586109 1,732,625 33,200 N X 2 33,200
FORTUNE BRANDS COMMON 349631101 212,175 9,200 N X 1 9,200
SPRINT CORPORATION COMMON 852061100 979,200 19,200 N X 3 19,200
FORMULA SYSTEMS (1985) ADR ADRS 346414105 243,800 4,600 N X 1 4,600
FPL GROUP INC COMMON 302571104 465,300 9,400 N X 1 9,400
FPL GROUP INC COMMON 302571104 287,100 5,800 N X 2 5,800
FREDDIE MAC COMMON 313400301 976,050 24,100 N X 1 24,100
FRED S INC COMMON 356108100 4,806,000 267,000 N X 1 267,000
FOREST LABS COMMON 345838106 888,800 8,800 N X 1 8,800
FIRSTAR CORP COMMON 33763V109 414,931 19,700 N X 1 19,700
FIRSTAR CORP COMMON 33763V109 664,080 31,529 N X 2 31,529
FEDERAL SIGNAL CORP COMMON 313855108 6,326,100 383,400 N X 1 383,400
FIRST UNION CORP COMMON 337358105 1,540,856 62,100 N X 1 62,100
FIRST UNION CORP COMMON 337358105 794,000 32,000 N X 2 32,000
FORWARD AIR CORP COMMON 349853101 900,000 22,500 N X 1 22,500
FORWARD AIR CORP COMMON 349853101 294,000 7,350 N X 2 7,350
FORWARD AIR CORP COMMON 349853101 3,138,000 78,450 N X 3 78,450
GILETTE COMMON 375766102 1,659,531 47,500 N X 1 47,500
GREATER BAY BANCORP COMMON 391648102 3,604,425 77,100 N X 1 77,100
GREATER BAY BANCORP COMMON 391648102 1,514,700 32,400 N X 3 32,400
GLOBAL CROSSING INC COMMON G3921A100 13,571,988 515,800 N X 3 515,800
GABLES RESIDENTIAL TRUST COMMON 362418105 283,250 11,000 N X 3 11,000
GRANITE BROADCASTING COMMON 387241102 2,201,275 298,478 N X 1 298,478
GANNETT INC COMMON 364730101 957,000 16,000 N X 1 16,000
GANNETT INC COMMON 364730101 538,313 9,000 N X 2 9,000
GENERAL DYNAMICS CORP COMMON 369550108 564,300 10,800 N X 1 10,800
GENERAL DYNAMICS CORP COMMON 369550108 339,625 6,500 N X 2 6,500
GARDNER DENVER INC COMMON 365558105 5,119,400 286,400 N X 1 286,400
GUIDANT CORP COMMON 401698105 999,900 20,200 N X 1 20,200
GUIDANT CORP COMMON 401698105 782,100 15,800 N X 2 15,800
GUIDANT CORP COMMON 401698105 54,098,550 1,092,900 N X 3 1,091,500 1,400
GOLDEN WEST FINANCIAL CORP COMMON 381317106 212,225 5,200 N X 2 5,200
GOODYS FAMILY CLOTHING INC COMMON 382588101 3,048,485 554,270 N X 1 554,270
GEN ELECTRIC COMMON 369604103 11,008,100 207,700 N X 1 207,700
GEN ELECTRIC COMMON 369604103 17,622,500 332,500 N X 2 332,500
GEN ELECTRIC COMMON 369604103 128,747,600 2,429,200 N X 3 2,425,600 3,600
GELTEX PHARMACEUTICALS INC COMMON 368538104 14,772,225 722,800 N X 3 722,800
GENSET ADR ADRS 37244T104 6,368,625 275,400 N X 3 275,400
GENZYME CORP GENL DIV COMMON 372917104 63,794,685 1,073,307 N X 1 1,072,407 900
GENZYME CORP GENL DIV COMMON 372917104 7,851,694 132,100 N X 2 132,100
GENZYME CORP GENL DIV COMMON 372917104 36,417,356 612,700 N X 3 612,700
GRACO INC COMMON 384109104 510,250 15,700 N X 1 15,700
GRACO INC COMMON 384109104 1,758,250 54,100 N X 3 54,100
GILEAD SCIENCES INC. COMMON 375558103 24,125,600 339,200 N X 3 339,200
GENERAL MILLS INC COMMON 370334104 462,825 12,100 N X 1 12,100
GENERAL MILLS INC COMMON 370334104 631,125 16,500 N X 3 14,500 2,000
GLENBOROUGH REALTY TRUST COMMON 37803P105 190,069 10,900 N X 3 10,900
GOLD BANC CORP. INC COMMON 379907108 197,500 39,500 N X 2 39,500
GUILFORD PHARMACEUTICALS I COMMON 401829106 6,476,875 430,000 N X 3 430,000
GREAT LAKES CHEMICAL CORP COMMON 390568103 217,350 6,900 N X 2 6,900
CORNING INC COMMON 219350105 215,900 800 N X 1 800
CORNING INC COMMON 219350105 1,862,138 6,900 N X 3 6,900
GEN MOTORS COMMON 370442105 1,140,928 19,650 N X 1 19,650
GEN MOTORS COMMON 370442105 550,142 9,475 N X 3 9,475
GEN MOTORS CLASS H NEW COMMON 370442832 555,984 6,336 N X 1 6,336
GEN MOTORS CLASS H NEW COMMON 370442832 291,944 3,327 N X 3 3,327
GATX CORP COMMON 361448103 25,891,000 761,500 N X 1 625,800 135,700
GATX CORP COMMON 361448103 2,723,400 80,100 N X 2 80,100
GEORGIA PACIFIC CORP COMMON 373298108 257,250 9,800 N X 1 9,800
GAP INC COMMON 364760108 1,731,250 55,400 N X 1 55,400
GAP INC COMMON 364760108 1,064,063 34,050 N X 2 34,050
GAP INC COMMON 364760108 37,509,375 1,200,300 N X 3 1,198,700 1,600
GREAT PLAINS SOFTWARE COMMON 39119E105 2,517,888 128,300 N X 1 128,300
GREENPOINT FINANCIAL CORP COMMON 395384100 81,028,125 4,321,500 N X 1 3,669,900 651,600
GREENPOINT FINANCIAL CORP COMMON 395384100 7,203,750 384,200 N X 2 384,200
GOLF TRUST OF AMERICA COMMON 38168B103 5,234,527 329,734 N X 1 329,734
GTE CORP COMMON 362320103 2,353,050 37,800 N X 1 37,800
GATEWAY INC COMMON 367626108 176,682,613 3,113,350 N X 1 2,814,450 298,900
GATEWAY INC COMMON 367626108 26,114,648 460,170 N X 2 460,170
GATEWAY INC COMMON 367626108 17,178,225 302,700 N X 3 288,400 14,300
GRAINGER W W INC COMMON 384802104 50,393,844 1,635,500 N X 1 1,469,400 166,100
GRAINGER W W INC COMMON 384802104 4,834,481 156,900 N X 2 156,900
HARCOURT GENERAL INC COMMON 41163G101 212,063 3,900 N X 1 3,900
HAMILTON BANCORP COMMON 407013101 6,510,000 372,000 N X 1 372,000
HAIN CELESTIAL GROUP INC COMMON 405217100 1,103,927 30,090 N X 1 30,090
HAIN CELESTIAL GROUP INC COMMON 405217100 348,054 9,487 N X 2 9,487
HAIN CELESTIAL GROUP INC COMMON 405217100 3,916,904 106,764 N X 3 106,764
HALLIBURTON COMMON 406216101 217,063 4,600 N X 1 4,600
HALLIBURTON COMMON 406216101 283,125 6,000 N X 2 6,000
HALLIBURTON COMMON 406216101 63,151,031 1,338,300 N X 3 1,336,800 1,500
HASBRO INC. COMMON 418056107 322,338 21,400 N X 1 21,400
HASBRO INC. COMMON 418056107 317,819 21,100 N X 2 21,100
HUNTINGTON BANCSHARES COMMON 446150104 188,169 11,900 N X 1 11,900
HCA - THE HEALTHCARE COMPA COMMON 404119109 990,225 32,600 N X 1 32,600
HCA - THE HEALTHCARE COMPA COMMON 404119109 552,825 18,200 N X 2 18,200
HOME DEPOT COMMON 437076102 1,153,556 23,100 N X 1 23,100
HOME DEPOT COMMON 437076102 1,607,988 32,200 N X 2 32,200
HANDLEMAN CO DEL COMMON 410252100 3,698,750 295,900 N X 1 295,900
HARDINGE INC COMMON 412324303 2,499,802 239,502 N X 1 239,502
HELIX TECHNOLOGY CORP COMMON 423319102 612,300 15,700 N X 1 15,700
HELIX TECHNOLOGY CORP COMMON 423319102 2,304,900 59,100 N X 3 59,100
HERBALIFE INTERNATIONAL IN COMMON 426908307 3,724,174 472,911 N X 1 472,911
HAGGAR CORPORATION COMMON 405173105 3,509,243 298,659 N X 1 298,659
HUMAN GENOME SCIENCES INC COMMON 444903108 64,900,275 486,600 N X 3 486,600
HOOPER HOLMES COMMON 439104100 263,200 32,900 N X 1 32,900
HOOPER HOLMES COMMON 439104100 81,600 10,200 N X 2 10,200
HOOPER HOLMES COMMON 439104100 989,600 123,700 N X 3 123,700
HARTE HANKS COMMUNICATIONS COMMON 416196103 6,638,475 265,539 N X 1 265,539
HOUSEHOLD INTERNATIONAL CO COMMON 441815107 127,048,251 3,056,800 N X 1 2,654,600 402,200
HOUSEHOLD INTERNATIONAL CO COMMON 441815107 13,595,094 327,100 N X 2 327,100
HOUSEHOLD INTERNATIONAL CO COMMON 441815107 822,937 19,800 N X 3 9,300 10,500
HIBERNIA CORP COMMON 428656102 9,787,500 900,000 N X 1 900,000
HARTFORD FINANCIAL SERVICE COMMON 416515104 699,219 12,500 N X 1 12,500
HARTFORD FINANCIAL SERVICE COMMON 416515104 408,344 7,300 N X 2 7,300
HILTON HOTELS CORP COMMON 432848109 316,875 33,800 N X 1 33,800
HILTON HOTELS CORP COMMON 432848109 416,250 44,400 N X 2 44,400
HARTMARX COMMON 417119104 1,835,883 716,442 N X 1 716,442
HUANENG POWER INTL ADR ADRS 443304100 854,663 64,200 N X 1 34,200 30,000
HEINZ H J CO COMMON 423074103 861,875 19,700 N X 1 19,700
HEINZ H J CO COMMON 423074103 511,875 11,700 N X 2 11,700
HONEYWELL INTERNATIONAL IN COMMON 438516106 2,379,584 70,637 N X 1 70,637
HONEYWELL INTERNATIONAL IN COMMON 438516106 2,425,062 71,987 N X 2 71,987
HONEYWELL INTERNATIONAL IN COMMON 438516106 33,592,737 997,187 N X 3 997,187
STARWOOD HOTELS AND RESORT COMMON 85590A203 740,797 22,750 N X 3 22,750
HARRIS INTERACTIVE INC COMMON 414549105 56,019,587 11,565,334 N X 1 11,565,334
HARRIS INTERACTIVE INC COMMON 414549105 1,089,573 224,944 N X 2 224,944
H & R BLOCK COMMON 093671105 330,225 10,200 N X 1 10,200
H & R BLOCK COMMON 093671105 382,025 11,800 N X 2 11,800
HEALTHSOUTH CORP COMMON 421924101 110,688 15,400 N X 1 15,400
HERSHEY FOODS COMMON 427866108 257,050 5,300 N X 1 5,300
HAVERTY FURNITURE COMPANIE COMMON 419596101 133,450 15,700 N X 1 15,700
HAVERTY FURNITURE COMPANIE COMMON 419596101 459,000 54,000 N X 3 54,000
HEWLETT-PACKARD COMMON 428236103 2,559,938 20,500 N X 1 20,500
HEWLETT-PACKARD COMMON 428236103 4,120,875 33,000 N X 2 33,000
HEWLETT-PACKARD COMMON 428236103 32,092,875 257,000 N X 3 257,000
INTERACT COMMERCE CORP COMMON 45839Y107 398,235 33,713 N X 1 33,713
I B M COMMON 459200101 13,788,441 125,850 N X 1 125,850
I B M COMMON 459200101 6,760,006 61,700 N X 2 61,700
I B M COMMON 459200101 117,976,900 1,076,800 N X 3 1,076,000 800
INTRABIOTICS PHARMACEUTICA COMMON 46116T100 23,654,039 886,334 N X 1 886,334
INTRABIOTICS PHARMACEUTICA COMMON 46116T100 3,857,651 144,549 N X 2 144,549
ICICI ADR LONDON QUOTE GDR/GD 44926P103 243,750 13,000 N X 1 13,000
IDEC PHARMACEUTICALS CORP COMMON 449370105 46,995,388 400,600 N X 3 400,600
INNERDYNE INC COMMON 45764D102 82,460 11,181 N X 1 11,181
INVESTORS FINANCIAL SERVIC COMMON 461915100 1,214,438 30,600 N X 1 30,600
INVESTORS FINANCIAL SERVIC COMMON 461915100 387,033 9,752 N X 2 9,752
INVESTORS FINANCIAL SERVIC COMMON 461915100 4,301,808 108,392 N X 3 108,392
INFORMIX CORP COMMON 456779107 208,473 28,030 N X 1 28,030
THE INDIA FUND INC IN EQU 454089103 567,500 40,000 N X 1 40,000
INFINEON TECH COMMON 45662N103 47,700,575 601,900 N X 3 601,900
INDIA GROWTH FUND INC IN EQU 454090101 227,500 20,000 N X 1 20,000
IMC GLOBAL INC COMMON 449669100 60,694,400 4,668,800 N X 1 4,055,500 613,300
IMC GLOBAL INC COMMON 449669100 5,540,600 426,200 N X 2 426,200
MORGAN STANLEY INDIA FUND IN EQU 61745C105 2,880,000 240,000 N X 1 240,000
ITT INDUSTRIES INC COMMON 450911102 294,638 9,700 N X 1 9,700
ITT INDUSTRIES INC COMMON 450911102 300,713 9,900 N X 2 9,900
INAMED COMMON 453235103 476,125 13,000 N X 1 13,000
INAMED COMMON 453235103 1,633,475 44,600 N X 3 44,600
IMMUNEX CORPORATION COMMON 452528102 229,884 4,650 N X 1 4,650
IMMUNEX CORPORATION COMMON 452528102 370,781 7,500 N X 2 7,500
IMMUNEX CORPORATION COMMON 452528102 110,997,076 2,245,200 N X 3 2,243,400 1,800
IMPERIAL OIL LTD NPV CA EQU 453038408 5,007,081 205,228 N X 1 202,328 2,900
IMPERIAL OIL LTD NPV CA EQU 453038408 5,303,000 217,357 N X 2 217,357
IMPSAT FIBER NETWORKS INC AR EQU 45321T103 333,332 20,050 N X 1 9,500 10,550
GRUPO IMSA ADR ADRS 40048T106 293,082 20,300 N X 1 5,300 15,000
INHALE THERAPEUTIC SYSTEMS COMMON 457191104 23,784,275 234,400 N X 3 234,400
INPRISE CORP COMMON 45766C102 9,464,350 1,545,200 N X 3 1,545,200
INSTITUFORM TECHNOLOGIES COMMON 457667103 634,725 23,400 N X 1 23,400
INSTITUFORM TECHNOLOGIES COMMON 457667103 2,042,513 75,300 N X 3 75,300
INTEL CORP COMMON 458140100 12,486,413 93,400 N X 1 93,400
INTEL CORP COMMON 458140100 15,400,800 115,200 N X 2 115,200
INTEL CORP COMMON 458140100 152,403,751 1,140,000 N X 3 1,138,200 1,800
INTEST INC COMMON 461147100 6,577,948 442,215 N X 1 442,215
INTUIT INC COMMON 461202103 44,411,925 1,073,400 N X 3 1,073,400
INTERNATIONAL PAPER CO COMMON 460146103 593,925 19,922 N X 1 19,922
INTERNATIONAL PAPER CO COMMON 460146103 238,500 8,000 N X 3 8,000
INGERSOLL RAND CO COMMON 456866102 358,225 8,900 N X 1 8,900
INGERSOLL RAND CO COMMON 456866102 209,300 5,200 N X 2 5,200
INGERSOLL RAND CO COMMON 456866102 648,025 16,100 N X 3 16,100
INTEREP NATIONAL RADIO SAL COMMON 45866V109 2,360,875 444,400 N X 1 444,400
IRSA GDR ADRS 450047204 228,750 10,000 N X 1 10,000
INTERSIL HOLDING CO COMMON 46069S109 216,250 4,000 N X 1 4,000
INTERSIL HOLDING CO COMMON 46069S109 735,250 13,600 N X 3 13,600
FIRST ISRAEL FUND INC IL EQU 32063L100 941,870 52,692 N X 1 52,692
ILLINOIS TOOL WORKS INC COMMON 452308109 180,444,900 3,165,700 N X 1 2,848,400 317,300
ILLINOIS TOOL WORKS INC COMMON 452308109 24,350,400 427,200 N X 2 427,200
ILLINOIS TOOL WORKS INC COMMON 452308109 1,430,700 25,100 N X 3 11,800 13,300
JAKKS PACIFIC COMMON 47012E106 266,975 18,100 N X 1 18,100
JAKKS PACIFIC COMMON 47012E106 915,975 62,100 N X 3 62,100
JASON INC COMMON 471171108 6,228,232 647,089 N X 1 647,089
JABIL CIRCUIT COMMON 466313103 16,788,138 338,300 N X 3 338,300
JOHN B. SANFILLIPO COMMON 800422107 1,730,481 589,100 N X 1 589,100
JACK IN THE BOX COMMON 466367109 563,913 22,900 N X 1 22,900
JACK IN THE BOX COMMON 466367109 2,120,213 86,100 N X 3 86,100
JOHNSON CONTROLS COMMON 478366107 68,686,912 1,338,600 N X 1 1,337,700 900
JOHNSON CONTROLS COMMON 478366107 7,147,831 139,300 N X 2 139,300
PENNEY J C INC COMMON 708160106 256,281 13,900 N X 1 13,900
JDA SOFTWARE GROUP INC COMMON 46612K108 6,278,150 327,200 N X 3 327,200
JDS UNIPHASE COMMON 46612J101 74,286,538 619,700 N X 3 619,400 300
JARDINE FLEMING INDIA FUND IN EQU 471112102 675,000 60,000 N X 1 60,000
JLM INDUSTRIES INC COMMON 46621D103 1,509,736 431,353 N X 1 431,353
JNI CORP COMMON 46622G105 3,855,088 121,900 N X 1 121,900
JOHNSON & JOHNSON COMMON 478160104 206,765,501 2,029,600 N X 1 1,706,300 323,300
JOHNSON & JOHNSON COMMON 478160104 26,966,313 264,700 N X 2 264,700
JOHNSON & JOHNSON COMMON 478160104 113,692,500 1,116,000 N X 3 1,106,800 9,200
JEFFERSON PILOT COMMON 475070108 332,981 5,900 N X 1 5,900
J P MORGAN COMMON 616880100 808,318 7,340 N X 3 7,340
WHITEHALL JEWELLERS INC COMMON 965063100 475,869 25,550 N X 1 25,550
WHITEHALL JEWELLERS INC COMMON 965063100 1,633,413 87,700 N X 3 87,700
KENNETH COLE COMMON 193294105 876,000 21,900 N X 1 21,900
KENNETH COLE COMMON 193294105 256,000 6,400 N X 2 6,400
KENNETH COLE COMMON 193294105 2,850,000 71,250 N X 3 71,250
KEANE INC COMMON 486665102 7,266,000 336,000 N X 1 336,000
KOREA ELEC POWER CORP ADR GDR/GD 500631106 2,396,875 130,000 N X 1 130,000
KEYCORP COMMON 493267108 430,050 24,400 N X 1 24,400
KEYCORP COMMON 493267108 253,800 14,400 N X 2 14,400
KOREA FUND KR EQU 500634100 4,612,500 328,000 N X 1 328,000
KING PHARMACEUTICALS COMMON 495582108 802,913 18,300 N X 1 18,300
KING PHARMACEUTICALS COMMON 495582108 253,378 5,775 N X 2 5,775
KING PHARMACEUTICALS COMMON 495582108 3,020,794 68,850 N X 3 68,850
KIMCO REALTY CORP COMMON 49446R109 451,000 11,000 N X 3 11,000
KLA TENCOR COMMON 482480100 35,799,256 611,300 N X 3 611,300
KLLM TRANSPORT SERVICES COMMON 482498102 1,027,267 129,931 N X 1 129,931
K MART CORP COMMON 482584109 183,256 26,900 N X 1 26,900
K MART CORP COMMON 482584109 106,956 15,700 N X 2 15,700
KIMBERLY CLARK CORP COMMON 494368103 93,034,194 1,621,511 N X 1 1,596,311 25,200
KIMBERLY CLARK CORP COMMON 494368103 14,917,500 260,000 N X 2 260,000
KIMBERLY CLARK CORP COMMON 494368103 602,438 10,500 N X 3 4,900 5,600
KENT ELECTRONICS COMMON 490553104 712,519 23,900 N X 1 23,900
KENT ELECTRONICS COMMON 490553104 205,706 6,900 N X 2 6,900
KENT ELECTRONICS COMMON 490553104 2,450,588 82,200 N X 3 82,200
COCA COLA COMMON 191216100 7,616,213 132,600 N X 1 132,600
COCA COLA COMMON 191216100 4,595,000 80,000 N X 2 80,000
KEY PRODUCTION COMPANY INC COMMON 493138101 1,050,000 60,000 N X 1 60,000
INNKEEPERS USA TRUST COMMON 4576J0104 14,084,438 1,543,500 N X 1 1,543,500
KROGER CO COMMON 501044101 131,296,144 5,951,100 N X 1 5,344,700 606,400
KROGER CO COMMON 501044101 17,753,694 804,700 N X 2 804,700
KROGER CO COMMON 501044101 1,129,600 51,200 N X 3 24,100 27,100
KILROY REALTY CORP COMMON 49427F108 1,264,453 48,750 N X 3 48,750
KNIGHT RIDDER INC COMMON 499040103 702,075 13,200 N X 1 13,200
KOHLS CORP COMMON 500255104 322,625 5,800 N X 1 5,800
KOHLS CORP COMMON 500255104 589,625 10,600 N X 2 10,600
KOREA TELECOM CORP ADR KR EQU 50063P103 1,785,038 36,900 N X 1 20,900 16,000
KELLWOOD COMMON 488044108 20,498,644 970,350 N X 1 970,350
LAFARGE CORP COMMON 505862102 36,880,200 1,756,200 N X 1 1,755,100 1,100
LAFARGE CORP COMMON 505862102 3,353,700 159,700 N X 2 159,700
ELAN CORP CONTINGENT VALUE US RT/ G29539148 279,100 558,200 N X 3 558,200
LEAR CORP COMMON 521865105 60,423,840 3,021,192 N X 1 2,826,192 195,000
LEAR CORP COMMON 521865105 5,744,000 287,200 N X 2 287,200
LEGGETT AND PLATT INC COMMON 524660107 252,450 15,300 N X 1 15,300
LEGGETT AND PLATT INC COMMON 524660107 358,050 21,700 N X 2 21,700
LITTLEFUSE INC COMMON 537008104 406,700 8,300 N X 1 8,300
LITTLEFUSE INC COMMON 537008104 1,533,700 31,300 N X 3 31,300
FIDELITY NATIONAL CORP COMMON 316320100 2,725,013 444,900 N X 1 444,900
LIZ CLAIBORNE INC COMMON 539320101 222,075 6,300 N X 1 6,300
LIZ CLAIBORNE INC COMMON 539320101 250,275 7,100 N X 2 7,100
LINEAR TECHNOLOGY CORP COMMON 535678106 2,004,441 31,350 N X 1 31,350
LINEAR TECHNOLOGY CORP COMMON 535678106 2,391,263 37,400 N X 2 37,400
LINEAR TECHNOLOGY CORP COMMON 535678106 31,086,413 486,200 N X 3 486,200
ELI LILLY & CO COMMON 532457108 15,350,788 153,700 N X 1 151,800 1,900
ELI LILLY & CO COMMON 532457108 3,635,450 36,400 N X 2 36,400
AT & T CORP LIBERTY MEDIA COMMON 001957208 208,841 8,612 N X 1 8,612
AT & T CORP LIBERTY MEDIA COMMON 001957208 370,637 15,284 N X 2 15,284
AT & T CORP LIBERTY MEDIA COMMON 001957208 74,105,381 3,055,892 N X 3 3,052,092 3,800
LUMINEX CORP COMMON 55027E102 5,548,613 133,300 N X 3 133,300
LOCKHEED MARTIN CORP COMMON 539830109 357,300 14,400 N X 1 14,400
LOCKHEED MARTIN CORP COMMON 539830109 26,010,944 1,048,300 N X 3 1,048,300
LINCOLN NATIONAL CORP IND COMMON 534187109 81,241,513 2,248,900 N X 1 1,935,400 313,500
LINCOLN NATIONAL CORP IND COMMON 534187109 7,510,388 207,900 N X 2 207,900
LOGITECH INT ADR ADRS 541419107 12,519,646 171,502 N X 3 171,502
LUDEYE TECHNOLOGIES INC COMMON 545754103 294,694 16,900 N X 3 16,900
LOWES COS INC COMMON 548661107 997,819 24,300 N X 1 24,300
LOWES COS INC COMMON 548661107 726,806 17,700 N X 2 17,700
LOWES COS INC COMMON 548661107 39,588,356 964,100 N X 3 962,800 1,300
LIBERTY PROPERTY TR COMMON 531172104 453,906 17,500 N X 3 17,500
LSI LOGIC COMMON 502161102 324,750 6,000 N X 1 6,000
LSI LOGIC COMMON 502161102 525,013 9,700 N X 2 9,700
LANDSTAR SYSTEM INC. COMMON 515098101 6,897,338 115,800 N X 1 115,800
LOEWS CORP COMMON 540424108 642,000 10,700 N X 1 10,700
LOEWS CORP COMMON 540424108 714,000 11,900 N X 2 11,900
LUCENT TECHNOLOGIES COMMON 549463107 2,713,650 45,800 N X 1 45,800
LUCENT TECHNOLOGIES COMMON 549463107 4,070,475 68,700 N X 2 68,700
LUCENT TECHNOLOGIES COMMON 549463107 100,215,213 1,691,396 N X 3 1,689,596 1,800
SOUTHWEST AIRLINES COMMON 844741108 501,844 26,500 N X 1 26,500
SOUTHWEST AIRLINES COMMON 844741108 312,469 16,500 N X 2 16,500
LEAP WIRELESS INTERNATIONA COMMON 521863100 16,247,900 345,700 N X 3 345,700
LEXMARK INTL INC COMMON 529771107 115,542,225 1,718,100 N X 1 1,502,900 215,200
LEXMARK INTL INC COMMON 529771107 16,476,250 245,000 N X 2 245,000
LEXMARK INTL INC COMMON 529771107 988,575 14,700 N X 3 6,900 7,800
LYONDELL CHEMICAL CO COMMON 552078107 32,530,577 1,942,124 N X 1 1,940,424 1,700
LYONDELL CHEMICAL CO COMMON 552078107 4,170,750 249,000 N X 2 249,000
MACERICH CO COMMON 554382101 386,094 17,500 N X 3 17,500
MCNAUGHTON APPAREL INC COMMON 582524104 2,367,750 225,500 N X 1 225,500
MESABA HOLDINGS INC COMMON 59066B102 2,150,606 224,900 N X 1 224,900
MARRIOTT INTERNATIONAL COMMON 571903202 490,450 13,600 N X 1 13,600
MARRIOTT INTERNATIONAL COMMON 571903202 288,500 8,000 N X 2 8,000
MASCO CORP COMMON 574599106 158,246,358 8,761,044 N X 1 8,099,644 661,400
MASCO CORP COMMON 574599106 20,455,781 1,132,500 N X 2 1,132,500
MASCO CORP COMMON 574599106 1,246,312 69,000 N X 3 32,500 36,500
MATTEL COMMON 577081102 130,566,971 9,900,813 N X 1 9,161,213 739,600
MATTEL COMMON 577081102 16,136,225 1,223,600 N X 2 1,223,600
MATTEL COMMON 577081102 986,425 74,800 N X 3 35,200 39,600
MATAV RT SPNSORED ADR ADRS 559776109 2,204,000 64,000 N X 1 64,000
MAVERICK TUBE CORP COMMON 577914104 699,000 24,000 N X 1 24,000
MAVERICK TUBE CORP COMMON 577914104 203,875 7,000 N X 2 7,000
MAVERICK TUBE CORP COMMON 577914104 2,455,238 84,300 N X 3 84,300
MAXIM PHARMACEUTICALS INC COMMON 57772M107 27,757,913 540,300 N X 3 540,300
MAY DEPT COMMON 577778103 445,200 18,550 N X 1 18,550
MAY DEPT COMMON 577778103 260,400 10,850 N X 2 10,850
MBIA INC COMMON 55262C100 467,419 9,700 N X 1 9,700
MBIA INC COMMON 55262C100 534,881 11,100 N X 2 11,100
MCDONALDS CORP COMMON 580135101 29,024,525 881,200 N X 1 881,200
MCDONALDS CORP COMMON 580135101 1,439,369 43,700 N X 2 43,700
MCKESSON HBOC INC COMMON 58155Q103 512,801 24,492 N X 1 24,492
MCKESSON HBOC INC COMMON 58155Q103 710,493 33,934 N X 2 33,934
MCLEOD USA INC COMMON 582266102 385,656 18,642 N X 3 18,642
MIDWAY AIRLINES COMMON 598126100 2,334,709 455,553 N X 1 455,553
MEAD CORP COMMON 582834107 37,117,500 1,470,000 N X 1 1,468,700 1,300
MEAD CORP COMMON 582834107 5,032,325 199,300 N X 2 199,300
MEADE INSTRUMENTS COMMON 583062104 437,175 17,400 N X 1 17,400
MEADE INSTRUMENTS COMMON 583062104 1,643,175 65,400 N X 3 65,400
MEDIMMUNE INC. COMMON 584699102 49,483,800 668,700 N X 3 668,700
MEDQUIST INC COMMON 584949101 527,476 15,514 N X 3 15,514
MEDAREX INC COMMON 583916101 31,822,700 376,600 N X 3 376,600
MIDWEST EXPRESS HOLDINGS I COMMON 597911106 2,558,500 119,000 N X 1 119,000
MELLON FINANCIAL CORP COMMON 58551A108 856,281 23,500 N X 1 23,500
MELLON FINANCIAL CORP COMMON 58551A108 597,575 16,400 N X 2 16,400
MENTOR GRAPHICS COMMON 587200106 8,629,725 434,200 N X 1 434,200
MERRILL LYNCH & CO INC COMMON 590188108 230,000 2,000 N X 1 2,000
MERRILL LYNCH & CO INC COMMON 590188108 207,000 1,800 N X 2 1,800
MERRILL LYNCH & CO INC COMMON 590188108 45,793,000 398,200 N X 3 397,700 500
MERCURY INTERACTIVE CORP COMMON 589405109 1,306,125 13,500 N X 1 13,500
MERCURY INTERACTIVE CORP COMMON 589405109 402,867 4,164 N X 2 4,164
MERCURY INTERACTIVE CORP COMMON 589405109 4,537,575 46,900 N X 3 46,900
METHODE ELECTRONICS INC. COMMON 591520200 4,108,155 106,360 N X 1 106,360
M & F WORLDWIDE CORP COMMON 552541104 3,785,063 672,900 N X 1 672,900
MAGNA INTL INC A NPV CA EQU 559222401 7,247,432 154,400 N X 1 152,500 1,900
MAGNA INTL INC A NPV CA EQU 559222401 6,416,606 136,700 N X 2 136,700
MCGRAW HILL COMPANIES INC. COMMON 580645109 340,200 6,300 N X 2 6,300
MICHAELS STORES INC COMMON 594087108 3,257,269 71,100 N X 1 71,100
MARTIN MARIETTA MATERIALS COMMON 573284106 44,940,176 1,111,349 N X 1 926,982 184,367
MARTIN MARIETTA MATERIALS COMMON 573284106 4,829,612 119,434 N X 2 119,434
MILLENNIUM PHARMACEUTICALS COMMON 599902103 55,344,563 494,700 N X 3 494,700
MARSH & MC LENNAN COMMON 571748102 1,556,119 14,900 N X 1 14,900
MARSH & MC LENNAN COMMON 571748102 908,606 8,700 N X 2 8,700
MINNESOTA MINING & MFG CO COMMON 604059105 1,889,250 22,900 N X 1 22,900
MINNESOTA MINING & MFG CO COMMON 604059105 1,072,500 13,000 N X 2 13,000
MINNESOTA MINING & MFG CO COMMON 604059105 470,250 5,700 N X 3 5,700
MSC SOFTWARE COMMON 553531104 6,799,596 730,158 N X 1 730,158
PHILIP MORRIS COMPANIES COMMON 718154107 3,636,406 136,900 N X 1 136,900
PHILIP MORRIS COMPANIES COMMON 718154107 2,037,344 76,700 N X 2 76,700
MOTOROLA COMMON 620076109 44,393,434 1,527,516 N X 1 1,526,301 1,215
MOTOROLA COMMON 620076109 7,242,695 249,211 N X 2 249,211
MOTOROLA COMMON 620076109 89,280,001 3,072,000 N X 3 3,070,200 1,800
MEDIAPLEX INC COMMON 58446B105 330,244 17,100 N X 3 17,100
MORTON RESTAURANTS GROUP I COMMON 619429103 6,619,936 307,904 N X 1 307,904
MERCK & CO COMMON 589331107 6,911,575 90,200 N X 1 90,200
MERCK & CO COMMON 589331107 6,168,313 80,500 N X 2 80,500
MERCK & CO COMMON 589331107 36,711,038 479,100 N X 3 477,900 1,200
USX MARATHON COMMON 902905827 401,000 16,000 N X 1 16,000
USX MARATHON COMMON 902905827 245,613 9,800 N X 2 9,800
MS CARRIERS COMMON 553533100 6,864,938 389,500 N X 1 389,500
MICRO SEMICONDUCTOR COMMON 595137100 2,400,908 70,745 N X 1 70,745
MICROSOFT CORP. COMMON 594918104 126,124,000 1,576,550 N X 1 1,413,950 162,600
MICROSOFT CORP. COMMON 594918104 28,536,000 356,700 N X 2 356,700
MICROSOFT CORP. COMMON 594918104 103,552,000 1,294,400 N X 3 1,286,000 8,400
METASOLV SOFTWARE COMMON 591393103 5,068,272 115,188 N X 1 115,188
METASOLV SOFTWARE COMMON 591393103 658,988 14,977 N X 2 14,977
METASOLV SOFTWARE COMMON 591393103 312,400 7,100 N X 3 7,100
MISSION WEST PROPERTIES COMMON 605203108 346,500 33,000 N X 3 33,000
MGIC INVESTMENT CORP COMMON 552848103 273,000 6,000 N X 1 6,000
MICRON TECHNOLOGY COMMON 595112103 501,956 5,700 N X 1 5,700
MICRON TECHNOLOGY COMMON 595112103 634,050 7,200 N X 2 7,200
MICRON TECHNOLOGY COMMON 595112103 205,291,301 2,331,200 N X 3 2,329,400 1,800
MORGAN STANLEY DEAN WITTER COMMON 617446448 3,463,200 41,600 N X 1 41,600
MORGAN STANLEY DEAN WITTER COMMON 617446448 5,877,450 70,600 N X 2 70,600
MORGAN STANLEY DEAN WITTER COMMON 617446448 73,593,000 884,000 N X 3 884,000
MEXICO EQUITY AND INCOME F MX EQU 592834105 766,500 73,000 N X 1 73,000
MEXICO FUND MX EQU 592835102 2,224,289 149,532 N X 1 149,532
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 332,894 4,900 N X 1 4,900
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 604,644 8,900 N X 2 8,900
MYRIAD GENETICS INC COMMON 62855J104 903,277 6,100 N X 1 6,100
MYRIAD GENETICS INC COMMON 62855J104 251,733 1,700 N X 2 1,700
MYRIAD GENETICS INC COMMON 62855J104 27,261,184 184,100 N X 3 184,100
NATIONAL AUSTALIA BANK CON PREFER 632525309 10,288,763 363,400 N X 1 363,400
NATIONAL AUSTALIA BANK CON PREFER 632525309 7,635,881 269,700 N X 2 269,700
NATIONAL CITY CORP. COMMON 635405103 341,250 20,000 N X 2 20,000
NEW CENTURY ENERGIES INC COMMON 64352U103 21,219,000 707,300 N X 1 707,300
NCI BUILDING SYSTEMS COMMON 628852105 3,174,734 156,777 N X 1 156,777
NOVA CHEMICALS CORP NPV CA EQU 66977W109 12,926,765 615,871 N X 1 611,371 4,500
NOVA CHEMICALS CORP NPV CA EQU 66977W109 7,970,118 379,721 N X 2 379,721
INDYMAC BANCORP COMMON 456607100 1,344,044 99,100 N X 1 99,100
NORTH FORK BANCORP INC. COMMON 659424105 8,214,388 543,100 N X 1 543,100
NORTH FORK BANCORP INC. COMMON 659424105 1,601,738 105,900 N X 3 105,900
NABISCO GROUP HOLDINGS COMMON 62952P102 459,094 17,700 N X 1 17,700
NABISCO GROUP HOLDINGS COMMON 62952P102 269,750 10,400 N X 2 10,400
NIKU CORP COMMON 654113109 351,000 10,400 N X 3 10,400
NIKE INC COMMON 654106103 278,688 7,000 N X 1 7,000
NIKE INC COMMON 654106103 501,638 12,600 N X 2 12,600
NIKE INC COMMON 654106103 28,430,106 714,100 N X 3 713,200 900
NIAGARA MOHAWK HOLDING CO COMMON 653520106 139,375 10,000 N X 1 10,000
NORTHROP GRUMMAN CORP COMMON 666807102 245,125 3,700 N X 1 3,700
NOVELL COMMON 670006105 172,975 18,700 N X 1 18,700
NOVELL COMMON 670006105 97,125 10,500 N X 2 10,500
NETWORK PLUS CORP COMMON 64122D506 34,288,350 2,416,800 N X 3 2,416,800
NORFOLK SOUTHERN COMMON 655844108 48,557,951 3,264,400 N X 1 3,172,500 91,900
NORFOLK SOUTHERN COMMON 655844108 6,086,850 409,200 N X 2 409,200
NORFOLK SOUTHERN COMMON 655844108 340,638 22,900 N X 3 10,800 12,100
INSIGHT ENTERPRISES INC COMMON 45765U103 966,794 16,300 N X 1 16,300
INSIGHT ENTERPRISES INC COMMON 45765U103 278,769 4,700 N X 2 4,700
INSIGHT ENTERPRISES INC COMMON 45765U103 3,125,769 52,700 N X 3 52,700
NATIONAL SEMICONDUCTOR COR COMMON 637640103 317,800 5,600 N X 2 5,600
NORTEL NETWORKS CORP COMMON 656568102 2,323,913 34,050 N X 1 34,050
NORTEL NETWORKS CORP COMMON 656568102 3,344,250 49,000 N X 2 49,000
NORTEL NETWORKS CORP COMMON 656568102 98,436,975 1,442,300 N X 3 1,441,300 1,000
NETWORK APPLIANCE INC COMMON 64120L104 1,320,200 16,400 N X 1 16,400
NETWORK APPLIANCE INC COMMON 64120L104 780,850 9,700 N X 2 9,700
NEWELL RUBBERMAID COMMON 651229106 140,568,503 5,458,971 N X 1 4,779,271 679,700
NEWELL RUBBERMAID COMMON 651229106 16,591,935 644,347 N X 2 644,347
NEWELL RUBBERMAID COMMON 651229106 1,488,350 57,800 N X 3 37,200 20,600
NEXTLINK COMMUNICATIONS IN COMMON 65333H707 1,138,125 30,000 N X 3 29,937 63
NEXTEL COMMUNICATIONS INC COMMON 65332V103 128,145,716 2,094,312 N X 1 2,092,712 1,600
NEXTEL COMMUNICATIONS INC COMMON 65332V103 17,212,044 281,300 N X 2 281,300
NEW YORK TIMES CO COMMON 650111107 61,197,350 1,549,300 N X 1 1,548,400 900
NEW YORK TIMES CO COMMON 650111107 6,323,950 160,100 N X 2 160,100
TELECOM CORP OF NEW ZEALAN ADRS 879278208 624,375 22,200 N X 3 19,000 3,200
OFFICE DEPOT COMMON 676220106 122,500 19,600 N X 1 19,600
OFFICE DEPOT COMMON 676220106 66,250 10,600 N X 2 10,600
OWENS ILLINOIS INC COMMON 690768403 9,352,337 800,200 N X 1 799,500 700
OWENS ILLINOIS INC COMMON 690768403 1,478,469 126,500 N X 2 126,500
BANK ONE CORP COMMON 06423A103 21,590,000 812,800 N X 1 812,800
BANK ONE CORP COMMON 06423A103 982,813 37,000 N X 2 37,000
ONI SYSTEMS COMMON 68273F103 1,758,047 15,000 N X 3 15,000
ORACLE CORP COM COMMON 68389X105 5,262,313 62,600 N X 1 62,600
ORACLE CORP COM COMMON 68389X105 8,473,500 100,800 N X 2 100,800
ORACLE CORP COM COMMON 68389X105 154,036,125 1,832,400 N X 3 1,830,300 2,100
OCCIDENTAL PETE CORP DEL COMMON 674599105 406,506 19,300 N X 1 19,300
OCCIDENTAL PETE CORP DEL COMMON 674599105 248,538 11,800 N X 2 11,800
PHILLIPS PETE CO COMMON 718507106 704,556 13,900 N X 1 13,900
PHILLIPS PETE CO COMMON 718507106 410,569 8,100 N X 2 8,100
PHILLIPS PETE CO COMMON 718507106 405,500 8,000 N X 3 8,000
PACIFIC GULF PROPERTIES IN COMMON 694396102 418,544 16,700 N X 3 16,700
PEPSI BOTTLING GROUP COMMON 713409100 338,575 11,600 N X 2 11,600
PEPSI BOTTLING GROUP COMMON 713409100 84,270,150 2,887,200 N X 3 2,884,300 2,900
PITNEY BOWES INC COMMON 724479100 1,052,000 26,300 N X 1 26,300
PITNEY BOWES INC COMMON 724479100 1,276,000 31,900 N X 2 31,900
PBOC HOLDINGS INC COMMON 69316G108 3,429,699 403,494 N X 1 403,494
PC HOLDINGS ADS REP 10 CLS ADRS 693200107 2,212,315 120,809 N X 1 120,809
PG AND E CORP COMMON 69331C108 512,200 20,800 N X 1 20,800
PG AND E CORP COMMON 69331C108 305,350 12,400 N X 2 12,400
SPRINT CORP PCS GROUP COMMON 852061506 2,522,800 42,400 N X 1 42,400
SPRINT CORP PCS GROUP COMMON 852061506 4,349,450 73,100 N X 2 73,100
SPRINT CORP PCS GROUP COMMON 852061506 3,778,250 63,500 N X 3 63,100 400
PATTERSON DENTAL CO COMMON 703412106 923,100 18,100 N X 1 18,100
PATTERSON DENTAL CO COMMON 703412106 265,812 5,212 N X 2 5,212
PATTERSON DENTAL CO COMMON 703412106 2,978,400 58,400 N X 3 58,400
PROTEIN DESIGN LABS INC COMMON 74369L103 62,583,218 379,400 N X 3 379,400
PECO ENERGY CO. COMMON 693304107 113,599,819 2,817,980 N X 1 2,673,080 144,900
PECO ENERGY CO. COMMON 693304107 12,299,344 305,100 N X 2 305,100
PE CORP-PE BIOSYSTEMS GROU COMMON 69332S102 754,269 11,450 N X 1 11,450
PE CORP-PE BIOSYSTEMS GROU COMMON 69332S102 434,775 6,600 N X 2 6,600
PE CORP-PE BIOSYSTEMS GROU COMMON 69332S102 18,563,575 281,800 N X 3 281,800
PEPSICO INC COMMON 713448108 127,982,667 2,880,060 N X 1 2,616,360 263,700
PEPSICO INC COMMON 713448108 18,854,831 424,300 N X 2 424,300
PEPSICO INC COMMON 713448108 1,066,500 24,000 N X 3 11,300 12,700
PREMIER FINANCIAL BANCORP COMMON 74050M105 1,830,348 281,592 N X 1 281,592
PFIZER COMMON 717081103 15,050,400 313,550 N X 1 313,550
PFIZER COMMON 717081103 7,826,400 163,050 N X 2 163,050
PFIZER COMMON 717081103 135,014,400 2,812,800 N X 3 2,808,300 4,500
PROCTER & GAMBLE CO COMMON 742718109 3,933,075 68,700 N X 1 68,700
PROCTER & GAMBLE CO COMMON 742718109 2,427,400 42,400 N X 2 42,400
PRIME GROUP REALTY TRUST COMMON 74158J103 353,869 23,300 N X 3 23,300
PEGASUS COMMUNICATIONS COR COMMON 705904100 569,910 11,616 N X 1 11,616
PARKER HANNIFIN CORP COMMON 701094104 205,500 6,000 N X 1 6,000
PHARMACIA CORP COMMON 71713U102 6,379,892 123,432 N X 1 123,432
PHARMACIA CORP COMMON 71713U102 2,277,713 44,067 N X 2 44,067
PHARMACIA CORP COMMON 71713U102 37,044,432 716,700 N X 3 715,800 900
PHONE.COM COMMON 71920Q100 21,543,350 330,800 N X 3 330,800
KONINKLIJKE PHILIPS ELECTS ADRS 500472204 2,489,000 52,400 N X 3 47,600 4,800
PHILLIPS INTERNATIONAL REA COMMON 718333107 408,313 23,500 N X 3 23,500
PARK ELECTROCHEMICAL COMMON 700416209 7,385,600 204,800 N X 1 204,800
PACKAGING CORPORATION OF A COMMON 695156109 2,910,938 287,500 N X 1 287,500
PERKINELMER INC COMMON 714046109 317,400 4,800 N X 1 4,800
PERKINELMER INC COMMON 714046109 376,913 5,700 N X 2 5,700
POHANG IRON & STEEL ADR ADRS 730450103 1,296,000 54,000 N X 1 54,000
PHOTRONICS INC COMMON 719405102 8,002,601 282,030 N X 1 282,030
CHILDREN'S PLACE RETAIL ST COMMON 168905107 623,200 30,400 N X 3 30,400
PROLOGIS TRUST COMMON 743410102 564,781 26,500 N X 3 26,500
PALL CORP. COMMON 696429307 223,850 12,100 N X 1 12,100
PALL CORP. COMMON 696429307 255,300 13,800 N X 2 13,800
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 291,500 26,500 N X 1 26,500
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 331,100 30,100 N X 2 30,100
PNC FINANCIAL SERVICES GRO COMMON 693475105 98,920,313 2,110,300 N X 1 2,073,400 36,900
PNC FINANCIAL SERVICES GRO COMMON 693475105 12,839,063 273,900 N X 2 273,900
PNC FINANCIAL SERVICES GRO COMMON 693475105 731,251 15,600 N X 3 7,300 8,300
PENTAIR COMMON 709631105 65,534,278 1,846,036 N X 1 1,617,536 228,500
PENTAIR COMMON 709631105 6,654,901 187,462 N X 2 187,462
POTASH CORP OF SASKATCHEWA CA EQU 73755L107 4,698,624 85,950 N X 1 84,550 1,400
POTASH CORP OF SASKATCHEWA CA EQU 73755L107 4,168,354 76,250 N X 2 76,250
PPG INDUSTRIES INC COMMON 693506107 420,969 9,500 N X 1 9,500
PPG INDUSTRIES INC COMMON 693506107 248,150 5,600 N X 2 5,600
PEREGRINE SYSTEMS COMMON 71366Q101 704,156 20,300 N X 1 20,300
PEREGRINE SYSTEMS COMMON 71366Q101 204,656 5,900 N X 2 5,900
PEREGRINE SYSTEMS COMMON 71366Q101 2,424,656 69,900 N X 3 69,900
PARLEX CORP COMMON 701630105 623,450 14,800 N X 1 14,800
PARLEX CORP COMMON 701630105 2,430,613 57,700 N X 3 57,700
PARTHUS TECHNOLOGIES ADRS 70211Y103 208,050 7,300 N X 3 7,300
PUBLIC STORAGE INC COMMON 74460D109 1,134,375 48,400 N X 3 48,400
PS BUSINESS PARKS COMMON 69360J107 492,000 20,500 N X 3 20,500
PEOPLESOFT INC COMMON 712713106 427,963 25,550 N X 1 25,550
PEOPLESOFT INC COMMON 712713106 504,175 30,100 N X 2 30,100
PEOPLESOFT INC COMMON 712713106 42,695,750 2,549,000 N X 3 2,549,000
PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 336,563 17,950 N X 1 17,950
PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 1,155,000 61,600 N X 3 61,600
PATTERSON ENERGY INC COMMON 703414102 743,850 26,100 N X 1 26,100
PATTERSON ENERGY INC COMMON 703414102 236,550 8,300 N X 2 8,300
PATTERSON ENERGY INC COMMON 703414102 2,795,850 98,100 N X 3 98,100
PARTNER COMMUNICATIONS ADR ADRS 70211M109 301,150 31,700 N X 1 31,700
PRINTRONIX INC COMMON 742578107 4,987,500 380,000 N X 1 380,000
PACTIV CORPORATION COMMON 695257105 171,675 21,800 N X 1 21,800
PACTIV CORPORATION COMMON 695257105 149,625 19,000 N X 2 19,000
PRAXAIR INC. COMMON 74005P104 90,422,794 2,415,300 N X 1 2,137,400 277,900
PRAXAIR INC. COMMON 74005P104 12,155,956 324,700 N X 2 324,700
PRAXAIR INC. COMMON 74005P104 763,725 20,400 N X 3 9,600 10,800
QUALCOMM INC COMMON 747525103 1,005,000 16,750 N X 1 16,750
QUALCOMM INC COMMON 747525103 1,608,000 26,800 N X 2 26,800
QUALCOMM INC COMMON 747525103 77,970,000 1,299,500 N X 3 1,298,700 800
QLT INC COMMON 746927102 56,716,450 733,600 N X 3 733,600
QRS CORP COMMON 74726X105 3,356,466 136,650 N X 1 136,650
QRS CORP COMMON 74726X105 356,156 14,500 N X 3 14,500
QUINTILES TRANSNATIONAL CO COMMON 748767100 166,675 11,800 N X 1 11,800
QUINTILES TRANSNATIONAL CO COMMON 748767100 194,925 13,800 N X 2 13,800
QUIXOTE COMMON 749056107 2,439,000 162,600 N X 1 162,600
RECKSON ASSOCIATES REALTY COMMON 75621K106 323,000 13,600 N X 3 13,600
RITE AID CORP COMMON 767754104 93,844 14,300 N X 1 14,300
RALSTON-RALSTON PURINA GRO COMMON 751277302 332,956 16,700 N X 1 16,700
RALSTON-RALSTON PURINA GRO COMMON 751277302 199,375 10,000 N X 2 10,000
RICHMOND COUNTY FINANCIAL COMMON 764556106 575,663 30,100 N X 1 30,100
RICHMOND COUNTY FINANCIAL COMMON 764556106 1,979,438 103,500 N X 3 103,500
REGISTER.COM COMMON 75914G101 317,850 10,400 N X 3 10,400
ROYAL DUTCH PETROLEUM ADR ADRS 780257804 2,650,266 43,050 N X 1 43,050
ROYAL DUTCH PETROLEUM ADR ADRS 780257804 4,272,438 69,400 N X 2 69,400
RELIANT ENERGY INC COMMON 75952J108 283,800 9,600 N X 1 9,600
REPSOL SA ADR ADRS 76026T205 750,894 37,900 N X 3 32,100 5,800
RFS HOTEL INVESTORS INC. COMMON 74955J108 10,573,755 899,894 N X 1 899,894
REGIONS FINANCIAL CORP COMMON 758940100 232,538 11,700 N X 1 11,700
REPUBLIC GROUP COMMON 760473108 3,576,303 397,367 N X 1 397,367
RED HAT INC COMMON 756577102 4,016,075 148,400 N X 3 148,400
REHABCARE GROUP COMMON 759148109 1,754,900 64,400 N X 1 64,400
RELIASTAR FINANCIAL CORP COMMON 75952U103 262,188 5,000 N X 1 5,000
RESMED INC COMMON 761152107 609,900 22,800 N X 1 22,800
RESMED INC COMMON 761152107 2,094,525 78,300 N X 3 78,300
RAINBOW TECHNOLOGIES INC COMMON 750862104 709,925 14,600 N X 1 14,600
RAINBOW TECHNOLOGIES INC COMMON 750862104 218,813 4,500 N X 2 4,500
RAINBOW TECHNOLOGIES INC COMMON 750862104 2,688,963 55,300 N X 3 55,300
R.O.C. TAIWAN FUND TW EQU 749651105 1,563,750 180,000 N X 1 180,000
ROHM & HAAS CO COMMON 775371107 422,280 12,240 N X 1 12,240
ROHM & HAAS CO COMMON 775371107 249,401 7,229 N X 2 7,229
ROCKWELL INTERNATIONAL COR COMMON 773903109 327,600 10,400 N X 1 10,400
ROPER INDUSTRIES INC COMMON 776696106 568,875 22,200 N X 3 22,200
ROSTELECOM ADR ADRS 778529107 1,401,563 89,700 N X 1 69,700 20,000
REPUBLIC SECURITY FINANCIA COMMON 760758102 2,573,000 514,600 N X 1 514,600
RUDOLPH TECHNOLOGIES COMMON 781270103 217,000 5,600 N X 3 5,600
RAYTHEON CO CLASS A COMMON 755111309 495,656 25,500 N X 3 25,500
RAYTHEON CO CLASS B COMMON 755111408 78,620,427 4,084,178 N X 1 3,601,978 482,200
RAYTHEON CO CLASS B COMMON 755111408 10,776,150 559,800 N X 2 559,800
RAYTHEON CO CLASS B COMMON 755111408 687,225 35,700 N X 3 16,800 18,900
RUSS BERRIE & CO. COMMON 782233100 5,270,650 273,800 N X 1 273,800
IMS Health COMMON 449934108 583,200 32,400 N X 1 32,400
IMS Health COMMON 449934108 666,000 37,000 N X 2 37,000
ROYAL BANK OF CANADA NPV CA EQU 780087102 11,400,332 222,995 N X 1 219,795 3,200
ROYAL BANK OF CANADA NPV CA EQU 780087102 10,585,420 207,055 N X 2 207,055
RESORTQUEST INTERNATIONAL COMMON 761183102 1,822,435 355,597 N X 1 355,597
SEARS ROEBUCK & CO COMMON 812387108 469,800 14,400 N X 1 14,400
SABA SOFTWARE INC COMMON 784932105 227,850 10,850 N X 3 10,850
SAFECO CORP COMMON 786429100 5,604,750 282,000 N X 1 282,000
SANGSTAT MEDICAL COMMON 801003104 293,081 10,150 N X 1 10,150
SANGSTAT MEDICAL COMMON 801003104 16,785,038 581,300 N X 3 581,300
SAP SPONS ADR ADRS 803054204 54,189,344 1,154,500 N X 3 1,154,500
SAPIENT CORP COMMON 803062108 203,181 1,900 N X 2 1,900
SBC COMMUNICATIONS INC. COMMON 78387G103 195,041,973 4,509,641 N X 1 4,058,141 451,500
SBC COMMUNICATIONS INC. COMMON 78387G103 26,058,125 602,500 N X 2 602,500
SBC COMMUNICATIONS INC. COMMON 78387G103 45,115,805 1,043,140 N X 3 1,028,040 15,100
SMITHLINE BEECHAM PLC COMMON 832378301 2,496,681 38,300 N X 1 38,300
SPANISH BROADCASTING COMMON 846425882 298,156 14,500 N X 1 14,500
SPANISH BROADCASTING COMMON 846425882 1,021,956 49,700 N X 3 49,700
SBS TECHNOLOGIES COMMON 78387P103 16,093,669 435,700 N X 1 435,700
SCHOOL SPECIALTY COMMON 807863105 1,843,256 99,300 N X 1 99,300
SOUTHDOWN INC COMMON 841297104 94,340,631 1,633,604 N X 1 1,514,380 119,224
SOUTHDOWN INC COMMON 841297104 7,974,351 138,084 N X 2 138,084
SIEBEL SYSTEMS INC COMMON 826170102 637,894 3,900 N X 1 3,900
SIEBEL SYSTEMS INC COMMON 826170102 1,014,088 6,200 N X 2 6,200
SEALED AIR CORP NEW COMMON 81211K100 235,688 4,500 N X 1 4,500
SEAGATE TECHNOLOGY COMMON 811804103 698,500 12,700 N X 1 12,700
SEAGATE TECHNOLOGY COMMON 811804103 385,000 7,000 N X 2 7,000
SAFEGUARD SCIENTIFICS COMMON 786449108 8,041,275 250,800 N X 3 250,800
ISTAR FINANCIAL INC COMMON 45031U101 326,625 15,600 N X 3 15,600
SAGA COMMUNICATIONS INC COMMON 786598102 6,959,656 316,348 N X 1 316,348
SILICON GRAPHICS COMMON 827056102 38,250 10,200 N X 1 10,200
SCHERING PLOUGH CORP COMMON 806605101 15,566,625 308,250 N X 1 287,250 21,000
SCHERING PLOUGH CORP COMMON 806605101 6,171,100 122,200 N X 2 122,200
SCHERING PLOUGH CORP COMMON 806605101 93,223,000 1,846,000 N X 3 1,838,700 7,300
SHAW GROUP INC COMMON 820280105 1,126,288 23,900 N X 1 23,900
SHAW GROUP INC COMMON 820280105 353,438 7,500 N X 2 7,500
SHAW GROUP INC COMMON 820280105 3,906,663 82,900 N X 3 82,900
STONE ENERGY CORP COMMON 861642106 717,000 12,000 N X 1 12,000
STONE ENERGY CORP COMMON 861642106 209,125 3,500 N X 2 3,500
STONE ENERGY CORP COMMON 861642106 2,521,450 42,200 N X 3 42,200
A SCHULMAN INC COMMON 808194104 6,763,444 560,700 N X 1 560,700
SHIRE PHARMACEUTICALS ADR ADRS 82481R106 25,771,500 496,800 N X 3 496,800
SHERWIN WILLIAMS CO COMMON 824348106 366,544 17,300 N X 1 17,300
SHERWIN WILLIAMS CO COMMON 824348106 421,631 19,900 N X 2 19,900
SHAW INDUSTRIES COMMON 820286102 3,453,750 276,300 N X 1 276,300
SIGMA ALDRICH CORP COMMON 826552101 289,575 9,900 N X 1 9,900
SIGMA ALDRICH CORP COMMON 826552101 330,525 11,300 N X 2 11,300
SIPEX CORP COMMON 829909100 11,185,750 404,000 N X 3 404,000
SILICON VALLEY BANK COMMON 827064106 3,654,668 85,740 N X 1 85,740
SHAW COMMUNICATION INC B N CA EQU 82028K200 18,738,983 760,700 N X 1 755,100 5,600
SHAW COMMUNICATION INC B N CA EQU 82028K200 9,274,651 376,500 N X 2 376,500
SK TELECOM ADR ADRS 78440P108 2,921,704 80,460 N X 1 34,690 45,770
SKYWEST AIR COMMON 830879102 3,706,250 100,000 N X 1 100,000
SCHLUMBERGER LTD COMMON 806857108 343,275 4,600 N X 1 4,600
SCHLUMBERGER LTD COMMON 806857108 410,438 5,500 N X 2 5,500
SCHLUMBERGER LTD COMMON 806857108 82,781,513 1,109,300 N X 3 1,107,900 1,400
SARA LEE CORP COMMON 803111103 55,969,557 2,898,100 N X 1 2,663,500 234,600
SARA LEE CORP COMMON 803111103 6,129,788 317,400 N X 2 317,400
SARA LEE CORP COMMON 803111103 291,619 15,100 N X 3 7,100 8,000
SL GREEN REALTY COMMON 78440X101 805,175 30,100 N X 3 30,100
SLM HOLDING CORP COMMON 78442A109 329,450 8,800 N X 1 8,800
SOLECTRON CORP COMMON 834182107 2,579,500 61,600 N X 1 61,600
SOLECTRON CORP COMMON 834182107 3,031,750 72,400 N X 2 72,400
SOLECTRON CORP COMMON 834182107 69,675,813 1,663,900 N X 3 1,662,200 1,700
SELECTICA INC COMMON 816288104 479,928 6,850 N X 3 6,850
SYMPHONIX DEVICES INC COMMON 871951109 1,216,195 246,318 N X 1 246,318
SYMPHONIX DEVICES INC COMMON 871951109 198,349 40,172 N X 2 40,172
SUMMIT PROPERTIES INC COMMON 866239106 302,400 14,400 N X 3 14,400
SONY CORP ADR ADRS 835699307 1,169,476 12,400 N X 3 11,000 1,400
SOUTHERN CO COMMON 842587107 613,119 26,300 N X 1 26,300
SOUTHERN AFRICA FUND INC ZA EQU 842157109 1,463,976 111,541 N X 1 111,541
SOS STAFFING SERVICES COMMON 78462X104 2,731,606 891,953 N X 1 891,953
SOUTHTRUST CORP COMMON 844730101 337,113 14,900 N X 1 14,900
SOUTHTRUST CORP COMMON 844730101 380,100 16,800 N X 2 16,800
ST PAUL COMPANIES COMMON 792860108 436,800 12,800 N X 1 12,800
ST PAUL COMPANIES COMMON 792860108 259,350 7,600 N X 2 7,600
ST PAUL COMPANIES COMMON 792860108 55,900,163 1,638,100 N X 3 1,638,100
SIMON PROPERTY GROUP COMMON 828806109 204,853,460 9,232,832 N X 3 9,232,832
SIMON PROPERTY PREFERRED B COMMON 828806406 56,111,899 838,273 N X 3 838,273
STAPLES INC COMMON 855030102 362,850 23,600 N X 1 23,600
STAPLES INC COMMON 855030102 230,625 15,000 N X 2 15,000
SPDR TRUST COMMON 78462F103 255,986 1,762 N X 1 1,762
STRIDE RITE COMMON 863314100 4,906,738 801,100 N X 1 801,100
SMITH CHARLES E RESIDENTIA COMMON 832197107 437,000 11,500 N X 3 11,500
SMURFIT STONE CONTAINER CO COMMON 832727101 22,867,288 1,776,100 N X 1 1,774,700 1,400
SMURFIT STONE CONTAINER CO COMMON 832727101 2,741,088 212,900 N X 2 212,900
SUNTRUST BANKS COMMON 867914103 287,831 6,300 N X 1 6,300
SUNTRUST BANKS COMMON 867914103 470,581 10,300 N X 2 10,300
ST JUDE MEDICAL COMMON 790849103 183,907,829 4,008,890 N X 1 3,460,390 548,500
ST JUDE MEDICAL COMMON 790849103 16,014,963 349,100 N X 2 349,100
STANLEY FURNITURE COMMON 854305208 8,609,832 391,356 N X 1 391,356
ST MICROELECTRONICS ADR ADRS 861012102 67,616,653 1,053,424 N X 3 1,053,424
SUMMIT BANCORP INC COMMON 866005101 389,075 15,800 N X 1 15,800
SUMMIT BANCORP INC COMMON 866005101 428,475 17,400 N X 2 17,400
SUN MICROSYSTEMS INC. COMMON 866810104 9,848,531 108,300 N X 1 108,300
SUN MICROSYSTEMS INC. COMMON 866810104 7,611,469 83,700 N X 2 83,700
SUN MICROSYSTEMS INC. COMMON 866810104 147,255,094 1,619,300 N X 3 1,617,400 1,900
STORAGE U.S.A. INC. COMMON 861907103 8,091,201 274,278 N X 1 274,278
SILICON VALLEY GROUP COMMON 827066101 7,643,475 295,400 N X 1 295,400
SWIFT TRANSPORTATION CO COMMON 870756103 263,200 18,800 N X 1 18,800
SWIFT TRANSPORTATION CO COMMON 870756103 903,000 64,500 N X 3 64,500
SAFEWAY INC COMMON 786514208 297,825 6,600 N X 1 6,600
SAFEWAY INC COMMON 786514208 433,200 9,600 N X 2 9,600
SAFEWAY INC COMMON 786514208 85,101,238 1,885,900 N X 3 1,883,500 2,400
SYKES ENTERPRISES INC COMMON 871237103 10,927,013 848,700 N X 3 848,700
A T AND T CORPORATION COMMON 001957109 17,837,417 564,029 N X 1 564,029
A T AND T CORPORATION COMMON 001957109 3,275,022 103,558 N X 2 103,558
A T AND T CORPORATION COMMON 001957109 434,844 13,750 N X 3 13,750
TUBOS DE ACERO DE MEX ADR ADRS 898592506 401,265 28,920 N X 1 28,920
MEDALLION FINANCIAL CORP COMMON 583928106 4,444,456 287,900 N X 1 287,900
TBC CORP COMMON 872180104 6,833,525 1,477,519 N X 1 1,477,519
TELEBRAS ADR PFD BLOCK UNI ADRS 879287308 339,938 3,500 N X 3 3,500
TELESP CELULAR ADR ADRS 87952L108 1,436,000 32,000 N X 1 20,000 12,000
BRASIL TELECOM PAR N/C FRO ADRS 879239101 986,344 13,500 N X 1 500 13,000
TELEFONICA DE ESPANA ADR ADRS 879382208 1,145,566 17,882 N X 3 15,740 2,142
TEKTRONIX INC COMMON 879131100 340,400 4,600 N X 1 4,600
TEKTRONIX INC COMMON 879131100 392,200 5,300 N X 2 5,300
TELECOM ARGENTINA ADR ADRS 879273209 3,077,250 111,900 N X 1 111,900
TEVA PHARMACEUTICAL ADR IL EQU 881624209 2,129,022 38,404 N X 1 29,580 8,824
TARGET CORPORATION COMMON 87612E106 287,100 4,950 N X 1 4,950
TARGET CORPORATION COMMON 87612E106 388,600 6,700 N X 2 6,700
TARGET CORPORATION COMMON 87612E106 71,061,600 1,225,200 N X 3 1,223,500 1,700
TENET HEALTHCARE CORP COM COMMON 88033G100 548,100 20,300 N X 1 20,300
TENET HEALTHCARE CORP COM COMMON 88033G100 270,000 10,000 N X 2 10,000
TJX COS. COMMON 872540109 573,750 30,600 N X 1 30,600
TJX COS. COMMON 872540109 648,750 34,600 N X 2 34,600
TURKISH INVESTMENT FUND TR EQU 900145103 2,560,475 167,900 N X 1 167,900
TELLABS INC. COMMON 879664100 81,741,750 1,194,400 N X 1 1,080,300 114,100
TELLABS INC. COMMON 879664100 11,572,781 169,100 N X 2 169,100
TELLABS INC. COMMON 879664100 684,375 10,000 N X 3 4,700 5,300
TALBOTS INC COMMON 874161102 736,163 13,400 N X 1 13,400
TALBOTS INC COMMON 874161102 225,244 4,100 N X 2 4,100
TALBOTS INC COMMON 874161102 2,779,838 50,600 N X 3 50,600
TELCOM SEMICONDUCTOR, INC COMMON 87921P107 857,338 21,400 N X 1 21,400
TELCOM SEMICONDUCTOR, INC COMMON 87921P107 248,388 6,200 N X 2 6,200
TELCOM SEMICONDUCTOR, INC COMMON 87921P107 3,016,706 75,300 N X 3 75,300
TOLL GRADE COMMUNICATIONS COMMON 889542106 1,563,500 11,800 N X 1 11,800
TOLL GRADE COMMUNICATIONS COMMON 889542106 477,000 3,600 N X 2 3,600
TOLL GRADE COMMUNICATIONS COMMON 889542106 5,856,500 44,200 N X 3 44,200
TELEKOM INDONESIA ADR ADRS 715684106 624,375 90,000 N X 1 90,000
TELEMIG CELULAR ADR ADRS 87944E105 429,000 6,000 N X 1 6,000
TEAM INC. COMMON 878155100 491,560 245,780 N X 1 245,780
TORCHMARK CORP COMMON 891027104 325,875 13,200 N X 1 13,200
TORCHMARK CORP COMMON 891027104 365,375 14,800 N X 2 14,800
TMP WORLDWIDE INC COMMON 872941109 656,931 8,900 N X 1 8,900
TMP WORLDWIDE INC COMMON 872941109 206,675 2,800 N X 2 2,800
TMP WORLDWIDE INC COMMON 872941109 2,480,100 33,600 N X 3 33,600
TELEFONOS DE MEXICO ADR ADRS 879403780 10,076,850 176,400 N X 1 146,400 30,000
THOMAS & BETTS CORP COMMON 884315102 239,063 12,500 N X 3 12,500
TELENORTE LESTE PART. ADR ADRS 879246106 2,693,037 113,991 N X 1 49,200 64,791
TANOX INC COMMON 87588Q109 20,008,456 422,900 N X 3 422,900
TOSCO CORP COMMON 891490302 237,825 8,400 N X 1 8,400
TOYS R US COMMON 892335100 182,031 12,500 N X 1 12,500
TRITON PCS COMMON 89677M106 450,450 7,800 N X 1 7,800
TRITON PCS COMMON 89677M106 1,541,925 26,700 N X 3 26,700
TRIBUNE CO NEW COMMON 896047107 465,500 13,300 N X 1 13,300
TRIBUNE CO NEW COMMON 896047107 266,000 7,600 N X 2 7,600
TRANS CANADA PIPELINE NPV CA EQU 893526103 1,342,448 176,027 N X 1 173,427 2,600
TRANS CANADA PIPELINE NPV CA EQU 893526103 1,627,156 213,359 N X 2 213,359
TRW INC COMMON 872649108 286,275 6,600 N X 1 6,600
TRACTOR SUPPLY CO COMMON 892356106 7,946,688 479,800 N X 1 479,800
SABRE HOLDINGS CORP COMMON 785905100 378,879 13,294 N X 1 13,294
SABRE HOLDINGS CORP COMMON 785905100 445,284 15,624 N X 2 15,624
COMPUTER TASK GROUP COMMON 205477102 3,025,573 597,644 N X 1 597,644
TYSON FOODS INC COMMON 902494103 17,712,188 2,024,250 N X 1 2,022,700 1,550
TYSON FOODS INC COMMON 902494103 2,205,000 252,000 N X 2 252,000
TELE CELULAR SUL ADR ADRS 879238103 498,655 11,020 N X 1 6,520 4,500
TITAN CORP COMMON 888266103 22,294,450 498,200 N X 3 498,200
MAC GRAY CORP COMMON 554153106 2,261,875 517,000 N X 1 517,000
TRANS WORLD ENTERTAINMENT COMMON 89336Q100 1,301,013 107,300 N X 1 107,300
TAIWAN FUND INC. TW EQU 874036106 2,295,000 120,000 N X 1 120,000
TOWER AUTOMOTIVE INC COMMON 891707101 241,250 19,300 N X 1 19,300
TOWER AUTOMOTIVE INC COMMON 891707101 831,250 66,500 N X 3 66,500
TIME-WARNER INC. COMMON 887315109 2,014,000 26,500 N X 1 26,500
TIME-WARNER INC. COMMON 887315109 3,252,800 42,800 N X 2 42,800
TIME-WARNER INC. COMMON 887315109 38,653,600 508,600 N X 3 508,200 400
TEXACO COMMON 881694103 1,123,575 21,100 N X 1 21,100
TEXACO COMMON 881694103 44,096,325 828,100 N X 3 828,100
TEXAS INSTRS INC COMMON 882508104 85,543,413 1,245,400 N X 1 1,156,600 88,800
TEXAS INSTRS INC COMMON 882508104 16,519,344 240,500 N X 2 240,500
TEXAS INSTRS INC COMMON 882508104 156,655,582 2,280,700 N X 3 2,273,300 7,400
TEXTRON INC COMMON 883203101 233,544 4,300 N X 1 4,300
TXU CORPORATION COMMON 873168108 303,850 10,300 N X 1 10,300
TYCO INTERNATIONAL LTD COMMON 902124106 4,584,384 96,768 N X 1 96,768
TYCO INTERNATIONAL LTD COMMON 902124106 2,854,344 60,250 N X 2 60,250
TYCO INTERNATIONAL LTD COMMON 902124106 73,796,038 1,557,700 N X 3 1,556,200 1,500
UCBH HOLDINGS INC COMMON 90262T308 8,043,613 301,400 N X 1 301,400
UNICOM CORP COMMON 904911104 456,513 11,800 N X 1 11,800
UNICOM CORP COMMON 904911104 270,813 7,000 N X 2 7,000
UNITED DOMINION REALTY TRU COMMON 910197102 299,200 27,200 N X 3 27,200
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 39,772,056 1,602,904 N X 1 1,601,496 1,408
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 5,114,650 206,132 N X 2 206,132
UNISYS CORP COMMON 909214108 33,174,831 2,278,100 N X 1 1,788,500 489,600
UNISYS CORP COMMON 909214108 3,730,913 256,200 N X 2 256,200
UNION CARBIDE CORP COMMON 905581104 361,350 7,300 N X 1 7,300
UNION CARBIDE CORP COMMON 905581104 217,800 4,400 N X 2 4,400
MEDIAONE GROUP INC COMMON 58440J104 2,188,903 33,100 N X 1 33,100
MEDIAONE GROUP INC COMMON 58440J104 1,302,761 19,700 N X 2 19,700
UNILEVER ADR ADRS 904784709 1,339,579 31,153 N X 1 31,153
UNILEVER ADR ADRS 904784709 796,403 18,521 N X 2 18,521
UNILEVER ADR ADRS 904784709 474,505 11,035 N X 3 9,435 1,600
UNITEDHEALTH GROUP INC COMMON 91324P102 156,474,028 1,824,770 N X 1 1,789,870 34,900
UNITEDHEALTH GROUP INC COMMON 91324P102 20,288,450 236,600 N X 2 236,600
UNITEDHEALTH GROUP INC COMMON 91324P102 1,260,525 14,700 N X 3 6,900 7,800
UNUMPROVIDENT CORP COMMON 91529Y106 259,348 12,927 N X 1 12,927
UNION PAC CORP COMMON 907818108 907,375 24,400 N X 1 24,400
UNION PAC CORP COMMON 907818108 1,037,531 27,900 N X 2 27,900
UNISOURCE ENERGY CORP HOLD COMMON 909205106 3,652,500 243,500 N X 1 243,500
UNION PLANTERS CORPORATION COMMON 908068109 346,425 12,400 N X 1 12,400
UNION PLANTERS CORPORATION COMMON 908068109 391,125 14,000 N X 2 14,000
UPS COMMON 911312106 666,700 11,300 N X 3 10,100 1,200
US BANCORP COMMON 902973106 1,675,963 87,063 N X 1 87,063
US BANCORP COMMON 902973106 1,401,400 72,800 N X 2 72,800
USG CORP COMMON 903293405 29,679,413 977,100 N X 1 976,500 600
USG CORP COMMON 903293405 2,785,388 91,700 N X 2 91,700
UST INC COMMON 902911106 265,844 18,100 N X 1 18,100
UST INC COMMON 902911106 302,563 20,600 N X 2 20,600
U S WEST INC COMMON 91273H101 1,294,825 15,100 N X 3 15,100
UNIROYAL TECHNOLOGY CORP COMMON 909163107 4,932,769 445,900 N X 3 445,900
UNITED THERAPUTICS COMMON 91307C102 861,581 7,950 N X 1 7,950
UNITED THERAPUTICS COMMON 91307C102 249,263 2,300 N X 2 2,300
UNITED THERAPUTICS COMMON 91307C102 31,808,063 293,500 N X 3 293,500
UNITED TECHNOLOGIES CORP COMMON 913017109 1,557,244 26,450 N X 1 26,450
UNITED TECHNOLOGIES CORP COMMON 913017109 918,450 15,600 N X 2 15,600
VICINITY COMMON 925653107 302,225 15,400 N X 1 15,400
VICINITY COMMON 925653107 1,038,163 52,900 N X 3 52,900
VERTICALNET INC COMMON 92532L107 17,604,413 476,600 N X 3 476,600
V F CORP COMMON 918204108 276,225 11,600 N X 1 11,600
V F CORP COMMON 918204108 314,325 13,200 N X 2 13,200
VIACOM INC B NEW COMMON 925524308 4,355,408 63,874 N X 1 63,874
VIACOM INC B NEW COMMON 925524308 3,657,714 53,642 N X 2 53,642
VIACOM INC B NEW COMMON 925524308 59,744,456 876,179 N X 3 874,960 1,219
VULCAN MATERIALS CO COMMON 929160109 226,244 5,300 N X 1 5,300
VORNADO REALTY TRUST COMMON 929042109 542,100 15,600 N X 3 15,600
SEAGRAM LTD COMMON 811850106 1,247,000 21,500 N X 1 21,500
SEAGRAM LTD COMMON 811850106 812,000 14,000 N X 2 14,000
SEAGRAM CO NPV CA EQU 811850106 804,414 13,700 N X 2 13,700
VINTAGE PETROLEUM INC. COMMON 927460105 638,519 28,300 N X 1 28,300
VINTAGE PETROLEUM INC. COMMON 927460105 203,063 9,000 N X 2 9,000
VINTAGE PETROLEUM INC. COMMON 927460105 2,405,163 106,600 N X 3 106,600
VERITAS SOFTWARE CORP COMMON 923436109 881,522 7,800 N X 1 7,800
VERITAS SOFTWARE CORP COMMON 923436109 1,401,394 12,400 N X 2 12,400
VERTEX PHARMACEUTICALS INC COMMON 92532F100 690,206 6,550 N X 1 6,550
VERTEX PHARMACEUTICALS INC COMMON 92532F100 59,895,150 568,400 N X 3 568,400
VENTAS INC COMMON 92276F100 33,469 10,500 N X 3 10,500
VIAD CORP COMMON 92552R109 41,536,058 1,524,259 N X 1 1,522,959 1,300
VIAD CORP COMMON 92552R109 5,357,350 196,600 N X 2 196,600
WESTVACO CORP COMMON 961548104 25,581,687 1,031,000 N X 1 1,030,100 900
WESTVACO CORP COMMON 961548104 3,314,950 133,600 N X 2 133,600
WESTCOAST ENERGY NPV CA EQU 95751D102 5,177,971 336,500 N X 1 332,500 4,000
WESTCOAST ENERGY NPV CA EQU 95751D102 4,496,295 292,200 N X 2 292,200
WALGREEN CO COMMON 931422109 653,406 20,300 N X 1 20,300
WALGREEN CO COMMON 931422109 1,042,875 32,400 N X 2 32,400
WATERS CORPORATION COMMON 941848103 1,460,306 11,700 N X 1 11,700
WATERS CORPORATION COMMON 941848103 452,570 3,626 N X 2 3,626
WATERS CORPORATION COMMON 941848103 5,454,306 43,700 N X 3 43,700
WACHOVIA CORP COMMON 929771103 358,050 6,600 N X 2 6,600
WEBB DEL CORP COMMON 947423109 5,801,906 378,900 N X 1 378,900
WINSTAR COMMUNICATIONS INC COMMON 975515107 34,605,006 1,021,550 N X 3 1,021,550
WORLDCOM INC COMMON 98157D106 7,294,217 159,002 N X 1 159,002
WORLDCOM INC COMMON 98157D106 4,557,681 99,350 N X 2 99,350
WORLDCOM INC COMMON 98157D106 97,250,459 2,119,901 N X 3 2,118,051 1,850
WENDYS INTERNATIONAL INC COMMON 950590109 217,313 12,200 N X 1 12,200
WENDYS INTERNATIONAL INC COMMON 950590109 244,031 13,700 N X 2 13,700
WELLS FARGO AND CO COMMON 949746101 184,392,263 4,758,510 N X 1 4,370,110 388,400
WELLS FARGO AND CO COMMON 949746101 24,683,750 637,000 N X 2 637,000
WELLS FARGO AND CO COMMON 949746101 1,294,250 33,400 N X 3 15,700 17,700
WELLPOINT HEALTH NETWORKS COMMON 94973H108 449,113 6,200 N X 1 6,200
WELLPOINT HEALTH NETWORKS COMMON 94973H108 557,769 7,700 N X 2 7,700
WASHINGTON MUTUAL COMMON 939322103 924,000 32,000 N X 1 32,000
WASHINGTON MUTUAL COMMON 939322103 542,850 18,800 N X 2 18,800
WILLIAMSCOS COMMON 969457100 1,192,263 28,600 N X 3 28,600
WASTE MANAGEMENT INC COMMON 94106L109 607,525 31,975 N X 1 31,975
WASTE MANAGEMENT INC COMMON 94106L109 381,881 20,099 N X 2 20,099
WALMART STORES COMMON 931142103 77,246,313 1,340,500 N X 1 1,314,800 25,700
WALMART STORES COMMON 931142103 18,584,063 322,500 N X 2 322,500
WALMART STORES COMMON 931142103 86,431,738 1,499,900 N X 3 1,492,100 7,800
WORTHINGTON INDUSTRIES INC COMMON 981811102 112,350 10,700 N X 2 10,700
WATSON PHARMACEUTICALS INC COMMON 942683103 58,845,500 1,094,800 N X 1 1,093,800 1,000
WATSON PHARMACEUTICALS INC COMMON 942683103 7,745,375 144,100 N X 2 144,100
WATSCO INC COMMON 942622200 4,800,000 384,000 N X 1 384,000
WRIGLEY WM JR CO COMMON 982526105 497,163 6,200 N X 1 6,200
WRIGLEY WM JR CO COMMON 982526105 296,694 3,700 N X 2 3,700
WEYERHAEUSER COMMON 962166104 516,000 12,000 N X 1 12,000
WEYERHAEUSER COMMON 962166104 326,800 7,600 N X 2 7,600
WEYERHAEUSER COMMON 962166104 468,700 10,900 N X 3 10,900
USX-US STEEL GROUP COMMON 90337T101 237,600 12,800 N X 1 12,800
USX-US STEEL GROUP COMMON 90337T101 196,763 10,600 N X 2 10,600
XL CAPITAL LTD COMMON G98255105 27,354,776 505,400 N X 1 504,900 500
XL CAPITAL LTD COMMON G98255105 4,216,338 77,900 N X 2 77,900
EXCEL LEGACY CORP COMMON 300665106 84,925 31,600 N X 3 31,600
XILINX INC COMMON 983919101 38,804,375 470,000 N X 3 470,000
EXXON MOBIL CORPORATION COMMON 30231G102 153,151,459 1,950,974 N X 1 1,776,774 174,200
EXXON MOBIL CORPORATION COMMON 30231G102 21,017,747 267,742 N X 2 267,742
EXXON MOBIL CORPORATION COMMON 30231G102 58,375,976 743,643 N X 3 737,343 6,300
XEROX CORP COMMON 984121103 35,867,662 1,728,562 N X 1 1,692,762 35,800
XEROX CORP COMMON 984121103 5,355,575 258,100 N X 2 258,100
XEROX CORP COMMON 984121103 313,325 15,100 N X 3 7,100 8,000
YAHOO INC COMMON 984332106 1,331,656 10,750 N X 1 10,750
YAHOO INC COMMON 984332106 2,093,488 16,900 N X 2 16,900
YAHOO INC COMMON 984332106 63,473,550 512,400 N X 3 512,400
YORK INTERNATIONAL CORP. N COMMON 986670107 47,148,896 1,867,283 N X 1 1,496,183 371,100
YORK INTERNATIONAL CORP. N COMMON 986670107 3,792,550 150,200 N X 2 150,200
THE YORK GROUP COMMON 986632107 1,620,252 405,063 N X 1 405,063
TRICON GLOBAL RESTAURANTS COMMON 895953107 234,475 8,300 N X 1 8,300
ZEBRA TECHNOLOGIES CORP CL COMMON 989207105 496,300 11,200 N X 1 11,200
ZEBRA TECHNOLOGIES CORP CL COMMON 989207105 1,705,588 38,490 N X 3 38,490
ZOLL MEDICAL CORP COMMON 989922109 705,600 14,400 N X 1 14,400
ZOLL MEDICAL CORP COMMON 989922109 205,800 4,200 N X 2 4,200
ZOLL MEDICAL CORP COMMON 989922109 2,420,600 49,400 N X 3 49,400
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