UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
Check here if Amendment [X]; Amendment Number: 1
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 March 12, 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: 1359
Form 13F Information Table Value Total: $23,828,120,542
List of Other Included Managers:
No. 13F File Number Name
2 28-3900 Brinson Trust Company
3 28-2981 UBS Brinson, Inc.
<PAGE>
<TABLE>
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. MANAGERS VOTING AUTHORITY
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER SOLE NONE
<S> <C> <C> <C> <C> <C> (A) (B) (C) (A) (C)
OMNICARE INC CONV CORP B 681904AD0 2,190,000 3,000,000 N X 1 3,000,000
PRIDE INTL INC CONVERT CORP B 741932AB3 867,344 2,275,000 N X 3 2,275,000
ALCOA INC COMMON 013817101 1,988,075 28,300 N X 1 28,300
ALCOA INC COMMON 013817101 71,008,700 1,010,800 N X 3 1,010,800
APPLE COMPUTER INC COMMON 037833100 814,875 6,000 N X 2 6,000
ABGENIX INC COMMON 00339B107 16,105,375 116,600 N X 3 116,600
ALBERTSONS INC COMMON 013104104 1,003,253 32,363 N X 1 32,363
ABBOTT LABORATORIES COMMON 002824100 5,232,381 148,700 N X 1 148,700
ABBOTT LABORATORIES COMMON 002824100 2,009,206 57,100 N X 2 57,100
ABBOTT LABORATORIES COMMON 002824100 9,380,988 266,600 N X 3 266,600
BARRICK GOLD CORP COMMON 067901108 428,269 27,300 N X 1 27,300
ARMSTRONG WORLD INDS INC COMMON 042476101 725,726 40,600 N X 1 11,100 29,500
ACT MANUFACTURING COMMON 000973107 1,023,656 18,300 N X 1 18,300
ACT MANUFACTURING COMMON 000973107 268,500 4,800 N X 2 4,800
ACT MANUFACTURING COMMON 000973107 3,501,688 62,600 N X 3 62,600
ADC TELECOMMUNICATIONS INC COMMON 000886101 603,400 11,200 N X 2 11,200
ARCHER DANIELS MIDLAND CO COMMON 039483102 478,993 46,168 N X 1 46,168
ARCHER DANIELS MIDLAND CO COMMON 039483102 233,458 22,502 N X 2 22,502
ADAPTEC INC COMMON 00651F108 505,988 13,100 N X 2 13,100
BANCO DE A EDWARDS ADR ADRS 059504100 376,936 20,654 N X 1 20,654
AMEREN CORP COMMON 023608102 309,375 10,000 N X 1 10,000
AMERICAN ELECTRIC POWER COMMON 025537101 414,394 13,900 N X 1 13,900
AMERICAN ELECTRIC POWER COMMON 025537101 211,669 7,100 N X 2 7,100
AES CORP COMMON 00130H105 1,086,750 13,800 N X 1 13,800
AES CORP COMMON 00130H105 606,375 7,700 N X 2 7,700
AETNA INC COMMON 008117103 590,288 10,600 N X 1 10,600
AFFYMETRIX INC COMMON 00826T108 17,753,125 119,600 N X 3 119,600
AFLAC INC COMMON 001055102 756,338 16,600 N X 2 16,600
AFLAC INC COMMON 001055102 68,274,222 1,498,474 N X 3 1,496,574 1,900
ASSOCIATES FIRST CAPITAL COMMON 046008108 1,065,444 49,700 N X 1 49,700
ASSOCIATES FIRST CAPITAL COMMON 046008108 585,244 27,300 N X 2 27,300
AMERICAN GENERAL COMMON 026351106 18,549,313 330,500 N X 1 330,500
AMERICAN GENERAL COMMON 026351106 510,738 9,100 N X 2 9,100
ALLERGAN COMMON 018490102 196,603,800 3,932,076 N X 1 3,470,526 461,550
ALLERGAN COMMON 018490102 20,540,000 410,800 N X 2 410,800
AGRIUM INC NPV CA EQU 008916108 11,407,322 1,440,100 N X 1 1,440,100
AGRIUM INC NPV CA EQU 008916108 5,443,450 687,200 N X 2 687,200
AMERADA HESS CORP COMMON 023551104 426,525 6,600 N X 1 6,600
AMERADA HESS CORP COMMON 023551104 219,725 3,400 N X 2 3,400
AMER HOME PRODUCTS COMMON 026609107 7,834,613 146,100 N X 1 146,100
AMER HOME PRODUCTS COMMON 026609107 2,611,538 48,700 N X 2 48,700
AMERICAN INTL GROUP INC COMMON 026874107 23,599,988 215,525 N X 1 215,525
AMERICAN INTL GROUP INC COMMON 026874107 6,687,713 61,075 N X 2 61,075
AMERICAN INTL GROUP INC COMMON 026874107 82,340,497 751,968 N X 3 751,043 925
AAR CORP. COMMON 000361105 2,935,331 175,900 N X 1 175,900
APARTMENT INVESTMENT AND M COMMON 03748R101 1,174,953 30,768 N X 1 30,768
APARTMENT INVESTMENT AND M COMMON 03748R101 572,813 15,000 N X 3 15,000
EMBOTELLADORA ANDINA ADR B ADRS 29081P303 382,725 32,400 N X 1 32,400
ALCAN ALUM LTD COMMON 013716105 738,475 21,800 N X 1 21,800
ALCAN ALUM LTD COMMON 013716105 277,775 8,200 N X 2 8,200
ALCAN ALUMINIUM NPV CA EQU 013716105 7,885,145 235,791 N X 1 235,791
ALCAN ALUMINIUM NPV CA EQU 013716105 6,725,870 201,125 N X 2 201,125
ALKERMES INC COMMON 01642T108 22,107,500 239,000 N X 3 239,000
ALLSTATE CORP COMMON 020002101 1,493,044 62,700 N X 1 62,700
ALLSTATE CORP COMMON 020002101 709,613 29,800 N X 2 29,800
ALLIED CAPITAL CORP COMMON 01903Q108 6,737,501 386,380 N X 1 386,380
APPLIED MATERIALS COMMON 038222105 5,221,450 55,400 N X 1 55,400
APPLIED MATERIALS COMMON 038222105 2,657,850 28,200 N X 2 28,200
APPLIED MATERIALS COMMON 038222105 74,391,525 789,300 N X 3 789,300
AMB PROPERTY COMMON 00163T109 909,450 42,300 N X 3 42,300
ADVANCED MICRO DEVICES INC COMMON 007903107 298,385,519 5,229,100 N X 1 4,658,700 570,400
ADVANCED MICRO DEVICES INC COMMON 007903107 29,484,194 516,700 N X 2 516,700
ADVANCED MICRO DEVICES INC COMMON 007903107 82,175,706 1,440,100 N X 3 1,440,100
AMGEN CORPORATION COMMON 031162100 7,242,250 118,000 N X 1 118,000
AMGEN CORPORATION COMMON 031162100 2,338,388 38,100 N X 2 38,100
AMGEN CORPORATION COMMON 031162100 51,358,600 836,800 N X 3 836,800
AMERUS LIFE HOLDINGS COMMON 030732101 10,691,793 589,892 N X 1 589,892
AMKOR TECHNOLOGY INC COMMON 031652100 17,728,181 334,100 N X 3 334,100
AMR CORP COMMON 001765106 414,375 13,000 N X 1 13,000
AMAZON.COM INC COMMON 023135106 57,090,700 852,100 N X 3 852,100
ANN TAYLOR COMMON 036115103 248,400 10,800 N X 1 10,800
ANN TAYLOR COMMON 036115103 906,200 39,400 N X 3 39,400
AON CORP COMMON 037389103 197,885,130 6,135,973 N X 1 5,054,223 1,081,750
AON CORP COMMON 037389103 27,751,544 860,513 N X 2 860,513
AON CORP COMMON 037389103 1,144,875 35,500 N X 3 16,700 18,800
AMERICA ON-LINE COMMON 02364J104 652,325 9,700 N X 1 9,700
AMERICA ON-LINE COMMON 02364J104 3,006,075 44,700 N X 2 44,700
AMERICA ON-LINE COMMON 02364J104 116,174,375 1,727,500 N X 3 1,725,600 1,900
APACHE CORP COMMON 037411105 363,175 7,300 N X 1 7,300
APACHE CORP COMMON 037411105 213,925 4,300 N X 2 4,300
APAC CUSTOMER SERVICES COMMON 00185E106 3,233,488 372,200 N X 1 372,200
AIR PRODS & CHEMS INC COMMON 009158106 480,594 16,900 N X 1 16,900
AIR PRODS & CHEMS INC COMMON 009158106 244,563 8,600 N X 2 8,600
APPLIED POWER CLASS A COMMON 038225108 6,081,900 213,400 N X 1 213,400
ATLANTIC RICHFIELD COMMON 048825103 1,997,500 23,500 N X 1 23,500
ATLANTIC RICHFIELD COMMON 048825103 1,020,000 12,000 N X 2 12,000
ATLANTIC RICHFIELD COMMON 048825103 782,000 9,200 N X 3 9,200
ARQULE INC COMMON 04269E107 2,840,400 210,400 N X 3 210,400
AMERICAN STANDARD COMPANIE COMMON 029712106 96,425,700 2,606,100 N X 1 2,286,100 320,000
AMERICAN STANDARD COMPANIE COMMON 029712106 10,204,600 275,800 N X 2 275,800
ASIAINFO HOLDINGS INC USD0 CN EQU 04518A104 314,600 5,200 N X 1 5,200
AMSOUTH BANCORPORATION COMMON 032165102 58,979,225 3,948,400 N X 1 3,575,777 372,623
AMSOUTH BANCORPORATION COMMON 032165102 5,485,662 367,241 N X 2 367,241
ALLTELL CORP COMMON 020039103 731,525 11,600 N X 2 11,600
ATMOS ENERGY CORP COMMON 049560105 7,439,981 454,350 N X 1 454,350
ARTESYN TECHNOLOGIES INC COMMON 043127109 3,444,731 181,900 N X 1 181,900
AUTOMATIC DATA PROCESSING COMMON 053015103 1,124,225 23,300 N X 2 23,300
AVALONBAY COMMUNITIES INC COMMON 053484101 293,000 8,000 N X 3 8,000
AVON PRODUCTS INC COMMON 054303102 633,563 21,800 N X 1 21,800
AVON PRODUCTS INC COMMON 054303102 534,750 18,400 N X 2 18,400
AVON PRODUCTS INC COMMON 054303102 56,142,938 1,931,800 N X 3 1,929,100 2,700
AVERY DENNISON CORP. COMMON 053611109 525,138 8,600 N X 1 8,600
AVERY DENNISON CORP. COMMON 053611109 262,569 4,300 N X 2 4,300
ALLIED WASTE INDUSTRIES COMMON 019589308 83,344 12,700 N X 1 12,700
ALLIED WASTE INDUSTRIES COMMON 019589308 164,063 25,000 N X 2 25,000
ANIXTER INTERNATIONAL INC COMMON 035290105 524,050 18,800 N X 1 18,800
ANIXTER INTERNATIONAL INC COMMON 035290105 1,789,575 64,200 N X 3 64,200
AMER EXPRESS COMMON 025816109 357,450 2,400 N X 1 2,400
AMER EXPRESS COMMON 025816109 2,800,025 18,800 N X 2 18,800
AMER EXPRESS COMMON 025816109 60,021,813 403,000 N X 3 402,400 600
ALZA CORP. COMMON 022615108 139,698,694 3,719,100 N X 1 2,870,200 848,900
ALZA CORP. COMMON 022615108 13,777,925 366,800 N X 2 366,800
AUTOZONE INC COMMON 053332102 310,800 11,200 N X 1 11,200
AUTOZONE INC COMMON 053332102 516,150 18,600 N X 2 18,600
BOEING COMMON 097023105 3,023,619 79,700 N X 1 79,700
BOEING COMMON 097023105 1,547,850 40,800 N X 2 40,800
BOEING COMMON 097023105 48,108,544 1,268,100 N X 3 1,268,100
BANK OF AMERICA CORP COMMON 060505104 24,362,620 464,603 N X 1 464,603
BANK OF AMERICA CORP COMMON 060505104 5,998,850 114,400 N X 2 114,400
CREDICORP LTD US REGD PE EQU G2519Y108 2,471,683 228,595 N X 1 228,595
BACOU USA INC COMMON 056439102 13,621,813 871,796 N X 1 871,796
BAXTER INTERNATIONAL COMMON 071813109 217,127,434 3,463,648 N X 1 3,076,848 386,800
BAXTER INTERNATIONAL COMMON 071813109 32,152,419 512,900 N X 2 512,900
BAXTER INTERNATIONAL COMMON 071813109 1,316,437 21,000 N X 3 9,900 11,100
BB AND T CORP COMMON 054937107 622,988 22,200 N X 1 22,200
BB AND T CORP COMMON 054937107 362,006 12,900 N X 2 12,900
B.C.E. INC NPV CA EQU 05534B109 3,104,353 24,900 N X 2 24,900
BLACK & DECKER CORP COMMON 091797100 255,425 6,800 N X 1 6,800
BRANDYWINE REALTY TRUST SB COMMON 105368203 806,588 47,100 N X 3 47,100
BECTON DICKINSON & CO COMMON 075887109 476,256 18,100 N X 1 18,100
BECTON DICKINSON & CO COMMON 075887109 244,706 9,300 N X 2 9,300
BINDLEY WESTERN INDUSTIRES COMMON 090324104 7,841,838 578,200 N X 1 578,200
BEI TECHNOLOGIES INC COMMON 05538P104 3,259,806 184,300 N X 1 184,300
BELL ATLANTIC CORP COMMON 077853109 21,216,488 347,100 N X 1 347,100
BELL ATLANTIC CORP COMMON 077853109 3,533,025 57,800 N X 2 57,800
BELL ATLANTIC CORP COMMON 077853109 971,888 15,900 N X 3 15,900
FRANKLIN RESOURCES COMMON 354613101 621,938 18,600 N X 1 18,600
FRANKLIN RESOURCES COMMON 354613101 1,083,375 32,400 N X 2 32,400
BESTFOODS COMMON 08658U101 898,800 19,200 N X 1 19,200
BESTFOODS COMMON 08658U101 486,850 10,400 N X 2 10,400
BANCO FRANCES RIO PLA ADR ADRS 059591107 1,001,700 42,400 N X 1 42,400
BIOGEN COMMON 090597105 971,263 13,900 N X 1 13,900
BIOGEN COMMON 090597105 35,098,213 502,300 N X 3 502,300
BENCHMARK ELECTRONICS INC COMMON 08160H101 5,712,800 154,400 N X 1 154,400
BAKER HUGHES COMMON 057224107 783,475 25,900 N X 1 25,900
BAKER HUGHES COMMON 057224107 369,050 12,200 N X 2 12,200
BAKER HUGHES COMMON 057224107 608,025 20,100 N X 3 20,100
BANK NEW YORK INC. COMMON 064057102 5,174,531 124,500 N X 1 124,500
BANK NEW YORK INC. COMMON 064057102 1,138,813 27,400 N X 2 27,400
BELLSOUTH COMMON 079860102 206,800 4,400 N X 1 4,400
BMC SOFTWARE INC COMMON 055921100 878,875 17,800 N X 1 17,800
BMC SOFTWARE INC COMMON 055921100 1,752,813 35,500 N X 2 35,500
BMC SOFTWARE INC COMMON 055921100 39,253,125 795,000 N X 3 793,800 1,200
BIOMET COMMON 090613100 298,275 8,200 N X 1 8,200
BANK OF MONTREAL NPV CA EQU 063671101 3,256,089 92,690 N X 1 92,690
BANK OF MONTREAL NPV CA EQU 063671101 3,150,878 89,695 N X 2 89,695
BRISTOL MYERS SQUIBB CO. COMMON 110122108 3,110,415 53,860 N X 1 53,860
BRISTOL MYERS SQUIBB CO. COMMON 110122108 4,498,725 77,900 N X 2 77,900
BRISTOL MYERS SQUIBB CO. COMMON 110122108 52,000,410 900,440 N X 3 899,340 1,100
BURLINGTON NORTHERN SANTA COMMON 12189T104 376,227,926 17,004,652 N X 1 14,521,752 2,482,900
BURLINGTON NORTHERN SANTA COMMON 12189T104 51,108,374 2,309,983 N X 2 2,309,983
BURLINGTON NORTHERN SANTA COMMON 12189T104 2,119,576 95,800 N X 3 45,100 50,700
BUFFETS INC COMMON 119882108 9,646,278 1,068,100 N X 1 1,068,100
BAUSCH & LOMB INC COMMON 071707103 213,969 4,100 N X 1 4,100
BONTON STORES INC COMMON 09776J101 1,672,983 551,912 N X 1 551,912
BURLINGTON RESOURCES COMMON 122014103 595,700 16,100 N X 1 16,100
BURLINGTON RESOURCES COMMON 122014103 1,039,700 28,100 N X 2 28,100
BROADCOM CORP COMMON 111320107 47,919,238 197,300 N X 3 197,300
BEAR STEARNS COS COMMON 073902108 417,469 9,150 N X 1 9,150
BEAR STEARNS COS COMMON 073902108 202,803 4,445 N X 2 4,445
BASIN EXPLORATION INC COMMON 070107107 6,305,119 422,100 N X 1 422,100
BOSTON SCIENTIFIC COMMON 101137107 765,119 35,900 N X 1 35,900
BOSTON SCIENTIFIC COMMON 101137107 1,387,444 65,100 N X 2 65,100
BOSTON SCIENTIFIC COMMON 101137107 52,935,987 2,483,800 N X 3 2,480,500 3,300
BRITSH TELECOM ADR ADRS 111021408 978,250 5,200 N X 3 5,200
ANHEUSER BUSCH COS INC COMMON 035229103 2,272,125 36,500 N X 1 36,500
ANHEUSER BUSCH COS INC COMMON 035229103 1,388,175 22,300 N X 2 22,300
ANHEUSER BUSCH COS INC COMMON 035229103 13,172,100 211,600 N X 3 211,600
BUENAVENTURA ADR ADRS 204448104 194,250 11,100 N X 1 11,100
BOSTON PROPERTIES INC COMMON 101121101 521,725 16,400 N X 3 16,400
BRAZIL FUND BR EQU 105759104 350,855 20,266 N X 1 20,266
CITIGROUP INC COMMON 172967101 15,677,777 264,325 N X 1 264,325
CITIGROUP INC COMMON 172967101 7,844,078 132,250 N X 2 132,250
CITIGROUP INC COMMON 172967101 83,655,714 1,410,423 N X 3 1,408,523 1,900
COMPUTER ASSOCIATES INTL COMMON 204912109 2,598,331 43,900 N X 1 43,900
COMPUTER ASSOCIATES INTL COMMON 204912109 3,699,219 62,500 N X 2 62,500
COMPUTER ASSOCIATES INTL COMMON 204912109 33,837,494 571,700 N X 3 571,700
CONAGRA INC COMMON 205887102 648,875 35,800 N X 1 35,800
CONAGRA INC COMMON 205887102 333,500 18,400 N X 2 18,400
CARDINAL HEALTH INC COMMON 14149Y108 596,375 13,000 N X 1 13,000
CARDINAL HEALTH INC COMMON 14149Y108 481,688 10,500 N X 2 10,500
CATERPILLAR COMMON 149123101 1,056,925 26,800 N X 1 26,800
CATERPILLAR COMMON 149123101 520,575 13,200 N X 2 13,200
CATERPILLAR COMMON 149123101 544,238 13,800 N X 3 13,800
CHUBB CORP COMMON 171232101 817,506 12,100 N X 1 12,100
CHUBB CORP COMMON 171232101 439,156 6,500 N X 2 6,500
COOPER INDUSTRIES COMMON 216669101 297,500 8,500 N X 1 8,500
COOPER INDUSTRIES COMMON 216669101 423,500 12,100 N X 2 12,100
CBS CORP COMMON 12490K107 3,503,615 61,874 N X 1 61,874
CBS CORP COMMON 12490K107 294,450 5,200 N X 2 5,200
CBS CORP COMMON 12490K107 59,688,413 1,054,100 N X 3 1,052,700 1,400
CUBIST PHAMACEUTICALS INC COMMON 229678107 414,563 9,900 N X 1 9,900
CUBIST PHAMACEUTICALS INC COMMON 229678107 1,490,750 35,600 N X 3 35,600
CIRCUIT CITY STORES CC GRO COMMON 172737108 127,499,888 2,094,454 N X 1 1,838,754 255,700
CIRCUIT CITY STORES CC GRO COMMON 172737108 13,922,113 228,700 N X 2 228,700
C COR NET COMMON 125010108 1,082,900 22,100 N X 1 22,100
C COR NET COMMON 125010108 284,200 5,800 N X 2 5,800
C COR NET COMMON 125010108 3,699,500 75,500 N X 3 75,500
COCA COLA ENTERPRISES COMMON 191219104 666,281 30,900 N X 1 30,900
CROWN CORK & SEAL INC COMMON 228255105 267,200 16,700 N X 2 16,700
CARNIVAL CRUISE LINES COMMON 143658102 570,688 23,000 N X 2 23,000
COUNTRYWIDE CREDIT INDUSTR COMMON 222372104 220,725 8,100 N X 1 8,100
COUNTRYWIDE CREDIT INDUSTR COMMON 222372104 403,300 14,800 N X 2 14,800
CFI PROSERVICES COMMON 12525N100 1,257,138 184,534 N X 1 184,534
CENDENT CORP COMMON 151313103 1,165,500 63,000 N X 1 63,000
CENDENT CORP COMMON 151313103 490,250 26,500 N X 2 26,500
COMDISCO INC COMMON 200336105 35,207,338 797,900 N X 3 797,900
CATELLUS CORP COMMON 149111106 770,063 55,500 N X 3 55,500
CONSTELLATION ENERGY GROUP COMMON 210371100 350,625 11,000 N X 1 11,000
CRESENT REAL ESTATE EQUITI COMMON 225756105 318,500 18,200 N X 3 18,200
CELGENE CORP COMMON 151020104 23,506,706 236,100 N X 3 236,100
CEMEC APPRECIATION WARRANT MX RIG 0002420A3 40,340 52,000 N X 1 52,000
CERIDIAN CORP. COMMON 15677T106 203,388 10,600 N X 1 10,600
CEPHALON INC COMMON 156708109 5,325,000 142,000 N X 3 142,000
CACHEFLOW INC COMMON 126946102 556,950 4,700 N X 3 4,700
COASTAL CORP COMMON 190441105 717,600 15,600 N X 1 15,600
THE CHILE FUND CL EQU 168834109 1,540,988 141,700 N X 1 141,700
CHAMPION INTL CORP COMMON 158525105 16,595,256 311,648 N X 1 215,948 95,700
CHAMPION INTL CORP COMMON 158525105 1,735,950 32,600 N X 2 32,600
CHAMPION ENTERPRISES INC COMMON 158496109 6,416,856 1,115,975 N X 1 716,675 399,300
CHAMPION ENTERPRISES INC COMMON 158496109 537,625 93,500 N X 2 93,500
CHIRON CORP COMMON 170040109 5,960,063 119,500 N X 3 119,500
C&D TECHNOLOGIES COMMON 124661109 861,400 14,600 N X 1 14,600
C&D TECHNOLOGIES COMMON 124661109 224,200 3,800 N X 2 3,800
C&D TECHNOLOGIES COMMON 124661109 2,955,900 50,100 N X 3 50,100
CHEVRON COMMON 166751107 10,889,138 117,800 N X 1 117,800
CIGNA CORP COMMON 125509109 216,073,240 2,852,452 N X 1 2,297,254 555,198
CIGNA CORP COMMON 125509109 29,466,750 389,000 N X 2 389,000
CIGNA CORP COMMON 125509109 1,204,425 15,900 N X 3 7,500 8,400
CINERGY CORP COMMON 172474108 268,750 12,500 N X 1 12,500
CINCINNATI FINANCIAL CORP COMMON 172062101 462,788 12,300 N X 1 12,300
CINCINNATI FINANCIAL CORP COMMON 172062101 225,750 6,000 N X 2 6,000
CARMIKE CINEMAS COMMON 143436103 1,900,406 349,500 N X 1 349,500
CKE RESTAURANTS COMMON 12561E105 2,942,063 461,500 N X 1 461,500
COLGATE PALMOLIVE CO COMMON 194162103 1,228,975 21,800 N X 2 21,800
CADIZ INC COMMON 127537108 186,150 21,900 N X 3 21,900
CELADON GROUP INC COMMON 150838100 9,718,779 375,605 N X 1 375,605
CLEAN HARBORS INC COMMON 184496107 968,888 369,100 N X 1 369,100
CELLSTAR CORP COMMON 150925105 3,056,160 382,020 N X 1 382,020
COULTER PHARMACEUTICAL INC COMMON 222116105 329,400 10,800 N X 1 10,800
COULTER PHARMACEUTICAL INC COMMON 222116105 8,488,150 278,300 N X 3 278,300
CLOROX CO DEL COMMON 189054109 523,250 16,100 N X 1 16,100
CLOROX CO DEL COMMON 189054109 286,000 8,800 N X 2 8,800
CANADIAN IMPERIAL BANK OF CA EQU 136069101 225,551 7,900 N X 2 7,900
COMERICA COMMON 200340107 477,375 11,400 N X 1 11,400
COMERICA COMMON 200340107 238,688 5,700 N X 2 5,700
CHASE MANHATTAN CORP COMMON 16161A108 5,859,000 67,200 N X 1 67,200
CHASE MANHATTAN CORP COMMON 16161A108 2,676,656 30,700 N X 2 30,700
COLORADO MEDTECH COMMON 19652U104 2,322,338 294,900 N X 1 294,900
COMMONWEALTH INDUSTRIES IN COMMON 203004106 8,068,344 890,300 N X 1 890,300
Credence Systems Corp COMMON 225302108 1,013,513 8,100 N X 1 8,100
Credence Systems Corp COMMON 225302108 275,275 2,200 N X 2 2,200
Credence Systems Corp COMMON 225302108 3,541,038 28,300 N X 3 28,300
CMS ENERGY CORP COMMON 125896100 57,896,615 3,194,296 N X 1 2,599,696 594,600
CMS ENERGY CORP COMMON 125896100 4,752,375 262,200 N X 2 262,200
COMVERSE TECHNOLOGY COMMON 205862402 529,200 2,800 N X 2 2,800
CONSECO COMMON 208464107 261,919 22,900 N X 1 22,900
CONSECO COMMON 208464107 136,106 11,900 N X 2 11,900
CANADIAN NATIONAL RAILWAY CA EQU 136375102 19,330,974 732,760 N X 1 732,760
CANADIAN NATIONAL RAILWAY CA EQU 136375102 9,489,262 359,700 N X 2 359,700
CONSOLIDATED STORES CORP COMMON 210149100 17,917,901 1,575,200 N X 1 1,194,500 380,700
CONSOLIDATED STORES CORP COMMON 210149100 923,650 81,200 N X 2 81,200
CENTERPOINT PROPERTIES TRU COMMON 151895109 9,785,145 268,546 N X 1 268,546
CENTERPOINT PROPERTIES TRU COMMON 151895109 393,525 10,800 N X 3 10,800
CONEXANT SYSTEMS INC COMMON 207142100 1,796,300 25,300 N X 2 25,300
COACHMEN INDUSTRIES COMMON 189873102 17,000,411 1,230,799 N X 1 1,230,799
CONOCO CLASS B COMMON 208251405 299,249 11,678 N X 1 11,678
CONOCO CLASS B COMMON 208251405 2,068,578 80,725 N X 2 80,725
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 627,981 13,100 N X 1 13,100
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 354,738 7,400 N X 2 7,400
COLUMBIA/HCA HEALTHCARE CO COMMON 197677107 1,151,719 45,500 N X 1 45,500
COLUMBIA/HCA HEALTHCARE CO COMMON 197677107 529,031 20,900 N X 2 20,900
3 COM COMMON 885535104 1,563,063 28,100 N X 1 28,100
3 COM COMMON 885535104 16,565,125 297,800 N X 3 297,400 400
COR THERAPEUTICS INC. COMMON 217753102 26,902,719 408,100 N X 3 408,100
COVAD COMMUNICATIONS COMMON 222814204 38,417,750 529,900 N X 3 529,900
CANADIAN PACIFIC LIMITED N CA EQU 135923100 11,969,365 536,331 N X 1 536,331
CANADIAN PACIFIC LIMITED N CA EQU 135923100 9,957,677 446,190 N X 2 446,190
CAMPBELL SOUP COMPANY COMMON 134429109 910,200 29,600 N X 1 29,600
CAMPBELL SOUP COMPANY COMMON 134429109 485,850 15,800 N X 2 15,800
CALLON PETROLEUM CO COMMON 13123X102 8,536,146 704,012 N X 1 704,012
CAROLINA POWER & LIGHT COMMON 144141108 22,511,625 694,000 N X 1 694,000
COMPAQ COMPUTER COMMON 204493100 215,180,588 8,081,900 N X 1 6,696,800 1,385,100
COMPAQ COMPUTER COMMON 204493100 30,384,450 1,141,200 N X 2 1,141,200
COMPAQ COMPUTER COMMON 204493100 53,540,213 2,010,900 N X 3 1,987,100 23,800
CAMDEN PROPERTY TRUST COMMON 133131102 1,017,550 37,600 N X 3 37,600
COST PLUS COMMON 221485105 661,034 19,550 N X 1 19,550
COST PLUS COMMON 221485105 2,270,509 67,150 N X 3 67,150
COMPUWARE CORP. COMMON 205638109 221,737,575 10,527,600 N X 1 8,623,100 1,904,500
COMPUWARE CORP. COMMON 205638109 31,520,031 1,496,500 N X 2 1,496,500
COMPUWARE CORP. COMMON 205638109 1,276,387 60,600 N X 3 28,500 32,100
PE CORP-CELERA GENOMICS GR COMMON 69332S201 19,164,031 209,300 N X 3 209,300
CHARLES RIVER ASSOCIATES I COMMON 159852102 347,931 17,900 N X 1 17,900
CHARLES RIVER ASSOCIATES I COMMON 159852102 1,193,463 61,400 N X 3 61,400
CREO PRODUCTS INC COMMON 225606102 97,252,166 2,229,276 N X 1 2,229,276
CREO PRODUCTS INC COMMON 225606102 1,631,226 37,392 N X 2 37,392
CAPTEC NET LEASE COMMON 140724105 195,244 23,400 N X 3 23,400
CROWN CRAFTS COMMON 228309100 612,019 466,300 N X 1 466,300
CABLETRON SYSTEMS INC COMMON 126920107 357,613 12,200 N X 1 12,200
COMPUTER SCIENCES CORP COMMON 205363104 207,746,644 2,625,550 N X 1 2,136,450 489,100
COMPUTER SCIENCES CORP COMMON 205363104 26,514,788 335,100 N X 2 335,100
COMPUTER SCIENCES CORP COMMON 205363104 36,397,501 460,000 N X 3 453,100 6,900
CISCO SYSTEMS INC COMMON 17275R102 1,816,844 23,500 N X 1 23,500
CISCO SYSTEMS INC COMMON 17275R102 17,202,031 222,500 N X 2 222,500
CISCO SYSTEMS INC COMMON 17275R102 165,510,600 2,140,800 N X 3 2,138,000 2,800
CENTRAL & SOUTHWEST COMMON 152357109 172,843,125 10,130,000 N X 1 8,621,700 1,508,300
CENTRAL & SOUTHWEST COMMON 152357109 21,374,194 1,252,700 N X 2 1,252,700
CENTRAL & SOUTHWEST COMMON 152357109 887,250 52,000 N X 3 24,500 27,500
CSX CORP COMMON 126408103 4,030,250 171,500 N X 1 151,800 19,700
CSX CORP COMMON 126408103 662,700 28,200 N X 2 28,200
TELECOM CHILE ADR ADRS 204449300 3,104,693 136,470 N X 1 136,470
CELESTIAL SEASONINGS INC. COMMON 151016102 972,813 28,300 N X 1 28,300
CELESTIAL SEASONINGS INC. COMMON 151016102 254,375 7,400 N X 2 7,400
CELESTIAL SEASONINGS INC. COMMON 151016102 3,368,750 98,000 N X 3 98,000
CENTURYTEL INC COMMON 156700106 835,313 22,500 N X 1 22,500
CTS CORP COMMON 126501105 239,400 4,200 N X 1 4,200
CTS CORP COMMON 126501105 832,200 14,600 N X 3 14,600
COMMSCOPE INC COMMON 203372107 58,642,908 1,285,324 N X 1 1,125,491 159,833
COMMSCOPE INC COMMON 203372107 5,777,494 126,630 N X 2 126,630
CITRIX SYSTEMS COMMON 177376100 1,523,750 23,000 N X 2 23,000
CIA CERVECERIA UNIDAS ADR ADRS 204429104 375,613 15,100 N X 1 15,100
CVS CORP COMMON 126650100 77,773,156 2,070,500 N X 1 1,839,300 231,200
CVS CORP COMMON 126650100 11,888,531 316,500 N X 2 316,500
CVS CORP COMMON 126650100 473,288 12,600 N X 3 5,900 6,700
CV THERAPEUTICS INC COMMON 126667104 12,004,850 239,200 N X 3 239,200
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 586,819 11,900 N X 1 11,900
CYGNUS INC COMMON 232560102 10,036,900 692,200 N X 3 692,200
CYTYC CORP COMMON 232946103 926,400 19,200 N X 1 19,200
CYTYC CORP COMMON 232946103 255,725 5,300 N X 2 5,300
CYTYC CORP COMMON 232946103 3,406,450 70,600 N X 3 70,600
DOMINION RESOURCES INC COMMON 25746U109 187,436,625 4,876,400 N X 1 4,215,900 660,500
DOMINION RESOURCES INC COMMON 25746U109 24,200,250 629,600 N X 2 629,600
DOMINION RESOURCES INC COMMON 25746U109 1,010,906 26,300 N X 3 12,400 13,900
DELTA AIR LINES COMMON 247361108 516,525 9,700 N X 1 9,700
DATA BROADCASTING CORP COMMON 237596101 1,624,125 213,000 N X 1 213,000
DRESS BARN COMMON 261570105 6,217,750 323,000 N X 1 323,000
DOBSON COMMUNICATIONS CORP COMMON 256069105 418,600 18,200 N X 3 18,200
DANA CORPORATION COMMON 235811106 341,069 12,100 N X 1 12,100
DANA CORPORATION COMMON 235811106 597,575 21,200 N X 2 21,200
DU PONT E I DE NEMOURS & C COMMON 263534109 138,644,331 2,622,115 N X 1 2,365,615 256,500
DU PONT E I DE NEMOURS & C COMMON 263534109 22,659,793 428,554 N X 2 428,554
DU PONT E I DE NEMOURS & C COMMON 263534109 1,348,313 25,500 N X 3 18,100 7,400
DEERE & CO COMMON 244199105 680,200 17,900 N X 1 17,900
DEERE & CO COMMON 244199105 330,600 8,700 N X 2 8,700
DELL COMPUTER CORP COMMON 247025109 88,106,906 1,633,500 N X 1 1,606,800 26,700
DELL COMPUTER CORP COMMON 247025109 23,290,213 431,800 N X 2 431,800
DELL COMPUTER CORP COMMON 247025109 609,494 11,300 N X 3 5,300 6,000
DELTA FINANCIAL CORPORATIO COMMON 247918105 1,318,400 659,200 N X 1 659,200
DEPARTMENT 56 INC COMMON 249509100 4,428,938 299,000 N X 1 299,000
DOLLAR GENERAL CORP COMMON 256669102 453,516 16,875 N X 1 16,875
DOLLAR GENERAL CORP COMMON 256669102 265,391 9,875 N X 2 9,875
QUEST DIAGNOSTICS INC COMMON 74834L100 767,175 19,300 N X 1 19,300
QUEST DIAGNOSTICS INC COMMON 74834L100 202,725 5,100 N X 2 5,100
QUEST DIAGNOSTICS INC COMMON 74834L100 2,651,325 66,700 N X 3 66,700
DANAHER CORP COMMON 235851102 515,100 10,100 N X 1 10,100
DANAHER CORP COMMON 235851102 265,200 5,200 N X 2 5,200
DIGEX INC COMMON 253756100 349,453 3,150 N X 3 3,150
DII GROUP COMMON 232949107 1,503,731 13,300 N X 1 13,300
DII GROUP COMMON 232949107 418,331 3,700 N X 2 3,700
DII GROUP COMMON 232949107 5,449,613 48,200 N X 3 48,200
DISNEY WALT CO COMMON 254687106 6,690,338 161,700 N X 1 161,700
DISNEY WALT CO COMMON 254687106 3,396,888 82,100 N X 2 82,100
DISNEY WALT CO COMMON 254687106 50,299,588 1,215,700 N X 3 1,214,200 1,500
DOW JONES & CO INC COMMON 260561105 495,506 6,900 N X 1 6,900
DOW JONES & CO INC COMMON 260561105 236,981 3,300 N X 2 3,300
DIAL CORP COMMON 25247D101 3,837,625 279,100 N X 1 71,200 207,900
DEL MONTE FOODS COMMON 24522P103 4,573,181 427,900 N X 1 427,900
GENENTECH INC COMMON 368710406 54,507,200 358,600 N X 3 358,600
DUN & BRADSTREET COMMON 26483B106 357,813 12,500 N X 1 12,500
RR DONNELLEY AND SONS CO COMMON 257867101 213,563 10,200 N X 1 10,200
DOVER CORP COMMON 260003108 2,508,650 52,400 N X 1 52,400
DOVER CORP COMMON 260003108 363,850 7,600 N X 2 7,600
DOW CHEMICAL COMMON 260543103 19,231,800 168,700 N X 1 168,700
DOW CHEMICAL COMMON 260543103 934,800 8,200 N X 2 8,200
DOW CHEMICAL COMMON 260543103 456,000 4,000 N X 3 4,000
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 535,648 33,478 N X 1 33,478
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 333,600 20,850 N X 2 20,850
DARDEN RESTAURANTS INC. COMMON 237194105 181,688 10,200 N X 1 10,200
DENDRITE INTERNATIONAL COMMON 248239105 555,891 26,550 N X 1 26,550
DENDRITE INTERNATIONAL COMMON 248239105 1,905,313 91,000 N X 3 91,000
DATA RETURN COMMON 23785M104 272,413 7,400 N X 3 7,400
DATASCOPE CORP COMMON 238113104 371,475 11,700 N X 1 11,700
DATASCOPE CORP COMMON 238113104 1,273,175 40,100 N X 3 40,100
DAYTON SUPERIOR CORP COMMON 240028100 6,491,524 257,728 N X 1 257,728
DTE ENERGY COMMON 233331107 269,700 9,300 N X 1 9,300
DT INDUSTRIES COMMON 23333J108 9,914,744 777,627 N X 1 777,627
DUKE ENERGY COMMON 264399106 1,438,500 27,400 N X 1 27,400
DUKE ENERGY COMMON 264399106 719,250 13,700 N X 2 13,700
DEVRY INC COMMON 251893103 6,877,750 225,500 N X 1 225,500
DOVER DOWNS ENTERTAINMENT COMMON 260086103 4,596,375 360,500 N X 1 360,500
DIVERSA CORPORATION COMMON 255064107 14,179,900 301,700 N X 3 301,700
DELHAIZE AMERICA CLASS A COMMON 246688105 1,836,797 106,481 N X 1 20,281 86,200
ENI ADS (CNV TO 10 ORD SHS ADRS 26874R108 18,417,175 362,900 N X 1 362,900
ENI ADS (CNV TO 10 ORD SHS ADRS 26874R108 11,692,800 230,400 N X 2 230,400
EBAY INC COMMON 278642103 62,444,976 354,801 N X 1 354,801
EBAY INC COMMON 278642103 5,335,616 30,316 N X 2 30,316
ENGELHARD CORP COMMON 292845104 160,325 10,600 N X 1 10,600
ENGELHARD CORP COMMON 292845104 243,513 16,100 N X 2 16,100
ECI TELECOM LTD ADR IL EQU 268258100 1,226,763 39,100 N X 1 39,100
ECOLAB COMMON 278865100 348,531 9,500 N X 1 9,500
CONSOL EDISON OF NY COMMON 209115104 490,100 16,900 N X 1 16,900
ELECTRONIC DATA SYSTEMS COMMON 285661104 206,433,419 3,216,100 N X 1 2,827,600 388,500
ELECTRONIC DATA SYSTEMS COMMON 285661104 27,472,250 428,000 N X 2 428,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 93,437,744 1,455,700 N X 3 1,445,600 10,100
EQUIFAX INC COMMON 294429105 272,700 10,800 N X 1 10,800
EQUIFAX INC COMMON 294429105 459,550 18,200 N X 2 18,200
EDISON INTERNATIONAL COMMON 281020107 448,844 27,100 N X 1 27,100
EDISON INTERNATIONAL COMMON 281020107 213,656 12,900 N X 2 12,900
EASTMAN KODAK COMMON 277461109 1,325,225 24,400 N X 1 24,400
EASTMAN KODAK COMMON 277461109 635,456 11,700 N X 2 11,700
EASTMAN KODAK COMMON 277461109 559,419 10,300 N X 3 10,300
ELCOR CORP COMMON 284443108 481,275 13,950 N X 1 13,950
ELCOR CORP COMMON 284443108 1,754,325 50,850 N X 3 50,850
EMS TECH INC COMMON 26873N108 11,473,200 573,660 N X 1 573,660
ELAN CORP ADR ADRS 284131208 22,709,750 478,100 N X 3 478,100
ELANTEC SEMICONDUCTOR COMMON 284155108 1,000,450 13,600 N X 1 13,600
ELANTEC SEMICONDUCTOR COMMON 284155108 272,181 3,700 N X 2 3,700
ELANTEC SEMICONDUCTOR COMMON 284155108 3,656,056 49,700 N X 3 49,700
EMC CORPORATION COMMON 268648102 293,750 2,350 N X 1 2,350
EMC CORPORATION COMMON 268648102 4,737,500 37,900 N X 2 37,900
EMC CORPORATION COMMON 268648102 66,737,500 533,900 N X 3 533,900
EMISPHERE TECHNOLOGIES COMMON 291345106 4,865,875 93,800 N X 1 93,800
EMCORE CORP COMMON 290846104 41,054,300 356,800 N X 3 356,800
EMMIS COMMUNICATIONS CORP COMMON 291525103 17,493,300 376,200 N X 1 376,200
EMMIS COMMUNICATIONS CORP COMMON 291525103 1,576,350 33,900 N X 3 33,900
EASTMAN CHEMICAL COMPANY COMMON 277432100 71,968,624 1,581,728 N X 1 1,224,828 356,900
EASTMAN CHEMICAL COMPANY COMMON 277432100 6,847,750 150,500 N X 2 150,500
EMERSON ELECTRIC COMMON 291011104 241,347,938 4,564,500 N X 1 3,788,900 775,600
EMERSON ELECTRIC COMMON 291011104 31,058,775 587,400 N X 2 587,400
EMERSON ELECTRIC COMMON 291011104 1,903,500 36,000 N X 3 23,400 12,600
E-MERGE INTERACTIVE COMMON 29088W103 7,038,706 233,650 N X 3 233,650
EMBRATEL ADR ADRS 29081N100 643,188 25,100 N X 1 25,100
ENRON CORP COMMON 293561106 68,128,763 909,900 N X 3 909,900
ENZON INC COMMON 293904108 41,290,425 1,095,600 N X 3 1,095,600
EMPRESA NAC ELEC CHILE ADR ADRS 29244T101 408,509 37,564 N X 1 37,564
EQUITY OFFICE PROPERTIES COMMON 294741103 1,443,029 57,434 N X 3 57,434
EQUITY RESIDENTIAL PROPERT COMMON 29476L107 361,688 9,000 N X 3 9,000
ERICSSON LM TEL CL B ADR ADRS 294821400 2,429,744 25,900 N X 3 25,900
EVANS & SUTHERLD CMPTR COMMON 299096107 3,171,375 281,900 N X 1 281,900
ETHAN ALLEN INTERIORS COMMON 297602104 301,250 12,050 N X 1 12,050
ETHAN ALLEN INTERIORS COMMON 297602104 1,101,250 44,050 N X 3 44,050
EATON CORP COMMON 278058102 1,521,000 19,500 N X 1 19,500
EATON CORP COMMON 278058102 733,200 9,400 N X 2 9,400
ENTERGY CORP COMMON 29364G103 84,771,592 4,199,212 N X 1 3,720,812 478,400
ENTERGY CORP COMMON 29364G103 12,754,463 631,800 N X 2 631,800
ENTERGY CORP COMMON 29364G103 524,876 26,000 N X 3 12,200 13,800
EAST WEST BANCORP COMMON 27579R104 3,147,281 284,500 N X 1 284,500
EXABYTE CORP COMMON 300615101 5,984,213 804,600 N X 1 804,600
EXPEDITORS INTL WASHINGTON COMMON 302130109 842,700 21,200 N X 1 21,200
EXPEDITORS INTL WASHINGTON COMMON 302130109 219,182 5,514 N X 2 5,514
EXPEDITORS INTL WASHINGTON COMMON 302130109 2,905,725 73,100 N X 3 73,100
EXPEDIA COMMON 302125109 2,462,875 115,900 N X 1 115,900
FORD MOTOR CO DEL COMMON 345370100 4,212,469 91,700 N X 1 91,700
FORD MOTOR CO DEL COMMON 345370100 2,071,781 45,100 N X 2 45,100
FIRST AMERICAN FINANCIAL C COMMON 318522307 1,511,394 106,530 N X 1 106,530
FIDELITY ADVISOR KOREA FUN KR EQU 315804104 2,047,500 168,000 N X 1 168,000
FLEETBOSTON FINANCIAL CORP COMMON 339030108 241,129,732 6,606,294 N X 1 5,754,251 852,043
FLEETBOSTON FINANCIAL CORP COMMON 339030108 35,576,295 974,693 N X 2 974,693
FLEETBOSTON FINANCIAL CORP COMMON 339030108 1,325,243 36,308 N X 3 17,121 19,187
FIRST CONSULTING GROUP COMMON 31986R103 7,147,335 439,836 N X 1 439,836
FREEPORT McMORAN COP & GOL COMMON 35671D857 159,225 13,200 N X 1 13,200
FEDERATED DEPT STORES COMMON 31410H101 55,932,475 1,339,700 N X 1 1,178,300 161,400
FEDERATED DEPT STORES COMMON 31410H101 6,233,275 149,300 N X 2 149,300
FIRST DATA CORP COMMON 319963104 200,497,591 4,531,019 N X 1 3,713,165 817,854
FIRST DATA CORP COMMON 319963104 27,864,402 629,704 N X 2 629,704
FIRST DATA CORP COMMON 319963104 1,137,225 25,700 N X 3 12,100 13,600
FEDEX CORP COMMON 31428X106 428,795,250 10,994,750 N X 1 9,318,550 1,676,200
FEDEX CORP COMMON 31428X106 58,230,900 1,493,100 N X 2 1,493,100
FEDEX CORP COMMON 31428X106 2,371,200 60,800 N X 3 28,600 32,200
FIRSTENERGY INC COMMON 337932107 325,875 15,800 N X 1 15,800
FBL FINANCIAL GROUP INC COMMON 30239F106 7,455,960 497,064 N X 1 497,064
FIREPOND INC COMMON 318224102 296,797 7,250 N X 3 7,250
FIFTH THIRD BANCORP COMMON 316773100 730,800 11,600 N X 2 11,600
FORT JAMES CORP COMMON 347471104 110,316,690 5,014,395 N X 1 3,898,395 1,116,000
FORT JAMES CORP COMMON 347471104 10,395,000 472,500 N X 2 472,500
FLEETWOOD ENTERPRISES INC COMMON 339099103 13,943,175 945,300 N X 1 748,100 197,200
FLEETWOOD ENTERPRISES INC COMMON 339099103 1,876,200 127,200 N X 2 127,200
FLEXTRONICS INT LTD COMMON Y2573F102 12,551,963 178,200 N X 3 178,200
FEDERAL MOGUL CORP COMMON 313549107 44,090,044 2,642,100 N X 1 2,231,200 410,900
FEDERAL MOGUL CORP COMMON 313549107 4,463,906 267,500 N X 2 267,500
FREMONT GENERAL CORP COMMON 357288109 3,619,500 609,600 N X 3 609,600
FINLAY ENTERPRISES COMMON 317884203 6,002,344 487,500 N X 1 487,500
FED NAT MTG ASSN COMMON 313586109 4,012,706 71,100 N X 1 71,100
FED NAT MTG ASSN COMMON 313586109 2,155,913 38,200 N X 2 38,200
FORTUNE BRANDS COMMON 349631101 315,000 12,600 N X 1 12,600
SPRINT CORPORATION COMMON 852061100 1,209,600 19,200 N X 3 19,200
FPL GROUP INC COMMON 302571104 575,781 12,500 N X 1 12,500
FPL GROUP INC COMMON 302571104 308,619 6,700 N X 2 6,700
FREDDIE MAC COMMON 313400301 2,222,631 50,300 N X 1 50,300
FREDDIE MAC COMMON 313400301 1,396,325 31,600 N X 2 31,600
FREDDIE MAC COMMON 313400301 65,963,100 1,492,800 N X 3 1,491,200 1,600
FRED S INC COMMON 356108100 3,971,100 260,400 N X 1 260,400
FOREST LABS COMMON 345838106 743,600 8,800 N X 1 8,800
FOREST LABS COMMON 345838106 20,203,950 239,100 N X 3 239,100
FINANCIAL SEC ASSURANCE HL COMMON 31769P100 3,304,688 45,000 N X 1 45,000
FIRSTAR CORP COMMON 33763V109 597,017 26,028 N X 1 26,028
FIRSTAR CORP COMMON 33763V109 2,588,015 112,829 N X 2 112,829
FEDERAL SIGNAL CORP COMMON 313855108 6,500,694 359,900 N X 1 359,900
FIRST UNION CORP COMMON 337358105 3,225,850 86,600 N X 1 86,600
FIRST UNION CORP COMMON 337358105 1,370,800 36,800 N X 2 36,800
FIRST WORLD COMMUNICATIONS COMMON 337625305 523,638 25,700 N X 3 25,700
FORWARD AIR CORP COMMON 349853101 653,775 27,600 N X 1 27,600
FORWARD AIR CORP COMMON 349853101 2,234,916 94,350 N X 3 94,350
GILETTE COMMON 375766102 3,482,325 92,400 N X 1 92,400
GREATER BAY BANCORP COMMON 391648102 5,224,450 129,800 N X 1 129,800
GREATER BAY BANCORP COMMON 391648102 1,416,800 35,200 N X 3 35,200
GLOBAL CROSSING INC COMMON G3921A100 13,869,625 338,800 N X 3 338,800
GABLES RESIDENTIAL TRUST COMMON 362418105 247,500 11,000 N X 3 11,000
GRANITE BROADCASTING COMMON 387241102 2,073,218 290,978 N X 1 290,978
GANNETT INC COMMON 364730101 1,513,063 21,500 N X 1 21,500
GANNETT INC COMMON 364730101 731,900 10,400 N X 2 10,400
GENERAL DYNAMICS CORP COMMON 369550108 716,400 14,400 N X 1 14,400
GENERAL DYNAMICS CORP COMMON 369550108 373,125 7,500 N X 2 7,500
GARDNER DENVER INC COMMON 365558105 6,695,369 355,900 N X 1 355,900
GUIDANT CORP COMMON 401698105 1,440,906 24,500 N X 1 24,500
GUIDANT CORP COMMON 401698105 888,069 15,100 N X 2 15,100
GUIDANT CORP COMMON 401698105 44,750,432 760,900 N X 3 759,900 1,000
GOLDEN WEST FINANCIAL CORP COMMON 381317106 392,963 12,600 N X 1 12,600
GOODYS FAMILY CLOTHING INC COMMON 382588101 3,312,368 546,370 N X 1 546,370
GEN ELECTRIC COMMON 369604103 1,660,506 10,700 N X 1 10,700
GEN ELECTRIC COMMON 369604103 19,600,181 126,300 N X 2 126,300
GEN ELECTRIC COMMON 369604103 127,812,425 823,600 N X 3 822,400 1,200
GELTEX PHARMACEUTICALS INC COMMON 368538104 23,728,050 1,416,600 N X 3 1,416,600
GENSET ADR ADRS 37244T104 7,763,767 239,000 N X 3 239,000
GENZYME CORP GENL DIV COMMON 372917104 84,310,601 1,682,007 N X 1 1,476,007 206,000
GENZYME CORP GENL DIV COMMON 372917104 8,877,138 177,100 N X 2 177,100
GENZYME CORP GENL DIV COMMON 372917104 23,964,763 478,100 N X 3 478,100
GRACO INC COMMON 384109104 498,800 17,200 N X 1 17,200
GRACO INC COMMON 384109104 1,719,700 59,300 N X 3 59,300
GILEAD SCIENCES INC. COMMON 375558103 10,577,288 166,900 N X 3 166,900
GENERAL MILLS INC COMMON 370334104 825,075 22,800 N X 1 22,800
GENERAL MILLS INC COMMON 370334104 408,919 11,300 N X 2 11,300
GENERAL MILLS INC COMMON 370334104 597,094 16,500 N X 3 14,500 2,000
GUILFORD PHARMACEUTICALS I COMMON 401829106 11,120,475 478,300 N X 3 478,300
CORNING INC COMMON 219350105 1,338,600 6,900 N X 3 6,900
GEN MOTORS COMMON 370442105 4,090,938 49,400 N X 1 49,400
GEN MOTORS COMMON 370442105 1,043,438 12,600 N X 3 12,600
GATX CORP COMMON 361448103 43,510,000 1,145,000 N X 1 886,300 258,700
GATX CORP COMMON 361448103 4,081,200 107,400 N X 2 107,400
GEORGIA PACIFIC CORP COMMON 373298108 545,963 13,800 N X 1 13,800
GEORGIA PACIFIC CORP COMMON 373298108 249,244 6,300 N X 2 6,300
GENUINE PARTS CO COMMON 372460105 312,763 13,100 N X 1 13,100
GAP INC COMMON 364760108 3,601,444 72,300 N X 1 72,300
GAP INC COMMON 364760108 1,875,441 37,650 N X 2 37,650
GAP INC COMMON 364760108 60,656,681 1,217,700 N X 3 1,216,100 1,600
GREAT PLAINS SOFTWARE COMMON 39119E105 2,962,313 55,500 N X 1 55,500
GREENPOINT FINANCIAL CORP COMMON 395384100 120,848,788 6,157,900 N X 1 4,946,800 1,211,100
GREENPOINT FINANCIAL CORP COMMON 395384100 10,106,875 515,000 N X 2 515,000
GPU INC COMMON 36225X100 235,425 8,600 N X 1 8,600
GOODYEAR TIRE & RUBBER COMMON 382550101 268,094 11,500 N X 1 11,500
GOODYEAR TIRE & RUBBER COMMON 382550101 468,581 20,100 N X 2 20,100
GOLF TRUST OF AMERICA COMMON 38168B103 5,788,761 350,834 N X 1 350,834
GTE CORP COMMON 362320103 5,183,000 73,000 N X 1 73,000
GATEWAY INC COMMON 367626108 176,293,900 3,326,300 N X 1 2,884,800 441,500
GATEWAY INC COMMON 367626108 27,887,010 526,170 N X 2 526,170
GATEWAY INC COMMON 367626108 9,593,000 181,000 N X 3 170,300 10,700
GRAINGER W W INC COMMON 384802104 127,134,875 2,343,500 N X 1 1,955,600 387,900
GRAINGER W W INC COMMON 384802104 10,784,900 198,800 N X 2 198,800
GENZYME TRANSGENICS CORP COMMON 37246E105 722,000 36,100 N X 3 36,100
HARCOURT GENERAL INC COMMON 41163G101 338,975 9,100 N X 2 9,100
HAMILTON BANCORP COMMON 407013101 5,579,688 357,100 N X 1 357,100
HALLIBURTON COMMON 406216101 221,400 5,400 N X 2 5,400
HALLIBURTON COMMON 406216101 55,608,300 1,356,300 N X 3 1,354,800 1,500
HASBRO INC. COMMON 418056107 237,600 14,400 N X 1 14,400
HOME DEPOT COMMON 437076102 335,400 5,200 N X 1 5,200
HOME DEPOT COMMON 437076102 2,386,500 37,000 N X 2 37,000
QUANTUM CORP HARD DISK DRI COMMON 747906303 3,300,750 293,400 N X 1 293,400
HARDINGE INC COMMON 412324303 3,167,271 309,002 N X 1 309,002
HELIX TECHNOLOGY CORP COMMON 423319102 1,075,119 17,900 N X 1 17,900
HELIX TECHNOLOGY CORP COMMON 423319102 294,306 4,900 N X 2 4,900
HELIX TECHNOLOGY CORP COMMON 423319102 3,856,013 64,200 N X 3 64,200
HERBALIFE INTERNATIONAL IN COMMON 426908307 6,236,514 472,911 N X 1 472,911
HAGGAR CORPORATION COMMON 405173105 4,993,436 363,159 N X 1 363,159
HOOPER HOLMES COMMON 439104100 878,400 25,600 N X 1 25,600
HOOPER HOLMES COMMON 439104100 229,894 6,700 N X 2 6,700
HOOPER HOLMES COMMON 439104100 3,029,794 88,300 N X 3 88,300
HOUSEHOLD INTERNATIONAL CO COMMON 441815107 165,339,113 4,431,199 N X 1 3,458,099 973,100
HOUSEHOLD INTERNATIONAL CO COMMON 441815107 18,409,988 493,400 N X 2 493,400
HOUSEHOLD INTERNATIONAL CO COMMON 441815107 738,787 19,800 N X 3 9,300 10,500
HIBERNIA CORP COMMON 428656102 30,254,858 2,881,415 N X 1 2,433,015 448,400
HIBERNIA CORP COMMON 428656102 1,832,250 174,500 N X 2 174,500
HARTFORD FINANCIAL SERVICE COMMON 416515104 902,025 17,100 N X 1 17,100
HARTFORD FINANCIAL SERVICE COMMON 416515104 443,100 8,400 N X 2 8,400
HILTON HOTELS CORP COMMON 432848109 148,800 19,200 N X 1 19,200
HILTON HOTELS CORP COMMON 432848109 105,400 13,600 N X 2 13,600
HOMESTAKE MINING CO COMMON 437614100 92,400 15,400 N X 1 15,400
HOME PROPERTIES OF NEW YOR COMMON 437306103 409,275 15,300 N X 3 15,300
HARTMARX COMMON 417119104 3,006,141 1,093,142 N X 1 1,093,142
HUANENG POWER INTL ADR ADRS 443304100 273,600 34,200 N X 1 34,200
HEINZ H J CO COMMON 423074103 927,675 26,600 N X 1 26,600
HEINZ H J CO COMMON 423074103 467,325 13,400 N X 2 13,400
HONEYWELL INTERNATIONAL IN COMMON 438516106 3,194,812 60,637 N X 1 60,637
HONEYWELL INTERNATIONAL IN COMMON 438516106 4,572,590 86,787 N X 2 86,787
HONEYWELL INTERNATIONAL IN COMMON 438516106 52,539,290 997,187 N X 3 997,187
STARWOOD HOTELS AND RESORT COMMON 85590A203 598,500 22,800 N X 3 22,800
HARRIS INTERACTIVE INC COMMON 414549105 75,174,671 11,565,334 N X 1 11,565,334
HARRIS INTERACTIVE INC COMMON 414549105 1,462,136 224,944 N X 2 224,944
H & R BLOCK COMMON 093671105 331,150 7,400 N X 1 7,400
HEALTHSOUTH CORP COMMON 421924101 171,881 30,900 N X 1 30,900
HERSHEY FOODS COMMON 427866108 511,875 10,500 N X 1 10,500
HUMANA INC COMMON 444859102 89,944 12,300 N X 1 12,300
HAVERTY FURNITURE COMPANIE COMMON 419596101 170,000 16,000 N X 1 16,000
HAVERTY FURNITURE COMPANIE COMMON 419596101 622,625 58,600 N X 3 58,600
HEWLETT-PACKARD COMMON 428236103 9,392,053 70,850 N X 1 70,850
HEWLETT-PACKARD COMMON 428236103 5,037,375 38,000 N X 2 38,000
HEWLETT-PACKARD COMMON 428236103 23,264,719 175,500 N X 3 175,500
HYCOR BIOMEDICAL INC. COMMON 448623108 1,718,200 227,200 N X 1 227,200
I B M COMMON 459200101 26,349,400 223,300 N X 1 223,300
I B M COMMON 459200101 8,260,000 70,000 N X 2 70,000
I B M COMMON 459200101 116,619,400 988,300 N X 3 987,500 800
ICN PHARM INC COMMON 448924100 3,256,375 119,500 N X 3 119,500
IDEC PHARMACEUTICALS CORP COMMON 449370105 16,437,225 167,300 N X 3 167,300
INNERDYNE INC COMMON 45764D102 68,484 11,181 N X 1 11,181
INTERNATIONAL FLAV & FRAGR COMMON 459506101 276,994 7,900 N X 1 7,900
INVESTORS FINANCIAL SERVIC COMMON 461915100 1,071,525 18,200 N X 1 18,200
INVESTORS FINANCIAL SERVIC COMMON 461915100 281,187 4,776 N X 2 4,776
INVESTORS FINANCIAL SERVIC COMMON 461915100 3,679,452 62,496 N X 3 62,496
INFORMIX CORP COMMON 456779107 474,758 28,030 N X 1 28,030
INFINEON TECH COMMON 45662N103 19,011,813 331,000 N X 3 331,000
IMC GLOBAL INC COMMON 449669100 99,250,782 6,757,500 N X 1 5,491,800 1,265,700
IMC GLOBAL INC COMMON 449669100 8,393,906 571,500 N X 2 571,500
ITT INDUSTRIES INC COMMON 450911102 270,244 8,700 N X 1 8,700
ITT INDUSTRIES INC COMMON 450911102 354,113 11,400 N X 2 11,400
IKON OFFICE SOLUTIONS INC COMMON 451713101 115,088 18,600 N X 2 18,600
INAMED COMMON 453235103 697,950 14,100 N X 1 14,100
INAMED COMMON 453235103 2,336,400 47,200 N X 3 47,200
IMMUNEX CORPORATION COMMON 452528102 285,469 4,500 N X 1 4,500
IMMUNEX CORPORATION COMMON 452528102 425,031 6,700 N X 2 6,700
IMMUNEX CORPORATION COMMON 452528102 176,197,657 2,777,500 N X 3 2,775,700 1,800
IMPERIAL OIL LTD NPV CA EQU 453038408 5,548,376 265,408 N X 1 265,408
IMPERIAL OIL LTD NPV CA EQU 453038408 5,062,312 242,157 N X 2 242,157
IMPSAT FIBER NETWORKS INC AR EQU 45321T103 266,000 9,500 N X 1 9,500
INCYTE PHARMACEUTICALS INC COMMON 45337C102 30,970,363 354,200 N X 3 354,200
INHALE THERAPEUTIC SYSTEMS COMMON 457191104 22,685,250 304,500 N X 3 304,500
INPRISE CORP COMMON 45766C102 10,280,744 1,509,100 N X 3 1,509,100
INSTITUFORM TECHNOLOGIES COMMON 457667103 780,938 25,500 N X 1 25,500
INSTITUFORM TECHNOLOGIES COMMON 457667103 205,188 6,700 N X 2 6,700
INSTITUFORM TECHNOLOGIES COMMON 457667103 2,670,500 87,200 N X 3 87,200
INTEL CORP COMMON 458140100 3,845,978 29,150 N X 1 29,150
INTEL CORP COMMON 458140100 17,099,100 129,600 N X 2 129,600
INTEL CORP COMMON 458140100 145,289,575 1,101,200 N X 3 1,099,700 1,500
INTEST INC COMMON 461147100 9,055,783 432,515 N X 1 432,515
INTUIT INC COMMON 461202103 62,085,375 1,141,800 N X 3 1,141,800
INTERNATIONAL PAPER CO COMMON 460146103 1,285,664 30,074 N X 1 30,074
INTERNATIONAL PAPER CO COMMON 460146103 342,000 8,000 N X 3 8,000
INGERSOLL RAND CO COMMON 456866102 535,425 12,100 N X 1 12,100
INGERSOLL RAND CO COMMON 456866102 265,500 6,000 N X 2 6,000
INGERSOLL RAND CO COMMON 456866102 712,425 16,100 N X 3 16,100
INTEREP NATIONAL RADIO SAL COMMON 45866V109 2,218,913 331,800 N X 1 331,800
INTERSIL HOLDING CO COMMON 46069S109 217,088 4,200 N X 1 4,200
INTERSIL HOLDING CO COMMON 46069S109 739,131 14,300 N X 3 14,300
ILLINOIS TOOL WORKS INC COMMON 452308109 250,591,900 4,535,600 N X 1 3,820,500 715,100
ILLINOIS TOOL WORKS INC COMMON 452308109 35,315,800 639,200 N X 2 639,200
ILLINOIS TOOL WORKS INC COMMON 452308109 1,386,775 25,100 N X 3 11,800 13,300
JAKKS PACIFIC COMMON 47012E106 465,750 21,600 N X 1 21,600
JAKKS PACIFIC COMMON 47012E106 1,615,031 74,900 N X 3 74,900
JASON INC COMMON 471171108 12,721,685 1,211,589 N X 1 1,211,589
JABIL CIRCUIT COMMON 466313103 14,246,550 329,400 N X 3 329,400
JOHN B. SANFILLIPO COMMON 800422107 2,503,675 589,100 N X 1 589,100
JACK IN THE BOX COMMON 466367109 583,963 27,400 N X 1 27,400
JACK IN THE BOX COMMON 466367109 2,014,031 94,500 N X 3 94,500
JOHNSON CONTROLS COMMON 478366107 106,886,969 1,977,100 N X 1 1,777,000 200,100
JOHNSON CONTROLS COMMON 478366107 9,515,000 176,000 N X 2 176,000
PENNEY J C INC COMMON 708160106 275,188 18,500 N X 1 18,500
JDA SOFTWARE GROUP INC COMMON 46612K108 6,777,225 463,400 N X 3 463,400
JLM INDUSTRIES INC COMMON 46621D103 2,715,537 443,353 N X 1 443,353
JOHNSON & JOHNSON COMMON 478160104 163,715,044 2,336,700 N X 1 2,015,600 321,100
JOHNSON & JOHNSON COMMON 478160104 26,602,731 379,700 N X 2 379,700
JOHNSON & JOHNSON COMMON 478160104 61,346,725 875,600 N X 3 867,300 8,300
JEFFERSON PILOT COMMON 475070108 658,969 9,900 N X 1 9,900
JEFFERSON PILOT COMMON 475070108 266,250 4,000 N X 2 4,000
J P MORGAN COMMON 616880100 1,752,275 13,300 N X 1 13,300
J P MORGAN COMMON 616880100 856,375 6,500 N X 2 6,500
J P MORGAN COMMON 616880100 967,045 7,340 N X 3 7,340
WHITEHALL JEWELLERS INC COMMON 965063100 654,475 27,850 N X 1 27,850
WHITEHALL JEWELLERS INC COMMON 965063100 2,241,900 95,400 N X 3 95,400
NORDSTROM INC COMMON 655664100 321,550 10,900 N X 1 10,900
KELLOGG COMMON 487836108 763,625 29,800 N X 1 29,800
KANA COMMON 483600102 265,200 3,900 N X 3 3,900
KENNETH COLE COMMON 193294105 942,000 24,000 N X 1 24,000
KENNETH COLE COMMON 193294105 247,275 6,300 N X 2 6,300
KENNETH COLE COMMON 193294105 3,220,463 82,050 N X 3 82,050
KEYCORP COMMON 493267108 632,700 33,300 N X 1 33,300
KEYCORP COMMON 493267108 315,400 16,600 N X 2 16,600
KIMCO REALTY CORP COMMON 49446R109 397,500 10,600 N X 3 10,600
KING PHARMACEUTICALS COMMON 495582108 459,900 14,600 N X 1 14,600
KING PHARMACEUTICALS COMMON 495582108 1,578,150 50,100 N X 3 50,100
KLA TENCOR COMMON 482480100 50,170,875 595,500 N X 3 595,500
KLLM TRANSPORT SERVICES COMMON 482498102 901,396 129,931 N X 1 129,931
K MART CORP COMMON 482584109 350,688 36,200 N X 1 36,200
KIMBERLY CLARK CORP COMMON 494368103 147,952,616 2,642,011 N X 1 2,323,611 318,400
KIMBERLY CLARK CORP COMMON 494368103 22,456,000 401,000 N X 2 401,000
KIMBERLY CLARK CORP COMMON 494368103 907,200 16,200 N X 3 7,800 8,400
KERR MCGEE CORP COMMON 492386107 207,900 3,600 N X 2 3,600
KENT ELECTRONICS COMMON 490553104 761,794 26,100 N X 1 26,100
KENT ELECTRONICS COMMON 490553104 2,632,713 90,200 N X 3 90,200
COCA COLA COMMON 191216100 258,156 5,500 N X 1 5,500
COCA COLA COMMON 191216100 4,318,250 92,000 N X 2 92,000
KOOR INDUSTRIES LTD ADR ADRS 500507108 303,875 17,000 N X 1 17,000
INNKEEPERS USA TRUST COMMON 4576J0104 14,278,875 1,757,400 N X 1 1,757,400
KROGER CO COMMON 501044101 158,571,813 9,029,000 N X 1 7,369,500 1,659,500
KROGER CO COMMON 501044101 22,109,431 1,258,900 N X 2 1,258,900
KROGER CO COMMON 501044101 899,200 51,200 N X 3 24,100 27,100
KILROY REALTY CORP COMMON 49427F108 980,459 46,550 N X 3 46,550
KNIGHT RIDDER INC COMMON 499040103 295,438 5,800 N X 1 5,800
KRONOS INC. COMMON 501052104 589,538 19,900 N X 3 19,900
KOHLS CORP COMMON 500255104 2,039,750 19,900 N X 1 19,900
KOHLS CORP COMMON 500255104 625,250 6,100 N X 2 6,100
KOREA TELECOM CORP ADR KR EQU 50063P103 1,526,875 34,900 N X 1 34,900
KITTY HAWK COMMON 498326107 1,002,725 211,100 N X 1 211,100
KELLWOOD COMMON 488044108 16,284,828 927,250 N X 1 927,250
LAFARGE CORP COMMON 505862102 59,838,125 2,519,500 N X 1 2,286,500 233,000
LAFARGE CORP COMMON 505862102 5,084,875 214,100 N X 2 214,100
LAIDLAW INC COMMON 50730K503 34,788 24,200 N X 1 24,200
LEAR CORP COMMON 521865105 123,041,025 4,374,792 N X 1 3,778,992 595,800
LEAR CORP COMMON 521865105 10,828,125 385,000 N X 2 385,000
LEGGETT AND PLATT INC COMMON 524660107 537,500 25,000 N X 2 25,000
LEHMAN BROTHERS HOLDINGS I COMMON 524908100 843,900 8,700 N X 1 8,700
FIDELITY NATIONAL CORP COMMON 316320100 2,613,788 444,900 N X 1 444,900
LIPOSOME COMPANY INC COMMON 536310105 9,751,056 558,200 N X 3 558,200
LIZ CLAIBORNE INC COMMON 539320101 224,481 4,900 N X 1 4,900
LINEAR TECHNOLOGY CORP COMMON 535678106 242,000 4,400 N X 1 4,400
LINEAR TECHNOLOGY CORP COMMON 535678106 31,377,500 570,500 N X 3 570,500
ELI LILLY & CO COMMON 532457108 11,573,100 183,700 N X 1 183,700
ELI LILLY & CO COMMON 532457108 2,557,800 40,600 N X 2 40,600
AT & T CORP LIBERTY MEDIA COMMON 001957208 252,168 4,256 N X 1 4,256
AT & T CORP LIBERTY MEDIA COMMON 001957208 408,351 6,892 N X 2 6,892
AT & T CORP LIBERTY MEDIA COMMON 001957208 91,603,226 1,546,046 N X 3 1,544,146 1,900
LOCKHEED MARTIN CORP COMMON 539830109 649,913 31,800 N X 1 31,800
LOCKHEED MARTIN CORP COMMON 539830109 21,424,631 1,048,300 N X 3 1,048,300
LINCOLN NATIONAL CORP IND COMMON 534187109 88,279,200 2,635,200 N X 1 2,195,400 439,800
LINCOLN NATIONAL CORP IND COMMON 534187109 8,381,700 250,200 N X 2 250,200
LOGITECH INT ADR ADRS 541419107 12,897,081 196,902 N X 3 196,902
LUDEYE TECHNOLOGIES INC COMMON 545754103 645,188 18,500 N X 3 18,500
LOWES COS INC COMMON 548661107 233,500 4,000 N X 1 4,000
LOWES COS INC COMMON 548661107 1,109,125 19,000 N X 2 19,000
LOWES COS INC COMMON 548661107 57,026,538 976,900 N X 3 975,600 1,300
LIBERTY PROPERTY TR COMMON 531172104 404,544 16,900 N X 3 16,900
LSI LOGIC COMMON 502161102 806,138 11,100 N X 2 11,100
LANDSTAR SYSTEM INC. COMMON 515098101 9,679,800 176,800 N X 1 176,800
LIMITED INC COMMON 532716107 345,425 8,200 N X 2 8,200
LOEWS CORP COMMON 540424108 420,000 8,400 N X 1 8,400
LOEWS CORP COMMON 540424108 685,000 13,700 N X 2 13,700
LUCENT TECHNOLOGIES COMMON 549463107 583,200 9,600 N X 1 9,600
LUCENT TECHNOLOGIES COMMON 549463107 7,290,000 120,000 N X 2 120,000
LUCENT TECHNOLOGIES COMMON 549463107 84,752,082 1,395,096 N X 3 1,394,096 1,000
SOUTHWEST AIRLINES COMMON 844741108 740,925 35,600 N X 1 35,600
SOUTHWEST AIRLINES COMMON 844741108 395,438 19,000 N X 2 19,000
LEAP WIRELESS INTERNATIONA COMMON 521863100 33,247,819 336,900 N X 3 336,900
LEXMARK INTL GROUP INC COMMON 529771107 181,879,425 1,719,900 N X 1 1,460,000 259,900
LEXMARK INTL GROUP INC COMMON 529771107 31,079,925 293,900 N X 2 293,900
LEXMARK INTL GROUP INC COMMON 529771107 1,089,225 10,300 N X 3 4,900 5,400
LYONDELL CHEMICAL CO COMMON 552078107 47,448,154 3,216,824 N X 1 2,769,024 447,800
LYONDELL CHEMICAL CO COMMON 552078107 4,922,075 333,700 N X 2 333,700
MACERICH CO COMMON 554382101 342,375 16,600 N X 3 16,600
MCNAUGHTON APPAREL INC COMMON 582524104 1,617,000 196,000 N X 1 196,000
MESABA HOLDINGS INC COMMON 59066B102 2,049,600 179,200 N X 1 179,200
MARRIOTT INTERNATIONAL COMMON 571903202 579,600 18,400 N X 1 18,400
MARRIOTT INTERNATIONAL COMMON 571903202 289,800 9,200 N X 2 9,200
MASCO CORP COMMON 574599106 256,976,602 12,535,444 N X 1 10,772,244 1,763,200
MASCO CORP COMMON 574599106 35,042,700 1,709,400 N X 2 1,709,400
MASCO CORP COMMON 574599106 1,414,500 69,000 N X 3 32,500 36,500
ALIGN RITE INTERNATIONAL COMMON 016251100 8,967,750 326,100 N X 1 326,100
MATTEL COMMON 577081102 122,169,894 11,704,900 N X 1 10,614,200 1,090,700
MATTEL COMMON 577081102 18,843,863 1,805,400 N X 2 1,805,400
MATTEL COMMON 577081102 735,844 70,500 N X 3 30,900 39,600
MAY DEPT COMMON 577778103 722,475 25,350 N X 1 25,350
MAY DEPT COMMON 577778103 354,825 12,450 N X 2 12,450
MBIA INC COMMON 55262C100 380,056 7,300 N X 1 7,300
MBIA INC COMMON 55262C100 666,400 12,800 N X 2 12,800
MCDONALDS CORP COMMON 580135101 1,889,394 50,300 N X 2 50,300
MCKESSON HBOC INC COMMON 58155Q103 245,532 11,692 N X 1 11,692
MCKESSON HBOC INC COMMON 58155Q103 223,314 10,634 N X 2 10,634
MCLEOD USA INC COMMON 582266102 527,025 6,214 N X 3 6,214
MEREDITH CORP COMMON 589433101 393,163 14,200 N X 1 14,200
MIDWAY AIRLINES COMMON 598126100 2,277,765 455,553 N X 1 455,553
MEAD CORP COMMON 582834107 82,875,244 2,372,100 N X 1 2,085,400 286,700
MEAD CORP COMMON 582834107 9,254,944 264,900 N X 2 264,900
MEADE INSTRUMENTS COMMON 583062104 703,800 10,200 N X 1 10,200
MEADE INSTRUMENTS COMMON 583062104 2,463,300 35,700 N X 3 35,700
MEDIMMUNE INC. COMMON 584699102 52,045,963 298,900 N X 3 298,900
MEDQUIST INC COMMON 584949101 380,625 14,000 N X 1 14,000
MEDQUIST INC COMMON 584949101 1,302,281 47,900 N X 3 47,900
MEDAREX INC COMMON 583916101 9,009,825 179,300 N X 3 179,300
MIDWEST EXPRESS HOLDINGS I COMMON 597911106 7,459,438 291,100 N X 1 291,100
MELLON FINANCIAL CORP COMMON 58551A108 557,550 18,900 N X 2 18,900
MENTOR GRAPHICS COMMON 587200106 3,940,063 260,500 N X 1 260,500
MERRILL LYNCH & CO INC COMMON 590188108 2,982,000 28,400 N X 1 28,400
MERRILL LYNCH & CO INC COMMON 590188108 1,774,500 16,900 N X 2 16,900
MERRILL LYNCH & CO INC COMMON 590188108 48,856,500 465,300 N X 3 464,500 800
MERCURY INTERACTIVE CORP COMMON 589405109 1,204,600 15,200 N X 1 15,200
MERCURY INTERACTIVE CORP COMMON 589405109 329,997 4,164 N X 2 4,164
MERCURY INTERACTIVE CORP COMMON 589405109 4,319,125 54,500 N X 3 54,500
METHODE ELECTRONICS INC. COMMON 591520200 13,481,480 266,960 N X 1 266,960
M & F WORLDWIDE CORP COMMON 552541104 2,870,875 656,200 N X 1 656,200
MAGNA INTL INC A NPV CA EQU 559222401 7,625,017 196,800 N X 1 196,800
MAGNA INTL INC A NPV CA EQU 559222401 6,017,099 155,300 N X 2 155,300
MCGRAW HILL COMPANIES INC. COMMON 580645109 332,150 7,300 N X 2 7,300
MICHAELS STORES INC COMMON 594087108 3,842,725 94,300 N X 1 94,300
MIRAGE RESORTS COMMON 60462E104 257,688 13,300 N X 1 13,300
MIRAGE RESORTS COMMON 60462E104 480,500 24,800 N X 2 24,800
MARTIN MARIETTA MATERIALS COMMON 573284106 81,142,161 1,708,256 N X 1 1,341,089 367,167
MARTIN MARIETTA MATERIALS COMMON 573284106 7,606,365 160,134 N X 2 160,134
MILLENNIUM PHARMACEUTICALS COMMON 599902103 23,299,575 179,400 N X 3 179,400
MARSH & MC LENNAN COMMON 571748102 2,073,875 18,800 N X 1 18,800
MARSH & MC LENNAN COMMON 571748102 1,103,125 10,000 N X 2 10,000
MINNESOTA MINING & MFG CO COMMON 604059105 2,710,013 30,600 N X 1 30,600
MINNESOTA MINING & MFG CO COMMON 604059105 1,328,438 15,000 N X 2 15,000
MINNESOTA MINING & MFG CO COMMON 604059105 504,806 5,700 N X 3 5,700
MAXIM PHARMACEUTICALS INC COMMON 57772M107 5,609,031 119,500 N X 3 119,500
MSC SOFTWARE COMMON 553531104 9,920,823 839,858 N X 1 839,858
PHILIP MORRIS COMPANIES COMMON 718154107 3,992,625 189,000 N X 1 189,000
PHILIP MORRIS COMPANIES COMMON 718154107 2,032,225 96,200 N X 2 96,200
PHILIP MORRIS COMPANIES COMMON 718154107 37,986,975 1,798,200 N X 3 1,798,200
MOTOROLA COMMON 620076109 129,190,506 907,396 N X 1 735,663 171,733
MOTOROLA COMMON 620076109 15,082,780 105,937 N X 2 105,937
MOTOROLA COMMON 620076109 134,672,513 945,900 N X 3 945,300 600
MEDIAPLEX INC COMMON 58446B105 280,800 5,400 N X 1 5,400
MEDIAPLEX INC COMMON 58446B105 967,200 18,600 N X 3 18,600
MORTON RESTAURANTS GROUP I COMMON 619429103 5,589,201 293,204 N X 1 293,204
MERCK & CO COMMON 589331107 3,056,550 49,200 N X 1 49,200
MERCK & CO COMMON 589331107 5,752,775 92,600 N X 2 92,600
MERCK & CO COMMON 589331107 68,877,988 1,108,700 N X 3 1,107,200 1,500
USX MARATHON COMMON 902905827 555,131 21,300 N X 1 21,300
USX MARATHON COMMON 902905827 294,506 11,300 N X 2 11,300
MS CARRIERS COMMON 553533100 7,679,800 326,800 N X 1 326,800
MICRO SEMICONDUCTOR COMMON 595137100 5,580,866 162,945 N X 1 162,945
MICROSOFT CORP. COMMON 594918104 136,387,813 1,283,650 N X 1 1,153,450 130,200
MICROSOFT CORP. COMMON 594918104 41,373,750 389,400 N X 2 389,400
MICROSOFT CORP. COMMON 594918104 145,828,125 1,372,500 N X 3 1,366,200 6,300
METASOLV SOFTWARE COMMON 591393103 442,969 7,500 N X 3 7,500
MISSION WEST PROPERTIES COMMON 605203108 264,581 30,900 N X 3 30,900
MONSANTO COMMON 611662107 40,309,050 782,700 N X 1 344,900 437,800
MONSANTO COMMON 611662107 1,210,250 23,500 N X 2 23,500
MONSANTO COMMON 611662107 370,800 7,200 N X 3 7,200
MGIC INVESTMENT CORP COMMON 552848103 362,088 8,300 N X 1 8,300
MANITOWOC INC COMMON 563571108 690,094 25,500 N X 3 25,500
MICRON TECHNOLOGY COMMON 595112103 327,600 2,600 N X 1 2,600
MICRON TECHNOLOGY COMMON 595112103 403,200 3,200 N X 2 3,200
MICRON TECHNOLOGY COMMON 595112103 184,035,600 1,460,600 N X 3 1,459,700 900
MORGAN STANLEY DEAN WITTER COMMON 617446448 203,906 2,500 N X 1 2,500
MORGAN STANLEY DEAN WITTER COMMON 617446448 6,622,875 81,200 N X 2 81,200
MORGAN STANLEY DEAN WITTER COMMON 617446448 72,101,250 884,000 N X 3 884,000
NAVISTAR INTERNATIONAL COR COMMON 63934E108 200,625 5,000 N X 1 5,000
NATIONAL CITY CORP. COMMON 635405103 474,375 23,000 N X 2 23,000
NEW CENTURY ENERGIES INC COMMON 64352U103 22,192,138 738,200 N X 1 738,200
NCI BUILDING SYSTEMS COMMON 628852105 9,706,817 515,977 N X 1 515,977
NOVA CHEMICALS CORP NPV CA EQU 66977W109 10,881,210 593,885 N X 1 593,885
NOVA CHEMICALS CORP NPV CA EQU 66977W109 7,772,612 424,221 N X 2 424,221
INDYMAC MORTGAGE COMMON 456607100 6,116,906 409,500 N X 1 409,500
NEWMONT MNG CORP COMMON 651639106 273,738 12,200 N X 1 12,200
NETZEE INC COMMON 64122W108 501,288 33,700 N X 3 33,700
NORTH FORK BANCORP INC. COMMON 659424105 11,136,125 623,000 N X 1 623,000
NORTH FORK BANCORP INC. COMMON 659424105 2,057,413 115,100 N X 3 115,100
NABISCO GROUP HOLDINGS COMMON 62952P102 285,600 23,800 N X 1 23,800
NABISCO GROUP HOLDINGS COMMON 62952P102 501,600 41,800 N X 2 41,800
NIKU CORP COMMON 654113109 520,438 11,000 N X 3 11,000
NIKE INC COMMON 654106103 1,561,225 39,400 N X 2 39,400
NIKE INC COMMON 654106103 28,640,951 722,800 N X 3 721,900 900
NIAGARA MOHAWK HOLDING CO COMMON 653520106 184,950 13,700 N X 1 13,700
NEWBRIDGE NETWORKS CORP COMMON 650901101 207,600 6,400 N X 1 6,400
NEWBRIDGE NETWORKS CORP NP CA EQU 650901101 21,146,122 667,390 N X 1 667,390
NEWBRIDGE NETWORKS CORP NP CA EQU 650901101 11,026,312 348,000 N X 2 348,000
NORTHROP GRUMMAN CORP COMMON 666807102 264,688 5,000 N X 1 5,000
NOVELL COMMON 670006105 741,388 25,900 N X 1 25,900
NETWORK PLUS CORP COMMON 64122D506 44,578,350 1,100,700 N X 3 1,100,700
NORFOLK SOUTHERN COMMON 655844108 91,665,063 6,376,700 N X 1 5,720,000 656,700
NORFOLK SOUTHERN COMMON 655844108 12,375,438 860,900 N X 2 860,900
NORFOLK SOUTHERN COMMON 655844108 488,750 34,000 N X 3 16,000 18,000
NATIONAL SERVICE INDUSTRIE COMMON 637657107 14,923,561 708,537 N X 1 579,937 128,600
NATIONAL SERVICE INDUSTRIE COMMON 637657107 2,348,469 111,500 N X 2 111,500
INSIGHT ENTERPRISES INC COMMON 45765U103 648,588 17,800 N X 1 17,800
INSIGHT ENTERPRISES INC COMMON 45765U103 2,222,688 61,000 N X 3 61,000
NATIONAL SEMICONDUCTOR COR COMMON 637640103 727,500 12,000 N X 1 12,000
NATIONAL SEMICONDUCTOR COR COMMON 637640103 388,000 6,400 N X 2 6,400
NORTHERN STATES PWR MINN COMMON 665772109 220,613 11,100 N X 1 11,100
NORTEL NETWORKS COMMON 656569100 711,900 5,650 N X 1 5,650
NORTEL NETWORKS COMMON 656569100 3,616,200 28,700 N X 2 28,700
NORTEL NETWORKS COMMON 656569100 120,594,600 957,100 N X 3 956,100 1,000
NORTEL NETWORKS CORP CA EQU 656569100 8,780,135 70,000 N X 2 70,000
NUCOR COMMON 670346105 325,000 6,500 N X 1 6,500
NEWELL RUBBERMAID COMMON 651229106 188,239,312 7,586,471 N X 1 6,312,571 1,273,900
NEWELL RUBBERMAID COMMON 651229106 23,372,060 941,947 N X 2 941,947
NEWELL RUBBERMAID COMMON 651229106 965,207 38,900 N X 3 18,300 20,600
NEXTEL COMMUNICATIONS INC COMMON 65332V103 242,159,852 1,633,456 N X 1 1,434,856 198,600
NEXTEL COMMUNICATIONS INC COMMON 65332V103 27,100,100 182,800 N X 2 182,800
NEW YORK TIMES CO COMMON 650111107 34,590,450 805,600 N X 1 693,200 112,400
NEW YORK TIMES CO COMMON 650111107 3,752,738 87,400 N X 2 87,400
TELECOM CORP OF NEW ZEALAN ADRS 879278208 814,463 22,200 N X 3 19,000 3,200
QUAKER OATS CO COMMON 747402105 309,188 5,100 N X 2 5,100
OFFICE DEPOT COMMON 676220106 328,375 28,400 N X 1 28,400
OWENS ILLINOIS INC COMMON 690768403 21,306,375 1,262,600 N X 1 1,124,200 138,400
OWENS ILLINOIS INC COMMON 690768403 2,548,125 151,000 N X 2 151,000
BANK ONE CORP COMMON 06423A103 29,046,875 845,000 N X 1 845,000
BANK ONE CORP COMMON 06423A103 1,464,375 42,600 N X 2 42,600
ONVIA.COM INC COMMON 68338T106 247,163 11,700 N X 3 11,700
ORACLE CORP COM COMMON 68389X105 16,026,231 205,300 N X 1 205,300
ORACLE CORP COM COMMON 68389X105 8,953,769 114,700 N X 2 114,700
ORACLE CORP COM COMMON 68389X105 201,073,388 2,575,800 N X 3 2,573,400 2,400
OSI SYSTEMS INC COMMON 671044105 1,119,525 75,900 N X 1 75,900
OCCIDENTAL PETE CORP DEL COMMON 674599105 537,425 25,900 N X 1 25,900
OCCIDENTAL PETE CORP DEL COMMON 674599105 977,325 47,100 N X 2 47,100
PHILLIPS PETE CO COMMON 718507106 874,125 18,900 N X 1 18,900
PHILLIPS PETE CO COMMON 718507106 430,125 9,300 N X 2 9,300
PHILLIPS PETE CO COMMON 718507106 370,000 8,000 N X 3 8,000
PACWEST TELECOM COMMON 69371Y101 259,375 8,300 N X 3 8,300
PACIFIC GULF PROPERTIES IN COMMON 694396102 308,113 15,700 N X 3 15,700
PEPSI BOTTLING GROUP COMMON 713409100 208,000 10,400 N X 2 10,400
PEPSI BOTTLING GROUP COMMON 713409100 58,294,000 2,914,700 N X 3 2,911,800 2,900
PITNEY BOWES INC COMMON 724479100 799,906 17,900 N X 1 17,900
PITNEY BOWES INC COMMON 724479100 442,406 9,900 N X 2 9,900
PBOC HOLDINGS INC COMMON 69316G108 3,631,446 403,494 N X 1 403,494
PC HOLDINGS ADS REP 10 CLS ADRS 693200107 998,542 58,309 N X 1 58,309
PACCAR INC COMMON 693718108 285,000 5,700 N X 1 5,700
PG AND E CORP COMMON 69331C108 588,000 28,000 N X 1 28,000
PG AND E CORP COMMON 69331C108 300,300 14,300 N X 2 14,300
PHARMACOPEIA INC COMMON 71713B104 9,525,600 194,400 N X 3 194,400
SPRINT CORP PCS GROUP COMMON 852061506 5,760,563 88,200 N X 2 88,200
PHELPS DODGE CORP COMMON 717265102 204,250 4,300 N X 1 4,300
PATTERSON DENTAL CO COMMON 703412106 753,525 19,700 N X 1 19,700
PATTERSON DENTAL CO COMMON 703412106 2,581,875 67,500 N X 3 67,500
PRIDE INTERNATIONAL INC COMMON 741932107 2,748,906 120,500 N X 1 120,500
PECO ENERGY CO. COMMON 693304107 157,267,450 4,264,880 N X 1 3,666,280 598,600
PECO ENERGY CO. COMMON 693304107 15,037,625 407,800 N X 2 407,800
PE CORP-PE BIOSYSTEMS GROU COMMON 69332S102 1,437,850 14,900 N X 1 14,900
PEPSICO INC COMMON 713448108 149,533,274 4,326,460 N X 1 3,564,360 762,100
PEPSICO INC COMMON 713448108 21,767,463 629,800 N X 2 629,800
PEPSICO INC COMMON 713448108 829,500 24,000 N X 3 11,300 12,700
PREMIER FINANCIAL BANCORP COMMON 74050M105 2,111,940 281,592 N X 1 281,592
PFIZER COMMON 717081103 3,988,969 109,100 N X 1 109,100
PFIZER COMMON 717081103 2,544,750 69,600 N X 2 69,600
PFIZER COMMON 717081103 78,470,438 2,146,200 N X 3 2,143,200 3,000
PROCTER & GAMBLE CO COMMON 742718109 292,500 5,200 N X 1 5,200
PROCTER & GAMBLE CO COMMON 742718109 2,913,750 51,800 N X 2 51,800
PROCTER & GAMBLE CO COMMON 742718109 26,831,250 477,000 N X 3 476,200 800
PRIME GROUP REALTY TRUST COMMON 74158J103 317,738 22,200 N X 3 22,200
PROGRESSIVE CORP COMMON 743315103 395,525 5,200 N X 1 5,200
PROGRESSIVE CORP COMMON 743315103 205,369 2,700 N X 2 2,700
PEGASUS COMMUNICATIONS COR COMMON 705904100 817,476 5,808 N X 1 5,808
PARKER HANNIFIN CORP COMMON 701094104 334,631 8,100 N X 1 8,100
PEOPLES HERITAGE FINANCIAL COMMON 711147108 432,000 28,800 N X 1 28,800
PEOPLES HERITAGE FINANCIAL COMMON 711147108 1,581,000 105,400 N X 3 105,400
PHONE.COM COMMON 71920Q100 52,575,188 322,300 N X 3 322,300
KONINKLIJKE PHILIPS ELECTS ADRS 500472204 2,244,194 13,100 N X 3 11,900 1,200
PHILLIPS INTERNATIONAL REA COMMON 718333107 370,738 22,300 N X 3 22,300
PARK ELECTROCHEMICAL COMMON 700416209 2,138,850 87,300 N X 1 87,300
PACKAGING CORPORATION OF A COMMON 695156109 2,941,050 280,100 N X 1 280,100
PERKINELMER INC COMMON 714046109 226,100 3,400 N X 1 3,400
POHANG IRON & STEEL ADR ADRS 730450103 236,500 8,600 N X 1 8,600
PROTECTIVE LIFE CORPORATIO COMMON 743674103 812,800 25,600 N X 1 25,600
PROTECTIVE LIFE CORPORATIO COMMON 743674103 212,058 6,679 N X 2 6,679
PROTECTIVE LIFE CORPORATIO COMMON 743674103 2,778,125 87,500 N X 3 87,500
CHILDREN'S PLACE RETAIL ST COMMON 168905107 319,200 22,400 N X 1 22,400
CHILDREN'S PLACE RETAIL ST COMMON 168905107 1,181,325 82,900 N X 3 82,900
PROLOGIS TRUST COMMON 743410102 461,423 23,970 N X 3 23,970
PALL CORP. COMMON 696429307 201,938 9,000 N X 1 9,000
PALL CORP. COMMON 696429307 356,756 15,900 N X 2 15,900
PLEXUS CORP COMMON 729132100 10,922,503 163,940 N X 1 163,940
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 423,356 20,100 N X 1 20,100
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 728,763 34,600 N X 2 34,600
PNC FINANCIAL SERVICES GRO COMMON 693475105 133,353,457 2,959,300 N X 1 2,671,500 287,800
PNC FINANCIAL SERVICES GRO COMMON 693475105 18,326,919 406,700 N X 2 406,700
PNC FINANCIAL SERVICES GRO COMMON 693475105 702,975 15,600 N X 3 7,300 8,300
PENTAIR COMMON 709631105 82,647,522 2,229,950 N X 1 1,788,350 441,600
PENTAIR COMMON 709631105 6,743,967 181,962 N X 2 181,962
PHARMACIA & UPJOHN INC COMMON 716941109 4,856,130 81,960 N X 1 81,960
PHARMACIA & UPJOHN INC COMMON 716941109 1,143,525 19,300 N X 2 19,300
POTASH CORP OF SASKATCHEWA CA EQU 73755L107 5,454,486 109,755 N X 1 109,755
POTASH CORP OF SASKATCHEWA CA EQU 73755L107 4,291,330 86,350 N X 2 86,350
PPG INDUSTRIES INC COMMON 693506107 674,831 12,900 N X 1 12,900
PPG INDUSTRIES INC COMMON 693506107 334,800 6,400 N X 2 6,400
PPL CORPORATION COMMON 69351T106 231,778 11,070 N X 1 11,070
PEREGRINE SYSTEMS COMMON 71366Q101 1,415,019 21,100 N X 1 21,100
PEREGRINE SYSTEMS COMMON 71366Q101 388,963 5,800 N X 2 5,800
PEREGRINE SYSTEMS COMMON 71366Q101 4,955,919 73,900 N X 3 73,900
PUBLIC STORAGE INC COMMON 74460D109 976,500 46,500 N X 3 46,500
PS BUSINESS PARKS COMMON 69360J107 395,275 19,400 N X 3 19,400
PEOPLESOFT INC COMMON 712713106 336,000 16,800 N X 1 16,800
PEOPLESOFT INC COMMON 712713106 692,000 34,600 N X 2 34,600
PEOPLESOFT INC COMMON 712713106 49,702,000 2,485,100 N X 3 2,485,100
PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 752,675 19,550 N X 1 19,550
PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 2,575,650 66,900 N X 3 66,900
PATTERSON ENERGY INC COMMON 703414102 990,600 31,200 N X 1 31,200
PATTERSON ENERGY INC COMMON 703414102 260,350 8,200 N X 2 8,200
PATTERSON ENERGY INC COMMON 703414102 3,429,000 108,000 N X 3 108,000
PRINTRONIX INC COMMON 742578107 7,365,675 370,600 N X 1 370,600
PACTIV CORPORATION COMMON 695257105 108,500 12,400 N X 1 12,400
PACTIV CORPORATION COMMON 695257105 190,750 21,800 N X 2 21,800
PROVIDIAN FINANCIAL CORP COMMON 74406A102 459,113 5,300 N X 2 5,300
PAINE WEBBER GROUP INC COMMON 695629105 462,000 10,500 N X 1 10,500
PAINE WEBBER GROUP INC COMMON 695629105 224,400 5,100 N X 2 5,100
PRAXAIR INC. COMMON 74005P104 146,365,988 3,516,300 N X 1 2,924,900 591,400
PRAXAIR INC. COMMON 74005P104 20,546,100 493,600 N X 2 493,600
PRAXAIR INC. COMMON 74005P104 849,150 20,400 N X 3 9,600 10,800
QUALCOMM INC COMMON 747525103 470,334 3,150 N X 1 3,150
QUALCOMM INC COMMON 747525103 7,167,000 48,000 N X 2 48,000
QUALCOMM INC COMMON 747525103 124,631,144 834,700 N X 3 834,100 600
QLT PHOTOTHERAPUTICS COMMON 746927102 59,437,950 1,075,800 N X 3 1,075,800
QRS CORP COMMON 74726X105 425,163 5,650 N X 1 5,650
QRS CORP COMMON 74726X105 1,520,050 20,200 N X 3 20,200
QUINTILES TRANSNATIONAL CO COMMON 748767100 211,575 12,400 N X 1 12,400
QUINTILES TRANSNATIONAL CO COMMON 748767100 184,275 10,800 N X 2 10,800
QUINTILES TRANSNATIONAL CO COMMON 748767100 25,767,788 1,510,200 N X 3 1,508,400 1,800
QUIXOTE COMMON 749056107 6,128,675 500,300 N X 1 500,300
RECKSON ASSOCIATES REALTY COMMON 75621K106 236,250 12,600 N X 3 12,600
RITE AID CORP COMMON 767754104 103,950 18,900 N X 1 18,900
RALSTON-RALSTON PURINA GRO COMMON 751277302 624,150 22,800 N X 1 22,800
RALSTON-RALSTON PURINA GRO COMMON 751277302 314,813 11,500 N X 2 11,500
RALSTON-RALSTON PURINA GRO COMMON 751277302 756,919 27,650 N X 3 24,600 3,050
REGAL BELOIT COMMON 758750103 4,150,300 237,160 N X 1 237,160
RICHMOND COUNTY FINANCIAL COMMON 764556106 530,513 32,900 N X 1 32,900
RICHMOND COUNTY FINANCIAL COMMON 764556106 1,810,838 112,300 N X 3 112,300
REGISTER.COM COMMON 75914G101 222,400 3,200 N X 1 3,200
REGISTER.COM COMMON 75914G101 764,500 11,000 N X 3 11,000
ROYAL DUTCH PETROLEUM ADR ADRS 780257804 270,544 4,700 N X 1 4,700
ROYAL DUTCH PETROLEUM ADR ADRS 780257804 4,593,488 79,800 N X 2 79,800
RELIANT ENERGY INC COMMON 75952J108 452,344 19,300 N X 1 19,300
RELIANT ENERGY INC COMMON 75952J108 260,156 11,100 N X 2 11,100
REPSOL SA ADR ADRS 76026T205 807,744 37,900 N X 3 32,100 5,800
RFS HOTEL INVESTORS INC. COMMON 74955J108 13,232,111 1,230,894 N X 1 1,230,894
REPUBLIC GROUP COMMON 760473108 4,172,795 388,167 N X 1 388,167
RED HAT INC COMMON 756577102 6,110,475 144,200 N X 3 144,200
REHABCARE GROUP COMMON 759148109 4,895,531 198,300 N X 1 198,300
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 11,031,418 214,985 N X 3 214,714 271
REYNOLDS METALS CO COMMON 761763101 354,438 5,300 N X 1 5,300
RELIASTAR FINANCIAL CORP COMMON 75952U103 41,920,313 1,237,500 N X 1 1,086,200 151,300
RELIASTAR FINANCIAL CORP COMMON 75952U103 4,461,338 131,700 N X 2 131,700
RESMED INC COMMON 761152107 835,088 11,700 N X 1 11,700
RESMED INC COMMON 761152107 228,400 3,200 N X 2 3,200
RESMED INC COMMON 761152107 3,040,575 42,600 N X 3 42,600
ROHM & HAAS CO COMMON 775371107 738,098 16,540 N X 1 16,540
ROHM & HAAS CO COMMON 775371107 371,682 8,329 N X 2 8,329
ROCKWELL INTERNATIONAL COR COMMON 773903109 585,375 14,000 N X 1 14,000
ROCKWELL INTERNATIONAL COR COMMON 773903109 296,869 7,100 N X 2 7,100
ROPER INDUSTRIES INC COMMON 776696106 543,000 16,000 N X 1 16,000
ROPER INDUSTRIES INC COMMON 776696106 1,869,956 55,100 N X 3 55,100
ROSTELECOM ADR ADRS 778529107 1,567,500 66,000 N X 1 66,000
REPUBLIC SECURITY FINANCIA COMMON 760758102 3,161,156 481,700 N X 1 481,700
RUDOLPH TECHNOLOGIES COMMON 781270103 562,500 12,500 N X 3 12,500
RAYTHEON CO CLASS A COMMON 755111309 1,740,006 92,492 N X 1 92,492
RAYTHEON CO CLASS A COMMON 755111309 479,719 25,500 N X 3 25,500
RAYTHEON CO CLASS B COMMON 755111408 103,918,760 5,854,578 N X 1 4,909,978 944,600
RAYTHEON CO CLASS B COMMON 755111408 15,154,950 853,800 N X 2 853,800
RAYTHEON CO CLASS B COMMON 755111408 633,675 35,700 N X 3 16,800 18,900
RUSS BERRIE & CO. COMMON 782233100 1,866,650 100,900 N X 1 100,900
RADVISION LIMITED IL EQU M81869105 243,544 4,650 N X 1 4,650
IMS Health COMMON 449934108 413,275 24,400 N X 1 24,400
IMS Health COMMON 449934108 193,088 11,400 N X 2 11,400
ROYAL BANK OF CANADA NPV CA EQU 780087102 13,416,393 286,440 N X 1 286,440
ROYAL BANK OF CANADA NPV CA EQU 780087102 10,958,080 233,955 N X 2 233,955
RESORTQUEST INTERNATIONAL COMMON 761183102 2,048,007 348,597 N X 1 348,597
SEARS ROEBUCK & CO COMMON 812387108 886,113 28,700 N X 1 28,700
SAFECO CORP COMMON 786429100 276,250 10,400 N X 1 10,400
SANGSTAT MEDICAL COMMON 801003104 285,181 10,300 N X 1 10,300
SANGSTAT MEDICAL COMMON 801003104 34,122,075 1,232,400 N X 3 1,232,400
SAP SPONS ADR ADRS 803054204 59,660,375 998,500 N X 3 998,500
SBC COMMUNICATIONS INC. COMMON 78387G103 207,985,722 4,952,041 N X 1 4,028,941 923,100
SBC COMMUNICATIONS INC. COMMON 78387G103 27,909,000 664,500 N X 2 664,500
SBC COMMUNICATIONS INC. COMMON 78387G103 51,920,148 1,236,194 N X 3 1,223,194 13,000
SMITHLINE BEECHAM PLC COMMON 832378301 2,530,194 38,300 N X 1 38,300
SPANISH BROADCASTING COMMON 846425882 370,559 15,800 N X 1 15,800
SPANISH BROADCASTING COMMON 846425882 1,301,649 55,500 N X 3 55,500
SBS TECHNOLOGIES COMMON 78387P103 12,310,750 428,200 N X 1 428,200
SOUTHDOWN INC COMMON 841297104 135,746,964 2,300,796 N X 1 1,982,404 318,392
SOUTHDOWN INC COMMON 841297104 10,919,956 185,084 N X 2 185,084
SEALED AIR CORP NEW COMMON 81211K100 331,306 6,100 N X 1 6,100
SEAGATE TECHNOLOGY COMMON 811804103 1,078,475 17,900 N X 1 17,900
SAFEGUARD SCIENTIFICS COMMON 786449108 17,170,313 244,200 N X 3 244,200
STARWOOD FINANCIAL COMMON 85569R104 296,100 16,800 N X 3 16,800
SAGA COMMUNICATIONS INC COMMON 786598102 5,906,732 308,849 N X 1 308,849
SILICON GRAPHICS COMMON 827056102 146,819 13,900 N X 1 13,900
SILICON GRAPHICS COMMON 827056102 248,219 23,500 N X 2 23,500
SCHERING PLOUGH CORP COMMON 806605101 4,314,450 117,400 N X 1 117,400
SCHERING PLOUGH CORP COMMON 806605101 2,278,500 62,000 N X 2 62,000
SCHERING PLOUGH CORP COMMON 806605101 55,863,675 1,520,100 N X 3 1,518,000 2,100
SHAW GROUP INC COMMON 820280105 9,471,675 268,700 N X 1 268,700
SHAW GROUP INC COMMON 820280105 257,325 7,300 N X 2 7,300
SHAW GROUP INC COMMON 820280105 3,412,200 96,800 N X 3 96,800
STONE ENERGY CORP COMMON 861642106 453,100 9,200 N X 1 9,200
STONE ENERGY CORP COMMON 861642106 1,561,225 31,700 N X 3 31,700
A SCHULMAN INC COMMON 808194104 9,186,225 693,300 N X 1 693,300
SHIRE PHARMACEUTICALS ADR ADRS 82481R106 12,253,875 239,100 N X 3 239,100
SHERWIN WILLIAMS CO COMMON 824348106 278,606 12,700 N X 1 12,700
SHAW INDUSTRIES COMMON 820286102 4,089,994 269,300 N X 1 269,300
SIGMA ALDRICH CORP COMMON 826552101 349,375 13,000 N X 2 13,000
SIPEX CORP COMMON 829909100 14,562,875 412,400 N X 3 412,400
SILICON VALLEY BANK COMMON 827064106 5,852,063 81,420 N X 1 81,420
SHAW COMMUNICATION INC B N CA EQU 82028K200 19,494,359 725,690 N X 1 725,690
SHAW COMMUNICATION INC B N CA EQU 82028K200 11,330,900 421,800 N X 2 421,800
SK TELECOM ADR ADRS 78440P108 1,949,610 49,990 N X 1 49,990
SKYWEST AIR COMMON 830879102 11,330,600 289,600 N X 1 289,600
SCHLUMBERGER LTD COMMON 806857108 336,600 4,400 N X 1 4,400
SCHLUMBERGER LTD COMMON 806857108 374,850 4,900 N X 2 4,900
SCHLUMBERGER LTD COMMON 806857108 85,932,450 1,123,300 N X 3 1,121,900 1,400
SARA LEE CORP COMMON 803111103 1,180,800 65,600 N X 1 65,600
SARA LEE CORP COMMON 803111103 606,600 33,700 N X 2 33,700
SL GREEN REALTY COMMON 78440X101 698,250 29,400 N X 3 29,400
SLM HOLDING CORP COMMON 78442A109 399,750 12,000 N X 1 12,000
SOLECTRON CORP COMMON 834182107 3,229,038 80,600 N X 2 80,600
SOLECTRON CORP COMMON 834182107 57,766,119 1,441,900 N X 3 1,440,500 1,400
SELECTICA INC COMMON 816288104 648,638 7,350 N X 3 7,350
SPECIAL METALS CO COMMON 84741Y103 202,193 66,703 N X 1 66,703
SEMINIS INC COMMON 816658108 1,747,138 271,400 N X 3 271,400
SYMPHONIX DEVICES INC COMMON 871951109 1,231,590 246,318 N X 1 246,318
SYMPHONIX DEVICES INC COMMON 871951109 200,860 40,172 N X 2 40,172
SUMMIT PROPERTIES INC COMMON 866239106 275,400 14,400 N X 3 14,400
SONY CORP ADR ADRS 835699307 1,736,776 6,200 N X 3 5,500 700
SOUTHERN CO COMMON 842587107 1,070,100 49,200 N X 1 49,200
SOUTHERN CO COMMON 842587107 545,925 25,100 N X 2 25,100
SOS STAFFING SERVICES COMMON 78462X104 4,097,823 923,453 N X 1 923,453
SOUTHTRUST CORP COMMON 844730101 295,075 11,600 N X 1 11,600
SOUTHTRUST CORP COMMON 844730101 490,944 19,300 N X 2 19,300
ST PAUL COMPANIES COMMON 792860108 590,363 17,300 N X 1 17,300
ST PAUL COMPANIES COMMON 792860108 296,888 8,700 N X 2 8,700
ST PAUL COMPANIES COMMON 792860108 55,900,163 1,638,100 N X 3 1,638,100
SIMON PROPERTY GROUP COMMON 828806109 221,566,368 9,231,932 N X 3 9,231,932
SIMON PROPERTY PREFERRED B COMMON 828806406 58,050,405 838,273 N X 3 838,273
STAPLES INC COMMON 855030102 622,000 31,100 N X 1 31,100
STAPLES INC COMMON 855030102 346,000 17,300 N X 2 17,300
SPDR TRUST COMMON 78462F103 62,655,681 416,144 N X 1 416,144
QUIMICA Y MINERA CHILE B A ADRS 833635105 299,750 11,000 N X 1 11,000
SEQUENOM INC COMMON 817337108 4,701,375 119,400 N X 3 119,400
STRIDE RITE COMMON 863314100 6,318,581 783,700 N X 1 783,700
SERVICE CORP INTERNATIONAL COMMON 817565104 56,400 18,800 N X 1 18,800
SMITH CHARLES E RESIDENTIA COMMON 832197107 390,150 10,800 N X 3 10,800
SMURFIT STONE CONTAINER CO COMMON 832727101 7,542,269 445,300 N X 1 445,000 300
SMURFIT STONE CONTAINER CO COMMON 832727101 902,769 53,300 N X 2 53,300
SUNTRUST BANKS COMMON 867914103 681,450 11,800 N X 2 11,800
ST JUDE MEDICAL COMMON 790849103 134,087,936 5,194,690 N X 1 4,089,590 1,105,100
ST JUDE MEDICAL COMMON 790849103 10,069,456 390,100 N X 2 390,100
STANLEY FURNITURE COMMON 854305208 11,089,398 572,356 N X 1 572,356
ST MICROELECTRONICS ADR ADRS 861012102 69,259,375 370,000 N X 3 370,000
SUMMIT BANCORP INC COMMON 866005101 333,375 12,700 N X 1 12,700
SUMMIT BANCORP INC COMMON 866005101 525,000 20,000 N X 2 20,000
SUN MICROSYSTEMS INC. COMMON 866810104 862,069 9,200 N X 1 9,200
SUN MICROSYSTEMS INC. COMMON 866810104 8,967,390 95,700 N X 2 95,700
SUN MICROSYSTEMS INC. COMMON 866810104 231,577,915 2,471,400 N X 3 2,469,100 2,300
STORAGE U.S.A. INC. COMMON 861907103 13,538,639 442,078 N X 1 442,078
724 SOLUTIONS INC COMMON 81788Q100 305,025 2,450 N X 3 2,450
SWIFT TRANSPORTATION CO COMMON 870756103 713,400 34,800 N X 1 34,800
SWIFT TRANSPORTATION CO COMMON 870756103 200,039 9,758 N X 2 9,758
SWIFT TRANSPORTATION CO COMMON 870756103 2,615,800 127,600 N X 3 127,600
SAFEWAY INC COMMON 786514208 1,932,175 42,700 N X 1 42,700
SAFEWAY INC COMMON 786514208 389,150 8,600 N X 2 8,600
SAFEWAY INC COMMON 786514208 86,359,625 1,908,500 N X 3 1,906,100 2,400
SYKES ENTERPRISES INC COMMON 871237103 272,594 14,300 N X 1 14,300
SYKES ENTERPRISES INC COMMON 871237103 16,696,844 875,900 N X 3 875,900
SYSCO CORP COMMON 871829107 438,956 12,300 N X 2 12,300
A T AND T CORPORATION COMMON 001957109 36,513,506 649,129 N X 1 649,129
A T AND T CORPORATION COMMON 001957109 7,009,200 124,608 N X 2 124,608
A T AND T CORPORATION COMMON 001957109 67,134,544 1,193,503 N X 3 1,191,903 1,600
TUBOS DE ACERO DE MEX ADR ADRS 898592506 584,588 35,700 N X 1 35,700
TANDY CORP COMMON 875382103 365,400 7,200 N X 2 7,200
TELEFONICA DE ARG (TEAR) A ADRS 879378206 2,512,000 64,000 N X 1 64,000
MEDALLION FINANCIAL CORP COMMON 583928106 4,732,719 281,500 N X 1 281,500
TBC CORP COMMON 872180104 7,057,221 1,394,019 N X 1 1,394,019
TELEBRAS ADR PFD BLOCK UNI ADRS 879287308 523,906 3,500 N X 3 3,500
TELEFONICA DEL PERU ADR ADRS 879384105 2,068,900 121,700 N X 1 121,700
TELEFONICA DE ESPANA ADR ADRS 879382208 1,183,553 15,860 N X 3 13,718 2,142
TEKTRONIX INC COMMON 879131100 341,600 6,100 N X 2 6,100
TELECOM ARGENTINA ADR ADRS 879273209 559,475 16,100 N X 1 16,100
TEVA PHARMACEUTICAL ADR IL EQU 881624209 1,790,254 47,980 N X 1 47,980
TARGET CORPORATION COMMON 87612E106 358,800 4,800 N X 1 4,800
TARGET CORPORATION COMMON 87612E106 1,674,400 22,400 N X 2 22,400
TARGET CORPORATION COMMON 87612E106 92,779,700 1,241,200 N X 3 1,239,500 1,700
TENET HEALTHCARE CORP COM COMMON 88033G100 600,300 26,100 N X 1 26,100
TENET HEALTHCARE CORP COM COMMON 88033G100 264,500 11,500 N X 2 11,500
TJX COS. COMMON 872540109 516,969 23,300 N X 1 23,300
TJX COS. COMMON 872540109 883,063 39,800 N X 2 39,800
TELLABS INC. COMMON 879664100 57,788,169 917,500 N X 1 846,500 71,000
TELLABS INC. COMMON 879664100 11,759,184 186,700 N X 2 186,700
TELLABS INC. COMMON 879664100 390,503 6,200 N X 3 2,900 3,300
TOLL GRADE COMMUNICATIONS COMMON 889542106 858,600 16,200 N X 1 16,200
TOLL GRADE COMMUNICATIONS COMMON 889542106 222,600 4,200 N X 2 4,200
TOLL GRADE COMMUNICATIONS COMMON 889542106 2,925,600 55,200 N X 3 55,200
TULARIK INC COMMON 899165104 1,852,500 60,000 N X 3 60,000
TIMES MIRROR INC NEW COMMON 887364107 594,800 6,400 N X 1 6,400
TIMES MIRROR INC NEW COMMON 887364107 213,756 2,300 N X 2 2,300
TEAM INC. COMMON 878155100 653,573 248,980 N X 1 248,980
TORCHMARK CORP COMMON 891027104 28,883,126 1,249,000 N X 1 1,043,300 205,700
TORCHMARK CORP COMMON 891027104 3,790,188 163,900 N X 2 163,900
THERMO ELECTRON CORP COMMON 883556102 248,575 12,200 N X 1 12,200
TMP WORLDWIDE INC COMMON 872941109 824,150 10,600 N X 1 10,600
TMP WORLDWIDE INC COMMON 872941109 217,700 2,800 N X 2 2,800
TMP WORLDWIDE INC COMMON 872941109 2,853,425 36,700 N X 3 36,700
TELEFONOS DE MEXICO ADR ADRS 879403780 11,416,800 170,400 N X 1 170,400
THOMAS & BETTS CORP COMMON 884315102 209,050 7,400 N X 2 7,400
THOMAS & BETTS CORP COMMON 884315102 353,125 12,500 N X 3 12,500
TELENORTE LESTE PART. ADR ADRS 879246106 1,565,550 58,800 N X 1 58,800
TOYS R US COMMON 892335100 245,888 16,600 N X 1 16,600
TRITON PCS COMMON 89677M106 507,875 8,500 N X 1 8,500
TRITON PCS COMMON 89677M106 1,768,600 29,600 N X 3 29,600
TRIBUNE CO NEW COMMON 896047107 318,094 8,700 N X 2 8,700
TRANS CANADA PIPELINE NPV CA EQU 893526103 1,718,473 234,261 N X 1 234,261
TRANS CANADA PIPELINE NPV CA EQU 893526103 1,711,857 233,359 N X 2 233,359
TRW INC COMMON 872649108 526,500 9,000 N X 1 9,000
TRW INC COMMON 872649108 269,100 4,600 N X 2 4,600
TRACTOR SUPPLY CO COMMON 892356106 9,395,150 458,300 N X 1 458,300
SABRE HOLDINGS CORP COMMON 785905100 346,991 9,394 N X 1 9,394
COMPUTER TASK GROUP COMMON 205477102 7,194,484 654,044 N X 1 654,044
TYSON FOODS INC COMMON 902494103 46,057,500 4,140,000 N X 1 3,561,950 578,050
TYSON FOODS INC COMMON 902494103 4,734,244 425,550 N X 2 425,550
TELESP PARTICIPACIOES ADR ADRS 87929A102 1,190,469 40,100 N X 1 40,100
TELE CELULAR SUL ADR ADRS 879238103 326,000 6,520 N X 1 6,520
TITAN CORP COMMON 888266103 24,765,600 485,600 N X 3 485,600
MAC GRAY CORP COMMON 554153106 1,615,625 517,000 N X 1 517,000
TOWER AUTOMOTIVE INC COMMON 891707101 322,588 19,700 N X 1 19,700
TOWER AUTOMOTIVE INC COMMON 891707101 1,183,913 72,300 N X 3 72,300
TIME-WARNER INC. COMMON 887315109 440,000 4,400 N X 1 4,400
TIME-WARNER INC. COMMON 887315109 1,850,000 18,500 N X 2 18,500
TIME-WARNER INC. COMMON 887315109 56,530,000 565,300 N X 3 564,600 700
TEXACO COMMON 881694103 2,177,175 40,600 N X 1 40,600
TEXACO COMMON 881694103 1,099,313 20,500 N X 2 20,500
TEXACO COMMON 881694103 44,283,525 825,800 N X 3 825,800
TEXAS INSTRS INC COMMON 882508104 79,888,000 499,300 N X 1 459,900 39,400
TEXAS INSTRS INC COMMON 882508104 18,256,000 114,100 N X 2 114,100
TEXAS INSTRS INC COMMON 882508104 209,616,000 1,310,100 N X 3 1,307,300 2,800
TEXAS UTILITIES CO COMMON 882848104 44,418,438 1,496,200 N X 1 1,000,400 495,800
TEXAS UTILITIES CO COMMON 882848104 6,038,438 203,400 N X 2 203,400
TYCO INTERNATIONAL LTD COMMON 902124106 6,247,742 125,268 N X 1 125,268
TYCO INTERNATIONAL LTD COMMON 902124106 6,815,419 136,650 N X 2 136,650
TYCO INTERNATIONAL LTD COMMON 902124106 74,468,363 1,493,100 N X 3 1,492,100 1,000
U.S. AIR COMMON 911905107 303,156 10,900 N X 1 10,900
UCBH HOLDINGS INC COMMON 90262T308 6,331,750 294,500 N X 1 294,500
UNOCAL COMMON 915289102 267,750 9,000 N X 2 9,000
UNICOM CORP COMMON 904911104 580,350 15,900 N X 1 15,900
UNICOM CORP COMMON 904911104 295,650 8,100 N X 2 8,100
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 66,049,273 2,602,927 N X 1 2,282,519 320,408
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 7,011,925 276,332 N X 2 276,332
US FOODSERVICE COMMON 90331R101 1,004,250 39,000 N X 1 39,000
US FOODSERVICE COMMON 90331R101 279,851 10,868 N X 2 10,868
US FOODSERVICE COMMON 90331R101 3,677,100 142,800 N X 3 142,800
UNISYS CORP COMMON 909214108 82,245,150 3,225,300 N X 1 2,488,700 736,600
UNISYS CORP COMMON 909214108 8,588,400 336,800 N X 2 336,800
UNION CARBIDE CORP COMMON 905581104 577,294 9,900 N X 1 9,900
UNION CARBIDE CORP COMMON 905581104 297,394 5,100 N X 2 5,100
MEDIAONE GROUP INC COMMON 58440J104 3,612,600 44,600 N X 1 44,600
UNILEVER ADR ADRS 904784709 1,970,863 40,953 N X 1 40,953
UNILEVER ADR ADRS 904784709 1,026,073 21,321 N X 2 21,321
UNILEVER ADR ADRS 904784709 531,059 11,035 N X 3 9,435 1,600
UNITED HEALTHCARE CORP COMMON 910581107 213,008,524 3,572,470 N X 1 3,219,570 352,900
UNITED HEALTHCARE CORP COMMON 910581107 27,689,850 464,400 N X 2 464,400
UNITED HEALTHCARE CORP COMMON 910581107 1,138,838 19,100 N X 3 9,000 10,100
UNUMPROVIDENT CORP COMMON 91529Y106 294,559 17,327 N X 1 17,327
UNUMPROVIDENT CORP COMMON 91529Y106 523,804 30,812 N X 2 30,812
UNION PAC CORP COMMON 907818108 712,075 18,200 N X 1 18,200
UNION PAC CORP COMMON 907818108 1,255,913 32,100 N X 2 32,100
UNISOURCE ENERGY CORP HOLD COMMON 909205106 8,317,531 566,300 N X 1 566,300
UNION PLANTERS CORPORATION COMMON 908068109 289,638 9,400 N X 1 9,400
UNION PLANTERS CORPORATION COMMON 908068109 496,081 16,100 N X 2 16,100
UPS COMMON 911312106 705,600 11,200 N X 3 10,100 1,100
US BANCORP COMMON 902973106 96,200,694 4,397,746 N X 1 3,579,425 818,321
US BANCORP COMMON 902973106 14,692,694 671,666 N X 2 671,666
US BANCORP COMMON 902973106 538,125 24,600 N X 3 11,600 13,000
USG CORP COMMON 903293405 60,138,376 1,434,000 N X 1 1,293,800 140,200
USG CORP COMMON 903293405 5,149,925 122,800 N X 2 122,800
UST INC COMMON 902911106 214,063 13,700 N X 1 13,700
U S WEST INC COMMON 91273H101 12,912,725 177,800 N X 1 177,800
U S WEST INC COMMON 91273H101 1,096,638 15,100 N X 3 15,100
U.S. TRUST CORP COMMON 91288L105 1,587,600 8,400 N X 1 8,400
U.S. TRUST CORP COMMON 91288L105 420,903 2,227 N X 2 2,227
U.S. TRUST CORP COMMON 91288L105 5,575,500 29,500 N X 3 29,500
UNIROYAL TECHNOLOGY CORP COMMON 909163107 10,208,400 217,200 N X 3 217,200
UNITED THERAPUTICS COMMON 91307C102 9,291,125 119,500 N X 3 119,500
UNITED TECHNOLOGIES CORP COMMON 913017109 2,179,969 34,500 N X 1 34,500
UNITED TECHNOLOGIES CORP COMMON 913017109 1,131,056 17,900 N X 2 17,900
VICINITY COMMON 925653107 556,000 16,000 N X 1 16,000
VICINITY COMMON 925653107 2,008,550 57,800 N X 3 57,800
VERTICALNET INC COMMON 92532L107 31,606,400 232,400 N X 3 232,400
V F CORP COMMON 918204108 214,156 8,900 N X 1 8,900
V F CORP COMMON 918204108 365,750 15,200 N X 2 15,200
VICAL INC COMMON 925602104 321,600 9,600 N X 1 9,600
VICAL INC COMMON 925602104 1,155,750 34,500 N X 3 34,500
VULCAN MATERIALS CO COMMON 929160109 329,850 7,200 N X 1 7,200
VORNADO REALTY TRUST COMMON 929042109 489,100 14,600 N X 3 14,600
SEAGRAM LTD COMMON 811850106 1,564,850 26,300 N X 1 26,300
SEAGRAM LTD COMMON 811850106 957,950 16,100 N X 2 16,100
SEAGRAM CO NPV CA EQU 811850106 812,488 13,700 N X 2 13,700
VIROPHARMA INC COMMON 928241108 36,192,769 590,300 N X 3 590,300
VINTAGE PETROLEUM INC. COMMON 927460105 680,225 33,800 N X 1 33,800
VINTAGE PETROLEUM INC. COMMON 927460105 2,360,663 117,300 N X 3 117,300
VERTEX PHARMACEUTICALS INC COMMON 92532F100 308,963 6,600 N X 1 6,600
VERTEX PHARMACEUTICALS INC COMMON 92532F100 25,980,938 555,000 N X 3 555,000
VENTAS INC COMMON 92276F100 34,781 10,500 N X 3 10,500
VIAD CORP COMMON 92552R109 56,692,462 2,478,359 N X 1 2,172,359 306,000
VIAD CORP COMMON 92552R109 6,027,563 263,500 N X 2 263,500
WESTVACO CORP COMMON 961548104 100,512,150 3,011,600 N X 1 2,662,800 348,800
WESTVACO CORP COMMON 961548104 10,880,250 326,000 N X 2 326,000
WESTCOAST ENERGY NPV CA EQU 95751D102 7,102,203 425,195 N X 1 425,195
WESTCOAST ENERGY NPV CA EQU 95751D102 5,562,233 333,000 N X 2 333,000
WARNACO GROUP INC COMMON 934390105 374,456 31,700 N X 1 31,700
WALGREEN CO COMMON 931422109 960,475 37,300 N X 2 37,300
WATERS CORPORATION COMMON 941848103 1,352,550 14,200 N X 1 14,200
WATERS CORPORATION COMMON 941848103 364,427 3,826 N X 2 3,826
WATERS CORPORATION COMMON 941848103 4,791,075 50,300 N X 3 50,300
WACHOVIA CORP COMMON 929771103 513,475 7,600 N X 2 7,600
WEBB DEL CORP COMMON 947423109 5,612,456 378,900 N X 1 378,900
WINSTAR COMMUNICATIONS INC COMMON 975515107 38,373,000 639,550 N X 3 639,550
MCI WORLDCOM INC COMMON 55268B106 9,400,169 207,452 N X 1 207,452
MCI WORLDCOM INC COMMON 55268B106 5,031,953 111,050 N X 2 111,050
MCI WORLDCOM INC COMMON 55268B106 78,719,141 1,737,250 N X 3 1,735,800 1,450
WENDYS INTERNATIONAL INC COMMON 950590109 318,963 15,800 N X 2 15,800
WELLS FARGO AND CO COMMON 949746101 270,454,004 6,606,510 N X 1 5,679,910 926,600
WELLS FARGO AND CO COMMON 949746101 38,051,406 929,500 N X 2 929,500
WELLS FARGO AND CO COMMON 949746101 1,367,313 33,400 N X 3 15,700 17,700
WHIRLPOOL CORP COMMON 963320106 328,300 5,600 N X 1 5,600
WINN DIXIE STORES INC COMMON 974280109 200,206 10,300 N X 1 10,300
WESLEY JESSEN VISIONCARE COMMON 951018100 6,414,844 178,500 N X 1 178,500
WARNER LAMBERT CO COMMON 934488107 4,377,750 44,900 N X 1 44,900
WARNER LAMBERT CO COMMON 934488107 3,120,000 32,000 N X 2 32,000
WILLAMETTE INDUSTRIES INC COMMON 969133107 325,013 8,100 N X 1 8,100
WELLPOINT HEALTH NETWORKS COMMON 94973H108 286,488 4,100 N X 1 4,100
WASHINGTON MUTUAL COMMON 939322103 1,152,750 43,500 N X 1 43,500
WASHINGTON MUTUAL COMMON 939322103 572,400 21,600 N X 2 21,600
WILLIAMSCOS COMMON 969457100 1,256,613 28,600 N X 3 28,600
WASTE MANAGEMENT INC COMMON 94106L109 573,164 41,875 N X 1 41,875
WASTE MANAGEMENT INC COMMON 94106L109 316,168 23,099 N X 2 23,099
WALMART STORES COMMON 931142103 94,738,500 1,707,000 N X 1 1,549,500 157,500
WALMART STORES COMMON 931142103 24,014,850 432,700 N X 2 432,700
WALMART STORES COMMON 931142103 84,332,250 1,519,500 N X 3 1,511,700 7,800
WEIDER NUTRITION INTERNATI COMMON 948603105 394,725 110,800 N X 1 110,800
WATSON PHARMACEUTICALS INC COMMON 942683103 136,636,125 3,442,800 N X 1 2,907,300 535,500
WATSON PHARMACEUTICALS INC COMMON 942683103 12,513,469 315,300 N X 2 315,300
WATSCO INC COMMON 942622200 3,689,656 353,500 N X 1 353,500
WRIGLEY WM JR CO COMMON 982526105 652,906 8,500 N X 1 8,500
WRIGLEY WM JR CO COMMON 982526105 330,294 4,300 N X 2 4,300
WEYERHAEUSER COMMON 962166104 832,200 14,600 N X 1 14,600
WEYERHAEUSER COMMON 962166104 495,900 8,700 N X 2 8,700
WEYERHAEUSER COMMON 962166104 621,300 10,900 N X 3 10,900
USX-US STEEL GROUP COMMON 90337T101 305,000 12,200 N X 1 12,200
EXCEL LEGACY CORP COMMON 300665106 106,650 31,600 N X 3 31,600
XILINX INC COMMON 983919101 37,936,406 458,100 N X 3 458,100
EXXON MOBIL CORPORATION COMMON 30231G102 205,671,977 2,643,174 N X 1 2,280,174 363,000
EXXON MOBIL CORPORATION COMMON 30231G102 32,093,143 412,442 N X 2 412,442
EXXON MOBIL CORPORATION COMMON 30231G102 57,864,721 743,643 N X 3 737,343 6,300
XEROX CORP COMMON 984121103 208,334,412 8,012,862 N X 1 6,648,562 1,364,300
XEROX CORP COMMON 984121103 29,385,200 1,130,200 N X 2 1,130,200
XEROX CORP COMMON 984121103 1,198,600 46,100 N X 3 21,700 24,400
YAHOO INC COMMON 984332106 222,788 1,300 N X 1 1,300
YAHOO INC COMMON 984332106 445,575 2,600 N X 2 2,600
YAHOO INC COMMON 984332106 70,503,675 411,400 N X 3 411,400
YORK INTERNATIONAL CORP. N COMMON 986670107 60,068,678 2,569,783 N X 1 1,986,683 583,100
YORK INTERNATIONAL CORP. N COMMON 986670107 4,707,725 201,400 N X 2 201,400
THE YORK GROUP COMMON 986632107 1,873,416 405,063 N X 1 405,063
TRICON GLOBAL RESTAURANTS COMMON 895953107 347,900 11,200 N X 1 11,200
ZEBRA TECHNOLOGIES CORP CL COMMON 989207105 585,000 11,700 N X 1 11,700
ZEBRA TECHNOLOGIES CORP CL COMMON 989207105 2,099,500 41,990 N X 3 41,990
ZOLL MEDICAL CORP COMMON 989922109 676,500 13,200 N X 1 13,200
ZOLL MEDICAL CORP COMMON 989922109 2,393,375 46,700 N X 3 46,700
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