13F-HR
1
g69225f1e13f-hr.txt
INVESCO, INC.
1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2001
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: INVESCO, Inc.
Address: 1360 Peachtree St., N.E.
Atlanta, Georgia 30309
13F File Number:
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: Harold Jordan
Title: Staff Attorney
Phone: 404-892-0896
Signature, Place and Date of Signing:
s/s Atlanta, Georgia 5/9/01
-------------------- -------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ x ] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
2
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 2,650
Form 13F Information Table Value Total: 34,959,137
List of Other Included Managers:
No. 13F File Number Name
2 INVESCO Global Asset Management (N.A.), Inc.
3 INVESCO Asset Management Limited
3
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION MNGR
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ADC TELECOMMUNICATIONS INC COM 886101 40267 4737317 4680816 5600 19400 1
ABN AMRO HOLDING NV ADR SPONSORED AD 937102 3917 213454 164874 0 0 1
AFLAC INC COM 1055102 18093 656960 535650 0 0 1
AGL RESOURCES INC COM 1204106 29 1310 1310 0 0 1
AES CORPORATION COM 00130H105 0 0 0 0 0 1
AK STEEL HOLDING CORP COM 1547108 62 6200 6200 0 0 1
AMB PROPERTY CORP COM 00163T109 2413 98076 97311 0 0 1
AMR CORP/DEL COM 1765106 22501 640675 555675 0 19000 1
AOL TIME WARNER COM 00184A105 165356 4118459 1087429 0 2570600 1
AT&T CORP COM 1957109 163876 7693709 5025282 4900 1981582 1
AT&T CORP LIBERTY MEDIA CL A COM LIB GRP 1957208 1 75 75 0 0 1
A T & T WIRELESS GROUP COM WIRLES G 1957406 2149 112045 112045 0 0 1
ABBOTT LABORATORIES COM 2824100 118879 2519152 1381989 0 973000 1
ABERCROMBIE & FITCH CO CL A CL A 2896207 0 1 1 0 0 1
ACTERNA CORP COM 00503U105 16 2600 2600 0 0 1
ACTUATE CORPORATION COM 00508B102 0 0 0 0 0 1
ADAPTEC INC COM 00651F108 417 48100 48100 0 0 1
ADOBE SYSTEMS INC COM 00724F101 801 22900 22900 0 0 1
ADVO INC COM 7585102 26 700 700 0 0 1
ADVANCED MICRO DEVICES COM 7903107 106 4000 4000 0 0 1
AEGON NV AMER REG SHR ORD AMER REG 7924103 453 15476 15476 0 0 1
ADVENT SOFTWARE INC COM 7974108 18 410 410 0 0 1
AETNA US HEALTHCARE INC -NEW COM 00817Y108 3772 105015 15 0 0 1
AFFILIATED MANAGERS GROUP COM 8252108 19 400 400 0 0 1
AGILENT TECHNOLOGIES INC COM 00846U101 2985 97138 27660 0 0 1
AIR PRODUCTS & CHEMICALS INC COM 9158106 26419 688000 4000 0 684000 1
AKAMAI TECHNOLOGIES COM 00971T101 3 300 300 0 0 1
AKZO NOBEL NV ADR SPONSORED AD 10199305 554 13400 13400 0 0 1
ALBANY MOLECULAR RESEARCH COM 12423109 0 0 0 0 0 1
ALBERTSON'S INC COM 13104104 15455 485710 210710 0 0 1
ALCAN INC COM 13716105 6852 190344 190344 0 0 1
ALCOA INC COM 13817101 141736 3942582 3794819 4900 41900 1
ALIGN TECHNOLOGY INC COM 16255101 0 0 0 0 0 1
ALLERGAN INC COM 18490102 13760 185565 184005 0 0 1
ITEM 1 ITEM 8
NAME OF ISSUER VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ADC TELECOMMUNICATIONS INC 4002951 0 702865
ABN AMRO HOLDING NV ADR 161639 0 3235
AFLAC INC 469850 0 65800
AGL RESOURCES INC 0 0 1310
AES CORPORATION 0 0 0
AK STEEL HOLDING CORP 6200 0 0
AMB PROPERTY CORP 94871 0 2440
AMR CORP/DEL 453275 0 121400
AOL TIME WARNER 931930 0 2726099
AT&T CORP 4381828 0 2696736
AT&T CORP LIBERTY MEDIA CL A 75 0 0
A T & T WIRELESS GROUP 58845 0 53200
ABBOTT LABORATORIES 1209869 0 1145120
ABERCROMBIE & FITCH CO CL A 1 0 0
ACTERNA CORP 0 0 2600
ACTUATE CORPORATION 0 0 0
ADAPTEC INC 41600 0 6500
ADOBE SYSTEMS INC 14800 0 8100
ADVO INC 0 0 700
ADVANCED MICRO DEVICES 3000 0 1000
AEGON NV AMER REG SHR 15476 0 0
ADVENT SOFTWARE INC 0 0 410
AETNA US HEALTHCARE INC -NEW 15 0 0
AFFILIATED MANAGERS GROUP 0 0 400
AGILENT TECHNOLOGIES INC 17871 0 35267
AIR PRODUCTS & CHEMICALS INC 2600 0 685400
AKAMAI TECHNOLOGIES 300 0 0
AKZO NOBEL NV ADR 13000 0 400
ALBANY MOLECULAR RESEARCH 0 0 0
ALBERTSON'S INC 152810 0 57900
ALCAN INC 190344 0 0
ALCOA INC 3292919 0 548700
ALIGN TECHNOLOGY INC 0 0 0
ALLERGAN INC 168065 0 15940
4
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION MNGR
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ALLETE COM 18522102 308 11930 11930 0 0 1
ALLIANT ENERGY CORP COM 18802108 140 4400 4400 0 0 1
ALLIED IRISH BANKS ADR SPON ADR ORD 19228402 89 4500 4500 0 0 1
ALLSTATE CORP COM 20002101 43778 1043825 45825 0 998000 1
ALLTEL CORP COM 20039103 6187 117945 117945 0 0 1
ALPHA INDUSTRIES INC COM 20753109 145 9200 9200 0 0 1
ALPHARMA INC CL A CL A 20813101 268 8200 8200 0 0 1
ALSTOM SA ADR SPONSORED AD 21244108 0 15 15 0 0 1
ALTERA CORPORATION COM 21441100 38369 1789820 1749453 2000 7060 1
AMAZON.COM INC COM 23135106 5 500 500 0 0 1
AMBAC FINANCIAL GROUP INC COM 23139108 155 2450 2450 0 0 1
AMCOR LIMITED ADR ADR NEW 02341R302 20 1800 1800 0 0 1
AMEREN CORPORATION COM 23608102 0 0 0 0 0 1
AMERICA ONLINE INC*OLD COM 02364J104 0 0 0 0 0 1
AMERICA MOVIL - SERIES L ADR SPON ADR L S 02364W105 949 64793 52973 0 0 1
AMERICAN EXPRESS COMPANY COM 25816109 14969 362450 118950 0 0 1
AMERICAN GENERAL CORP COM 26351106 264038 6902951 5982072 6600 845400 1
AMERICAN HOME PRODUCTS CORP COM 26609107 221631 3772447 1965167 2300 1602150 1
AMERICAN INTERNATIONAL GROUP COM 26874107 365384 4538937 2900277 3400 1413562 1
AMERICAN STANDARD COMPANIES COM 29712106 77 1300 1300 0 0 1
AMERICAN WATER WORKS INC COM 30411102 0 0 0 0 0 1
AMERICREDIT CORP COM 03060R101 25 780 780 0 0 1
AMERISOURCE HEALTH CORP CL A CL A 03071P102 17 340 340 0 0 1
AMGEN INC COM 31162100 45126 749762 61762 0 600000 1
ANADARKO PETROLEUM CORP COM 32511107 1 11 11 0 0 1
ANALOG DEVICES COM 32654105 7873 217240 215130 0 0 1
ANHEUSER-BUSCH COS INC COM 35229103 160839 3501834 3426074 3800 22300 1
ANIXTER INTERNATIONAL INC COM 35290105 17 690 690 0 0 1
AON CORP COM 37389103 25127 707800 688800 0 19000 1
APARTMENT INVT & MGMT CO CL A CL A 03748R101 2397 53919 53519 0 0 1
APOLLO GROUP INC CL A CL A 37604105 1444 44000 0 0 0 1
APOGENT TECHNOLIGIES INC COM 03760A101 77 3800 3800 0 0 1
APPLE COMPUTER INC COM 37833100 0 0 0 0 0 1
APRIA HEALTHCARE GROUP INC COM 37933108 16 680 680 0 0 1
APPLERA CORP-APPLIED BIOSYSTEM COM AP BIO G 38020103 436 15700 15700 0 0 1
APPLIED MATERIALS INC COM 38222105 60074 1381020 349820 0 981000 1
APPLIED MICRO CIRCUITS CORP COM 03822W109 1711 103695 53695 0 0 1
ARCHER-DANIELS-MIDLAND CO COM 39483102 0 0 0 0 0 1
ARCHSTONE COMMUNITIES TRUST SH BEN INT 39581103 2412 98035 97260 0 0 1
ARDEN REALTY INC COM 39793104 2775 117590 116710 0 0 1
ITEM 1 ITEM 8
NAME OF ISSUER VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ALLETE 10400 0 1530
ALLIANT ENERGY CORP 4400 0 0
ALLIED IRISH BANKS ADR 0 0 4500
ALLSTATE CORP 25325 0 1018500
ALLTEL CORP 103745 0 14200
ALPHA INDUSTRIES INC 9200 0 0
ALPHARMA INC CL A 8200 0 0
ALSTOM SA ADR 15 0 0
ALTERA CORPORATION 1536898 0 221615
AMAZON.COM INC 0 0 500
AMBAC FINANCIAL GROUP INC 2450 0 0
AMCOR LIMITED ADR 1800 0 0
AMEREN CORPORATION 0 0 0
AMERICA ONLINE INC*OLD 0 0 0
AMERICA MOVIL - SERIES L ADR 49785 0 3188
AMERICAN EXPRESS COMPANY 64350 0 54600
AMERICAN GENERAL CORP 5136702 0 1697370
AMERICAN HOME PRODUCTS CORP 1695072 0 1920345
AMERICAN INTERNATIONAL GROUP 2513755 0 1803484
AMERICAN STANDARD COMPANIES 1300 0 0
AMERICAN WATER WORKS INC 0 0 0
AMERICREDIT CORP 0 0 780
AMERISOURCE HEALTH CORP CL A 0 0 340
AMGEN INC 41962 0 619800
ANADARKO PETROLEUM CORP 11 0 0
ANALOG DEVICES 210520 0 4610
ANHEUSER-BUSCH COS INC 3112154 0 340020
ANIXTER INTERNATIONAL INC 0 0 690
AON CORP 549950 0 157850
APARTMENT INVT & MGMT CO CL A 52309 0 1210
APOLLO GROUP INC CL A 0 0 0
APOGENT TECHNOLIGIES INC 3800 0 0
APPLE COMPUTER INC 0 0 0
APRIA HEALTHCARE GROUP INC 0 0 680
APPLERA CORP-APPLIED BIOSYSTEM 11800 0 3900
APPLIED MATERIALS INC 326420 0 1004400
APPLIED MICRO CIRCUITS CORP 28695 0 25000
ARCHER-DANIELS-MIDLAND CO 0 0 0
ARCHSTONE COMMUNITIES TRUST 95240 0 2020
ARDEN REALTY INC 110230 0 6480
5
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION MNGR
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ARIBA INC COM 04033V104 8 1000 1000 0 0 1
ARROW ELECTRONICS INC COM 42735100 3251 143870 44870 0 0 1
ASHLAND INC COM 44204105 73 1900 1900 0 0 1
ASPEN TECHNOLOGY INC COM 45327103 15 610 610 0 0 1
AT HOME CORP SER A COM SER A 45919107 4 1000 1000 0 0 1
ASTRAZENECA PLC ADR SPONSORED AD 46353108 3548 73525 60593 0 0 1
ATMEL CORP COM 49513104 81 8300 8300 0 0 1
AUST & NZ BNKG GRP ADR SPONSORED AD 52528304 235 7005 7005 0 0 1
AUTODESK INC COM 52769106 55 1800 1800 0 0 1
AUTOMATIC DATA PROCESSING COM 53015103 6315 116126 17126 0 0 1
AVALONBAY COMMUNITIES INC COM 53484101 3734 81521 80876 0 0 1
AVAYA INC COM 53499109 3131 240819 108778 0 0 1
AVERY DENNISON CORP COM 53611109 172 3300 3300 0 0 1
AVOCENT CORPORATION COM 53893103 0 0 0 0 0 1
AXA ADR SPONSORED AD 54536107 3226 58920 45349 0 0 1
AXCELIS TECHNOLOGIES COM 54540109 0 0 0 0 0 1
BASF AG ADR SPONSORED AD 55262505 3186 78851 61884 0 0 1
BCE INC COM 05534B109 844 37500 37500 0 0 1
THE BISYS GROUP INC COM 55472104 4222 79000 35000 0 0 1
BJ SERVICES CO COM 55482103 85 1200 1200 0 0 1
BP PLC ADR SPONSORED AD 55622104 141289 2847426 2785719 3200 19284 1
BMC SOFTWARE INC COM 55921100 108 5000 5000 0 0 1
BAKER HUGHES INC COM 57224107 609 16779 16779 0 0 1
BAKER HUGHES INC(BHI) CVT 0.0 SR LYON ZERO 057224AH0 4 5000 5000 0 0 1
BANCO SANTANDER CEN ADR ADR 05964H105 122 13464 13464 0 0 1
BANDAG INC COM 59815100 0 0 0 0 0 1
BANK OF AMERICA CORP COM 60505104 315615 5764649 3400665 2500 2015600 1
BANK OF NEW YORK CO INC COM 64057102 111090 2256100 58100 0 2066000 1
BANK ONE CORP COM 06423A103 5953 164548 76548 0 0 1
BANK OF TOKYO-MITSUBISHI LTD A SPONSORED AD 65379109 4226 441082 372017 0 0 1
BARD (C.R.) INC COM 67383109 0 0 0 0 0 1
BARNES & NOBLE INC COM 67774109 17 710 710 0 0 1
BARRICK GOLD CORP COM 67901108 1 50 50 0 0 1
BARR LABORATORIES INC COM 68306109 5831 102000 30000 0 0 1
BARRA INC COM 68313105 35 642 642 0 0 1
BAXTER INTERNATIONAL INC COM 71813109 0 0 0 0 0 1
BEA SYSTEMS INC COM 73325102 817 27800 27800 0 0 1
BECKMAN COULTER INC COM 75811109 149 3800 3800 0 0 1
BECTON DICKINSON & CO COM 75887109 3211 90900 40900 0 0 1
BED BATH & BEYOND INC COM 75896100 8003 325810 322650 0 0 1
ITEM 1 ITEM 8
NAME OF ISSUER VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ARIBA INC 0 0 1000
ARROW ELECTRONICS INC 24770 0 20100
ASHLAND INC 1900 0 0
ASPEN TECHNOLOGY INC 0 0 610
AT HOME CORP SER A 1000 0 0
ASTRAZENECA PLC ADR 59767 0 826
ATMEL CORP 8300 0 0
AUST & NZ BNKG GRP ADR 7005 0 0
AUTODESK INC 1800 0 0
AUTOMATIC DATA PROCESSING 16426 0 700
AVALONBAY COMMUNITIES INC 76416 0 4460
AVAYA INC 64078 0 44699
AVERY DENNISON CORP 3300 0 0
AVOCENT CORPORATION 0 0 0
AXA ADR 44477 0 872
AXCELIS TECHNOLOGIES 0 0 0
BASF AG ADR 60410 0 1474
BCE INC 0 0 37500
THE BISYS GROUP INC 19300 0 15700
BJ SERVICES CO 1200 0 0
BP PLC ADR 2374881 0 433322
BMC SOFTWARE INC 5000 0 0
BAKER HUGHES INC 16779 0 0
BAKER HUGHES INC(BHI) CVT 0.0 5000 0 0
BANCO SANTANDER CEN ADR 13464 0 0
BANDAG INC 0 0 0
BANK OF AMERICA CORP 2921331 0 2497434
BANK OF NEW YORK CO INC 33700 0 2090400
BANK ONE CORP 41200 0 35348
BANK OF TOKYO-MITSUBISHI LTD A 365371 0 6646
BARD (C.R.) INC 0 0 0
BARNES & NOBLE INC 0 0 710
BARRICK GOLD CORP 50 0 0
BARR LABORATORIES INC 16500 0 13500
BARRA INC 202 0 440
BAXTER INTERNATIONAL INC 0 0 0
BEA SYSTEMS INC 19100 0 8700
BECKMAN COULTER INC 3800 0 0
BECTON DICKINSON & CO 22500 0 18400
BED BATH & BEYOND INC 311840 0 10810
6
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
BEDFORD PROPERTY INVESTORS COM PAR $0.0 76446301 37 1990 1990 0 0
BELLSOUTH CORP COM 79860102 54751 1337990 1164090 0 20000
BERKLEY (WR) CORP COM 84423102 18 390 390 0 0
BERKSHIRE HATHAWAY INC CLASS B CL B 84670207 1837 844 844 0 0
BEST BUY COMPANY INC COM 86516101 328 9122 9122 0 0
BHP LTD-ADR SPONSORED AD 88606108 501 25980 25980 0 0
BINDLEY WESTERN INDS*OLD COM 90324104 0 0 0 0 0
BIOGEN INC COM 90597105 741 11700 11700 0 0
BIOMET INC COM 90613100 1381 35049 35049 0 0
BIOTECH HOLDERS TRUST DEPOSTRY RCP 09067D201 11 100 100 0 0
BLACK & DECKER CORP COM 91797100 19478 530000 412000 0 13000
BLOCK H & R INC COM 93671105 130 2600 2600 0 0
BOEING CO COM 97023105 93960 1686600 42300 0 1497000
BOISE CASCADE CORP COM 97383103 0 0 0 0 0
BORG WARNER INC COM 99724106 0 0 0 0 0
BOSTON PROPERTIES INC COM 101121101 3859 100352 99542 0 0
BRANDYWINE REALTY TRUST SH BEN INT N 105368203 1461 73420 72830 0 0
BRIGGS & STRATTON COM 109043109 31 800 800 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 372727 6274867 3743240 4300 2185600
BRITISH AIRWAYS PLC ADR ADR 2ND INST 110419306 3174 69386 53326 0 0
BRITISH TELECOM PLC ADR ADR FINAL IN 111021408 4424 59547 47482 0 0
BROADCOM CORP CL A CL A 111320107 415 14357 14357 0 0
BROADWING INC COM 111620100 27 1400 1400 0 0
BROCADE COMMUNICATIONS SYS COM 111621108 40 1900 1900 0 0
BRUNSWICK CORP COM 117043109 196 10000 10000 0 0
BUCKHEAD AMERICA CORP COM 11835A105 5 1656 1656 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 33515 1103200 172400 0 839800
C&D TECHNOLOGIES INC COM 124661109 2240 81174 81174 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 489 18400 18205 0 0
CIGNA CORP COM 125509109 0 0 0 0 0
CMS ENERGY CORP COM 125896100 39930 1349445 104445 0 1036000
CNF INC COM 12612W104 75 2600 2600 0 0
CSX CORP COM 126408103 20020 594075 579075 0 15000
CTS CORP COM 126501105 26 1250 1250 0 0
CVS CORP COM 126650100 21530 368100 364190 0 0
CABLEVISION SYSTEMS CL A CL A NY CABL 12686C109 70 1000 1000 0 0
CABELVISION SYS CORP-RAINBOW CL A RAINB M 12686C844 13 500 500 0 0
CABOT INDUSTRIAL TRUST COM 127072106 1857 95735 95195 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 16 370 370 0 0
CADENCE DESIGN SYS INC COM 127387108 444 24000 24000 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
BEDFORD PROPERTY INVESTORS 1 0 0 1990
BELLSOUTH CORP 1 1012660 0 171430
BERKLEY (WR) CORP 1 0 0 390
BERKSHIRE HATHAWAY INC CLASS B 1 678 0 166
BEST BUY COMPANY INC 1 8522 0 600
BHP LTD-ADR 1 25980 0 0
BINDLEY WESTERN INDS*OLD 1 0 0 0
BIOGEN INC 1 11400 0 300
BIOMET INC 1 26800 0 8249
BIOTECH HOLDERS TRUST 1 0 0 100
BLACK & DECKER CORP 1 327700 0 97300
BLOCK H & R INC 1 2600 0 0
BOEING CO 1 30500 0 1571800
BOISE CASCADE CORP 1 0 0 0
BORG WARNER INC 1 0 0 0
BOSTON PROPERTIES INC 1 93892 0 5650
BRANDYWINE REALTY TRUST 1 71180 0 1650
BRIGGS & STRATTON 1 0 0 800
BRISTOL-MYERS SQUIBB CO 1 3183440 0 2813900
BRITISH AIRWAYS PLC ADR 1 52566 0 760
BRITISH TELECOM PLC ADR 1 46987 0 495
BROADCOM CORP CL A 1 10687 0 3670
BROADWING INC 1 1400 0 0
BROCADE COMMUNICATIONS SYS 1 1900 0 0
BRUNSWICK CORP 1 10000 0 0
BUCKHEAD AMERICA CORP 1 1656 0 0
BURLINGTON NORTHERN SANTA FE 1 172400 0 869800
C&D TECHNOLOGIES INC 1 81174 0 0
CBL & ASSOCIATES PROPERTIES 1 17785 0 420
CIGNA CORP 1 0 0 0
CMS ENERGY CORP 1 58045 0 1082400
CNF INC 1 2600 0 0
CSX CORP 1 472025 0 122050
CTS CORP 1 0 0 1250
CVS CORP 1 353130 0 11060
CABLEVISION SYSTEMS CL A 1 1000 0 0
CABELVISION SYS CORP-RAINBOW 1 500 0 0
CABOT INDUSTRIAL TRUST 1 92875 0 2320
CABOT MICROELECTRONICS CORP 1 0 0 370
CADENCE DESIGN SYS INC 1 10800 0 13200
7
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
CALLAWAY GOLF COMPANY COM 131193104 161 7260 7260 0 0
CALPINE CORPORATION COM 131347106 55 1000 1000 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 2001 60185 59320 0 0
CAMPBELL SOUP CO COM 134429109 3605 120700 4700 0 0
CANADIAN NATL RAILWAY CO COM 136375102 105 2800 2800 0 0
CANON INC- SP ADR ADR 138006309 6969 190675 154726 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN I 139733109 35 2170 2170 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 108331 1951910 1885567 2500 8000
CAPSTONE TURBINE CORP COM 14067D102 1192 42000 42000 0 0
CARDINAL HEALTH INC COM 14149Y108 119 1234 234 0 0
CARLISLE COS INC COM 142339100 27 820 820 0 0
CARLTON COMM PLC ADR ADR 142872209 2328 81013 68220 0 0
CARNIVAL CORP COM 143658102 0 15 15 0 0
CARRAMERICA REALTY CORP COM 144418100 3335 116890 115955 0 0
CATERPILLAR INC COM 149123101 208606 4700455 2281364 3800 2290200
CELESTICA INC SUB VTG SHS 15101Q108 0 0 0 0 0
CELGENE CORP COM 151020104 0 0 0 0 0
CENDANT CORP COM 151313103 3572 244800 244800 0 0
CENTERPOINT PROPERTIES CORP SH BEN INT 151895109 1063 22790 22640 0 0
CENTERSPAN COMMUNICATIONS CP COM 152012100 150 10000 10000 0 0
CENTURYTEL INC COM 156700106 656 22800 22800 0 0
CERIDIAN CORP*OLD COM 15677T106 1628 88000 0 0 0
CERNER CORP COM 156782104 17 500 500 0 0
CHARTER COMMUNICATIONS INC CL CL A 16117M107 57 2500 2500 0 0
CHARTERED SEMICONDUCTOR MFG AD ADR 16133R106 218 9070 9070 0 0
CHECKFREE CORP COM 162813109 0 0 0 0 0
CHEESECAKE FACTORY (THE) COM 163072101 17 460 460 0 0
CHELSEA GCA REALTY INC*OLD COM 163262108 0 0 0 0 0
CHELSEA PROPERTY GROUP INC COM 163421100 1429 33865 33865 0 0
CHEMED CORP COM 163596109 23 670 670 0 0
CHEVRON CORP COM 166751107 247980 2824376 2510463 2700 233800
CHIEFTAIN INTL INC COM 16867C101 0 0 0 0 0
CHINA MOBILE HK LTD SP ADR SPONSORED AD 16941M109 460 20885 20885 0 0
CHITTENDEN CORP COM 170228100 295 9456 9456 0 0
CHRIS-CRAFT INDUSTRIES INC COM 170520100 104 1648 1648 0 0
CHUBB CORP COM 171232101 6990 96500 54500 0 0
CHURCH & DWIGHT CO INC COM 171340102 78 3600 3600 0 0
CIENA CORP COM 171779101 1879 45000 45000 0 0
CINERGY CORP COM 172474108 21379 637240 607240 0 30000
CIRCUIT CITY STORES-CIRCUIT CIRCT CITY G 172737108 286 27000 27000 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
CALLAWAY GOLF COMPANY 1 6000 0 1260
CALPINE CORPORATION 1 1000 0 0
CAMDEN PROPERTY TRUST 1 57800 0 1520
CAMPBELL SOUP CO 1 4700 0 0
CANADIAN NATL RAILWAY CO 1 2800 0 0
CANON INC- SP ADR 1 152519 0 2207
CAPITAL AUTOMOTIVE REIT 1 0 0 2170
CAPITAL ONE FINANCIAL CORP 1 1679733 0 216334
CAPSTONE TURBINE CORP 1 22000 0 20000
CARDINAL HEALTH INC 1 16 0 218
CARLISLE COS INC 1 0 0 820
CARLTON COMM PLC ADR 1 67399 0 821
CARNIVAL CORP 1 15 0 0
CARRAMERICA REALTY CORP 1 113245 0 2710
CATERPILLAR INC 1 1950024 0 2684140
CELESTICA INC 1 0 0 0
CELGENE CORP 1 0 0 0
CENDANT CORP 1 131100 0 113700
CENTERPOINT PROPERTIES CORP 1 21530 0 1110
CENTERSPAN COMMUNICATIONS CP 1 7000 0 3000
CENTURYTEL INC 1 22800 0 0
CERIDIAN CORP*OLD 1 0 0 0
CERNER CORP 1 0 0 500
CHARTER COMMUNICATIONS INC CL 1 0 0 2500
CHARTERED SEMICONDUCTOR MFG AD 1 9070 0 0
CHECKFREE CORP 1 0 0 0
CHEESECAKE FACTORY (THE) 1 0 0 460
CHELSEA GCA REALTY INC*OLD 1 0 0 0
CHELSEA PROPERTY GROUP INC 1 33315 0 550
CHEMED CORP 1 0 0 670
CHEVRON CORP 1 2198153 0 599210
CHIEFTAIN INTL INC 1 0 0 0
CHINA MOBILE HK LTD SP ADR 1 20885 0 0
CHITTENDEN CORP 1 9456 0 0
CHRIS-CRAFT INDUSTRIES INC 1 1648 0 0
CHUBB CORP 1 22200 0 74300
CHURCH & DWIGHT CO INC 1 3600 0 0
CIENA CORP 1 27800 0 17200
CINERGY CORP 1 457790 0 179450
CIRCUIT CITY STORES-CIRCUIT 1 25400 0 1600
8
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
CIRRUS LOGIC INC COM 172755100 1150 77000 0 0 0
CISCO SYSTEMS INC COM 17275R102 146795 9283504 4096549 2800 4302800
CINTAS CORP COM 172908105 0 0 0 0 0
CITIGROUP INC COM 172967101 786889 17494191 12390211 13100 4217533
CITRIX SYSTEMS INC COM 177376100 0 0 0 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 0 0 0 0 0
CLEVELAND-CLIFFS INC COM 185896107 27 1520 1520 0 0
CLOROX COMPANY COM 189054109 7117 226300 99300 0 0
COASTAL CORP*OLD COM 190441105 0 0 0 0 0
COCA-COLA COMPANY COM 191216100 158656 3513205 1851905 0 1438000
COCA-COLA ENTERPRISES COM 191219104 2420 136100 136100 0 0
COLGATE-PALMOLIVE CO COM 194162103 19290 349085 346115 0 0
COMCAST CORP CL A CL A SPL 200300200 143828 3429588 3370860 3250 34300
COMDISCO INC COM 200336105 0 0 0 0 0
COMERICA INC COM 200340107 20235 329031 318031 0 11000
COMMERCE BANCORP INC/NJ COM 200519106 25 420 420 0 0
COMMERCIAL FEDERAL CORP COM 201647104 1 64 64 0 0
COMPAQ COMPUTER CORP COM 204493100 105538 5798814 5674900 8500 54500
COMPASS BANCSHARES INC COM 20449H109 60 2800 2800 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 123957 4557232 4464154 5400 35900
COMPUTER SCIENCES CORP COM 205363104 11353 350950 338950 0 12000
COMPUWARE CORP COM 205638109 6493 665950 665950 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 2350 39900 11900 0 0
CONAGRA FOODS INC COM 205887102 8035 440500 500 0 0
CONCORD EFS INC COM 206197105 194 4800 4800 0 0
CONEXANT SYSTEMS INC COM 207142100 0 0 0 0 0
CONOCO INC CL A CL A 208251306 0 0 0 0 0
CONOCO INC CL B CL B 208251405 1 35 35 0 0
CONSECO INC COM 208464107 1324 82265 82265 0 0
CONSOLIDATED EDISON INC COM 209115104 0 0 0 0 0
CONSTELLATION ENERGY GROUP COM 210371100 0 0 0 0 0
CONTINENTAL AIRLINES CL B CL B 210795308 944 22800 22800 0 0
COOPER COMPANIES INC COM NEW 216648402 18 370 370 0 0
COOPER TIRE & RUBBER COM 216831107 5140 452900 452000 0 900
COORS (ADOLPH) CL B CL B 217016104 0 0 0 0 0
COORSTEK INC COM 217020106 0 0 0 0 0
CORN PRODUCTS INTL INC COM 219023108 0 0 0 0 0
CORNING INC COM 219350105 47628 2301973 133923 0 1951000
CORUS GROUP PLC ADR SPONSORED AD 22087M101 2130 244578 187388 0 0
COSINE COMMUNICATION COM 221222102 0 0 0 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
CIRRUS LOGIC INC 1 0 0 0
CISCO SYSTEMS INC 1 3518379 0 4943770
CINTAS CORP 1 0 0 0
CITIGROUP INC 1 10798116 0 5969061
CITRIX SYSTEMS INC 1 0 0 0
CLEAR CHANNEL COMMUNICATIONS 1 0 0 0
CLEVELAND-CLIFFS INC 1 0 0 1520
CLOROX COMPANY 1 53300 0 46000
COASTAL CORP*OLD 1 0 0 0
COCA-COLA COMPANY 1 1819315 0 1501990
COCA-COLA ENTERPRISES 1 73000 0 63100
COLGATE-PALMOLIVE CO 1 321815 0 24300
COMCAST CORP CL A 1 2956750 0 451660
COMDISCO INC 1 0 0 0
COMERICA INC 1 266881 0 62150
COMMERCE BANCORP INC/NJ 1 0 0 420
COMMERCIAL FEDERAL CORP 1 64 0 0
COMPAQ COMPUTER CORP 1 4902095 0 835805
COMPASS BANCSHARES INC 1 2800 0 0
COMPUTER ASSOCIATES INTL INC 1 3924947 0 580507
COMPUTER SCIENCES CORP 1 285550 0 65400
COMPUWARE CORP 1 658850 0 7100
COMVERSE TECHNOLOGY INC 1 6200 0 5700
CONAGRA FOODS INC 1 500 0 0
CONCORD EFS INC 1 4800 0 0
CONEXANT SYSTEMS INC 1 0 0 0
CONOCO INC CL A 1 0 0 0
CONOCO INC CL B 1 35 0 0
CONSECO INC 1 45365 0 36900
CONSOLIDATED EDISON INC 1 0 0 0
CONSTELLATION ENERGY GROUP 1 0 0 0
CONTINENTAL AIRLINES CL B 1 12500 0 10300
COOPER COMPANIES INC 1 0 0 370
COOPER TIRE & RUBBER 1 445700 0 7200
COORS (ADOLPH) CL B 1 0 0 0
COORSTEK INC 1 0 0 0
CORN PRODUCTS INTL INC 1 0 0 0
CORNING INC 1 83723 0 2069200
CORUS GROUP PLC ADR 1 184415 0 2973
COSINE COMMUNICATION 1 0 0 0
9
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
COSTCO WHOLESALE CORP COM 22160K105 77047 1962985 258985 0 1654000
COTTON STATES LIFE INSURANCE COM 221774102 537 38000 38000 0 0
COUNTRYWIDE CREDIT IND INC COM 222372104 1 20 20 0 0
COUSINS PROPERTIES INC COM 222795106 1837 73464 72884 0 0
COX COMMUNICATIONS INC CL A CL A 224044107 89 2000 2000 0 0
CROWN CASTLE INTL CORP COM 228227104 95 6400 6400 0 0
CROWN CORK & SEAL CO INC COM 228255105 85 21100 21100 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 35 2000 2000 0 0
CYTEC INDUSTRIES INC COM 232820100 20 640 640 0 0
DDI CORP COM 233162106 0 0 0 0 0
DPL INC COM 233293109 112 3996 3996 0 0
DQE INC COM 23329J104 0 0 0 0 0
DST SYSTEMS INC COM 233326107 183 3800 3800 0 0
DTE ENERGY COMPANY COM 233331107 51466 1293126 1050626 3300 30000
DALLAS SEMICONDUCTOR CORP*OLD COM 235204104 78 3000 3000 0 0
DATASCOPE CORP COM 238113104 25 680 680 0 0
DEAN FOODS CO COM 242361103 24 720 720 0 0
DEERE & CO COM 244199105 7834 215585 215585 0 0
DELHAIZE AMERICA INC*OLD CL A 246688105 61429 3003874 3003874 0 0
DELL COMPUTER CORP COM 247025109 161436 6284612 3827440 4400 2137500
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 11 767 767 0 0
DELTA AIR LINES INC COM 247361108 1 20 20 0 0
DELUXE CORP COM 248019101 365 15400 15400 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 113 3100 3100 0 0
DEVRY INC COM 251893103 0 0 0 0 0
DIAGEO PLC ADR SPON ADR NEW 25243Q205 4724 116786 91547 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 45249 1149911 1126660 1850 4700
DIAMONDCLUSTER INTL INC CL A CL A 25278P106 0 0 0 0 0
DIEBOLD INC COM 253651103 0 0 0 0 0
DIGITAL ISLAND INC COM 25385N101 2 1170 1170 0 0
DILLARDS INC CL A CL A 254067101 796 36300 36300 0 0
DIME BANCORP INC COM 25429Q102 2155 65800 65800 0 0
DIME BANCORP- LITIGATION TRACK WT EXP 0000 25429Q110 1 3200 3200 0 0
THE WALT DISNEY CO COM DISNEY 254687106 42724 1493862 1217862 0 23000
DIRECT FOCUS INC COM 254931108 0 0 0 0 0
DOCUMENTUM INC COM 256159104 0 0 0 0 0
DOLE FOOD COMPANY COM 256605106 16 1000 1000 0 0
DOVER CORP COM 260003108 12659 353195 171195 0 0
DOW CHEMICAL COM 260543103 130326 4128165 2860228 2500 1073049
DOW JONES & CO INC COM 260561105 2094 40000 0 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
COSTCO WHOLESALE CORP 1 212785 0 1700200
COTTON STATES LIFE INSURANCE 1 26000 0 12000
COUNTRYWIDE CREDIT IND INC 1 20 0 0
COUSINS PROPERTIES INC 1 68529 0 4355
COX COMMUNICATIONS INC CL A 1 2000 0 0
CROWN CASTLE INTL CORP 1 6400 0 0
CROWN CORK & SEAL CO INC 1 21100 0 0
CYPRESS SEMICONDUCTOR CORP 1 2000 0 0
CYTEC INDUSTRIES INC 1 0 0 640
DDI CORP 1 0 0 0
DPL INC 1 3996 0 0
DQE INC 1 0 0 0
DST SYSTEMS INC 1 3800 0 0
DTE ENERGY COMPANY 1 875076 0 208850
DALLAS SEMICONDUCTOR CORP*OLD 1 3000 0 0
DATASCOPE CORP 1 0 0 680
DEAN FOODS CO 1 0 0 720
DEERE & CO 1 166485 0 49100
DELHAIZE AMERICA INC*OLD 1 3003874 0 0
DELL COMPUTER CORP 1 3402190 0 2567150
DELPHI AUTOMOTIVE SYSTEMS 1 767 0 0
DELTA AIR LINES INC 1 20 0 0
DELUXE CORP 1 15400 0 0
DENTSPLY INTERNATIONAL INC 1 3100 0 0
DEVRY INC 1 0 0 0
DIAGEO PLC ADR 1 90278 0 1269
DIAMOND OFFSHORE DRILLING 1 986540 0 146670
DIAMONDCLUSTER INTL INC CL A 1 0 0 0
DIEBOLD INC 1 0 0 0
DIGITAL ISLAND INC 1 1170 0 0
DILLARDS INC CL A 1 29900 0 6400
DIME BANCORP INC 1 37600 0 28200
DIME BANCORP- LITIGATION TRACK 1 3200 0 0
THE WALT DISNEY CO 1 1044812 0 196050
DIRECT FOCUS INC 1 0 0 0
DOCUMENTUM INC 1 0 0 0
DOLE FOOD COMPANY 1 0 0 1000
DOVER CORP 1 114295 0 56900
DOW CHEMICAL 1 2447907 0 1487870
DOW JONES & CO INC 1 0 0 40000
10
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
DU PONT (E.I.) DE NEMOURS COM 263534109 131304 3226141 2489591 3400 576100
DUKE ENERGY CORP COM 264399106 87198 2040200 2400 0 1850000
DUKE-WEEKS REALTY CORP COM NEW 264411505 2306 99615 98899 0 0
DUN & BRADSTREET CORP-NEW COM 2.65E+104 2 75 75 0 0
DYNEGY INC CL A CL A 26816Q101 18019 353249 293879 0 0
EMC CORP/MASS COM 268648102 82216 2796451 799341 0 1658000
ENSCO INTERNATIONAL INC COM 26874Q100 33634 960961 933535 1600 5600
ENI SPA ADR SPONSORED AD 26874R108 3644 56328 43938 0 0
E.PIPHANY INC COM 26881V100 82 7000 7000 0 0
E*TRADE GROUP INC COM 269246104 0 0 0 0 0
EAST WEST BANCORP INC COM 27579R104 19 1000 1000 0 0
EASTGROUP PROPERTIES COM 277276101 112 4750 4750 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 1 14 14 0 0
EASTMAN KODAK CO COM 277461109 27544 690489 560072 1200 1400
EATON CORP COM 278058102 9347 136455 37455 0 0
EATON VANCE CORP COM NON VTG 278265103 32 1030 1030 0 0
EDISON INTERNATIONAL COM 281020107 1529 121000 121000 0 0
EFUNDS CORP COM 28224R101 6 330 330 0 0
EL PASO CORPORATION COM 28336L109 1 12 12 0 0
EL PASO ENERGY CORPORATION*OLD COM 283905107 0 0 0 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 20 720 720 0 0
ELECTROGLAS INC COM 285324109 20 1200 1200 0 0
ELECTRONIC ARTS INC COM 285512109 157 2900 2900 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 94890 1698710 325580 0 1311000
ELECTRONICS FOR IMAGING COM 286082102 0 0 0 0 0
EMERSON ELECTRIC CO COM 291011104 88656 1429935 1324451 1100 10300
ENDESA ADR SPONSORED AD 29258N107 6282 379567 298252 0 0
ENERGY EAST CORPORATION COM 29266M109 1208 69600 69600 0 0
ENERGIZER HOLDINGS INC COM 29266R108 108 4300 4300 0 0
ENRON CORP COM 293561106 91844 1580790 70790 0 1319000
ENTERGY CORP COM 29364G103 825 21700 3700 0 18000
ENTREMED INC COM 29382F103 175 10500 10500 0 0
ENZON INC COM 293904108 26 550 550 0 0
EQUITY OFFICE PROPERTIES TR COM 294741103 5185 185164 183734 0 0
EQUITY RESIDENTIAL PROPS TR RE SH BEN INT 29476L107 4354 83675 83005 0 0
ERICSSON (LM) TEL ADR ADR CL B SEK 294821400 106 19000 19000 0 0
ESSEX PROPERTY TRUST INC COM 297178105 997 20755 20615 0 0
EXAR CORP COM 300645108 17 860 860 0 0
EXELON CORPORATION COM 30161N101 109 1662 1662 0 0
EXPRESS SCRIPTS INC CL A CL A 302182100 173 2000 2000 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
DU PONT (E.I.) DE NEMOURS 1 2123481 0 945610
DUKE ENERGY CORP 1 2400 0 2037800
DUKE-WEEKS REALTY CORP 1 92225 0 6674
DUN & BRADSTREET CORP-NEW 1 75 0 0
DYNEGY INC CL A 1 285329 0 8550
EMC CORP/MASS 1 653056 0 1864285
ENSCO INTERNATIONAL INC 1 786076 0 154659
ENI SPA ADR 1 42731 0 1207
E.PIPHANY INC 1 7000 0 0
E*TRADE GROUP INC 1 0 0 0
EAST WEST BANCORP INC 1 0 0 1000
EASTGROUP PROPERTIES 1 4750 0 0
EASTMAN CHEMICAL COMPANY 1 14 0 0
EASTMAN KODAK CO 1 509602 0 53070
EATON CORP 1 20655 0 16800
EATON VANCE CORP 1 0 0 1030
EDISON INTERNATIONAL 1 81500 0 39500
EFUNDS CORP 1 330 0 0
EL PASO CORPORATION 1 12 0 0
EL PASO ENERGY CORPORATION*OLD 1 0 0 0
ELECTRO SCIENTIFIC INDS INC 1 0 0 720
ELECTROGLAS INC 1 0 0 1200
ELECTRONIC ARTS INC 1 2900 0 0
ELECTRONIC DATA SYSTEMS CORP 1 324740 0 1361840
ELECTRONICS FOR IMAGING 1 0 0 0
EMERSON ELECTRIC CO 1 1133161 0 271190
ENDESA ADR 1 293973 0 4279
ENERGY EAST CORPORATION 1 64900 0 4700
ENERGIZER HOLDINGS INC 1 4100 0 200
ENRON CORP 1 42490 0 1422300
ENTERGY CORP 1 20200 0 1500
ENTREMED INC 1 9000 0 1500
ENZON INC 1 0 0 550
EQUITY OFFICE PROPERTIES TR 1 176948 0 6786
EQUITY RESIDENTIAL PROPS TR RE 1 80905 0 2100
ERICSSON (LM) TEL ADR 1 19000 0 0
ESSEX PROPERTY TRUST INC 1 18025 0 2590
EXAR CORP 1 0 0 860
EXELON CORPORATION 1 1662 0 0
EXPRESS SCRIPTS INC CL A 1 2000 0 0
11
ITEM 4 ITEM 5 ITEM 6
ITEM 2 ITEM 3 FAIR SHARES OR INVESTMENT DISCRETION
ITEM 1 TITLE OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT SOLE
(A)
EXXON MOBIL CORPORATION COM 30231G102 679133 8384360 5741486
FMC CORP COM NEW 302491303 3240 44000 0
FPL GROUP INC COM 302571104 135 2200 2200
FACTSET RESEARCH SYSTEMS INC COM 303075105 109 3600 3600
FAMILY DOLLAR STORES COM 307000109 1 25 25
FREDDIE MAC COM 313400301 186314 2873887 2770707
FANNIE MAE COM 313586109 348974 4384097 3167777
FEDERATED DEPARTMENT STORES COM 31410H101 20582 495365 489915
FEDEX CORPORATION COM 31428X106 81848 1963715 990075
FELCOR LODGING TRUST INC COM 31430F101 65 2825 2825
FIDELITY NATIONAL FINL INC COM 316326107 134 5000 5000
FIFTH THIRD BANCORP COM 316773100 18889 353471 241061
FINISAR CORPORATION COM 31787A101 304 31700 31700
FIRST DATA CORP COM 319963104 171083 2865240 2722413
FIRST INDUSTRIAL REALTY TR COM 32054K103 16 500 500
FIRST HEALTH GROUP CORP COM 320960107 123 2800 2800
FIRST REPUBLIC BANK COM 336158100 25 1125 1125
FIRST TENNESSEE NATL CORP COM 337162101 124 4000 4000
FIRST UNION CORP COM 337358105 8223 249192 248282
FIRSTAR CORPORATION*OLD COM 33763V109 0 0 0
FISERV INC COM 337738108 86 1925 1925
FIRSTENERGY CORP COM 337932107 4914 176000 0
FLEET BOSTON FINANCIAL CORP COM 339030108 263619 6983277 6810886
FLUOR CORP WI COM 343412102 0 0 0
FLOWERS INDUSTRIES INC*OLD COM 343496105 0 0 0
FOOTSTAR INC COM 344912100 21 530 530
FORD MOTOR COMPANY COM PAR $0.0 345370860 256535 9122881 6599955
FOREST LABORATORIES INC COM 345838106 0 0 0
FORTUNE BRANDS INC COM 349631101 249 7235 7235
FRANKLIN RESOURCES INC COM 354613101 83892 2145026 1596359
FUJI PHOTO FILM COMPANY LTD AD ADR 359586302 7487 199314 163179
GATX CORP COM 361448103 0 0 0
GPU INC COM 36225X100 56228 1730620 134620
GABLES RESIDENTIAL TRUST SH BEN INT 362418105 50 1720 1720
GALILEO INTERNATIONAL INC COM 363547100 0 0 0
GANNETT CO COM 364730101 88082 1474920 203670
GAP INC COM 364760108 629 26525 26525
GARTNER GROUP INC CL B CL B 366651206 1 234 234
GENENTECH INC (DNA) CVT 5.0 03 SUB DEB CV 368710AA7 3654 3710000 3670000
GENERAL DYNAMICS CORP COM 369550108 20120 320695 317395
ITEM 6 ITEM 8
INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY
ITEM 1 MNGR
NAME OF ISSUER SHARED OTHER SHARED SOLE SHARED NONE
(B) (C) (A) (B) (C)
EXXON MOBIL CORPORATION 6400 2187110 1 4940855 0 3054141
FMC CORP 0 0 1 0 0 0
FPL GROUP INC 0 0 1 2200 0 0
FACTSET RESEARCH SYSTEMS INC 0 0 1 3600 0 0
FAMILY DOLLAR STORES 0 0 1 25 0 0
FREDDIE MAC 4700 27700 1 2318097 0 485010
FANNIE MAE 3200 1000820 1 2761262 0 1509535
FEDERATED DEPARTMENT STORES 0 0 1 483245 0 6670
FEDEX CORPORATION 0 924000 1 868515 0 1092260
FELCOR LODGING TRUST INC 0 0 1 2825 0 0
FIDELITY NATIONAL FINL INC 0 0 1 5000 0 0
FIFTH THIRD BANCORP 0 0 1 225761 0 15300
FINISAR CORPORATION 0 0 1 16600 0 15100
FIRST DATA CORP 2800 11700 1 2463878 0 374035
FIRST INDUSTRIAL REALTY TR 0 0 1 500 0 0
FIRST HEALTH GROUP CORP 0 0 1 2800 0 0
FIRST REPUBLIC BANK 0 0 1 0 0 1125
FIRST TENNESSEE NATL CORP 0 0 1 4000 0 0
FIRST UNION CORP 0 0 1 236480 0 11802
FIRSTAR CORPORATION*OLD 0 0 1 0 0 0
FISERV INC 0 0 1 1925 0 0
FIRSTENERGY CORP 0 0 1 0 0 0
FLEET BOSTON FINANCIAL CORP 7700 72480 1 5941531 0 949535
FLUOR CORP WI 0 0 1 0 0 0
FLOWERS INDUSTRIES INC*OLD 0 0 1 0 0 0
FOOTSTAR INC 0 0 1 0 0 530
FORD MOTOR COMPANY 7429 2111601 1 5784502 0 2934483
FOREST LABORATORIES INC 0 0 1 0 0 0
FORTUNE BRANDS INC 0 0 1 7235 0 0
FRANKLIN RESOURCES INC 1650 531700 1 1409509 0 720200
FUJI PHOTO FILM COMPANY LTD AD 0 0 1 161009 0 2170
GATX CORP 0 0 1 0 0 0
GPU INC 0 1326000 1 107720 0 1352900
GABLES RESIDENTIAL TRUST 0 0 1 600 0 1120
GALILEO INTERNATIONAL INC 0 0 1 0 0 0
GANNETT CO 0 1271200 1 168750 0 1306120
GAP INC 0 0 1 22250 0 4275
GARTNER GROUP INC CL B 0 0 1 234 0 0
GENENTECH INC (DNA) CVT 5.0 03 0 0 1 500000 0 3170000
GENERAL DYNAMICS CORP 0 0 1 311925 0 5470
12
ITEM 4 ITEM 5 ITEM 6
ITEM 2 ITEM 3 FAIR SHARES OR INVESTMENT DISCRETION
ITEM 1 TITLE OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT SOLE
(A)
GENERAL ELECTRIC CO COM 369604103 596662 14253751 7927007
GENERAL GROWTH PROPERTIES COM 370021107 4140 118460 117505
GENERAL MOTORS CORP COM 370442105 12760 246100 191100
GENERAL MOTORS CL H CL H NEW 370442832 1 45 45
GENESCO INC COM 371532102 19 680 680
GENUINE PARTS CO COM 372460105 946 36500 36500
GENZYME CORP - GENL DIVISION COM GENL DIV 372917104 181 2000 2000
GEORGIA-PAC (GEORGIA-PAC GP) COM GA PAC G 373298108 1996 67900 67900
GILLETTE COMPANY COM 375766102 7799 250200 63200
GLAXOSMITHKLINE PLC ADR SPONSORED AD 37733W105 7300 139582 114642
GLAXO WELLCOME PLC ADR*OLD SPONSORED AD 37733W105* 55 1000 0
GLOBAL MARINE INC COM 379352404 14624 571240 565870
GOLDEN WEST FINANCIAL CORP COM 381317106 19632 302490 299910
GOLDMAN SACHS GROUP INC COM 38141G104 77 900 900
GOODRICH (B.F.) CO COM 382388106 6398 166745 72745
GOODYEAR TIRE & RUBBER CO COM 382550101 0 0 0
GRACO INC COM 384109104 23 810 810
GRAINGER (W.W.) INC COM 384802104 352 10400 9600
GRANT PRIDECO INC COM 38821G101 1428 83000 0
GREATER BAY BANCORP COM 391648102 19 760 760
GREENPOINT FINANCIAL CORP COM 395384100 156 4800 4800
GUIDANT CORP COM 401698105 0 0 0
HCA - THE HEALTHCARE COMPANY COM 404119109 25386 630397 600727
HSBC HOLDINGS PLC ADR SPON ADR NEW 404280406 7115 119284 95825
HS RESOURCES INC COM 404297103 22 490 490
HALLIBURTON CO COM 406216101 8336 226825 226825
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 48635 1264884 1264884
HANOVER COMPRESSOR CO COM 410768105 63 2000 2000
HANSON PLC ADR SPON ADR NEW 411352404 46 1612 1100
HARRAH'S ENTERTAINMENT INC COM 413619107 109 3700 3700
HARRIS CORP COM 413875105 59 2400 2400
HARSCO CORP COM 415864107 54 2200 2200
HARTFORD FINANCIAL SVCS GRP COM 416515104 1948 33015 15
HASBRO INC COM 418056107 0 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 70 1900 1900
HEALTH NET INC COM 42222G108 26 1260 1260
HEINZ (H.J.) CO COM 423074103 13683 340380 290380
HELMERICH & PAYNE COM 423452101 34 740 740
HERSHEY FOODS CORP COM 427866108 298 4300 4300
HEWLETT-PACKARD CO COM 428236103 146405 4681951 3261841
ITEM 6 ITEM 8
INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY
ITEM 1 MNGR
NAME OF ISSUER SHARED OTHER SHARED SOLE SHARED NONE
(B) (C) (A) (B) (C)
GENERAL ELECTRIC CO 8100 5064700 1 6860087 0 6285720
GENERAL GROWTH PROPERTIES 0 0 1 114505 0 3000
GENERAL MOTORS CORP 0 0 1 186100 0 5000
GENERAL MOTORS CL H 0 0 1 45 0 0
GENESCO INC 0 0 1 0 0 680
GENUINE PARTS CO 0 0 1 36500 0 0
GENZYME CORP - GENL DIVISION 0 0 1 2000 0 0
GEORGIA-PAC (GEORGIA-PAC GP) 0 0 1 44800 0 23100
GILLETTE COMPANY 0 0 1 36700 0 26500
GLAXOSMITHKLINE PLC ADR 0 0 1 111414 0 3228
GLAXO WELLCOME PLC ADR*OLD 0 0 1 0 0 0
GLOBAL MARINE INC 0 0 1 535430 0 30440
GOLDEN WEST FINANCIAL CORP 0 0 1 260750 0 39160
GOLDMAN SACHS GROUP INC 0 0 1 600 0 300
GOODRICH (B.F.) CO 0 0 1 40045 0 32700
GOODYEAR TIRE & RUBBER CO 0 0 1 0 0 0
GRACO INC 0 0 1 0 0 810
GRAINGER (W.W.) INC 0 800 1 9600 0 800
GRANT PRIDECO INC 0 0 1 0 0 0
GREATER BAY BANCORP 0 0 1 0 0 760
GREENPOINT FINANCIAL CORP 0 0 1 4800 0 0
GUIDANT CORP 0 0 1 0 0 0
HCA - THE HEALTHCARE COMPANY 0 0 1 584412 0 16315
HSBC HOLDINGS PLC ADR 0 0 1 94438 0 1387
HS RESOURCES INC 0 0 1 0 0 490
HALLIBURTON CO 0 0 1 211125 0 15700
JOHN HANCOCK FINANCIAL SRVCS 0 0 1 1264884 0 0
HANOVER COMPRESSOR CO 0 0 1 2000 0 0
HANSON PLC ADR 0 512 1 1100 0 512
HARRAH'S ENTERTAINMENT INC 0 0 1 3700 0 0
HARRIS CORP 0 0 1 1000 0 1400
HARSCO CORP 0 0 1 2200 0 0
HARTFORD FINANCIAL SVCS GRP 0 0 1 15 0 0
HASBRO INC 0 0 1 0 0 0
HAWAIIAN ELECTRIC INDS 0 0 1 1900 0 0
HEALTH NET INC 0 0 1 0 0 1260
HEINZ (H.J.) CO 0 0 1 231105 0 59275
HELMERICH & PAYNE 0 0 1 0 0 740
HERSHEY FOODS CORP 0 0 1 1600 0 2700
HEWLETT-PACKARD CO 3000 1165700 1 2925591 0 1554550
13
ITEM 4 ITEM 5 ITEM 6
ITEM 2 ITEM 3 FAIR SHARES OR INVESTMENT DISCRETION
ITEM 1 TITLE OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT SOLE
(A)
HIGHWOODS PROPERTIES INC REIT COM 431284108 418 16965 16820
HILLENBRAND INDUSTRIES COM 431573104 116 2400 2400
HITACHI LTD ADR ADR 10 COM 433578507 3712 42543 34807
HISPANIC BROADCASTING CORP CL A 43357B104 0 0 0
HOLLINGER INTERNATIONAL INC CL A 435569108 26 1830 1830
HOME DEPOT INC COM 437076102 113625 2636301 822911
HOME PROPERTIES OF NY INC COM 437306103 0 0 0
HONDA MOTOR CO LTD ADR AMERN SHS 438128308 4959 60397 49690
HONEYWELL INTERNATIONAL INC COM 438516106 19462 477001 435101
HORIZON OFFSHORE INC COM 44043J105 173 7000 7000
HORMEL FOODS CORP COM 440452100 35 1800 1800
HOSPITALITY PROPERTIES TRUST COM SH BEN I 44106M102 2193 83060 82330
HOST MARRIOTT CORP COM 44107P104 185 15860 15860
HOUSEHOLD INTERNATIONAL INC COM 441815107 151691 2560624 2457624
HUMAN GENOME SCIENCES INC COM 444903108 414 9000 9000
HUNTINGTON BANCSHARES COM 446150104 0 0 0
IBP INC COM 449223106 4121 251300 47300
IDEC PHARMACEUTICALS CORP COM 449370105 84 2100 2100
IMS HEALTH INC COM 449934108 120 4800 4800
ILLINOIS TOOL WORKS COM 452308109 162260 2854672 2761363
ILLUMINET HOLDINGS INC COM 452334105 16 770 770
IMATION CORP COM 45245A107 22 990 990
IMCLONE SYSTEMS COM 45245W109 0 0 0
IMMUNEX CORP COM 452528102 135 9400 9400
INCYTE GENOMICS INC COM 45337C102 9 600 600
INFINITY BROADCASTING CORP CL CL A 45662S102 0 0 0
INFORMATICA CORP COM 45666Q102 0 0 0
ING GROEP NV ADR SPONSORED AD 456837103 6882 105749 83022
INGERSOLL-RAND CO COM 456866102 37 920 920
INHALE THERAPEUTIC SYS INC COM 457191104 0 0 0
INSITUFORM TECHNOLOGIES CL A CL A 457667103 20 610 610
INTEGRATED DEVICE TECH INC COM 458118106 4074 137600 137100
INTEL CORP COM 458140100 364633 13857781 8217750
SMITH BARNEY INTERMEDIATE MUNI COM 45880P104 334 35000 35000
INTERNAP NETWORK SERVICES COM 45885A102 0 0 0
INTERNAP VOTING TRUST COM 45885A912 0 674 674
INTL BUSINESS MACHINES CORP COM 459200101 299064 3109416 1597507
INTL FLAVORS & FRAGRANCES COM 459506101 21332 967000 0
INTERNATIONAL PAPER CO COM 460146103 131676 3649563 3570591
INTL RECTIFIER CORP COM 460254105 1094 27000 0
ITEM 6 ITEM 8
INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY
ITEM 1 MNGR
NAME OF ISSUER SHARED OTHER SHARED SOLE SHARED NONE
(B) (C) (A) (B) (C)
HIGHWOODS PROPERTIES INC REIT 0 0 1 16040 0 780
HILLENBRAND INDUSTRIES 0 0 1 2400 0 0
HITACHI LTD ADR 0 0 1 34262 0 545
HISPANIC BROADCASTING CORP 0 0 1 0 0 0
HOLLINGER INTERNATIONAL INC 0 0 1 0 0 1830
HOME DEPOT INC 0 1584000 1 676287 0 1730624
HOME PROPERTIES OF NY INC 0 0 1 0 0 0
HONDA MOTOR CO LTD ADR 0 0 1 48856 0 834
HONEYWELL INTERNATIONAL INC 0 4100 1 346751 0 92450
HORIZON OFFSHORE INC 0 0 1 7000 0 0
HORMEL FOODS CORP 0 0 1 1800 0 0
HOSPITALITY PROPERTIES TRUST 0 0 1 81110 0 1220
HOST MARRIOTT CORP 0 0 1 14500 0 1360
HOUSEHOLD INTERNATIONAL INC 3000 15100 1 2196854 0 278870
HUMAN GENOME SCIENCES INC 0 0 1 5800 0 3200
HUNTINGTON BANCSHARES 0 0 1 0 0 0
IBP INC 0 0 1 35200 0 12100
IDEC PHARMACEUTICALS CORP 0 0 1 2100 0 0
IMS HEALTH INC 0 0 1 4800 0 0
ILLINOIS TOOL WORKS 4000 21550 1 2375859 0 411054
ILLUMINET HOLDINGS INC 0 0 1 0 0 770
IMATION CORP 0 0 1 0 0 990
IMCLONE SYSTEMS 0 0 1 0 0 0
IMMUNEX CORP 0 0 1 9400 0 0
INCYTE GENOMICS INC 0 0 1 600 0 0
INFINITY BROADCASTING CORP CL 0 0 1 0 0 0
INFORMATICA CORP 0 0 1 0 0 0
ING GROEP NV ADR 0 0 1 81762 0 1260
INGERSOLL-RAND CO 0 0 1 920 0 0
INHALE THERAPEUTIC SYS INC 0 0 1 0 0 0
INSITUFORM TECHNOLOGIES CL A 0 0 1 0 0 610
INTEGRATED DEVICE TECH INC 0 300 1 117900 0 19500
INTEL CORP 9200 4637500 1 7176440 0 5902210
SMITH BARNEY INTERMEDIATE MUNI 0 0 1 35000 0 0
INTERNAP NETWORK SERVICES 0 0 1 0 0 0
INTERNAP VOTING TRUST 0 0 1 674 0 0
INTL BUSINESS MACHINES CORP 1550 1243000 1 1396157 0 1525400
INTL FLAVORS & FRAGRANCES 0 967000 1 0 0 967000
INTERNATIONAL PAPER CO 4100 34400 1 3117571 0 491520
INTL RECTIFIER CORP 0 0 1 0 0 0
14
ITEM 4 ITEM 5 ITEM 6
ITEM 2 ITEM 3 FAIR SHARES OR INVESTMENT DISCRETION
ITEM 1 TITLE OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT SOLE
(A)
INTERNET CAPITAL GROUP INC COM 46059C106 0 145 145
INTERNET INITIATIVE JAPAN INC SPONSORED AD 46059T109 153 14765 14765
INTERPUBLIC GROUP COS INC COM 460690100 0 0 0
INTERSIL HOLDING CORP CL A 46069S109 0 0 0
INTERSTATE HOTELS CORP COM 46088R108 0 142 142
INTRANET SOLUTIONS INC COM NEW 460939309 0 0 0
INTERVOICE-BRITE INC COM 461142101 81 10000 10000
INTERWOVEN INC COM 46114T102 0 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 241 4700 4700
INVESTORS FINANCIAL SVCS CP COM 461915100 5174 88260 260
ISHARES RUSSELL 1000 GROWTH MF RUSSELL1000G 464287614 17901 352800 352800
ITO YOKADO CO LTD ADR ADR NEW 465714301 3807 78498 66023
I2 TECHNOLOGIES INC COM 465754109 413 28500 28500
IVAX CORP COM 465823102 74 2350 2350
JDN REALTY CORP COM 465917102 34 3030 3030
JDS UNIPHASE CORP COM 46612J101 10308 559105 456275
JP MORGAN CHASE & CO COM 46625H100 283571 6315608 5782956
JACK IN THE BOX INC COM 466367109 31 1030 1030
JACOBS ENGINEERING GROUP INC COM 469814107 21 370 370
JAKKS PACIFIC INC COM 4.70E+110 0 0 0
JEFFERSON-PILOT CORP COM 475070108 23499 346138 334138
JOHNSON & JOHNSON COM 478160104 504836 5771531 3758494
JOHNSON CONTROLS INC COM 478366107 2859 45775 45775
JUNIPER NETWORKS INC COM 48203R104 839 22100 22100
KLA-TENCOR CORPORATION COM 482480100 79 2000 2000
KMART CORP COM 482584109 1975 210090 210090
KPMG CONSULTING INC COM 48265R109 0 0 0
KANSAS CITY SOUTHERN INDS COM NEW 485170302 4 305 305
KAUFMAN & BROAD HOME CORP*OLD COM 486168107 0 0 0
KB HOME COM 48666K109 26 790 790
KEEBLER FOODS CO*OLD COM 487256109 0 0 0
KELLOGG CO COM 487836108 0 0 0
KERR-MCGEE CORP COM 492386107 2532 39010 10
KEYCORP COM 493267108 84 3250 3250
KILROY REALTY CORP COM 49427F108 2682 100055 99205
KIMBERLY-CLARK CORP COM 494368103 31914 470505 418820
KIMCO REALTY CORP COM 49446R109 2925 68024 67489
KINDER MORGAN ENERGY PRTNRS UT LTD PARTN 494550106 0 0 0
KINDER MORGAN INC COM 49455P101 5070 95305 40305
KING PHARMACEUTICALS INC COM 495582108 175 4300 4300
ITEM 6 ITEM 8
INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY
ITEM 1 MNGR
NAME OF ISSUER SHARED OTHER SHARED SOLE SHARED NONE
(B) (C) (A) (B) (C)
INTERNET CAPITAL GROUP INC 0 0 1 0 0 145
INTERNET INITIATIVE JAPAN INC 0 0 1 14765 0 0
INTERPUBLIC GROUP COS INC 0 0 1 0 0 0
INTERSIL HOLDING CORP 0 0 1 0 0 0
INTERSTATE HOTELS CORP 0 0 1 142 0 0
INTRANET SOLUTIONS INC 0 0 1 0 0 0
INTERVOICE-BRITE INC 0 0 1 10000 0 0
INTERWOVEN INC 0 0 1 0 0 0
INVESTMENT TECHNOLOGY GROUP 0 0 1 4700 0 0
INVESTORS FINANCIAL SVCS CP 0 0 1 0 0 260
ISHARES RUSSELL 1000 GROWTH MF 0 0 1 352800 0 0
ITO YOKADO CO LTD ADR 0 0 1 64852 0 1171
I2 TECHNOLOGIES INC 0 0 1 16600 0 11900
IVAX CORP 0 0 1 2350 0 0
JDN REALTY CORP 0 0 1 0 0 3030
JDS UNIPHASE CORP 0 0 1 412095 0 44180
JP MORGAN CHASE & CO 6400 53034 1 5028631 0 918759
JACK IN THE BOX INC 0 0 1 0 0 1030
JACOBS ENGINEERING GROUP INC 0 0 1 0 0 370
JAKKS PACIFIC INC 0 0 1 0 0 0
JEFFERSON-PILOT CORP 0 12000 1 264101 0 82037
JOHNSON & JOHNSON 3800 1679667 1 3284551 0 2277760
JOHNSON CONTROLS INC 0 0 1 39575 0 6200
JUNIPER NETWORKS INC 0 0 1 13300 0 8800
KLA-TENCOR CORPORATION 0 0 1 2000 0 0
KMART CORP 0 0 1 115790 0 94300
KPMG CONSULTING INC 0 0 1 0 0 0
KANSAS CITY SOUTHERN INDS 0 0 1 305 0 0
KAUFMAN & BROAD HOME CORP*OLD 0 0 1 0 0 0
KB HOME 0 0 1 0 0 790
KEEBLER FOODS CO*OLD 0 0 1 0 0 0
KELLOGG CO 0 0 1 0 0 0
KERR-MCGEE CORP 0 0 1 10 0 0
KEYCORP 0 0 1 0 0 3250
KILROY REALTY CORP 0 0 1 96365 0 2840
KIMBERLY-CLARK CORP 0 11000 1 326468 0 143352
KIMCO REALTY CORP 0 0 1 63639 0 3850
KINDER MORGAN ENERGY PRTNRS 0 0 1 0 0 0
KINDER MORGAN INC 0 0 1 22205 0 18100
KING PHARMACEUTICALS INC 0 0 1 4300 0 0
15
ITEM 4 ITEM 5 ITEM 6
ITEM 2 ITEM 3 FAIR SHARES OR INVESTMENT DISCRETION
ITEM 1 TITLE OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT SOLE
(A)
KIRIN BREWERY CO ADR ADR 497350207 46 500 500
KOHLS CORP COM 500255104 2715 44015 15
KONINKLIJKE PHILIPS ELECTRONIC SP ADR NEW20 500472303 4924 184430 145282
KOREA ELEC POWER CORP ADR SPONSORED AD 500631106 2209 271670 216530
KOREA TELECOM CORP ADR SPONSORED AD 50063P103 2112 90967 75467
KROGER CO COM 501044101 86339 3347785 439040
KYOCERA CORP ADR ADR 501556203 4891 52872 42017
LNR PROPERTY CORP COM 501940100 25 870 870
LSI LOGIC CORP COM 502161102 31 2000 2000
L-3 COMMUNICATIONS HLDGS INC COM 502424104 0 0 0
LVMH ADR SPONSORED AD 502441207 77 7700 7700
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 1269 10555 10555
LAKEHEAD PIPELINE PARTNER LP COM UNIT-CL 511557100 0 0 0
LAM RESEARCH CORP COM 512807108 24 1000 1000
LAMAR ADVERTISING CO CL A 512815101 7 185 185
LANDSTAR SYSTEM INC COM 515098101 24 350 350
LATTICE SEMICONDUCTOR CORP COM 518415104 1582 87000 4000
LEHMAN BROTHERS HOLDINGS INC COM 524908100 13415 213950 153950
LENNAR CORP COM 526057104 76 1900 1900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 0 0 0
LEXMARK INTL GROUP INC CL A CL A 529771107 173 3800 3800
LIBERATE TECHNOLOGIES COM 530129105 4 500 500
LIBERTY FINANCIAL COMPANIES COM 530512102 25 600 600
LIBERTY PROPERTY TRUST SH BEN INT 531172104 3990 141305 140250
LILLY (ELI) & CO COM 532457108 116647 1521614 395971
LIMITED INC COM 532716107 98191 6246252 6117925
LINCARE HOLDINGS INC COM 532791100 127 2400 2400
LINCOLN NATIONAL CORP COM 534187109 73014 1719184 1681120
LINEAR TECHNOLOGY CORP COM 535678106 1014 24700 24700
LITTELFUSE INC COM 537008104 0 0 0
LITTON INDUSTRIES INC COM 538021106 683 8500 8500
LIZ CLAIBORNE INC COM 539320101 72521 1541367 1514469
LOCKHEED MARTIN CORPORATION COM 539830109 20532 575925 549625
LOWE'S COMPANIES COM 548661107 226612 3877029 3797794
LUCENT TECHNOLOGIES INC COM 549463107 87935 8819986 8357248
LYONDELL CHEMICAL COMPANY COM 552078107 27 1900 1900
MBIA INC COM 55262C100 24064 298262 286262
MBNA CORP COM 55262L100 9328 281800 32800
MGIC INVESTMENT CORP COM 552848103 82607 1207357 1166745
MACERICH COMPANY (THE) COM 554382101 0 0 0
ITEM 6 ITEM 8
INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY
ITEM 1 MNGR
NAME OF ISSUER SHARED OTHER SHARED SOLE SHARED NONE
(B) (C) (A) (B) (C)
KIRIN BREWERY CO ADR 0 0 1 500 0 0
KOHLS CORP 0 0 1 15 0 0
KONINKLIJKE PHILIPS ELECTRONIC 0 0 1 142929 0 2353
KOREA ELEC POWER CORP ADR 0 0 1 212899 0 3631
KOREA TELECOM CORP ADR 0 0 1 74005 0 1462
KROGER CO 0 2813000 1 429640 0 2822400
KYOCERA CORP ADR 0 0 1 41438 0 579
LNR PROPERTY CORP 0 0 1 0 0 870
LSI LOGIC CORP 0 0 1 2000 0 0
L-3 COMMUNICATIONS HLDGS INC 0 0 1 0 0 0
LVMH ADR 0 0 1 7700 0 0
LABORATORY CRP OF AMER HLDGS 0 0 1 5525 0 5030
LAKEHEAD PIPELINE PARTNER LP 0 0 1 0 0 0
LAM RESEARCH CORP 0 0 1 1000 0 0
LAMAR ADVERTISING CO 0 0 1 185 0 0
LANDSTAR SYSTEM INC 0 0 1 0 0 350
LATTICE SEMICONDUCTOR CORP 0 0 1 4000 0 0
LEHMAN BROTHERS HOLDINGS INC 0 5000 1 118350 0 40600
LENNAR CORP 0 0 1 1900 0 0
LEVEL 3 COMMUNICATIONS INC 0 0 1 0 0 0
LEXMARK INTL GROUP INC CL A 0 0 1 3800 0 0
LIBERATE TECHNOLOGIES 0 0 1 0 0 500
LIBERTY FINANCIAL COMPANIES 0 0 1 0 0 600
LIBERTY PROPERTY TRUST 0 0 1 133560 0 6690
LILLY (ELI) & CO 0 963188 1 313981 0 1073778
LIMITED INC 7800 62600 1 5490285 0 698040
LINCARE HOLDINGS INC 0 0 1 2400 0 0
LINCOLN NATIONAL CORP 1650 25100 1 1445120 0 262750
LINEAR TECHNOLOGY CORP 0 0 1 15000 0 9700
LITTELFUSE INC 0 0 1 0 0 0
LITTON INDUSTRIES INC 0 0 1 8500 0 0
LIZ CLAIBORNE INC 2400 16600 1 1266134 0 267335
LOCKHEED MARTIN CORPORATION 0 23000 1 552975 0 19650
LOWE'S COMPANIES 5600 20000 1 3314279 0 509115
LUCENT TECHNOLOGIES INC 13000 41900 1 7306213 0 1105935
LYONDELL CHEMICAL COMPANY 0 0 1 1900 0 0
MBIA INC 0 12000 1 233062 0 65200
MBNA CORP 0 0 1 18000 0 98800
MGIC INVESTMENT CORP 1450 16300 1 1036250 0 148245
MACERICH COMPANY (THE) 0 0 1 0 0 0
16
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
MACK-CALI REALTY CORP COM 554489104 553 20480 20300 0 0
MACROVISION CORP COM 555904101 540 12400 12400 0 0
MACRONIX INTL CO LTD ADR SPONSORED AD 556103109 598 37383 37383 0 0
MANHATTAN ASSOCIATES INC COM 562750109 0 0 0 0 0
MANUFACTURED HOME COMMUNITIES COM 564682102 294 10900 10900 0 0
MANUGISTICS GROUP INC COM 565011103 469 25600 25600 0 0
MANULIFE FINANCIAL CORP COM 56501R106 3 106 106 0 0
MARSH & MCLENNAN COS COM 571748102 149043 1568379 953678 1500 522450
MARTIN MARIETTA MATERIALS COM 573284106 0 0 0 0 0
MASSEY ENERGY COMPANY COM 576206106 0 0 0 0 0
MATSUSHITA ELEC IND ADR ADR 576879209 92 5000 5000 0 0
MATTEL INC COM 577081102 3770 212500 212500 0 0
MAXTOR CORP COM NEW 577729205 84 12000 12000 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 2267 54500 21500 0 0
MAY DEPARTMENT STORES CO COM 577778103 103 2900 2900 0 0
MAYTAG CORP COM 578592107 285 8850 8850 0 0
MCCORMICK & CO NON VTG SHRS COM NON VTG 579780206 357 8500 8500 0 0
MCDATA CORPORATION- CL A CL A 580031201 68 3587 3574 0 0
MCDONALD'S CORPORATION COM 580135101 282241 10630563 6819905 7300 3469100
MCGRAW-HILL COMPANIES INC COM 580645109 0 0 0 0 0
MCLEODUSA INC CL A CL A 582266102 0 0 0 0 0
MEDAREX INC COM 583916101 350 21000 21000 0 0
MEDIA GENERAL INC CL A 584404107 25 550 550 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 17 370 370 0 0
MEDTRONIC INC COM 585055106 99532 2176046 96046 0 1860000
MELLON FINANCIAL CORP COM 58551A108 151040 3727534 3650600 4300 37900
MENTOR GRAPHICS CORP COM 587200106 77 3750 3750 0 0
MERCK & CO INC COM 589331107 341503 4499384 2881814 2700 1332280
MERCURY COMPUTER SYSTEMS INC COM 589378108 20 510 510 0 0
MERCURY INTERACTIVE CORP COM 589405109 50 1200 1200 0 0
MERISTAR HOSPITALITY CORP REIT COM 58984Y103 678 33912 33687 0 0
MERRILL LYNCH & CO COM 590188108 7739 139700 139700 0 0
METLIFE INC COM 59156R108 9562 318200 235200 0 0
METRIS COMPANIES INC COM 591598107 0 0 0 0 0
MICREL INC COM 594793101 489 17500 17500 0 0
MICROSOFT CORP COM 594918104 545959 9983251 6349733 8300 2985900
MICROCHIP TECHNOLOGY INC COM 595017104 271 10700 10700 0 0
MICROMUSE INC COM 595094103 26 700 700 0 0
MICRON TECHNOLOGY INC COM 595112103 4394 105800 11800 0 0
STANDARD AND POOR'S MIDCAP 400 UNIT SER 1 595635103 408 4831 4831 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
MACK-CALI REALTY CORP 1 20300 0 0
MACROVISION CORP 1 6500 0 5900
MACRONIX INTL CO LTD ADR 1 37383 0 0
MANHATTAN ASSOCIATES INC 1 0 0 0
MANUFACTURED HOME COMMUNITIES 1 6600 0 4300
MANUGISTICS GROUP INC 1 13400 0 12200
MANULIFE FINANCIAL CORP 1 106 0 0
MARSH & MCLENNAN COS 1 811928 0 733350
MARTIN MARIETTA MATERIALS 1 0 0 0
MASSEY ENERGY COMPANY 1 0 0 0
MATSUSHITA ELEC IND ADR 1 5000 0 0
MATTEL INC 1 211000 0 1500
MAXTOR CORP 1 12000 0 0
MAXIM INTEGRATED PRODUCTS 1 11300 0 10200
MAY DEPARTMENT STORES CO 1 2900 0 0
MAYTAG CORP 1 7800 0 1050
MCCORMICK & CO NON VTG SHRS 1 8500 0 0
MCDATA CORPORATION- CL A 1 3055 0 519
MCDONALD'S CORPORATION 1 5974820 0 4371685
MCGRAW-HILL COMPANIES INC 1 0 0 0
MCLEODUSA INC CL A 1 0 0 0
MEDAREX INC 1 11000 0 10000
MEDIA GENERAL INC 1 0 0 550
MEDICIS PHARMACEUTICAL CORP 1 0 0 370
MEDTRONIC INC 1 58546 0 1897500
MELLON FINANCIAL CORP 1 3211325 0 481475
MENTOR GRAPHICS CORP 1 2900 0 850
MERCK & CO INC 1 2517264 0 1730730
MERCURY COMPUTER SYSTEMS INC 1 0 0 510
MERCURY INTERACTIVE CORP 1 1200 0 0
MERISTAR HOSPITALITY CORP REIT 1 32847 0 840
MERRILL LYNCH & CO 1 139700 0 0
METLIFE INC 1 235200 0 0
METRIS COMPANIES INC 1 0 0 0
MICREL INC 1 9200 0 8300
MICROSOFT CORP 1 5590058 0 3789875
MICROCHIP TECHNOLOGY INC 1 10700 0 0
MICROMUSE INC 1 700 0 0
MICRON TECHNOLOGY INC 1 11800 0 0
STANDARD AND POOR'S MIDCAP 400 1 4831 0 0
17
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
MILLENNIUM PHARMACEUTICALS COM 599902103 97 3200 3200 0 0
MILLENNIUM CHEMICALS INC COM 599903101 32 1960 1960 0 0
MINIMED INC COM 60365K108 1598 55000 0 0 0
MINNESOTA MINING & MFG CO (3M) COM 604059105 48055 462514 393215 0 6000
MIPS TECHNOLOGIES INC CL A 604567107 0 0 0 0 0
MIRANT CORP COM 604675108 337 9487 3900 0 0
MONTANA POWER CO COM 612085100 921 65300 65300 0 0
MONY GROUP INC COM 615337102 299 9000 9000 0 0
MORGAN STANLEY DEAN WITTER & C COM NEW 617446448 274270 5126544 3221761 3600 1645600
MOTOROLA INC COM 620076109 36592 2566060 663370 0 1794000
MURPHY OIL CORP COM 626717102 5200 78100 1100 0 0
MYLAN LABORATORIES COM 628530107 233 9000 9000 0 0
MYRIAD GENETICS INC COM 62855J104 803 19800 19800 0 0
NBC INTERNET INC CL A 62873D105 1 1000 1000 0 0
NCR CORPORATION COM 6.29E+112 3 80 80 0 0
NEC CORPORATION ADR ADR 629050204 598 7530 7530 0 0
NTL INC COM COM 629407107 0 10 10 0 0
NABORS INDS INC COM 629568106 98 1900 1900 0 0
NATIONAL AUSTRALIA BANK ADR SPONSORED AD 632525408 6981 99575 79626 0 0
NATIONAL CITY CORP COM 635405103 23810 890110 807110 0 0
NATIONAL COMMERCE BANCORP*OLD COM 635449101 60 2400 2400 0 0
NATIONAL FUEL GAS CO NJ COM 636180101 0 0 0 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 329 12300 12300 0 0
NATIONAL SERVICE INDUSTRIES IN COM 637657107 2050 87400 87400 0 0
NATIONWIDE FINANCIAL SERVICES CL A 638612101 125 3300 3300 0 0
NEIMAN MARCUS GROUP INC CL A 640204202 26 800 800 0 0
NETWORK ASSOCIATES INC COM 640938106 0 0 0 0 0
NETEGRITY INC COM 64110P107 0 0 0 0 0
NETIQ CORP COM 64115P102 0 0 0 0 0
NETWORK APPLIANCE INC COM 64120L104 8968 533400 3400 0 530000
NEUROCRINE BIOSCIENCES INC COM 64125C109 15 710 710 0 0
NEWELL RUBBERMAID INC COM 651229106 7393 278975 96975 0 0
NEWMONT MINING CORP COM 651639106 1776 110200 110200 0 0
NEWS CORPORATION LIMITED ADR ADR NEW 652487703 400 12735 12675 0 0
NEWS CORP LTD ADR SP ADR PFD 652487802 15 575 575 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 5735 398960 394650 0 0
NICOR INC COM 654086107 0 0 0 0 0
NTT ADR SPONSORED AD 654624105 7237 224197 180582 0 0
NOBLE AFFILIATES INC COM 654894104 6343 152000 36000 0 0
NOKIA OYJ ADR SPONSORED AD 654902204 5399 224968 88968 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
MILLENNIUM PHARMACEUTICALS 1 3200 0 0
MILLENNIUM CHEMICALS INC 1 0 0 1960
MINIMED INC 1 0 0 0
MINNESOTA MINING & MFG CO (3M) 1 320685 0 135330
MIPS TECHNOLOGIES INC 1 0 0 0
MIRANT CORP 1 0 0 3900
MONTANA POWER CO 1 34400 0 30900
MONY GROUP INC 1 7000 0 2000
MORGAN STANLEY DEAN WITTER & C 1 2795521 0 2157440
MOTOROLA INC 1 569600 0 1887770
MURPHY OIL CORP 1 1100 0 0
MYLAN LABORATORIES 1 7700 0 1300
MYRIAD GENETICS INC 1 10400 0 9400
NBC INTERNET INC 1 0 0 1000
NCR CORPORATION 1 80 0 0
NEC CORPORATION ADR 1 7530 0 0
NTL INC COM 1 10 0 0
NABORS INDS INC 1 1900 0 0
NATIONAL AUSTRALIA BANK ADR 1 78438 0 1188
NATIONAL CITY CORP 1 757910 0 49200
NATIONAL COMMERCE BANCORP*OLD 1 2400 0 0
NATIONAL FUEL GAS CO NJ 1 0 0 0
NATIONAL SEMICONDUCTOR CORP 1 12000 0 300
NATIONAL SERVICE INDUSTRIES IN 1 12400 0 75000
NATIONWIDE FINANCIAL SERVICES 1 3300 0 0
NEIMAN MARCUS GROUP INC 1 800 0 0
NETWORK ASSOCIATES INC 1 0 0 0
NETEGRITY INC 1 0 0 0
NETIQ CORP 1 0 0 0
NETWORK APPLIANCE INC 1 3400 0 530000
NEUROCRINE BIOSCIENCES INC 1 0 0 710
NEWELL RUBBERMAID INC 1 67675 0 29300
NEWMONT MINING CORP 1 60600 0 49600
NEWS CORPORATION LIMITED ADR 1 12675 0 0
NEWS CORP LTD ADR 1 575 0 0
NEXTEL COMMUNICATIONS INC 1 388280 0 6370
NICOR INC 1 0 0 0
NTT ADR 1 178297 0 2285
NOBLE AFFILIATES INC 1 19700 0 16300
NOKIA OYJ ADR 1 58053 0 166915
18
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
NOBLE DRILLING CORP COM 655042109 692 15000 15000 0 0
NORDSTROM INC COM 655664100 0 0 0 0 0
NORFOLK SOUTHERN CORP COM 655844108 26488 1582346 388346 0 1194000
NORSK HYDRO ASA ADR SPONSORED AD 656531605 909 22050 22050 0 0
NORTEL NETWORKS CORPORATION COM 656568102 46428 3304515 706855 0 2377000
NORTHERN TRUST CORP COM 665859104 4056 64900 36900 0 0
NORTHROP GRUMMAN CORP COM 666807102 13341 153345 98345 0 0
NOVARTIS ADR SPONSORED AD 66987V109 7285 185235 145585 0 0
NUANCE COMMUNICATIONS INC COM 669967101 0 0 0 0 0
NOVELL INC COM 670006105 1790 358000 0 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 19 680 680 0 0
NOVO-NORDISK A-S ADR ADR 670100205 244 2455 2455 0 0
NUCOR CORP COM 670346105 8198 204604 190135 0 0
NVIDIA CORP COM 67066G104 4315 66470 27470 0 0
OGE ENERGY CORP COM 670837103 0 0 0 0 0
OSI PHARMACEUTICALS INC COM 671040103 0 0 0 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 2599 105000 0 0 0
OFFICE DEPOT INC COM 676220106 1256 143500 143500 0 0
OFFSHORE LOGISTICS INC COM 676255102 19 760 760 0 0
OLD REPUBLIC INTERNATIONAL COR COM 680223104 2125 74820 74820 0 0
OMNICOM GROUP COM 681919106 11276 136050 127430 0 0
ON ASSIGNMENT INC COM 682159108 20 950 950 0 0
ONEOK INC COM 682680103 54 1322 1322 0 0
OPTICAL COMMUNICATION PROD CL A 68382T101 0 0 0 0 0
ORACLE CORPORATION COM 68389X105 145260 9696899 3779191 2500 5134000
ORASURE TECHNOLOGIES INC COM 68554V108 175 21000 21000 0 0
OXFORD HEALTH PLANS INC COM 691471106 0 0 0 0 0
PG&E CORP COM 69331C108 1521 128400 128400 0 0
PMC-SIERRA INC COM 69344F106 0 0 0 0 0
PMI GROUP INC (THE) COM 69344M101 6680 102800 102800 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 171857 2536639 2486546 2600 25100
PPG INDUSTRIES INC COM 693506107 1940 42100 3100 0 0
PACCAR INC COM 693718108 1748 39000 0 0 0
PACIFIC CENTURY CYBERWORKS LTD SPONSORED AD 694059106 344 87016 87016 0 0
PACTIV CORPORATION COM 695257105 12 1027 1027 0 0
PALM INC COM 696642107 981 116700 55700 0 0
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 1653 74615 74060 0 0
PARK PL ENTMT CORP COM 700690100 0 0 0 0 0
PARKER HANNIFIN CORP COM 701094104 2423 61000 0 0 0
PATTERSON ENERGY INC COM 703414102 16 520 520 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
NOBLE DRILLING CORP 1 15000 0 0
NORDSTROM INC 1 0 0 0
NORFOLK SOUTHERN CORP 1 282546 0 1299800
NORSK HYDRO ASA ADR 1 22050 0 0
NORTEL NETWORKS CORPORATION 1 530145 0 2553710
NORTHERN TRUST CORP 1 20300 0 16600
NORTHROP GRUMMAN CORP 1 84445 0 13900
NOVARTIS ADR 1 143005 0 2580
NUANCE COMMUNICATIONS INC 1 0 0 0
NOVELL INC 1 0 0 0
NOVEN PHARMACEUTICALS INC 1 0 0 680
NOVO-NORDISK A-S ADR 1 2455 0 0
NUCOR CORP 1 187435 0 2700
NVIDIA CORP 1 14470 0 13000
OGE ENERGY CORP 1 0 0 0
OSI PHARMACEUTICALS INC 1 0 0 0
OCCIDENTAL PETROLEUM CORP 1 0 0 0
OFFICE DEPOT INC 1 122600 0 20900
OFFSHORE LOGISTICS INC 1 0 0 760
OLD REPUBLIC INTERNATIONAL COR 1 63845 0 10975
OMNICOM GROUP 1 124570 0 2860
ON ASSIGNMENT INC 1 0 0 950
ONEOK INC 1 1322 0 0
OPTICAL COMMUNICATION PROD 1 0 0 0
ORACLE CORPORATION 1 3269181 0 5791710
ORASURE TECHNOLOGIES INC 1 16000 0 5000
OXFORD HEALTH PLANS INC 1 0 0 0
PG&E CORP 1 70600 0 57800
PMC-SIERRA INC 1 0 0 0
PMI GROUP INC (THE) 1 102800 0 0
PNC FINANCIAL SERVICES GROUP 1 2174896 0 339350
PPG INDUSTRIES INC 1 3100 0 0
PACCAR INC 1 0 0 0
PACIFIC CENTURY CYBERWORKS LTD 1 87016 0 0
PACTIV CORPORATION 1 1027 0 0
PALM INC 1 30200 0 25500
PAN PACIFIC RETAIL PROPERTIES 1 68360 0 5700
PARK PL ENTMT CORP 1 0 0 0
PARKER HANNIFIN CORP 1 0 0 0
PATTERSON ENERGY INC 1 0 0 520
19
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
PAYCHEX INC COM 704326107 4648 125409 37409 0 0
PAYLESS SHOESOURCE INC COM 704379106 26 420 420 0 0
PENNEY (JC) CO COM 708160106 7319 457720 127720 0 0
PEOPLES ENERGY CORP COM 711030106 38 980 980 0 0
PEPSI BOTTLING GROUP INC COM 713409100 3964 104285 104285 0 0
PEPSICO INC COM 713448108 165836 3773280 2532008 1800 1134300
PEREGRINE SYSTEMS INC COM 71366Q101 0 0 0 0 0
PETROLEO BRASILEIRO SA ADR SPONSORED AD 71654V408 2274 95560 75675 0 0
PFIZER INC COM 717081103 363569 8878368 5309564 4550 2793975
PHARMACIA CORPORATION COM 71713U102 159386 3164302 2846526 3800 8800
PHELPS DODGE CORP COM 717265102 0 0 0 0 0
PHILIP MORRIS COMPANIES INC COM 718154107 310596 6545757 6357663 9200 69100
PHILLIPS PETROLEUM CO COM 718507106 8461 153689 153689 0 0
PHOTRONICS INC COM 719405102 123 5000 5000 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1094 23850 23850 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 18 1480 1480 0 0
PITNEY BOWES INC COM 724479100 10200 293535 176535 0 0
PLANTRONICS INC COM 727493108 0 0 0 0 0
PLEXUS CORP COM 729132100 0 0 0 0 0
POHANG IRON & STEEL CO ADR SPONSORED AD 730450103 165 9190 9190 0 0
POLARIS INDUSTRIES INC COM 731068102 639 14143 14143 0 0
PORTAL SOFTWARE INC COM 736126103 25 3000 3000 0 0
PORTUGAL TELECOM SGPS ADR SPONSORED AD 737273102 4494 522577 413562 0 0
POST PROPERTIES INC REIT COM 737464107 46 1320 1320 0 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 41 700 700 0 0
POWERGEN PLC ADR SPON ADR FIN 738905405 2831 66787 52937 0 0
POWERWAVE TECHNOLOGIES INC COM 739363109 0 0 0 0 0
POWERTEL INC COM 73936C109 50 907 907 0 0
PRAXAIR INC COM 74005P104 68218 1527847 1500693 2100 7300
PRECISION CASTPARTS CORP COM 740189105 18 540 540 0 0
PRENTISS PROPERTIES TRUST REIT SH BEN INT 740706106 3274 132830 131760 0 0
T ROWE PRICE GROUP INC COM 74144T108 1378 44000 0 0 0
PROCTER & GAMBLE CO COM 742718109 306704 4899432 3305149 4500 1383300
PROGRESSIVE CORP COM 743315103 1038 10700 10700 0 0
PROLOGIS TRUST REIT SH BEN INT 743410102 3371 167894 166640 0 0
PROTECTIVE LIFE CORP COM 743674103 49 1600 1600 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 0 0 0 0 0
PUBLIC STORAGE INC REIT COM 74460D109 201 7640 7640 0 0
PUBLIC STORAGE DEP CL A COM A DP1/10 74460D729 0 1583 1583 0 0
PUERTO RICAN CEMENT CO INC COM 745075101 1923 80124 80124 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
PAYCHEX INC 1 19609 0 17800
PAYLESS SHOESOURCE INC 1 0 0 420
PENNEY (JC) CO 1 80220 0 47500
PEOPLES ENERGY CORP 1 0 0 980
PEPSI BOTTLING GROUP INC 1 56385 0 47900
PEPSICO INC 1 2291808 0 1376300
PEREGRINE SYSTEMS INC 1 0 0 0
PETROLEO BRASILEIRO SA ADR 1 74475 0 1200
PFIZER INC 1 4681722 0 3556467
PHARMACIA CORPORATION 1 2506806 0 352320
PHELPS DODGE CORP 1 0 0 0
PHILIP MORRIS COMPANIES INC 1 5805858 0 630105
PHILLIPS PETROLEUM CO 1 140825 0 12864
PHOTRONICS INC 1 5000 0 0
PINNACLE WEST CAPITAL CORP 1 22400 0 1450
PIONEER STANDARD ELECTRONICS 1 0 0 1480
PITNEY BOWES INC 1 108435 0 68100
PLANTRONICS INC 1 0 0 0
PLEXUS CORP 1 0 0 0
POHANG IRON & STEEL CO ADR 1 9190 0 0
POLARIS INDUSTRIES INC 1 13143 0 1000
PORTAL SOFTWARE INC 1 0 0 3000
PORTUGAL TELECOM SGPS ADR 1 406217 0 7345
POST PROPERTIES INC REIT 1 1320 0 0
POTASH CORP OF SASKATCHEWAN 1 700 0 0
POWERGEN PLC ADR 1 52096 0 841
POWERWAVE TECHNOLOGIES INC 1 0 0 0
POWERTEL INC 1 907 0 0
PRAXAIR INC 1 1298003 0 212090
PRECISION CASTPARTS CORP 1 0 0 540
PRENTISS PROPERTIES TRUST REIT 1 129150 0 2610
T ROWE PRICE GROUP INC 1 0 0 0
PROCTER & GAMBLE CO 1 2787249 0 1925200
PROGRESSIVE CORP 1 5900 0 4800
PROLOGIS TRUST REIT 1 158110 0 8530
PROTECTIVE LIFE CORP 1 1600 0 0
PROVIDIAN FINANCIAL CORP 1 0 0 0
PUBLIC STORAGE INC REIT 1 3300 0 4340
PUBLIC STORAGE DEP CL A 1 1583 0 0
PUERTO RICAN CEMENT CO INC 1 0 0 80124
20
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION MNGR
CLASS NUMBER MARKET PRINCIPAL SHARED
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
PUGET ENERGY INC COM 745310102 0 0 0 0 0 1
PUGET SOUND ENERGY INC*OLD COM 745332106 0 0 0 0 0 1
PULTE CORP COM 745867101 25 610 610 0 0 1
QLOGIC CORP COM 747277101 0 0 0 0 0 1
QUAKER OATS CO COM 747402105 204 2100 2100 0 0 1
QUALCOMM INC COM 747525103 5476 96700 30700 0 0 1
QUANTUM CORP-DLT & STORAGE COM DSSG 747906204 50 4300 4300 0 0 1
QUEST DIAGNOSTICS INC COM 74834L100 5812 65400 30400 0 0 1
QUEST SOFTWARE INC COM 74834T103 417 23500 23500 0 0 1
QUINTILES TRANSNATIONAL CORP COM 748767100 153 8100 8100 0 0 1
QWEST COMMUNICATIONS INTL INC COM 749121109 115362 3291354 3051284 3852 10741 1
RFS HOTEL INVESTORS INC COM 74955J108 7 500 500 0 0 1
RGS ENERGY GROUP INC COM 74956K104 118 3200 3200 0 0 1
RADIAN GROUP INC COM 750236101 3862 57000 24000 0 0 1
RADIOSHACK CORPORATION COM 750438103 8874 241863 239453 0 0 1
RAMBUS INC DEL COM 750917106 62 3000 3000 0 0 1
RALSTON-RALSTON PURINA GROUP COM 751277302 131 4200 4200 0 0 1
RATIONAL SOFTWARE CORP COM NEW 75409P202 176 9940 9940 0 0 1
RAYONIER INC COM 754907103 34 820 820 0 0 1
RAYTHEON CO CL A CL A 755111309 2 71 71 0 0 1
RAYTHEON CO CL B CL B 755111408 26955 917476 885476 0 32000 1
RECKSON ASSOCIATES REALTY REIT COM 75621K106 436 19535 19365 0 0 1
REGENCY CENTERS CORP COM 758849103 13 500 500 0 0 1
REGENCY REALTY CORP REIT*OLD COM 758939102 0 0 0 0 0 1
RELIANT ENERGY INC COM 75952J108 85645 1892716 1868605 0 10000 1
REPSOL YPF SA ADR SPONSORED AD 76026T205 14818 833413 770559 0 0 1
REUTERS GROUP PLC ADR SPONSORED AD 76132M102 89 1189 1189 0 0 1
RITE AID CORP COM 767754104 502 75000 0 0 75000 1
RIVERSTONE NETWORKS INC COM 769320102 0 0 0 0 0 1
ROBERT HALF INTERNATIONAL INC COM 770323103 0 0 0 0 0 1
ROCKWELL INTERNATIONAL CORP COM 773903109 894 24600 24600 0 0 1
ROGERS CORP COM 775133101 19 540 540 0 0 1
ROHM & HAAS CO COM 775371107 1 30 30 0 0 1
ROLLINS INC COM 775711104 23 1200 1200 0 0 1
ROWAN COS INC COM 779382100 15077 548255 542685 0 0 1
ROYAL BK CDA MONTREAL QUE COM 780087102 1241 41300 41300 0 0 1
ROYAL DUTCH PETROLEUM COMPANY NY REG GLD1. 780257804 245899 4435414 2921525 4300 1328554 1
RUSSELL CORP COM 782352108 54 2900 2900 0 0 1
SBC COMMUNICATIONS INC COM 78387G103 336663 7543423 5195452 5250 1997837 1
SCI SYSTEMS INC COM 783890106 0 0 0 0 0 1
ITEM 1 ITEM 8
NAME OF ISSUER VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
PUGET ENERGY INC 0 0 0
PUGET SOUND ENERGY INC*OLD 0 0 0
PULTE CORP 0 0 610
QLOGIC CORP 0 0 0
QUAKER OATS CO 2100 0 0
QUALCOMM INC 15500 0 15200
QUANTUM CORP-DLT & STORAGE 4300 0 0
QUEST DIAGNOSTICS INC 16800 0 13600
QUEST SOFTWARE INC 12300 0 11200
QUINTILES TRANSNATIONAL CORP 7800 0 300
QWEST COMMUNICATIONS INTL INC 2711764 0 354113
RFS HOTEL INVESTORS INC 500 0 0
RGS ENERGY GROUP INC 3200 0 0
RADIAN GROUP INC 13200 0 10800
RADIOSHACK CORPORATION 234523 0 4930
RAMBUS INC DEL 3000 0 0
RALSTON-RALSTON PURINA GROUP 3600 0 600
RATIONAL SOFTWARE CORP 9940 0 0
RAYONIER INC 0 0 820
RAYTHEON CO CL A 71 0 0
RAYTHEON CO CL B 883526 0 33950
RECKSON ASSOCIATES REALTY REIT 18835 0 530
REGENCY CENTERS CORP 500 0 0
REGENCY REALTY CORP REIT*OLD 0 0 0
RELIANT ENERGY INC 1671535 0 207070
REPSOL YPF SA ADR 736911 0 33648
REUTERS GROUP PLC ADR 1189 0 0
RITE AID CORP 75000 0 0
RIVERSTONE NETWORKS INC 0 0 0
ROBERT HALF INTERNATIONAL INC 0 0 0
ROCKWELL INTERNATIONAL CORP 24600 0 0
ROGERS CORP 0 0 540
ROHM & HAAS CO 30 0 0
ROLLINS INC 1200 0 0
ROWAN COS INC 531185 0 11500
ROYAL BK CDA MONTREAL QUE 0 0 41300
ROYAL DUTCH PETROLEUM COMPANY 2507384 0 1817095
RUSSELL CORP 2900 0 0
SBC COMMUNICATIONS INC 4514274 0 2684265
SCI SYSTEMS INC 0 0 0
21
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED
(A) (B)
SK TELECOM ADR SPONSORED AD 78440P108 273 17970 17970 0
SL GREEN REALTY CORP REIT COM 78440X101 3148 114685 113795 0
S & P 500 DEPOSITORY RECEIPTS UNIT SER 1 78462F103 83666 716990 706320 0
SABRE HOLDINGS CORP CL A 785905100 1016 22000 22000 0
SAFECO CORP COM 786429100 32798 1163555 131855 0
SAFEWAY INC COM NEW 786514208 16905 306535 243055 0
ST PAUL COMPANIES COM 792860108 296 6725 6725 0
SALTON INC COM 795757103 0 0 0 0
SAN JUAN BASIN ROYALTY TRUST UNIT BEN INT 798241105 768 50000 50000 0
SAN PAOLO-IMI SPA ADR SPONSORED AD 799175104 2353 86811 68731 0
SANMINA CORP COM 800907107 125 6400 6400 0
SANYO ELEC LTD ADR ADR 5 COM 803038306 509 16275 16275 0
SAP AG ADR SPONSORED AD 803054204 2361 81443 65847 0
SARA LEE CORP COM 803111103 34646 1605476 1345136 0
SCANSOURCE INC COM 806037107 18 540 540 0
SCHERING-PLOUGH CORPORATION COM 806605101 208138 5697738 3762611 5200
SCHLUMBERGER LTD COM 806857108 6915 120030 4030 0
SCHOLASTIC CORP COM 807066105 22 620 620 0
SCHWAB (CHARLES) CORP COM 808513105 8775 569060 211060 0
SCIENTIFIC-ATLANTA INC COM 808655104 4571 109900 18900 0
SCOTTISH POWER PLC ADR SPON ADR FIN 81013T705 2522 96180 75015 0
SEACOR SMIT INC COM 811904101 17 380 380 0
SEALED AIR CORP COM 81211K100 0 0 0 0
SEARS ROEBUCK & CO COM 812387108 2151 61000 0 0
SELECTIVE INSURANCE GROUP COM 816300107 726 31256 31256 0
SENSORMATIC ELECTRONICS CORP COM 817265101 20 1050 1050 0
SERONA SA ADR SPONSORED AD 81752M101 0 0 0 0
SERVICEMASTER COMPANY COM 81760N109 46 4095 4095 0
SHAW GROUP INC COM 820280105 19 400 400 0
SHELL TRANSPORT & TRADING CO A NEW YRK SH N 822703609 5658 121077 94071 0
SHERWIN-WILLIAMS CO COM 824348106 23015 903240 874560 1200
SHURGARD STORAGE CENTERS INC R COM 82567D104 101 3840 3840 0
SIEBEL SYSTEMS INC COM 826170102 2534 93180 32180 0
SIMON PROPERTY GROUP INC REIT COM 828806109 2110 82408 81738 0
SIRIUS SATELLITE RADIO INC COM 82966U103 0 0 0 0
SMITH CHARLES E RESIDENTIAL RE COM 832197107 2993 65785 65305 0
SNAP-ON INC COM 833034101 344 11800 10600 0
SOLECTRON CORP COM 834182107 186 9800 9800 0
SONICWALL INC COM 835470105 102 8400 8400 0
SONOCO PRODUCTS CO COM 835495102 65 3000 3000 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SHARED
OTHER SOLE SHARED NONE
(C) (A) (B) (C)
SK TELECOM ADR 0 1 17970 0 0
SL GREEN REALTY CORP REIT 0 1 109765 0 4030
S & P 500 DEPOSITORY RECEIPTS 3700 1 696580 0 13440
SABRE HOLDINGS CORP 0 1 11500 0 10500
SAFECO CORP 827700 1 90955 0 868600
SAFEWAY INC 0 1 237925 0 5130
ST PAUL COMPANIES 0 1 6725 0 0
SALTON INC 0 1 0 0 0
SAN JUAN BASIN ROYALTY TRUST 0 1 36000 0 14000
SAN PAOLO-IMI SPA ADR 0 1 67485 0 1246
SANMINA CORP 0 1 6400 0 0
SANYO ELEC LTD ADR 0 1 16275 0 0
SAP AG ADR 0 1 64673 0 1174
SARA LEE CORP 22500 1 1073986 0 293650
SCANSOURCE INC 0 1 0 0 540
SCHERING-PLOUGH CORPORATION 1585500 1 3284026 0 2069285
SCHLUMBERGER LTD 0 1 3530 0 500
SCHOLASTIC CORP 0 1 0 0 620
SCHWAB (CHARLES) CORP 0 1 120660 0 90400
SCIENTIFIC-ATLANTA INC 0 1 15900 0 94000
SCOTTISH POWER PLC ADR 0 1 73630 0 1385
SEACOR SMIT INC 0 1 0 0 380
SEALED AIR CORP 0 1 0 0 0
SEARS ROEBUCK & CO 0 1 0 0 0
SELECTIVE INSURANCE GROUP 0 1 29256 0 2000
SENSORMATIC ELECTRONICS CORP 0 1 0 0 1050
SERONA SA ADR 0 1 0 0 0
SERVICEMASTER COMPANY 0 1 4095 0 0
SHAW GROUP INC 0 1 0 0 400
SHELL TRANSPORT & TRADING CO A 0 1 92591 0 1480
SHERWIN-WILLIAMS CO 1500 1 754805 0 122455
SHURGARD STORAGE CENTERS INC R 0 1 3300 0 540
SIEBEL SYSTEMS INC 0 1 20380 0 11800
SIMON PROPERTY GROUP INC REIT 0 1 80238 0 1500
SIRIUS SATELLITE RADIO INC 0 1 0 0 0
SMITH CHARLES E RESIDENTIAL RE 0 1 61185 0 4120
SNAP-ON INC 1200 1 10600 0 1200
SOLECTRON CORP 0 1 9800 0 0
SONICWALL INC 0 1 8400 0 0
SONOCO PRODUCTS CO 0 1 3000 0 0
22
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED
(A) (B)
SONY CORPORATION ADR ADR NEW 835699307 7386 102225 82555 0
SOUTHERN CO COM 842587107 40219 1146181 1119711 0
SOUTHWEST AIRLINES COM 844741108 15008 845543 838683 0
SOVEREIGN BANCORP INC COM 845905108 25 3000 3000 0
SOVRAN SELF STORAGE INC REIT COM 84610H108 42 1720 1720 0
SPIEKER PROPERTIES INC REIT COM 848497103 4791 87345 86685 0
SPRINT CORP (FON GROUP) COM FON GROU 852061100 68417 3111291 2864244 3200
STANDARD-PACIFIC CORP COM 85375C101 20 940 940 0
STARBUCKS CORP COM 855244109 166 3900 3900 0
STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 16820 494555 489055 0
STATE STREET CORP COM 857477103 10321 110507 107764 0
STEELCASE INC CL A 858155203 12 1000 1000 0
STEWART & STEVENSON SERVICES COM 860342104 22 1000 1000 0
STOLT OFFSHORE SA ADR SP ADR REG C 861567105 325 22000 22000 0
STONE ENERGY CORP COM 861642106 0 0 0 0
STORA ENSO OYJ ADR SPON ADR REP 86210M106 37 4030 4030 0
SUIZA FOODS CORP COM 865077101 24 500 500 0
SUMMIT PPTYS INC COM 866239106 2310 94280 93500 0
SUN COMMUNITIES INC REIT COM 866674104 17 500 500 0
SUN MICROSYSTEMS INC COM 866810104 127905 8321728 4811274 6200
SUNGARD DATA SYSTEMS INC COM 867363103 207 4200 4200 0
SUNTRUST BANKS INC COM 867914103 3123 48200 48200 0
SUPERIOR INDS INTL INC COM 868168105 30 880 880 0
SUPERVALU INC COM 868536103 50328 3775561 3739186 4000
SYBASE INC COM 871130100 4052 261400 107400 0
SYBRON DENTAL SPECIALTIES COM 871142105 27 1266 1266 0
SYCAMORE NETWORKS INC COM 871206108 0 0 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 16 790 790 0
SYMANTEC CORP COM 871503108 79 1900 1900 0
SYNCOR INTL CORP DEL COM 87157J106 15 470 470 0
SYNOPSYS INC COM 871607107 178 3800 3800 0
SYNGENTA AG- ADR SPONSORED AD 87160A100 306 29380 23447 0
SYSCO CORP COM 871829107 34006 1282770 1253580 0
TDK CORP ADR AMERN DEP SH 872351408 2991 45386 40266 0
TECO ENERGY INC COM 872375100 1004 33510 33510 0
TRW INC COM 872649108 3213 94500 33500 0
TXU CORPORATION COM 873168108 580 14026 14026 0
TAIWAN SEMICONDUCTOR ADR SPONSORED AD 874039100 474 24290 24290 0
TARGET CORPORATION COM 8.76E+110 215312 5967624 4436262 5800
TAUBMAN CENTERS INC REIT COM 876664103 583 48345 47965 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SHARED
OTHER SOLE SHARED NONE
(C) (A) (B) (C)
SONY CORPORATION ADR 0 1 81395 0 1160
SOUTHERN CO 4600 1 993316 0 130995
SOUTHWEST AIRLINES 0 1 818403 0 20280
SOVEREIGN BANCORP INC 0 1 3000 0 0
SOVRAN SELF STORAGE INC REIT 0 1 0 0 1720
SPIEKER PROPERTIES INC REIT 0 1 81905 0 4780
SPRINT CORP (FON GROUP) 28100 1 2420364 0 475180
STANDARD-PACIFIC CORP 0 1 0 0 940
STARBUCKS CORP 0 1 3900 0 0
STARWOOD HOTELS & RESORTS WORL 0 1 484155 0 4900
STATE STREET CORP 2400 1 86374 0 23790
STEELCASE INC 0 1 1000 0 0
STEWART & STEVENSON SERVICES 0 1 0 0 1000
STOLT OFFSHORE SA ADR 0 1 16000 0 6000
STONE ENERGY CORP 0 1 0 0 0
STORA ENSO OYJ ADR 0 1 0 0 4030
SUIZA FOODS CORP 0 1 0 0 500
SUMMIT PPTYS INC 0 1 92000 0 1500
SUN COMMUNITIES INC REIT 0 1 500 0 0
SUN MICROSYSTEMS INC 3067900 1 4134454 0 3750920
SUNGARD DATA SYSTEMS INC 0 1 4200 0 0
SUNTRUST BANKS INC 0 1 44800 0 3400
SUPERIOR INDS INTL INC 0 1 0 0 880
SUPERVALU INC 14700 1 3035996 0 721890
SYBASE INC 0 1 60900 0 46500
SYBRON DENTAL SPECIALTIES 0 1 1266 0 0
SYCAMORE NETWORKS INC 0 1 0 0 0
SYLVAN LEARNING SYSTEMS INC 0 1 0 0 790
SYMANTEC CORP 0 1 1900 0 0
SYNCOR INTL CORP DEL 0 1 0 0 470
SYNOPSYS INC 0 1 1800 0 2000
SYNGENTA AG- ADR 0 1 23200 0 247
SYSCO CORP 0 1 1151910 0 101670
TDK CORP ADR 0 1 39443 0 823
TECO ENERGY INC 0 1 32010 0 1500
TRW INC 0 1 18400 0 15100
TXU CORPORATION 0 1 12026 0 2000
TAIWAN SEMICONDUCTOR ADR 0 1 24290 0 0
TARGET CORPORATION 1422100 1 3849442 0 2014720
TAUBMAN CENTERS INC REIT 0 1 40225 0 7740
23
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED
(A) (B)
TECH DATA CORP COM 878237106 0 0 0 0
TECUMSEH PRODUCTS CO CL A 878895200 17 350 350 0
TEKELEC COM 879101103 90 5000 5000 0
TELECOM ITALIA SPA ADR SPON ADR ORD 87927W106 5092 50975 41231 0
TELEFONICA SA ADR SPONSORED AD 879382208 2317 48362 48362 0
TELEFONOS DE MEXICO SA ADR SPON ADR ORD 879403780 2025 64214 52289 0
TELEPHONE & DATA SYS INC COM 879433100 66 710 710 0
TELLABS INC COM 879664100 5724 140680 140680 0
TELSTRA CORPORATION LIMITED AD SPON ADR FIN 87969N204 462 29615 29615 0
TENET HEALTHCARE CORPORATION COM 88033G100 1 15 15 0
TENNECO AUTOMOTIVE INC COM 880349105 1 205 205 0
TERADYNE INC COM 880770102 5086 154115 154115 0
TERAYON CORPORATION COM 880775101 0 0 0 0
TETRA TECH INC COM 88162G103 0 0 0 0
TEXACO INC COM 881694103 34992 526995 517795 0
TEXAS INSTRUMENTS INC COM 882508104 152659 4927678 2745248 3200
TEXTRON INC COM 883203101 16878 296930 291700 0
3COM CORP COM 885535104 0 0 0 0
TIDEWATER INC COM 886423102 402 8900 8900 0
TIME WARNER INC*OLD COM 887315109 0 0 0 0
TOKIO MARINE & FIRE INS ADR ADR NEW 889090403 982 19540 19540 0
TORCHMARK CORP COM 891027104 46046 1185845 551845 0
TORO CO COM 891092108 35 760 760 0
TOSCO CORP COM NEW 891490302 1 20 20 0
TOTAL FINA ELF SA ADR SPONSORED AD 8.92E+113 7179 105651 85369 0
TOYOTA MOTOR CORPORATION ADR SP ADR REP2C 892331307 4106 58037 48472 0
TRAVELOCITY.COM INC COM 893953109 0 0 0 0
TRANSWITCH CORP COM 894065101 306 23300 23300 0
TREND MICRO INCORPORATED ADR SPONSORED AD 89486M107 138 31575 31575 0
TRICON GLOBAL RESTAURANTS INC COM 895953107 0 2 2 0
TRIGON HEALTHCARE INC COM 89618L100 108 2100 2100 0
TRINITY INDUSTRIES INC COM 896522109 62 3200 3200 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 333 22500 22500 0
TRUE NORTH COMMUNICATIONS COM 897844106 17 450 450 0
TUPPERWARE CORP COM 899896104 34 1440 1440 0
TYCO INTERNATIONAL LTD COM 902124106 221612 5126348 3320955 4600
TYSON FOODS INC CL A 902494103 16 1200 1200 0
UST INC COM 902911106 8976 298700 298700 0
US BANCORP COM NEW 902973304 1891 81511 81511 0
US ONCOLOGY INC COM 90338W103 118 14500 14500 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SHARED
OTHER SOLE SHARED NONE
(C) (A) (B) (C)
TECH DATA CORP 0 1 0 0 0
TECUMSEH PRODUCTS CO 0 1 0 0 350
TEKELEC 0 1 5000 0 0
TELECOM ITALIA SPA ADR 0 1 40595 0 636
TELEFONICA SA ADR 0 1 28776 0 19586
TELEFONOS DE MEXICO SA ADR 0 1 49101 0 3188
TELEPHONE & DATA SYS INC 0 1 710 0 0
TELLABS INC 0 1 99490 0 41190
TELSTRA CORPORATION LIMITED AD 0 1 29615 0 0
TENET HEALTHCARE CORPORATION 0 1 15 0 0
TENNECO AUTOMOTIVE INC 0 1 205 0 0
TERADYNE INC 0 1 152115 0 2000
TERAYON CORPORATION 0 1 0 0 0
TETRA TECH INC 0 1 0 0 0
TEXACO INC 9200 1 481585 0 45410
TEXAS INSTRUMENTS INC 1939100 1 2394098 0 2339250
TEXTRON INC 0 1 235650 0 56050
3COM CORP 0 1 0 0 0
TIDEWATER INC 0 1 8900 0 0
TIME WARNER INC*OLD 0 1 0 0 0
TOKIO MARINE & FIRE INS ADR 0 1 19540 0 0
TORCHMARK CORP 634000 1 447695 0 738150
TORO CO 0 1 0 0 760
TOSCO CORP 0 1 20 0 0
TOTAL FINA ELF SA ADR 0 1 84303 0 1066
TOYOTA MOTOR CORPORATION ADR 0 1 48023 0 449
TRAVELOCITY.COM INC 0 1 0 0 0
TRANSWITCH CORP 0 1 12200 0 11100
TREND MICRO INCORPORATED ADR 0 1 31575 0 0
TRICON GLOBAL RESTAURANTS INC 0 1 1 0 1
TRIGON HEALTHCARE INC 0 1 2100 0 0
TRINITY INDUSTRIES INC 0 1 3200 0 0
TRIQUINT SEMICONDUCTOR INC 0 1 11800 0 10700
TRUE NORTH COMMUNICATIONS 0 1 0 0 450
TUPPERWARE CORP 0 1 0 0 1440
TYCO INTERNATIONAL LTD 1579490 1 2936785 0 1968260
TYSON FOODS INC 0 1 1200 0 0
UST INC 0 1 276400 0 22300
US BANCORP 0 1 54811 0 26700
US ONCOLOGY INC 0 1 14500 0 0
24
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 119 3300 3300 0 0
ULTRATECH STEPPER INC COM 904034105 18 730 730 0 0
UNIFI INC COM 904677101 118 16700 16700 0 0
UNILEVER NV ADR N Y SHS NEW 904784709 7870 149508 110841 0 10000
UNION CARBIDE CORP*OLD COM 905581104 0 0 0 0 0
UNION PACIFIC CORP COM 907818108 62857 1117451 1100759 2300 6300
UNION PLANTERS CORP COM 908068109 158 4100 4100 0 0
UNIONBANCAL CORP COM 908906100 64 2200 2200 0 0
UNISYS CORPORATION COM 909214108 3756 268300 268300 0 0
UNITED MICROELECTRONICS ADR SPONSORED AD 910873207 383 40930 40930 0 0
UNITED PARCEL SERVICE INC CL B 911312106 347 6100 6100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 102973 1404817 1177202 950 125500
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 53007 894475 605085 0 0
UNITRIN INC COM 913275103 698 19200 19200 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 0 0 0 0 0
UNIVISION COMMUNICATIONS INC CL A 914906102 0 0 0 0 0
UNOCAL CORP COM 915289102 21 600 600 0 0
UNOVA INC COM 91529B106 0 0 0 0 0
UNUMPROVIDENT CORP COM 91529Y106 24038 822664 809664 0 13000
USFREIGHTWAYS CORPORATION COM 916906100 0 0 0 0 0
UTILICORP UNITED INC COM 918005109 210 6500 6500 0 0
VF CORPORATION COM 918204108 5868 167648 167558 0 0
VALERO ENERGY CORP COM 91913Y100 6664 187730 730 0 0
VARIAN INC COM 922206107 0 0 0 0 0
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 0 0 0 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 26 420 420 0 0
VERITAS SOFTWARE CORP COM 923436109 7961 172165 137995 0 0
VERITY INC COM 92343C106 15 660 660 0 0
VERISIGN INC COM 9.23E+106 99 2800 2800 0 0
VERIZON COMMUNICATIONS COM 92343V104 306524 6217532 4324605 5000 1710834
VERTEX PHARMACEUTICALS INC COM 92532F100 870 23760 23760 0 0
VIACOM INC CL B CL B 925524308 42398 964254 791352 0 6000
VIAD CORP COM 92552R109 62 2600 2600 0 0
VIGNETTE CORP COM 926734104 0 0 0 0 0
VISTEON CORP COM 92839U107 2350 156236 152284 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 164 6900 6900 0 0
VIVENDI UNIVERSAL SP ADR SPON ADR NEW 92851S204 2889 47633 38065 0 0
VODAFONE GROUP PLC ADR SPONSORED AD 92857W100 408 15020 15020 0 0
VOICESTREAM WIRELESS CORP COM 928615103 279 3023 3023 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ULTRAMAR DIAMOND SHAMROCK CORP 1 3300 0 0
ULTRATECH STEPPER INC 1 0 0 730
UNIFI INC 1 13600 0 3100
UNILEVER NV ADR 1 117872 0 2969
UNION CARBIDE CORP*OLD 1 0 0 0
UNION PACIFIC CORP 1 918244 0 191115
UNION PLANTERS CORP 1 4100 0 0
UNIONBANCAL CORP 1 2200 0 0
UNISYS CORPORATION 1 266600 0 1700
UNITED MICROELECTRONICS ADR 1 40930 0 0
UNITED PARCEL SERVICE INC 1 6100 0 0
UNITED TECHNOLOGIES CORP 1 1041282 0 351670
UNITEDHEALTH GROUP INCORPORATE 1 554355 0 306730
UNITRIN INC 1 19200 0 0
UNIVERSAL HLTH SVCS INC 1 0 0 0
UNIVISION COMMUNICATIONS INC 1 0 0 0
UNOCAL CORP 1 600 0 0
UNOVA INC 1 0 0 0
UNUMPROVIDENT CORP 1 729824 0 92840
USFREIGHTWAYS CORPORATION 1 0 0 0
UTILICORP UNITED INC 1 6500 0 0
VF CORPORATION 1 167558 0 0
VALERO ENERGY CORP 1 0 0 730
1
VARIAN INC 1 0 0 0
VARIAN SEMICONDUCTOR EQUIPMENT 1 0 0 0
VARIAN MEDICAL SYSTEMS INC 1 0 0 420
VERITAS SOFTWARE CORP 1 123795 0 14200
VERITY INC 1 0 0 660
VERISIGN INC 1 2800 0 0
VERIZON COMMUNICATIONS 1 3721091 0 2319348
VERTEX PHARMACEUTICALS INC 1 13060 0 10700
VIACOM INC CL B 1 730632 0 66720
VIAD CORP 1 2600 0 0
VIGNETTE CORP 1 0 0 0
VISTEON CORP 1 83220 0 69066
VITESSE SEMICONDUCTOR CORP 1 4200 0 2700
VIVENDI UNIVERSAL SP ADR 1 37365 0 700
VODAFONE GROUP PLC ADR 1 15020 0 0
VOICESTREAM WIRELESS CORP 1 3023 0 0
25
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
VORNADO REALTY TRUST REIT SH BEN INT 929042109 4415 123215 122370 0 0
VULCAN MATERIALS CO COM 929160109 1111 23725 23725 0 0
WACHOVIA CORP COM 929771103 887 14730 14700 0 0
WACOAL CORP ADR ADR 930004205 911 22640 22640 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 0 16 16 0 0
WADDELL & REED FINAN CL B*OLD CL B 930059209 2 72 72 0 0
WAL-MART STORES INC COM 931142103 205279 4064921 1557226 0 1881000
WALGREEN CO COM 931422109 3984 97635 28635 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 70 4300 4300 0 0
WASHINGTON FEDERAL INC COM 938824109 44 1771 1771 0 0
WASHINGTON MUTUAL INC COM 939322103 55 1000 1000 0 0
WASHINGTON REAL ESTATE INV SH BEN INT 939653101 1565 67070 66550 0 0
WASTE MANAGEMENT INC COM 94106L109 24951 1010171 969356 0 40815
WATERS CORP COM 941848103 167 3590 3590 0 0
WEATHERFORD INTL INC COM 947074100 84 1700 1700 0 0
WEBMD CORPORATION COM 94769M105 3 600 600 0 0
WEBSTER FINANCIAL CORP COM 947890109 26 890 890 0 0
WEINGARTEN REALTY INVESTORS RE SH BEN INT 948741103 1604 37930 37615 0 0
WELLS FARGO & COMPANY COM 949746101 370994 7499375 4459083 4000 2706700
WENDY'S INTERNATIONAL INC COM 950590109 0 0 0 0 0
WESTAMERICA BANCORPORATION COM 957090103 33 870 870 0 0
WESTERN RESOURCES INC COM 959425109 98 4100 4100 0 0
WESTVACO CORP COM 961548104 2387 98495 98495 0 0
WEYERHAEUSER CO COM 962166104 5219 102750 102750 0 0
WHIRLPOOL CORP COM 963320106 38656 773275 204275 0 569000
WILD OATS MARKETS INC COM 96808B107 90 10000 10000 0 0
WILLAMETTE INDUSTRIES COM 969133107 0 0 0 0 0
WILLIAMS COS INC COM 969457100 3527 82300 32300 0 0
WIND RIVER SYSTEMS INC COM 973149107 128 5500 5500 0 0
WINN-DIXIE STORES INC COM 974280109 422 14890 14890 0 0
WOLVERINE WORLD WIDE INC COM 978097103 76 5200 5200 0 0
WORLDCOM INC COM 98157D106 294840 15777404 12002941 14500 3202850
WORTHINGTON INDUSTRIES COM 981811102 25 2720 2720 0 0
XCEL ENERGY INC COM 98389B100 2496 82900 82900 0 0
XILINX INC COM 983919101 53 1500 1500 0 0
XEROX CORP COM 984121103 161 26800 26800 0 0
YAHOO INC COM 984332106 43 2700 2700 0 0
YORK INTERNATIONAL CORP COM 986670107 757 27350 27350 0 0
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 76 1990 1990 0 0
ZIONS BANCORPORATION COM 989701107 36 700 700 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
VORNADO REALTY TRUST REIT 1 116800 0 5570
VULCAN MATERIALS CO 1 9825 0 13900
WACHOVIA CORP 1 11620 0 3080
WACOAL CORP ADR 1 22640 0 0
WADDELL & REED FINANCIAL INC 1 0 0 16
WADDELL & REED FINAN CL B*OLD 1 0 0 72
WAL-MART STORES INC 1 1415336 0 2185890
WALGREEN CO 1 21335 0 7300
WALLACE COMPUTER SERVICES INC 1 4300 0 0
WASHINGTON FEDERAL INC 1 0 0 1771
WASHINGTON MUTUAL INC 1 0 0 1000
WASHINGTON REAL ESTATE INV 1 66020 0 530
WASTE MANAGEMENT INC 1 796730 0 213441
WATERS CORP 1 3590 0 0
WEATHERFORD INTL INC 1 1700 0 0
WEBMD CORPORATION 1 600 0 0
WEBSTER FINANCIAL CORP 1 0 0 890
WEINGARTEN REALTY INVESTORS RE 1 34715 0 2900
WELLS FARGO & COMPANY 1 3872733 0 3297050
WENDY'S INTERNATIONAL INC 1 0 0 0
WESTAMERICA BANCORPORATION 1 0 0 870
WESTERN RESOURCES INC 1 4100 0 0
WESTVACO CORP 1 98495 0 0
WEYERHAEUSER CO 1 102750 0 0
WHIRLPOOL CORP 1 181375 0 591900
WILD OATS MARKETS INC 1 10000 0 0
WILLAMETTE INDUSTRIES 1 0 0 0
WILLIAMS COS INC 1 18300 0 14000
WIND RIVER SYSTEMS INC 1 5500 0 0
WINN-DIXIE STORES INC 1 14890 0 0
WOLVERINE WORLD WIDE INC 1 5200 0 0
WORLDCOM INC 1 10451279 0 4836512
WORTHINGTON INDUSTRIES 1 0 0 2720
XCEL ENERGY INC 1 45600 0 37300
XILINX INC 1 1500 0 0
XEROX CORP 1 17100 0 9700
YAHOO INC 1 2700 0 0
YORK INTERNATIONAL CORP 1 21600 0 5750
ZEBRA TECHNOLOGIES CORP CL A 1 1600 0 390
ZIONS BANCORPORATION 1 700 0 0
26
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ZOLL MEDICAL CORP COM 989922109 14 400 400 0 0
DAIMLERCHRYSLER AG ORD D1668R123 0 0 0 0 0
ACE LTD ORD G0070K103 0 0 0 0 0
GARMIN LTD ORD G37260109 0 0 0 0 0
GLOBAL CROSSING LTD COM G3921A100 565 41900 41900 0 0
SANTA FE INTERNATIONAL CORP ORD G7805C108 0 0 0 0 0
HILFIGER TOMMY CORP ORD G8915Z102 0 0 0 0 0
TRANSOCEAN SEDCO FOREX INC ORD G90078109 28900 666663 657169 1000 4100
XL CAPITAL LIMITED CL A G98255105 34615 455035 439035 0 16000
CHECK POINT SOFTWARE TECH LTD ORD M22465104 204 4300 4300 0 0
BANCO LATINOAMERICANO DE CL E CL E P16994132 200 6500 6500 0 0
REPORT TOTALS 21269155 534961155 368189359 347131 131934208
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ZOLL MEDICAL CORP 1 0 0 400
DAIMLERCHRYSLER AG 1 0 0 0
ACE LTD 1 0 0 0
GARMIN LTD 1 0 0 0
GLOBAL CROSSING LTD 1 41900 0 0
SANTA FE INTERNATIONAL CORP 1 0 0 0
HILFIGER TOMMY CORP 1 0 0 0
TRANSOCEAN SEDCO FOREX INC 1 553498 0 108771
XL CAPITAL LIMITED 1 362135 0 92900
CHECK POINT SOFTWARE TECH LTD 1 2100 0 2200
BANCO LATINOAMERICANO DE CL E 1 4500 0 2000
REPORT TOTALS 318820952 0 185594559
27
13 FILING REPORT
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
AMB PROPERTY CORP COM 00163T109 90476 4208199 4208199 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 16925 443200 443200 0 0
ARCHSTONE CMNTYS TR SH BEN INT 39581103 46 2300 2300 0 0
ARDEN REALTY INC COM 39793104 18279 875622 875622 0 0
AVALONBAY COMMUNITIES INC COM 53484101 21502 587091 587091 0 0
BOSTON PROPERTIES INC COM 101121101 21757 683900 683900 0 0
CBL & ASSOC PPTYS INC COM 124830100 65 3200 3200 0 0
CAMDEN PPTY TR SH BEN INT 133131102 371 13724 13724 0 0
CARRAMERICA RLTY CORP COM 144418100 12552 590676 590676 0 0
CENTERPOINT PPTYS TR SH BEN INT 151895109 5371 147400 147400 0 0
COUSINS PPTYS INC COM 222795106 18 500 500 0 0
DUKE WEEKS REALTY CORP COM NEW 264411505 17567 918538 918538 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 25937 1032311 1032311 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 21440 533495 533495 0 0
ESSEX PPTY TR INC COM 297178105 12892 358103 358103 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 135 7000 7000 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 608 22300 22300 0 0
GABLES RESIDENTIAL TR SH BEN INT 362418105 32 1400 1400 0 0
GENERAL GROWTH PPTYS INC COM 370021107 14994 492624 492624 0 0
HIGHWOODS PPTYS INC COM 431284108 224 10500 10500 0 0
HOME PPTYS N Y INC COM 437306103 8710 325600 325600 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 13188 651281 651281 0 0
KILROY RLTY CORP COM 49427F108 13121 622961 622961 0 0
KIMCO REALTY CORP COM 49446R109 16320 435200 435200 0 0
LIBERTY PPTY TR SH BEN INT 531172104 18036 753453 753453 0 0
MACERICH CO COM 554382101 2036 98700 98700 0 0
MACK CALI RLTY CORP COM 554489104 176 6900 6900 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 6295 272200 272200 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 3310 179512 179512 0 0
POST PPTYS INC COM 737464107 9090 225500 225500 0 0
PRENTISS PPTYS TR SH BEN INT 740706106 18014 807371 807371 0 0
PROLOGIS TR SH BEN INT 743410102 15986 830452 830452 0 0
PUBLIC STORAGE INC COM 74460D109 14596 695026 695026 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
AMB PROPERTY CORP 1 4208199 0 0
APARTMENT INVT & MGMT CO 1 443200 0 0
ARCHSTONE CMNTYS TR 1 2300 0 0
ARDEN REALTY INC 1 875622 0 0
AVALONBAY COMMUNITIES INC 1 587091 0 0
BOSTON PROPERTIES INC 1 683900 0 0
CBL & ASSOC PPTYS INC 1 3200 0 0
CAMDEN PPTY TR 1 13724 0 0
CARRAMERICA RLTY CORP 1 590676 0 0
CENTERPOINT PPTYS TR 1 147400 0 0
COUSINS PPTYS INC 1 500 0 0
DUKE WEEKS REALTY CORP 1 918538 0 0
EQUITY OFFICE PROPERTIES TRUST 1 1032311 0 0
EQUITY RESIDENTIAL PPTYS TR 1 533495 0 0
ESSEX PPTY TR INC 1 358103 0 0
FEDERAL REALTY INVT TR 1 7000 0 0
FIRST INDUSTRIAL REALTY TRUST 1 22300 0 0
GABLES RESIDENTIAL TR 1 1400 0 0
GENERAL GROWTH PPTYS INC 1 492624 0 0
HIGHWOODS PPTYS INC 1 10500 0 0
HOME PPTYS N Y INC 1 325600 0 0
HOSPITALITY PPTYS TR 1 651281 0 0
KILROY RLTY CORP 1 622961 0 0
KIMCO REALTY CORP 1 435200 0 0
LIBERTY PPTY TR 1 753453 0 0
MACERICH CO 1 98700 0 0
MACK CALI RLTY CORP 1 6900 0 0
MANUFACTURED HOME CMNTYS INC 1 272200 0 0
PAN PACIFIC RETAIL PPTYS INC 1 179512 0 0
POST PPTYS INC 1 225500 0 0
PRENTISS PPTYS TR 1 807371 0 0
PROLOGIS TR 1 830452 0 0
PUBLIC STORAGE INC 1 695026 0 0
28
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
RECKSON ASSOCS RLTY CORP COM 75621K106 8057 429700 429700 0 0
REGENCY RLTY CORP COM 758939102 387 19600 19600 0 0
SL GREEN RLTY CORP COM 78440X101 11398 479922 479922 0 0
SHURGARD STORAGE CTRS INC COM 82567D104 55 2100 2100 0 0
SIMON PPTY GROUP INC NEW COM 828806109 10721 459903 459903 0 0
SMITH CHARLES E RESDNTL RLTY COM 832197107 14544 402613 402613 0 0
SPIEKER PPTYS INC COM 848497103 6973 156700 156700 0 0
SUN COMMUNITIES INC COM 866674104 9947 344500 344500 0 0
TAUBMAN CTRS INC COM 876664103 7814 702400 702400 0 0
TRIZEC HAHN CORP SUB VTG 896938107 483 32200 32200 0 0
VORNADO RLTY TR SH BEN INT 929042109 22238 663814 663814 0 0
TOTAL 512686 20529691 20529691
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
RECKSON ASSOCS RLTY CORP 1 429700 0 0
REGENCY RLTY CORP 1 19600 0 0
SL GREEN RLTY CORP 1 479922 0 0
SHURGARD STORAGE CTRS INC 1 2100 0 0
SIMON PPTY GROUP INC NEW 1 459903 0 0
SMITH CHARLES E RESDNTL RLTY 1 402613 0 0
SPIEKER PPTYS INC 1 156700 0 0
SUN COMMUNITIES INC 1 344500 0 0
TAUBMAN CTRS INC 1 702400 0 0
TRIZEC HAHN CORP 1 32200 0 0
VORNADO RLTY TR 1 663814 0 0
TOTAL 20529691
29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
3COM CORP COM 885535104 283 49525 42025 0 0
99 CENTS ONLY STORES COM 65440K106 2188 94697 94697 0 0
A T & T WIRELESS GROUP COM WIRLES G 001957406 1448 75500 61100 0 0
ABBOTT LABORATORIES COM 002824100 25639 543318 446718 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 1030 31500 6400 0 0
ACCREDO HEALTH INC COM 00437V104 2026 61975 61975 0 0
ACE LTD ORD G0070K103 2187 59500 33600 0 0
ADAPTEC INC COM 00651F108 90 10400 10400 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 4206 494824 481424 0 0
ADELPHIA BUSINESS SOLUTIONS CL A 006847107 200 42100 42100 0 0
ADELPHIA COMMUNICATIONS CL A CL A 006848105 2982 73620 55800 0 0
ADOBE SYSTEMS INC COM 00724F101 11746 335900 236900 0 0
ADVANCED MICRO DEVICES COM 007903107 4177 157384 142884 0 0
ADVANCEPCS COM 00790K109 1080 19900 19900 0 0
AEROFLEX INC COM 007768104 701 68000 68000 0 0
AES CORPORATION COM 00130H105 2819 56428 56428 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3071 65350 65350 0 0
AFLAC INC COM 001055102 57746 2096800 1864500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4345 141402 118302 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 23356 608220 393120 0 0
AKAMAI TECHNOLOGIES COM 00971T101 2806 327729 233529 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 847 24200 24200 0 0
ALBERTO CULVER CO CL B CL B CONV 013068101 238 6004 6004 0 0
ALBERTSON'S INC COM 013104104 1642 51592 47892 0 0
ALCAN INC COM 013716105 2098 58276 47176 0 0
ALCOA INC COM 013817101 13190 366888 310388 0 0
ALKERMES INC COM 01642T108 614 28000 26700 0 0
ALLEGHENY ENERGY INC COM 017361106 1218 26325 24125 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 430 24683 22183 0 0
ALLEGIANCE TELECOM INC COM 01747T102 1585 107450 102100 0 0
ALLERGAN INC COM 018490102 120949 1631140 1368340 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 1328 15000 0 0 0
ALLIED WASTE INDUSTRIES INC COM 019589308 325 20700 20700 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
3COM CORP 1 49525 0 0
99 CENTS ONLY STORES 1 82048 0 12649
A T & T WIRELESS GROUP 1 75500 0 0
ABBOTT LABORATORIES 1 502768 0 6150
ABERCROMBIE & FITCH CO CL A 1 7500 0 24000
ACCREDO HEALTH INC 1 28875 0 33100
ACE LTD 1 32300 0 27200
ADAPTEC INC 1 10400 0 0
ADC TELECOMMUNICATIONS INC 1 95224 0 389600
ADELPHIA BUSINESS SOLUTIONS 1 0 0 42100
ADELPHIA COMMUNICATIONS CL A 1 54800 0 18820
ADOBE SYSTEMS INC 1 313400 0 10900
ADVANCED MICRO DEVICES 1 148784 0 500
ADVANCEPCS 1 11400 0 8500
AEROFLEX INC 1 36750 0 31250
AES CORPORATION 1 56428 0 0
AFFILIATED MANAGERS GROUP 1 55650 0 9700
AFLAC INC 1 209900 0 1872100
AGILENT TECHNOLOGIES INC 1 131202 0 600
AIR PRODUCTS & CHEMICALS INC 1 567820 0 16600
AKAMAI TECHNOLOGIES 1 302929 0 16800
ALBANY MOLECULAR RESEARCH 1 14200 0 10000
ALBERTO CULVER CO CL B 1 6004 0 0
ALBERTSON'S INC 1 48692 0 200
ALCAN INC 1 49776 0 500
ALCOA INC 1 331488 0 6300
ALKERMES INC 1 20000 0 8000
ALLEGHENY ENERGY INC 1 26325 0 0
ALLEGHENY TECHNOLOGIES INC 1 24683 0 0
ALLEGIANCE TELECOM INC 1 94400 0 13050
ALLERGAN INC 1 591640 0 1017200
ALLIANT TECHSYSTEMS INC 1 0 0 15000
ALLIED WASTE INDUSTRIES INC 1 20700 0 0
30
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ALLMERICA FINANCIAL CORP COM 019754100 540 10400 8800 0 0
ALLOS THERAPEUTICS INC COM 019777101 7389 1271251 1271251 0 0
ALLSTATE CORP COM 020002101 36052 859616 581716 0 0
ALLTEL CORP COM 020039103 3064 58400 54600 0 0
ALPHA INDUSTRIES INC COM 020753109 751 47700 46500 0 0
ALTERA CORPORATION COM 021441100 15717 733174 660174 0 0
ALZA CORP COM 022615108 108544 2680090 2438290 0 0
AMAZON.COM INC COM 023135106 131 12800 10000 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 17042 268679 196679 0 0
AMDOCS LTD ORD G02602103 14491 302531 286331 0 0
AMERADA HESS CORP COM 023551104 2466 31566 23066 0 0
AMEREN CORPORATION COM 023608102 2400 58600 51900 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 460 18100 18100 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 1987 69100 68900 0 0
AMERICAN ELECTRIC POWER COM 025537101 4891 104063 85963 0 0
AMERICAN EXPRESS COMPANY COM 025816109 16814 407126 338026 0 0
AMERICAN GENERAL CORP COM 026351106 11923 311722 273522 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 59234 1008238 756738 0 0
AMERICAN INTERNATIONAL GROUP COM 026874107 91529 1137012 892412 0 0
AMERICAN POWER CONVERSION COM 029066107 265 20548 20548 0 0
AMERICAN STANDARD COMPANIES COM 029712106 3822 64700 21000 0 0
AMERICAN TOWER CORP CL A CL A 029912201 278 15000 12700 0 0
AMERICREDIT CORP COM 03060R101 996 30700 30700 0 0
AMGEN INC COM 031162100 34138 567200 425400 0 0
AMPHENOL CORP CL A CL A 032095101 381 12100 9400 0 0
AMR CORP/DEL COM 001765106 26059 742010 480210 0 0
AMSOUTH BANCORPORATION COM 032165102 669 39800 39800 0 0
ANADARKO PETROLEUM CORP COM 032511107 26674 424876 336476 0 0
ANALOG DEVICES COM 032654105 31377 865800 651100 0 0
ANAREN MICROWAVE INC COM 032744104 644 51300 51300 0 0
ANDREW CORP COM 034425108 352 24499 22099 0 0
ANDRX GROUP COM 034553107 225 4600 3900 0 0
ANHEUSER-BUSCH COS INC COM 035229103 136590 2973880 2342580 0 0
AON CORP COM 037389103 3846 108325 108325 0 0
APACHE CORP COM 037411105 9625 167068 131668 0 0
APOLLO GROUP INC CL A CL A 037604105 223 6800 5800 0 0
APPLE COMPUTER INC COM 037833100 808 36608 36608 0 0
APPLIED MATERIALS INC COM 038222105 28838 662940 617340 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 1739 105382 100382 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ALLMERICA FINANCIAL CORP 1 10400 0 0
ALLOS THERAPEUTICS INC 1 1271251 0 0
ALLSTATE CORP 1 793516 0 23300
ALLTEL CORP 1 58400 0 0
ALPHA INDUSTRIES INC 1 30000 0 17700
ALTERA CORPORATION 1 312174 0 415400
ALZA CORP 1 478090 0 2196000
AMAZON.COM INC 1 11800 0 0
AMBAC FINANCIAL GROUP INC 1 245879 0 11100
AMDOCS LTD 1 65731 0 236800
AMERADA HESS CORP 1 24516 0 4850
AMEREN CORPORATION 1 58600 0 0
AMERICAN CAPITAL STRATEGIES 1 0 0 18100
AMERICAN EAGLE OUTFITTERS 1 61100 0 8000
AMERICAN ELECTRIC POWER 1 95463 0 500
AMERICAN EXPRESS COMPANY 1 373626 0 4200
AMERICAN GENERAL CORP 1 292722 0 6300
AMERICAN HOME PRODUCTS CORP 1 942888 0 16250
AMERICAN INTERNATIONAL GROUP 1 741612 0 336700
AMERICAN POWER CONVERSION 1 20548 0 0
AMERICAN STANDARD COMPANIES 1 34700 0 30000
AMERICAN TOWER CORP CL A 1 15000 0 0
AMERICREDIT CORP 1 17500 0 13200
AMGEN INC 1 530200 0 3300
AMPHENOL CORP CL A 1 12100 0 0
AMR CORP/DEL 1 699410 0 19300
AMSOUTH BANCORPORATION 1 39800 0 0
ANADARKO PETROLEUM CORP 1 97976 0 320700
ANALOG DEVICES 1 597200 0 247200
ANAREN MICROWAVE INC 1 21800 0 29500
ANDREW CORP 1 24499 0 0
ANDRX GROUP 1 4600 0 0
ANHEUSER-BUSCH COS INC 1 1330700 0 1580180
AON CORP 1 102975 0 5350
APACHE CORP 1 155668 0 5900
APOLLO GROUP INC CL A 1 6800 0 0
APPLE COMPUTER INC 1 36608 0 0
APPLIED MATERIALS INC 1 379640 0 261900
APPLIED MICRO CIRCUITS CORP 1 105382 0 0
31
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE OF CUSIP FAIR SHARES OR INVESTMENT DISCRETION
CLASS NUMBER MARKET PRINCIPAL
VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ARCHER-DANIELS-MIDLAND CO COM 039483102 1467 111545 91445 0 0
ARIBA INC COM 04033V104 3546 448500 339900 0 0
ARMOR HOLDINGS INC COM 042260109 496 28200 28200 0 0
ARROW ELECTRONICS INC COM 042735100 13348 590600 370100 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 2736 228000 204100 0 0
ASHLAND INC COM 044204105 9665 251700 166000 0 0
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 6498 299600 298800 0 0
ASPECT MEDICAL SYSTEMS INC COM 045235108 884 76070 76070 0 0
ASPEN TECHNOLOGY INC COM 045327103 716 30000 30000 0 0
AT&T CORP COM 001957109 28074 1318015 1103915 0 0
AT&T CORP LIBERTY MEDIA CL A COM LIB GRP 001957208 67665 4833240 4476540 0 0
ATLANTIC COAST AIRLINES HLDG COM 048396105 798 38000 38000 0 0
ATLAS AIR WORLDWIDE HLDGS COM 049164106 833 29600 29600 0 0
ATMEL CORP COM 049513104 794 80900 70600 0 0
ATWOOD OCEANICS INC COM 050095108 998 24400 24400 0 0
AUTOMATIC DATA PROCESSING COM 053015103 51689 950520 822020 0 0
AUTONATION INC COM 05329W102 2348 260900 189100 0 0
AUTOZONE INC COM 053332102 6171 220228 163228 0 0
AVERY DENNISON CORP COM 053611109 562 10800 10800 0 0
AVICI SYSTEMS INC COM 05367L109 226 28210 28210 0 0
AVNET INC COM 053807103 508 24800 21000 0 0
AVON PRODUCTS INC COM 054303102 13114 327928 258028 0 0
AVX CORP COM 002444107 399 23100 19600 0 0
AXT INC COM 00246W103 2088 139200 108800 0 0
BAKER HUGHES INC COM 057224107 63785 1756667 1610567 0 0
BANK OF AMERICA CORP COM 060505104 59340 1083828 984328 0 0
BANK OF NEW YORK CO INC COM 064057102 36255 736300 467500 0 0
BANK ONE CORP COM 06423A103 9456 261362 226062 0 0
BARD (C.R.) INC COM 067383109 2084 45896 39696 0 0
BARRETT RESOURCES CORP COM 068480201 673 11200 11200 0 0
BARRICK GOLD CORP COM 067901108 7974 558000 399200 0 0
BAUSCH & LOMB INC COM 071707103 260 5691 5691 0 0
BAXTER INTERNATIONAL INC COM 071813109 5936 63060 46260 0 0
BB&T CORPORATION COM 054937107 5346 152012 127812 0 0
BEA SYSTEMS INC COM 073325102 14420 490900 406900 0 0
BEAR STEARNS COMPANIES INC COM 073902108 11633 254332 184732 0 0
BECKMAN COULTER INC COM 075811109 1263 32300 600 0 0
BECTON DICKINSON & CO COM 075887109 1464 41440 34940 0 0
BED BATH & BEYOND INC COM 075896100 46091 1876480 1576880 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MNGR VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ARCHER-DANIELS-MIDLAND CO 1 96145 0 900
ARIBA INC 1 266100 0 167300
ARMOR HOLDINGS INC 1 0 0 28200
ARROW ELECTRONICS INC 1 548300 0 14100
ART TECHNOLOGY GROUP INC 1 74500 0 153500
ASHLAND INC 1 248200 0 1900
ASM LITHOGRAPHY HLDG N V 1 800 0 298800
ASPECT MEDICAL SYSTEMS INC 1 76070 0 0
ASPEN TECHNOLOGY INC 1 17200 0 12800
AT&T CORP 1 1204337 0 17378
AT&T CORP LIBERTY MEDIA CL A 1 783740 0 4049500
ATLANTIC COAST AIRLINES HLDG 1 21800 0 16200
ATLAS AIR WORLDWIDE HLDGS 1 17000 0 12600
ATMEL CORP 1 68000 0 12900
ATWOOD OCEANICS INC 1 14000 0 10400
AUTOMATIC DATA PROCESSING 1 399420 0 532000
AUTONATION INC 1 260900 0 0
AUTOZONE INC 1 205328 0 10400
AVERY DENNISON CORP 1 10800 0 0
AVICI SYSTEMS INC 1 28210 0 0
AVNET INC 1 24800 0 0
AVON PRODUCTS INC 1 307728 0 14400
AVX CORP 1 23100 0 0
AXT INC 1 79800 0 59400
BAKER HUGHES INC 1 77417 0 1679250
BANK OF AMERICA CORP 1 551717 0 490311
BANK OF NEW YORK CO INC 1 684100 0 5800
BANK ONE CORP 1 242062 0 3600
BARD (C.R.) INC 1 45896 0 0
BARRETT RESOURCES CORP 1 6300 0 4900
BARRICK GOLD CORP 1 511900 0 33300
BAUSCH & LOMB INC 1 5691 0 0
BAXTER INTERNATIONAL INC 1 49460 0 400
BB&T CORPORATION 1 143312 0 500
BEA SYSTEMS INC 1 291800 0 198100
BEAR STEARNS COMPANIES INC 1 241332 0 13000
BECKMAN COULTER INC 1 700 0 31600
BECTON DICKINSON & CO 1 36540 0 300
BED BATH & BEYOND INC 1 868080 0 1001100
32
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
BELLSOUTH CORP COM 079860102 100222 2449220 1619520 0 0
BELO CORPORATION COM SER A 080555105 198 12000 10200 0 0
BERGEN BRUNSWIG CORP CL A CL A 083739102 1097 66100 0 0 0
BEST BUY COMPANY INC COM 086516101 1708 47500 40400 0 0
BIOGEN INC COM 090597105 4629 73110 71710 0 0
BIOMET INC COM 090613100 6618 168000 124000 0 0
BJ SERVICES CO COM 055482103 19267 270600 188400 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 627 13100 11100 0 0
BLACK & DECKER CORP COM 091797100 1138 30973 30973 0 0
BLACK BOX CORPORATION COM 091826107 290 6500 6500 0 0
BLACKROCK INC CL A 09247X101 2164 60100 60100 0 0
BLOCK H & R INC COM 093671105 630 12589 12189 0 0
BMC SOFTWARE INC COM 055921100 2761 128400 50400 0 0
BOEING CO COM 097023105 80688 1448349 948449 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1011 50100 49000 0 0
BOWATER INC COM 102183100 57878 1221050 1102550 0 0
BP PLC ADR SPON ADR 055622104 1732 34900 34900 0 0
BRINKER INTERNATIONAL INC COM 109641100 1585 56800 48100 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 107785 1814554 1224454 0 0
BROADCOM CORP CL A CL A 111320107 2008 69487 56787 0 0
BROADVISION INC COM 111412102 314 58811 54211 0 0
BROADWING INC COM 111620100 655 34200 29000 0 0
BROCADE COMMUNICATIONS SYS COM 111621108 6482 310300 300400 0 0
BROOKS AUTOMATION INC COM 11434A100 807 20300 20300 0 0
BROWN FORMAN CORP CL B CL B 115637209 451 7273 7273 0 0
BRUNSWICK CORP COM 117043109 1103 56200 49000 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 22957 755656 493456 0 0
BURLINGTON RESOURCES INC COM 122014103 1029 22990 22990 0 0
C.I.T. GROUP INC CL A CL A 125577106 1384 47919 38719 0 0
CABLETRON SYSTEMS COM 126920107 3478 269600 195600 0 0
CABLEVISION SYSTEMS CL A CL A 12686C109 66084 939225 884525 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 842 33200 33200 0 0
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 871 30700 30700 0 0
CALLAWAY GOLF COMPANY COM 131193104 649 29200 29200 0 0
CALPINE CORPORATION COM 131347106 88298 1603379 1158979 0 0
CAMPBELL SOUP CO COM 134429109 6739 225604 167904 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 43231 778940 658940 0 0
CAPSTONE TURBINE CORP COM 14067D102 1500 52872 23400 0 0
CARDINAL HEALTH INC COM 14149Y108 32171 332516 283816 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
BELLSOUTH CORP 1 2293720 0 40400
BELO CORPORATION 1 12000 0 0
BERGEN BRUNSWIG CORP CL A 1 0 0 66100
BEST BUY COMPANY INC 1 41600 0 2100
BIOGEN INC 1 73110 0 0
BIOMET INC 1 150900 0 9800
BJ SERVICES CO 1 241800 0 25400
BJ'S WHOLESALE CLUB INC 1 13100 0 0
BLACK & DECKER CORP 1 29373 0 1600
BLACK BOX CORPORATION 1 0 0 6500
BLACKROCK INC 1 60100 0 0
BLOCK H & R INC 1 12589 0 0
BMC SOFTWARE INC 1 48500 0 75100
BOEING CO 1 1347649 0 35600
BOSTON SCIENTIFIC CORP 1 50100 0 0
BOWATER INC 1 145650 0 1075400
BP PLC ADR 1 32600 0 2300
BRINKER INTERNATIONAL INC 1 56800 0 0
BRISTOL-MYERS SQUIBB CO 1 1684804 0 36450
BROADCOM CORP CL A 1 62987 0 400
BROADVISION INC 1 58811 0 0
BROADWING INC 1 34200 0 0
BROCADE COMMUNICATIONS SYS 1 135100 0 175200
BROOKS AUTOMATION INC 1 11600 0 8700
BROWN FORMAN CORP CL B 1 7273 0 0
BRUNSWICK CORP 1 56200 0 0
BURLINGTON NORTHERN SANTA FE 1 695956 0 21600
BURLINGTON RESOURCES INC 1 22990 0 0
C.I.T. GROUP INC CL A 1 40919 0 400
CABLETRON SYSTEMS 1 248700 0 15200
CABLEVISION SYSTEMS CL A 1 202775 0 736450
CAL DIVE INTERNATIONAL INC 1 19400 0 13800
CALIFORNIA PIZZA KITCHEN INC 1 17700 0 13000
CALLAWAY GOLF COMPANY 1 17100 0 12100
CALPINE CORPORATION 1 1265779 0 297200
CAMPBELL SOUP CO 1 213004 0 4200
CAPITAL ONE FINANCIAL CORP 1 286540 0 490000
CAPSTONE TURBINE CORP 1 42872 0 10000
CARDINAL HEALTH INC 1 315916 0 9500
33
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
CAREMARK RX INC COM 141705103 340 26100 26100 0 0
CARNIVAL CORP COM 143658102 3250 117464 98564 0 0
CATERPILLAR INC COM 149123101 7571 170586 144986 0 0
CDW COMPUTER CENTERS INC COM 125129106 1668 53800 51700 0 0
CELESTICA INC SUB VTG SHS 15101Q108 12558 455340 453340 0 0
CELGENE CORP COM 151020104 480 19200 19200 0 0
CENDANT CORP COM 151313103 4232 290029 212329 0 0
CENTEX CORP COM 152312104 808 19404 14604 0 0
CENTURYTEL INC COM 156700106 2277 79200 61900 0 0
CEPHALON INC COM 156708109 1250 26000 26000 0 0
CHARLOTTE RUSSE HOLDING INC COM 161048103 547 18400 18400 0 0
CHARTER COMMUNICATIONS INC CL CL A 16117M107 2025 89500 10500 0 0
CHARTER ONE FIN INC COM 160903100 2480 87644 47765 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 17055 359050 357050 0 0
CHECKFREE CORP COM 162813109 4236 143900 97000 0 0
CHEESECAKE FACTORY (THE) COM 163072101 346 9400 9400 0 0
CHEVRON CORP COM 166751107 21507 244958 205658 0 0
CHIRON CORP COM 170040109 892 20338 20338 0 0
CHOICE ONE COMMUNICATIONS INC COM 17038P104 168 27200 27200 0 0
CHUBB CORP COM 171232101 1450 20012 20012 0 0
CIENA CORP COM 171779101 95898 2296954 2018654 0 0
CIGNA CORP COM 125509109 61402 571922 358822 0 0
CIMA LABS INC COM 171796105 696 11200 11200 0 0
CINCINNATI FINANCIAL CORP COM 172062101 649 17100 17100 0 0
CINERGY CORP COM 172474108 581 17323 17323 0 0
CINTAS CORP COM 172908105 648 16451 16451 0 0
CIRCUIT CITY STORES-CIRCUIT COM 172737108 2499 235800 172200 0 0
CIRRUS LOGIC INC COM 172755100 378 25300 16300 0 0
CISCO SYSTEMS INC COM 17275R102 143974 9105106 7652106 0 0
CITIGROUP INC COM 172967101 264623 5883133 4615600 0 0
CITRIX SYSTEMS INC COM 177376100 5937 281022 239022 0 0
CITY NATIONAL CORP COM 178566105 2297 59800 56500 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 9539 175189 144289 0 0
CLOROX COMPANY COM 189054109 786 24988 24988 0 0
CMS ENERGY CORP COM 125896100 495 16741 16341 0 0
CNET NETWORKS INC COM 12613R104 134 12000 10200 0 0
COCA-COLA COMPANY COM 191216100 26380 584148 494348 0 0
COCA-COLA ENTERPRISES COM 191219104 788 44300 44300 0 0
COHERENT INC COM 192479103 202 5700 5700 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
CAREMARK RX INC 1 0 0 26100
CARNIVAL CORP 1 89100 0 15264
CATERPILLAR INC 1 157336 0 2650
CDW COMPUTER CENTERS INC 1 45300 0 8500
CELESTICA INC 1 236540 0 218800
CELGENE CORP 1 11100 0 8100
CENDANT CORP 1 228329 0 42300
CENTEX CORP 1 19404 0 0
CENTURYTEL INC 1 70600 0 2500
CEPHALON INC 1 15100 0 10900
CHARLOTTE RUSSE HOLDING INC 1 10700 0 7700
CHARTER COMMUNICATIONS INC CL 1 12400 0 77100
CHARTER ONE FIN INC 1 52365 0 35279
CHECK POINT SOFTWARE TECH LTD 1 70000 0 289050
CHECKFREE CORP 1 130700 0 6700
CHEESECAKE FACTORY (THE) 1 0 0 9400
CHEVRON CORP 1 222308 0 3450
CHIRON CORP 1 20338 0 0
CHOICE ONE COMMUNICATIONS INC 1 15600 0 11600
CHUBB CORP 1 18612 0 1400
CIENA CORP 1 738254 0 1546900
CIGNA CORP 1 534422 0 13700
CIMA LABS INC 1 6500 0 4700
CINCINNATI FINANCIAL CORP 1 17100 0 0
CINERGY CORP 1 16873 0 450
CINTAS CORP 1 16451 0 0
CIRCUIT CITY STORES-CIRCUIT 1 219700 0 8500
CIRRUS LOGIC INC 1 25300 0 0
CISCO SYSTEMS INC 1 4768849 0 4101457
CITIGROUP INC 1 3792361 0 1890272
CITRIX SYSTEMS INC 1 43322 0 232900
CITY NATIONAL CORP 1 43800 0 16000
CLEAR CHANNEL COMMUNICATIONS 1 159489 0 900
CLOROX COMPANY 1 24988 0 0
CMS ENERGY CORP 1 16741 0 0
CNET NETWORKS INC 1 12000 0 0
COCA-COLA COMPANY 1 535548 0 6500
COCA-COLA ENTERPRISES 1 44300 0 0
COHERENT INC 1 0 0 5700
34
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
COLGATE-PALMOLIVE CO COM 194162103 46801 846932 556732 0 0
COMCAST CORP CL A CL A SPL 200300200 31028 739870 642970 0 0
COMDISCO INC COM 200336105 404 50500 38100 0 0
COMERICA INC COM 200340107 55003 894364 570664 0 0
COMMERCE BANCORP INC/NJ COM 200519106 1332 22200 22200 0 0
COMMERCE ONE INC COM 200693109 1406 150700 140200 0 0
COMMUNITY HEALTH SYSTEMS COM 203668108 1425 50000 0 0 0
COMPAQ COMPUTER CORP COM 204493100 73282 4026501 3747801 0 0
COMPASS BANCSHARES INC COM 20449H109 1197 56000 0 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 5897 216795 188495 0 0
COMPUTER NETWORK TECH CORP COM 204925101 118 10600 10600 0 0
COMPUTER SCIENCES CORP COM 205363104 1873 57902 52902 0 0
COMPUWARE CORP COM 205638109 1695 173800 42400 0 0
COMVERSE TECHNOLOGY INC COM 205862402 43695 741980 621480 0 0
CONAGRA FOODS INC COM 205887102 5314 291339 227539 0 0
CONCORD EFS INC COM 206197105 3586 88668 69768 0 0
CONCURRENT COMPUTER CORP COM 206710204 461 73800 73800 0 0
CONEXANT SYSTEMS INC COM 207142100 230 25703 25703 0 0
CONOCO INC CL B CL B 208251405 38169 1351100 869500 0 0
CONSECO INC COM 208464107 586 36423 34423 0 0
CONSOLIDATED EDISON INC COM 209115104 2536 68346 56546 0 0
CONSOLIDATED STORES CORP COM 210149100 118 11700 11700 0 0
CONSTELLATION ENERGY GROUP COM 210371100 763 17303 17303 0 0
CONTINENTAL AIRLINES CL B CL B 210795308 1573 38000 25400 0 0
CONVERGYS CORP COM 212485106 7237 200645 200645 0 0
COOPER INDUSTRIES INC COM 216669101 7404 221348 158448 0 0
COORS (ADOLPH) CL B CL B 217016104 315 4812 4712 0 0
CORNING INC COM 219350105 24485 1183432 1004032 0 0
CORPORATE EXECUTIVE BOARD CO COM 21988R102 770 25500 25500 0 0
CORVIS CORPORATION COM 221009103 70 10000 0 0 0
COST PLUS INC/CALIFORNIA COM 221485105 839 36400 36400 0 0
COSTCO WHOLESALE CORP COM 22160K105 3418 87094 81094 0 0
COUNTRYWIDE CREDIT IND INC COM 222372104 804 16300 15700 0 0
COUSINS PROPERTIES INC COM 222795106 1182 47250 0 0 0
COX COMMUNICATIONS INC CL A CL A 224044107 1183 26600 15500 0 0
COX RADIO INC CL A CL A 224051102 2063 98200 98200 0 0
CREE INC COM 225447101 707 47200 40700 0 0
CROSS TIMBERS OIL CO COM 227573102 537 21700 21700 0 0
CROWN CASTLE INTL CORP COM 228227104 1085 73278 69778 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
COLGATE-PALMOLIVE CO 1 787032 0 21600
COMCAST CORP CL A 1 530170 0 192800
COMDISCO INC 1 50500 0 0
COMERICA INC 1 836214 0 22750
COMMERCE BANCORP INC/NJ 1 12700 0 9500
COMMERCE ONE INC 1 150700 0 0
COMMUNITY HEALTH SYSTEMS 1 0 0 50000
COMPAQ COMPUTER CORP 1 904693 0 3079408
COMPASS BANCSHARES INC 1 0 0 56000
COMPUTER ASSOCIATES INTL INC 1 195295 0 6800
COMPUTER NETWORK TECH CORP 1 0 0 10600
COMPUTER SCIENCES CORP 1 50502 0 2400
COMPUWARE CORP 1 38900 0 134900
COMVERSE TECHNOLOGY INC 1 461280 0 265900
CONAGRA FOODS INC 1 258339 0 1900
CONCORD EFS INC 1 70168 0 18500
CONCURRENT COMPUTER CORP 1 42400 0 31400
CONEXANT SYSTEMS INC 1 25703 0 0
CONOCO INC CL B 1 1260900 0 26400
CONSECO INC 1 34423 0 0
CONSOLIDATED EDISON INC 1 62746 0 300
CONSOLIDATED STORES CORP 1 11700 0 0
CONSTELLATION ENERGY GROUP 1 17303 0 0
CONTINENTAL AIRLINES CL B 1 30200 0 400
CONVERGYS CORP 1 197345 0 3300
COOPER INDUSTRIES INC 1 199948 0 7100
COORS (ADOLPH) CL B 1 4812 0 0
CORNING INC 1 804332 0 352100
CORPORATE EXECUTIVE BOARD CO 1 15100 0 10400
CORVIS CORPORATION 1 10000 0 0
COST PLUS INC/CALIFORNIA 1 20600 0 15800
COSTCO WHOLESALE CORP 1 87094 0 0
COUNTRYWIDE CREDIT IND INC 1 16300 0 0
COUSINS PROPERTIES INC 1 0 0 47250
COX COMMUNICATIONS INC CL A 1 26600 0 0
COX RADIO INC CL A 1 98200 0 0
CREE INC 1 39400 0 7800
CROSS TIMBERS OIL CO 1 0 0 21700
CROWN CASTLE INTL CORP 1 73278 0 0
35
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
CSG SYSTEMS INTL INC COM 126349109 1005 24400 20700 0 0
CSX CORP COM 126408103 2582 76616 76616 0 0
CTC COMMUNICATIONS GROUP INC COM 126419100 252 39900 39900 0 0
CUMULUS MEDIA INC CL A CL A 231082108 697 120500 8500 0 0
CVS CORP COM 126650100 106087 1813759 1655359 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2704 152500 128100 0 0
CYTYC CORPORATION COM 232946103 650 39400 19900 0 0
DALLAS SEMICONDUCTOR CORP*OLD COM 235204104 221 8500 7200 0 0
DANA CORP COM 235811106 268 15578 15578 0 0
DANAHER CORP COM 235851102 1369 25100 21500 0 0
DARDEN RESTAURANTS INC COM 237194105 3401 143200 122400 0 0
DDI CORP COM 233162106 262 15500 15500 0 0
DEERE & CO COM 244199105 1813 49901 49001 0 0
DELL COMPUTER CORP COM 247025109 39427 1534880 1419180 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1834 129457 118757 0 0
DELTA AIR LINES INC COM 247361108 29757 753346 476446 0 0
DELUXE CORP COM 248019101 1299 54900 47700 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 1321 36200 30700 0 0
DEVON ENERGY CORPORATION COM 25179M103 6082 104497 81797 0 0
DIGEX INC CL A 253756100 353 25300 25300 0 0
DIGITAL INSIGHT COM 25385P106 2969 258191 258191 0 0
DIGITAL LIGHTWAVE INC COM 253855100 374 20900 20900 0 0
DILLARDS INC CL A CL A 254067101 202 9200 9200 0 0
DIME BANCORP INC COM 25429Q102 557 17000 14400 0 0
DMC STRATEX NETWORKS INC COM 23322L106 398 47900 46400 0 0
DOCUMENTUM INC COM 256159104 260 23600 23600 0 0
DOLLAR GENERAL COM 256669102 714 34922 34922 0 0
DOLLAR TREE STORES INC COM 256747106 1113 57750 55950 0 0
DOMINION RESOURCES INC/VA COM 25746U109 1642 25474 25474 0 0
DONNELLEY (R.R.) & SONS CO COM 257867101 339 12932 12932 0 0
DORAL FINANCIAL CORP COM 25811P100 2976 99200 76900 0 0
DOVER CORP COM 260003108 8962 250052 186452 0 0
DOW CHEMICAL COM 260543103 17417 551692 406892 0 0
DOW JONES & CO INC COM 260561105 447 8533 8533 0 0
DRIL-QUIP COM 262037104 871 36300 36300 0 0
DST SYSTEMS INC COM 233326107 877 18200 3900 0 0
DTE ENERGY COMPANY COM 233331107 4035 101381 93281 0 0
DU PONT (E.I.) DE NEMOURS COM 263534109 16041 394124 333624 0 0
DUANE READE INC COM 263578106 1284 37000 0 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
CSG SYSTEMS INTL INC 1 24400 0 0
CSX CORP 1 72866 0 3750
CTC COMMUNICATIONS GROUP INC 1 22900 0 17000
CUMULUS MEDIA INC CL A 1 0 0 120500
CVS CORP 1 499082 0 1302277
CYPRESS SEMICONDUCTOR CORP 1 130800 0 21700
CYTYC CORPORATION 1 39400 0 0
DALLAS SEMICONDUCTOR CORP*OLD 1 8500 0 0
DANA CORP 1 15578 0 0
DANAHER CORP 1 22800 0 100
DARDEN RESTAURANTS INC 1 142200 0 0
DDI CORP 1 8900 0 6600
DEERE & CO 1 48201 0 1700
DELL COMPUTER CORP 1 941380 0 538800
DELPHI AUTOMOTIVE SYSTEMS 1 129457 0 0
DELTA AIR LINES INC 1 710846 0 17100
DELUXE CORP 1 54900 0 0
DENTSPLY INTERNATIONAL INC 1 36200 0 0
DEVON ENERGY CORPORATION 1 84897 0 16300
DIGEX INC 1 14400 0 10900
DIGITAL INSIGHT 1 258191 0 0
DIGITAL LIGHTWAVE INC 1 12000 0 8900
DILLARDS INC CL A 1 9200 0 0
DIME BANCORP INC 1 17000 0 0
DMC STRATEX NETWORKS INC 1 31700 0 16200
DOCUMENTUM INC 1 13500 0 10100
DOLLAR GENERAL 1 34922 0 0
DOLLAR TREE STORES INC 1 57750 0 0
DOMINION RESOURCES INC/VA 1 25474 0 0
DONNELLEY (R.R.) & SONS CO 1 12932 0 0
DORAL FINANCIAL CORP 1 60700 0 38500
DOVER CORP 1 227952 0 10800
DOW CHEMICAL 1 506392 0 12400
DOW JONES & CO INC 1 8533 0 0
DRIL-QUIP 1 20600 0 15700
DST SYSTEMS INC 1 4600 0 13600
DTE ENERGY COMPANY 1 93731 0 4050
DU PONT (E.I.) DE NEMOURS 1 361124 0 5400
DUANE READE INC 1 0 0 37000
36
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
DUKE ENERGY CORP COM 264399106 12637 295662 228862 0 0
DUSA PHARMACEUTICALS INC COM 266898105 626 47000 47000 0 0
DYCOM INDUSTRIES INC COM 267475101 599 46400 39900 0 0
DYNEGY INC CL A CL A 26816Q101 3398 66621 61721 0 0
E*TRADE GROUP INC COM 269246104 1873 268400 191200 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 2250 45719 40019 0 0
EASTMAN KODAK CO COM 277461109 32565 816377 515377 0 0
EATON CORP COM 278058102 10650 155474 112574 0 0
EBAY INC COM 278642103 3926 108500 75700 0 0
ECOLAB INC COM 278865100 4488 105800 78200 0 0
EDISON INTERNATIONAL COM 281020107 2400 189850 133450 0 0
EDISON SCHOOLS INC CL A 281033100 650 32100 32100 0 0
EDWARDS (A.G.) INC COM 281760108 474 12800 0 0 0
ELANTEC SEMICONDUCTOR INC COM 284155108 438 16500 16500 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 39767 711900 567100 0 0
EMC CORP/MASS COM 268648102 124356 4229810 3486410 0 0
EMERSON ELECTRIC CO COM 291011104 8587 138498 110298 0 0
EMMIS COMMUNICATIONS CL A CL A 291525103 967 38200 38200 0 0
EMUSIC.COM INC COM 292476108 833 3333400 3333400 0 0
ENERGY EAST CORPORATION COM 29266M109 1480 85300 82900 0 0
ENGELHARD CORP COM 292845104 2303 89052 66352 0 0
ENRON CORP COM 293561106 10907 187728 162028 0 0
ENSCO INTERNATIONAL INC COM 26874Q100 13794 394100 267400 0 0
ENTERGY CORP COM 29364G103 2716 71464 59064 0 0
ENTRAVISION COMMUNICATIONS CL A 29382R107 570 57600 57600 0 0
ENZON INC COM 293904108 665 14000 14000 0 0
EOG RESOURCES INC COM 26875P101 16644 403682 256682 0 0
EQUIFAX INC COM 294429105 431 13800 13800 0 0
EQUITY OFFICE PROPERTIES TR COM 294741103 1196 42700 36200 0 0
ERICSSON (LM) TEL ADR ADR CL B SEK 294821400 5650 1010000 1000000 0 0
EVEREST RE GROUP LTD COM G3223R108 1257 18900 16000 0 0
EVERGREEN RES INC COM NO PAR 299900308 3732 98700 98700 0 0
EXAR CORP COM 300645108 739 37660 37660 0 0
EXODUS COMMUNICATIONS INC COM 302088109 667 62000 52500 0 0
EXPEDITORS INTL WASH INC COM 302130109 625 12400 10500 0 0
EXPRESS SCRIPTS INC CL A CL A 302182100 2912 33600 21800 0 0
EXTENDED STAY AMERICA INC COM 30224P101 492 32800 32800 0 0
EXXON MOBIL CORPORATION COM 30231G102 204910 2529753 1863753 0 0
FANNIE MAE COM 313586109 198668 2495832 1885332 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
DUKE ENERGY CORP 1 270462 0 900
DUSA PHARMACEUTICALS INC 1 27100 0 19900
DYCOM INDUSTRIES INC 1 36150 0 10250
DYNEGY INC CL A 1 66621 0 0
E*TRADE GROUP INC 1 253500 0 14900
EASTMAN CHEMICAL COMPANY 1 45719 0 0
EASTMAN KODAK CO 1 757077 0 23500
EATON CORP 1 143574 0 5900
EBAY INC 1 101700 0 5100
ECOLAB INC 1 100000 0 5800
EDISON INTERNATIONAL 1 176950 0 1300
EDISON SCHOOLS INC 1 18400 0 13700
EDWARDS (A.G.) INC 1 12800 0 0
ELANTEC SEMICONDUCTOR INC 1 9600 0 6900
ELECTRONIC DATA SYSTEMS CORP 1 400100 0 285200
EMC CORP/MASS 1 2304910 0 1830500
EMERSON ELECTRIC CO 1 119248 0 1450
EMMIS COMMUNICATIONS CL A 1 21800 0 16400
EMUSIC.COM INC 1 3333400 0 0
ENERGY EAST CORPORATION 1 80600 0 4700
ENGELHARD CORP 1 89052 0 0
ENRON CORP 1 177228 0 600
ENSCO INTERNATIONAL INC 1 372200 0 21900
ENTERGY CORP 1 65564 0 300
ENTRAVISION COMMUNICATIONS 1 33500 0 24100
ENZON INC 1 6200 0 7800
EOG RESOURCES INC 1 375782 0 12400
EQUIFAX INC 1 13800 0 0
EQUITY OFFICE PROPERTIES TR 1 42700 0 0
ERICSSON (LM) TEL ADR 1 10000 0 1000000
EVEREST RE GROUP LTD 1 18900 0 0
EVERGREEN RES INC 1 82100 0 16600
EXAR CORP 1 16380 0 21280
EXODUS COMMUNICATIONS INC 1 62000 0 0
EXPEDITORS INTL WASH INC 1 12400 0 0
EXPRESS SCRIPTS INC CL A 1 22500 0 11100
EXTENDED STAY AMERICA INC 1 0 0 32800
EXXON MOBIL CORPORATION 1 1992668 0 414185
FANNIE MAE 1 1447560 0 979072
37
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
FEDERATED DEPARTMENT STORES COM 31410H101 28986 697625 434925 0 0
FEDEX CORPORATION COM 31428X106 4973 119308 106008 0 0
FIDELITY NATIONAL FINL INC COM 316326107 2447 91400 39800 0 0
FIFTH THIRD BANCORP COM 316773100 5507 103050 90850 0 0
FIRST DATA CORP COM 319963104 55870 935692 617092 0 0
FIRST HEALTH GROUP CORP COM 320960107 1299 29600 29600 0 0
FIRST UNION CORP COM 337358105 5697 172646 162646 0 0
FIRSTENERGY CORP COM 337932107 2031 72736 60136 0 0
FISERV INC COM 337738108 6424 143603 108303 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 63815 1690454 1173854 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 1473 98200 70900 0 0
FMC CORP COM NEW 302491303 1848 25092 12992 0 0
FOCAL COMMUNICATIONS CORP COM 344155106 184 19600 19600 0 0
FORD MOTOR COMPANY COM 345370860 83637 2974292 1986492 0 0
FOREST LABORATORIES INC COM 345838106 50229 847882 662182 0 0
FORTUNE BRANDS INC COM 349631101 5979 173804 119904 0 0
FOX ENTERTAINMENT GRP INC CL A CL A 35138T107 659 33600 29900 0 0
FPL GROUP INC COM 302571104 3517 57367 47267 0 0
FRANKLIN RESOURCES INC COM 354613101 4482 114600 114600 0 0
FREDDIE MAC COM 313400301 42914 661950 476350 0 0
FREEPORT-MCMORAN COPPER CL B CL B 35671D857 1767 135400 36300 0 0
GANNETT CO COM 364730101 53065 888566 555966 0 0
GAP INC COM 364760108 2956 124625 113425 0 0
GATEWAY INC COM 367626108 2370 141000 132900 0 0
GATX CORP COM 361448103 276 6500 5500 0 0
GENENTECH INC COM NEW 368710406 954 18900 16000 0 0
GENERAL DYNAMICS CORP COM 369550108 4214 67172 53372 0 0
GENERAL ELECTRIC CO COM 369604103 423508 10117243 7779343 0 0
GENERAL MILLS INC COM 370334104 6380 148332 132132 0 0
GENERAL MOTORS CL H CL H NEW 370442832 6689 343000 245100 0 0
GENERAL MOTORS CORP COM 370442105 9276 178908 148208 0 0
GENUINE PARTS CO COM 372460105 2116 81676 71976 0 0
GEORGIA-PAC (GEORGIA-PAC GP) COM GA PAC G 373298108 1009 34309 29609 0 0
GILEAD SCIENCES INC COM 375558103 1388 42700 42700 0 0
GILLETTE COMPANY COM 375766102 6112 196098 177598 0 0
GLOBAL CROSSING LTD COM G3921A100 6431 476707 329507 0 0
GLOBAL MARINE INC COM 379352404 25293 988000 628500 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 66159 1019400 650200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3276 38500 30200 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
FEDERATED DEPARTMENT STORES 1 616625 0 53800
FEDEX CORPORATION 1 107308 0 3900
FIDELITY NATIONAL FINL INC 1 16500 0 74900
FIFTH THIRD BANCORP 1 98350 0 300
FIRST DATA CORP 1 877192 0 31300
FIRST HEALTH GROUP CORP 1 17200 0 12400
FIRST UNION CORP 1 169546 0 3100
FIRSTENERGY CORP 1 66736 0 300
FISERV INC 1 135803 0 7800
FLEET BOSTON FINANCIAL CORP 1 1571354 0 63400
FLEXTRONICS INTL LTD 1 70900 0 27300
FMC CORP 1 25092 0 0
FOCAL COMMUNICATIONS CORP 1 0 0 19600
FORD MOTOR COMPANY 1 2769982 0 74610
FOREST LABORATORIES INC 1 808382 0 27500
FORTUNE BRANDS INC 1 158304 0 4000
FOX ENTERTAINMENT GRP INC CL A 1 26500 0 7100
FPL GROUP INC 1 52567 0 300
FRANKLIN RESOURCES INC 1 111800 0 2800
FREDDIE MAC 1 609000 0 23950
FREEPORT-MCMORAN COPPER CL B 1 52400 0 83000
GANNETT CO 1 829316 0 22150
GAP INC 1 116625 0 2300
GATEWAY INC 1 133400 0 1800
GATX CORP 1 6500 0 0
GENENTECH INC 1 18900 0 0
GENERAL DYNAMICS CORP 1 61172 0 300
GENERAL ELECTRIC CO 1 7170798 0 2561645
GENERAL MILLS INC 1 140732 0 400
GENERAL MOTORS CL H 1 323900 0 14800
GENERAL MOTORS CORP 1 163608 0 1900
GENUINE PARTS CO 1 81676 0 0
GEORGIA-PAC (GEORGIA-PAC GP) 1 30709 0 200
GILEAD SCIENCES INC 1 42700 0 0
GILLETTE COMPANY 1 190998 0 300
GLOBAL CROSSING LTD 1 437507 0 8100
GLOBAL MARINE INC 1 906300 0 35200
GOLDEN WEST FINANCIAL CORP 1 937900 0 33000
GOLDMAN SACHS GROUP INC 1 38100 0 400
38
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
GOODRICH (B.F.) CO COM 382388106 6552 170755 120255 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 400 16792 16792 0 0
GPU INC COM 36225X100 1277 39300 32500 0 0
GRAINGER (W.W.) INC COM 384802104 338 9972 9972 0 0
GREAT PLAINS SOFTWARE INC*OLD COM 39119E105 1901 31000 31000 0 0
GREENPOINT FINANCIAL CORP COM 395384100 668 20500 17400 0 0
GUIDANT CORP COM 401698105 1979 43980 41880 0 0
GYMBOREE CORP COM 403777105 619 61900 61900 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1813 62500 0 0 0
HALLIBURTON CO COM 406216101 1725 46940 46940 0 0
HANDSPRING INC COM 410293104 2919 251100 250000 0 0
HARCOURT GENERAL INC COM 41163G101 433 7780 7780 0 0
HARLEY-DAVIDSON INC COM 412822108 10068 265296 242596 0 0
HARRAH'S ENTERTAINMENT INC COM 413619107 7353 249837 192937 0 0
HARRIS CORP COM 413875105 200 8100 6900 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3315 56188 46688 0 0
HASBRO INC COM 418056107 234 18150 18150 0 0
HCA - THE HEALTHCARE COMPANY COM 404119109 32885 816605 542105 0 0
HEALTH GRADES INC COM 42218Q102 1185 4215000 4215000 0 0
HEALTH MGMT ASSOCIATES INC CL CL A 421933102 2250 144725 2200 0 0
HEALTHSOUTH CORP COM 421924101 849 65847 62947 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 773 26700 26700 0 0
HEINZ (H.J.) CO COM 423074103 11443 284659 199859 0 0
HELMERICH & PAYNE COM 423452101 2764 59700 50600 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 1246 52600 52600 0 0
HERCULES INC COM 427056106 342 26347 24047 0 0
HERSHEY FOODS CORP COM 427866108 925 13344 13344 0 0
HEWLETT-PACKARD CO COM 428236103 43156 1380108 1051208 0 0
HILTON HOTELS CORP COM 432848109 2919 279318 205118 0 0
HOME DEPOT INC COM 437076102 133413 3095422 2760522 0 0
HOMESTAKE MINING COM 437614100 146 27782 27782 0 0
HOMESTORE.COM INC COM 437852106 829 34900 24100 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 38190 936030 863030 0 0
HORMEL FOODS CORP COM 440452100 413 21200 18000 0 0
HOUSEHOLD INTERNATIONAL INC COM 441815107 90877 1534055 1384055 0 0
HUMAN GENOME SCIENCES INC COM 444903108 2498 54300 51700 0 0
HUMANA INC COM 444859102 188 17900 17900 0 0
HUNTINGTON BANCSHARES COM 446150104 657 46128 43128 0 0
I2 TECHNOLOGIES INC COM 465754109 5690 392400 337100 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
GOODRICH (B.F.) CO 1 157955 0 3600
GOODYEAR TIRE & RUBBER CO 1 16792 0 0
GPU INC 1 36000 0 200
GRAINGER (W.W.) INC 1 9972 0 0
GREAT PLAINS SOFTWARE INC*OLD 1 31000 0 0
GREENPOINT FINANCIAL CORP 1 20500 0 0
GUIDANT CORP 1 43980 0 0
GYMBOREE CORP 1 35500 0 26400
HAIN CELESTIAL GROUP INC 1 0 0 62500
HALLIBURTON CO 1 46940 0 0
HANDSPRING INC 1 1100 0 250000
HARCOURT GENERAL INC 1 7780 0 0
HARLEY-DAVIDSON INC 1 249896 0 3100
HARRAH'S ENTERTAINMENT INC 1 217237 0 20900
HARRIS CORP 1 8100 0 0
HARTFORD FINANCIAL SVCS GRP 1 50688 0 300
HASBRO INC 1 18150 0 0
HCA - THE HEALTHCARE COMPANY 1 764605 0 18100
HEALTH GRADES INC 1 4215000 0 0
HEALTH MGMT ASSOCIATES INC CL 1 2600 0 142125
HEALTHSOUTH CORP 1 59800 0 6047
HEIDRICK & STRUGGLES INTL 1 15500 0 11200
HEINZ (H.J.) CO 1 260359 0 10000
HELMERICH & PAYNE 1 59700 0 0
HENRY (JACK) & ASSOCIATES 1 30200 0 22400
HERCULES INC 1 26347 0 0
HERSHEY FOODS CORP 1 13344 0 0
HEWLETT-PACKARD CO 1 1059308 0 247500
HILTON HOTELS CORP 1 257418 0 4900
HOME DEPOT INC 1 1128162 0 1906960
HOMESTAKE MINING 1 27782 0 0
HOMESTORE.COM INC 1 34900 0 0
HONEYWELL INTERNATIONAL INC 1 260529 0 646401
HORMEL FOODS CORP 1 21200 0 0
HOUSEHOLD INTERNATIONAL INC 1 274880 0 1243675
HUMAN GENOME SCIENCES INC 1 54300 0 0
HUMANA INC 1 17900 0 0
HUNTINGTON BANCSHARES 1 46128 0 0
I2 TECHNOLOGIES INC 1 171000 0 221400
39
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
IBP INC COM 449223106 194 11800 10000 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 24152 603800 421500 0 0
ILLINOIS TOOL WORKS COM 452308109 3192 56165 56165 0 0
IMC GLOBAL INC COM 449669100 123 10000 10000 0 0
IMMUNEX CORP COM 452528102 196 13700 11600 0 0
IMS HEALTH INC COM 449934108 2301 92400 75800 0 0
INCO LTD COM 453258402 1293 87172 19172 0 0
INDIGO NV ORD N44495104 9130 2282514 2282514 0 0
INDYMAC MORTGAGE HOLDINGS COM 456607100 282 9800 8300 0 0
INGERSOLL-RAND CO COM 456866102 10823 272541 190941 0 0
INGRAM MICRO INC CL A CL A 457153104 335 24800 21000 0 0
INSIGHT ENTERPRISES INC COM 45765U103 847 40100 40100 0 0
INTEGRATED DEVICE TECH INC COM 458118106 2609 88100 64700 0 0
INTEL CORP COM 458140100 175490 6669470 5346470 0 0
INTERACT COMMERCE CORP COM 45839Y107 229 19525 19525 0 0
INTERCEPT GROUP INC COM 45845L107 415 16200 16200 0 0
INTERNATIONAL PAPER CO COM 460146103 4148 114980 114980 0 0
INTERNET SECURITY SYSTEMS COM 46060X107 4791 175100 159800 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2095 61000 56300 0 0
INTL BUSINESS MACHINES CORP COM 459200101 183153 1904271 1514071 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 226 10250 10250 0 0
INTL GAME TECHNOLOGY COM 459902102 1702 33800 21000 0 0
INTL RECTIFIER CORP COM 460254105 6395 157900 89600 0 0
INTRANET SOLUTIONS INC COM NEW 460939309 923 38560 38560 0 0
INTRAWEST CORPORATION COM NEW 460915200 854 49500 49500 0 0
INTUIT INC COM 461202103 6523 235073 166573 0 0
INVESTORS FINANCIAL SVCS CP COM 461915100 950 16200 16200 0 0
INVITROGEN CORP COM 46185R100 1064 19400 19400 0 0
IONA TECHNOLOGIES PLC ADR SPON ADR 46206P109 766 23200 23200 0 0
IRON MOUNTAIN INC COM 462846106 3888 101450 89450 0 0
ITT INDUSTRIES INC COM 450911102 1990 51344 40344 0 0
IVAX CORP COM 465823102 1710 54300 35100 0 0
J.D. EDWARDS & CO COM 281667105 1112 114000 0 0 0
JABIL CIRCUIT INC COM 466313103 1059 48970 40770 0 0
JDS UNIPHASE CORP COM 46612J101 54581 2960313 2748413 0 0
JEFFERSON-PILOT CORP COM 475070108 19124 281692 216292 0 0
JOHNSON & JOHNSON COM 478160104 122500 1400482 944782 0 0
JOHNSON CONTROLS INC COM 478366107 4016 64300 50900 0 0
JONES APPAREL GROUP INC COM 480074103 7103 187900 144300 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
IBP INC 1 11800 0 0
IDEC PHARMACEUTICALS CORP 1 563500 0 29100
ILLINOIS TOOL WORKS 1 54515 0 1650
IMC GLOBAL INC 1 0 0 10000
IMMUNEX CORP 1 13700 0 0
IMS HEALTH INC 1 84600 0 400
INCO LTD 1 19172 0 68000
INDIGO NV 1 2282514 0 0
INDYMAC MORTGAGE HOLDINGS 1 9800 0 0
INGERSOLL-RAND CO 1 240141 0 12600
INGRAM MICRO INC CL A 1 24800 0 0
INSIGHT ENTERPRISES INC 1 22975 0 17125
INTEGRATED DEVICE TECH INC 1 66300 0 21800
INTEL CORP 1 4181648 0 2247822
INTERACT COMMERCE CORP 1 19525 0 0
INTERCEPT GROUP INC 1 0 0 16200
INTERNATIONAL PAPER CO 1 107530 0 7450
INTERNET SECURITY SYSTEMS 1 52700 0 122400
INTERPUBLIC GROUP COS INC 1 61000 0 0
INTL BUSINESS MACHINES CORP 1 1162716 0 671655
INTL FLAVORS & FRAGRANCES 1 10250 0 0
INTL GAME TECHNOLOGY 1 33800 0 0
INTL RECTIFIER CORP 1 138700 0 13100
INTRANET SOLUTIONS INC 1 17730 0 20830
INTRAWEST CORPORATION 1 28800 0 20700
INTUIT INC 1 214573 0 10100
INVESTORS FINANCIAL SVCS CP 1 9000 0 7200
INVITROGEN CORP 1 11100 0 8300
IONA TECHNOLOGIES PLC ADR 1 13900 0 9300
IRON MOUNTAIN INC 1 75850 0 25600
ITT INDUSTRIES INC 1 45844 0 300
IVAX CORP 1 49100 0 2600
J.D. EDWARDS & CO 1 0 0 114000
JABIL CIRCUIT INC 1 44670 0 200
JDS UNIPHASE CORP 1 632513 0 2302300
JEFFERSON-PILOT CORP 1 256392 0 11300
JOHNSON & JOHNSON 1 1304432 0 26950
JOHNSON CONTROLS INC 1 52200 0 5400
JONES APPAREL GROUP INC 1 178900 0 9000
40
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
JP MORGAN CHASE & CO COM 46625H100 56407 1256277 1032777 0 0
JUNIPER NETWORKS INC COM 48203R104 15256 401900 289700 0 0
KELLOGG CO COM 487836108 1068 39500 39500 0 0
KEMET CORP COM 488360108 2206 130200 129600 0 0
KENT ELECTRONICS CORP COM 490553104 2674 148550 6950 0 0
KERR-MCGEE CORP COM 492386107 30489 469784 307384 0 0
KEYCORP COM 493267108 26978 1045676 641476 0 0
KEYSPAN CORPORATION COM 49337W100 1342 35184 31984 0 0
KIMBERLY-CLARK CORP COM 494368103 54363 801464 544464 0 0
KINDER MORGAN INC COM 49455P101 2076 39027 15227 0 0
KING PHARMACEUTICALS INC COM 495582108 5016 123085 120385 0 0
KLA-TENCOR CORPORATION COM 482480100 12250 311100 233600 0 0
KMART CORP COM 482584109 481 51200 51200 0 0
KNIGHT RIDDER INC COM 499040103 4975 92636 68036 0 0
KOHLS CORP COM 500255104 38102 617640 415740 0 0
KOMAG INC COM 500453105 653 653265 653265 0 0
KROGER CO COM 501044101 28162 1091992 952192 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 671 8500 7200 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 709 5900 5900 0 0
LAM RESEARCH CORP COM 512807108 11108 467700 394700 0 0
LAMAR ADVERTISING CO CL A 512815101 3245 88300 66200 0 0
LEAP WIRELESS INTL INC COM 521863100 255 9100 9100 0 0
LEGGETT & PLATT INC COM 524660107 398 20700 20700 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 37927 604900 403800 0 0
LENNAR CORP COM 526057104 1012 25400 13300 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 5496 316300 307100 0 0
LEXMARK INTL GROUP INC CL A CL A 529771107 5449 119700 88400 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 261 7301 7301 0 0
LILLY (ELI) & CO COM 532457108 24569 320492 262492 0 0
LIMITED INC COM 532716107 5430 345406 292106 0 0
LINCOLN NATIONAL CORP COM 534187109 11987 282246 213546 0 0
LINEAR TECHNOLOGY CORP COM 535678106 82554 2010455 1452755 0 0
LINENS 'N THINGS INC COM 535679104 1185 43100 43100 0 0
LITTON INDUSTRIES INC COM 538021106 370 4600 3900 0 0
LIZ CLAIBORNE INC COM 539320101 2787 59226 49926 0 0
LOCKHEED MARTIN CORPORATION COM 539830109 2870 80509 80509 0 0
LOEWS CORP COM 540424108 44694 752300 473800 0 0
LOUDEYE TECHNOLOGIES INC COM 545754103 36 47472 47472 0 0
LOUIS DREYFUS NATURAL GAS COM 546011107 1191 32200 32200 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
JP MORGAN CHASE & CO 1 652177 0 548100
JUNIPER NETWORKS INC 1 319200 0 75400
KELLOGG CO 1 39500 0 0
KEMET CORP 1 130200 0 0
KENT ELECTRONICS CORP 1 0 0 148550
KERR-MCGEE CORP 1 435284 0 14200
KEYCORP 1 961176 0 22000
KEYSPAN CORPORATION 1 35184 0 0
KIMBERLY-CLARK CORP 1 741502 0 25662
KINDER MORGAN INC 1 12127 0 26900
KING PHARMACEUTICALS INC 1 105920 0 17165
KLA-TENCOR CORPORATION 1 285900 0 14300
KMART CORP 1 51200 0 0
KNIGHT RIDDER INC 1 90636 0 2000
KOHLS CORP 1 580940 0 11500
KOMAG INC 1 653265 0 0
KROGER CO 1 489692 0 590000
L-3 COMMUNICATIONS HLDGS INC 1 8500 0 0
LABORATORY CRP OF AMER HLDGS 1 3400 0 2500
LAM RESEARCH CORP 1 112600 0 355100
LAMAR ADVERTISING CO 1 55300 0 33000
LEAP WIRELESS INTL INC 1 5200 0 3900
LEGGETT & PLATT INC 1 20700 0 0
LEHMAN BROTHERS HOLDINGS INC 1 570400 0 20100
LENNAR CORP 1 25400 0 0
LEVEL 3 COMMUNICATIONS INC 1 45100 0 271200
LEXMARK INTL GROUP INC CL A 1 109300 0 5900
LIFEPOINT HOSPITALS INC 1 0 0 7301
LILLY (ELI) & CO 1 290992 0 3600
LIMITED INC 1 312656 0 18650
LINCOLN NATIONAL CORP 1 260096 0 14250
LINEAR TECHNOLOGY CORP 1 1512955 0 448300
LINENS 'N THINGS INC 1 19100 0 24000
LITTON INDUSTRIES INC 1 4600 0 0
LIZ CLAIBORNE INC 1 57276 0 1950
LOCKHEED MARTIN CORPORATION 1 78159 0 2350
LOEWS CORP 1 707500 0 10700
LOUDEYE TECHNOLOGIES INC 1 47472 0 0
LOUIS DREYFUS NATURAL GAS 1 19000 0 13200
41
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
LOUISIANA-PACIFIC CORP COM 546347105 105 10950 10950 0 0
LOWE'S COMPANIES COM 548661107 3414 58404 52204 0 0
LSI LOGIC CORP COM 502161102 7094 451000 445300 0 0
LUCENT TECHNOLOGIES INC COM 549463107 22296 2236331 2037431 0 0
MACROMEDIA INC COM 556100105 1389 86500 62300 0 0
MACROVISION CORP COM 555904101 340 7800 6600 0 0
MANDALAY RESORT GROUP COM 562567107 300 15000 12700 0 0
MANOR CARE INC COM 564055101 219 10750 10750 0 0
MANPOWER INC COM 56418H100 403 14000 11900 0 0
MANUGISTICS GROUP INC COM 565011103 663 36200 35700 0 0
MARINE DRILLING CO INC COM 568240204 1831 68700 66500 0 0
MARRIOTT INTERNATIONAL CL A CL A 571903202 11073 268900 196900 0 0
MARSH & MCLENNAN COS COM 571748102 9821 103350 76350 0 0
MASCO CORP COM 574599106 1503 62264 47264 0 0
MATTEL INC COM 577081102 2883 162488 104588 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 54933 1320817 856717 0 0
MAY DEPARTMENT STORES CO COM 577778103 48751 1374044 908644 0 0
MAYTAG CORP COM 578592107 263 8152 8152 0 0
MBIA INC COM 55262C100 8148 100986 84786 0 0
MBNA CORP COM 55262L100 23366 705933 609333 0 0
MCCORMICK & CO NON VTG SHRS COM NON VTG 579780206 1780 42400 35900 0 0
MCDONALD'S CORPORATION COM 580135101 7474 281488 271488 0 0
MCGRAW-HILL COMPANIES INC COM 580645109 3863 64756 48556 0 0
MCKESSON HBOC INC COM 58155Q103 3118 116575 90975 0 0
MCLEODUSA INC CL A CL A 582266102 3032 349000 344800 0 0
MCN ENERGY GROUP INC COM 55267J100 328 12700 10800 0 0
MEAD CORP COM 582834107 268 10668 10668 0 0
MEDAREX INC COM 583916101 581 34800 34800 0 0
MEDIMMUNE INC COM 584699102 2953 82320 81320 0 0
MEDTRONIC INC COM 585055106 49895 1090840 915740 0 0
MELLON FINANCIAL CORP COM 58551A108 29061 717206 525506 0 0
MENS WEARHOUSE INC COM 587118100 585 27100 0 0 0
MERCK & CO INC COM 589331107 182684 2406910 1608510 0 0
MERCURY INTERACTIVE CORP COM 589405109 18493 441626 425226 0 0
MERRILL LYNCH & CO COM 590188108 32841 592800 412900 0 0
METASOLV INC COM 59139P104 421 29800 29800 0 0
METLIFE INC COM 59156R108 7140 237603 190603 0 0
METRIS COMPANIES INC COM 591598107 615 29600 27900 0 0
METROMEDIA FIBER NETWORK INC CL A 591689104 173 31600 26800 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
LOUISIANA-PACIFIC CORP 1 10950 0 0
LOWE'S COMPANIES 1 53304 0 1200
LSI LOGIC CORP 1 51000 0 400000
LUCENT TECHNOLOGIES INC 1 1485731 0 664300
MACROMEDIA INC 1 81300 0 5200
MACROVISION CORP 1 7800 0 0
MANDALAY RESORT GROUP 1 15000 0 0
MANOR CARE INC 1 10750 0 0
MANPOWER INC 1 14000 0 0
MANUGISTICS GROUP INC 1 23200 0 13000
MARINE DRILLING CO INC 1 45400 0 23300
MARRIOTT INTERNATIONAL CL A 1 243000 0 12700
MARSH & MCLENNAN COS 1 90450 0 400
MASCO CORP 1 47264 0 0
MATTEL INC 1 104588 0 57900
MAXIM INTEGRATED PRODUCTS 1 1236917 0 40400
MAY DEPARTMENT STORES CO 1 1284844 0 31100
MAYTAG CORP 1 8152 0 0
MBIA INC 1 93886 0 7100
MBNA CORP 1 651833 0 24200
MCCORMICK & CO NON VTG SHRS 1 42400 0 0
MCDONALD'S CORPORATION 1 262288 0 9200
MCGRAW-HILL COMPANIES INC 1 57256 0 400
MCKESSON HBOC INC 1 92475 0 24100
MCLEODUSA INC CL A 1 345400 0 3600
MCN ENERGY GROUP INC 1 12700 0 0
MEAD CORP 1 10468 0 200
MEDAREX INC 1 19900 0 14900
MEDIMMUNE INC 1 82320 0 0
MEDTRONIC INC 1 499540 0 563100
MELLON FINANCIAL CORP 1 652906 0 32100
MENS WEARHOUSE INC 1 0 0 27100
MERCK & CO INC 1 2245360 0 44950
MERCURY INTERACTIVE CORP 1 230126 0 208200
MERRILL LYNCH & CO 1 535100 0 21100
METASOLV INC 1 17100 0 12700
METLIFE INC 1 229103 0 8500
METRIS COMPANIES INC 1 11400 0 18200
METROMEDIA FIBER NETWORK INC 1 31600 0 0
42
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
METTLER TOLEDO INTERNATIONAL COM 592688105 2074 50400 1200 0 0
MGIC INVESTMENT CORP COM 552848103 29463 430625 291725 0 0
MGM MIRAGE COM 552953101 3835 152800 113400 0 0
MICREL INC COM 594793101 282 10100 8600 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 651 25700 21800 0 0
MICROMUSE INC COM 595094103 6504 172100 165700 0 0
MICRON TECHNOLOGY INC COM 595112103 75633 1821156 1705856 0 0
MICROSOFT CORP COM 594918104 273951 5009390 4025890 0 0
MILLENNIUM PHARMACEUTICALS COM 599902103 1946 63900 60700 0 0
MILLER (HERMAN) INC COM 600544100 393 17000 14400 0 0
MILLIPORE CORP COM 601073109 1203 26000 25100 0 0
MINNESOTA MINING & MFG CO (3M) COM 604059105 14309 137718 112318 0 0
MITCHELL ENERGY & DEV CORP CL A 606592202 520 9900 9900 0 0
MOLECULAR DEVICES CORP COM 60851C107 9380 206150 206150 0 0
MOLEX INC COM 608554101 1637 46402 42502 0 0
MONTANA POWER CO COM 612085100 206 14600 12400 0 0
MORGAN STANLEY DEAN WITTER & C COM NEW 617446448 97748 1827069 1577869 0 0
MOTOROLA INC COM 620076109 8728 612066 499966 0 0
MURPHY OIL CORP COM 626717102 999 15000 12700 0 0
MYRIAD GENETICS INC COM 62855J104 738 18200 18200 0 0
NABORS INDS INC COM 629568106 11531 222432 159532 0 0
NATIONAL CITY CORP COM 635405103 11103 415074 305774 0 0
NATIONAL COMMERCE BANCORP COM 635449101 1181 47600 0 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 518 19359 19259 0 0
NAVISTAR INTERNATIONAL COM 63934E108 218 9541 9041 0 0
NCR CORPORATION COM 62886E108 395 10116 10116 0 0
NETCENTIVES INC COM 64108P101 393 392534 392534 0 0
NETEGRITY INC COM 64110P107 884 35900 34900 0 0
NETIQ CORP COM 64115P102 303 16060 4300 0 0
NETWORK APPLIANCE INC COM 64120L104 6150 365800 346900 0 0
NEW YORK TIMES CO CL A 650111107 3806 92900 72400 0 0
NEWELL RUBBERMAID INC COM 651229106 749 28274 28274 0 0
NEWFOCUS INC COM 644383101 412 32900 32900 0 0
NEWMONT MINING CORP COM 651639106 327 20301 20301 0 0
NEWPORT CORP COM 651824104 1571 53700 53700 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 35367 2460300 2175500 0 0
NEXTEL PARTNERS INC CL A 65333F107 1846 134400 134400 0 0
NIAGARA MOHAWK HOLDINGS INC COM 653520106 666 39398 35998 0 0
NIKE INC CL B 654106103 1160 28600 28600 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
METTLER TOLEDO INTERNATIONAL 1 1200 0 49200
MGIC INVESTMENT CORP 1 407775 0 14050
MGM MIRAGE 1 115700 0 37100
MICREL INC 1 10100 0 0
MICROCHIP TECHNOLOGY INC 1 25700 0 0
MICROMUSE INC 1 66100 0 106000
MICRON TECHNOLOGY INC 1 401656 0 1410400
MICROSOFT CORP 1 3166430 0 1653860
MILLENNIUM PHARMACEUTICALS 1 63900 0 0
MILLER (HERMAN) INC 1 17000 0 0
MILLIPORE CORP 1 19400 0 6600
MINNESOTA MINING & MFG CO (3M) 1 125168 0 1750
MITCHELL ENERGY & DEV CORP 1 9900 0 0
MOLECULAR DEVICES CORP 1 197450 0 8700
MOLEX INC 1 46402 0 0
MONTANA POWER CO 1 14600 0 0
MORGAN STANLEY DEAN WITTER & C 1 588994 0 1200575
MOTOROLA INC 1 549766 0 2500
MURPHY OIL CORP 1 15000 0 0
MYRIAD GENETICS INC 1 10400 0 7800
NABORS INDS INC 1 212332 0 4700
NATIONAL CITY CORP 1 379674 0 21800
NATIONAL COMMERCE BANCORP 1 0 0 47600
NATIONAL SEMICONDUCTOR CORP 1 19359 0 0
NAVISTAR INTERNATIONAL 1 9541 0 0
NCR CORPORATION 1 10116 0 0
NETCENTIVES INC 1 392534 0 0
NETEGRITY INC 1 19300 0 16600
NETIQ CORP 1 0 0 16060
NETWORK APPLIANCE INC 1 85900 0 273300
NEW YORK TIMES CO 1 82600 0 600
NEWELL RUBBERMAID INC 1 28274 0 0
NEWFOCUS INC 1 18000 0 14900
NEWMONT MINING CORP 1 20301 0 0
NEWPORT CORP 1 49900 0 3800
NEXTEL COMMUNICATIONS INC 1 334300 0 2111200
NEXTEL PARTNERS INC 1 124900 0 9500
NIAGARA MOHAWK HOLDINGS INC 1 39398 0 0
NIKE INC 1 28600 0 0
43
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
NISOURCE INC COM 65473P105 672 21595 21595 0 0
NOBLE AFFILIATES INC COM 654894104 1018 24400 20700 0 0
NOBLE DRILLING CORP COM 655042109 25126 544319 425619 0 0
NOKIA OYJ ADR SPON ADR 654902204 8683 361800 350300 0 0
NORDSTROM INC COM 655664100 230 14100 14100 0 0
NORFOLK SOUTHERN CORP COM 655844108 683 40795 40795 0 0
NORTEL NETWORKS CORPORATION COM 656568102 13665 972584 826084 0 0
NORTH FORK BANCORPORATION COM 659424105 594 22900 19400 0 0
NORTHEAST UTILS COM 664397106 351 20200 17100 0 0
NORTHERN TRUST CORP COM 665859104 5263 84200 66100 0 0
NORTHROP GRUMMAN CORP COM 666807102 2033 23370 19370 0 0
NORTHWEST AIRLS CORP CL A 667280101 464 20500 17400 0 0
NOVELL INC COM 670006105 232 46300 44400 0 0
NOVELLUS SYSTEMS INC COM 670008101 2045 50423 49523 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 1367 48300 48300 0 0
NPS PHARMACEUTICALS INC COM 62936P103 2531 120500 98000 0 0
NTL INC COM COM 629407107 334 13300 11300 0 0
NUCOR CORP COM 670346105 3308 82568 60768 0 0
NVIDIA CORP COM 67066G104 2214 34100 18200 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 33376 1348508 847208 0 0
OFFICE DEPOT INC COM 676220106 276 31500 31500 0 0
OLD KENT FINANCIAL CORP*OLD COM 679833103 1286 33842 30942 0 0
OLD REPUBLIC INTERNATIONAL COR COM 680223104 3334 117400 73300 0 0
OM GROUP INC COM 670872100 485 9100 9100 0 0
OMNICOM GROUP COM 681919106 43678 527000 340200 0 0
ONEIDA LTD COM 682505102 798 50000 0 0 0
ONI SYSTEMS CORP COM 68273F103 41983 2152951 2152951 0 0
ONYX SOFTWARE CORP COM 683402101 194 24200 24200 0 0
ORACLE CORPORATION COM 68389X105 105823 7064300 5655200 0 0
O'REILLY AUTOMOTIVE INC COM 686091109 638 32000 0 0 0
OXFORD HEALTH PLANS INC COM 691471106 976 36500 21300 0 0
PACCAR INC COM 693718108 573 12796 12096 0 0
PACIFIC CENTURY FINL CORP COM 694058108 1283 67500 57200 0 0
PACKETEER INC COM 695210104 67 22110 22110 0 0
PACTIV CORPORATION COM 695257105 698 57657 50657 0 0
PALL CORPORATION COM 696429307 283 12933 12933 0 0
PALM INC COM 696642107 5709 679145 633745 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 762 84100 67300 0 0
PARK PL ENTMT CORP COM 700690100 979 95500 95500 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
NISOURCE INC 1 21595 0 0
NOBLE AFFILIATES INC 1 24400 0 0
NOBLE DRILLING CORP 1 497019 0 40700
NOKIA OYJ ADR 1 3500 0 350300
NORDSTROM INC 1 14100 0 0
NORFOLK SOUTHERN CORP 1 40795 0 0
NORTEL NETWORKS CORPORATION 1 593184 0 307600
NORTH FORK BANCORPORATION 1 22900 0 0
NORTHEAST UTILS 1 20200 0 0
NORTHERN TRUST CORP 1 68600 0 5500
NORTHROP GRUMMAN CORP 1 21470 0 100
NORTHWEST AIRLS CORP 1 20500 0 0
NOVELL INC 1 46300 0 0
NOVELLUS SYSTEMS INC 1 50423 0 0
NOVEN PHARMACEUTICALS INC 1 27900 0 20400
NPS PHARMACEUTICALS INC 1 73700 0 46800
NTL INC COM 1 13300 0 0
NUCOR CORP 1 77868 0 4700
NVIDIA CORP 1 34100 0 0
OCCIDENTAL PETROLEUM CORP 1 1258608 0 30300
OFFICE DEPOT INC 1 31500 0 0
OLD KENT FINANCIAL CORP*OLD 1 33842 0 0
OLD REPUBLIC INTERNATIONAL COR 1 117400 0 0
OM GROUP INC 1 0 0 9100
OMNICOM GROUP 1 492900 0 12300
ONEIDA LTD 1 50000 0 0
ONI SYSTEMS CORP 1 2152951 0 0
ONYX SOFTWARE CORP 1 13900 0 10300
ORACLE CORPORATION 1 3777900 0 3078900
O'REILLY AUTOMOTIVE INC 1 0 0 32000
OXFORD HEALTH PLANS INC 1 36500 0 0
PACCAR INC 1 12796 0 0
PACIFIC CENTURY FINL CORP 1 67500 0 0
PACKETEER INC 1 22110 0 0
PACTIV CORPORATION 1 57657 0 0
PALL CORPORATION 1 12933 0 0
PALM INC 1 197385 0 468560
PARAMETRIC TECHNOLOGY CORP 1 74900 0 500
PARK PL ENTMT CORP 1 95500 0 0
44
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
PARKER HANNIFIN CORP COM 701094104 1235 31085 28185 0 0
PAYCHEX INC COM 704326107 36858 994475 743975 0 0
PAYLESS SHOESOURCE INC COM 704379106 367 5900 5000 0 0
PEGASUS COMMUNICATIONS CORP CL A 705904100 1099 47800 47800 0 0
PENNEY (JC) CO COM 708160106 444 27780 27780 0 0
PEOPLESOFT INC COM 712713106 6967 297269 271469 0 0
PEPSI BOTTLING GROUP INC COM 713409100 2429 63900 62400 0 0
PEPSICO INC COM 713448108 55456 1261798 842798 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 805 41300 40800 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 1512 28800 28800 0 0
PERKINELMER INC COM 714046109 941 17946 15946 0 0
PFIZER INC COM 717081103 262124 6401070 5288370 0 0
PG&E CORP COM 69331C108 2673 225702 158502 0 0
PHARMACIA CORPORATION COM 71713U102 120603 2394345 2180945 0 0
PHELPS DODGE CORP COM 717265102 336 8354 8354 0 0
PHILIP MORRIS COMPANIES INC COM 718154107 66559 1402722 1111922 0 0
PHILLIPS PETROLEUM CO COM 718507106 4355 79112 65312 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 2218 48350 45750 0 0
PITNEY BOWES INC COM 724479100 3401 97884 78584 0 0
PLACER DOME INC COM 725906101 300 34738 34738 0 0
PLATO LEARNING INC COM 72764Y100 310 15597 15597 0 0
PLAYTEX PRODS INC COM 72813P100 805 87600 87600 0 0
PLEXUS CORP COM 729132100 700 27300 27300 0 0
PMC-SIERRA INC COM 69344F106 836 33800 26400 0 0
PMI GROUP INC (THE) COM 69344M101 3015 46400 27500 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 28181 415950 322550 0 0
POGO PRODUCING CO COM 730448107 1225 41500 41500 0 0
POLYCOM INC COM 73172K104 243 19600 16600 0 0
POPULAR INC COM 733174106 892 30300 25700 0 0
PORTAL SOFTWARE INC COM 736126103 192 22800 18500 0 0
POTOMAC ELECTRIC POWER COM 737679100 367 15700 13300 0 0
PPG INDUSTRIES INC COM 693506107 23652 513172 337472 0 0
PPL CORPORATION COM 69351T106 13373 304217 200617 0 0
PRAXAIR INC COM 74005P104 8427 188726 138126 0 0
PRECISE SOFTWARE ORD M41450103 2071 136900 136900 0 0
PRECISION DRILLING CORP COM 74022D100 2996 84000 84000 0 0
PRIDE INTERNATIONAL INC COM 741932107 1207 50800 50800 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 755 20000 20000 0 0
PROCTER & GAMBLE CO COM 742718109 77005 1230104 1042604 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
PARKER HANNIFIN CORP 1 31085 0 0
PAYCHEX INC 1 698375 0 268600
PAYLESS SHOESOURCE INC 1 5900 0 0
PEGASUS COMMUNICATIONS CORP 1 28100 0 19700
PENNEY (JC) CO 1 27780 0 0
PEOPLESOFT INC 1 106469 0 186600
PEPSI BOTTLING GROUP INC 1 63900 0 0
PEPSICO INC 1 1172998 0 21600
PEREGRINE SYSTEMS INC 1 25400 0 15900
PERFORMANCE FOOD GROUP CO 1 11100 0 17700
PERKINELMER INC 1 17946 0 0
PFIZER INC 1 4119178 0 2083992
PG&E CORP 1 210402 0 1500
PHARMACIA CORPORATION 1 760590 0 1613755
PHELPS DODGE CORP 1 8354 0 0
PHILIP MORRIS COMPANIES INC 1 966672 0 380750
PHILLIPS PETROLEUM CO 1 72312 0 400
PINNACLE WEST CAPITAL CORP 1 46900 0 1450
PITNEY BOWES INC 1 88284 0 500
PLACER DOME INC 1 34738 0 0
PLATO LEARNING INC 1 15597 0 0
PLAYTEX PRODS INC 1 49000 0 38600
PLEXUS CORP 1 10800 0 16500
PMC-SIERRA INC 1 32200 0 1600
PMI GROUP INC (THE) 1 40700 0 5700
PNC FINANCIAL SERVICES GROUP 1 382700 0 18450
POGO PRODUCING CO 1 41500 0 0
POLYCOM INC 1 19600 0 0
POPULAR INC 1 30300 0 0
PORTAL SOFTWARE INC 1 21800 0 0
POTOMAC ELECTRIC POWER 1 15700 0 0
PPG INDUSTRIES INC 1 474472 0 13400
PPL CORPORATION 1 275617 0 8200
PRAXAIR INC 1 177026 0 11700
PRECISE SOFTWARE 1 122900 0 14000
PRECISION DRILLING CORP 1 65700 0 18300
PRIDE INTERNATIONAL INC 1 29300 0 21500
PRIORITY HEALTHCARE CORP 1 0 0 20000
PROCTER & GAMBLE CO 1 487054 0 709750
45
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
PROGRESSIVE CORP COM 743315103 767 7900 7900 0 0
PROMOTIONS.COM INC COM 74341U106 166 691667 691667 0 0
PROTECTIVE LIFE CORP COM 743674103 767 25000 0 0 0
PROTEIN DESIGN LABS INC COM 74369L103 770 17300 16900 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 4391 89520 86720 0 0
PROVINCE HEALTHCARE CO COM 743977100 1968 64650 64650 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 36642 848986 535986 0 0
QLOGIC CORP COM 747277101 1879 83527 74327 0 0
QUAKER OATS CO COM 747402105 6233 64228 56828 0 0
QUALCOMM INC COM 747525103 42903 757668 556968 0 0
QUANTUM CORP-DLT & STORAGE COM DSSG 747906204 246 21200 18000 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 229 12122 12122 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 158422 4519875 3774175 0 0
RADIAN GROUP INC COM 750236101 1335 19700 17600 0 0
RADIO ONE INC CL A 75040P108 1166 66400 66400 0 0
RADIOSHACK CORPORATION COM 750438103 19431 529608 359908 0 0
RALSTON-RALSTON PURINA GROUP COM RAL-PUR 751277302 3038 97536 80136 0 0
RAMBUS INC DEL COM 750917106 517 25100 17700 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 10625 598580 489080 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 892 32100 32100 0 0
RAYTHEON CO CL B CL B 755111408 3780 128662 128662 0 0
RED HAT INC COM 756577102 73 12000 10200 0 0
REDBACK NETWORKS INC COM 757209101 132 10100 8600 0 0
REGIONS FINANCIAL CORP COM 758940100 729 25641 25641 0 0
RELIANT ENERGY INC COM 75952J108 15984 353238 258538 0 0
REMEC INC COM 759543101 813 81250 81250 0 0
RENAL CARE GROUP INC COM 759930100 697 26000 26000 0 0
REPEATER TECHNOLOGIES INC COM 76027U102 2061 2127156 2127156 0 0
RESEARCH IN MOTION LTD COM 760975102 1017 46300 46300 0 0
RETEK INC COM 76128Q109 576 30600 28200 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 808 14400 12200 0 0
RHYTHMS NETCONNECTIONS INC COM 762430205 81 185589 185589 0 0
ROBERT HALF INTERNATIONAL INC COM 770323103 1252 55999 46399 0 0
ROCKWELL INTERNATIONAL CORP COM 773903109 16321 448992 295792 0 0
ROHM & HAAS CO COM 775371107 1255 40729 33129 0 0
ROSS STORES INC COM 778296103 851 45400 0 0 0
ROWAN COS INC COM 779382100 274 9981 9981 0 0
ROYAL DUTCH PETROLEUM COMPANY NY REG GLD1. 780257804 95297 1718914 1352614 0 0
RSA SECURITY INC COM 749719100 678 27450 23250 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
PROGRESSIVE CORP 1 7900 0 0
PROMOTIONS.COM INC 1 691667 0 0
PROTECTIVE LIFE CORP 1 0 0 25000
PROTEIN DESIGN LABS INC 1 11300 0 6000
PROVIDIAN FINANCIAL CORP 1 89520 0 0
PROVINCE HEALTHCARE CO 1 38150 0 26500
PUBLIC SERVICE ENTERPRISE GROU 1 778086 0 16300
QLOGIC CORP 1 83526 0 1
QUAKER OATS CO 1 60728 0 200
QUALCOMM INC 1 565268 0 154700
QUANTUM CORP-DLT & STORAGE 1 21200 0 0
QUINTILES TRANSNATIONAL CORP 1 12122 0 0
QWEST COMMUNICATIONS INTL INC 1 1994058 0 2431617
RADIAN GROUP INC 1 13700 0 6000
RADIO ONE INC 1 66400 0 0
RADIOSHACK CORPORATION 1 498108 0 14500
RALSTON-RALSTON PURINA GROUP 1 89236 0 500
RAMBUS INC DEL 1 25100 0 0
RATIONAL SOFTWARE CORP 1 546880 0 47800
RAYMOND JAMES FINANCIAL INC 1 18700 0 13400
RAYTHEON CO CL B 1 122212 0 6450
RED HAT INC 1 12000 0 0
REDBACK NETWORKS INC 1 10100 0 0
REGIONS FINANCIAL CORP 1 25641 0 0
RELIANT ENERGY INC 1 322438 0 16100
REMEC INC 1 46700 0 34550
RENAL CARE GROUP INC 1 15000 0 11000
REPEATER TECHNOLOGIES INC 1 2127156 0 0
RESEARCH IN MOTION LTD 1 46300 0 0
RETEK INC 1 24300 0 6300
REYNOLDS R J TOB HLDGS INC 1 14400 0 0
RHYTHMS NETCONNECTIONS INC 1 185589 0 0
ROBERT HALF INTERNATIONAL INC 1 52099 0 200
ROCKWELL INTERNATIONAL CORP 1 412192 0 14000
ROHM & HAAS CO 1 34929 0 300
ROSS STORES INC 1 0 0 45400
ROWAN COS INC 1 9981 0 0
ROYAL DUTCH PETROLEUM COMPANY 1 1064279 0 591835
RSA SECURITY INC 1 27450 0 0
46
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
RYDER SYSTEM INC COM 783549108 740 41129 35829 0 0
SABRE HOLDINGS CORP CL A 785905100 13036 282355 200055 0 0
SAFECO CORP COM 786429100 381 13508 13508 0 0
SAFEWAY INC COM NEW 786514208 37359 677400 452900 0 0
SANMINA CORP COM 800907107 21320 1089836 780936 0 0
SAPIENT CORP COM 803062108 810 112640 112640 0 0
SAPPI LTD ADR SPON ADR 803069202 1971 241000 0 0 0
SARA LEE CORP COM 803111103 8671 401826 349726 0 0
SAVVIS COMMUNICATIONS CORP COM 805423100 325 743902 743902 0 0
SAWTEK INC COM 805468105 180 10100 8600 0 0
SBC COMMUNICATIONS INC COM 78387G103 75648 1695007 1260007 0 0
SCHERING-PLOUGH CORPORATION COM 806605101 40286 1102820 770720 0 0
SCHLUMBERGER LTD COM 806857108 6262 108700 90200 0 0
SCHWAB (CHARLES) CORP COM 808513105 3071 199126 179826 0 0
SCI SYSTEMS INC COM 783890106 220 12100 10800 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 16554 398028 261128 0 0
SEALED AIR CORP COM 81211K100 297 8900 8900 0 0
SEARS ROEBUCK & CO COM 812387108 52153 1478690 924690 0 0
SEMPRA ENERGY COM 816851109 18259 784326 503426 0 0
SEMTECH CORP COM 816850101 1342 45600 44400 0 0
SHAW GROUP INC COM 820280105 1126 24100 24100 0 0
SHERWIN-WILLIAMS CO COM 824348106 7482 293640 209140 0 0
SICOR INC COM 825846108 433 31100 31100 0 0
SIEBEL SYSTEMS INC COM 826170102 25518 938174 764774 0 0
SIGMA-ALDRICH COM 826552101 395 8252 8252 0 0
SILICON VALLEY BANCSHARES COM 827064106 696 29600 29600 0 0
SILICON VALLEY GROUP INC COM 827066101 600 21800 18500 0 0
SMARTFORCE PLC ADR SPON ADR 83170A206 450 20300 20300 0 0
SMITH INTERNATIONAL INC COM 832110100 12439 177200 126300 0 0
SOLECTRON CORP COM 834182107 15685 825068 642268 0 0
SONICWALL INC COM 835470105 1760 144400 144400 0 0
SONUS NETWORKS INC COM 835916107 1056 52900 52900 0 0
SOUTHERN CO COM 842587107 2563 73054 72854 0 0
SOUTHTRUST CORP COM 844730101 9525 208200 156900 0 0
SOUTHWEST AIRLINES COM 844741108 3118 175687 151487 0 0
SPINNAKER EXPL CO COM 84855W109 546 12500 12500 0 0
SPRINT CORP (FON GROUP) COM FON GROU 852061100 9391 427050 362150 0 0
SPRINT CORP (PCS GROUP) PCS COM SER 852061506 3931 206900 171400 0 0
ST JUDE MEDICAL INC COM 790849103 1397 25950 23350 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
RYDER SYSTEM INC 1 41129 0 0
SABRE HOLDINGS CORP 1 255255 0 15300
SAFECO CORP 1 13508 0 0
SAFEWAY INC 1 626400 0 18300
SANMINA CORP 1 785536 0 270900
SAPIENT CORP 1 112640 0 0
SAPPI LTD ADR 1 0 0 241000
SARA LEE CORP 1 366676 0 10250
SAVVIS COMMUNICATIONS CORP 1 743902 0 0
SAWTEK INC 1 10100 0 0
SBC COMMUNICATIONS INC 1 1576907 0 18300
SCHERING-PLOUGH CORPORATION 1 1029120 0 16100
SCHLUMBERGER LTD 1 94600 0 800
SCHWAB (CHARLES) CORP 1 188226 0 600
SCI SYSTEMS INC 1 8800 0 3300
SCIENTIFIC-ATLANTA INC 1 370728 0 11600
SEALED AIR CORP 1 8900 0 0
SEARS ROEBUCK & CO 1 1366590 0 40900
SEMPRA ENERGY 1 733226 0 16500
SEMTECH CORP 1 29700 0 15900
SHAW GROUP INC 1 13800 0 10300
SHERWIN-WILLIAMS CO 1 259640 0 11900
SICOR INC 1 0 0 31100
SIEBEL SYSTEMS INC 1 456974 0 457800
SIGMA-ALDRICH 1 8252 0 0
SILICON VALLEY BANCSHARES 1 16700 0 12900
SILICON VALLEY GROUP INC 1 21800 0 0
SMARTFORCE PLC ADR 1 10100 0 10200
SMITH INTERNATIONAL INC 1 165700 0 11500
SOLECTRON CORP 1 776068 0 27400
SONICWALL INC 1 129000 0 15400
SONUS NETWORKS INC 1 52900 0 0
SOUTHERN CO 1 73054 0 0
SOUTHTRUST CORP 1 192800 0 7700
SOUTHWEST AIRLINES 1 164587 0 600
SPINNAKER EXPL CO 1 0 0 12500
SPRINT CORP (FON GROUP) 1 390100 0 13950
SPRINT CORP (PCS GROUP) 1 184800 0 2500
ST JUDE MEDICAL INC 1 25950 0 0
47
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
ST PAUL COMPANIES COM 792860108 1466 33288 31788 0 0
STAMPS COM INC COM 852857101 205 68445 68445 0 0
STANLEY WORKS COM 854616109 706 21428 19528 0 0
STAPLES INC COM 855030102 829 55700 55700 0 0
STARBUCKS CORP COM 855244109 1585 37354 34454 0 0
STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 5441 159975 155075 0 0
STATE STREET CORP COM 857477103 11787 126200 94100 0 0
STEINER LEISURE LTD ORD P8744Y102 327 19900 19900 0 0
STERICYCLE INC COM 858912108 1058 23700 23700 0 0
STILWELL FINANCIAL INC COM 860831106 1108 41300 24700 0 0
STMICROELECTRONICS NV COM 861012102 6902 202000 200000 0 0
STRYKER CORP COM 863667101 1080 20673 20473 0 0
SUIZA FOODS CORP COM 865077101 919 19100 13500 0 0
SUN MICROSYSTEMS INC COM 866810104 56707 3689480 2970380 0 0
SUNOCO INC COM 86764P109 10228 315386 180486 0 0
SUNTRUST BANKS INC COM 867914103 6020 92900 77000 0 0
SUPERVALU INC COM 868536103 186 13926 13926 0 0
SYBASE INC COM 871130100 530 34200 29000 0 0
SYCAMORE NETWORKS INC COM 871206108 3752 375200 338200 0 0
SYMANTEC CORP COM 871503108 1493 35700 35700 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 2418 69291 54891 0 0
SYMPHONIX DEVICES COM 871951109 37 32586 32586 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 1462 54150 30450 0 0
SYSCO CORP COM 871829107 83291 3141870 2331970 0 0
TAIWAN SEMICONDUCTOR ADR SPON ADR 874039100 7476 383400 380000 0 0
TANOX INC COM 87588Q109 816 42000 42000 0 0
TARGET CORPORATION COM 87612E106 10168 281810 241410 0 0
TCF FINANCIAL CORP COM 872275102 1621 42900 32600 0 0
TECH DATA CORP COM 878237106 661 22400 14900 0 0
TECHNITROL INC COM 878555101 403 16200 16200 0 0
TECO ENERGY INC COM 872375100 1318 44000 37300 0 0
TEKELEC COM 879101103 884 49100 49100 0 0
TEKTRONIX INC COM 879131100 4960 181768 131868 0 0
TELECOM HOLDERS TRUST DEPOSITRY RC 87927P200 4730 92000 0 0 0
TELEPHONE & DATA SYS INC COM 879433100 1038 11100 9400 0 0
TELLABS INC COM 879664100 74238 1824590 1698790 0 0
TEMPLE-INLAND INC COM 879868107 232 5250 5250 0 0
TENET HEALTHCARE CORPORATION COM 88033G100 22480 510902 320102 0 0
TERADYNE INC COM 880770102 1446 43806 35156 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
ST PAUL COMPANIES 1 33288 0 0
STAMPS COM INC 1 68445 0 0
STANLEY WORKS 1 21428 0 0
STAPLES INC 1 47900 0 7800
STARBUCKS CORP 1 37354 0 0
STARWOOD HOTELS & RESORTS WORL 1 158075 0 1900
STATE STREET CORP 1 121000 0 2300
STEINER LEISURE LTD 1 11500 0 8400
STERICYCLE INC 1 13600 0 10100
STILWELL FINANCIAL INC 1 25200 0 16100
STMICROELECTRONICS NV 1 2000 0 200000
STRYKER CORP 1 20673 0 0
SUIZA FOODS CORP 1 19100 0 0
SUN MICROSYSTEMS INC 1 2733080 0 833100
SUNOCO INC 1 297986 0 2700
SUNTRUST BANKS INC 1 85400 0 400
SUPERVALU INC 1 13926 0 0
SYBASE INC 1 34200 0 0
SYCAMORE NETWORKS INC 1 127300 0 247900
SYMANTEC CORP 1 35700 0 0
SYMBOL TECHNOLOGIES INC 1 62391 0 3600
SYMPHONIX DEVICES 1 32586 0 0
SYNOVUS FINANCIAL CORP 1 30450 0 23700
SYSCO CORP 1 1684500 0 1360670
TAIWAN SEMICONDUCTOR ADR 1 3400 0 380000
TANOX INC 1 42000 0 0
TARGET CORPORATION 1 251260 0 12150
TCF FINANCIAL CORP 1 42900 0 0
TECH DATA CORP 1 22400 0 0
TECHNITROL INC 1 9400 0 6800
TECO ENERGY INC 1 44000 0 0
TEKELEC 1 28300 0 20800
TEKTRONIX INC 1 168568 0 9700
TELECOM HOLDERS TRUST 1 0 0 92000
TELEPHONE & DATA SYS INC 1 11100 0 0
TELLABS INC 1 412840 0 1399850
TEMPLE-INLAND INC 1 5250 0 0
TENET HEALTHCARE CORPORATION 1 475202 0 6500
TERADYNE INC 1 36856 0 6950
48
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
TEVA PHARMACEUTICAL INDS LTD A ADR 881624209 1245 22800 22800 0 0
TEXACO INC COM 881694103 12527 188654 157454 0 0
TEXAS INSTRUMENTS INC COM 882508104 26310 849266 728866 0 0
TEXTRON INC COM 883203101 5522 97144 76544 0 0
THE WALT DISNEY CO COM DISNEY 254687106 67221 2350388 1603288 0 0
THERMO ELECTRON CORP COM 883556102 429 19065 19065 0 0
TIBCO SOFTWARE INC COM 88632Q103 6265 737100 728800 0 0
TIDEWATER INC COM 886423102 886 19600 16600 0 0
TIFFANY & CO COM 886547108 5901 216538 157338 0 0
TIME WARNER TELECOM INC CL A CL A 887319101 6129 168500 123800 0 0
TJX COMPANIES INC COM 872540109 872 27260 27260 0 0
TMP WORLDWIDE INC COM 872941109 4789 127500 89200 0 0
TORCHMARK CORP COM 891027104 5345 137650 127950 0 0
TOSCO CORP COM NEW 891490302 1997 46700 38500 0 0
TOYS 'R US INC COM 892335100 24675 983070 609470 0 0
TRANSGENOMIC INC COM 89365K206 15187 2292426 2292426 0 0
TRANSOCEAN SEDCO FOREX INC ORD G90078109 2621 60467 49367 0 0
TRANSPORT CORP OF AMERICA COM 89385P102 164 31225 31225 0 0
TRANSWITCH CORP COM 894065101 4652 354400 252300 0 0
TRIBUNE CO COM 896047107 1310 32149 32149 0 0
TRICON GLOBAL RESTAURANTS INC COM 895953107 544 14249 14249 0 0
TRIGON HEALTHCARE INC COM 89618L100 1128 21900 11300 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 444 30000 17400 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 657 17400 0 0 0
TRW INC COM 872649108 451 13272 13272 0 0
TUESDAY MORNING CORP COM NEW 899035505 342 35100 35100 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 247 12700 12700 0 0
TXU CORPORATION COM 873168108 18588 449858 300558 0 0
TYCO INTERNATIONAL LTD COM 902124106 143397 3317063 2761063 0 0
TYSON FOODS INC CL A 902494103 229 17000 14400 0 0
UAL CORP COM 902549500 238 7200 6100 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1216 33600 28500 0 0
UNILEVER NV ADR N Y SHS NEW 904784709 5529 105042 84942 0 0
UNION PACIFIC CORP COM 907818108 1478 26280 26280 0 0
UNION PLANTERS CORP COM 908068109 570 14800 14800 0 0
UNIONBANCAL CORP COM 908906100 1906 65600 55600 0 0
UNISYS CORPORATION COM 909214108 468 33447 33447 0 0
UNIT CORP COM 909218109 492 29700 29700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 86211 1176140 796040 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
TEVA PHARMACEUTICAL INDS LTD A 1 22800 0 0
TEXACO INC 1 173204 0 1550
TEXAS INSTRUMENTS INC 1 516766 0 284900
TEXTRON INC 1 88044 0 500
THE WALT DISNEY CO 1 2204188 0 41300
THERMO ELECTRON CORP 1 19065 0 0
TIBCO SOFTWARE INC 1 51000 0 686100
TIDEWATER INC 1 19600 0 0
TIFFANY & CO 1 199938 0 9300
TIME WARNER TELECOM INC CL A 1 158700 0 4900
TJX COMPANIES INC 1 27260 0 0
TMP WORLDWIDE INC 1 117500 0 6400
TORCHMARK CORP 1 129300 0 8350
TOSCO CORP 1 42900 0 200
TOYS 'R US INC 1 909270 0 34400
TRANSGENOMIC INC 1 2292426 0 0
TRANSOCEAN SEDCO FOREX INC 1 49667 0 2800
TRANSPORT CORP OF AMERICA 1 31225 0 0
TRANSWITCH CORP 1 317900 0 31900
TRIBUNE CO 1 32149 0 0
TRICON GLOBAL RESTAURANTS INC 1 14249 0 0
TRIGON HEALTHCARE INC 1 21900 0 0
TRIQUINT SEMICONDUCTOR INC 1 29400 0 0
TRUE NORTH COMMUNICATIONS 1 0 0 17400
TRW INC 1 13272 0 0
TUESDAY MORNING CORP 1 0 0 35100
TWEETER HOME ENTMT GROUP INC 1 0 0 12700
TXU CORPORATION 1 403358 0 12400
TYCO INTERNATIONAL LTD 1 1592713 0 1668250
TYSON FOODS INC 1 17000 0 0
UAL CORP 1 7200 0 0
ULTRAMAR DIAMOND SHAMROCK CORP 1 33600 0 0
UNILEVER NV ADR 1 89642 0 900
UNION PACIFIC CORP 1 26280 0 0
UNION PLANTERS CORP 1 14800 0 0
UNIONBANCAL CORP 1 65600 0 0
UNISYS CORPORATION 1 33447 0 0
UNIT CORP 1 17200 0 12500
UNITED TECHNOLOGIES CORP 1 928340 0 202700
49
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 94009 1586380 1141680 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1616 18300 15500 0 0
UNIVISION COMMUNICATIONS INC CL A 914906102 4469 117122 106522 0 0
UNOCAL CORP COM 915289102 6078 175818 130118 0 0
UNUMPROVIDENT CORP COM 91529Y106 4179 143003 107603 0 0
US AIRWAYS GROUP INC COM 911905107 542 15300 14000 0 0
US CELLULAR CORP COM 911684108 641 10100 8600 0 0
USA EDUCATION INC COM 90390U102 9256 127400 96900 0 0
USA NETWORKS INC COM 902984103 359 15000 12700 0 0
UST INC COM 902911106 6924 230400 159600 0 0
USX-MARATHON GROUP INC COM NEW 902905827 34809 1291608 824208 0 0
UTI ENERGY CORP COM 903387108 2946 97400 97400 0 0
VALERO ENERGY CORP COM 91913Y100 916 25800 21000 0 0
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 329 10300 10300 0 0
VERISIGN INC COM 92343E102 10713 302300 233000 0 0
VERITAS SOFTWARE CORP COM 923436109 73275 1584677 1336577 0 0
VERIZON COMMUNICATIONS COM 92343V104 176660 3583374 2748674 0 0
VF CORPORATION COM 918204108 2435 69564 60764 0 0
VIACOM INC CL B CL B 925524308 22701 516279 427379 0 0
VIASAT INC COM 92552V100 844 55800 55800 0 0
VISTEON CORP COM 92839U107 208 13825 13825 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 26952 1131862 952262 0 0
VOICESTREAM WIRELESS CORP COM 928615103 3285 35565 30124 0 0
VORNADO REALTY TRUST REIT SH BEN INT 929042109 1376 38400 38400 0 0
VULCAN MATERIALS CO COM 929160109 506 10800 10800 0 0
WACHOVIA CORP COM 929771103 46706 775200 482400 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 995 35100 35100 0 0
WALGREEN CO COM 931422109 29535 723888 494788 0 0
WAL-MART STORES INC COM 931142103 135912 2691336 2114436 0 0
WASHINGTON MUTUAL INC COM 939322103 9392 171541 139741 0 0
WASTE CONNECTIONS INC COM 941053100 1155 40100 40100 0 0
WASTE MANAGEMENT INC COM 94106L109 5484 222034 204534 0 0
WATERS CORP COM 941848103 2875 61900 59500 0 0
WATSON PHARMACEUTICALS INC COM 942683103 575 10939 10939 0 0
WEBLINK WIRELESS INC CL A 94769A101 4 33763 33763 0 0
WEBMD CORPORATION COM 94769M105 219 39400 32900 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 30299 317900 202900 0 0
WELLS FARGO & COMPANY COM 949746101 20737 419178 386878 0 0
WENDY'S INTERNATIONAL INC COM 950590109 2174 97420 84320 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
UNITEDHEALTH GROUP INCORPORATE 1 1065480 0 477500
UNIVERSAL HLTH SVCS INC 1 18300 0 0
UNIVISION COMMUNICATIONS INC 1 111622 0 300
UNOCAL CORP 1 168818 0 3300
UNUMPROVIDENT CORP 1 105003 0 38000
US AIRWAYS GROUP INC 1 15300 0 0
US CELLULAR CORP 1 10100 0 0
USA EDUCATION INC 1 121600 0 5800
USA NETWORKS INC 1 15000 0 0
UST INC 1 215700 0 800
USX-MARATHON GROUP INC 1 1202108 0 27100
UTI ENERGY CORP 1 67800 0 29600
VALERO ENERGY CORP 1 25800 0 0
VARIAN SEMICONDUCTOR EQUIPMENT 1 0 0 10300
VERISIGN INC 1 184400 0 114900
VERITAS SOFTWARE CORP 1 542277 0 1019500
VERIZON COMMUNICATIONS 1 2100137 0 1361837
VF CORPORATION 1 69564 0 0
VIACOM INC CL B 1 466529 0 3450
VIASAT INC 1 36600 0 19200
VISTEON CORP 1 13825 0 0
VITESSE SEMICONDUCTOR CORP 1 505562 0 613500
VOICESTREAM WIRELESS CORP 1 35565 0 0
VORNADO REALTY TRUST REIT 1 38400 0 0
VULCAN MATERIALS CO 1 10800 0 0
WACHOVIA CORP 1 724500 0 16900
WADDELL & REED FINANCIAL INC 1 20100 0 15000
WALGREEN CO 1 675488 0 9700
WAL-MART STORES INC 1 1961736 0 595300
WASHINGTON MUTUAL INC 1 163741 0 400
WASTE CONNECTIONS INC 1 22900 0 17200
WASTE MANAGEMENT INC 1 203934 0 7600
WATERS CORP 1 61900 0 0
WATSON PHARMACEUTICALS INC 1 10939 0 0
WEBLINK WIRELESS INC 1 33763 0 0
WEBMD CORPORATION 1 39400 0 0
WELLPOINT HEALTH NETWORKS 1 288100 0 20100
WELLS FARGO & COMPANY 1 396628 0 8150
WENDY'S INTERNATIONAL INC 1 97420 0 0
50
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
WESTERN GAS RESOURCES INC COM 958259103 1251 38800 38800 0 0
WESTERN WIRELESS CL A 95988E204 1154 28400 19700 0 0
WESTVACO CORP COM 961548104 6116 252417 190517 0 0
WEYERHAEUSER CO COM 962166104 3540 69701 57601 0 0
WHIRLPOOL CORP COM 963320106 3804 76094 58694 0 0
WILLAMETTE INDUSTRIES COM 969133107 1582 34400 28300 0 0
WILLIAMS COS INC COM 969457100 3109 72565 69665 0 0
WINN-DIXIE STORES INC COM 974280109 422 14884 14884 0 0
WORLDCOM INC COM 98157D106 38408 2055279 1767079 0 0
WPP GROUP PLC ADR SPON ADR 929309300 2008 37401 37401 0 0
WRIGLEY (WM) JR CO COM 982526105 1065 22068 22068 0 0
XCEL ENERGY INC COM 98389B100 3609 119864 101264 0 0
XEROX CORP COM 984121103 424 70784 70784 0 0
XILINX INC COM 983919101 15743 448200 395300 0 0
XL CAPITAL LIMITED CL A G98255105 5568 73200 73200 0 0
YAHOO INC COM 984332106 1828 116066 97166 0 0
ZIONS BANCORPORATION COM 989701107 2032 39000 0 0 0
ZONAGEN INC COM 98975L108 82 29838 29838 0 0
ZORAN CORP COM 98975F101 686 44800 0 0 0
REPORT TOTALS 11504818 319756307 258148527 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
WESTERN GAS RESOURCES INC 1 38800 0 0
WESTERN WIRELESS 1 26800 0 1600
WESTVACO CORP 1 237817 0 10900
WEYERHAEUSER CO 1 63901 0 300
WHIRLPOOL CORP 1 69394 0 1000
WILLAMETTE INDUSTRIES 1 31400 0 200
WILLIAMS COS INC 1 70265 0 2300
WINN-DIXIE STORES INC 1 14884 0 0
WORLDCOM INC 1 1204229 0 756550
WPP GROUP PLC ADR 1 37401 0 0
WRIGLEY (WM) JR CO 1 22068 0 0
XCEL ENERGY INC 1 113164 0 400
XEROX CORP 1 70784 0 0
XILINX INC 1 75900 0 366500
XL CAPITAL LIMITED 1 70100 0 3100
YAHOO INC 1 105166 0 600
ZIONS BANCORPORATION 1 0 0 39000
ZONAGEN INC 1 29838 0 0
ZORAN CORP 1 0 0 44800
1
REPORT TOTALS 215316840 0 95439067
51
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
3COM CORP COM 885535104 823 143900 143900 0 0
ABBOTT LABORATORIES COM 002824100 4016 85100 56800 0 0
ABN AMRO HOLDING NV ADR SP ADR 000937102 585 31900 31900 0 0
ACTIVISION INC COM 004930202 1366 56200 55800 0 400
ACXIOM CORP COM 005125109 1131 54200 54200 0 0
ADOBE SYSTEMS INC COM 00724F101 374 10700 4200 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 356 24900 24900 0 0
ADVANCED MARKETING SERVICES COM 00753T105 2410 103000 102200 0 800
ADVENT SOFTWARE INC COM 007974108 1790 40400 40200 0 200
ADVO INC COM 007585102 5760 156100 155100 0 1000
AFFILIATED COMPUTER SVCS CL A CL A 008190100 986 15200 15200 0 0
AFLAC INC COM 001055102 204 7400 0 0 0
AGL RESOURCES INC COM 001204106 4890 223200 222500 0 700
AIR PRODUCTS & CHEMICALS INC COM 009158106 841 21900 12000 0 0
ALBANY INTL CORP CL A CL A 012348108 228 12384 12384 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 2251 64300 63900 0 400
ALBEMARLE CORP COM 012653101 5148 229300 228800 0 500
ALCOA INC COM 013817101 661 18400 0 0 0
ALEXANDER & BALDWIN INC COM 014482103 6393 299100 298800 0 300
ALLEGHENY ENERGY INC COM 017361106 3368 72800 69700 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 540 31000 23300 0 0
ALLERGAN INC COM 018490102 282 3800 3800 0 0
ALLETE COM 018522102 5595 216700 215500 0 1200
ALLIANT TECHSYSTEMS INC COM 018804104 947 10700 10600 0 100
ALLMERICA FINANCIAL CORP COM 019754100 1323 25500 24000 0 0
ALLSTATE CORP COM 020002101 1141 27200 11500 0 0
AMB PROPERTY CORP COM 00163T109 337 13700 13700 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 904 14250 9550 0 0
AMERADA HESS CORP COM 023551104 2390 30600 29100 0 0
AMEREN CORPORATION COM 023608102 229 5600 0 0 0
AMERICA WEST HOLDINGS CORP CL CL B 023657208 1672 174200 173400 0 800
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
3COM CORP 1 143900 0 0
ABBOTT LABORATORIES 1 82600 0 2500
ABN AMRO HOLDING NV ADR 1 21300 0 10600
ACTIVISION INC 1 47000 0 9200
ACXIOM CORP 1 54200 0 0
ADOBE SYSTEMS INC 1 9800 0 900
ADVANCED FIBRE COMMUNICATION 1 24900 0 0
ADVANCED MARKETING SERVICES 1 87800 0 15200
ADVENT SOFTWARE INC 1 35900 0 4500
ADVO INC 1 137400 0 18700
AFFILIATED COMPUTER SVCS CL A 1 15200 0 0
AFLAC INC 1 7400 0 0
AGL RESOURCES INC 1 210300 0 12900
AIR PRODUCTS & CHEMICALS INC 1 15800 0 6100
ALBANY INTL CORP CL A 1 12384 0 0
ALBANY MOLECULAR RESEARCH 1 55300 0 9000
ALBEMARLE CORP 1 219100 0 10200
ALCOA INC 1 18400 0 0
ALEXANDER & BALDWIN INC 1 288000 0 11100
ALLEGHENY ENERGY INC 1 70500 0 2300
ALLEGHENY TECHNOLOGIES INC 1 28500 0 2500
ALLERGAN INC 1 2500 0 1300
ALLETE 1 187600 0 29100
ALLIANT TECHSYSTEMS INC 1 9000 0 1700
ALLMERICA FINANCIAL CORP 1 24900 0 600
ALLSTATE CORP 1 24100 0 3100
AMB PROPERTY CORP 1 13000 0 700
AMBAC FINANCIAL GROUP INC 1 14250 0 0
AMERADA HESS CORP 1 28100 0 2500
AMEREN CORPORATION 1 5600 0 0
AMERICA WEST HOLDINGS CORP CL 1 154500 0 19700
52
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
AMERICAN EAGLE OUTFITTERS COM 02553E106 341 11850 11850 0 0
AMERICAN ELECTRIC POWER COM 025537101 301 6400 0 0 0
AMERICAN EXPRESS COMPANY COM 025816109 1446 35000 12300 0 0
AMERICAN GENERAL CORP COM 026351106 421 11000 0 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 1804 30700 8000 0 0
AMERICAN INTERNATIONAL GROUP COM 026874107 4467 55490 17990 0 0
AMERICAN MANAGEMENT SYSTEMS COM 027352103 1015 55400 54500 0 700
AMERICAN STANDARD COMPANIES COM 029712106 3745 63400 55400 0 0
AMERICREDIT CORP COM 03060R101 6869 211800 210300 0 1000
AMERISOURCE HEALTH CORP CL A CL A 03071P102 2918 59500 59500 0 0
AMERUS GROUP CO COM 03072M108 574 18900 18900 0 0
AMGEN INC COM 031162100 1119 18600 8400 0 0
AMPHENOL CORP CL A CL A 032095101 372 11800 10800 0 0
AMR CORP/DEL COM 001765106 1717 48900 40900 0 0
ANALOG DEVICES COM 032654105 1616 44600 24700 0 0
ANCHOR BANCORP WISCONSIN INC COM 032839102 697 50200 50200 0 0
ANDREW CORP COM 034425108 198 13800 10500 0 0
ANDRX GROUP COM 034553107 549 11200 11200 0 0
ANHEUSER-BUSCH COS INC COM 035229103 1562 34000 21500 0 0
ANIXTER INTERNATIONAL INC COM 035290105 4478 185800 184900 0 900
APACHE CORP COM 037411105 1325 23000 20000 0 0
APARTMENT INVT & MGMT CO CL A CL A 03748R101 493 11100 5800 0 0
APOLLO GROUP INC CL A CL A 037604105 1150 35050 32500 0 0
APPLEBEE'S INTL INC COM 037899101 2966 83100 82700 0 400
APPLIED MATERIALS INC COM 038222105 1231 28300 22100 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 2503 103500 102700 0 800
APTARGROUP INC COM 038336103 625 20500 20300 0 200
ARCHER-DANIELS-MIDLAND CO COM 039483102 154 11700 2700 0 0
ARCHSTONE COMMUNITIES TRUST SH BEN INT 039581103 335 13600 13600 0 0
ARDEN REALTY INC COM 039793104 819 34700 34700 0 0
ARKANSAS BEST CORP COM 040790107 1268 80500 79900 0 600
ARROW ELECTRONICS INC COM 042735100 5207 230400 216200 0 0
ARVINMERITOR INC. COM 043353101 706 51400 51400 0 0
ASHLAND INC COM 044204105 3180 82800 70200 0 0
ASPEN TECHNOLOGY INC COM 045327103 1382 57900 57500 0 400
ASSOCIATED BANC CORP COM 045487105 2627 79000 79000 0 0
ASTRAZENECA PLC ADR SP ADR 046353108 514 10645 10645 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
AMERICAN EAGLE OUTFITTERS 1 11850 0 0
AMERICAN ELECTRIC POWER 1 6400 0 0
AMERICAN EXPRESS COMPANY 1 35000 0 0
AMERICAN GENERAL CORP 1 11000 0 0
AMERICAN HOME PRODUCTS CORP 1 27900 0 2800
AMERICAN INTERNATIONAL GROUP 1 52840 0 2650
AMERICAN MANAGEMENT SYSTEMS 1 46900 0 8500
AMERICAN STANDARD COMPANIES 1 61200 0 2200
AMERICREDIT CORP 1 189500 0 22300
AMERISOURCE HEALTH CORP CL A 1 59500 0 0
AMERUS GROUP CO 1 18900 0 0
AMGEN INC 1 17000 0 1600
AMPHENOL CORP CL A 1 11800 0 0
AMR CORP/DEL 1 46300 0 2600
ANALOG DEVICES 1 41400 0 3200
ANCHOR BANCORP WISCONSIN INC 1 43500 0 6700
ANDREW CORP 1 13800 0 0
ANDRX GROUP 1 11200 0 0
ANHEUSER-BUSCH COS INC 1 28500 0 5500
ANIXTER INTERNATIONAL INC 1 168400 0 17400
APACHE CORP 1 19800 0 3200
APARTMENT INVT & MGMT CO CL A 1 10800 0 300
APOLLO GROUP INC CL A 1 35050 0 0
APPLEBEE'S INTL INC 1 75200 0 7900
APPLIED MATERIALS INC 1 26500 0 1800
APRIA HEALTHCARE GROUP INC 1 87000 0 16500
APTARGROUP INC 1 17600 0 2900
ARCHER-DANIELS-MIDLAND CO 1 9000 0 2700
ARCHSTONE COMMUNITIES TRUST 1 12900 0 700
ARDEN REALTY INC 1 33900 0 800
ARKANSAS BEST CORP 1 68400 0 12100
ARROW ELECTRONICS INC 1 223400 0 7000
ARVINMERITOR INC. 1 51400 0 0
ASHLAND INC 1 79500 0 3300
ASPEN TECHNOLOGY INC 1 48100 0 9800
ASSOCIATED BANC CORP 1 78100 0 900
ASTRAZENECA PLC ADR 1 6100 0 4545
53
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
AT&T CORP COM 001957109 3113 146156 63156 0 0
AT&T CORP LIBERTY MEDIA CL A COM LIB GRP 001957208 620 44300 0 0 0
ATLAS AIR WORLDWIDE HLDGS COM 049164106 538 19100 19100 0 0
ATMEL CORP COM 049513104 2634 268400 268000 0 0
AUDIOVOX CORP CL A CL A 050757103 930 121500 120700 0 800
AUTODESK INC COM 052769106 254 8300 8100 0 0
AUTOMATIC DATA PROCESSING COM 053015103 440 8100 3200 0 0
AUTONATION INC COM 05329W102 145 16100 0 0 0
AUTOZONE INC COM 053332102 1040 37100 34900 0 0
AVALONBAY COMMUNITIES INC COM 053484101 646 14100 14100 0 0
AVID TECHNOLOGY INC COM 05367P100 1021 76300 75800 0 500
AVNET INC COM 053807103 1941 94700 93600 0 0
AVOCENT CORPORATION COM 053893103 255 11700 11700 0 0
AVON PRODUCTS INC COM 054303102 1060 26500 18800 0 0
AVX CORP COM 002444107 934 54100 52800 0 0
AXA ADR SP ADR 054536107 480 8775 8775 0 0
AZTAR CORP COM 054802103 2636 248400 248400 0 0
BALL CORP COM 058498106 4293 93600 93200 0 400
BANDAG INC COM 059815100 1165 43500 43500 0 0
BANK OF AMERICA CORP COM 060505104 3367 61492 29992 0 0
BANK OF NEW YORK CO INC COM 064057102 1782 36200 12800 0 0
BANK OF TOKYO-MITSUBISHI LTD A SP ADR 065379109 694 72400 72400 0 0
BANK ONE CORP COM 06423A103 829 22900 4800 0 0
BANKNORTH GROUP INC COM 06646R107 519 26100 26100 0 0
BANTA CORP COM 066821109 1324 54600 54600 0 0
BARD (C.R.) INC COM 067383109 1012 22300 21300 0 0
BARNES & NOBLE INC COM 067774109 3267 136700 135100 0 600
BARR LABORATORIES INC COM 068306109 3567 62400 62100 0 200
BARRA INC COM 068313105 2684 49700 49350 0 350
BASF AG ADR SP ADR 055262505 582 14400 14400 0 0
BAXTER INTERNATIONAL INC COM 071813109 1629 17300 11200 0 0
BEA SYSTEMS INC COM 073325102 314 10700 0 0 0
BEAR STEARNS COMPANIES INC COM 073902108 1810 39578 33278 0 0
BECKMAN COULTER INC COM 075811109 680 17400 17400 0 0
BECTON DICKINSON & CO COM 075887109 350 9900 5500 0 0
BEDFORD PROPERTY INVESTORS COM 076446301 3185 169800 169300 0 500
BELDEN INC COM 077459105 1640 81800 81400 0 400
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
AT&T CORP 1 141344 0 4812
AT&T CORP LIBERTY MEDIA CL A 1 44300 0 0
ATLAS AIR WORLDWIDE HLDGS 1 19100 0 0
ATMEL CORP 1 268400 0 0
AUDIOVOX CORP CL A 1 106100 0 15400
AUTODESK INC 1 8300 0 0
AUTOMATIC DATA PROCESSING 1 7000 0 1100
AUTONATION INC 1 16100 0 0
AUTOZONE INC 1 37100 0 0
AVALONBAY COMMUNITIES INC 1 12200 0 1900
AVID TECHNOLOGY INC 1 63900 0 12400
AVNET INC 1 93700 0 1000
AVOCENT CORPORATION 1 11700 0 0
AVON PRODUCTS INC 1 21200 0 5300
AVX CORP 1 52100 0 2000
AXA ADR 1 6025 0 2750
AZTAR CORP 1 226900 0 21500
BALL CORP 1 84500 0 9100
BANDAG INC 1 41600 0 1900
BANK OF AMERICA CORP 1 58892 0 2600
BANK OF NEW YORK CO INC 1 32100 0 4100
BANK OF TOKYO-MITSUBISHI LTD A 1 50500 0 21900
BANK ONE CORP 1 22900 0 0
BANKNORTH GROUP INC 1 26100 0 0
BANTA CORP 1 54000 0 600
BARD (C.R.) INC 1 22300 0 0
BARNES & NOBLE INC 1 125800 0 10900
BARR LABORATORIES INC 1 57800 0 4600
BARRA INC 1 42150 0 7550
BASF AG ADR 1 10200 0 4200
BAXTER INTERNATIONAL INC 1 16100 0 1200
BEA SYSTEMS INC 1 10700 0 0
BEAR STEARNS COMPANIES INC 1 37792 0 1786
BECKMAN COULTER INC 1 17400 0 0
BECTON DICKINSON & CO 1 9900 0 0
BEDFORD PROPERTY INVESTORS 1 146100 0 23700
BELDEN INC 1 72800 0 9000
54
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
BELLSOUTH CORP COM 079860102 6359 155400 98200 0 0
BELO CORPORATION COM SER A 080555105 1588 96400 92100 0 0
BERGEN BRUNSWIG CORP CL A CL A 083739102 1670 100600 100600 0 0
BERKLEY (WR) CORP COM 084423102 6074 134800 134100 0 700
BIOMET INC COM 090613100 244 6200 3500 0 0
BJ SERVICES CO COM 055482103 3140 44100 39800 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 1254 26200 25800 0 0
BLACK & DECKER CORP COM 091797100 206 5600 5600 0 0
BLACK BOX CORPORATION COM 091826107 2268 50900 50200 0 300
BLACK HILLS CORP COM 092113109 357 7800 7800 0 0
BLACKROCK INC CL A 09247X101 1393 38700 38500 0 200
BLOCK H & R INC COM 093671105 235 4700 4700 0 0
BOEING CO COM 097023105 4957 88980 45880 0 0
BORDERS GROUP INC COM 099709107 801 47600 47600 0 0
BOSTON PROPERTIES INC COM 101121101 608 15800 15800 0 0
BOWATER INC COM 102183100 720 15200 12600 0 0
BOYKIN LODGING COMPANY COM 103430104 1260 113500 112500 0 1000
BP PLC ADR SP ADR 055622104 546 11000 11000 0 0
BRANDYWINE REALTY TRUST SH BEN INT N 105368203 205 10300 10300 0 0
BRE PROPERTIES CL A CL A 05564E106 357 12300 12300 0 0
BRIGGS & STRATTON COM 109043109 6619 172500 171500 0 1000
BRINKER INTERNATIONAL INC COM 109641100 2322 83200 81700 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 6819 114800 53300 0 0
BRITISH AIRWAYS PLC ADR ADR 110419306 430 9400 9400 0 0
BRITISH TELECOM PLC ADR ADR 111021408 676 9100 9100 0 0
BROADWING INC COM 111620100 2853 149000 144100 0 0
BROOKLINE BANCORP INC COM 113739106 637 48100 48100 0 0
BROWN SHOE COMPANY INC COM 115736100 1061 56300 56300 0 0
BSQUARE CORP COM 11776U102 1377 124500 123600 0 900
BURLINGTON NORTHERN SANTA FE COM 12189T104 850 27992 14392 0 0
C&D TECHNOLOGIES INC COM 124661109 1435 52000 51700 0 300
C.H. ROBINSON WORLDWIDE INC COM 12541W100 662 24200 24200 0 0
CABOT CORP COM 127055101 1575 50000 49700 0 0
CABOT INDUSTRIAL TRUST COM 127072106 277 14300 14300 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 4036 91200 90800 0 400
CACI INTERNATIONAL INC CL A CL A 127190304 1534 56800 56800 0 0
CADENCE DESIGN SYS INC COM 127387108 1657 89600 86200 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
BELLSOUTH CORP 1 141250 0 14150
BELO CORPORATION 1 96400 0 0
BERGEN BRUNSWIG CORP CL A 1 100600 0 0
BERKLEY (WR) CORP 1 119000 0 15800
BIOMET INC 1 5000 0 1200
BJ SERVICES CO 1 43600 0 500
BJ'S WHOLESALE CLUB INC 1 25300 0 900
BLACK & DECKER CORP 1 5600 0 0
BLACK BOX CORPORATION 1 46000 0 4900
BLACK HILLS CORP 1 5700 0 2100
BLACKROCK INC 1 33600 0 5100
BLOCK H & R INC 1 4700 0 0
BOEING CO 1 82780 0 6200
BORDERS GROUP INC 1 47600 0 0
BOSTON PROPERTIES INC 1 15100 0 700
BOWATER INC 1 14500 0 700
BOYKIN LODGING COMPANY 1 94000 0 19500
BP PLC ADR 1 7400 0 3600
BRANDYWINE REALTY TRUST 1 9800 0 500
BRE PROPERTIES CL A 1 12300 0 0
BRIGGS & STRATTON 1 153000 0 19500
BRINKER INTERNATIONAL INC 1 80700 0 2500
BRISTOL-MYERS SQUIBB CO 1 105600 0 9200
BRITISH AIRWAYS PLC ADR 1 6500 0 2900
BRITISH TELECOM PLC ADR 1 6750 0 2350
BROADWING INC 1 147700 0 1300
BROOKLINE BANCORP INC 1 48100 0 0
BROWN SHOE COMPANY INC 1 56300 0 0
BSQUARE CORP 1 104800 0 19700
BURLINGTON NORTHERN SANTA FE 1 18492 0 9500
C&D TECHNOLOGIES INC 1 45800 0 6200
C.H. ROBINSON WORLDWIDE INC 1 24200 0 0
CABOT CORP 1 50000 0 0
CABOT INDUSTRIAL TRUST 1 13700 0 600
CABOT MICROELECTRONICS CORP 1 82300 0 8900
CACI INTERNATIONAL INC CL A 1 51700 0 5100
CADENCE DESIGN SYS INC 1 88800 0 800
55
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
CALLAWAY GOLF COMPANY COM 131193104 4122 185600 184900 0 700
CALPINE CORPORATION COM 131347106 2054 37300 14100 0 0
CAMBREX CORP COM 132011107 2564 61700 61300 0 400
CAMDEN PROPERTY TRUST SH BEN INT 133131102 1360 40900 40600 0 300
CANON INC- SP ADR ADR 138006309 899 24600 24600 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN 139733109 2675 167200 166200 0 1000
CARDINAL HEALTH INC COM 14149Y108 764 7900 0 0 0
CAREMARK RX INC COM 141705103 209 16000 16000 0 0
CARLISLE COS INC COM 142339100 780 23900 23800 0 100
CARLTON COMM PLC ADR ADR 142872209 226 7850 7850 0 0
CARPENTER TECHNOLOGY COM 144285103 3753 133800 133500 0 300
CARRAMERICA REALTY CORP COM 144418100 516 18100 18100 0 0
CASEY'S GENERAL STORES INC COM 147528103 2070 173400 172500 0 900
CATO CORP CL A CL A 149205106 2622 174100 173200 0 900
CBL & ASSOCIATES PROPERTIES COM 124830100 782 29400 29400 0 0
CBRL GROUP INC COM 12489V106 5016 275800 274700 0 1100
CDW COMPUTER CENTERS INC COM 125129106 725 23400 19500 0 0
CEC ENTERTAINMENT INC COM 125137109 982 22150 21950 0 200
CENDANT CORP COM 151313103 169 11600 0 0 0
CENTERPOINT PROPERTIES CORP SH BEN INT 151895109 336 7200 7200 0 0
CENTEX CORP COM 152312104 2153 51700 50300 0 0
CENTILLIUM COMMUNICATIONS INC COM 152319109 288 11800 11800 0 0
CENTRAL GARDEN & PET CO COM 153527106 707 83200 81900 0 1300
CENTURY ALUMINUM COMPANY COM 156431108 1971 123200 122100 0 1100
CEPHALON INC COM 156708109 990 20600 20600 0 0
CERNER CORP COM 156782104 2439 71200 70700 0 500
CH ENERGY GROUP INC COM 12541M102 947 21400 21400 0 0
CHARTER COMMUNICATIONS INC CL CL A 16117M107 312 13800 12000 0 0
CHECKFREE CORP COM 162813109 2561 87000 85200 0 0
CHECKPOINT SYSTEMS INC COM 162825103 1652 174800 173800 0 1000
CHEMED CORP COM 163596109 917 26400 26200 0 200
CHEVRON CORP COM 166751107 1115 12700 0 0 0
CHICO'S FAS INC COM 168615102 902 27500 27300 0 200
CIENA CORP COM 171779101 710 17000 3500 0 0
CIGNA CORP COM 125509109 5253 48925 33825 0 0
CIMA LABS INC COM 171796105 2205 35500 35300 0 200
CIRRUS LOGIC INC COM 172755100 2144 143500 136300 0 400
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
CALLAWAY GOLF COMPANY 1 168600 0 17000
CALPINE CORPORATION 1 30900 0 6400
CAMBREX CORP 1 51400 0 10300
CAMDEN PROPERTY TRUST 1 37500 0 3400
CANON INC- SP ADR 1 17600 0 7000
CAPITAL AUTOMOTIVE REIT 1 146000 0 21200
CARDINAL HEALTH INC 1 7900 0 0
CAREMARK RX INC 1 16000 0 0
CARLISLE COS INC 1 18300 0 5600
CARLTON COMM PLC ADR 1 5450 0 2400
CARPENTER TECHNOLOGY 1 127600 0 6200
CARRAMERICA REALTY CORP 1 17300 0 800
CASEY'S GENERAL STORES INC 1 155600 0 17800
CATO CORP CL A 1 149600 0 24500
CBL & ASSOCIATES PROPERTIES 1 25600 0 3800
CBRL GROUP INC 1 254700 0 21100
CDW COMPUTER CENTERS INC 1 23400 0 0
CEC ENTERTAINMENT INC 1 17950 0 4200
CENDANT CORP 1 11600 0 0
CENTERPOINT PROPERTIES CORP 1 6900 0 300
CENTEX CORP 1 51700 0 0
CENTILLIUM COMMUNICATIONS INC 1 11800 0 0
CENTRAL GARDEN & PET CO 1 75700 0 7500
CENTURY ALUMINUM COMPANY 1 104900 0 18300
CEPHALON INC 1 18400 0 2200
CERNER CORP 1 61000 0 10200
CH ENERGY GROUP INC 1 21400 0 0
CHARTER COMMUNICATIONS INC CL 1 13800 0 0
CHECKFREE CORP 1 85600 0 1400
CHECKPOINT SYSTEMS INC 1 155100 0 19700
CHEMED CORP 1 21400 0 5000
CHEVRON CORP 1 12700 0 0
CHICO'S FAS INC 1 24200 0 3300
CIENA CORP 1 15800 0 1200
CIGNA CORP 1 44525 0 4400
CIMA LABS INC 1 32000 0 3500
CIRRUS LOGIC INC 1 132900 0 10600
56
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
CISCO SYSTEMS INC COM 17275R102 4688 296500 144100 0 0
CITIGROUP INC COM 172967101 9867 219369 110636 0 0
CITRIX SYSTEMS INC COM 177376100 380 18000 18000 0 0
CITY NATIONAL CORP COM 178566105 5212 135700 133600 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 387 7100 0 0 0
CLECO CORPORATION COM 12561W105 4918 108200 107600 0 600
CLEVELAND-CLIFFS INC COM 185896107 3974 220800 219600 0 1200
COCA-COLA COMPANY COM 191216100 802 17750 10150 0 0
COGNIZANT TECH SOLUTIONS CRP CL A 192446102 947 31500 31300 0 200
COHERENT INC COM 192479103 1260 35500 35300 0 200
COLDWATER CREEK INC COM 193068103 692 30700 30400 0 300
COLGATE-PALMOLIVE CO COM 194162103 873 15800 6300 0 0
COLONIAL BANCGROUP INC COM 195493309 790 60800 60800 0 0
COMCAST CORP CL A CL A SPL 200300200 721 17200 1600 0 0
COMDISCO INC COM 200336105 1406 175800 171200 0 0
COMERICA INC COM 200340107 1830 29750 19350 0 0
COMMERCE BANCORP INC/NJ COM 200519106 797 13291 13291 0 0
COMMERCE BANCSHARES INC COM 200525103 2949 79172 79172 0 0
COMMERCE GROUP INC COM 200641108 842 26300 26300 0 0
COMMERCIAL METALS CO COM 201723103 1318 52500 52500 0 0
COMMONWEALTH TELEPHONE ENTRP COM 203349105 2439 70700 70400 0 300
COMMSCOPE INC COM 203372107 500 30000 30000 0 0
COMPAQ COMPUTER CORP COM 204493100 506 27800 0 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 224 8250 5650 0 0
COMVERSE TECHNOLOGY INC COM 205862402 477 8100 3300 0 0
CONCORD EFS INC COM 206197105 1755 43400 43400 0 0
CONOCO INC CL B CL B 208251405 3051 108000 77500 0 0
CONTINENTAL AIRLINES CL B CL B 210795308 464 11200 9600 0 0
CONVERGYS CORP COM 212485106 292 8100 8100 0 0
COOPER COMPANIES INC COM 216648402 4290 90600 90100 0 500
COOPER INDUSTRIES INC COM 216669101 595 17800 13000 0 0
COPART INC COM 217204106 2531 123500 122500 0 1000
COR THERAPEUTICS INC COM 217753102 329 14600 14600 0 0
CORN PRODUCTS INTL INC COM 219023108 457 17800 17500 0 300
CORNING INC COM 219350105 559 27000 3900 0 0
CORPORATE EXECUTIVE BOARD CO COM 21988R102 685 22700 22500 0 200
CORUS BANCSHARES INC COM 220873103 1668 32700 32600 0 100
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
CISCO SYSTEMS INC 1 276100 0 20400
CITIGROUP INC 1 201970 0 17399
CITRIX SYSTEMS INC 1 18000 0 0
CITY NATIONAL CORP 1 135700 0 0
CLEAR CHANNEL COMMUNICATIONS 1 7100 0 0
CLECO CORPORATION 1 95300 0 12900
CLEVELAND-CLIFFS INC 1 194100 0 26700
COCA-COLA COMPANY 1 17750 0 0
COGNIZANT TECH SOLUTIONS CRP 1 26800 0 4700
COHERENT INC 1 30200 0 5300
COLDWATER CREEK INC 1 27000 0 3700
COLGATE-PALMOLIVE CO 1 14100 0 1700
COLONIAL BANCGROUP INC 1 60800 0 0
COMCAST CORP CL A 1 17200 0 0
COMDISCO INC 1 173600 0 2200
COMERICA INC 1 23000 0 6750
COMMERCE BANCORP INC/NJ 1 11810 0 1481
COMMERCE BANCSHARES INC 1 77597 0 1575
COMMERCE GROUP INC 1 26300 0 0
COMMERCIAL METALS CO 1 51900 0 600
COMMONWEALTH TELEPHONE ENTRP 1 63500 0 7200
COMMSCOPE INC 1 30000 0 0
COMPAQ COMPUTER CORP 1 27800 0 0
COMPUTER ASSOCIATES INTL INC 1 8250 0 0
COMVERSE TECHNOLOGY INC 1 7000 0 1100
CONCORD EFS INC 1 43400 0 0
CONOCO INC CL B 1 96500 0 11500
CONTINENTAL AIRLINES CL B 1 9800 0 1400
CONVERGYS CORP 1 8100 0 0
COOPER COMPANIES INC 1 79000 0 11600
COOPER INDUSTRIES INC 1 17100 0 700
COPART INC 1 100200 0 23300
COR THERAPEUTICS INC 1 14600 0 0
CORN PRODUCTS INTL INC 1 14300 0 3500
CORNING INC 1 25600 0 1400
CORPORATE EXECUTIVE BOARD CO 1 19000 0 3700
CORUS BANCSHARES INC 1 29700 0 3000
57
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
CORUS GROUP PLC ADR SP ADR 22087M101 255 29232 29232 0 0
COSTCO WHOLESALE CORP COM 22160K105 620 15800 12400 0 0
COUNTRYWIDE CREDIT IND INC COM 222372104 494 10000 8800 0 0
COUSINS PROPERTIES INC COM 222795106 315 12600 12600 0 0
CSG SYSTEMS INTL INC COM 126349109 3542 86000 83900 0 200
CULLEN/FROST BANKERS INC COM 229899109 870 25400 25400 0 0
CVS CORP COM 126650100 532 9100 0 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1245 70200 69600 0 0
CYTEC INDUSTRIES INC COM 232820100 4553 142200 141900 0 300
CYTYC CORPORATION COM 232946103 3237 196200 186300 0 600
DARDEN RESTAURANTS INC COM 237194105 2370 99800 97500 0 0
DATASCOPE CORP COM 238113104 3662 101200 100800 0 400
DDI CORP COM 233162106 1006 59600 59200 0 400
DEAN FOODS CO COM 242361103 2455 72500 71800 0 400
DELL COMPUTER CORP COM 247025109 1789 69650 49550 0 0
DELPHI FINANCIAL GROUP CL A CL A 247131105 1589 53674 53374 0 300
DELTA AIR LINES INC COM 247361108 920 23300 11500 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 4610 126300 117700 0 0
DIAGEO PLC ADR SP ADR 25243Q205 496 12250 12250 0 0
DIAGNOSTIC PRODUCTS CORP COM 252450101 1512 29000 28900 0 100
DIEBOLD INC COM 253651103 1076 39200 38900 0 0
DILLARDS INC CL A CL A 254067101 2207 100600 100600 0 0
DIME BANCORP INC COM 25429Q102 1467 44800 42400 0 0
DIME COMMUNITY BANCSHARES COM 253922108 736 27000 27000 0 0
DIRECT FOCUS INC COM 254931108 2619 104775 103875 0 900
DOLE FOOD COMPANY COM 256605106 3095 192500 191700 0 800
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 4089 198500 197400 0 1100
DORAL FINANCIAL CORP COM 25811P100 1491 49700 49700 0 0
DOVER CORP COM 260003108 319 8900 1500 0 0
DOW CHEMICAL COM 260543103 1555 49266 30100 0 0
DOWNEY FINANCIAL CORP COM 261018105 10240 226045 224945 0 1100
DPL INC COM 233293109 1065 37900 37900 0 0
DQE INC COM 23329J104 2828 97000 94700 0 0
DST SYSTEMS INC COM 233326107 1610 33400 32400 0 0
DU PONT (E.I.) DE NEMOURS COM 263534109 855 21000 700 0 0
DUKE ENERGY CORP COM 264399106 791 18500 1900 0 0
DUKE-WEEKS REALTY CORP COM 264411505 316 13654 13654 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
CORUS GROUP PLC ADR 1 19632 0 9600
COSTCO WHOLESALE CORP 1 15800 0 0
COUNTRYWIDE CREDIT IND INC 1 10000 0 0
COUSINS PROPERTIES INC 1 12000 0 600
CSG SYSTEMS INTL INC 1 81300 0 4700
CULLEN/FROST BANKERS INC 1 25000 0 400
CVS CORP 1 9100 0 0
CYPRESS SEMICONDUCTOR CORP 1 70200 0 0
CYTEC INDUSTRIES INC 1 137800 0 4400
CYTYC CORPORATION 1 173400 0 22800
DARDEN RESTAURANTS INC 1 98100 0 1700
DATASCOPE CORP 1 90800 0 10400
DDI CORP 1 49700 0 9900
DEAN FOODS CO 1 63900 0 8600
DELL COMPUTER CORP 1 67350 0 2300
DELPHI FINANCIAL GROUP CL A 1 51674 0 2000
DELTA AIR LINES INC 1 19900 0 3400
DENTSPLY INTERNATIONAL INC 1 122200 0 4100
DIAGEO PLC ADR 1 8950 0 3300
DIAGNOSTIC PRODUCTS CORP 1 25700 0 3300
DIEBOLD INC 1 39200 0 0
DILLARDS INC CL A 1 96500 0 4100
DIME BANCORP INC 1 44800 0 0
DIME COMMUNITY BANCSHARES 1 27000 0 0
DIRECT FOCUS INC 1 87750 0 17025
DOLE FOOD COMPANY 1 175600 0 16900
DOLLAR THRIFTY AUTOMOTIVE GP 1 175200 0 23300
DORAL FINANCIAL CORP 1 49700 0 0
DOVER CORP 1 7400 0 1500
DOW CHEMICAL 1 46966 0 2300
DOWNEY FINANCIAL CORP 1 205540 0 20505
DPL INC 1 37900 0 0
DQE INC 1 97000 0 0
DST SYSTEMS INC 1 32800 0 600
DU PONT (E.I.) DE NEMOURS 1 21000 0 0
DUKE ENERGY CORP 1 17800 0 700
DUKE-WEEKS REALTY CORP 1 13088 0 566
58
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
DUPONT PHOTOMASKS INC COM 26613X101 1075 24500 24300 0 200
DYCOM INDUSTRIES INC COM 267475101 1053 81600 81000 0 0
E*TRADE GROUP INC COM 269246104 1202 172200 170900 0 0
EAST WEST BANCORP INC COM 27579R104 6043 313900 312000 0 1900
EASTMAN CHEMICAL COMPANY COM 277432100 546 11100 10700 0 0
EASTMAN KODAK CO COM 277461109 475 11900 5200 0 0
EATON VANCE CORP COM 278265103 2922 94100 93700 0 400
EDWARDS (A.G.) INC COM 281760108 4910 132700 129100 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1105 56400 55900 0 500
ELANTEC SEMICONDUCTOR INC COM 284155108 1108 41700 41400 0 300
ELECTRO SCIENTIFIC INDS INC COM 285229100 2638 94000 93300 0 700
ELECTROGLAS INC COM 285324109 1193 72300 71600 0 700
ELECTRONIC DATA SYSTEMS CORP COM 285661104 2609 46700 33100 0 0
EMC CORP/MASS COM 268648102 3405 115800 63200 0 0
EMERSON ELECTRIC CO COM 291011104 415 6700 0 0 0
ENDESA ADR SP ADR 29258N107 799 48300 48300 0 0
ENERGEN CORP COM 29265N108 4861 137700 137100 0 600
ENERGIZER HOLDINGS INC COM 29266R108 1123 44900 44900 0 0
ENERGY CONVERSION DEVICES COM 292659109 813 33200 33200 0 0
ENERGY EAST CORPORATION COM 29266M109 1213 69900 67700 0 0
ENGELHARD CORP COM 292845104 2940 113700 103100 0 0
ENGINEERED SUPPORT SYSTEMS COM 292866100 806 41625 41375 0 250
ENI SPA ADR SP ADR 26874R108 589 9102 9102 0 0
ENRON CORP COM 293561106 296 5100 0 0 0
ENSCO INTERNATIONAL INC COM 26874Q100 2923 83500 79800 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1089 27700 27400 0 0
ENTERTAINMENT PROPERTIES TR COM SH BEN 29380T105 191 13400 13400 0 0
ENZON INC COM 293904108 4389 92400 91500 0 600
EOG RESOURCES INC COM 26875P101 2350 57000 51300 0 0
EQUITABLE RESOURCES INC COM 294549100 9274 134400 133900 0 500
EQUITY OFFICE PROPERTIES TR COM 294741103 1173 41910 27610 0 0
EQUITY RESIDENTIAL PROPS TR RE SH BEN INT 29476L107 1212 23300 14200 0 0
ESPEED INC CL A CL A 296643109 1112 54400 54000 0 400
ESS TECHNOLOGY COM 269151106 815 141700 140700 0 1000
ESSEX PROPERTY TRUST INC COM 297178105 5026 104600 103800 0 800
ESTERLINE TECHNOLOGIES CORP COM 297425100 1955 89900 89500 0 400
EVEREST RE GROUP LTD COM G3223R108 12413 186600 182700 0 600
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
DUPONT PHOTOMASKS INC 1 21500 0 3000
DYCOM INDUSTRIES INC 1 81600 0 0
E*TRADE GROUP INC 1 172200 0 0
EAST WEST BANCORP INC 1 272900 0 41000
EASTMAN CHEMICAL COMPANY 1 10100 0 1000
EASTMAN KODAK CO 1 10100 0 1800
EATON VANCE CORP 1 82000 0 12100
EDWARDS (A.G.) INC 1 131300 0 1400
EDWARDS LIFESCIENCES CORP 1 46600 0 9800
ELANTEC SEMICONDUCTOR INC 1 35500 0 6200
ELECTRO SCIENTIFIC INDS INC 1 81300 0 12700
ELECTROGLAS INC 1 59700 0 12600
ELECTRONIC DATA SYSTEMS CORP 1 43900 0 2800
EMC CORP/MASS 1 106500 0 9300
EMERSON ELECTRIC CO 1 6700 0 0
ENDESA ADR 1 34500 0 13800
ENERGEN CORP 1 125300 0 12400
ENERGIZER HOLDINGS INC 1 44900 0 0
ENERGY CONVERSION DEVICES 1 26400 0 6800
ENERGY EAST CORPORATION 1 69900 0 0
ENGELHARD CORP 1 110100 0 3600
ENGINEERED SUPPORT SYSTEMS 1 36125 0 5500
ENI SPA ADR 1 6212 0 2890
ENRON CORP 1 5100 0 0
ENSCO INTERNATIONAL INC 1 82500 0 1000
ENTERCOM COMMUNICATIONS CORP 1 27700 0 0
ENTERTAINMENT PROPERTIES TR 1 13400 0 0
ENZON INC 1 79600 0 12800
EOG RESOURCES INC 1 51700 0 5300
EQUITABLE RESOURCES INC 1 120800 0 13600
EQUITY OFFICE PROPERTIES TR 1 40810 0 1100
EQUITY RESIDENTIAL PROPS TR RE 1 21900 0 1400
ESPEED INC CL A 1 44800 0 9600
ESS TECHNOLOGY 1 123200 0 18500
ESSEX PROPERTY TRUST INC 1 90500 0 14100
ESTERLINE TECHNOLOGIES CORP 1 82100 0 7800
EVEREST RE GROUP LTD 1 172400 0 14200
59
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
EXAR CORP COM 300645108 1527 77800 77300 0 400
EXPEDIA INC CL A COM 302125109 163 12500 12500 0 0
EXPEDITORS INTL WASH INC COM 302130109 852 16900 16700 0 0
EXPRESS SCRIPTS INC CL A CL A 302182100 1578 18200 17000 0 0
EXXON MOBIL CORPORATION COM 30231G102 9330 115190 45586 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 239 7900 7900 0 0
FAMILY DOLLAR STORES COM 307000109 2025 78800 78800 0 0
FANNIE MAE COM 313586109 4895 61500 35500 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 1633 39300 20600 0 0
FEDERATED INVESTORS INC CL B CL B 314211103 539 19000 19000 0 0
FEDEX CORPORATION COM 31428X106 225 5400 700 0 0
FEI COMPANY COM 30241L109 1306 59200 58700 0 500
FELCOR LODGING TRUST INC COM 31430F101 5277 229935 228935 0 1000
FERRO CORP COM 315405100 592 29100 29100 0 0
FIFTH THIRD BANCORP COM 316773100 214 4000 0 0 0
FILENET CORP COM 316869106 1073 68400 67800 0 600
FINISAR CORPORATION COM 31787A101 153 15900 15900 0 0
FIRST DATA CORP COM 319963104 5726 95900 68200 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 987 31200 31200 0 0
FIRST TENNESSEE NATL CORP COM 337162101 1944 62900 61900 0 0
FIRST UNION CORP COM 337358105 538 16300 0 0 0
FIRST VIRGINIA BANKS INC COM 337477103 2060 47500 47500 0 0
FIRSTFED FINANCIAL CORP COM 337907109 3982 142200 141600 0 600
FISERV INC COM 337738108 2439 54525 53925 0 0
FLAGSTAR BANCORP INC COM 337930101 468 18700 18700 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 3553 94125 61555 0 0
FLOWSERVE CORPORATION COM 34354P105 2673 119100 119100 0 0
FMC CORP COM 302491303 5413 73500 68200 0 0
FOOTSTAR INC COM 344912100 4975 123900 123200 0 700
FORD MOTOR COMPANY COM 345370860 3055 108658 63158 0 0
FOREST LABORATORIES INC COM 345838106 3086 52100 42600 0 0
FORTUNE BRANDS INC COM 349631101 1799 52300 47000 0 0
FOSSIL INC COM 349882100 1623 93400 92500 0 900
FPL GROUP INC COM 302571104 215 3500 0 0 0
FREDDIE MAC COM 313400301 1044 16100 1700 0 0
FRED'S INC CL A 356108100 835 36500 36500 0 0
FREEMARKETS INC COM 356602102 323 33900 33900 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
EXAR CORP 1 67100 0 10700
EXPEDIA INC CL A 1 12500 0 0
EXPEDITORS INTL WASH INC 1 16300 0 600
EXPRESS SCRIPTS INC CL A 1 17400 0 800
EXXON MOBIL CORPORATION 1 108856 0 6334
FACTSET RESEARCH SYSTEMS INC 1 7900 0 0
FAMILY DOLLAR STORES 1 78800 0 0
FANNIE MAE 1 55500 0 6000
FEDERATED DEPARTMENT STORES 1 38100 0 1200
FEDERATED INVESTORS INC CL B 1 19000 0 0
FEDEX CORPORATION 1 4700 0 700
FEI COMPANY 1 51200 0 8000
FELCOR LODGING TRUST INC 1 206849 0 23086
FERRO CORP 1 28400 0 700
FIFTH THIRD BANCORP 1 4000 0 0
FILENET CORP 1 56700 0 11700
FINISAR CORPORATION 1 15900 0 0
FIRST DATA CORP 1 86000 0 9900
FIRST INDUSTRIAL REALTY TR 1 31200 0 0
FIRST TENNESSEE NATL CORP 1 62900 0 0
FIRST UNION CORP 1 16300 0 0
FIRST VIRGINIA BANKS INC 1 47500 0 0
FIRSTFED FINANCIAL CORP 1 130900 0 11300
FISERV INC 1 54525 0 0
FLAGSTAR BANCORP INC 1 18700 0 0
FLEET BOSTON FINANCIAL CORP 1 83325 0 10800
FLOWSERVE CORPORATION 1 118600 0 500
FMC CORP 1 70500 0 3000
FOOTSTAR INC 1 108100 0 15800
FORD MOTOR COMPANY 1 93571 0 15088
FOREST LABORATORIES INC 1 48000 0 4100
FORTUNE BRANDS INC 1 49800 0 2500
FOSSIL INC 1 78500 0 14900
FPL GROUP INC 1 3500 0 0
FREDDIE MAC 1 15400 0 700
FRED'S INC 1 31600 0 4900
FREEMARKETS INC 1 33900 0 0
60
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
FREEPORT-MCMORAN COPPER CL B CL B 35671D857 5117 392100 383400 0 1800
FUJI PHOTO FILM COMPANY LTD AD ADR 359586302 954 25400 25400 0 0
GABLES RESIDENTIAL TRUST SH BEN INT 362418105 4679 161300 160400 0 900
GADZOOKS INC COM 362553109 1665 75700 75100 0 600
GANNETT CO COM 364730101 1117 18700 8600 0 0
GATX CORP COM 361448103 2637 62100 61200 0 0
GBC BANCORP/CALIFORNIA COM 361475106 4078 143100 142400 0 700
GENERAL CABLE CORP COM 369300108 1535 141500 140800 0 700
GENERAL COMMUNICATION CL A CL A 369385109 1748 194200 193200 0 1000
GENERAL DYNAMICS CORP COM 369550108 314 5000 1300 0 0
GENERAL ELECTRIC CO COM 369604103 19215 459035 242535 0 0
GENERAL GROWTH PROPERTIES COM 370021107 643 18400 18400 0 0
GENERAL MOTORS CL H CL H NEW 370442832 228 11700 0 0 0
GENERAL MOTORS CORP COM 370442105 622 12000 1800 0 0
GENESCO INC COM 371532102 3269 119300 118300 0 1000
GENUINE PARTS CO COM 372460105 365 14100 11300 0 0
GENZYME CORP - GENL DIVISION COM GENL DIV 372917104 2041 22600 22300 0 0
GILEAD SCIENCES INC COM 375558103 267 8200 6600 0 0
GLATFELTER (P.H.) CO COM 377316104 1014 79600 79600 0 0
GLAXOSMITHKLINE PLC ADR SP ADR 37733W105 926 17714 17714 0 0
GLOBAL MARINE INC COM 379352404 765 29900 11700 0 0
GOLDEN STATE BANCORP COM 381197102 644 23100 21100 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 1960 30200 20700 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 230 2700 0 0 0
GOODRICH (B.F.) CO COM 382388106 257 6700 6700 0 0
GPU INC COM 36225X100 467 14375 11975 0 0
GRACO INC COM 384109104 3623 129387 128637 0 750
GRANITE CONSTRUCTION INC COM 387328107 911 26800 26500 0 300
GREATER BAY BANCORP COM 391648102 4896 194400 193400 0 1000
GREENPOINT FINANCIAL CORP COM 395384100 5086 156000 154800 0 0
GUILFORD PHARMACEUTICALS INC COM 401829106 1598 86400 85700 0 700
HANOVER COMPRESSOR CO COM 410768105 647 20400 19400 0 0
HARLEY-DAVIDSON INC COM 412822108 444 11700 9700 0 0
HARMAN INTERNATIONAL COM 413086109 3296 128800 124000 0 600
HARRAH'S ENTERTAINMENT INC COM 413619107 483 16400 11500 0 0
HARRIS CORP COM 413875105 3237 130800 124200 0 0
HARSCO CORP COM 415864107 718 29300 29300 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
FREEPORT-MCMORAN COPPER CL B 1 347400 0 44700
FUJI PHOTO FILM COMPANY LTD AD 1 17750 0 7650
GABLES RESIDENTIAL TRUST 1 141000 0 20300
GADZOOKS INC 1 64700 0 11000
GANNETT CO 1 18700 0 0
GATX CORP 1 62100 0 0
GBC BANCORP/CALIFORNIA 1 125800 0 17300
GENERAL CABLE CORP 1 125400 0 16100
GENERAL COMMUNICATION CL A 1 172100 0 22100
GENERAL DYNAMICS CORP 1 3700 0 1300
GENERAL ELECTRIC CO 1 426935 0 32100
GENERAL GROWTH PROPERTIES 1 17600 0 800
GENERAL MOTORS CL H 1 11700 0 0
GENERAL MOTORS CORP 1 12000 0 0
GENESCO INC 1 101300 0 18000
GENUINE PARTS CO 1 14100 0 0
GENZYME CORP - GENL DIVISION 1 22600 0 0
GILEAD SCIENCES INC 1 8200 0 0
GLATFELTER (P.H.) CO 1 79600 0 0
GLAXOSMITHKLINE PLC ADR 1 12536 0 5178
GLOBAL MARINE INC 1 25900 0 4000
GOLDEN STATE BANCORP 1 23100 0 0
GOLDEN WEST FINANCIAL CORP 1 25900 0 4300
GOLDMAN SACHS GROUP INC 1 2700 0 0
GOODRICH (B.F.) CO 1 6700 0 0
GPU INC 1 12600 0 1775
GRACO INC 1 113562 0 15825
GRANITE CONSTRUCTION INC 1 22700 0 4100
GREATER BAY BANCORP 1 169700 0 24700
GREENPOINT FINANCIAL CORP 1 153400 0 2600
GUILFORD PHARMACEUTICALS INC 1 72600 0 13800
HANOVER COMPRESSOR CO 1 20400 0 0
HARLEY-DAVIDSON INC 1 10900 0 800
HARMAN INTERNATIONAL 1 118000 0 10800
HARRAH'S ENTERTAINMENT INC 1 16400 0 0
HARRIS CORP 1 126300 0 4500
HARSCO CORP 1 29300 0 0
61
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
HARTE-HANKS INC COM 416196103 466 20600 20600 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 248 4200 500 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 4338 117400 116800 0 600
HCA - THE HEALTHCARE COMPANY COM 404119109 1321 32800 4600 0 0
HEALTH MGMT ASSOCIATES INC CL CL A 421933102 241 15500 15500 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 1634 67800 67800 0 0
HEARST CL ARGYLE TELEVISION IN COM 422317107 1559 75679 75679 0 0
HEINZ (H.J.) CO COM 423074103 297 7400 1000 0 0
HELMERICH & PAYNE COM 423452101 10117 218500 215100 0 400
HENRY (JACK) & ASSOCIATES COM 426281101 1540 65000 65000 0 0
HEWLETT-PACKARD CO COM 428236103 3471 111000 70900 0 0
HIBERNIA CORP CL A CL A 428656102 1255 89800 89800 0 0
HIGHWOODS PROPERTIES INC REIT COM 431284108 2993 121400 120900 0 500
HILLENBRAND INDUSTRIES COM 431573104 1763 36500 31100 0 0
HISPANIC BROADCASTING CORP CL A 43357B104 898 47000 47000 0 0
HITACHI LTD ADR ADR 433578507 532 6100 6100 0 0
HNC SOFTWARE COM 40425P107 854 48600 48300 0 300
HOLLINGER INTERNATIONAL INC CL A 435569108 877 61300 61300 0 0
HOME DEPOT INC COM 437076102 1918 44500 30000 0 0
HOMESTORE.COM INC COM 437852106 869 36600 32700 0 0
HONDA MOTOR CO LTD ADR ADR 438128308 599 7300 7300 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 571 14000 0 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN 44106M102 1138 43100 43100 0 0
HOTEL RESERVATIONS INC CL A CL A 441451101 1053 40900 40600 0 300
HOUSEHOLD INTERNATIONAL INC COM 441815107 450 7600 0 0 0
HS RESOURCES INC COM 404297103 2763 61400 61000 0 400
HSBC HOLDINGS PLC ADR SP ADR 404280406 856 14350 14350 0 0
HUDSON UNITED BANCORP COM 444165104 917 40408 40408 0 0
HUGHES SUPPLY INC COM 444482103 1088 74400 73800 0 600
IBP INC COM 449223106 751 45800 44100 0 0
ICN PHARMACEUTICALS INC COM 448924100 341 13400 13100 0 0
IDACORP INC COM 451107106 4169 109100 109100 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 2880 72000 55100 0 0
IDEXX LABORATORIES INC COM 45168D104 1694 77200 76600 0 600
IDX SYSTEMS CORP COM 449491109 1127 62400 62000 0 400
ILLUMINET HOLDINGS INC COM 452334105 4904 238500 237400 0 1100
IMATION CORP COM 45245A107 2503 111600 111000 0 600
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
HARTE-HANKS INC 1 20600 0 0
HARTFORD FINANCIAL SVCS GRP 1 3700 0 500
HAWAIIAN ELECTRIC INDS 1 107900 0 9500
HCA - THE HEALTHCARE COMPANY 1 31100 0 1700
HEALTH MGMT ASSOCIATES INC CL 1 15500 0 0
HEALTHCARE REALTY TRUST INC 1 67800 0 0
HEARST CL ARGYLE TELEVISION IN 1 75679 0 0
HEINZ (H.J.) CO 1 6600 0 800
HELMERICH & PAYNE 1 205900 0 12600
HENRY (JACK) & ASSOCIATES 1 65000 0 0
HEWLETT-PACKARD CO 1 102600 0 8400
HIBERNIA CORP CL A 1 89800 0 0
HIGHWOODS PROPERTIES INC REIT 1 110200 0 11200
HILLENBRAND INDUSTRIES 1 33900 0 2600
HISPANIC BROADCASTING CORP 1 47000 0 0
HITACHI LTD ADR 1 4250 0 1850
HNC SOFTWARE 1 41700 0 6900
HOLLINGER INTERNATIONAL INC 1 56400 0 4900
HOME DEPOT INC 1 41850 0 2650
HOMESTORE.COM INC 1 35700 0 900
HONDA MOTOR CO LTD ADR 1 5150 0 2150
HONEYWELL INTERNATIONAL INC 1 14000 0 0
HOSPITALITY PROPERTIES TRUST 1 42800 0 300
HOTEL RESERVATIONS INC CL A 1 34300 0 6600
HOUSEHOLD INTERNATIONAL INC 1 7600 0 0
HS RESOURCES INC 1 51700 0 9700
HSBC HOLDINGS PLC ADR 1 9550 0 4800
HUDSON UNITED BANCORP 1 40408 0 0
HUGHES SUPPLY INC 1 62300 0 12100
IBP INC 1 45800 0 0
ICN PHARMACEUTICALS INC 1 13400 0 0
IDACORP INC 1 109100 0 0
IDEC PHARMACEUTICALS CORP 1 70900 0 1100
IDEXX LABORATORIES INC 1 64600 0 12600
IDX SYSTEMS CORP 1 55800 0 6600
ILLUMINET HOLDINGS INC 1 214700 0 23800
IMATION CORP 1 101300 0 10300
62
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
INDEPENDENCE COMMUNITY BANK COM 453414104 1320 75700 75700 0 0
INDYMAC MORTGAGE HOLDINGS COM 456607100 3026 105300 102900 0 300
INFOCUS CORPORATION COM 45665B106 1793 109500 108900 0 600
ING GROEP NV ADR SP ADR 456837103 898 13800 13800 0 0
INGERSOLL-RAND CO COM 456866102 238 6000 0 0 0
INGRAM MICRO INC CL A CL A 457153104 197 14600 12500 0 0
INSITUFORM TECHNOLOGIES CL A CL A 457667103 5412 165880 164880 0 1000
INTEGRATED DEVICE TECH INC COM 458118106 758 25600 25600 0 0
INTEL CORP COM 458140100 8200 311644 177744 0 0
INTERNET SECURITY SYSTEMS COM 46060X107 427 15600 14000 0 0
INTERSTATE BAKERIES COM 46072H108 344 22500 20100 0 0
INTERWOVEN INC COM 46114T102 168 16700 15800 0 0
INTL BUSINESS MACHINES CORP COM 459200101 10606 110275 67075 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 225 10200 5600 0 0
INTL GAME TECHNOLOGY COM 459902102 3771 74900 73900 0 0
INTL RECTIFIER CORP COM 460254105 5593 138100 129700 0 0
INTUIT INC COM 461202103 777 28000 21900 0 0
INVESTORS FINANCIAL SVCS CP COM 461915100 2292 39100 38900 0 200
INVITROGEN CORP COM 46185R100 2380 43400 43100 0 300
IRT PROPERTY CO COM 450058102 1200 130400 130400 0 0
ITO YOKADO CO LTD ADR ADR 465714301 513 10570 10570 0 0
ITT INDUSTRIES INC COM 450911102 2325 60000 51100 0 0
IVAX CORP COM 465823102 2830 89850 81750 0 0
J.D. EDWARDS & CO COM 281667105 393 40300 39200 0 0
JACK IN THE BOX INC COM 466367109 2965 99000 98500 0 500
JACOBS ENGINEERING GROUP INC COM 469814107 597 10300 10300 0 0
JDN REALTY CORP COM 465917102 2924 258500 256900 0 1600
JEFFERIES GROUP INC COM 472319102 2184 75700 75300 0 400
JEFFERSON-PILOT CORP COM 475070108 570 8400 500 0 0
JLG INDUSTRIES INC COM 466210101 2835 218100 217200 0 900
JOHNSON & JOHNSON COM 478160104 8026 91754 52754 0 0
JOHNSON CONTROLS INC COM 478366107 1955 31300 26500 0 0
JONES APPAREL GROUP INC COM 480074103 2827 74800 74000 0 0
JP MORGAN CHASE & CO COM 46625H100 6956 154924 103114 0 0
JUNIPER NETWORKS INC COM 48203R104 402 10600 3100 0 0
KEMET CORP COM 488360108 1553 91700 91500 0 0
KERR-MCGEE CORP COM 492386107 1006 15500 0 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
INDEPENDENCE COMMUNITY BANK 1 75700 0 0
INDYMAC MORTGAGE HOLDINGS 1 96100 0 9200
INFOCUS CORPORATION 1 94300 0 15200
ING GROEP NV ADR 1 8700 0 5100
INGERSOLL-RAND CO 1 6000 0 0
INGRAM MICRO INC CL A 1 14600 0 0
INSITUFORM TECHNOLOGIES CL A 1 139980 0 25900
INTEGRATED DEVICE TECH INC 1 25600 0 0
INTEL CORP 1 291444 0 20200
INTERNET SECURITY SYSTEMS 1 15600 0 0
INTERSTATE BAKERIES 1 22500 0 0
INTERWOVEN INC 1 16700 0 0
INTL BUSINESS MACHINES CORP 1 103275 0 7000
INTL FLAVORS & FRAGRANCES 1 10200 0 0
INTL GAME TECHNOLOGY 1 73600 0 1300
INTL RECTIFIER CORP 1 136200 0 1900
INTUIT INC 1 27000 0 1000
INVESTORS FINANCIAL SVCS CP 1 35900 0 3200
INVITROGEN CORP 1 37800 0 5600
IRT PROPERTY CO 1 130400 0 0
ITO YOKADO CO LTD ADR 1 6800 0 3770
ITT INDUSTRIES INC 1 55400 0 4600
IVAX CORP 1 88850 0 1000
J.D. EDWARDS & CO 1 40300 0 0
JACK IN THE BOX INC 1 85800 0 13200
JACOBS ENGINEERING GROUP INC 1 10100 0 200
JDN REALTY CORP 1 226500 0 32000
JEFFERIES GROUP INC 1 62600 0 13100
JEFFERSON-PILOT CORP 1 7900 0 500
JLG INDUSTRIES INC 1 198200 0 19900
JOHNSON & JOHNSON 1 83354 0 8400
JOHNSON CONTROLS INC 1 27700 0 3600
JONES APPAREL GROUP INC 1 73600 0 1200
JP MORGAN CHASE & CO 1 146958 0 7966
JUNIPER NETWORKS INC 1 9600 0 1000
KEMET CORP 1 91700 0 0
KERR-MCGEE CORP 1 15500 0 0
63
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
KEYCORP COM 493267108 1342 52000 24500 0 0
KILROY REALTY CORP COM 49427F108 3649 136100 135300 0 800
KIMBERLY-CLARK CORP COM 494368103 2869 42300 27700 0 0
KIMCO REALTY CORP COM 49446R109 424 9850 9850 0 0
KING PHARMACEUTICALS INC COM 495582108 700 17187 17187 0 0
KNIGHT RIDDER INC COM 499040103 1015 18900 18900 0 0
KOHLS CORP COM 500255104 1104 17900 7100 0 0
KONINKLIJKE PHILIPS ELECTRONIC SP ADR 500472303 646 24190 24190 0 0
KOREA ELEC POWER CORP ADR SP ADR 500631106 270 33250 33250 0 0
KOREA TELECOM CORP ADR SP ADR 50063P103 291 12525 12525 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 1055 29300 29100 0 200
KROGER CO COM 501044101 454 17600 0 0 0
KRONOS INC COM 501052104 1880 59800 59400 0 400
K-SWISS INC CL A CL A 482686102 1883 73500 73200 0 300
KULICKE & SOFFA INDUSTRIES COM 501242101 1314 96900 96200 0 700
KV PHARMACEUTICAL CO CL A CL A 482740206 1370 69600 69050 0 550
KYOCERA CORP ADR ADR 501556203 629 6800 6800 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 418 5300 5200 0 0
LAM RESEARCH CORP COM 512807108 1090 45900 45500 0 0
LANCASTER COLONY CORP COM 513847103 3211 110500 110200 0 300
LANDAMERICA FINANCIAL GROUP COM 514936103 3455 97100 96700 0 400
LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 1094 96400 95700 0 700
LANDSTAR SYSTEM INC COM 515098101 6484 95700 95100 0 600
LEAR CORPORATION COM 521865105 3103 105900 105600 0 300
LEHMAN BROTHERS HOLDINGS INC COM 524908100 3373 53800 38400 0 0
LENNAR CORP COM 526057104 6342 159100 157100 0 0
LIBERTY CORP COM 530370105 282 8300 8300 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 585 20700 20700 0 0
LILLY (ELI) & CO COM 532457108 3051 39800 24200 0 0
LIMITED INC COM 532716107 822 52300 37500 0 0
LINCARE HOLDINGS INC COM 532791100 281 5300 5300 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 692 32200 32200 0 0
LINCOLN NATIONAL CORP COM 534187109 556 13100 7000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1655 40300 16600 0 0
LIZ CLAIBORNE INC COM 539320101 4686 99600 86900 0 0
LNR PROPERTY CORP COM 501940100 2948 104000 103400 0 600
LOCKHEED MARTIN CORPORATION COM 539830109 225 6300 1400 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
KEYCORP 1 43600 0 8400
KILROY REALTY CORP 1 118700 0 17400
KIMBERLY-CLARK CORP 1 36200 0 6100
KIMCO REALTY CORP 1 9350 0 500
KING PHARMACEUTICALS INC 1 17187 0 0
KNIGHT RIDDER INC 1 18900 0 0
KOHLS CORP 1 15400 0 2500
KONINKLIJKE PHILIPS ELECTRONIC 1 16271 0 7919
KOREA ELEC POWER CORP ADR 1 22800 0 10450
KOREA TELECOM CORP ADR 1 8300 0 4225
KRISPY KREME DOUGHNUTS INC 1 24700 0 4600
KROGER CO 1 17600 0 0
KRONOS INC 1 51500 0 8300
K-SWISS INC CL A 1 66000 0 7500
KULICKE & SOFFA INDUSTRIES 1 80900 0 16000
KV PHARMACEUTICAL CO CL A 1 58100 0 11500
KYOCERA CORP ADR 1 4850 0 1950
L-3 COMMUNICATIONS HLDGS INC 1 5300 0 0
LAM RESEARCH CORP 1 45900 0 0
LANCASTER COLONY CORP 1 107800 0 2700
LANDAMERICA FINANCIAL GROUP 1 87600 0 9500
LANDRY'S SEAFOOD RESTAURANTS 1 78600 0 17800
LANDSTAR SYSTEM INC 1 83200 0 12500
LEAR CORPORATION 1 98700 0 7200
LEHMAN BROTHERS HOLDINGS INC 1 49600 0 4200
LENNAR CORP 1 159100 0 0
LIBERTY CORP 1 8300 0 0
LIBERTY PROPERTY TRUST 1 19800 0 900
LILLY (ELI) & CO 1 35900 0 3900
LIMITED INC 1 46800 0 5500
LINCARE HOLDINGS INC 1 5300 0 0
LINCOLN ELECTRIC HOLDINGS 1 32200 0 0
LINCOLN NATIONAL CORP 1 9000 0 4100
LINEAR TECHNOLOGY CORP 1 34500 0 5800
LIZ CLAIBORNE INC 1 95600 0 4000
LNR PROPERTY CORP 1 92100 0 11900
LOCKHEED MARTIN CORPORATION 1 4900 0 1400
64
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
LODGENET ENTERTAINMENT CORP COM 540211109 1202 82200 81600 0 600
LOEWS CORP COM 540424108 1147 19300 10700 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 1924 45000 44800 0 200
LUBRIZOL CORP COM 549271104 1085 35800 35800 0 0
LUCENT TECHNOLOGIES INC COM 549463107 1033 103580 37780 0 0
LYONDELL CHEMICAL COMPANY COM 552078107 315 21900 18800 0 0
MACERICH COMPANY (THE) COM 554382101 1185 54000 54000 0 0
MACROVISION CORP COM 555904101 954 21900 21900 0 0
MAF BANCORP INC COM 55261R108 936 34200 34200 0 0
MANDALAY RESORT GROUP COM 562567107 1699 85100 82700 0 0
MANITOWOC COMPANY INC COM 563571108 1555 62700 62200 0 500
MANPOWER INC COM 56418H100 265 9200 9200 0 0
MAPINFO CORP COM 565105103 1493 84100 83500 0 600
MARINE DRILLING CO INC COM 568240204 2569 96400 95200 0 500
MARRIOTT INTERNATIONAL CL A CL A 571903202 1824 44300 36000 0 0
MARSH & MCLENNAN COS COM 571748102 466 4900 0 0 0
MARSHALL & ILSLEY CORP COM 571834100 940 17800 17800 0 0
MATRIXONE INC COM 57685P304 271 15900 15900 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 1302 31300 15300 0 0
MAY DEPARTMENT STORES CO COM 577778103 2127 59950 25050 0 0
MBNA CORP COM 55262L100 569 17200 7800 0 0
MCCLATCHY COMPANY CL A CL A 579489105 848 21000 20800 0 200
MCCORMICK & CO NON VTG SHRS COM 579780206 2536 60400 59100 0 0
MCDONALD'S CORPORATION COM 580135101 215 8100 0 0 0
MCGRAW-HILL COMPANIES INC COM 580645109 298 5000 0 0 0
MDC HOLDINGS INC COM 552676108 765 19450 19450 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 1546 80500 80000 0 500
MEDIA GENERAL INC CL A 584404107 9331 202400 201700 0 700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 3258 72700 72200 0 500
MEDTRONIC INC COM 585055106 311 6800 0 0 0
MELLON FINANCIAL CORP COM 58551A108 964 23800 5200 0 0
MEMBERWORKS INC COM 586002107 526 22400 22200 0 200
MENTOR CORP COM 587188103 2360 104900 104200 0 700
MENTOR GRAPHICS CORP COM 587200106 4769 231200 229900 0 800
MERCANTILE BANKSHARES CORP COM 587405101 6120 165400 165400 0 0
MERCK & CO INC COM 589331107 12905 170026 92226 0 0
MERCURY COMPUTER SYSTEMS INC COM 589378108 3051 79500 79000 0 500
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
LODGENET ENTERTAINMENT CORP 1 69900 0 12300
LOEWS CORP 1 13800 0 5500
LONE STAR TECHNOLOGIES INC 1 38000 0 7000
LUBRIZOL CORP 1 35800 0 0
LUCENT TECHNOLOGIES INC 1 100980 0 2600
LYONDELL CHEMICAL COMPANY 1 21000 0 900
MACERICH COMPANY (THE) 1 52900 0 1100
MACROVISION CORP 1 21900 0 0
MAF BANCORP INC 1 34200 0 0
MANDALAY RESORT GROUP 1 85100 0 0
MANITOWOC COMPANY INC 1 55000 0 7700
MANPOWER INC 1 9200 0 0
MAPINFO CORP 1 73100 0 11000
MARINE DRILLING CO INC 1 86400 0 10000
MARRIOTT INTERNATIONAL CL A 1 41000 0 3300
MARSH & MCLENNAN COS 1 4900 0 0
MARSHALL & ILSLEY CORP 1 17800 0 0
MATRIXONE INC 1 15900 0 0
MAXIM INTEGRATED PRODUCTS 1 26000 0 5300
MAY DEPARTMENT STORES CO 1 50850 0 9100
MBNA CORP 1 14500 0 2700
MCCLATCHY COMPANY CL A 1 17300 0 3700
MCCORMICK & CO NON VTG SHRS 1 59300 0 1100
MCDONALD'S CORPORATION 1 8100 0 0
MCGRAW-HILL COMPANIES INC 1 5000 0 0
MDC HOLDINGS INC 1 19450 0 0
MEASUREMENT SPECIALTIES INC 1 70200 0 10300
MEDIA GENERAL INC 1 184000 0 18400
MEDICIS PHARMACEUTICAL CORP 1 63300 0 9400
MEDTRONIC INC 1 6800 0 0
MELLON FINANCIAL CORP 1 23800 0 0
MEMBERWORKS INC 1 18700 0 3700
MENTOR CORP 1 91700 0 13200
MENTOR GRAPHICS CORP 1 214100 0 17100
MERCANTILE BANKSHARES CORP 1 162900 0 2500
MERCK & CO INC 1 156426 0 13600
MERCURY COMPUTER SYSTEMS INC 1 67000 0 12500
65
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
MERISTAR HOSPITALITY CORP REIT COM 58984Y103 1194 59701 59701 0 0
MERRILL LYNCH & CO COM 590188108 2415 43600 22900 0 0
METLIFE INC COM 59156R108 2257 75100 66900 0 0
METRIS COMPANIES INC COM 591598107 2042 98264 97164 0 500
METRO ONE TELECOMMUNICATIONS COM 59163F105 1074 32800 32600 0 200
MGIC INVESTMENT CORP COM 552848103 1026 15000 7500 0 0
MICHAELS STORES INC COM 594087108 473 15800 15800 0 0
MICREL INC COM 594793101 1014 36300 34400 0 0
MICROSEMI CORP COM 595137100 1137 40600 40200 0 400
MICROSOFT CORP COM 594918104 10680 195300 117700 0 0
MID ATLANTIC MEDICAL SVCS COM 59523C107 1809 89100 88700 0 400
MID-AMER APT CMNTYS INC COM 59522J103 874 38900 38900 0 0
MILACRON INC COM 598709103 2825 156000 155100 0 900
MILLENNIUM CHEMICALS INC COM 599903101 5901 360500 358500 0 2000
MILLENNIUM PHARMACEUTICALS COM 599902103 1386 45500 42100 0 0
MILLER (HERMAN) INC COM 600544100 1714 74100 72900 0 0
MILLIPORE CORP COM 601073109 740 16000 16000 0 0
MINNESOTA MINING & MFG CO (3M) COM 604059105 727 7000 200 0 0
MITCHELL ENERGY & DEV CORP CL A 606592202 2121 40400 40100 0 300
MODINE MFG CO COM 607828100 695 27000 27000 0 0
MOHAWK INDS INC COM 608190104 2187 77900 77900 0 0
MONTANA POWER CO COM 612085100 736 52200 50200 0 0
MORGAN STANLEY DEAN WITTER & C COM 617446448 2477 46300 22800 0 0
MOTOROLA INC COM 620076109 281 19700 0 0 0
MURPHY OIL CORP COM 626717102 999 15000 15000 0 0
MYLAN LABORATORIES COM 628530107 321 12400 11000 0 0
NATIONAL AUSTRALIA BANK ADR SP ADR 632525408 806 11500 11500 0 0
NATIONAL CITY CORP COM 635405103 367 13720 2620 0 0
NATIONAL HEALTH INVESTORS REIT COM 63633D104 620 53300 53300 0 0
NATIONAL INSTRS CORP COM 636518102 258 7900 7900 0 0
NATIONAL OILWELL INC COM 637071101 329 9500 9000 0 0
NAVISTAR INTERNATIONAL COM 63934E108 447 19600 19600 0 0
NCR CORPORATION COM 62886E108 831 21300 19800 0 0
NEIMAN MARCUS GROUP INC CL A 640204202 1734 53200 53200 0 0
NETEGRITY INC COM 64110P107 1043 42350 41750 0 300
NEUROCRINE BIOSCIENCES INC COM 64125C109 1413 68500 68000 0 500
NEW YORK TIMES CO CL A 650111107 545 13300 12400 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
MERISTAR HOSPITALITY CORP REIT 1 59500 0 201
MERRILL LYNCH & CO 1 39600 0 4000
METLIFE INC 1 71500 0 3600
METRIS COMPANIES INC 1 85014 0 13250
METRO ONE TELECOMMUNICATIONS 1 27900 0 4900
MGIC INVESTMENT CORP 1 11000 0 4000
MICHAELS STORES INC 1 15800 0 0
MICREL INC 1 36300 0 0
MICROSEMI CORP 1 33200 0 7400
MICROSOFT CORP 1 179400 0 15900
MID ATLANTIC MEDICAL SVCS 1 78600 0 10500
MID-AMER APT CMNTYS INC 1 38900 0 0
MILACRON INC 1 138600 0 17400
MILLENNIUM CHEMICALS INC 1 320000 0 40500
MILLENNIUM PHARMACEUTICALS 1 45500 0 0
MILLER (HERMAN) INC 1 74100 0 0
MILLIPORE CORP 1 16000 0 0
MINNESOTA MINING & MFG CO (3M) 1 7000 0 0
MITCHELL ENERGY & DEV CORP 1 33500 0 6900
MODINE MFG CO 1 27000 0 0
MOHAWK INDS INC 1 77900 0 0
MONTANA POWER CO 1 52200 0 0
MORGAN STANLEY DEAN WITTER & C 1 42900 0 3400
MOTOROLA INC 1 19700 0 0
MURPHY OIL CORP 1 15000 0 0
MYLAN LABORATORIES 1 12400 0 0
NATIONAL AUSTRALIA BANK ADR 1 7800 0 3700
NATIONAL CITY CORP 1 11320 0 2400
NATIONAL HEALTH INVESTORS REIT 1 47800 0 5500
NATIONAL INSTRS CORP 1 7900 0 0
NATIONAL OILWELL INC 1 9500 0 0
NAVISTAR INTERNATIONAL 1 18500 0 1100
NCR CORPORATION 1 20200 0 1100
NEIMAN MARCUS GROUP INC 1 53200 0 0
NETEGRITY INC 1 37150 0 5200
NEUROCRINE BIOSCIENCES INC 1 56000 0 12500
NEW YORK TIMES CO 1 8000 0 5300
66
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
NEXTCARD INC COM 65332K107 2728 264500 263200 0 1300
NICOR INC COM 654086107 4029 108100 105700 0 0
NL INDUSTRIES COM 629156407 1003 59700 59700 0 0
NOBLE DRILLING CORP COM 655042109 1311 28400 17500 0 0
NORDSON CORP COM 655663102 393 15100 15100 0 0
NORTEK INC COM 656559101 1586 58000 57800 0 200
NORTEL NETWORKS CORPORATION COM 656568102 787 56000 48700 0 0
NORTHERN TRUST CORP COM 665859104 294 4700 1300 0 0
NOVARTIS ADR SP ADR 66987V109 1019 25900 25900 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 1602 56600 56200 0 400
NTT ADR SP ADR 654624105 978 30300 30300 0 0
NUCOR CORP COM 670346105 268 6700 6700 0 0
NUI CORP COM 629431107 626 23200 23200 0 0
NVIDIA CORP COM 67066G104 4311 66400 56900 0 0
NVR INC COM 62944T105 4629 28400 28300 0 100
OCCIDENTAL PETROLEUM CORP COM 674599105 4814 194500 154500 0 0
OFFSHORE LOGISTICS INC COM 676255102 3975 160200 159500 0 700
OLD REPUBLIC INTERNATIONAL COR COM 680223104 9361 329600 314900 0 0
OLIN CORP COM 680665205 6331 310500 308900 0 1600
OM GROUP INC COM 670872100 1065 20000 20000 0 0
OMNICOM GROUP COM 681919106 547 6600 0 0 0
ON ASSIGNMENT INC COM 682159108 1042 49900 49300 0 600
ONEOK INC COM 682680103 924 22600 22600 0 0
ORACLE CORPORATION COM 68389X105 3799 253600 147900 0 0
OSHKOSH TRUCK CORP COM 688239201 3131 88200 87850 0 350
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 3082 112100 112100 0 0
OWENS & MINOR INC COM 690732102 742 44900 44900 0 0
OXFORD HEALTH PLANS INC COM 691471106 1303 48700 44300 0 0
PACIFIC CENTURY FINL CORP COM 694058108 1520 80000 80000 0 0
PACIFICARE HEALTH SYS DEL COM 695112102 3470 139500 139000 0 500
PACTIV CORPORATION COM 695257105 761 62800 61500 0 0
PALL CORPORATION COM 696429307 294 13400 13400 0 0
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 239 10800 10800 0 0
PANERA BREAD CO CL A CL A 69840W108 1011 37800 37500 0 300
PARAMETRIC TECHNOLOGY CORP COM 699173100 111 12200 10100 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 2710 119900 119400 0 500
PATINA OIL & GAS CORP COM 703224105 3738 140000 139200 0 800
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
NEXTCARD INC 1 234600 0 29900
NICOR INC 1 106100 0 2000
NL INDUSTRIES 1 59700 0 0
NOBLE DRILLING CORP 1 26100 0 2300
NORDSON CORP 1 15100 0 0
NORTEK INC 1 52800 0 5200
NORTEL NETWORKS CORPORATION 1 50400 0 5600
NORTHERN TRUST CORP 1 3400 0 1300
NOVARTIS ADR 1 17500 0 8400
NOVEN PHARMACEUTICALS INC 1 46900 0 9700
NTT ADR 1 21400 0 8900
NUCOR CORP 1 5400 0 1300
NUI CORP 1 20200 0 3000
NVIDIA CORP 1 66400 0 0
NVR INC 1 25800 0 2600
OCCIDENTAL PETROLEUM CORP 1 173400 0 21100
OFFSHORE LOGISTICS INC 1 141100 0 19100
OLD REPUBLIC INTERNATIONAL COR 1 319500 0 10100
OLIN CORP 1 278900 0 31600
OM GROUP INC 1 18200 0 1800
OMNICOM GROUP 1 6600 0 0
ON ASSIGNMENT INC 1 41800 0 8100
ONEOK INC 1 22600 0 0
ORACLE CORPORATION 1 233200 0 20400
OSHKOSH TRUCK CORP 1 76750 0 11450
OVERSEAS SHIPHOLDING GROUP INC 1 112100 0 0
OWENS & MINOR INC 1 44900 0 0
OXFORD HEALTH PLANS INC 1 48700 0 0
PACIFIC CENTURY FINL CORP 1 80000 0 0
PACIFICARE HEALTH SYS DEL 1 129900 0 9600
PACTIV CORPORATION 1 62800 0 0
PALL CORPORATION 1 13400 0 0
PAN PACIFIC RETAIL PROPERTIES 1 10300 0 500
PANERA BREAD CO CL A 1 32500 0 5300
PARAMETRIC TECHNOLOGY CORP 1 12200 0 0
PARK ELECTROCHEMICAL CORP 1 108550 0 11350
PATINA OIL & GAS CORP 1 124500 0 15500
67
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
PATTERSON DENTAL CO COM 703412106 277 9000 9000 0 0
PAYCHEX INC COM 704326107 1408 38000 25200 0 0
PAYLESS SHOESOURCE INC COM 704379106 10383 166800 161600 0 400
PENN VA CORP COM 707882106 835 22400 22400 0 0
PEOPLES ENERGY CORP COM 711030106 11008 283200 282300 0 900
PEOPLESOFT INC COM 712713106 1017 43400 42800 0 0
PEPSICO INC COM 713448108 5859 133300 79400 0 0
PERFORMANCE TECHNOLOGIES INC COM 71376K102 1288 92400 91700 0 700
PERKINELMER INC COM 714046109 430 8200 6900 0 0
PERRIGO CO COM 714290103 1404 142200 141500 0 700
PETROLEO BRASILEIRO SA ADR SP ADR 71654V408 278 11700 11700 0 0
PFF BANCORP INC COM 69331W104 227 9900 9900 0 0
PFIZER INC COM 717081103 6344 154930 66130 0 0
PG&E CORP COM 69331C108 143 12100 4400 0 0
PHILIP MORRIS COMPANIES INC COM 718154107 6203 130725 75725 0 0
PHILLIPS PETROLEUM CO COM 718507106 3314 60200 48700 0 0
PIER 1 IMPORTS INC COM 720279108 530 40800 40800 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 349 7600 7600 0 0
PIONEER NAT RES CO COM 723787107 3711 236400 236400 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 1763 143900 142800 0 1100
PITTSTON CO COM BRINKS G 725701106 655 30200 30200 0 0
PIXAR COM 725811103 1418 46100 46100 0 0
PIXELWORKS INC COM 72581M107 901 90100 89500 0 600
PLANER SYSTEMS INC COM 726900103 945 74100 73600 0 500
PLANTRONICS INC COM 727493108 1187 66800 66500 0 300
PLEXUS CORP COM 729132100 600 23400 22900 0 0
PMI GROUP INC (THE) COM 69344M101 6946 106900 100000 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 786 11600 1700 0 0
POLARIS INDUSTRIES INC COM 731068102 3322 73500 73300 0 200
POLYCOM INC COM 73172K104 488 39400 39200 0 0
POLYMEDICA CORP COM 731738100 949 41700 41300 0 400
POPE & TALBOT INC COM 732827100 533 43000 43000 0 0
POPULAR INC COM 733174106 495 16800 11300 0 0
PORTUGAL TELECOM SGPS ADR SP ADR 737273102 638 74200 74200 0 0
POST PROPERTIES INC REIT COM 737464107 984 28100 28100 0 0
POWER INTEGRATIONS INC COM 739276103 1078 62500 62100 0 400
POWERGEN PLC ADR SP ADR 738905405 555 13100 13100 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
PATTERSON DENTAL CO 1 9000 0 0
PAYCHEX INC 1 33000 0 5000
PAYLESS SHOESOURCE INC 1 156800 0 10000
PENN VA CORP 1 22400 0 0
PEOPLES ENERGY CORP 1 260400 0 22800
PEOPLESOFT INC 1 43400 0 0
PEPSICO INC 1 117900 0 15400
PERFORMANCE TECHNOLOGIES INC 1 77200 0 15200
PERKINELMER INC 1 7200 0 1000
PERRIGO CO 1 129000 0 13200
PETROLEO BRASILEIRO SA ADR 1 7800 0 3900
PFF BANCORP INC 1 7500 0 2400
PFIZER INC 1 144130 0 10800
PG&E CORP 1 9000 0 3100
PHILIP MORRIS COMPANIES INC 1 127325 0 3400
PHILLIPS PETROLEUM CO 1 56200 0 4000
PIER 1 IMPORTS INC 1 40800 0 0
PINNACLE WEST CAPITAL CORP 1 7600 0 0
PIONEER NAT RES CO 1 228600 0 7800
PIONEER STANDARD ELECTRONICS 1 121200 0 22700
PITTSTON CO 1 30200 0 0
PIXAR 1 46100 0 0
PIXELWORKS INC 1 75700 0 14400
PLANER SYSTEMS INC 1 67100 0 7000
PLANTRONICS INC 1 59500 0 7300
PLEXUS CORP 1 23400 0 0
PMI GROUP INC (THE) 1 105300 0 1600
PNC FINANCIAL SERVICES GROUP 1 11600 0 0
POLARIS INDUSTRIES INC 1 68400 0 5100
POLYCOM INC 1 39400 0 0
POLYMEDICA CORP 1 34400 0 7300
POPE & TALBOT INC 1 36000 0 7000
POPULAR INC 1 15700 0 1100
PORTUGAL TELECOM SGPS ADR 1 50100 0 24100
POST PROPERTIES INC REIT 1 28100 0 0
POWER INTEGRATIONS INC 1 52300 0 10200
POWERGEN PLC ADR 1 9450 0 3650
68
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
PPG INDUSTRIES INC COM 693506107 350 7600 1200 0 0
PPL CORPORATION COM 69351T106 5710 129900 121500 0 0
PRECISION CASTPARTS CORP COM 740189105 6111 184900 184500 0 400
PRENTISS PROPERTIES TRUST REIT SH BEN INT 740706106 399 16200 16200 0 0
PRESIDENTIAL LIFE CORP COM 740884101 728 44100 44100 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 1672 44302 44002 0 300
PROCTER & GAMBLE CO COM 742718109 2009 32100 8700 0 0
PROLOGIS TRUST REIT SH BEN INT 743410102 496 24700 24700 0 0
PROTEIN DESIGN LABS INC COM 74369L103 868 19500 19500 0 0
PROVIDENT BANKSHARES CORP COM 743859100 5415 242000 240800 0 1200
PROXIM INC COM 744284100 125 12400 12400 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 941 21800 13400 0 0
PUGET ENERGY INC COM 745310102 1677 73300 73300 0 0
PULITZER INC COM 745769109 2558 46170 46170 0 0
PULTE CORP COM 745867101 11707 289700 288600 0 1100
QUALCOMM INC COM 747525103 1280 22600 9800 0 0
QUANEX CORP COM 747620102 253 14100 14100 0 0
QUANTA SVCS INC COM 74762E102 257 11500 11100 0 0
QUANTUM CORP-DLT & STORAGE COM DSSG 747906204 1257 108400 105400 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1751 19700 18700 0 0
QUEST SOFTWARE INC COM 74834T103 178 10000 10000 0 0
QUESTAR CORP COM 748356102 362 13200 13200 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 1791 51100 14800 0 0
RADIAN GROUP INC COM 750236101 691 10200 9200 0 0
RADIOSHACK CORPORATION COM 750438103 730 19900 6500 0 0
RARE HOSPITALITY INTL INC COM 753820109 440 17700 17700 0 0
RATIONAL SOFTWARE CORP COM 75409P202 1101 62000 54500 0 0
RAYONIER INC COM 754907103 3754 90900 89400 0 400
RELIANT ENERGY INC COM 75952J108 3023 66800 49600 0 0
RENT A CTR INC COM 76009N100 2628 57200 56900 0 300
REPSOL YPF SA ADR SP ADR 76026T205 768 43207 43207 0 0
REPUBLIC SVCS INC COM 760759100 439 23400 20700 0 0
RETEK INC COM 76128Q109 1689 89800 89400 0 400
REYNOLDS & REYNOLDS CO CL A 761695105 807 41900 41900 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 511 9100 7000 0 0
RH DONNELLEY CORP COM 74955W307 4324 149100 148500 0 600
RICHARDSON ELECTRS LTD COM 763165107 2537 196100 195400 0 700
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
PPG INDUSTRIES INC 1 6400 0 1200
PPL CORPORATION 1 124200 0 5700
PRECISION CASTPARTS CORP 1 174900 0 10000
PRENTISS PROPERTIES TRUST REIT 1 15500 0 700
PRESIDENTIAL LIFE CORP 1 39900 0 4200
PRIORITY HEALTHCARE CORP 1 37702 0 6600
PROCTER & GAMBLE CO 1 31000 0 1100
PROLOGIS TRUST REIT 1 23600 0 1100
PROTEIN DESIGN LABS INC 1 19500 0 0
PROVIDENT BANKSHARES CORP 1 216300 0 25700
PROXIM INC 1 12400 0 0
PUBLIC SERVICE ENTERPRISE GROU 1 14100 0 7700
PUGET ENERGY INC 1 73300 0 0
PULITZER INC 1 46170 0 0
PULTE CORP 1 265200 0 24500
QUALCOMM INC 1 20300 0 2300
QUANEX CORP 1 14100 0 0
QUANTA SVCS INC 1 11500 0 0
QUANTUM CORP-DLT & STORAGE 1 108400 0 0
QUEST DIAGNOSTICS INC 1 19200 0 500
QUEST SOFTWARE INC 1 10000 0 0
QUESTAR CORP 1 13200 0 0
QWEST COMMUNICATIONS INTL INC 1 46000 0 5100
RADIAN GROUP INC 1 9400 0 800
RADIOSHACK CORPORATION 1 17300 0 2600
RARE HOSPITALITY INTL INC 1 17700 0 0
RATIONAL SOFTWARE CORP 1 62000 0 0
RAYONIER INC 1 83000 0 7900
RELIANT ENERGY INC 1 59900 0 6900
RENT A CTR INC 1 50900 0 6300
REPSOL YPF SA ADR 1 28900 0 14307
REPUBLIC SVCS INC 1 20000 0 3400
RETEK INC 1 79900 0 9900
REYNOLDS & REYNOLDS CO 1 41900 0 0
REYNOLDS R J TOB HLDGS INC 1 9100 0 0
RH DONNELLEY CORP 1 131800 0 17300
RICHARDSON ELECTRS LTD 1 182000 0 14100
69
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
RICHMOND COUNTY FINANCIAL CORP COM 764556106 2767 94200 93500 0 700
ROADWAY EXPRESS INC COM 769742107 3458 157200 156600 0 600
ROCKWELL INTERNATIONAL CORP COM 773903109 883 24300 8400 0 0
ROGERS CORP COM 775133101 2287 64400 64000 0 400
ROPER INDUSTRIES INC COM 776696106 1385 38700 38500 0 200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 339 14700 14700 0 0
ROYAL DUTCH PETROLEUM COMPANY NY REG GLD1 780257804 809 14600 14600 0 0
RPM INC-OHIO COM 749685103 109 10700 0 0 0
RSA SECURITY INC COM 749719100 333 13500 10950 0 0
RUBY TUESDAY INC COM 781182100 1712 87300 87300 0 0
RUSSELL CORP COM 782352108 438 23400 23400 0 0
RYDER SYSTEM INC COM 783549108 1344 74700 74700 0 0
RYERSON TULL INC COM 78375P107 1034 102900 102000 0 900
RYLAND GROUP INC COM 783764103 2478 59700 59400 0 300
SABRE HOLDINGS CORP CL A 785905100 1999 43300 39800 0 0
SAFEWAY INC COM 786514208 3987 72300 42600 0 0
SALTON INC COM 795757103 2999 197300 196200 0 1100
SAN PAOLO-IMI SPA ADR SP ADR 799175104 509 18768 18768 0 0
SANMINA CORP COM 800907107 391 20000 7000 0 0
SAP AG ADR SP ADR 803054204 315 10850 10850 0 0
SARA LEE CORP COM 803111103 658 30500 23000 0 0
SBC COMMUNICATIONS INC COM 78387G103 7714 172838 99559 0 0
SCANSOURCE INC COM 806037107 3267 96100 95600 0 500
SCHEIN HENRY INC COM 806407102 2165 58900 58600 0 300
SCHERING-PLOUGH CORPORATION COM 806605101 1008 27600 5800 0 0
SCHLUMBERGER LTD COM 806857108 202 3500 3500 0 0
SCHOLASTIC CORP COM 807066105 3794 105200 105000 0 200
SCI SYSTEMS INC COM 783890106 710 39000 38700 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 645 15500 4400 0 0
SCOTTISH POWER PLC ADR SP ADR 81013T705 389 14833 14833 0 0
SCRIPPS E W CO OHIO CL A 811054204 2017 34800 33700 0 0
SEACOR SMIT INC COM 811904101 626 13850 13850 0 0
SEARS ROEBUCK & CO COM 812387108 1164 33000 17500 0 0
SEI INVESTMENTS CO COM 784117103 2071 66400 64400 0 0
SELECTIVE INSURANCE GROUP COM 816300107 1761 75800 75800 0 0
SEMPRA ENERGY COM 816851109 1802 77400 61100 0 0
SEMTECH CORP COM 816850101 936 31800 31800 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
RICHMOND COUNTY FINANCIAL CORP 1 77200 0 17000
ROADWAY EXPRESS INC 1 143400 0 13800
ROCKWELL INTERNATIONAL CORP 1 19500 0 4800
ROGERS CORP 1 56500 0 7900
ROPER INDUSTRIES INC 1 34800 0 3900
ROYAL CARIBBEAN CRUISES LTD 1 14700 0 0
ROYAL DUTCH PETROLEUM COMPANY 1 10400 0 4200
RPM INC-OHIO 1 10700 0 0
RSA SECURITY INC 1 12750 0 750
RUBY TUESDAY INC 1 82700 0 4600
RUSSELL CORP 1 23400 0 0
RYDER SYSTEM INC 1 74700 0 0
RYERSON TULL INC 1 84900 0 18000
RYLAND GROUP INC 1 52700 0 7000
SABRE HOLDINGS CORP 1 40200 0 3100
SAFEWAY INC 1 67600 0 4700
SALTON INC 1 173600 0 23700
SAN PAOLO-IMI SPA ADR 1 12974 0 5794
SANMINA CORP 1 17500 0 2500
SAP AG ADR 1 7100 0 3750
SARA LEE CORP 1 30500 0 0
SBC COMMUNICATIONS INC 1 162871 0 9967
SCANSOURCE INC 1 85200 0 10900
SCHEIN HENRY INC 1 52700 0 6200
SCHERING-PLOUGH CORPORATION 1 27600 0 0
SCHLUMBERGER LTD 1 2300 0 1200
SCHOLASTIC CORP 1 98600 0 6600
SCI SYSTEMS INC 1 39000 0 0
SCIENTIFIC-ATLANTA INC 1 13900 0 1600
SCOTTISH POWER PLC ADR 1 9600 0 5233
SCRIPPS E W CO OHIO 1 32700 0 2100
SEACOR SMIT INC 1 12200 0 1650
SEARS ROEBUCK & CO 1 25300 0 7700
SEI INVESTMENTS CO 1 65800 0 600
SELECTIVE INSURANCE GROUP 1 75800 0 0
SEMPRA ENERGY 1 65900 0 11500
SEMTECH CORP 1 31800 0 0
70
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
SENSORMATIC ELECTRONICS CORP COM 817265101 3836 201900 201300 0 600
SHAW GROUP INC COM 820280105 1383 29600 29400 0 200
SHELL TRANSPORT & TRADING CO A N Y SHS NEW 822703609 778 16655 16655 0 0
SHURGARD STORAGE CENTERS INC R COM 82567D104 4810 182200 181200 0 1000
SICOR INC COM 825846108 2050 147100 146200 0 900
SIEBEL SYSTEMS INC COM 826170102 345 12700 3400 0 0
SIERRA PAC RES COM 826428104 1048 70800 70800 0 0
SILICON STORAGE TECHNOLOGY INC COM 827057100 135 15500 15500 0 0
SILICON VALLEY BANCSHARES COM 827064106 2404 102300 101700 0 600
SIMON PROPERTY GROUP INC REIT COM 828806109 323 12600 12600 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 1729 238500 237300 0 1200
SL GREEN REALTY CORP REIT COM 78440X101 5273 192100 191200 0 900
SMITH CHARLES E RESIDENTIAL RE COM 832197107 2202 48400 48000 0 400
SMITH INTERNATIONAL INC COM 832110100 3124 44500 43800 0 0
SMITHFIELD FOODS INC COM 832248108 1619 49800 49800 0 0
SOLECTRON CORP COM 834182107 928 48800 26000 0 0
SOLUTIA INC COM 834376105 188 15400 15400 0 0
SONICWALL INC COM 835470105 273 22400 22400 0 0
SONOCO PRODUCTS CO COM 835495102 482 22400 16400 0 0
SONY CORPORATION ADR ADR 835699307 759 10500 10500 0 0
SOUTHERN CO COM 842587107 1787 50940 36440 0 0
SOUTHTRUST CORP COM 844730101 277 6050 5050 0 0
SOUTHWEST AIRLINES COM 844741108 312 17550 4500 0 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 3100 98800 98100 0 700
SOUTHWEST SECURITIES GROUP COM 845224104 1460 78184 77700 0 484
SOVRAN SELF STORAGE INC REIT COM 84610H108 2350 95900 95200 0 700
SPIEGEL INC CL A 848457107 794 113400 112400 0 1000
SPIEKER PROPERTIES INC REIT COM 848497103 812 14800 14800 0 0
SPRINT CORP (FON GROUP) COM FON GROU 852061100 328 14900 0 0 0
SPRINT CORP (PCS GROUP) PCS COM SER 852061506 561 29500 21100 0 0
ST JUDE MEDICAL INC COM 790849103 474 8800 6800 0 0
STANCORP FINL GROUP INC COM 852891100 762 18100 17900 0 200
STANDARD-PACIFIC CORP COM 85375C101 4748 225000 223800 0 1200
STANLEY WORKS COM 854616109 1114 33800 33600 0 0
STERLING BANCSHARES INC-TX COM 858907108 4702 268700 267300 0 1400
STEWART & STEVENSON SERVICES COM 860342104 9540 438600 436800 0 1800
STILLWATER MINING COMPANY COM 86074Q102 1196 44200 43000 0 200
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
SENSORMATIC ELECTRONICS CORP 1 185600 0 16300
SHAW GROUP INC 1 24700 0 4900
SHELL TRANSPORT & TRADING CO A 1 11900 0 4755
SHURGARD STORAGE CENTERS INC R 1 162400 0 19800
SICOR INC 1 127100 0 20000
SIEBEL SYSTEMS INC 1 11500 0 1200
SIERRA PAC RES 1 70800 0 0
SILICON STORAGE TECHNOLOGY INC 1 15500 0 0
SILICON VALLEY BANCSHARES 1 87300 0 15000
SIMON PROPERTY GROUP INC REIT 1 9800 0 2800
SINCLAIR BROADCAST GROUP INC 1 210100 0 28400
SL GREEN REALTY CORP REIT 1 170100 0 22000
SMITH CHARLES E RESIDENTIAL RE 1 41900 0 6500
SMITH INTERNATIONAL INC 1 44000 0 500
SMITHFIELD FOODS INC 1 49800 0 0
SOLECTRON CORP 1 46400 0 2400
SOLUTIA INC 1 15400 0 0
SONICWALL INC 1 22400 0 0
SONOCO PRODUCTS CO 1 22400 0 0
SONY CORPORATION ADR 1 6900 0 3600
SOUTHERN CO 1 47340 0 3600
SOUTHTRUST CORP 1 5350 0 700
SOUTHWEST AIRLINES 1 13050 0 4500
SOUTHWEST BANCORP OF TEXAS 1 86100 0 12700
SOUTHWEST SECURITIES GROUP 1 67354 0 10830
SOVRAN SELF STORAGE INC REIT 1 84700 0 11200
SPIEGEL INC 1 95800 0 17600
SPIEKER PROPERTIES INC REIT 1 14100 0 700
SPRINT CORP (FON GROUP) 1 14900 0 0
SPRINT CORP (PCS GROUP) 1 27400 0 2100
ST JUDE MEDICAL INC 1 8300 0 500
STANCORP FINL GROUP INC 1 16300 0 1800
STANDARD-PACIFIC CORP 1 196400 0 28600
STANLEY WORKS 1 33800 0 0
STERLING BANCSHARES INC-TX 1 233600 0 35100
STEWART & STEVENSON SERVICES 1 398800 0 39800
STILLWATER MINING COMPANY 1 39700 0 4500
71
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
SUIZA FOODS CORP COM 865077101 11128 231400 227300 0 600
SUMMIT PPTYS INC COM 866239106 260 10600 10600 0 0
SUN MICROSYSTEMS INC COM 866810104 2144 139500 65200 0 0
SUNGARD DATA SYSTEMS INC COM 867363103 1836 37300 36100 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 772 39200 38900 0 300
SUPERIOR INDS INTL INC COM 868168105 7733 223700 222900 0 800
SYBASE INC COM 871130100 3816 246200 240700 0 800
SYLVAN LEARNING SYSTEMS INC COM 871399101 4653 225600 224600 0 1000
SYMMETRICOM INC COM 871543104 1044 86100 85600 0 500
SYNCOR INTL CORP DEL COM 87157J106 2583 80100 79500 0 600
SYNOPSYS INC COM 871607107 1234 26300 26000 0 0
SYSCO CORP COM 871829107 679 25600 2400 0 0
TALBOTS INC COM 874161102 845 19900 19900 0 0
TARGET CORPORATION COM 87612E106 1313 36400 25500 0 0
TAUBMAN CENTERS INC REIT COM 876664103 135 11200 11200 0 0
TCF FINANCIAL CORP COM 872275102 6292 166500 160800 0 0
TDK CORP ADR ADR 872351408 557 8452 8452 0 0
TECH DATA CORP COM 878237106 6525 221200 212400 0 400
TECHNITROL INC COM 878555101 1961 78800 78400 0 400
TECO ENERGY INC COM 872375100 3023 100900 97600 0 0
TECUMSEH PRODUCTS CO CL A 878895200 6458 133500 133000 0 500
TEKTRONIX INC COM 879131100 1053 38600 32000 0 0
TELECOM ITALIA SPA ADR SP ADR 87927W106 684 6850 6850 0 0
TELEFONOS DE MEXICO SA ADR SP ADR 879403780 345 10950 10950 0 0
TELEPHONE & DATA SYS INC COM 879433100 5058 54100 52100 0 0
TELLABS INC COM 879664100 883 21700 14400 0 0
TENET HEALTHCARE CORPORATION COM 88033G100 871 19800 7600 0 0
TETRA TECH INC COM 88162G103 2205 108900 106800 0 600
TEXACO INC COM 881694103 1122 16900 6000 0 0
TEXAS INSTRUMENTS INC COM 882508104 1128 36400 16300 0 0
TEXAS REGIONAL BANCSHARES CL A CL A VTG 882673106 650 18760 18760 0 0
THE WALT DISNEY CO COM DISNEY 254687106 5168 180700 94600 0 0
TIDEWATER INC COM 886423102 4158 92000 87300 0 0
TIFFANY & CO COM 886547108 444 16300 15100 0 0
TIMBERLAND CO CL A 887100105 655 12900 11300 0 0
TIME WARNER TELECOM INC CL A CL A 887319101 629 17300 13400 0 0
TOLL BROTHERS INC COM 889478103 2006 52100 52100 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
SUIZA FOODS CORP 1 216400 0 15000
SUMMIT PPTYS INC 1 10100 0 500
SUN MICROSYSTEMS INC 1 128300 0 11200
SUNGARD DATA SYSTEMS INC 1 37300 0 0
SUNRISE ASSISTED LIVING INC 1 33900 0 5300
SUPERIOR INDS INTL INC 1 204500 0 19200
SYBASE INC 1 228500 0 17700
SYLVAN LEARNING SYSTEMS INC 1 203600 0 22000
SYMMETRICOM INC 1 71700 0 14400
SYNCOR INTL CORP DEL 1 66800 0 13300
SYNOPSYS INC 1 26300 0 0
SYSCO CORP 1 23200 0 2400
TALBOTS INC 1 19900 0 0
TARGET CORPORATION 1 36400 0 0
TAUBMAN CENTERS INC REIT 1 10700 0 500
TCF FINANCIAL CORP 1 163200 0 3300
TDK CORP ADR 1 5752 0 2700
TECH DATA CORP 1 209000 0 12200
TECHNITROL INC 1 71000 0 7800
TECO ENERGY INC 1 99100 0 1800
TECUMSEH PRODUCTS CO 1 126900 0 6600
TEKTRONIX INC 1 37000 0 1600
TELECOM ITALIA SPA ADR 1 4700 0 2150
TELEFONOS DE MEXICO SA ADR 1 7250 0 3700
TELEPHONE & DATA SYS INC 1 52400 0 1700
TELLABS INC 1 20300 0 1400
TENET HEALTHCARE CORPORATION 1 15400 0 4400
TETRA TECH INC 1 93500 0 15400
TEXACO INC 1 16900 0 0
TEXAS INSTRUMENTS INC 1 34700 0 1700
TEXAS REGIONAL BANCSHARES CL A 1 18760 0 0
THE WALT DISNEY CO 1 166500 0 14200
TIDEWATER INC 1 89800 0 2200
TIFFANY & CO 1 16300 0 0
TIMBERLAND CO 1 12000 0 900
TIME WARNER TELECOM INC CL A 1 17300 0 0
TOLL BROTHERS INC 1 50600 0 1500
72
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
TOPPS COMPANY (THE) COM 890786106 2156 212900 211500 0 1400
TORCHMARK CORP COM 891027104 2912 75000 68600 0 0
TORO CO COM 891092108 6431 139800 138800 0 1000
TOTAL FINA ELF SA ADR SP ADR 89151E109 858 12621 12621 0 0
TOYOTA MOTOR CORPORATION ADR SP ADR 892331307 421 5950 5950 0 0
TOYS 'R US INC COM 892335100 2136 85100 52600 0 0
TRIAD GUARANTY INC COM 895925105 3070 92500 92000 0 500
TRIGON HEALTHCARE INC COM 89618L100 3517 68300 65300 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 336 8900 8700 0 200
TUPPERWARE CORP COM 899896104 4925 206400 205500 0 900
TXU CORPORATION COM 873168108 1087 26300 8500 0 0
TYCO INTERNATIONAL LTD COM 902124106 4299 99451 90451 0 0
TYSON FOODS INC CL A 902494103 1237 91800 89400 0 0
UCBH HOLDINGS INC COM 90262T308 3749 77000 76700 0 300
UGI CORP COM 902681105 4834 197400 195800 0 1600
ULTICOM INC COM 903844108 1014 55000 54600 0 400
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 6672 184400 177100 0 0
ULTRATECH STEPPER INC COM 904034105 3310 134400 133700 0 700
UNILEVER NV ADR N Y SHS NEW 904784709 854 16214 16214 0 0
UNISOURCE ENERGY CORP COM 909205106 586 27900 27900 0 0
UNITED STATIONERS INC COM 913004107 5199 214400 213500 0 900
UNITED TECHNOLOGIES CORP COM 913017109 2162 29500 18100 0 0
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 1849 31200 12400 0 0
UNIVERSAL CORP-VA COM 913456109 8375 212400 212400 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 1416 85800 85100 0 700
UNIVERSAL HLTH SVCS INC CL B 913903100 9007 102000 101300 0 400
UNIVISION COMMUNICATIONS INC CL A 914906102 744 19500 19500 0 0
US LEC CORP CL A 90331S109 907 128400 127100 0 1300
UST INC COM 902911106 941 31300 24800 0 0
USX-MARATHON GROUP INC COM 902905827 3094 114800 82800 0 0
UTILICORP UNITED INC COM 918005109 3009 93000 93000 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1705 58800 58800 0 0
VALERO ENERGY CORP COM 91913Y100 7061 198900 191000 0 700
VALUE CITY DEPT STORES INC COM 920387107 1336 161000 159600 0 1400
VARIAN INC COM 922206107 207 8100 8100 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 3460 56900 56600 0 300
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 319 10000 10000 0 0
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
TOPPS COMPANY (THE) 1 189800 0 23100
TORCHMARK CORP 1 73300 0 1700
TORO CO 1 120700 0 19100
TOTAL FINA ELF SA ADR 1 8636 0 3985
TOYOTA MOTOR CORPORATION ADR 1 4300 0 1650
TOYS 'R US INC 1 81500 0 3600
TRIAD GUARANTY INC 1 81500 0 11000
TRIGON HEALTHCARE INC 1 67800 0 500
TRUE NORTH COMMUNICATIONS 1 8900 0 0
TUPPERWARE CORP 1 188800 0 17600
TXU CORPORATION 1 19900 0 6400
TYCO INTERNATIONAL LTD 1 87551 0 11900
TYSON FOODS INC 1 91800 0 0
UCBH HOLDINGS INC 1 71000 0 6000
UGI CORP 1 172600 0 24800
ULTICOM INC 1 46100 0 8900
ULTRAMAR DIAMOND SHAMROCK CORP 1 180500 0 3900
ULTRATECH STEPPER INC 1 117400 0 17000
UNILEVER NV ADR 1 11000 0 5214
UNISOURCE ENERGY CORP 1 27900 0 0
UNITED STATIONERS INC 1 192800 0 21600
UNITED TECHNOLOGIES CORP 1 26700 0 2800
UNITEDHEALTH GROUP INCORPORATE 1 24600 0 6600
UNIVERSAL CORP-VA 1 204400 0 8000
UNIVERSAL ELECTRONICS INC 1 71500 0 14300
UNIVERSAL HLTH SVCS INC 1 92900 0 9100
UNIVISION COMMUNICATIONS INC 1 18100 0 1400
US LEC CORP 1 97900 0 30500
UST INC 1 29100 0 2200
USX-MARATHON GROUP INC 1 101300 0 13500
UTILICORP UNITED INC 1 93000 0 0
VALASSIS COMMUNICATIONS INC 1 58800 0 0
VALERO ENERGY CORP 1 186100 0 12800
VALUE CITY DEPT STORES INC 1 135600 0 25400
VARIAN INC 1 8100 0 0
VARIAN MEDICAL SYSTEMS INC 1 50600 0 6300
VARIAN SEMICONDUCTOR EQUIPMENT 1 10000 0 0
73
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
VAXGEN INC COM 922390208 1083 53500 53100 0 400
VECTREN CORPORATION COM 92240G101 648 30300 30300 0 0
VERISIGN INC COM 92343E102 390 11000 0 0 0
VERITAS SOFTWARE CORP COM 923436109 670 14500 3500 0 0
VERITY INC COM 92343C106 2271 100100 99500 0 600
VERIZON COMMUNICATIONS COM 92343V104 7518 152489 75589 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1278 34900 33600 0 0
VIACOM INC CL B CL B 925524308 2521 57331 30400 0 0
VIAD CORP COM 92552R109 2924 122700 120600 0 0
VINTAGE PETE INC COM 927460105 3486 171300 170500 0 800
VISHAY INTERTECHNOLOGY INC COM 928298108 1548 77787 77787 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 217 9100 2700 0 0
VIVENDI UNIVERSAL SP ADR SP ADR 92851S204 514 8480 8480 0 0
VORNADO REALTY TRUST REIT SH BEN INT 929042109 742 20700 20700 0 0
WACHOVIA CORP COM 929771103 729 12100 500 0 0
WALGREEN CO COM 931422109 1999 49000 25200 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 1645 101200 101200 0 0
WAL-MART STORES INC COM 931142103 5494 108800 78100 0 0
WASHINGTON FEDERAL INC COM 938824109 5325 216780 215240 0 1540
WASHINGTON MUTUAL INC COM 939322103 4199 76700 56700 0 0
WASTE MANAGEMENT INC COM 94106L109 301 12200 1200 0 0
WATERS CORP COM 941848103 855 18400 18400 0 0
WEBSTER FINANCIAL CORP COM 947890109 1052 35900 35900 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 801 8400 5300 0 0
WELLS FARGO & COMPANY COM 949746101 1365 27600 0 0 0
WENDY'S INTERNATIONAL INC COM 950590109 221 9900 0 0 0
WESTAMERICA BANCORPORATION COM 957090103 4949 131100 130600 0 500
WESTERN GAS RESOURCES INC COM 958259103 771 23900 23900 0 0
WESTVACO CORP COM 961548104 1127 46500 40400 0 0
WEYERHAEUSER CO COM 962166104 213 4200 0 0 0
WHIRLPOOL CORP COM 963320106 1060 21200 16500 0 0
WHITNEY HLDG CORP COM 966612103 657 16600 16600 0 0
WINN-DIXIE STORES INC COM 974280109 516 18200 14900 0 0
WISCONSIN ENERGY CORP COM 976657106 755 35000 35000 0 0
WORLDCOM INC COM 98157D106 1968 105300 56750 0 0
WORTHINGTON INDUSTRIES COM 981811102 1857 199700 198800 0 900
YELLOW CORP COM 985509108 2738 159900 159000 0 900
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
VAXGEN INC 1 45700 0 7800
VECTREN CORPORATION 1 30300 0 0
VERISIGN INC 1 11000 0 0
VERITAS SOFTWARE CORP 1 13300 0 1200
VERITY INC 1 86200 0 13900
VERIZON COMMUNICATIONS 1 140793 0 11696
VERTEX PHARMACEUTICALS INC 1 34900 0 0
VIACOM INC CL B 1 50631 0 6700
VIAD CORP 1 119400 0 3300
VINTAGE PETE INC 1 155800 0 15500
VISHAY INTERTECHNOLOGY INC 1 77787 0 0
VITESSE SEMICONDUCTOR CORP 1 8200 0 900
VIVENDI UNIVERSAL SP ADR 1 5760 0 2720
VORNADO REALTY TRUST REIT 1 17900 0 2800
WACHOVIA CORP 1 11600 0 500
WALGREEN CO 1 44900 0 4100
WALLACE COMPUTER SERVICES INC 1 101200 0 0
WAL-MART STORES INC 1 97200 0 11600
WASHINGTON FEDERAL INC 1 189610 0 27170
WASHINGTON MUTUAL INC 1 69400 0 7300
WASTE MANAGEMENT INC 1 11000 0 1200
WATERS CORP 1 18400 0 0
WEBSTER FINANCIAL CORP 1 30100 0 5800
WELLPOINT HEALTH NETWORKS 1 6300 0 2100
WELLS FARGO & COMPANY 1 27600 0 0
WENDY'S INTERNATIONAL INC 1 9900 0 0
WESTAMERICA BANCORPORATION 1 121000 0 10100
WESTERN GAS RESOURCES INC 1 23900 0 0
WESTVACO CORP 1 42000 0 4500
WEYERHAEUSER CO 1 4200 0 0
WHIRLPOOL CORP 1 21200 0 0
WHITNEY HLDG CORP 1 16600 0 0
WINN-DIXIE STORES INC 1 18200 0 0
WISCONSIN ENERGY CORP 1 35000 0 0
WORLDCOM INC 1 96100 0 9200
WORTHINGTON INDUSTRIES 1 181000 0 18700
YELLOW CORP 1 142000 0 17900
74
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER
(A) (B) (C)
YORK INTERNATIONAL CORP COM 986670107 1572 56800 56800 0 0
ZALE CORP COM 988858106 2859 98600 98000 0 600
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 1292 33900 33600 0 300
ZOLL MEDICAL CORP COM 989922109 1590 45600 45300 0 300
REPORT TOTALS 1672478 56755720 51557953 0 159974
ITEM 1 ITEM 7 ITEM 8
NAME OF ISSUER MANAGERS VOTING AUTHORITY
SOLE SHARED NONE
(A) (B) (C)
YORK INTERNATIONAL CORP 1 56800 0 0
ZALE CORP 1 85800 0 12800
ZEBRA TECHNOLOGIES CORP CL A 1 28100 0 5800
ZOLL MEDICAL CORP 1 37400 0 8200
REPORT TOTALS 51976749 0 4778972