-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BIPltskTmMN/itMA3qvUpUxg1RUaySLbnKWMePc3HQzLowjuvvp1HhoNqxKbcgdR vj1Ff58mQKR951dqi5k/VQ== 0000861177-01-500139.txt : 20010504 0000861177-01-500139.hdr.sgml : 20010504 ACCESSION NUMBER: 0000861177-01-500139 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001231 FILED AS OF DATE: 20010503 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BRINSON PARTNERS INC/IL CENTRAL INDEX KEY: 0000861177 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: SEC FILE NUMBER: 028-02682 FILM NUMBER: 1621789 BUSINESS ADDRESS: STREET 1: 209 SOUTH LASALLE STREET CITY: CHICAGO STATE: IL BUSINESS PHONE: 60604-1295 MAIL ADDRESS: STREET 1: 209 SOUTH LASALLE STREET CITY: CHICAGO STATE: IL ZIP: 60604-1295 13F-HR/A 1 bpi-december2.txt AMENDMENT 1 TO FOURTH QTR 00 FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 February 14, 2001 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 1271 Form 13F Information Table Value Total: $18217559803 List of Other Included Managers: No. 13F File Number Name 2 28-3900 Brinson Trust Company 3 28-2981 UBS Brinson, Inc.
FORM 13F REPORTING MANAGER: Brinson Partners __________________________________________________________________________________________________________________________________ NAME OF ISSUER TITLE CUSIP NO MARKET VALUE SHARES/PRN INVEST DISC. OTHER VOTING AUTHORITY MGRS SOLE SHARED NONE SILICON WARE PRECISION ADR ADRS 827084864 312,500 125,000 N X 1 125,000 OMNICARE INC CONV CORP B 681904AD0 2,400,000 3,000,000 N X 1 3,000,000 AGILENT TECHNOLOGIES INC COMMON 00846U101 888,155 16,222 N X 1 16,222 AGILENT TECHNOLOGIES INC COMMON 00846U101 809,534 14,786 N X 2 14,786 AGILENT TECHNOLOGIES INC COMMON 00846U101 63,074,628 1,152,048 N X 3 1,151,248 800 ALCOA INC COMMON 013817101 41,801,300 1,247,800 N X 3 1,245,900 1,900 APPLE COMPUTER INC COMMON 037833100 157,675 10,600 N X 1 10,600 ABGENIX INC COMMON 00339B107 30,925,125 523,600 N X 3 523,600 APPLERA CORP. APPLIED BIOS COMMON 038020103 827,750 8,800 N X 1 8,800 APPLERA CORP. APPLIED BIOS COMMON 038020103 620,813 6,600 N X 2 6,600 APPLERA CORP. APPLIED BIOS COMMON 038020103 103,243,000 1,097,600 N X 3 1,097,200 400 AURORA BIOSCIENCES CORP COMMON 051920106 251,500 8,000 N X 1 8,000 AURORA BIOSCIENCES CORP COMMON 051920106 1,248,069 39,700 N X 3 39,700 ABBOTT LABORATORIES COMMON 002824100 50,282,969 1,038,100 N X 1 998,800 39,300 ABBOTT LABORATORIES COMMON 002824100 4,465,938 92,200 N X 2 92,200 ABBOTT LABORATORIES COMMON 002824100 1,724,375 35,600 N X 3 35,600 ACTIVE POWER INC COMMON 00504W100 377,325 17,200 N X 3 17,200 ACT MANUFACTURING COMMON 000973107 322,875 20,500 N X 1 20,500 ACT MANUFACTURING COMMON 000973107 1,559,250 99,000 N X 3 99,000 ADC TELECOMMUNICATIONS INC COMMON 000886101 7,487,438 413,100 N X 3 413,100 ANALOG DEVICES INC COMMON 032654105 24,027,413 469,400 N X 1 455,800 13,600 ANALOG DEVICES INC COMMON 032654105 5,190,413 101,400 N X 2 101,400 ANALOG DEVICES INC COMMON 032654105 21,488,513 419,800 N X 3 419,400 400 ARCHER DANIELS MIDLAND CO COMMON 039483102 334,965 22,331 N X 1 22,331 ARCHER DANIELS MIDLAND CO COMMON 039483102 236,730 15,782 N X 2 15,782 AUTOMATIC DATA PROCESSING COMMON 053015103 1,424,531 22,500 N X 1 22,500 AUTOMATIC DATA PROCESSING COMMON 053015103 987,675 15,600 N X 2 15,600 AUTOMATIC DATA PROCESSING COMMON 053015103 24,755,188 391,000 N X 3 391,000 BANCO DE A EDWARDS ADR ADRS 059504100 424,629 31,454 N X 1 18,454 5,000 8,000 AMERICAN ELECTRIC POWER COMMON 025537101 61,900,754 1,331,199 N X 1 933,779 397,420 AMERICAN ELECTRIC POWER COMMON 025537101 2,213,400 47,600 N X 2 47,600 AMERICAN ELECTRIC POWER COMMON 025537101 446,400 9,600 N X 3 9,600 AES CORP COMMON 00130H105 847,238 15,300 N X 1 15,300 AES CORP COMMON 00130H105 592,513 10,700 N X 2 10,700 ARGENTINA FUND AR EQU 040112104 2,547,750 258,000 N X 1 158,000 100,000 MSDW AFRICA INVESTMENT FUN ZA EQU 617444104 1,023,750 130,000 N X 1 130,000 AFLAC INC COMMON 001055102 454,781 6,300 N X 2 6,300 AFLAC INC COMMON 001055102 93,069,467 1,289,274 N X 3 1,287,574 1,700 AMERICAN GENERAL COMMON 026351106 114,972,050 1,410,700 N X 1 1,240,900 169,800 AMERICAN GENERAL COMMON 026351106 11,966,238 146,825 N X 2 146,825 AMERICAN GENERAL COMMON 026351106 407,500 5,000 N X 3 5,000 ALLERGAN COMMON 018490102 187,329,864 1,934,976 N X 1 1,912,626 22,350 ALLERGAN COMMON 018490102 29,140,563 301,000 N X 2 301,000 ALLERGAN COMMON 018490102 45,811,676 473,200 N X 3 472,600 600 AMER HOME PRODUCTS COMMON 026609107 30,910,720 486,400 N X 1 486,400 AMER HOME PRODUCTS COMMON 026609107 3,539,735 55,700 N X 2 55,700 AMERICAN INTL GROUP INC COMMON 026874107 30,400,322 308,437 N X 1 308,437 AMERICAN INTL GROUP INC COMMON 026874107 5,693,167 57,762 N X 2 57,762 AMERICAN INTL GROUP INC COMMON 026874107 115,209,509 1,168,898 N X 3 1,167,261 1,637 AAR CORP. COMMON 000361105 1,701,850 134,800 N X 1 134,800 APARTMENT INVESTMENT AND M COMMON 03748R101 1,348,312 27,000 N X 3 24,300 2,700 EMBOTELLADORA ANDINA ADR B ADRS 29081P303 403,538 42,200 N X 1 25,200 10,000 7,000 ALCAN ALUMINIUM NPV CA EQU 013716105 8,382,904 245,202 N X 1 240,902 4,300 ALCAN ALUMINIUM NPV CA EQU 013716105 3,565,269 104,285 N X 2 104,285 ALCATEL SA ADR ADRS 013904305 9,429,328 168,569 N X 1 168,569 ALCATEL SA ADR ADRS 013904305 7,932,609 141,812 N X 2 141,812 ALLSTATE CORP COMMON 020002101 1,067,281 24,500 N X 1 24,500 ALLSTATE CORP COMMON 020002101 749,275 17,200 N X 2 17,200 ALLIED CAPITAL CORP COMMON 01903Q108 9,670,970 463,280 N X 1 463,280 ALLIANCE PHARMACEUTICAL CO COMMON 018773101 132,825 15,400 N X 3 15,400 ALTERA CORP COMMON 021441100 736,750 28,000 N X 1 28,000 ALTERA CORP COMMON 021441100 520,988 19,800 N X 2 19,800 ALEXION PHARMACEUTICALS COMMON 015351109 5,279,419 81,300 N X 3 81,300 APPLIED MATERIALS COMMON 038222105 41,662,562 1,091,000 N X 3 1,090,300 700 AMB PROPERTY COMMON 00163T109 1,251,906 48,500 N X 3 46,100 2,400 ADVANCED MICRO DEVICES INC COMMON 007903107 128,051,544 9,270,700 N X 1 8,109,400 1,161,300 ADVANCED MICRO DEVICES INC COMMON 007903107 14,119,138 1,022,200 N X 2 1,022,200 ADVANCED MICRO DEVICES INC COMMON 007903107 18,974,231 1,373,700 N X 3 1,373,700 AMGEN CORPORATION COMMON 031162100 3,260,813 51,000 N X 1 51,000 AMGEN CORPORATION COMMON 031162100 664,950 10,400 N X 2 10,400 AMGEN CORPORATION COMMON 031162100 192,490,238 3,010,600 N X 3 3,009,300 1,300 AMERUS GROUP COMPANY COMMON 03072M108 20,800,679 642,492 N X 1 642,492 AMKOR TECHNOLOGY INC COMMON 031652100 10,909,036 703,100 N X 3 703,100 AMR CORP COMMON 001765106 525,113 13,400 N X 1 13,400 AMR CORP COMMON 001765106 293,906 7,500 N X 2 7,500 AMAZON.COM INC COMMON 023135106 32,060,306 2,060,100 N X 3 2,060,100 AON CORP COMMON 037389103 309,963 9,050 N X 1 9,050 AON CORP COMMON 037389103 215,775 6,300 N X 2 6,300 AMERICA ON-LINE COMMON 02364J104 1,369,380 39,350 N X 1 39,350 AMERICA ON-LINE COMMON 02364J104 1,221,480 35,100 N X 2 35,100 AMERICA ON-LINE COMMON 02364J104 81,699,960 2,347,700 N X 3 2,346,100 1,600 AURORA FOODS INC. COMMON 05164B106 42,003 17,232 N X 1 17,232 AURORA FOODS INC. COMMON 05164B106 32,887 13,492 N X 3 13,492 APAC CUSTOMER SERVICES COMMON 00185E106 2,696,300 731,200 N X 1 731,200 AIR PRODS & CHEMS INC COMMON 009158106 332,100 8,100 N X 1 8,100 AIR PRODS & CHEMS INC COMMON 009158106 233,700 5,700 N X 2 5,700 APW LIMITED COMMON G04397108 9,483,750 281,000 N X 1 281,000 AC NIELSON CORP COMMON 004833109 8,681,875 239,500 N X 1 239,500 AMERICAN STANDARD COMPANIE COMMON 029712106 44,119,894 894,700 N X 1 893,400 1,300 AMERICAN STANDARD COMPANIE COMMON 029712106 7,313,044 148,300 N X 2 148,300 ADMINISTAFF INC COMMON 007094105 560,320 20,600 N X 1 20,600 ADMINISTAFF INC COMMON 007094105 2,790,720 102,600 N X 3 102,600 AMSOUTH BANCORPORATION COMMON 032165102 190,625 12,500 N X 1 12,500 ALLTELL CORP COMMON 020039103 830,419 13,300 N X 1 13,300 ALLTELL CORP COMMON 020039103 699,300 11,200 N X 2 11,200 ALLTELL CORP COMMON 020039103 42,320,138 677,800 N X 3 676,800 1,000 ATMEL CORP COMMON 049513104 13,487,325 1,160,200 N X 3 1,160,200 ATMOS ENERGY CORP COMMON 049560105 9,383,156 384,950 N X 1 384,950 ARTESYN TECHNOLOGIES INC COMMON 043127109 1,309,688 82,500 N X 1 82,500 AVALONBAY COMMUNITIES INC COMMON 053484101 436,088 8,700 N X 3 8,700 AVICI SYSTEMS INC COMMON 05367L109 12,811,156 520,250 N X 3 520,250 AVIGEN INC COMMON 053690103 4,206,025 202,700 N X 3 202,700 AVON PRODUCTS INC COMMON 054303102 555,350 11,600 N X 1 11,600 AVON PRODUCTS INC COMMON 054303102 694,188 14,500 N X 2 14,500 AVON PRODUCTS INC COMMON 054303102 71,692,813 1,497,500 N X 3 1,495,600 1,900 AVERY DENNISON CORP. COMMON 053611109 224,988 4,100 N X 1 4,100 ANIXTER INTERNATIONAL INC COMMON 035290105 393,575 18,200 N X 1 18,200 ANIXTER INTERNATIONAL INC COMMON 035290105 1,905,163 88,100 N X 3 88,100 AMER EXPRESS COMMON 025816109 736,163 13,400 N X 1 13,400 AMER EXPRESS COMMON 025816109 714,188 13,000 N X 2 13,000 AMER EXPRESS COMMON 025816109 67,139,119 1,222,100 N X 3 1,220,400 1,700 ALZA CORP. COMMON 022615108 113,511,125 2,670,850 N X 1 2,374,850 296,000 ALZA CORP. COMMON 022615108 16,422,000 386,400 N X 2 386,400 ALZA CORP. COMMON 022615108 74,795,750 1,759,900 N X 3 1,758,500 1,400 BOEING COMMON 097023105 389,400 5,900 N X 1 5,900 BOEING COMMON 097023105 587,400 8,900 N X 2 8,900 BOEING COMMON 097023105 87,773,400 1,329,900 N X 3 1,329,900 BANK OF AMERICA CORP COMMON 060505104 9,670,588 210,803 N X 1 210,803 BANK OF AMERICA CORP COMMON 060505104 3,169,963 69,100 N X 2 69,100 BANK OF AMERICA CORP COMMON 060505104 596,375 13,000 N X 3 13,000 CREDICORP LTD US REGD PE EQU G2519Y108 60,000 10,000 N X 1 10,000 BACOU USA INC COMMON 056439102 24,192,896 930,496 N X 1 930,496 BAXTER INTERNATIONAL COMMON 071813109 180,329,533 2,041,948 N X 1 1,825,148 216,800 BAXTER INTERNATIONAL COMMON 071813109 22,811,119 258,300 N X 2 258,300 BAXTER INTERNATIONAL COMMON 071813109 874,294 9,900 N X 3 9,900 BED BATH & BEYOND INC COMMON 075896100 456,450 20,400 N X 1 20,400 BED BATH & BEYOND INC COMMON 075896100 322,200 14,400 N X 2 14,400 BB AND T CORP COMMON 054937107 496,256 13,300 N X 1 13,300 BB AND T CORP COMMON 054937107 350,738 9,400 N X 2 9,400 BEST BUY COMMON 086516101 215,806 7,300 N X 1 7,300 BLACK & DECKER CORP COMMON 091797100 262,975 6,700 N X 1 6,700 BRANDYWINE REALTY TRUST SB COMMON 105368203 1,202,979 58,150 N X 3 55,400 2,750 BECTON DICKINSON & CO COMMON 075887109 657,875 19,000 N X 1 19,000 BECTON DICKINSON & CO COMMON 075887109 463,975 13,400 N X 2 13,400 BINDLEY WESTERN INDUSTIRES COMMON 090324104 2,281,781 54,900 N X 1 54,900 FRANKLIN RESOURCES COMMON 354613101 674,370 17,700 N X 1 17,700 FRANKLIN RESOURCES COMMON 354613101 476,250 12,500 N X 2 12,500 BANCO FRANCES RIO PLA ADR ADRS 059591107 1,161,300 55,300 N X 1 34,900 20,400 BIOGEN COMMON 090597105 1,147,194 19,100 N X 1 19,100 BIOGEN COMMON 090597105 222,231 3,700 N X 2 3,700 BIOGEN COMMON 090597105 23,039,975 383,600 N X 3 383,600 BENCHMARK ELECTRONICS INC COMMON 08160H101 6,987,606 309,700 N X 1 309,700 BAKER HUGHES COMMON 057224107 594,344 14,300 N X 1 14,300 BAKER HUGHES COMMON 057224107 340,813 8,200 N X 2 8,200 BAKER HUGHES COMMON 057224107 519,531 12,500 N X 3 12,500 BANK NEW YORK INC. COMMON 064057102 1,363,131 24,700 N X 1 24,700 BANK NEW YORK INC. COMMON 064057102 954,744 17,300 N X 2 17,300 BELLSOUTH COMMON 079860102 6,459,938 157,800 N X 1 157,800 BELLSOUTH COMMON 079860102 687,750 16,800 N X 2 16,800 BLUE MARTINI SOFTWARE INC COMMON 095698106 153,700 11,600 N X 3 11,600 BIOMET COMMON 090613100 232,172 5,850 N X 1 5,850 BANK OF MONTREAL NPV CA EQU 063671101 1,266,391 24,200 N X 1 24,200 BRISTOL MYERS SQUIBB CO. COMMON 110122108 28,610,856 386,960 N X 1 365,960 21,000 BRISTOL MYERS SQUIBB CO. COMMON 110122108 4,524,975 61,200 N X 2 61,200 BRISTOL MYERS SQUIBB CO. COMMON 110122108 2,018,494 27,300 N X 3 27,300 BURLINGTON NORTHERN SANTA COMMON 12189T104 249,257,645 8,803,802 N X 1 7,958,802 845,000 BURLINGTON NORTHERN SANTA COMMON 12189T104 34,973,950 1,235,283 N X 2 1,235,283 BURLINGTON NORTHERN SANTA COMMON 12189T104 821,063 29,000 N X 3 29,000 ABOUT.COM INC COMMON 003736105 641,113 23,800 N X 3 23,800 BROCADE COMMON 111621108 3,580,688 39,000 N X 3 39,000 BROADCOM CORP COMMON 111320107 562,800 6,700 N X 1 6,700 BROADCOM CORP COMMON 111320107 386,400 4,600 N X 2 4,600 BROADCOM CORP COMMON 111320107 23,923,200 284,800 N X 3 284,800 BRASIL TELECOM PAR REPRESE ADRS 105530109 2,731,405 46,295 N X 1 26,300 13,370 6,625 BREEZECOM.LTD COMMON M20385106 301,278 21,050 N X 3 21,050 BASIN EXPLORATION INC COMMON 070107107 7,295,550 286,100 N X 1 286,100 BOSTON SCIENTIFIC COMMON 101137107 420,206 30,700 N X 1 30,700 BOSTON SCIENTIFIC COMMON 101137107 294,281 21,500 N X 2 21,500 BRITSH TELECOM ADR ADRS 111021408 477,125 5,500 N X 3 5,500 ANHEUSER BUSCH COS INC COMMON 035229103 1,569,750 34,500 N X 1 34,500 ANHEUSER BUSCH COS INC COMMON 035229103 1,351,350 29,700 N X 2 29,700 ANHEUSER BUSCH COS INC COMMON 035229103 9,300,200 204,400 N X 3 204,400 BOSTON PROPERTIES INC COMMON 101121101 1,033,125 23,750 N X 3 21,350 2,400 BRAZIL FUND BR EQU 105759104 3,293,516 200,366 N X 1 20,266 131,000 49,100 BRAZILIAN EQUITY FUND BR EQU 105884100 972,875 181,000 N X 1 181,000 CITIGROUP INC COMMON 172967101 78,309,552 1,533,602 N X 1 1,506,294 27,308 CITIGROUP INC COMMON 172967101 15,269,015 299,026 N X 2 299,026 CITIGROUP INC COMMON 172967101 102,323,429 2,003,886 N X 3 2,001,086 2,800 COMPUTER ASSOCIATES INTL COMMON 204912109 429,975 22,050 N X 1 22,050 COMPUTER ASSOCIATES INTL COMMON 204912109 278,850 14,300 N X 2 14,300 COMPUTER ASSOCIATES INTL COMMON 204912109 22,750,650 1,166,700 N X 3 1,166,700 CARDINAL HEALTH INC COMMON 14149Y108 130,359,313 1,308,500 N X 1 1,156,000 152,500 CARDINAL HEALTH INC COMMON 14149Y108 17,802,988 178,700 N X 2 178,700 CARDINAL HEALTH INC COMMON 14149Y108 587,788 5,900 N X 3 5,900 CATERPILLAR COMMON 149123101 544,094 11,500 N X 1 11,500 CATERPILLAR COMMON 149123101 383,231 8,100 N X 2 8,100 CATERPILLAR COMMON 149123101 652,913 13,800 N X 3 13,800 COOPER INDUSTRIES COMMON 216669101 316,969 6,900 N X 1 6,900 COOPER INDUSTRIES COMMON 216669101 225,094 4,900 N X 2 4,900 CUBIST PHAMACEUTICALS INC COMMON 229678107 292,900 10,100 N X 1 10,100 CUBIST PHAMACEUTICALS INC COMMON 229678107 1,409,400 48,600 N X 3 48,600 C COR NET COMMON 125010108 208,953 21,500 N X 1 21,500 C COR NET COMMON 125010108 1,007,834 103,700 N X 3 103,700 CARNIVAL CRUISE LINES COMMON 143658102 81,979,738 2,660,600 N X 1 2,198,600 462,000 CARNIVAL CRUISE LINES COMMON 143658102 14,728,375 478,000 N X 2 478,000 CARNIVAL CRUISE LINES COMMON 143658102 468,350 15,200 N X 3 15,200 COUNTRYWIDE CREDIT INDUSTR COMMON 222372104 402,000 8,000 N X 1 8,000 COUNTRYWIDE CREDIT INDUSTR COMMON 222372104 281,400 5,600 N X 2 5,600 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 62,796,797 1,296,450 N X 1 1,120,350 176,100 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 7,977,656 164,700 N X 2 164,700 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 213,125 4,400 N X 3 4,400 CENDANT CORP COMMON 151313103 522,638 54,300 N X 1 54,300 CENDANT CORP COMMON 151313103 365,750 38,000 N X 2 38,000 CATELLUS CORP COMMON 149111106 1,617,875 92,450 N X 3 85,400 7,050 CAREER EDUCATION CORPORATI COMMON 141665109 923,350 23,600 N X 1 23,600 CAREER EDUCATION CORPORATI COMMON 141665109 250,400 6,400 N X 2 6,400 CAREER EDUCATION CORPORATI COMMON 141665109 4,587,211 117,245 N X 3 117,245 CRESENT REAL ESTATE EQUITI COMMON 225756105 667,500 30,000 N X 3 27,000 3,000 CELGENE CORP COMMON 151020104 8,346,000 256,800 N X 3 256,800 CHEMFIRST INC COMMON 16361A106 390,506 17,700 N X 1 17,700 CERIDIAN CORP. COMMON 15677T106 203,363 10,200 N X 1 10,200 CEPHALON INC COMMON 156708109 20,430,944 322,700 N X 3 322,700 CHARTER ONE FINANCIAL COMMON 160903100 446,263 15,455 N X 1 15,455 CHARTER ONE FINANCIAL COMMON 160903100 312,572 10,825 N X 2 10,825 COMPUGEN LTD COMMON M25722105 1,056,875 169,100 N X 3 169,100 COGNEX CORP. COMMON 192422103 462,413 20,900 N X 1 20,900 COGNEX CORP. COMMON 192422103 2,256,750 102,000 N X 3 102,000 THE CHILE FUND CL EQU 168834109 1,035,282 122,700 N X 1 101,700 21,000 CHIRON CORP COMMON 170040109 267,000 6,000 N X 1 6,000 CHINA FUND INC COMMON 169373107 601,250 65,000 N X 1 65,000 C&D TECHNOLOGIES COMMON 124661109 639,175 14,800 N X 1 14,800 C&D TECHNOLOGIES COMMON 124661109 3,489,550 80,800 N X 3 80,800 O'CHARLEYS COMMON 670823103 6,325,219 355,100 N X 1 355,100 CHEVRON COMMON 166751107 19,125,094 226,500 N X 1 226,500 CIGNA CORP COMMON 125509109 173,948,304 1,314,802 N X 1 1,127,804 186,998 CIGNA CORP COMMON 125509109 23,536,170 177,900 N X 2 177,900 CIGNA CORP COMMON 125509109 859,950 6,500 N X 3 6,500 CIPHERGEN BIOSYSTEMS INC. COMMON 17252Y104 265,000 20,000 N X 3 20,000 CIT GROUP INC COMMON 125577106 392,438 19,500 N X 1 19,500 CIT GROUP INC COMMON 125577106 273,700 13,600 N X 2 13,600 CKE RESTAURANTS COMMON 12561E105 921,800 335,200 N X 1 335,200 COLGATE PALMOLIVE CO COMMON 194162103 1,239,360 19,200 N X 1 19,200 COLGATE PALMOLIVE CO COMMON 194162103 903,700 14,000 N X 2 14,000 CADIZ INC COMMON 127537108 511,225 57,200 N X 3 47,200 10,000 CELADON GROUP INC COMMON 150838100 1,708,022 390,405 N X 1 390,405 CELERITEK INC COMMON 150926103 602,375 15,800 N X 1 15,800 CELERITEK INC COMMON 150926103 3,294,000 86,400 N X 3 86,400 CLOROX CO DEL COMMON 189054109 276,900 7,800 N X 1 7,800 CANDELA CORP COMMON 136907102 3,091,200 588,800 N X 1 588,800 CANADIAN IMPERIAL BANK OF CA EQU 136069101 244,574 7,900 N X 1 7,900 COMERICA COMMON 200340107 320,625 5,400 N X 1 5,400 COMERICA COMMON 200340107 225,625 3,800 N X 2 3,800 CHASE MANHATTAN CORP COMMON 16161A108 91,897,344 2,022,500 N X 1 2,020,900 1,600 CHASE MANHATTAN CORP COMMON 16161A108 13,015,572 286,450 N X 2 286,450 COMCAST SPECIAL CLASS A CO COMMON 200300200 1,269,200 30,400 N X 1 30,400 COMCAST SPECIAL CLASS A CO COMMON 200300200 893,450 21,400 N X 2 21,400 COLORADO MEDTECH COMMON 19652U104 1,145,588 359,400 N X 1 359,400 COMMONWEALTH INDUSTRIES IN COMMON 203004106 2,505,600 556,800 N X 1 556,800 COMPUTER NETWORK TECHNOLOG COMMON 204925101 744,803 25,850 N X 3 25,850 Credence Systems Corp COMMON 225302108 427,800 18,600 N X 1 18,600 Credence Systems Corp COMMON 225302108 2,065,400 89,800 N X 3 89,800 CMS ENERGY CORP COMMON 125896100 61,455,403 1,939,421 N X 1 1,700,521 238,900 CMS ENERGY CORP COMMON 125896100 5,561,156 175,500 N X 2 175,500 CONSECO COMMON 208464107 145,063 11,000 N X 1 11,000 CANADIAN NATIONAL RAILWAY CA EQU 136375102 19,739,883 668,530 N X 1 659,830 8,700 CANADIAN NATIONAL RAILWAY CA EQU 136375102 5,919,337 200,470 N X 2 200,470 CENTERPOINT PROPERTIES TRU COMMON 151895109 926,100 19,600 N X 3 17,800 1,800 CONEXANT SYSTEMS INC COMMON 207142100 247,538 16,100 N X 1 16,100 CONEXANT SYSTEMS INC COMMON 207142100 172,200 11,200 N X 2 11,200 COACHMEN INDUSTRIES COMMON 189873102 7,678,640 731,299 N X 1 731,299 CONOCO CLASS B COMMON 208251405 22,015,013 760,778 N X 1 760,778 CONOCO CLASS B COMMON 208251405 423,211 14,625 N X 2 14,625 COR THERAPEUTICS INC. COMMON 217753102 41,192,704 1,170,663 N X 1 958,263 212,400 COR THERAPEUTICS INC. COMMON 217753102 5,109,225 145,200 N X 2 145,200 COR THERAPEUTICS INC. COMMON 217753102 13,522,556 384,300 N X 3 384,300 COSINE COMMUNICATIONS INC. COMMON 221222102 295,538 21,300 N X 3 21,300 COSTCO WHOLESALE CORPORATI COMMON 22160K105 595,069 14,900 N X 1 14,900 COSTCO WHOLESALE CORPORATI COMMON 22160K105 419,344 10,500 N X 2 10,500 CANADIAN PACIFIC LIMITED N CA EQU 135923100 13,705,360 481,531 N X 1 471,431 10,100 CANADIAN PACIFIC LIMITED N CA EQU 135923100 6,156,057 216,290 N X 2 216,290 CALLON PETROLEUM CO COMMON 13123X102 12,672,688 759,412 N X 1 759,412 CALPINE CORP COMMON 131347106 396,550 8,800 N X 1 8,800 CALPINE CORP COMMON 131347106 279,388 6,200 N X 2 6,200 COMPAQ COMPUTER COMMON 204493100 72,539,495 4,819,900 N X 1 4,483,900 336,000 COMPAQ COMPUTER COMMON 204493100 13,280,120 882,400 N X 2 882,400 COMPAQ COMPUTER COMMON 204493100 86,784,320 5,766,400 N X 3 5,763,300 3,100 COPART INC COMMON 217204106 655,750 30,500 N X 1 30,500 COPART INC COMMON 217204106 3,614,150 168,100 N X 3 168,100 CAMDEN PROPERTY TRUST COMMON 133131102 1,291,425 38,550 N X 3 37,550 1,000 COST PLUS COMMON 221485105 559,594 19,050 N X 1 19,050 COST PLUS COMMON 221485105 2,703,969 92,050 N X 3 92,050 COMPUWARE CORP. COMMON 205638109 49,321,250 7,891,400 N X 1 6,621,900 1,269,500 COMPUWARE CORP. COMMON 205638109 7,052,500 1,128,400 N X 2 1,128,400 COMPUWARE CORP. COMMON 205638109 248,750 39,800 N X 3 39,800 APPELERA CORP-CELERA GENOM COMMON 038020202 13,145,938 365,800 N X 3 365,800 CREO PRODUCTS INC COMMON 225606102 32,346,844 1,597,375 N X 1 1,597,375 CREO PRODUCTS INC COMMON 225606102 542,558 26,793 N X 2 26,793 COMSTOCK RESOURCES INC COMMON 205768203 5,991,450 406,200 N X 1 406,200 CAPTEC NET LEASE COMMON 140724105 447,500 40,000 N X 3 36,000 4,000 CORIXA CORP COMMON 21887F100 5,714,375 205,000 N X 3 205,000 CRYOLIFE INC COMMON 228903100 3,348,675 110,700 N X 3 110,700 CABLETRON SYSTEMS INC COMMON 126920107 194,306 12,900 N X 1 12,900 COMPUTER SCIENCES CORP COMMON 205363104 22,991,800 382,400 N X 1 200,200 182,200 COMPUTER SCIENCES CORP COMMON 205363104 2,417,025 40,200 N X 2 40,200 CISCO SYSTEMS INC COMMON 17275R102 9,176,175 239,900 N X 1 239,900 CISCO SYSTEMS INC COMMON 17275R102 6,988,275 182,700 N X 2 182,700 CISCO SYSTEMS INC COMMON 17275R102 131,813,325 3,446,100 N X 3 3,443,600 2,500 CSX CORP COMMON 126408103 3,652,000 140,800 N X 1 140,800 CSX CORP COMMON 126408103 300,875 11,600 N X 2 11,600 TELECOM CHILE ADR ADRS 204449300 1,678,795 127,302 N X 1 97,970 21,332 8,000 CT COMMUNICATIONS COMMON 126426402 1,830,938 130,200 N X 1 130,200 COMPUTER TASK GROUP COMMON 205477102 3,290,348 835,644 N X 1 835,644 CELL THERAPEUTICS INC COMMON 150934107 727,759 16,150 N X 1 16,150 CELL THERAPEUTICS INC COMMON 150934107 33,756,319 749,100 N X 3 749,100 CENTURYTEL INC COMMON 156700106 1,347,775 37,700 N X 1 37,400 300 CTS CORP COMMON 126501105 5,378,175 147,600 N X 1 147,600 COGNIZANT TECHNOLOGY SOLUT COMMON 192446102 737,144 20,300 N X 1 20,300 COGNIZANT TECHNOLOGY SOLUT COMMON 192446102 3,627,619 99,900 N X 3 99,900 COMMSCOPE INC COMMON 203372107 30,488,250 1,840,800 N X 1 1,496,500 344,300 COMMSCOPE INC COMMON 203372107 2,760,969 166,700 N X 2 166,700 CIA CERVECERIA UNIDAS ADR ADRS 204429104 348,300 16,200 N X 1 8,300 4,800 3,100 CONVERGYS CORP COMMON 212485106 235,625 5,200 N X 1 5,200 CIA VALE DO RIO DOCE ADR ADRS 204412100 1,257,106 51,050 N X 1 51,050 CVS CORP COMMON 126650100 785,181 13,100 N X 1 13,100 CVS CORP COMMON 126650100 551,425 9,200 N X 2 9,200 CV THERAPEUTICS INC COMMON 126667104 566,000 8,000 N X 1 8,000 CV THERAPEUTICS INC COMMON 126667104 28,370,750 401,000 N X 3 401,000 CEMEX SA ADR PART CER ADRS 151290889 742,983 41,134 N X 1 19,434 21,700 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 218,531 11,100 N X 1 11,100 CITY NATIONAL CORP COMMON 178566105 5,864,569 151,100 N X 1 151,100 CYTYC CORP COMMON 232946103 750,750 12,000 N X 1 12,000 CYTYC CORP COMMON 232946103 231,481 3,700 N X 2 3,700 CYTYC CORP COMMON 232946103 4,222,969 67,500 N X 3 67,500 DOMINION RESOURCES INC COMMON 25746U109 7,584,400 113,200 N X 1 113,200 DELTA AIR LINES COMMON 247361108 200,750 4,000 N X 1 4,000 DRESS BARN COMMON 261570105 2,351,900 81,100 N X 1 81,100 DECODE GENETICS INC COMMON 243586104 245,700 23,400 N X 3 23,400 DANA CORPORATION COMMON 235811106 287,875 18,800 N X 1 18,800 DU PONT E I DE NEMOURS & C COMMON 263534109 7,573,709 156,765 N X 1 156,765 DU PONT E I DE NEMOURS & C COMMON 263534109 2,645,303 54,754 N X 2 54,754 DU PONT E I DE NEMOURS & C COMMON 263534109 555,594 11,500 N X 3 11,500 3-DIMENSIONAL PHARMACEUTIC COMMON 88554W104 165,900 11,200 N X 3 11,200 DEERE & CO COMMON 244199105 380,244 8,300 N X 1 8,300 DEERE & CO COMMON 244199105 265,713 5,800 N X 2 5,800 DELL COMPUTER CORP COMMON 247025109 8,164,238 468,200 N X 1 468,200 DELL COMPUTER CORP COMMON 247025109 2,226,769 127,700 N X 2 127,700 DELTA FINANCIAL CORPORATIO COMMON 247918105 25,281 80,900 N X 1 80,900 DEPARTMENT 56 INC COMMON 249509100 2,362,100 205,400 N X 1 205,400 DOLLAR GENERAL CORP COMMON 256669102 469,384 24,868 N X 1 24,868 DOLLAR GENERAL CORP COMMON 256669102 330,652 17,518 N X 2 17,518 DIGITAL LIGHTHOUSE CORP. COMMON 25386P105 1,139,685 1,736,663 N X 1 373,700 1,362,963 QUEST DIAGNOSTICS INC COMMON 74834L100 1,576,200 11,100 N X 1 11,100 QUEST DIAGNOSTICS INC COMMON 74834L100 454,400 3,200 N X 2 3,200 QUEST DIAGNOSTICS INC COMMON 74834L100 33,938,000 239,000 N X 3 239,000 DANAHER CORP COMMON 235851102 341,875 5,000 N X 1 5,000 DANAHER CORP COMMON 235851102 239,313 3,500 N X 2 3,500 DIGENE CORP COMMON 253752109 10,532,844 235,700 N X 3 235,700 DISNEY WALT CO COMMON 254687106 3,897,881 134,700 N X 1 134,700 DISNEY WALT CO COMMON 254687106 2,853,238 98,600 N X 2 98,600 DISNEY WALT CO COMMON 254687106 39,644,376 1,370,000 N X 3 1,368,200 1,800 DEL MONTE FOODS COMMON 24522P103 3,678,650 507,400 N X 1 507,400 GENENTECH INC COMMON 368710406 79,755,900 978,600 N X 3 978,600 DOVER CORP COMMON 260003108 624,663 15,400 N X 1 15,400 DOVER CORP COMMON 260003108 206,869 5,100 N X 2 5,100 DOW CHEMICAL COMMON 260543103 77,121,263 2,105,700 N X 1 1,891,000 214,700 DOW CHEMICAL COMMON 260543103 7,731,538 211,100 N X 2 211,100 DOW CHEMICAL COMMON 260543103 439,500 12,000 N X 3 12,000 DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 468,878 41,678 N X 1 41,678 DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 332,438 29,550 N X 2 29,550 DUPONT PHOTOMASKS INC COMMON 26613X101 4,235,427 80,150 N X 1 80,150 DUPONT PHOTOMASKS INC COMMON 26613X101 10,954,509 207,300 N X 3 207,300 DENDRITE INTERNATIONAL COMMON 248239105 670,131 29,950 N X 1 29,950 DENDRITE INTERNATIONAL COMMON 248239105 3,239,900 144,800 N X 3 144,800 DATASCOPE CORP COMMON 238113104 390,450 11,400 N X 1 11,400 DATASCOPE CORP COMMON 238113104 1,887,175 55,100 N X 3 55,100 QUANTUM CORP-DLT & STORAGE COMMON 747906204 7,339,181 551,300 N X 1 551,300 DTE ENERGY COMMON 233331107 4,287,019 110,100 N X 1 110,100 DT INDUSTRIES INC COMMON 23333J108 249,827 70,127 N X 1 70,127 DUKE ENERGY COMMON 264399106 1,048,575 12,300 N X 1 12,300 DUKE ENERGY COMMON 264399106 733,150 8,600 N X 2 8,600 DOVER DOWNS ENTERTAINMENT COMMON 260086103 7,189,088 642,600 N X 1 642,600 DEVON ENERGY CORPORATION COMMON 25179M103 262,171 4,300 N X 1 4,300 DYNEGY INC COMMON 26816Q101 577,444 10,300 N X 1 10,300 DYNEGY INC COMMON 26816Q101 409,256 7,300 N X 2 7,300 ENI ADS (CNV TO 10 ORD SHS ADRS 26874R108 14,651,674 227,820 N X 1 223,820 4,000 ENI ADS (CNV TO 10 ORD SHS ADRS 26874R108 7,264,483 112,956 N X 2 112,956 ECI TELECOM LTD ADR ADRS 268258100 798,019 57,065 N X 1 28,100 18,515 10,450 EDEN BIOSCIENCE CORP COMMON 279445100 977,459 32,650 N X 3 32,650 ELECTRONIC DATA SYSTEMS COMMON 285661104 204,310,838 3,537,850 N X 1 3,240,350 297,500 ELECTRONIC DATA SYSTEMS COMMON 285661104 27,281,100 472,400 N X 2 472,400 ELECTRONIC DATA SYSTEMS COMMON 285661104 60,152,400 1,041,600 N X 3 1,041,600 EQUIFAX INC COMMON 294429105 309,825 10,800 N X 1 10,800 EQUIFAX INC COMMON 294429105 218,025 7,600 N X 2 7,600 EASTMAN KODAK COMMON 277461109 417,375 10,600 N X 1 10,600 EASTMAN KODAK COMMON 277461109 295,313 7,500 N X 2 7,500 EMS TECH INC COMMON 26873N108 1,993,223 171,460 N X 1 171,460 ELANTEC SEMICONDUCTOR COMMON 284155108 449,550 16,200 N X 1 16,200 ELANTEC SEMICONDUCTOR COMMON 284155108 2,208,900 79,600 N X 3 79,600 CIA PARANAENSE ENERGY ADR ADRS 20441B407 337,500 40,000 N X 1 40,000 EMC CORPORATION COMMON 268648102 5,147,100 77,400 N X 1 77,400 EMC CORPORATION COMMON 268648102 3,970,050 59,700 N X 2 59,700 EMC CORPORATION COMMON 268648102 122,433,150 1,841,100 N X 3 1,840,300 800 EMISPHERE TECHNOLOGIES COMMON 291345106 5,797,500 231,900 N X 1 231,900 EMCORE CORP COMMON 290846104 20,210,000 430,000 N X 3 430,000 EMMIS COMMUNICATIONS CORP COMMON 291525103 14,662,181 511,100 N X 1 511,100 EMMIS COMMUNICATIONS CORP COMMON 291525103 1,113,075 38,800 N X 3 38,800 EASTMAN CHEMICAL COMPANY COMMON 277432100 18,370,365 376,828 N X 1 376,328 500 EASTMAN CHEMICAL COMPANY COMMON 277432100 2,949,375 60,500 N X 2 60,500 EMERSON ELECTRIC COMMON 291011104 193,626,551 2,456,800 N X 1 2,127,800 329,000 EMERSON ELECTRIC COMMON 291011104 21,500,050 272,800 N X 2 272,800 EMERSON ELECTRIC COMMON 291011104 30,445,269 386,300 N X 3 385,800 500 E-MERGE INTERACTIVE COMMON 29088W103 7,551,963 2,083,300 N X 3 2,083,300 EMBRATEL ADR ADRS 29081N100 3,034,747 193,450 N X 1 135,300 39,600 18,550 ENRON CORP COMMON 293561106 2,094,750 25,200 N X 1 25,200 ENRON CORP COMMON 293561106 1,471,313 17,700 N X 2 17,700 ENRON CORP COMMON 293561106 47,722,063 574,100 N X 3 573,300 800 EMPRESA NAC ELEC CHILE ADR ADRS 29244T101 348,697 32,064 N X 1 25,564 6,500 EOG RESOURCES COMMON 26875P101 218,750 4,000 N X 1 4,000 EQUITY OFFICE PROPERTIES COMMON 294741103 3,175,620 97,337 N X 3 90,237 7,100 EQUINIX INC COMMON 29444U106 47,688 10,900 N X 1 10,900 EQUINIX INC COMMON 29444U106 176,313 40,300 N X 3 40,300 EQUITY RESIDENTIAL PROPERT COMMON 29476L107 674,813 12,200 N X 3 12,200 ERICSSON LM TEL CL B ADR ADRS 294821400 1,159,025 103,600 N X 3 103,600 ESSEX PROPERTY TRUST COMMON 297178105 391,463 7,150 N X 3 6,450 700 ESS TECHNOLOGY INC COMMON 269151106 1,811,175 353,400 N X 1 353,400 EATON CORP COMMON 278058102 278,194 3,700 N X 1 3,700 ENTERGY CORP COMMON 29364G103 50,712,039 1,198,512 N X 1 1,160,712 37,700 ENTERGY CORP COMMON 29364G103 8,750,225 206,800 N X 2 206,800 ENTERGY CORP COMMON 29364G103 317,344 7,500 N X 3 7,500 EAST WEST BANCORP COMMON 27579R104 6,149,588 246,600 N X 1 246,600 EXAR CORP COMMON 300645108 650,672 21,000 N X 1 21,000 EXAR CORP COMMON 300645108 3,346,313 108,000 N X 3 108,000 EXELON CORP COMMON 30161N101 57,412,964 817,732 N X 1 816,532 1,200 EXELON CORP COMMON 30161N101 9,937,313 141,537 N X 2 141,537 EXFO ELECTRO-OPTICAL ENG. COMMON 302043104 295,213 11,300 N X 3 11,300 EXPEDITORS INTL WASHINGTON COMMON 302130109 977,113 18,200 N X 1 18,200 EXPEDITORS INTL WASHINGTON COMMON 302130109 285,295 5,314 N X 2 5,314 EXPEDITORS INTL WASHINGTON COMMON 302130109 3,113,875 58,000 N X 3 58,000 EXPEDIA COMMON 302125109 3,366,956 352,100 N X 1 352,100 FORD MOTOR COMPANY COMMON 345370860 3,030,469 129,300 N X 1 129,300 FLEETBOSTON FINANCIAL CORP COMMON 339030108 136,017,118 3,621,088 N X 1 3,256,397 364,691 FLEETBOSTON FINANCIAL CORP COMMON 339030108 16,932,912 450,793 N X 2 450,793 FLEETBOSTON FINANCIAL CORP COMMON 339030108 537,933 14,321 N X 3 14,321 FIRST CONSULTING GROUP COMMON 31986R103 2,553,771 537,636 N X 1 537,636 FEDERATED DEPT STORES COMMON 31410H101 61,561,500 1,758,900 N X 1 1,465,600 293,300 FEDERATED DEPT STORES COMMON 31410H101 5,173,000 147,800 N X 2 147,800 FIRST DATA CORP COMMON 319963104 176,061,657 3,341,621 N X 1 2,918,967 422,654 FIRST DATA CORP COMMON 319963104 22,940,348 435,404 N X 2 435,404 FIRST DATA CORP COMMON 319963104 769,238 14,600 N X 3 14,600 FEDEX CORP COMMON 31428X106 194,265,540 4,861,500 N X 1 4,273,000 588,500 FEDEX CORP COMMON 31428X106 25,730,244 643,900 N X 2 643,900 FEDEX CORP COMMON 31428X106 523,476 13,100 N X 3 13,100 FBL FINANCIAL GROUP INC COMMON 30239F106 7,474,044 428,619 N X 1 428,619 FLEXTRONICS INT LTD COMMON Y2573F102 11,454,150 401,900 N X 3 401,900 1 800 FLOWERS COMMON 68243Q106 3,531,000 856,000 N X 1 856,000 FOMENTO ECO MEXICO ADR (FE ADRS 344419106 310,700 10,400 N X 1 10,400 FINLAY ENTERPRISES COMMON 317884203 4,516,525 427,600 N X 1 427,600 FED NAT MTG ASSN COMMON 313586109 4,927,400 56,800 N X 1 56,800 FED NAT MTG ASSN COMMON 313586109 3,417,950 39,400 N X 2 39,400 SPRINT CORPORATION COMMON 852061100 8,064,063 397,000 N X 1 397,000 SPRINT CORPORATION COMMON 852061100 398,125 19,600 N X 3 19,600 FPL GROUP INC COMMON 302571104 430,500 6,000 N X 1 6,000 FPL GROUP INC COMMON 302571104 301,350 4,200 N X 2 4,200 FREDDIE MAC COMMON 313400301 209,049,400 3,035,200 N X 1 2,682,800 352,400 FREDDIE MAC COMMON 313400301 27,570,663 400,300 N X 2 400,300 FREDDIE MAC COMMON 313400301 874,713 12,700 N X 3 12,700 FOREST LABS COMMON 345838106 1,169,300 8,800 N X 1 8,800 FOREST LABS COMMON 345838106 20,741,788 156,100 N X 3 155,900 200 FIRSTAR CORP COMMON 33763V109 1,727,475 74,300 N X 1 74,300 FIRSTAR CORP COMMON 33763V109 1,165,499 50,129 N X 2 50,129 FEDERAL SIGNAL CORP COMMON 313855108 7,685,150 391,600 N X 1 391,600 FIRST UNION CORP COMMON 337358105 912,250 32,800 N X 1 32,800 FIRST UNION CORP COMMON 337358105 642,469 23,100 N X 2 23,100 FORWARD AIR CORP COMMON 349853101 888,038 23,800 N X 1 23,800 FORWARD AIR CORP COMMON 349853101 259,322 6,950 N X 2 6,950 FORWARD AIR CORP COMMON 349853101 2,927,166 78,450 N X 3 78,450 GREATER BAY BANCORP COMMON 391648102 820,000 20,000 N X 1 20,000 GREATER BAY BANCORP COMMON 391648102 205,000 5,000 N X 2 5,000 GREATER BAY BANCORP COMMON 391648102 3,960,600 96,600 N X 3 96,600 GABLES RESIDENTIAL TRUST COMMON 362418105 336,000 12,000 N X 3 12,000 GRANITE BROADCASTING COMMON 387241102 20,000 20,000 N X 1 20,000 GANNETT INC COMMON 364730101 554,950 8,800 N X 1 8,800 GANNETT INC COMMON 364730101 390,988 6,200 N X 2 6,200 GENERAL DYNAMICS CORP COMMON 369550108 514,800 6,600 N X 1 6,600 GENERAL DYNAMICS CORP COMMON 369550108 366,600 4,700 N X 2 4,700 GARDNER DENVER INC COMMON 365558105 3,518,760 165,200 N X 1 165,200 GUIDANT CORP COMMON 401698105 1,294,500 24,000 N X 1 24,000 GUIDANT CORP COMMON 401698105 863,000 16,000 N X 2 16,000 GOODYS FAMILY CLOTHING INC COMMON 382588101 1,298,115 288,470 N X 1 288,470 GEN ELECTRIC COMMON 369604103 14,453,156 301,500 N X 1 301,500 GEN ELECTRIC COMMON 369604103 10,761,969 224,500 N X 2 224,500 GEN ELECTRIC COMMON 369604103 131,564,469 2,744,500 N X 3 2,741,000 3,500 GENZYME CORP GENL DIV COMMON 372917104 67,126,293 746,366 N X 1 745,366 1,000 GENZYME CORP GENL DIV COMMON 372917104 10,126,963 112,600 N X 2 112,600 GENZYME CORP GENL DIV COMMON 372917104 75,079,825 834,800 N X 3 834,800 GALICIA GRUPO FINANCIERO-A ADRS 399909100 762,844 51,500 N X 1 26,500 25,000 GRACO INC COMMON 384109104 690,963 16,700 N X 1 16,700 GRACO INC COMMON 384109104 3,338,963 80,700 N X 3 80,700 GILEAD SCIENCES INC. COMMON 375558103 28,314,863 341,400 N X 3 341,400 GENERAL MILLS INC COMMON 370334104 99,873,475 2,241,200 N X 1 2,197,700 43,500 GENERAL MILLS INC COMMON 370334104 14,447,163 324,200 N X 2 324,200 GENERAL MILLS INC COMMON 370334104 52,601,576 1,180,400 N X 3 1,178,600 1,800 GLENBOROUGH REALTY TRUST COMMON 37803P105 295,376 17,000 N X 3 15,300 1,700 CORNING INC COMMON 219350105 2,804,344 53,100 N X 1 53,100 CORNING INC COMMON 219350105 1,938,219 36,700 N X 2 36,700 CORNING INC COMMON 219350105 903,094 17,100 N X 3 17,100 GEN MOTORS COMMON 370442105 594,695 11,675 N X 3 11,675 GEN MOTORS CLASS H NEW COMMON 370442832 569,963 24,781 N X 3 24,781 GATX CORP COMMON 361448103 28,423,763 569,900 N X 1 434,100 135,800 GATX CORP COMMON 361448103 3,660,825 73,400 N X 2 73,400 GENOMICA CORPORATION COMMON 37243Q101 81,859 15,500 N X 1 15,500 GENOMICA CORPORATION COMMON 37243Q101 291,789 55,250 N X 3 55,250 GENVEC INC. COMMON 37246C109 475,475 50,050 N X 3 50,050 GEORGIA PACIFIC CORP COMMON 373298108 270,663 8,696 N X 1 8,696 GAP INC COMMON 364760108 1,802,850 70,700 N X 1 70,700 GAP INC COMMON 364760108 1,337,475 52,450 N X 2 52,450 GAP INC COMMON 364760108 34,935,000 1,370,000 N X 3 1,368,100 1,900 GREAT PLAINS SOFTWARE COMMON 39119E105 9,384,263 199,400 N X 1 199,400 GREENPOINT FINANCIAL CORP COMMON 395384100 152,684,594 3,729,700 N X 1 3,077,700 652,000 GREENPOINT FINANCIAL CORP COMMON 395384100 14,410,000 352,000 N X 2 352,000 GPU INC COMMON 36225X100 99,507,869 2,703,100 N X 1 2,699,300 3,800 GPU INC COMMON 36225X100 15,696,850 426,400 N X 2 426,400 GOLF TRUST OF AMERICA COMMON 38168B103 1,449,244 201,634 N X 1 201,634 GATEWAY INC COMMON 367626108 43,625,750 2,425,000 N X 1 2,080,500 344,500 GATEWAY INC COMMON 367626108 6,626,976 368,370 N X 2 368,370 GATEWAY INC COMMON 367626108 12,020,918 668,200 N X 3 668,200 GRAINGER W W INC COMMON 384802104 78,223,150 2,143,100 N X 1 1,976,200 166,900 GRAINGER W W INC COMMON 384802104 7,770,850 212,900 N X 2 212,900 GLOBAL CROSSING LTD. COMMON G3921A100 370,694 25,900 N X 1 25,900 GLOBAL CROSSING LTD. COMMON G3921A100 259,056 18,100 N X 2 18,100 HAMILTON BANCORP COMMON 407013101 4,141,800 460,200 N X 1 460,200 HAIN CELESTIAL GROUP INC COMMON 405217100 880,425 27,090 N X 1 27,090 HAIN CELESTIAL GROUP INC COMMON 405217100 227,078 6,987 N X 2 6,987 HAIN CELESTIAL GROUP INC COMMON 405217100 4,334,330 133,364 N X 3 133,364 HALL KINION & ASSOCIATES I COMMON 406069104 648,025 32,200 N X 1 32,200 HALL KINION & ASSOCIATES I COMMON 406069104 3,191,825 158,600 N X 3 158,600 HALLIBURTON COMMON 406216101 344,375 9,500 N X 2 9,500 HALLIBURTON COMMON 406216101 73,663,625 2,032,100 N X 3 2,029,700 2,400 HASBRO INC. COMMON 418056107 270,938 25,500 N X 1 25,500 HUNTINGTON BANCSHARES COMMON 446150104 415,857 25,690 N X 1 25,690 HUNTINGTON BANCSHARES COMMON 446150104 212,704 13,140 N X 2 13,140 HOME DEPOT COMMON 437076102 1,667,594 36,500 N X 1 36,500 HOME DEPOT COMMON 437076102 1,174,169 25,700 N X 2 25,700 HARLEY DAVIDSON COMMON 412822108 433,275 10,900 N X 1 10,900 HARLEY DAVIDSON COMMON 412822108 302,100 7,600 N X 2 7,600 HANDLEMAN CO DEL COMMON 410252100 4,458,000 594,400 N X 1 594,400 HARDINGE INC COMMON 412324303 1,594,604 111,902 N X 1 111,902 HERBALIFE INTERNATIONAL IN COMMON 426908307 3,476,333 463,511 N X 1 463,511 HAGGAR CORPORATION COMMON 405173105 3,435,729 298,759 N X 1 298,759 HUMAN GENOME SCIENCES INC COMMON 444903108 48,744,016 703,250 N X 3 703,250 HARTE HANKS COMMUNICATIONS COMMON 416196103 7,206,661 304,239 N X 1 304,239 HOUSEHOLD INTERNATIONAL CO COMMON 441815107 134,431,000 2,444,200 N X 1 2,057,200 387,000 HOUSEHOLD INTERNATIONAL CO COMMON 441815107 14,107,500 256,500 N X 2 256,500 HOUSEHOLD INTERNATIONAL CO COMMON 441815107 341,000 6,200 N X 3 6,200 HARTFORD FINANCIAL SERVICE COMMON 416515104 529,688 7,500 N X 1 7,500 HARTFORD FINANCIAL SERVICE COMMON 416515104 374,313 5,300 N X 2 5,300 HILTON HOTELS CORP COMMON 432848109 132,300 12,600 N X 1 12,600 HARTMARX COMMON 417119104 1,846,662 777,542 N X 1 777,542 HUANENG POWER INTL ADR ADRS 443304100 1,211,775 64,200 N X 1 34,200 30,000 HEINZ H J CO COMMON 423074103 550,275 11,600 N X 1 11,600 HEINZ H J CO COMMON 423074103 388,988 8,200 N X 2 8,200 HONEYWELL INTERNATIONAL IN COMMON 438516106 2,826,307 59,737 N X 1 59,737 HONEYWELL INTERNATIONAL IN COMMON 438516106 1,948,660 41,187 N X 2 41,187 STARWOOD HOTELS AND RESORT COMMON 85590A203 232,650 6,600 N X 1 6,600 STARWOOD HOTELS AND RESORT COMMON 85590A203 287,288 8,150 N X 3 7,400 750 HARRIS INTERACTIVE INC COMMON 414549105 42,647,169 11,565,334 N X 1 11,565,334 HARRIS INTERACTIVE INC COMMON 414549105 829,481 224,944 N X 2 224,944 H & R BLOCK COMMON 093671105 289,625 7,000 N X 1 7,000 H & R BLOCK COMMON 093671105 202,738 4,900 N X 2 4,900 HEALTHSOUTH CORP COMMON 421924101 199,013 12,200 N X 1 12,200 HS RESOURCES INC COMMON 404297103 805,125 19,000 N X 1 19,000 HS RESOURCES INC COMMON 404297103 2,415,375 57,000 N X 3 57,000 HAVERTY FURNITURE COMPANIE COMMON 419596101 164,913 16,700 N X 1 16,700 HAVERTY FURNITURE COMPANIE COMMON 419596101 792,963 80,300 N X 3 80,300 HEWLETT-PACKARD COMMON 428236103 4,701,234 148,950 N X 1 148,950 HEWLETT-PACKARD COMMON 428236103 2,632,313 83,400 N X 2 83,400 HEWLETT-PACKARD COMMON 428236103 51,128,094 1,619,900 N X 3 1,619,900 I B M COMMON 459200101 8,555,250 100,650 N X 1 100,650 I B M COMMON 459200101 3,859,000 45,400 N X 2 45,400 I B M COMMON 459200101 97,835,000 1,151,000 N X 3 1,150,300 700 INTRABIOTICS PHARMACEUTICA COMMON 46116T100 3,987,763 414,313 N X 1 414,313 INTRABIOTICS PHARMACEUTICA COMMON 46116T100 650,342 67,568 N X 2 67,568 PACKAGED ICE INC. COMMON 695148106 61,424 40,949 N X 3 40,949 IDEC PHARMACEUTICALS CORP COMMON 449370105 94,506,384 498,550 N X 3 498,550 INVESTORS FINANCIAL SERVIC COMMON 461915100 1,599,600 18,600 N X 1 18,600 INVESTORS FINANCIAL SERVIC COMMON 461915100 443,072 5,152 N X 2 5,152 INVESTORS FINANCIAL SERVIC COMMON 461915100 8,341,312 96,992 N X 3 96,992 INFORMIX CORP COMMON 456779107 83,214 28,030 N X 1 28,030 THE INDIA FUND INC IN EQU 454089103 1,269,488 104,700 N X 1 20,200 59,500 25,000 INDIA GROWTH FUND INC IN EQU 454090101 337,500 30,000 N X 1 20,000 10,000 IMC GLOBAL INC COMMON 449669100 60,824,476 3,908,400 N X 1 3,294,600 613,800 IMC GLOBAL INC COMMON 449669100 6,080,269 390,700 N X 2 390,700 MORGAN STANLEY INDIA FUND IN EQU 61745C105 4,603,106 416,100 N X 1 63,500 262,100 90,500 ILLUMINA INC COMMON 452327109 167,050 10,400 N X 3 10,400 IMCLONE SYSTEMS INC COMMON 45245W109 22,624,800 514,200 N X 3 514,200 INAMED COMMON 453235103 282,038 13,800 N X 1 13,800 INAMED COMMON 453235103 1,357,050 66,400 N X 3 66,400 IMMUNOGEN INC COMMON 45253H101 1,672,125 78,000 N X 3 78,000 IMMUNEX CORPORATION COMMON 452528102 217,344 5,350 N X 1 5,350 IMMUNEX CORPORATION COMMON 452528102 373,750 9,200 N X 2 9,200 IMMUNEX CORPORATION COMMON 452528102 143,459,063 3,531,300 N X 3 3,529,400 1,900 I-MANY INC COMMON 44973Q103 143,031 11,500 N X 1 11,500 I-MANY INC COMMON 44973Q103 732,569 58,900 N X 3 58,900 IMPERIAL OIL LTD NPV CA EQU 453038408 2,961,639 112,760 N X 1 107,860 4,900 IMPSAT FIBER NETWORKS INC AR EQU 45321T103 104,781 23,950 N X 1 9,400 10,550 4,000 GRUPO IMSA ADR ADRS 40048T106 218,900 39,800 N X 1 5,300 15,000 19,500 INPRISE CORP COMMON 45766C102 10,603,406 1,917,000 N X 3 1,917,000 INRANGE TECHNOLOGIES CORP. COMMON 45769V206 804,531 47,500 N X 1 47,500 INRANGE TECHNOLOGIES CORP. COMMON 45769V206 257,450 15,200 N X 3 15,200 INSTITUFORM TECHNOLOGIES COMMON 457667103 877,250 22,000 N X 1 22,000 INSTITUFORM TECHNOLOGIES COMMON 457667103 247,225 6,200 N X 2 6,200 INSTITUFORM TECHNOLOGIES COMMON 457667103 3,002,588 75,300 N X 3 75,300 INTEL CORP COMMON 458140100 11,536,484 383,750 N X 1 383,750 INTEL CORP COMMON 458140100 6,268,031 208,500 N X 2 208,500 INTEL CORP COMMON 458140100 73,881,600 2,457,600 N X 3 2,455,200 2,400 INTEST INC COMMON 461147100 3,002,721 471,015 N X 1 471,015 INTUIT INC COMMON 461202103 301,697 7,650 N X 1 7,650 INTUIT INC COMMON 461202103 46,879,356 1,188,700 N X 3 1,188,700 INTERNATIONAL PAPER CO COMMON 460146103 326,500 8,000 N X 3 8,000 INTERPUBLIC GROUP OF CO. COMMON 460690100 442,650 10,400 N X 1 10,400 INTERPUBLIC GROUP OF CO. COMMON 460690100 310,706 7,300 N X 2 7,300 INGERSOLL RAND CO COMMON 456866102 506,688 12,100 N X 1 12,100 INGERSOLL RAND CO COMMON 456866102 360,125 8,600 N X 2 8,600 INGERSOLL RAND CO COMMON 456866102 674,188 16,100 N X 3 16,100 INTEREP NATIONAL RADIO SAL COMMON 45866V109 1,614,900 461,400 N X 1 461,400 IRSA GDR ADRS 450047204 165,000 10,000 N X 1 10,000 INTERSIL HOLDING CO COMMON 46069S109 465,631 20,300 N X 3 20,300 FIRST ISRAEL FUND INC IL EQU 32063L100 843,072 52,692 N X 1 52,692 ITT INDUSTRIES INC COMMON 450911102 255,750 6,600 N X 1 6,600 ILLINOIS TOOL WORKS INC COMMON 452308109 162,784,313 2,733,000 N X 1 2,415,400 317,600 ILLINOIS TOOL WORKS INC COMMON 452308109 20,781,356 348,900 N X 2 348,900 ILLINOIS TOOL WORKS INC COMMON 452308109 702,838 11,800 N X 3 11,800 I2 TECHNOLOGIES COMMON 465754109 18,552,750 341,200 N X 3 341,200 ISHARES TRUST RUSSELL 2000 COMMON 464287655 1,235,175 12,900 N X 1 12,900 JABIL CIRCUIT COMMON 466313103 14,039,988 553,300 N X 3 553,300 JOHN B. SANFILLIPO COMMON 800422107 2,560,800 640,200 N X 1 640,200 JACK IN THE BOX COMMON 466367109 691,781 23,500 N X 1 23,500 JACK IN THE BOX COMMON 466367109 3,779,775 128,400 N X 3 128,400 JOHNSON CONTROLS COMMON 478366107 31,335,200 602,600 N X 1 602,100 500 JOHNSON CONTROLS COMMON 478366107 3,468,400 66,700 N X 2 66,700 JDS UNIPHASE COMMON 46612J101 258,463 6,200 N X 1 6,200 JDS UNIPHASE COMMON 46612J101 291,813 7,000 N X 2 7,000 JDS UNIPHASE COMMON 46612J101 49,191,250 1,180,000 N X 3 1,179,600 400 JARDINE FLEMING INDIA FUND IN EQU 471112102 334,674 37,446 N X 1 37,446 JLM INDUSTRIES INC COMMON 46621D103 487,478 236,353 N X 1 236,353 JNI CORP COMMON 46622G105 1,143,450 50,400 N X 1 50,400 JOHNSON & JOHNSON COMMON 478160104 175,927,157 1,674,500 N X 1 1,453,000 221,500 JOHNSON & JOHNSON COMMON 478160104 24,258,931 230,900 N X 2 230,900 JOHNSON & JOHNSON COMMON 478160104 70,276,307 668,900 N X 3 667,900 1,000 JUNIPER NETWORKS COMMON 48203R104 19,791,813 157,000 N X 3 157,000 JEFFERSON PILOT COMMON 475070108 261,625 3,500 N X 1 3,500 NORDSTROM INC COMMON 655664100 298,275 16,400 N X 1 16,400 KENNETH COLE COMMON 193294105 829,150 20,600 N X 1 20,600 KENNETH COLE COMMON 193294105 241,500 6,000 N X 2 6,000 KENNETH COLE COMMON 193294105 4,526,113 112,450 N X 3 112,450 KOREA ELEC POWER CORP ADR GDR/GD 500631106 1,537,500 150,000 N X 1 130,000 20,000 KEYCORP COMMON 493267108 884,800 31,600 N X 1 31,600 KEYCORP COMMON 493267108 621,600 22,200 N X 2 22,200 KOREA FUND KR EQU 500634100 13,963,277 1,322,280 N X 1 251,780 676,200 394,300 KING PHARMACEUTICALS COMMON 495582108 284,281 5,500 N X 1 5,500 KING PHARMACEUTICALS COMMON 495582108 479,402 9,275 N X 2 9,275 KING PHARMACEUTICALS COMMON 495582108 5,305,722 102,650 N X 3 102,650 KIMCO REALTY CORP COMMON 49446R109 766,653 17,350 N X 3 15,600 1,750 KLA TENCOR COMMON 482480100 17,864,481 530,300 N X 3 530,300 K MART CORP COMMON 482584109 90,313 17,000 N X 1 17,000 K MART CORP COMMON 482584109 62,688 11,800 N X 2 11,800 KIMBERLY CLARK CORP COMMON 494368103 33,909,357 479,691 N X 1 479,091 600 KIMBERLY CLARK CORP COMMON 494368103 6,234,858 88,200 N X 2 88,200 KIMBERLY CLARK CORP COMMON 494368103 49,157,826 695,400 N X 3 694,600 800 KENSEY NASH CORP COMMON 490057106 1,377,000 136,000 N X 1 136,000 KENT ELECTRONICS COMMON 490553104 483,450 29,300 N X 1 29,300 KENT ELECTRONICS COMMON 490553104 2,334,750 141,500 N X 3 141,500 COCA COLA COMMON 191216100 5,277,188 86,600 N X 1 86,600 COCA COLA COMMON 191216100 3,717,188 61,000 N X 2 61,000 KEY PRODUCTION COMPANY INC COMMON 493138101 7,256,213 216,200 N X 1 216,200 INNKEEPERS USA TRUST COMMON 4576J0104 11,065,819 1,000,300 N X 1 1,000,300 KROGER CO COMMON 501044101 58,281,801 2,153,600 N X 1 2,077,000 76,600 KROGER CO COMMON 501044101 9,593,656 354,500 N X 2 354,500 KROGER CO COMMON 501044101 414,056 15,300 N X 3 15,300 KILROY REALTY CORP COMMON 49427F108 1,606,578 57,250 N X 3 53,550 3,700 KOREA TELECOM CORP ADR KR EQU 50063P103 1,391,900 44,900 N X 1 28,900 16,000 KELLWOOD COMMON 488044108 21,301,394 1,008,350 N X 1 1,008,350 LEAR CORP COMMON 521865105 65,993,608 2,659,692 N X 1 2,319,892 339,800 LEAR CORP COMMON 521865105 6,530,650 263,200 N X 2 263,200 LEGGETT AND PLATT INC COMMON 524660107 284,063 15,000 N X 1 15,000 LEGGETT AND PLATT INC COMMON 524660107 198,844 10,500 N X 2 10,500 LION BIOSCIENCE COMMON 536191109 12,911,738 171,300 N X 3 171,300 FIDELITY NATIONAL CORP COMMON 316320100 2,303,000 460,600 N X 1 460,600 LINEAR TECHNOLOGY CORP COMMON 535678106 1,012,875 21,900 N X 1 21,900 LINEAR TECHNOLOGY CORP COMMON 535678106 712,250 15,400 N X 2 15,400 ELI LILLY & CO COMMON 532457108 16,472,063 177,000 N X 1 177,000 ELI LILLY & CO COMMON 532457108 4,029,606 43,300 N X 2 43,300 ELI LILLY & CO COMMON 532457108 45,358,663 487,400 N X 3 487,400 AT & T CORP LIBERTY MEDIA COMMON 001957208 256,114 18,884 N X 2 18,884 AT & T CORP LIBERTY MEDIA COMMON 001957208 47,252,998 3,484,092 N X 3 3,479,492 4,600 LOCKHEED MARTIN CORP COMMON 539830109 492,275 14,500 N X 1 14,500 LOCKHEED MARTIN CORP COMMON 539830109 346,290 10,200 N X 2 10,200 LOCKHEED MARTIN CORP COMMON 539830109 41,911,275 1,234,500 N X 3 1,234,500 LINCOLN NATIONAL CORP IND COMMON 534187109 27,029,631 571,300 N X 1 450,500 120,800 LINCOLN NATIONAL CORP IND COMMON 534187109 3,543,706 74,900 N X 2 74,900 LOGITECH INT ADR ADRS 541419107 9,109,610 375,654 N X 3 375,654 LOWES COS INC COMMON 548661107 569,600 12,800 N X 1 12,800 LOWES COS INC COMMON 548661107 400,500 9,000 N X 2 9,000 LIBERTY PROPERTY TR COMMON 531172104 784,041 27,450 N X 3 24,700 2,750 LARGE SCALE BIOLOGY CORP COMMON 517053104 3,815,200 401,600 N X 3 401,600 LSI LOGIC COMMON 502161102 29,297,387 1,714,300 N X 1 1,711,800 2,500 LSI LOGIC COMMON 502161102 6,172,908 361,200 N X 2 361,200 LANDSTAR SYSTEM INC. COMMON 515098101 5,028,181 90,700 N X 1 90,700 LOEWS CORP COMMON 540424108 352,113 3,400 N X 1 3,400 LOEWS CORP COMMON 540424108 248,550 2,400 N X 2 2,400 LEARNING TREE INTERNATIONA COMMON 522015106 678,150 13,700 N X 1 13,700 LEARNING TREE INTERNATIONA COMMON 522015106 3,366,000 68,000 N X 3 68,000 LUCENT TECHNOLOGIES COMMON 549463107 1,086,075 80,450 N X 1 80,450 LUCENT TECHNOLOGIES COMMON 549463107 14,233,050 1,054,300 N X 3 1,054,300 SOUTHWEST AIRLINES COMMON 844741108 556,598 16,600 N X 1 16,600 SOUTHWEST AIRLINES COMMON 844741108 392,301 11,700 N X 2 11,700 LEAP WIRELESS INTERNATIONA COMMON 521863100 9,132,500 365,300 N X 3 365,300 LEXMARK INTL INC COMMON 529771107 394,381 8,900 N X 1 8,900 LEXMARK INTL INC COMMON 529771107 279,169 6,300 N X 2 6,300 LYONDELL CHEMICAL CO COMMON 552078107 21,038,594 1,373,949 N X 1 1,371,949 2,000 LYONDELL CHEMICAL CO COMMON 552078107 3,491,250 228,000 N X 2 228,000 MACERICH CO COMMON 554382101 524,779 27,350 N X 3 24,600 2,750 MCNAUGHTON APPAREL INC COMMON 582524104 2,266,313 213,300 N X 1 213,300 MESABA HOLDINGS INC COMMON 59066B102 1,513,781 120,500 N X 1 120,500 MASCO CORP COMMON 574599106 196,374,362 7,644,744 N X 1 6,851,844 792,900 MASCO CORP COMMON 574599106 24,153,956 940,300 N X 2 940,300 MASCO CORP COMMON 574599106 834,844 32,500 N X 3 32,500 MATTEL COMMON 577081102 127,399,788 8,822,700 N X 1 7,918,900 903,800 MATTEL COMMON 577081102 14,467,436 1,001,900 N X 2 1,001,900 MATTEL COMMON 577081102 508,288 35,200 N X 3 35,200 MATAV RT SPNSORED ADR ADRS 559776109 1,451,063 71,000 N X 1 5,600 65,400 MAY DEPT COMMON 577778103 345,513 10,550 N X 1 10,550 MAY DEPT COMMON 577778103 243,988 7,450 N X 2 7,450 MBIA INC COMMON 55262C100 533,700 7,200 N X 1 7,200 MBIA INC COMMON 55262C100 378,038 5,100 N X 2 5,100 MCDONALDS CORP COMMON 580135101 16,853,800 495,700 N X 1 495,700 MCDONALDS CORP COMMON 580135101 1,125,400 33,100 N X 2 33,100 MCKESSON HBOC INC COMMON 58155Q103 771,348 21,492 N X 1 21,492 MCKESSON HBOC INC COMMON 58155Q103 543,159 15,134 N X 2 15,134 MCLEOD USA INC COMMON 582266102 245,267 17,364 N X 3 17,364 MEDICINES CO COMMON 584688105 4,157,400 202,800 N X 3 202,800 MEDTRONIC INC COMMON 585055106 2,415,000 40,000 N X 1 40,000 MEDTRONIC INC COMMON 585055106 1,696,538 28,100 N X 2 28,100 MIDWAY AIRLINES COMMON 598126100 1,391,212 494,653 N X 1 494,653 MEAD CORP COMMON 582834107 32,981,401 1,051,200 N X 1 1,049,700 1,500 MEAD CORP COMMON 582834107 5,569,063 177,500 N X 2 177,500 MEADE INSTRUMENTS COMMON 583062104 99,750 15,200 N X 1 15,200 MEADE INSTRUMENTS COMMON 583062104 463,313 70,600 N X 3 70,600 MEDIMMUNE INC. COMMON 584699102 391,038 8,200 N X 1 8,200 MEDIMMUNE INC. COMMON 584699102 238,438 5,000 N X 2 5,000 MEDIMMUNE INC. COMMON 584699102 47,892,556 1,004,300 N X 3 1,004,300 MEDAREX INC COMMON 583916101 24,494,825 601,100 N X 3 601,100 MIDWEST EXPRESS HOLDINGS I COMMON 597911106 2,752,438 187,400 N X 1 187,400 MELLON FINANCIAL CORP COMMON 58551A108 801,756 16,300 N X 1 16,300 MELLON FINANCIAL CORP COMMON 58551A108 565,656 11,500 N X 2 11,500 MENTOR GRAPHICS COMMON 587200106 1,997,450 72,800 N X 1 72,800 MERRILL LYNCH & CO INC COMMON 590188108 300,025 4,400 N X 2 4,400 MERRILL LYNCH & CO INC COMMON 590188108 61,634,681 903,900 N X 3 902,700 1,200 MERCURY INTERACTIVE CORP COMMON 589405109 1,209,350 13,400 N X 1 13,400 MERCURY INTERACTIVE CORP COMMON 589405109 438,976 4,864 N X 2 4,864 MERCURY INTERACTIVE CORP COMMON 589405109 5,378,900 59,600 N X 3 59,600 MERIX CORP. COMMON 590049102 3,268,850 244,400 N X 1 244,400 METLIFE INC. COMMON 59156R108 861,000 24,600 N X 1 24,600 METLIFE INC. COMMON 59156R108 605,500 17,300 N X 2 17,300 METHODE ELECTRONICS INC. COMMON 591520200 2,937,376 128,060 N X 1 128,060 MALAYSIA FUND INC MY EQU 560905101 194,250 51,800 N X 1 51,800 M & F WORLDWIDE CORP COMMON 552541104 2,769,075 714,600 N X 1 714,600 MAGNA INTL INC A NPV CA EQU 559222401 6,572,254 156,940 N X 1 156,940 MAGNA INTL INC A NPV CA EQU 559222401 3,725,422 88,960 N X 2 88,960 MCGRAW HILL COMPANIES INC. COMMON 580645109 5,329,013 90,900 N X 1 90,900 MCGRAW HILL COMPANIES INC. COMMON 580645109 263,813 4,500 N X 2 4,500 MCGRAW HILL COMPANIES INC. COMMON 580645109 53,741,538 916,700 N X 3 915,700 1,000 MICHAELS STORES INC COMMON 594087108 5,535,850 208,900 N X 1 208,900 MARTIN MARIETTA MATERIALS COMMON 573284106 46,594,719 1,101,530 N X 1 916,563 184,967 MARTIN MARIETTA MATERIALS COMMON 573284106 6,426,808 151,934 N X 2 151,934 MILLENNIUM PHARMACEUTICALS COMMON 599902103 68,328,563 1,104,300 N X 3 1,104,300 MARSH & MC LENNAN COMMON 571748102 2,386,800 20,400 N X 1 20,400 MARSH & MC LENNAN COMMON 571748102 1,638,000 14,000 N X 2 14,000 MINNESOTA MINING & MFG CO COMMON 604059105 1,590,600 13,200 N X 1 13,200 MINNESOTA MINING & MFG CO COMMON 604059105 1,120,650 9,300 N X 2 9,300 MINNESOTA MINING & MFG CO COMMON 604059105 891,700 7,400 N X 3 7,400 MINIMED INC COMMON 60365K108 17,350,500 412,800 N X 3 412,800 MSC SOFTWARE COMMON 553531104 5,266,235 670,858 N X 1 670,858 MENTOR CORP MINN COMMON 587188103 4,477,200 229,600 N X 1 229,600 PHILIP MORRIS COMPANIES COMMON 718154107 1,359,600 30,900 N X 1 30,900 PHILIP MORRIS COMPANIES COMMON 718154107 954,800 21,700 N X 2 21,700 MOLEX INC COMMON 608554101 220,100 6,200 N X 1 6,200 MOTOROLA COMMON 620076109 77,598,365 3,832,018 N X 1 3,297,303 534,715 MOTOROLA COMMON 620076109 9,876,148 487,711 N X 2 487,711 MOTOROLA COMMON 620076109 65,318,400 3,225,600 N X 3 3,223,800 1,800 MORTON RESTAURANTS GROUP I COMMON 619429103 5,771,585 271,604 N X 1 271,604 MERCK & CO COMMON 589331107 11,263,088 120,300 N X 1 120,300 MERCK & CO COMMON 589331107 5,636,225 60,200 N X 2 60,200 MERCK & CO COMMON 589331107 80,330,251 858,000 N X 3 856,900 1,100 USX MARATHON COMMON 902905827 296,925 10,700 N X 1 10,700 USX MARATHON COMMON 902905827 210,900 7,600 N X 2 7,600 MARVELL TECHNOLOGY GROUP L COMMON G5876H105 250,088 11,400 N X 3 11,400 MS CARRIERS COMMON 553533100 8,390,550 256,200 N X 1 256,200 MICROSOFT CORP. COMMON 594918104 90,556,156 2,087,750 N X 1 1,789,350 298,400 MICROSOFT CORP. COMMON 594918104 16,426,113 378,700 N X 2 378,700 MICROSOFT CORP. COMMON 594918104 102,946,225 2,373,400 N X 3 2,371,000 2,400 MISSION WEST PROPERTIES COMMON 605203108 715,256 51,550 N X 3 46,400 5,150 MICRON TECHNOLOGY COMMON 595112103 6,343,850 178,700 N X 1 178,700 MICRON TECHNOLOGY COMMON 595112103 1,324,150 37,300 N X 2 37,300 MICRON TECHNOLOGY COMMON 595112103 115,651,900 3,257,800 N X 3 3,256,000 1,800 MAVERICK TUBE CORP COMMON 577914104 576,938 25,500 N X 1 25,500 MAVERICK TUBE CORP COMMON 577914104 2,782,875 123,000 N X 3 123,000 MORGAN STANLEY DEAN WITTER COMMON 617446448 4,921,425 62,100 N X 1 62,100 MORGAN STANLEY DEAN WITTER COMMON 617446448 3,336,425 42,100 N X 2 42,100 MORGAN STANLEY DEAN WITTER COMMON 617446448 56,473,550 712,600 N X 3 711,500 1,100 MEXICO EQUITY AND INCOME F MX EQU 592834105 574,875 73,000 N X 1 73,000 MEXICO FUND MX EQU 592835102 3,696,193 249,532 N X 1 149,532 100,000 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 922,781 19,300 N X 1 19,300 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 650,250 13,600 N X 2 13,600 MAYTAG COMMON 578592107 313,431 9,700 N X 1 9,700 MYRIAD GENETICS INC COMMON 62855J104 690,963 8,350 N X 1 8,350 MYRIAD GENETICS INC COMMON 62855J104 16,334,850 197,400 N X 3 197,400 NATIONAL AUSTALIA BANK CON PREFER 632525309 26,071,650 910,800 N X 1 910,800 NATIONAL AUSTALIA BANK CON PREFER 632525309 10,803,361 377,410 N X 2 377,410 NABORS INDUSTRIES INC COMMON 629568106 278,005 4,700 N X 1 4,700 NATIONAL CITY CORP. COMMON 635405103 583,625 20,300 N X 1 20,300 NATIONAL CITY CORP. COMMON 635405103 411,125 14,300 N X 2 14,300 NOVA CHEMICALS CORP NPV CA EQU 66977W109 3,372,580 180,271 N X 1 169,671 10,600 NETWORK ENGINES INC COMMON 64121A107 44,806 10,700 N X 3 10,700 NORTH FORK BANCORP INC. COMMON 659424105 13,843,425 563,600 N X 1 563,600 NORTH FORK BANCORP INC. COMMON 659424105 3,875,963 157,800 N X 3 157,800 NOVELL COMMON 670006105 58,972 11,300 N X 1 11,300 NETWORK PLUS CORP COMMON 64122D506 8,794,750 3,517,900 N X 3 3,517,900 NPS PHARMACEUTICALS INC COMMON 62936P103 4,344,000 90,500 N X 3 90,500 NORFOLK SOUTHERN COMMON 655844108 10,397,063 781,000 N X 1 781,000 NORFOLK SOUTHERN COMMON 655844108 268,913 20,200 N X 2 20,200 INSIGHT ENTERPRISES INC COMMON 45765U103 465,478 25,950 N X 1 25,950 INSIGHT ENTERPRISES INC COMMON 45765U103 2,250,259 125,450 N X 3 125,450 NATIONAL SEMICONDUCTOR COR COMMON 637640103 71,342,119 3,544,950 N X 1 2,945,150 599,800 NATIONAL SEMICONDUCTOR COR COMMON 637640103 10,670,275 530,200 N X 2 530,200 NATIONAL SEMICONDUCTOR COR COMMON 637640103 315,963 15,700 N X 3 15,700 NORTEL NETWORKS CORP COMMON 656568102 1,599,919 49,900 N X 1 49,900 NORTEL NETWORKS CORP COMMON 656568102 1,102,950 34,400 N X 2 34,400 NORTEL NETWORKS CORP COMMON 656568102 43,162,538 1,346,200 N X 3 1,346,200 NETWORK APPLIANCE INC COMMON 64120L104 1,360,775 21,200 N X 1 21,200 NETWORK APPLIANCE INC COMMON 64120L104 924,300 14,400 N X 2 14,400 NTELOS INC. COMMON 67019U101 2,367,038 134,300 N X 1 134,300 NOVELLUS SYSTEMS INC COMMON 670008101 222,813 6,200 N X 1 6,200 NOVELLUS SYSTEMS INC COMMON 670008101 233,594 6,500 N X 2 6,500 NOVELLUS SYSTEMS INC COMMON 670008101 38,021,875 1,058,000 N X 3 1,057,200 800 NVR INC COMMON 62944T105 741,600 6,000 N X 1 6,000 NVR INC COMMON 62944T105 222,480 1,800 N X 2 1,800 NVR INC COMMON 62944T105 4,115,880 33,300 N X 3 33,300 NEWELL RUBBERMAID COMMON 651229106 104,935,990 4,612,571 N X 1 3,932,371 680,200 NEWELL RUBBERMAID COMMON 651229106 11,890,219 522,647 N X 2 522,647 NEWELL RUBBERMAID COMMON 651229106 846,300 37,200 N X 3 37,200 NEXTEL COMMUNICATIONS INC COMMON 65332V103 107,448,710 4,341,362 N X 1 3,618,262 723,100 NEXTEL COMMUNICATIONS INC COMMON 65332V103 11,083,050 447,800 N X 2 447,800 NEW YORK TIMES CO COMMON 650111107 25,919,236 646,970 N X 1 646,270 700 NEW YORK TIMES CO COMMON 650111107 3,597,613 89,800 N X 2 89,800 TELECOM CORP OF NEW ZEALAN ADRS 879278208 415,519 24,900 N X 3 21,200 3,700 OCULAR SCIENCES INC COMMON 675744106 4,205,925 361,800 N X 1 361,800 OFFICE DEPOT COMMON 676220106 272,175 38,200 N X 1 38,200 OFFICE DEPOT COMMON 676220106 114,000 16,000 N X 2 16,000 OMNICOM GROUP INC. COMMON 681919106 505,538 6,100 N X 1 6,100 OMNICOM GROUP INC. COMMON 681919106 356,363 4,300 N X 2 4,300 BANK ONE CORP COMMON 06423A103 1,447,054 39,510 N X 1 39,500 10 BANK ONE CORP COMMON 06423A103 1,018,175 27,800 N X 2 27,800 OAKLEY INC COMMON 673662102 611,550 45,300 N X 1 45,300 OAKLEY INC COMMON 673662102 174,150 12,900 N X 2 12,900 OAKLEY INC COMMON 673662102 3,122,550 231,300 N X 3 231,300 OPLINK COMMUNICATIONS INC COMMON 68375Q106 225,781 12,500 N X 3 12,500 ORACLE CORP COM COMMON 68389X105 11,106,234 382,150 N X 1 382,150 ORACLE CORP COM COMMON 68389X105 4,094,906 140,900 N X 2 140,900 ORACLE CORP COM COMMON 68389X105 114,645,750 3,944,800 N X 3 3,942,500 2,300 OSI PHARMACEUTICALS INC COMMON 671040103 26,657,588 332,700 N X 3 332,700 OMNIVISION TECHNOLOGIES IN COMMON 682128103 38,188 11,750 N X 3 11,750 PHILLIPS PETE CO COMMON 718507106 301,438 5,300 N X 3 5,300 PACIFIC GULF PROPERTIES IN COMMON 694396102 159,863 26,100 N X 3 23,500 2,600 PALM INC COMMON 696642107 568,487 20,079 N X 1 20,079 PALM INC COMMON 696642107 470,412 16,615 N X 2 16,615 PALM INC COMMON 696642107 84,640,219 2,989,500 N X 3 2,988,500 1,000 PEPSI BOTTLING GROUP COMMON 713409100 263,588 6,600 N X 2 6,600 PEPSI BOTTLING GROUP COMMON 713409100 50,684,682 1,269,100 N X 3 1,267,300 1,800 PITNEY BOWES INC COMMON 724479100 596,250 18,000 N X 1 18,000 PITNEY BOWES INC COMMON 724479100 417,375 12,600 N X 2 12,600 PETROBRAS SA ADR ADRS 71654V408 1,377,640 54,560 N X 1 8,760 45,800 PEREZ COMPANC SA SPON ADR ADRS 71367B103 2,530,813 161,972 N X 1 140,509 1,500 19,963 SPRINT CORP PCS GROUP COMMON 852061506 660,131 32,300 N X 1 32,300 SPRINT CORP PCS GROUP COMMON 852061506 508,894 24,900 N X 2 24,900 SPRINT CORP PCS GROUP COMMON 852061506 10,560,056 516,700 N X 3 516,000 700 PATTERSON DENTAL CO COMMON 703412106 1,148,363 33,900 N X 1 33,900 PATTERSON DENTAL CO COMMON 703412106 332,788 9,824 N X 2 9,824 PATTERSON DENTAL CO COMMON 703412106 6,277,038 185,300 N X 3 185,300 PRIDE INTERNATIONAL INC COMMON 741932107 6,271,988 254,700 N X 1 254,700 PLACER DOME INC. COMMON 725906101 106,838 11,100 N X 1 11,100 PROTEIN DESIGN LABS INC COMMON 74369L103 33,290,500 383,200 N X 3 383,200 PEPSICO INC COMMON 713448108 43,989,693 887,560 N X 1 862,460 25,100 PEPSICO INC COMMON 713448108 7,107,263 143,400 N X 2 143,400 PEPSICO INC COMMON 713448108 247,813 5,000 N X 3 5,000 PREMIER FINANCIAL BANCORP COMMON 74050M105 1,528,234 298,192 N X 1 298,192 PFIZER COMMON 717081103 24,401,850 530,475 N X 1 530,475 PFIZER COMMON 717081103 9,349,500 203,250 N X 2 203,250 PFIZER COMMON 717081103 130,621,600 2,839,600 N X 3 2,836,200 3,400 PROCTER & GAMBLE CO COMMON 742718109 1,600,125 20,400 N X 1 20,400 PROCTER & GAMBLE CO COMMON 742718109 1,129,500 14,400 N X 2 14,400 PRIME GROUP REALTY TRUST COMMON 74158J103 523,969 36,450 N X 3 32,800 3,650 PROGRESS ENERGY INC. COMMON 743263105 45,459,088 924,200 N X 1 913,300 10,900 PROGRESS ENERGY INC. COMMON 743263105 698,463 14,200 N X 2 14,200 PEGASUS COMMUNICATIONS COR COMMON 705904100 299,112 11,616 N X 1 11,616 PHARMACIA CORP COMMON 71713U102 5,842,885 95,785 N X 1 95,785 PHARMACIA CORP COMMON 71713U102 2,279,387 37,367 N X 2 37,367 PHARMACIA CORP COMMON 71713U102 75,091,000 1,231,000 N X 3 1,229,300 1,700 PHILIPPINE LONG DISTANCE - ADRS 718252604 553,149 31,054 N X 1 31,054 PHILLIPS INTERNATIONAL REA COMMON 718333107 149,500 36,800 N X 3 33,100 3,700 PHYSIOMETRIX INC COMMON 718928104 272,531 17,100 N X 1 17,100 PHYSIOMETRIX INC COMMON 718928104 1,318,031 82,700 N X 3 82,700 PARK ELECTROCHEMICAL COMMON 700416209 1,588,078 51,750 N X 1 51,750 PACKAGING CORPORATION OF A COMMON 695156109 5,092,275 315,800 N X 1 315,800 PERKINELMER INC COMMON 714046109 378,000 3,600 N X 1 3,600 PERKINELMER INC COMMON 714046109 262,500 2,500 N X 2 2,500 POHANG IRON & STEEL ADR ADRS 730450103 1,167,188 75,000 N X 1 54,000 21,000 PHOTRONICS INC COMMON 719405102 3,542,109 151,130 N X 1 151,130 CHILDREN'S PLACE RETAIL ST COMMON 168905107 915,300 45,200 N X 3 45,200 PROLOGIS TRUST COMMON 743410102 934,500 42,000 N X 3 37,800 4,200 PALL CORP. COMMON 696429307 323,950 15,200 N X 1 15,200 PLANAR SYSTEMS INC COMMON 726900103 721,375 29,000 N X 1 29,000 PLEXUS CORP COMMON 729132100 1,853,828 61,000 N X 1 61,000 PNC FINANCIAL SERVICES GRO COMMON 693475105 130,847,632 1,790,900 N X 1 1,753,800 37,100 PNC FINANCIAL SERVICES GRO COMMON 693475105 16,190,650 221,600 N X 2 221,600 PNC FINANCIAL SERVICES GRO COMMON 693475105 533,356 7,300 N X 3 7,300 PENTAIR COMMON 709631105 46,268,535 1,912,911 N X 1 1,628,511 284,400 PENTAIR COMMON 709631105 4,708,387 194,662 N X 2 194,662 PNV.NET COMMON 69348A103 18,393 98,094 N X 3 98,094 POTASH CORP OF SASKATCHEWA CA EQU 73755L107 749,720 9,600 N X 1 9,600 PPG INDUSTRIES INC COMMON 693506107 588,169 12,700 N X 1 12,700 PPG INDUSTRIES INC COMMON 693506107 412,181 8,900 N X 2 8,900 PRAECIS PHARMACEUTICALS IN COMMON 739421105 264,713 9,050 N X 1 9,050 PRAECIS PHARMACEUTICALS IN COMMON 739421105 9,687,600 331,200 N X 3 331,200 PEREGRINE SYSTEMS COMMON 71366Q101 493,750 25,000 N X 1 25,000 PEREGRINE SYSTEMS COMMON 71366Q101 2,385,800 120,800 N X 3 120,800 PARLEX CORP COMMON 701630105 200,725 14,800 N X 1 14,800 PARLEX CORP COMMON 701630105 981,925 72,400 N X 3 72,400 PROXIM INC COMMON 744284100 554,700 12,900 N X 1 12,900 PROXIM INC COMMON 744284100 2,743,400 63,800 N X 3 63,800 PARTHUS TECHNOLOGIES ADRS 70211Y103 325,500 12,400 N X 3 12,400 PROTON ENTERGY SYSTEM COMMON 74371K101 118,125 11,250 N X 3 11,250 PUBLIC STORAGE INC COMMON 74460D109 1,423,497 58,550 N X 3 54,200 4,350 PS BUSINESS PARKS COMMON 69360J107 897,940 32,300 N X 3 29,100 3,200 PERICOM SEMICONDUCTOR CORP COMMON 713831105 721,500 39,000 N X 1 39,000 PERICOM SEMICONDUCTOR CORP COMMON 713831105 199,800 10,800 N X 2 10,800 PERICOM SEMICONDUCTOR CORP COMMON 713831105 3,870,200 209,200 N X 3 209,200 PEOPLESOFT INC COMMON 712713106 388,609 10,450 N X 1 10,450 PEOPLESOFT INC COMMON 712713106 245,438 6,600 N X 2 6,600 PEOPLESOFT INC COMMON 712713106 53,393,813 1,435,800 N X 3 1,435,800 PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 488,156 19,050 N X 1 19,050 PACIFIC SUNWEAR OF CALIFOR COMMON 694873100 2,352,375 91,800 N X 3 91,800 PATTERSON ENERGY INC COMMON 703414102 998,300 26,800 N X 1 26,800 PATTERSON ENERGY INC COMMON 703414102 290,550 7,800 N X 2 7,800 PATTERSON ENERGY INC COMMON 703414102 5,453,400 146,400 N X 3 146,400 PATHMARK STORES INCORPORAT COMMON 70322A101 2,420,550 146,700 N X 3 146,700 PARTNER COMMUNICATIONS ADR ADRS 70211M109 1,977,114 336,530 N X 1 61,400 275,130 PRINTRONIX INC COMMON 742578107 2,898,281 412,200 N X 1 412,200 PROVIDIAN FINANCIAL CORP COMMON 74406A102 546,250 9,500 N X 1 9,500 PROVIDIAN FINANCIAL CORP COMMON 74406A102 385,250 6,700 N X 2 6,700 PRAXAIR INC. COMMON 74005P104 91,665,438 2,065,700 N X 1 1,738,200 327,500 PRAXAIR INC. COMMON 74005P104 12,167,625 274,200 N X 2 274,200 PRAXAIR INC. COMMON 74005P104 426,000 9,600 N X 3 9,600 QWEST COMMUNICATIONS INTL COMMON 749121109 410,000 10,000 N X 1 10,000 QWEST COMMUNICATIONS INTL COMMON 749121109 287,000 7,000 N X 2 7,000 QUALCOMM INC COMMON 747525103 875,297 10,650 N X 1 10,650 QUALCOMM INC COMMON 747525103 887,625 10,800 N X 2 10,800 QUALCOMM INC COMMON 747525103 127,628,969 1,552,900 N X 3 1,551,900 1,000 QIAGEN NV COMMON N72482107 26,619,891 769,500 N X 3 769,500 Q LOGIC COMMON 747277101 207,900 2,700 N X 1 2,700 QLT INC COMMON 746927102 20,106,800 718,100 N X 3 718,100 RECKSON ASSOCIATES REALTY COMMON 75621K106 535,084 21,350 N X 3 19,200 2,150 RALSTON-RALSTON PURINA GRO COMMON 751277302 276,925 10,600 N X 1 10,600 RICHMOND COUNTY FINANCIAL COMMON 764556106 833,388 31,900 N X 1 31,900 RICHMOND COUNTY FINANCIAL COMMON 764556106 209,000 8,000 N X 2 8,000 RICHMOND COUNTY FINANCIAL COMMON 764556106 4,031,088 154,300 N X 3 154,300 RENAL CARE GROUP INC COMMON 759930100 9,762,188 356,000 N X 1 356,000 RCN CORP COMMON 749361101 1,075,764 170,418 N X 3 170,418 REGISTER.COM COMMON 75914G101 107,800 15,400 N X 3 15,400 ROYAL DUTCH PETROLEUM ADR ADRS 780257804 2,610,244 43,100 N X 1 43,100 ROYAL DUTCH PETROLEUM ADR ADRS 780257804 1,792,650 29,600 N X 2 29,600 REPSOL SA ADR ADRS 76026T205 627,263 38,900 N X 3 32,100 6,800 RFS HOTEL INVESTORS INC. COMMON 74955J108 12,432,809 951,794 N X 1 951,794 REGIONS FINANCIAL CORP COMMON 758940100 210,306 7,700 N X 1 7,700 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 326,600 7,100 N X 1 7,100 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 230,000 5,000 N X 2 5,000 RESMED INC COMMON 761152107 853,325 21,400 N X 1 21,400 RESMED INC COMMON 761152107 243,238 6,100 N X 2 6,100 RESMED INC COMMON 761152107 4,657,400 116,800 N X 3 116,800 R.O.C. TAIWAN FUND TW EQU 749651105 1,737,765 380,880 N X 1 266,380 114,500 ROHM & HAAS CO COMMON 775371107 582,453 16,040 N X 1 16,040 ROHM & HAAS CO COMMON 775371107 407,753 11,229 N X 2 11,229 ROCKWELL INTERNATIONAL COR COMMON 773903109 323,850 6,800 N X 1 6,800 ROCKWELL INTERNATIONAL COR COMMON 773903109 223,838 4,700 N X 2 4,700 ROSTELECOM ADR ADRS 778529107 368,025 70,100 N X 1 27,900 25,300 16,900 REPUBLIC SECURITY FINANCIA COMMON 760758102 1,505,831 208,600 N X 1 208,600 RADIOSHACK CORP COMMON 750438103 218,344 5,100 N X 2 5,100 RADIOSHACK CORP COMMON 750438103 38,955,094 909,900 N X 3 908,700 1,200 RESONATE INC COMMON 76115Q104 101,650 10,700 N X 3 10,700 RUDOLPH TECHNOLOGIES COMMON 781270103 513,188 17,000 N X 3 17,000 RAYTHEON CO CLASS A COMMON 755111309 739,500 25,500 N X 3 25,500 RAYTHEON CO CLASS B COMMON 755111408 50,392,011 1,622,278 N X 1 1,620,078 2,200 RAYTHEON CO CLASS B COMMON 755111408 9,719,456 312,900 N X 2 312,900 RUSS BERRIE & CO. COMMON 782233100 8,768,988 415,100 N X 1 415,100 IMS Health COMMON 449934108 272,700 10,100 N X 1 10,100 ROYAL BANK OF CANADA NPV CA EQU 780087102 6,756,075 199,560 N X 1 188,760 10,800 RESORTQUEST INTERNATIONAL COMMON 761183102 833,594 136,097 N X 1 136,097 SABA SOFTWARE INC COMMON 784932105 254,363 16,150 N X 3 16,150 SAFECO CORP COMMON 786429100 9,103,088 276,900 N X 1 276,900 BOSTON BEER COMPANY COMMON 100557107 2,476,313 281,000 N X 1 281,000 SANMINA CORP COMMON 800907107 367,800 4,800 N X 1 4,800 SANMINA CORP COMMON 800907107 260,525 3,400 N X 2 3,400 SAPIENT CORP COMMON 803062108 1,771,525 148,400 N X 1 148,400 SBC COMMUNICATIONS INC. COMMON 78387G103 166,454,304 3,485,954 N X 1 3,034,054 451,900 SBC COMMUNICATIONS INC. COMMON 78387G103 22,681,250 475,000 N X 2 475,000 SBC COMMUNICATIONS INC. COMMON 78387G103 58,338,085 1,221,740 N X 3 1,219,840 1,900 SYMBOL TECHNOLOGIES INC COMMON 871508107 201,600 5,600 N X 1 5,600 SBS TECHNOLOGIES COMMON 78387P103 15,022,638 501,800 N X 1 501,800 STARBUCKS CORP COMMON 855244109 283,200 6,400 N X 1 6,400 SCHOOL SPECIALTY COMMON 807863105 7,039,931 350,900 N X 1 350,900 SCI SYSTEMS INC COMMON 783890106 30,229,706 1,146,150 N X 1 905,750 240,400 SCI SYSTEMS INC COMMON 783890106 3,718,875 141,000 N X 2 141,000 SCIOS INC COMMON 808905103 212,175 9,200 N X 1 9,200 SCIOS INC COMMON 808905103 2,942,775 127,600 N X 3 127,600 SYCAMORE NETWORKS INC COMMON 871206108 25,676,425 689,300 N X 3 689,300 SYNCOR INTERNATIONAL CORP COMMON 87157J106 763,875 21,000 N X 1 21,000 SYNCOR INTERNATIONAL CORP COMMON 87157J106 218,250 6,000 N X 2 6,000 SYNCOR INTERNATIONAL CORP COMMON 87157J106 4,208,588 115,700 N X 3 115,700 SECURITY CAPITAL GROUP COMMON 81413P204 412,284 20,550 N X 3 16,900 3,650 SIEBEL SYSTEMS INC COMMON 826170102 939,988 13,900 N X 1 13,900 SIEBEL SYSTEMS INC COMMON 826170102 608,625 9,000 N X 2 9,000 SAFEGUARD SCIENTIFICS COMMON 786449108 5,915,463 892,900 N X 3 892,900 ISTAR FINANCIAL INC COMMON 45031U101 479,390 24,350 N X 3 21,900 2,450 SAGA COMMUNICATIONS INC COMMON 786598102 4,967,477 333,948 N X 1 333,948 SCHERING PLOUGH CORP COMMON 806605101 4,818,075 84,900 N X 1 84,900 SCHERING PLOUGH CORP COMMON 806605101 3,501,475 61,700 N X 2 61,700 SCHERING PLOUGH CORP COMMON 806605101 50,076,200 882,400 N X 3 881,200 1,200 SHAW GROUP INC COMMON 820280105 1,720,000 34,400 N X 1 34,400 SHAW GROUP INC COMMON 820280105 490,000 9,800 N X 2 9,800 SHAW GROUP INC COMMON 820280105 9,410,000 188,200 N X 3 188,200 STONE ENERGY CORP COMMON 861642106 729,415 11,300 N X 1 11,300 STONE ENERGY CORP COMMON 861642106 206,560 3,200 N X 2 3,200 STONE ENERGY CORP COMMON 861642106 3,976,280 61,600 N X 3 61,600 A SCHULMAN INC COMMON 808194104 3,539,700 307,800 N X 1 307,800 SHERWIN WILLIAMS CO COMMON 824348106 315,750 12,000 N X 1 12,000 SHERWIN WILLIAMS CO COMMON 824348106 223,656 8,500 N X 2 8,500 SIGMA ALDRICH CORP COMMON 826552101 239,806 6,100 N X 1 6,100 SIPEX CORP COMMON 829909100 538,594 22,500 N X 1 22,500 SIPEX CORP COMMON 829909100 2,654,669 110,900 N X 3 110,900 SILICON VALLEY BANK COMMON 827064106 1,072,820 31,040 N X 1 31,040 SHAW COMMUNICATION INC B N CA EQU 82028K200 21,713,515 931,820 N X 1 916,820 15,000 SHAW COMMUNICATION INC B N CA EQU 82028K200 4,944,973 212,210 N X 2 212,210 SK TELECOM ADR ADRS 78440P108 4,294,502 182,260 N X 1 136,490 45,770 SCHLUMBERGER LTD COMMON 806857108 223,825 2,800 N X 1 2,800 SCHLUMBERGER LTD COMMON 806857108 535,581 6,700 N X 2 6,700 SCHLUMBERGER LTD COMMON 806857108 100,657,300 1,259,200 N X 3 1,257,500 1,700 SARA LEE CORP COMMON 803111103 130,603,725 5,317,200 N X 1 4,888,700 428,500 SARA LEE CORP COMMON 803111103 15,663,506 637,700 N X 2 637,700 SARA LEE CORP COMMON 803111103 464,231 18,900 N X 3 18,900 SL GREEN REALTY COMMON 78440X101 1,062,600 37,950 N X 3 35,800 2,150 SOLECTRON CORP COMMON 834182107 800,040 23,600 N X 1 23,600 SOLECTRON CORP COMMON 834182107 759,360 22,400 N X 2 22,400 SOLECTRON CORP COMMON 834182107 65,349,030 1,927,700 N X 3 1,925,700 2,000 SELECTICA INC COMMON 816288104 245,503 10,150 N X 3 10,150 SYMPHONIX DEVICES INC COMMON 871951109 1,713,803 616,199 N X 1 532,615 83,584 SYMPHONIX DEVICES INC COMMON 871951109 205,551 73,906 N X 2 73,906 SUMMIT PROPERTIES INC COMMON 866239106 582,400 22,400 N X 3 22,400 SMTC CORPORATION COMMON 832682108 310,650 22,800 N X 3 22,800 SONY CORP ADR ADRS 835699307 878,850 12,600 N X 3 11,000 1,600 SOUTHERN AFRICA FUND INC ZA EQU 842157109 1,157,289 104,026 N X 1 104,026 SOS STAFFING SERVICES COMMON 78462X104 1,312,068 749,753 N X 1 749,753 SOUTHTRUST CORP COMMON 844730101 508,594 12,500 N X 1 12,500 SOUTHTRUST CORP COMMON 844730101 358,050 8,800 N X 2 8,800 ST PAUL COMPANIES COMMON 792860108 60,992,938 1,123,000 N X 3 1,121,500 1,500 SIMON PROPERTY GROUP COMMON 828806109 222,129,168 9,255,382 N X 3 9,251,132 4,250 SIMON PROPERTY PREFERRED B COMMON 828806406 57,840,837 838,273 N X 3 838,273 STAPLES INC COMMON 855030102 387,450 32,800 N X 1 32,800 STAPLES INC COMMON 855030102 272,869 23,100 N X 2 23,100 SPDR TRUST COMMON 78462F103 4,880,175 37,200 N X 1 37,200 SPDR TRUST COMMON 78462F103 385,371,546 2,937,563 N X 3 2,937,563 SERONO SA ADR ADRS 81752M101 40,586,031 1,695,500 N X 3 1,695,500 STRIDE RITE COMMON 863314100 4,475,100 639,300 N X 1 639,300 SMITH CHARLES E RESIDENTIA COMMON 832197107 855,400 18,200 N X 3 16,400 1,800 SMURFIT STONE CONTAINER CO COMMON 832727101 5,059,331 338,700 N X 1 338,700 SUNTRUST BANKS COMMON 867914103 623,700 9,900 N X 1 9,900 SUNTRUST BANKS COMMON 867914103 441,000 7,000 N X 2 7,000 ST JUDE MEDICAL COMMON 790849103 50,833,387 827,400 N X 1 826,700 700 ST JUDE MEDICAL COMMON 790849103 5,056,306 82,300 N X 2 82,300 STRATUS LIGHTWARE COMMON 863100103 185,981 10,900 N X 3 10,900 STANLEY FURNITURE COMMON 854305208 8,582,614 355,756 N X 1 355,756 ST MICROELECTRONICS ADR ADRS 861012102 15,579,469 363,900 N X 3 363,900 SUMMIT BANCORP INC COMMON 866005101 481,163 12,600 N X 1 12,600 SUMMIT BANCORP INC COMMON 866005101 347,506 9,100 N X 2 9,100 SUN MICROSYSTEMS INC. COMMON 866810104 4,896,244 175,650 N X 1 175,650 SUN MICROSYSTEMS INC. COMMON 866810104 3,696,225 132,600 N X 2 132,600 SUN MICROSYSTEMS INC. COMMON 866810104 88,388,838 3,170,900 N X 3 3,169,200 1,700 STORAGE U.S.A. INC. COMMON 861907103 8,219,377 258,878 N X 1 258,878 STILLWELL FINCL INC COMMON 860831106 260,288 6,600 N X 1 6,600 SWIFT TRANSPORTATION CO COMMON 870756103 394,269 19,900 N X 1 19,900 SWIFT TRANSPORTATION CO COMMON 870756103 1,905,963 96,200 N X 3 96,200 SAFEWAY INC COMMON 786514208 287,500 4,600 N X 2 4,600 SAFEWAY INC COMMON 786514208 55,687,500 891,000 N X 3 889,900 1,100 A T AND T CORPORATION COMMON 001957109 12,185,697 703,867 N X 1 703,867 A T AND T CORPORATION COMMON 001957109 2,643,567 152,697 N X 2 152,697 TUBOS DE ACERO DE MEX ADR ADRS 898592506 413,556 28,920 N X 1 28,920 MEDALLION FINANCIAL CORP COMMON 583928106 3,292,088 225,100 N X 1 225,100 TBC CORP COMMON 872180104 5,887,993 1,290,519 N X 1 1,290,519 TELEBRAS ADR PFD BLOCK UNI ADRS 879287308 255,063 3,500 N X 3 3,500 TELESP CELULAR ADR ADRS 87952L108 617,625 22,875 N X 1 2,700 13,275 6,900 TELEFONICA DE ESPANA ADR ADRS 879382208 914,100 18,282 N X 3 15,740 2,542 TEKTRONIX INC COMMON 879131100 229,075 6,800 N X 1 6,800 TELECOM ARGENTINA ADR ADRS 879273209 1,730,331 110,300 N X 1 108,700 1,600 TELE1 EUROPE HOLDING AB-AD ADRS 87944T201 407,291 88,063 N X 3 88,063 TEVA PHARMACEUTICAL ADR IL EQU 881624209 1,682,479 22,969 N X 1 17,280 5,689 TEVA PHARMACEUTICAL ADR IL EQU 881624209 33,687,675 459,900 N X 3 459,900 TARGET CORPORATION COMMON 87612E106 73,043,025 2,264,900 N X 1 1,931,800 333,100 TARGET CORPORATION COMMON 87612E106 11,387,475 353,100 N X 2 353,100 TARGET CORPORATION COMMON 87612E106 62,142,525 1,926,900 N X 3 1,924,300 2,600 TENET HEALTHCARE CORP COM COMMON 88033G100 488,813 11,000 N X 1 11,000 TENET HEALTHCARE CORP COM COMMON 88033G100 342,169 7,700 N X 2 7,700 TJX COS. COMMON 872540109 613,275 22,100 N X 1 22,100 TJX COS. COMMON 872540109 432,900 15,600 N X 2 15,600 TURKISH INVESTMENT FUND TR EQU 900145103 1,248,756 167,900 N X 1 167,900 TRANSKARYOTIC THERAPIES IN COMMON 893735100 15,358,406 421,500 N X 3 421,500 TELLABS INC. COMMON 879664100 95,239,225 1,685,650 N X 1 1,491,250 194,400 TELLABS INC. COMMON 879664100 15,650,500 277,000 N X 2 277,000 TELLABS INC. COMMON 879664100 125,774,650 2,226,100 N X 3 2,224,800 1,300 TALBOTS INC COMMON 874161102 1,259,250 27,600 N X 1 27,600 TALBOTS INC COMMON 874161102 355,875 7,800 N X 2 7,800 TALBOTS INC COMMON 874161102 6,871,125 150,600 N X 3 150,600 TOLL GRADE COMMUNICATIONS COMMON 889542106 288,350 7,900 N X 1 7,900 TOLL GRADE COMMUNICATIONS COMMON 889542106 1,522,050 41,700 N X 3 41,700 TELEKOM INDONESIA ADR ADRS 715684106 371,250 90,000 N X 1 90,000 TRICO MARINE SERVICES INC. COMMON 896106101 654,550 42,400 N X 1 42,400 TRICO MARINE SERVICES INC. COMMON 896106101 186,794 12,100 N X 2 12,100 TRICO MARINE SERVICES INC. COMMON 896106101 3,632,444 235,300 N X 3 235,300 TELEMIG CELULAR ADR ADRS 87944E105 643,076 10,808 N X 1 6,420 4,388 TMP WORLDWIDE INC COMMON 872941109 2,755,500 50,100 N X 3 50,100 TRANSMETA CORP COMMON 89376R109 15,455,950 657,700 N X 3 657,700 TELEFONOS DE MEXICO ADR ADRS 879403780 10,080,925 223,400 N X 1 154,400 30,000 39,000 TELENORTE LESTE PART. ADR ADRS 879246106 5,970,191 261,707 N X 1 125,784 72,931 62,992 TRITON PCS COMMON 89677M106 278,288 8,200 N X 1 8,200 TRITON PCS COMMON 89677M106 1,350,713 39,800 N X 3 39,800 TRIBUNE CO NEW COMMON 896047107 437,076 10,345 N X 1 10,345 TRIBUNE CO NEW COMMON 896047107 306,946 7,265 N X 2 7,265 TRANS CANADA PIPELINE NPV CA EQU 893526103 763,808 66,700 N X 1 66,700 TRANS CANADA PIPELINE NPV CA EQU 893526103 121,488 10,609 N X 2 10,609 TRACTOR SUPPLY CO COMMON 892356106 4,658,850 548,100 N X 1 548,100 TELE CELULAR SUL ADR ADRS 879238103 629,483 24,095 N X 1 11,620 5,100 7,375 TTM TECH INC COMMON 87305R109 243,316 17,150 N X 3 17,150 TITAN CORP COMMON 888266103 19,896,500 1,224,400 N X 3 1,224,400 TITAN PHARMACEUTICALS INC COMMON 888314101 5,705,181 161,300 N X 3 161,300 MAC GRAY CORP COMMON 554153106 1,862,900 573,200 N X 1 573,200 TRANS WORLD ENTERTAINMENT COMMON 89336Q100 3,406,081 381,100 N X 1 381,100 TAIWAN FUND INC. TW EQU 874036106 1,985,798 194,925 N X 1 151,825 43,100 TIME-WARNER INC. COMMON 887315109 908,976 17,400 N X 1 17,400 TIME-WARNER INC. COMMON 887315109 705,240 13,500 N X 2 13,500 TIME-WARNER INC. COMMON 887315109 30,847,720 590,500 N X 3 589,700 800 TEXACO COMMON 881694103 30,111,988 484,700 N X 3 484,000 700 TEXAS BIOTECH CORP COMMON 88221T104 2,537,486 295,400 N X 3 295,400 TEXAS INSTRS INC COMMON 882508104 53,453,213 1,128,300 N X 1 1,040,600 87,700 TEXAS INSTRS INC COMMON 882508104 9,607,650 202,800 N X 2 202,800 TEXAS INSTRS INC COMMON 882508104 123,985,113 2,617,100 N X 3 2,615,100 2,000 TEXTRON INC COMMON 883203101 232,500 5,000 N X 1 5,000 TYCO INTERNATIONAL LTD COMMON 902124106 3,419,577 61,614 N X 1 61,614 TYCO INTERNATIONAL LTD COMMON 902124106 2,642,244 47,608 N X 2 47,608 TYCO INTERNATIONAL LTD COMMON 902124106 100,171,950 1,804,900 N X 3 1,802,500 2,400 UCBH HOLDINGS INC COMMON 90262T308 11,287,913 242,100 N X 1 242,100 UNITED DOMINION REALTY TRU COMMON 910197102 460,072 42,550 N X 3 38,300 4,250 ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 35,339,185 1,144,589 N X 1 1,142,981 1,608 ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 5,830,188 188,832 N X 2 188,832 UNISYS CORP COMMON 909214108 168,188 11,500 N X 1 11,500 UNION CARBIDE CORP COMMON 905581104 263,681 4,900 N X 1 4,900 UNITED MICROELECTRONICS AD ADRS 910873207 729,300 88,400 N X 1 88,400 UNILEVER ADR ADRS 904784709 1,293,554 20,553 N X 1 20,553 UNILEVER ADR ADRS 904784709 882,447 14,021 N X 2 14,021 UNILEVER ADR ADRS 904784709 713,396 11,335 N X 3 9,435 1,900 UNITEDHEALTH GROUP INC COMMON 91324P102 146,520,538 2,387,300 N X 1 2,329,700 57,600 UNITEDHEALTH GROUP INC COMMON 91324P102 20,622,000 336,000 N X 2 336,000 UNITEDHEALTH GROUP INC COMMON 91324P102 699,675 11,400 N X 3 11,400 UNION PAC CORP COMMON 907818108 1,563,100 30,800 N X 1 30,800 UNION PAC CORP COMMON 907818108 659,750 13,000 N X 2 13,000 UNISOURCE ENERGY CORP HOLD COMMON 909205106 9,231,294 490,700 N X 1 490,700 UNION PLANTERS CORPORATION COMMON 908068109 353,925 9,900 N X 1 9,900 UNION PLANTERS CORPORATION COMMON 908068109 250,250 7,000 N X 2 7,000 UPS COMMON 911312106 564,600 9,600 N X 1 9,600 UPS COMMON 911312106 858,663 14,600 N X 3 12,800 1,800 US BANCORP COMMON 902973106 1,698,713 58,200 N X 1 58,200 US BANCORP COMMON 902973106 1,144,150 39,200 N X 2 39,200 UNIROYAL TECHNOLOGY CORP COMMON 909163107 3,465,000 554,400 N X 3 554,400 UNITED TECHNOLOGIES CORP COMMON 913017109 1,226,550 15,600 N X 1 15,600 UNITED TECHNOLOGIES CORP COMMON 913017109 864,875 11,000 N X 2 11,000 VIVENDI UNIVERSAL ADR ADRS 92851S204 1,478,675 22,640 N X 1 22,640 VIVENDI UNIVERSAL ADR ADRS 92851S204 531,644 8,140 N X 2 8,140 VICINITY COMMON 925653107 48,391 16,300 N X 1 16,300 VICINITY COMMON 925653107 172,781 58,200 N X 3 58,200 VERTICALNET INC COMMON 92532L107 3,760,116 564,900 N X 3 564,900 VIACOM INC COMMON 925524100 2,681,820 57,060 N X 1 57,060 VIACOM INC B NEW COMMON 925524308 14,237,900 304,554 N X 1 304,554 VIACOM INC B NEW COMMON 925524308 3,040,714 65,042 N X 2 65,042 VIACOM INC B NEW COMMON 925524308 46,543,318 995,579 N X 3 994,260 1,319 VIMPEL COMMUNICATIONS ADR ADRS 68370R109 1,537,331 103,350 N X 1 9,000 94,350 VULCAN MATERIALS CO COMMON 929160109 359,063 7,500 N X 1 7,500 VULCAN MATERIALS CO COMMON 929160109 253,738 5,300 N X 2 5,300 VORNADO REALTY TRUST COMMON 929042109 942,488 24,600 N X 3 22,150 2,450 VINTAGE PETROLEUM INC. COMMON 927460105 707,350 32,900 N X 1 32,900 VINTAGE PETROLEUM INC. COMMON 927460105 3,416,350 158,900 N X 3 158,900 VERISIGN INC. COMMON 92343E102 1,550,519 20,900 N X 3 20,900 VERITAS SOFTWARE CORP COMMON 923436109 9,747,500 111,400 N X 3 111,300 100 VERTEX PHARMACEUTICALS INC COMMON 92532F100 722,150 10,100 N X 1 10,100 VERTEX PHARMACEUTICALS INC COMMON 92532F100 200,200 2,800 N X 2 2,800 VERTEX PHARMACEUTICALS INC COMMON 92532F100 36,751,000 514,000 N X 3 514,000 VIDESH SANCHAR NIGAM LTD A ADRS 92659G600 262,500 21,000 N X 1 21,000 VENTAS INC COMMON 92276F100 146,813 26,100 N X 3 21,300 4,800 VITESSE SEMICONDUCTOR CORP COMMON 928497106 713,531 12,900 N X 1 12,900 VITESSE SEMICONDUCTOR CORP COMMON 928497106 503,344 9,100 N X 2 9,100 VIAD CORP COMMON 92552R109 31,239,957 1,358,259 N X 1 1,080,259 278,000 VIAD CORP COMMON 92552R109 4,142,300 180,100 N X 2 180,100 VIATEL INC. COMMON 925529208 180,731 48,600 N X 3 48,600 VERIZON COMMUNICATIONS COMMON 92343V104 40,609,571 810,166 N X 1 810,166 VERIZON COMMUNICATIONS COMMON 92343V104 2,225,550 44,400 N X 2 44,400 VERIZON COMMUNICATIONS COMMON 92343V104 796,988 15,900 N X 3 15,900 WESTCOAST ENERGY NPV CA EQU 95751D102 508,535 21,100 N X 1 21,100 WATERS CORPORATION COMMON 941848103 50,158,450 600,700 N X 3 600,700 WACHOVIA CORP COMMON 929771103 395,250 6,800 N X 1 6,800 WACHOVIA CORP COMMON 929771103 279,000 4,800 N X 2 4,800 WEBB DEL CORP COMMON 947423109 12,065,625 412,500 N X 1 412,500 WINSTAR COMMUNICATIONS INC COMMON 975515107 11,450,828 979,750 N X 3 979,750 WORLDCOM INC COMMON 98157D106 3,050,888 216,952 N X 1 216,952 WORLDCOM INC COMMON 98157D106 2,107,969 149,900 N X 2 149,900 WENDYS INTERNATIONAL INC COMMON 950590109 301,875 11,500 N X 1 11,500 WELLS FARGO AND CO COMMON 949746101 261,158,226 4,689,710 N X 1 4,300,110 389,600 WELLS FARGO AND CO COMMON 949746101 33,819,019 607,300 N X 2 607,300 WELLS FARGO AND CO COMMON 949746101 874,294 15,700 N X 3 15,700 WHIRLPOOL CORP COMMON 963320106 257,513 5,400 N X 1 5,400 WELLPOINT HEALTH NETWORKS COMMON 94973H108 530,150 4,600 N X 1 4,600 WELLPOINT HEALTH NETWORKS COMMON 94973H108 380,325 3,300 N X 2 3,300 WASHINGTON MUTUAL COMMON 939322103 955,125 18,000 N X 1 18,000 WASHINGTON MUTUAL COMMON 939322103 668,588 12,600 N X 2 12,600 WILLIAMSCOS COMMON 969457100 1,142,213 28,600 N X 3 28,600 WASTE MANAGEMENT INC COMMON 94106L109 593,850 21,400 N X 1 21,400 WASTE MANAGEMENT INC COMMON 94106L109 416,250 15,000 N X 2 15,000 WALMART STORES COMMON 931142103 92,368,438 1,738,700 N X 1 1,701,400 37,300 WALMART STORES COMMON 931142103 19,539,375 367,800 N X 2 367,800 WALMART STORES COMMON 931142103 90,137,188 1,696,700 N X 3 1,694,400 2,300 WATSON PHARMACEUTICALS INC COMMON 942683103 3,081,488 60,200 N X 1 60,200 WATSON PHARMACEUTICALS INC COMMON 942683103 271,294 5,300 N X 2 5,300 WASTE SYSTEMS INTERNATIONA COMMON 94106P209 41,175 219,599 N X 3 219,599 WATSCO INC COMMON 942622200 5,012,352 435,100 N X 1 435,100 WESTELL TECHNOLOGIES INC COMMON 957541105 1,089,944 355,900 N X 1 355,900 WRIGLEY WM JR CO COMMON 982526105 392,831 4,100 N X 1 4,100 WRIGLEY WM JR CO COMMON 982526105 277,856 2,900 N X 2 2,900 WEYERHAEUSER COMMON 962166104 370,475 7,300 N X 1 7,300 WEYERHAEUSER COMMON 962166104 263,900 5,200 N X 2 5,200 WEYERHAEUSER COMMON 962166104 553,175 10,900 N X 3 10,900 Xcel Energy Inc COMMON 98389B100 335,817 11,555 N X 1 11,555 Xcel Energy Inc COMMON 98389B100 236,423 8,135 N X 2 8,135 XIRCOM INC COMMON 983922105 3,490,600 225,200 N X 1 225,200 XL CAPITAL LTD COMMON G98255105 32,398,650 370,800 N X 1 370,200 600 XL CAPITAL LTD COMMON G98255105 6,238,575 71,400 N X 2 71,400 EXCEL LEGACY CORP COMMON 300665106 75,050 31,600 N X 3 31,600 XILINX INC COMMON 983919101 1,070,100 23,200 N X 1 23,200 XILINX INC COMMON 983919101 714,938 15,500 N X 2 15,500 XILINX INC COMMON 983919101 68,915,363 1,494,100 N X 3 1,494,100 EXXON MOBIL CORPORATION COMMON 30231G102 155,055,118 1,783,524 N X 1 1,609,124 174,400 EXXON MOBIL CORPORATION COMMON 30231G102 19,651,526 226,042 N X 2 226,042 EXXON MOBIL CORPORATION COMMON 30231G102 76,074,051 875,043 N X 3 873,743 1,300 XO COMMUNICATIONS INC COMMON 983764101 11,601,282 651,300 N X 3 650,300 1,000 XEROX CORP COMMON 984121103 99,438 21,500 N X 1 21,500 XEROX CORP COMMON 984121103 67,988 14,700 N X 2 14,700 IXIA COMMON 45071R109 252,769 11,050 N X 3 11,050 YAHOO INC COMMON 984332106 36,510,906 1,214,500 N X 3 1,214,500 YORK INTERNATIONAL CORP. N COMMON 986670107 50,393,724 1,642,158 N X 1 1,270,858 371,300 YORK INTERNATIONAL CORP. N COMMON 986670107 4,225,669 137,700 N X 2 137,700 TRICON GLOBAL RESTAURANTS COMMON 895953107 363,000 11,000 N X 1 11,000 TRICON GLOBAL RESTAURANTS COMMON 895953107 254,100 7,700 N X 2 7,700 ZEBRA TECHNOLOGIES CORP CL COMMON 989207105 485,483 11,900 N X 1 11,900 ZEBRA TECHNOLOGIES CORP CL COMMON 989207105 2,341,333 57,390 N X 3 57,390 ZALE CORP COMMON 988858106 1,889,062 65,000 N X 1 64,000 ZOLL MEDICAL CORP COMMON 989922109 532,950 15,200 N X 1 15,200 ZOLL MEDICAL CORP COMMON 989922109 2,580,600 73,600 N X 3 73,600
-----END PRIVACY-ENHANCED MESSAGE-----