-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BMeFn6O7RbvnAXeR261gqF4lvgN0kj12jcAWeLO+YvTTYulPT81RSVc651M0g1Ki Wf+FEmwU0XhTFShs32DA9w== 0000912057-01-528640.txt : 20010815 0000912057-01-528640.hdr.sgml : 20010815 ACCESSION NUMBER: 0000912057-01-528640 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010630 FILED AS OF DATE: 20010814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SCHRODER INVESTMENT MANAGEMENT GROUP CENTRAL INDEX KEY: 0001086619 STANDARD INDUSTRIAL CLASSIFICATION: [] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04731 FILM NUMBER: 1712668 BUSINESS ADDRESS: STREET 1: TWO PORTLAND SQUARE CITY: PORTLAND STATE: ME ZIP: 04101 13F-HR 1 a2056953z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: Schroder Investment Management Group Address: 31 Gresham Street London, EC2V 7QA United Kingdom Form 13F File Number: 2804731 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report 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: Barbara Brooke Manning Title: Senior Vice President, Director & Chief Compliance Officer Phone (212) 641-3888 Signature, Place, and Date of Signature /s/ Barbara Brooke Manning New York, NY 8/10/01 -------------------------- ------------ ------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDING REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 9 --------------- Form 13F Information Table Entry Total: 1,988 --------------- Form 13F Information Table Value Total: $13,764,039 --------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) No. Form 13F File Number Name 1 28-1732 Schroder Investment Management North America Inc. - ----- 2 Schroder Investment Management North America Ltd. - ----- 3 Schroder Investment Management International Ltd. - ----- 4 Schroder Investment Management (Singapore) Ltd. - ----- 5 Schroder Investment Management (Japan) Ltd. - ----- 6 Schroder Investment Management (Hong Kong) Ltd. - ----- 7 Schroder Cayman Bank and Trust Company Ltd. - ----- 8 Schroder & Co Bank AG - ----- 9 Schroder Investment Management (Hermes) - ----- [Repeat as necessary.] FORM 13F US DOLLAR DENOMINATED HOLDINGS - SIM GROUP June 30, 2001
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- ABBOTT LABS COM 2824100 $ 33,054,528.00 688,636 ABBOTT LABS COM 002824100 $ 2,462,256.00 51,297 ABBOTT LABS COM 002824100 $ 923,520.00 19,240 ABBOTT LABS COM 002824100 $ 25,526,928.00 531,811 ABBOTT LABS COM 002824100 $ 2,120,880.00 44,185 ABBOTT LABS COM 002824100 $ 1,289,280.00 26,860 ABBOTT LABS COM 002824100 $ 1,372,320.00 28,590 ABBOTT LABS COM 002824100 $ 77,369,568.00 1,611,866 ABERCROMBIE & FITCH CO COM 2896207 $ 8,472,156.00 190,300 ABGENIX INC COM 00339B107 $ 3,600,000.00 80,000 ACACIA RESH CORP COM 003881109 $ 265,173.00 15,700 ACADIA REALTY TRUST COM 4239109 $ 390,182.00 55,900 ACE LTD COM G0070K103 $ 752,873.40 19,260 ACE LTD ORD G0070K103 $ 42,451.74 1,086 ACE LTD ORD G0070K103 $ 133,687.80 3,420 ACE LTD ORD G0070K103 $ 62,934.90 1,610 ACE LTD ORD G0070K103 $ 22,898,413.83 585,787 ACTEL CORP COM 4934105 $ 19,253,754.85 784,267 ACTUATE CORP. COM 00508B102 $ 394,462.75 41,305 ADAPTEC INC COM 00651F108 $ 3,232,488.00 325,200 ADAPTEC INC COM 00651F108 $ 397,600.00 40,000 ADC TELECOMMUNICATIONS COM 000886101 $ 159,060.00 24,100 ADC TELECOMMUNICATIONS COM 000886101 $ 20,605.20 3,122 ADC TELECOMMUNICATIONS COM 000886101 $ 5,676.00 860 ADC TELECOMMUNICATIONS COM 000886101 $ 481,516.20 72,957 ADOBE SYS INC COM 00724F101 $ 376,000.00 8,000 ADOBE SYS INC COM 00724F101 $ 681,500.00 14,500 ADTRAN INC COM 00738A106 $ 14,949,973.50 729,267 ADVANCED MICRO DEVICES INC COM 7903107 $ 11,560.00 400 ADVANCED MICRO DEVICES INC COM 007903107 $ 271,660.00 9,400 ADVANCED MICRO DEVICES INC COM 007903107 $ 450,840.00 15,600 ADVANCEPCS COM 00790K109 $ 7,431,529.35 116,027 AEROFLEX INC COM 7768104 $ 7,808,850.00 743,700 AES CORP COM 00130H105 $ 763,534.80 17,736 AES CORP COM 00130H105 $ 82,656.00 1,920 AES CORP COM 00130H105 $ 2,837,425.50 65,910 AES CORP COM 00130H105 $ 25,830.00 600 AES CORP COM 00130H105 $ 22,589,497.35 524,727 AFFILIATED COMPUTER SVCS INC COM 8190100 $ 17,836,340.67 248,037 AFFILIATED MANAGERS GROUP IN COM 8252108 $ 40,876,036.50 664,651 AFLAC INC COM 001055102 $ 541,628.00 17,200 AGILENT TECH INC COM 00846U101 $ 459,322.50 14,133 AGILENT TECH INC COM 00846U101 $ 1,007.50 31 AGILENT TECH INC COM 00846U101 $ 35,652.50 1,097 AGILENT TECH INC COM 00846U101 $ 292,402.50 8,997 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- ABBOTT LABS 683,836 4,800 1 333,382 355,254 ABBOTT LABS 51,297 9 51,297 ABBOTT LABS 19,240 4 19,240 ABBOTT LABS 531,811 5 531,811 ABBOTT LABS 44,185 6 44,185 ABBOTT LABS 26,860 8 26,860 ABBOTT LABS 28,590 2 28,590 ABBOTT LABS 1,611,866 3 1,611,866 ABERCROMBIE & FITCH CO 190,300 - 1 57,600 132,700 ABGENIX INC 80,000 3 80,000 ACACIA RESH CORP 15,700 8 15,700 ACADIA REALTY TRUST 55,900 - 1 55,900 - ACE LTD 19,260 - 1 19,260 - ACE LTD 1,086 9 1,086 ACE LTD 3,420 5 3,420 ACE LTD 1,610 6 1,610 ACE LTD 585,787 3 585,787 ACTEL CORP 761,567 22,700 1 674,567 109,700 ACTUATE CORP. 41,305 3 41,305 ADAPTEC INC 325,200 - 1 96,300 228,900 ADAPTEC INC 40,000 8 40,000 ADC TELECOMMUNICATIONS 24,100 9 24,100 ADC TELECOMMUNICATIONS 3,122 5 3,122 ADC TELECOMMUNICATIONS 860 8 860 ADC TELECOMMUNICATIONS 72,957 3 72,957 ADOBE SYS INC 8,000 9 8,000 ADOBE SYS INC 14,500 8 14,500 ADTRAN INC 706,967 22,300 1 620,367 108,900 ADVANCED MICRO DEVICES INC 400 - 1 400 - ADVANCED MICRO DEVICES INC 9,400 9 9,400 ADVANCED MICRO DEVICES INC 15,600 8 15,600 ADVANCEPCS 116,027 - 1 38,439 77,588 AEROFLEX INC 743,700 - 1 222,800 520,900 AES CORP 17,736 9 17,736 AES CORP 1,920 4 1,920 AES CORP 65,910 6 65,910 AES CORP 600 8 600 AES CORP 524,727 3 524,727 AFFILIATED COMPUTER SVCS INC 248,037 - 1 78,900 169,137 AFFILIATED MANAGERS GROUP IN 654,051 10,600 1 393,447 271,204 AFLAC INC 17,200 9 17,200 AGILENT TECH INC 14,133 9 14,133 AGILENT TECH INC 31 6 31 AGILENT TECH INC 1,097 8 1,097 AGILENT TECH INC 8,997 3 8,997
1
- ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ----------------------------------------------------------------------------------------------------------------------------------- AGILENT TECHNOLOGIES INC COM 00846U101 $ 3,705.00 114 ALBERTSONS INC COM 013104104 $ 404,865.00 13,500 ALBERTSONS INC COM 013104104 $ 994,108.52 33,148 ALCAN ALUMINIUM LTD NEW COM 013716105 $ 445,412.00 10,600 ALCAN ALUMINIUM LTD NEW COM 013716105 $ 206,822.44 4,922 ALCAN INC COM 13716105 $ 37,818.00 900 ALCOA INC COM 13817101 $ 83,055.20 2,108 ALCOA INC COM 013817101 $ 1,135,508.00 28,820 ALCOA INC COM 013817101 $ 17,730.00 450 ALCOA INC COM 013817101 $ 2,705,834.40 68,676 ALCOA INC COM 013817101 $ 16,111,566.20 408,923 ALLEGIANCE TELECOM INC COM 01747T102 $ 12,906.39 861 ALLEGIANCE TELECOM INC COM 01747T102 $ 6,445.70 430 ALLEGIANCE TELECOM INC COM 01747T102 $ 5,203,613.61 347,139 ALLERGAN COM 018490102 $ 352,926.00 4,200 ALLERGAN COM 018490102 $ 1,155,496.53 13,751 ALLERGAN INC COM 18490102 $ 183,185.40 2,180 ALLIANCE DATA SYSTEMS CORP COM 18581108 $ 6,339,000.00 422,600 ALLIANCE GAMING CORP COM NEW 01859P609 $ 1,159,760.91 29,533 ALLIANT TECHSYSTEMS INC COM 18804104 $ 32,817,995.00 365,050 ALLIED CAP CORP NEW COM 01903Q108 $ 793,119.00 34,260 ALLIED CAP CORP NEW COM 01903Q108 $ 2,821,869.25 121,895 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 $ 113,948.00 6,100 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 $ 272,074.20 14,565 ALLSTATE CORP COM 020002101 $ 1,007,371.00 22,900 ALLSTATE CORP COM 020002101 $ 735,732.75 16,725 ALLTEL CORP COM 20039103 $ 7,841.28 128 ALLTEL CORP COM 020039103 $ 600,348.00 9,800 ALLTEL CORP COM 020039103 $ 1,225.20 20 ALLTEL CORP COM 020039103 $ 4,244,950.44 69,294 ALPHARMA INC COM 20813101 $ 32,251,274.25 1,183,533 ALTERA CORP COM 21441100 $ 52,200.00 1,800 ALTERA CORP COM 021441100 $ 359,600.00 12,400 ALTERA CORP COM 021441100 $ 435,000.00 15,000 ALTERA CORP COM 021441100 $ 398,605.00 13,745 AMERICAN EAGLE OUTFITTERS COM 02553E106 $ 2,090,965.40 59,335 AMERICAN EAGLE OUTFITTERS COM 02553E106 $ 394,370.84 11,191 AMERICAN ELEC PWR INC COM 025537101 $ 477,397.80 10,340 AMERICAN EXPRESS CO COM 25816109 $ 271,406.00 6,995 AMERICAN EXPRESS CO COM 025816109 $ 10,476.00 270 AMERICAN EXPRESS CO COM 025816109 $ 1,730,480.00 44,600 AMERICAN EXPRESS CO COM 025816109 $ 26,772.00 690 AMERICAN EXPRESS CO COM 025816109 $ 1,393,696.00 35,920 AMERICAN EXPRESS CO COM 025816109 $ 2,159,026.00 55,645 AMERICAN EXPRESS CO COM 025816109 $ 20,179,336.80 520,086 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- AGILENT TECHNOLOGIES INC 114 - 1 - 114 ALBERTSONS INC 13,500 9 13,500 ALBERTSONS INC 33,148 3 33,148 ALCAN ALUMINIUM LTD NEW 10,600 9 10,600 ALCAN ALUMINIUM LTD NEW 4,922 8 4,922 ALCAN INC 900 - 1 900 - ALCOA INC 2,108 - 1 990 1,118 ALCOA INC 28,820 9 28,820 ALCOA INC 450 6 450 ALCOA INC 68,676 8 68,676 ALCOA INC 408,923 3 408,923 ALLEGIANCE TELECOM INC 861 9 861 ALLEGIANCE TELECOM INC 430 6 430 ALLEGIANCE TELECOM INC 347,139 3 347,139 ALLERGAN 4,200 9 4,200 ALLERGAN 13,751 3 13,751 ALLERGAN INC 2,180 - 1 2,180 - ALLIANCE DATA SYSTEMS CORP 422,600 - 1 129,600 293,000 ALLIANCE GAMING CORP 29,533 8 29,533 ALLIANT TECHSYSTEMS INC 357,250 7,800 1 252,300 112,750 ALLIED CAP CORP NEW 34,260 - 1 26,670 7,590 ALLIED CAP CORP NEW 121,895 3 121,895 ALLIED WASTE INDS INC 6,100 9 6,100 ALLIED WASTE INDS INC 14,565 3 14,565 ALLSTATE CORP 22,900 9 22,900 ALLSTATE CORP 16,725 3 16,725 ALLTEL CORP 128 - 1 - 128 ALLTEL CORP 9,800 9 9,800 ALLTEL CORP 20 8 20 ALLTEL CORP 69,294 3 69,294 ALPHARMA INC 1,146,933 36,600 1 1,012,733 170,800 ALTERA CORP 1,800 - 1 1,800 - ALTERA CORP 12,400 9 12,400 ALTERA CORP 15,000 8 15,000 ALTERA CORP 13,745 3 13,745 AMERICAN EAGLE OUTFITTERS 59,335 3 59,335 AMERICAN EAGLE OUTFITTERS 11,191 1 11,191 AMERICAN ELEC PWR INC 10,340 9 10,340 AMERICAN EXPRESS CO 6,995 - 1 6,995 - AMERICAN EXPRESS CO 270 7 270 AMERICAN EXPRESS CO 44,600 9 44,600 AMERICAN EXPRESS CO 690 4 690 AMERICAN EXPRESS CO 35,920 6 35,920 AMERICAN EXPRESS CO 55,645 8 55,645 AMERICAN EXPRESS CO 520,086 3 520,086
2
- ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ----------------------------------------------------------------------------------------------------------------------------------- AMERICAN GEN CORP COM 26351106 $ 40,690.20 876 AMERICAN GENERAL CORP COM 026351106 $ 743,200.00 16,000 AMERICAN GREETING CORP CL A 026375105 $ 24,200.00 2,200 AMERICAN HOME PRODS CORP COM 26609107 $ 36,213,845.75 616,400 AMERICAN HOME PRODS CORP COM 026609107 $ 2,565,612.50 43,670 AMERICAN HOME PRODS CORP COM 026609107 $ 954,100.00 16,240 AMERICAN HOME PRODS CORP COM 026609107 $ 20,166,055.00 343,252 AMERICAN HOME PRODS CORP COM 026609107 $ 1,918,305.00 32,652 AMERICAN HOME PRODS CORP COM 026609107 $ 687,375.00 11,700 AMERICAN HOME PRODS CORP COM 026609107 $ 1,275,168.75 21,705 AMERICAN HOME PRODS CORP COM 026609107 $ 66,034,647.50 1,123,994 AMERICAN INTL GROUP INC COM 26874107 $ 51,442,623.92 605,140 AMERICAN INTL GROUP INC COM 026874107 $ 6,592,355.48 77,548 AMERICAN INTL GROUP INC COM 026874107 $ 1,819,809.07 21,407 AMERICAN INTL GROUP INC COM 026874107 $ 41,574,395.53 489,053 AMERICAN INTL GROUP INC COM 026874107 $ 7,803,492.95 91,795 AMERICAN INTL GROUP INC COM 026874107 $ 3,559,198.68 41,868 AMERICAN INTL GROUP INC COM 026874107 $ 2,560,076.15 30,115 AMERICAN INTL GROUP INC COM 026874107 $ 146,841,088.39 1,727,339 AMERICAN PWR CONVERSION CORP COM 029066107 $ 96,075.00 6,100 AMERICAN PWR CONVERSION CORP COM 029066107 $ 291,060.00 18,480 AMERICREDIT CORP COM 03060R101 $ 22,738,515.00 437,700 AMERISOURCE HEALTH CORP COM 03071P102 $ 12,193,605.00 220,300 AMERISOURCE HEALTH CORP COM 03071P102 $ 23,247.00 420 AMERISOURCE HEALTH CORP COM 03071P102 $ 2,674,788.75 48,325 AMERN EAGLE OUTFITTERS INC COM 2.55E+109 $ 559,822.64 15,886 AMERON INTL CORP DEL COM 30710107 $ 1,001,250.00 15,000 AMERUS GROUP CO COM 03072M108 $ 8,187,256.34 230,822 AMGEN INC COM 31162100 $ 861,231.24 14,193 AMGEN INC COM 031162100 $ 2,032,173.20 33,490 AMGEN INC COM 031162100 $ 573,729.40 9,455 AMGEN INC COM 031162100 $ 15,831,897.44 260,908 AMGEN INC COM 031162100 $ 109,224.00 1,800 AMGEN INC COM 031162100 $ 711,473.00 11,725 AMGEN INC COM 031162100 $ 792,298.76 13,057 AMGEN INC COM 031162100 $ 37,791,261.28 622,796 AMPHENOL CORP NEW COM 32095101 $ 14,734,395.00 367,900 AMR CORP COM 001765106 $ 173,424.00 4,800 AMR CORP COM 001765106 $ 50,582.00 1,400 AMR CORP COM 001765106 $ 683,904.77 18,929 AMSOUTH BANCORP COM 032165102 $ 234,823.00 12,700 AMSOUTH BANCORP COM 032165102 $ 980,006.98 53,002 AMSURG CORP COM 03232P405 $ 1,477,500.00 50,000 ANADARKO PETE CORP COM 032511107 $ 485,136.09 8,999 ANADARKO PETE CORP COM 032511107 $ 2,399,210.64 44,504 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- AMERICAN GEN CORP 876 - 1 - 876 AMERICAN GENERAL CORP 16,000 9 16,000 AMERICAN GREETING CORP 2,200 9 2,200 AMERICAN HOME PRODS CORP 612,265 4,135 1 321,464 294,936 AMERICAN HOME PRODS CORP 43,670 9 43,670 AMERICAN HOME PRODS CORP 16,240 4 16,240 AMERICAN HOME PRODS CORP 343,252 5 343,252 AMERICAN HOME PRODS CORP 32,652 6 32,652 AMERICAN HOME PRODS CORP 11,700 8 11,700 AMERICAN HOME PRODS CORP 21,705 2 21,705 AMERICAN HOME PRODS CORP 1,123,994 3 1,123,994 AMERICAN INTL GROUP INC 602,198 2,942 1 264,197 340,943 AMERICAN INTL GROUP INC 77,548 9 77,548 AMERICAN INTL GROUP INC 21,407 4 21,407 AMERICAN INTL GROUP INC 489,053 5 489,053 AMERICAN INTL GROUP INC 91,795 6 91,795 AMERICAN INTL GROUP INC 41,868 8 41,868 AMERICAN INTL GROUP INC 30,115 2 30,115 AMERICAN INTL GROUP INC 1,727,339 3 1,727,339 AMERICAN PWR CONVERSION CORP 6,100 9 6,100 AMERICAN PWR CONVERSION CORP 18,480 3 18,480 AMERICREDIT CORP 437,700 - 1 134,900 302,800 AMERISOURCE HEALTH CORP 220,300 - 1 68,600 151,700 AMERISOURCE HEALTH CORP 420 6 420 AMERISOURCE HEALTH CORP 48,325 3 48,325 AMERN EAGLE OUTFITTERS INC 15,886 - 1 11,191 4,695 AMERON INTL CORP DEL 15,000 - 1 15,000 - AMERUS GROUP CO 230,822 - 1 72,222 158,600 AMGEN INC 14,193 - 1 - 14,193 AMGEN INC 33,490 9 33,490 AMGEN INC 9,455 4 9,455 AMGEN INC 260,908 5 260,908 AMGEN INC 1,800 6 1,800 AMGEN INC 11,725 8 11,725 AMGEN INC 13,057 2 13,057 AMGEN INC 622,796 3 622,796 AMPHENOL CORP NEW 367,900 - 1 112,500 255,400 AMR CORP 4,800 9 4,800 AMR CORP 1,400 8 1,400 AMR CORP 18,929 3 18,929 AMSOUTH BANCORP 12,700 9 12,700 AMSOUTH BANCORP 53,002 3 53,002 AMSURG CORP 50,000 - 1 50,000 - ANADARKO PETE CORP 8,999 9 8,999 ANADARKO PETE CORP 44,504 3 44,504
3
- ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ----------------------------------------------------------------------------------------------------------------------------------- ANALOG DEVICES INC COM 32654105 $ 1,519,200.00 35,126 ANALOG DEVICES INC COM 032654105 $ 484,400.00 11,200 ANALOG DEVICES INC COM 032654105 $ 635,126.25 14,685 ANALOG DEVICES INC COM 032654105 $ 16,247,597.75 375,667 ANALOG DEVICES INC COM 032654105 $ 319,531.00 7,388 ANALOG DEVICES INC COM 032654105 $ 425,580.00 9,840 ANALOG DEVICES INC COM 032654105 $ 960,582.50 22,210 ANALOG DEVICES INC COM 032654105 $ 21,083,380.25 487,477 ANCHOR GAMING COM 33037102 $ 15,373,098.00 237,900 ANHEUSER BUSCH COS INC COM 35229103 $ 5,437,658.40 131,982 ANHEUSER BUSCH COS INC COM 035229103 $ 1,244,240.00 30,200 ANHEUSER BUSCH COS INC COM 035229103 $ 240,608.00 5,840 ANHEUSER BUSCH COS INC COM 035229103 $ 5,654,782.40 137,252 ANHEUSER BUSCH COS INC COM 035229103 $ 2,015,916.00 48,930 ANHEUSER BUSCH COS INC COM 035229103 $ 436,184.40 10,587 ANHEUSER BUSCH COS INC COM 035229103 $ 429,716.00 10,430 ANHEUSER BUSCH COS INC COM 035229103 $ 5,848,051.60 141,943 ANSYS INC COM 03662Q105 $ 1,591,200.00 85,000 AOL TIME WARNER COM 00184A105 $ 69,995,165.51 1,320,664 AOL TIME WARNER INC COM 02364J104 $ 21,200.00 400 AON CORP COM 037389103 $ 290,500.00 8,300 APA OPTICS INC COM 001853100 $ 45,000.00 5,000 APACHE CORP COM 37411105 $ 676,091.50 13,322 APACHE CORP COM 037411105 $ 187,775.00 3,700 APACHE CORP COM 037411105 $ 38,062.50 750 APACHE CORP COM 037411105 $ 2,317,448.00 45,664 APOGENT TECH INC COM 03760A101 $ 10,403,340.00 422,900 APPLE COMPUTER INC COM 37833100 $ 9,300.00 400 APPLE COMPUTER INC COM 037833100 $ 241,800.00 10,400 APPLE COMPUTER INC COM 037833100 $ 47,662.50 2,050 APPLE COMPUTER INC COM 037833100 $ 250,635.00 10,780 APPLEBEES INTL INC COM 37899101 $ 11,180,800.00 349,400 APPLERA CORP-APPLIED BIOSYS COM 38020103 $ 267,767.50 10,010 APPLIED MATLS INC COM 38222105 $ 31,070,573.20 632,792 APPLIED MATLS INC COM 038222105 $ 1,336,600.20 27,222 APPLIED MATLS INC COM 038222105 $ 826,107.50 16,825 APPLIED MATLS INC COM 038222105 $ 18,043,366.20 367,482 APPLIED MATLS INC COM 038222105 $ 4,566,791.00 93,010 APPLIED MATLS INC COM 038222105 $ 1,844,687.00 37,570 APPLIED MATLS INC COM 038222105 $ 54,262,570.40 1,105,144 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 72,240.00 4,200 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 161,680.00 9,400 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 38,012.00 2,210 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 358,276.00 20,830 APPLIED MICRO CIRCUITS CORP COM 03822W109 $ 152,976.80 8,894 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- ANALOG DEVICES INC 35,126 - 1 6,530 28,596 ANALOG DEVICES INC 11,200 9 11,200 ANALOG DEVICES INC 14,685 4 14,685 ANALOG DEVICES INC 375,667 5 375,667 ANALOG DEVICES INC 7,388 6 7,388 ANALOG DEVICES INC 9,840 8 9,840 ANALOG DEVICES INC 22,210 2 22,210 ANALOG DEVICES INC 487,477 3 487,477 ANCHOR GAMING 237,900 - 1 73,600 164,300 ANHEUSER BUSCH COS INC 131,982 - 1 16,800 115,182 ANHEUSER BUSCH COS INC 30,200 9 30,200 ANHEUSER BUSCH COS INC 5,840 4 5,840 ANHEUSER BUSCH COS INC 137,252 5 137,252 ANHEUSER BUSCH COS INC 48,930 6 48,930 ANHEUSER BUSCH COS INC 10,587 8 10,587 ANHEUSER BUSCH COS INC 10,430 2 10,430 ANHEUSER BUSCH COS INC 141,943 3 141,943 ANSYS INC 85,000 - 1 85,000 - AOL TIME WARNER 1,311,093 9,571 1 654,152 666,512 AOL TIME WARNER INC 400 7 400 AON CORP 8,300 9 8,300 APA OPTICS INC 5,000 8 5,000 APACHE CORP 13,322 - 1 10,242 3,080 APACHE CORP 3,700 9 3,700 APACHE CORP 750 5 750 APACHE CORP 45,664 3 45,664 APOGENT TECH INC 422,900 - 1 127,900 295,000 APPLE COMPUTER INC 400 - 1 400 - APPLE COMPUTER INC 10,400 9 10,400 APPLE COMPUTER INC 2,050 8 2,050 APPLE COMPUTER INC 10,780 3 10,780 APPLEBEES INTL INC 349,400 - 1 109,750 239,650 APPLERA CORP-APPLIED BIOSYS 10,010 - 1 7,090 2,920 APPLIED MATLS INC 628,402 4,390 1 318,947 313,845 APPLIED MATLS INC 27,222 9 27,222 APPLIED MATLS INC 16,825 4 16,825 APPLIED MATLS INC 367,482 5 367,482 APPLIED MATLS INC 93,010 6 93,010 APPLIED MATLS INC 37,570 8 37,570 APPLIED MATLS INC 1,105,144 3 1,105,144 APPLIED MICRO CIRCUITS CORP 4,200 - 1 4,200 - APPLIED MICRO CIRCUITS CORP 9,400 9 9,400 APPLIED MICRO CIRCUITS CORP 2,210 8 2,210 APPLIED MICRO CIRCUITS CORP 20,830 2 20,830 APPLIED MICRO CIRCUITS CORP 8,894 3 8,894
4
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- ARACRUZ CELULOSE SA SPON ADR CL B 038496204 $ 180,829.00 9,670 ARACRUZ CELULOSE SA SPON ADR CL B 038496204 $ 1,641,860.00 87,800 ARACRUZ CELULOSE SA SPON ADR CL B 038496204 $ 11,365,467.30 607,779 ARBITRON INC COM 03875Q108 $ 512,366.00 21,260 ARCH COAL INC COM 39380100 $ 646,750.00 25,000 ARCHER DANIELS MIDLAND CO COM 039483102 $ 272,679.75 20,895 ARCHER DANIELS MIDLAND CO COM 039483102 $ 104,400.00 8,000 ARCHER DANIELS MIDLAND CO COM 039483102 $ 12,045,019.50 922,990 AREMISSOFT CORP DEL COM 040026106 $ 3,240.00 200 AREMISSOFT CORP DEL COM 040026106 $ 689,796.00 42,580 AT&T CORP COM 1957109 $ 2,214,388.00 100,654 AT&T CORP COM 1957109 $ 1,991,957.24 116,591 AT&T CORP COM 1957109 $ 1,227,557.25 71,850 AT&T CORP COM 1957109 $ 30,798,121.49 1,802,641 AT&T CORP COM 1957109 $ 5,714,249.10 334,460 AT&T CORP COM 1957109 $ 1,755,312.90 102,740 AT&T CORP COM 1957109 $ 74,458,804.82 4,358,139 AT&T CORP COM 1957208 $ 8,745.00 500 AT&T CORP COM 1957208 $ 1,455,255.45 83,205 AT&T CORP COM 1957208 $ 916,825.80 52,420 AT&T CORP - LIBERTY MEDIA-A COM 1957208 $ 19,833.66 1,134 AT&T WIRELESS GP TRACKING SK COM 1957406 $ 4,101,193.00 250,818 AT&T WIRELESS SERVICES COM 00209A106 $ 12,210,588.75 746,825 ATMEL CORP COM 049513104 $ 37,502.20 2,780 ATMEL CORP COM 049513104 $ 236,075.00 17,500 ATMEL CORP COM 049513104 $ 37,502.20 2,780 AUTODESK INC COM 52769106 $ 7,933,710.00 212,700 AUTOMATIC DATA PROCESSING COM 53015103 $ 104,370.00 2,100 AUTOMATIC DATA PROCESSING INC COM 053015103 $ 1,025,211.60 20,628 AUTOMATIC DATA PROCESSING INC COM 053015103 $ 16,152.50 325 AUTOMATIC DATA PROCESSING INC COM 053015103 $ 606,340.00 12,200 AUTOMATIC DATA PROCESSING INC COM 053015103 $ 16,465,610.00 331,300 AVERY DENNISON CORP COM 053611109 $ 188,885.00 3,700 AVERY DENNISON CORP COM 053611109 $ 227,836.15 4,463 AVIRON COM 053762100 $ 988,380.00 17,340 AXCAN PHARMA INC COM 54923107 $ 2,415,000.00 210,000 BANCO DE A EDWARDS SPON ADR REP A 059504100 $ 106,012.00 6,236 BANCO DE A EDWARDS SPON ADR REP A 059504100 $ 1,520,990.00 89,470 BANCO DE A EDWARDS SPON ADR REP A 059504100 $ 428,400.00 25,200 BANCO SANTANDER CHILE SPON ADR SER A 05965F108 $ 115,977.00 6,700 BANCO SANTANDER CHILE SPON ADR SER A 05965F108 $ 5,596,149.90 323,290 BANCO SANTANDER CHILE SPON ADR SER A 05965F108 $ 938,202.00 54,200 BANCO SANTANDER CHILE SPON ADR SER A 05965F108 $ 9,174,888.54 530,034 BANCO SANTIAGO SP ADR REP COM 05965L105 $ 132,982.30 5,830 BANCO SANTIAGO SP ADR REP COM 05965L105 $ 8,412,328.00 368,800 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- ARACRUZ CELULOSE SA 9,670 5 9,670 ARACRUZ CELULOSE SA 87,800 3 87,800 ARACRUZ CELULOSE SA 607,779 1 607,779 ARBITRON INC 21,260 - 1 4,860 16,400 ARCH COAL INC 25,000 - 1 25,000 - ARCHER DANIELS MIDLAND CO 20,895 9 20,895 ARCHER DANIELS MIDLAND CO 8,000 8 8,000 ARCHER DANIELS MIDLAND CO 922,990 2 922,990 AREMISSOFT CORP DEL 200 8 200 AREMISSOFT CORP DEL 42,580 3 42,580 AT&T CORP 100,654 - 1 - 100,654 AT&T CORP 116,591 9 116,591 AT&T CORP 71,850 4 71,850 AT&T CORP 1,802,641 5 1,802,641 AT&T CORP 334,460 6 334,460 AT&T CORP 102,740 8 102,740 AT&T CORP 4,358,139 3 4,358,139 AT&T CORP 500 8 500 AT&T CORP 83,205 2 83,205 AT&T CORP 52,420 3 52,420 AT&T CORP - LIBERTY MEDIA-A 1,134 - 1 - 1,134 AT&T WIRELESS GP TRACKING SK 250,818 1 206,890 43,928 AT&T WIRELESS SERVICES 739,535 7,290 1 319,265 427,560 ATMEL CORP 2,780 5 2,780 ATMEL CORP 17,500 8 17,500 ATMEL CORP 2,780 3 2,780 AUTODESK INC 212,700 - 1 65,200 147,500 AUTOMATIC DATA PROCESSING 2,100 - 1 2,100 - AUTOMATIC DATA PROCESSING INC 20,628 9 20,628 AUTOMATIC DATA PROCESSING INC 325 6 325 AUTOMATIC DATA PROCESSING INC 12,200 8 12,200 AUTOMATIC DATA PROCESSING INC 331,300 3 331,300 AVERY DENNISON CORP 3,700 9 3,700 AVERY DENNISON CORP 4,463 3 4,463 AVIRON 17,340 3 17,340 AXCAN PHARMA INC 210,000 - 1 210,000 - BANCO DE A EDWARDS 6,236 5 6,236 BANCO DE A EDWARDS 89,470 3 89,470 BANCO DE A EDWARDS 25,200 1 25,200 BANCO SANTANDER CHILE 6,700 5 6,700 BANCO SANTANDER CHILE 323,290 2 323,290 BANCO SANTANDER CHILE 54,200 3 54,200 BANCO SANTANDER CHILE 530,034 1 530,034 BANCO SANTIAGO 5,830 5 5,830 BANCO SANTIAGO 368,800 2 368,800
5
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- BANCO SANTIAGO SP ADR REP COM 05965L105 $ 931,788.50 40,850 BANCO SANTIAGO SP ADR REP COM 05965L105 $ 5,921,476.00 259,600 BANK OF AMERICA CORP COM 60505104 $ 6,692,648.65 111,488 BANK OF AMERICA CORP COM 060505104 $ 3,193,115.76 53,192 BANK OF AMERICA CORP COM 060505104 $ 1,171,185.30 19,510 BANK OF AMERICA CORP COM 060505104 $ 19,325,457.90 321,930 BANK OF AMERICA CORP COM 060505104 $ 56,488.23 941 BANK OF AMERICA CORP COM 060505104 $ 2,611,845.27 43,509 BANK OF AMERICA CORP COM 060505104 $ 17,714,853.00 295,100 BANK OF AMERICA CORP COM 060505104 $ 64,935,051.30 1,081,710 BANK OF BERMUDA LTD COM BMG076441002 $ 3,750,000.00 75,000 BANK OF NEW YORK INC COM 64057102 $ 69,120.00 1,440 BANK OF NEW YORK INC COM 064057102 $ 1,137,600.00 23,700 BANK OF NEW YORK INC COM 064057102 $ 120,000.00 2,500 BANK OF NEW YORK INC COM 064057102 $ 1,424,592.00 29,679 BANK OF NEW YORK INC COM 064057102 $ 621,600.00 12,950 BANK ONE CORP COM 06423A103 $ 1,353,240.00 37,800 BANK ONE CORP COM 06423A103 $ 46,540.00 1,300 BANK ONE CORP COM 06423A103 $ 537,000.00 15,000 BANK ONE CORP COM 06423A103 $ 225,361.00 6,295 BARD C R INC COM 67383109 $ 7,431,975.00 130,500 BARD C R INC COM 067383109 $ 96,815.00 1,700 BARNES & NOBLE INC COM 67774109 $ 15,842,310.00 402,600 BARNES & NOBLE INC COM 067774109 $ 23,610.00 600 BARR LABS INC COM 68306109 $ 29,895,576.40 432,017 BARR LABS INC COM 068306109 $ 22,836.00 330 BARRICK GOLD CORP COM 067901108 $ 190,890.00 12,600 BARRICK GOLD CORP COM 067901108 $ 60,600.00 4,000 BARRICK GOLD CORP COM 067901108 $ 228,234.75 15,065 BAXTER INTL INC COM 71813109 $ 41,415,592.50 820,110 BAXTER INTL INC COM 071813109 $ 1,045,047.00 20,694 BAXTER INTL INC COM 071813109 $ 926,170.00 18,340 BAXTER INTL INC COM 071813109 $ 20,482,396.00 405,592 BAXTER INTL INC COM 071813109 $ 2,277,045.00 45,090 BAXTER INTL INC COM 071813109 $ 474,700.00 9,400 BAXTER INTL INC COM 071813109 $ 65,613,337.00 1,299,274 BB&T CORP COM 054937107 $ 469,760.00 12,800 BB&T CORP COM 054937107 $ 923,739.00 25,170 BB&T CORP COM 054937107 $ 263,285.80 7,174 BBV BANCO BHIF SPONSORED ADR 073297103 $ 6,167,600.00 362,800 BEA SYS INC COM 073325102 $ 448,212.45 14,595 BEA SYS INC COM 073325102 $ 313,242.00 10,200 BEA SYS INC COM 073325102 $ 3,132,420.00 102,000 BEA SYS INC COM 073325102 $ 8,344,828.30 271,730 BEAR STEARNS COS INC COM 073902108 $ 235,290.30 3,990 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- BANCO SANTIAGO 40,850 3 40,850 BANCO SANTIAGO 259,600 1 259,600 BANK OF AMERICA CORP 111,488 - 1 16,460 95,028 BANK OF AMERICA CORP 53,192 9 53,192 BANK OF AMERICA CORP 19,510 4 19,510 BANK OF AMERICA CORP 321,930 5 321,930 BANK OF AMERICA CORP 941 6 941 BANK OF AMERICA CORP 43,509 8 43,509 BANK OF AMERICA CORP 295,100 2 295,100 BANK OF AMERICA CORP 1,081,710 3 1,081,710 BANK OF BERMUDA LTD 75,000 - 1 75,000 - BANK OF NEW YORK INC 1,440 - 1 1,440 - BANK OF NEW YORK INC 23,700 9 23,700 BANK OF NEW YORK INC 2,500 8 2,500 BANK OF NEW YORK INC 29,679 2 29,679 BANK OF NEW YORK INC 12,950 3 12,950 BANK ONE CORP 37,800 9 37,800 BANK ONE CORP 1,300 6 1,300 BANK ONE CORP 15,000 8 15,000 BANK ONE CORP 6,295 3 6,295 BARD C R INC 130,500 - 1 72,800 57,700 BARD C R INC 1,700 9 1,700 BARNES & NOBLE INC 402,600 - 1 122,400 280,200 BARNES & NOBLE INC 600 8 600 BARR LABS INC 418,717 13,300 1 369,667 62,350 BARR LABS INC 330 3 330 BARRICK GOLD CORP 12,600 9 12,600 BARRICK GOLD CORP 4,000 6 4,000 BARRICK GOLD CORP 15,065 3 15,065 BAXTER INTL INC 814,905 5,205 1 438,174 381,936 BAXTER INTL INC 20,694 9 20,694 BAXTER INTL INC 18,340 4 18,340 BAXTER INTL INC 405,592 5 405,592 BAXTER INTL INC 45,090 6 45,090 BAXTER INTL INC 9,400 8 9,400 BAXTER INTL INC 1,299,274 3 1,299,274 BB&T CORP 12,800 9 12,800 BB&T CORP 25,170 2 25,170 BB&T CORP 7,174 3 7,174 BBV BANCO BHIF 362,800 1 362,800 BEA SYS INC 14,595 6 14,595 BEA SYS INC 10,200 8 10,200 BEA SYS INC 102,000 2 102,000 BEA SYS INC 271,730 3 271,730 BEAR STEARNS COS INC 3,990 9 3,990
6
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- BEAR STEARNS COS INC COM 073902108 $ 71,176.79 1,207 BEAR STEARNS COS INC COM 073902108 $ 307,528.55 5,215 BECKMAN COULTER INC COM 75811109 $ 12,387,206.40 303,608 BECTON DICKINSON & CO COM 075887109 $ 289,899.00 8,100 BECTON DICKINSON & CO COM 075887109 $ 3,973,405.80 111,020 BED BATH & BEYOND INC COM 75896100 $ 544,752.00 17,460 BED BATH & BEYOND INC COM 075896100 $ 280,800.00 9,000 BED BATH & BEYOND INC COM 075896100 $ 3,280,149.60 105,133 BELDEN INC COM 77459105 $ 10,464,600.00 391,200 BELL MICROPRODUCTS INC COM 78137106 $ 598,000.00 50,000 BELLSOUTH CORP COM 79860102 $ 34,218,965.18 849,738 BELLSOUTH CORP COM 079860102 $ 2,510,069.37 62,331 BELLSOUTH CORP COM 079860102 $ 90,204.80 2,240 BELLSOUTH CORP COM 079860102 $ 40,270.00 1,000 BELLSOUTH CORP COM 079860102 $ 31,578,928.60 784,180 BERKLEY (WR) CORP COM 84423102 $ 2,377,508.00 57,400 BEST BUY CO COM 86516101 $ 2,223.00 35 BEST BUY INC COM 086516101 $ 419,232.00 6,600 BEST BUY INC COM 086516101 $ 557,070.40 8,770 BEVERLY ENTERPRISES INC COM 87851309 $ 17,726,690.00 1,656,700 BIOGEN INC COM 090597105 $ 260,384.40 4,790 BIOGEN INC COM 090597105 $ 5,436.00 100 BIOGEN INC COM 090597105 $ 3,306,718.80 60,830 BIOMET INC COM 090613100 $ 259,524.00 5,400 BIOMET INC COM 090613100 $ 746,852.40 15,540 BIO-RAD LABORATORIES COM 90572207 $ 2,241,000.00 45,000 BJ SVCS CO COM 55482103 $ 10,295,116.00 355,004 BJ SVCS CO COM 055482103 $ 35,380.00 1,220 BJ SVCS CO COM 055482103 $ 2,108,532.00 72,708 BLACK HILLS CORP COM 92113109 $ 31,634,176.59 786,333 BOEING CO COM 97023105 $ 8,866,590.20 159,471 BOEING CO COM 097023105 $ 1,650,430.40 29,684 BOEING CO COM 097023105 $ 517,080.00 9,300 BOEING CO COM 097023105 $ 13,656,916.80 245,628 BOEING CO COM 097023105 $ 232,130.00 4,175 BOEING CO COM 097023105 $ 1,247,664.00 22,440 BOEING CO COM 097023105 $ 56,877,688.00 1,022,980 BOISE CASCADE CORP COM 097383103 $ 63,306.00 1,800 BOISE CASCADE CORP COM 097383103 $ 394,783.25 11,225 BORDERS GROUP INC COM 99709107 $ 15,612,800.00 697,000 BORLAND SOFTWARE CORPORATION COM 99849101 $ 34,187,914.80 2,191,533 BORON LEPORE & ASSOCS INC COM 10001P102 $ 1,515,800.00 110,000 BOSTON LIFE SCIENCES INC COM NEW 100843408 $ 337,225.00 96,350 BOSTON SCIENTIFIC CORP COM 101137107 $ 226,100.00 13,300 BOSTON SCIENTIFIC CORP COM 101137107 $ 510,000.00 30,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- BEAR STEARNS COS INC 1,207 8 1,207 BEAR STEARNS COS INC 5,215 3 5,215 BECKMAN COULTER INC 303,608 - 1 95,800 207,808 BECTON DICKINSON & CO 8,100 9 8,100 BECTON DICKINSON & CO 111,020 3 111,020 BED BATH & BEYOND INC 17,460 - 1 17,460 - BED BATH & BEYOND INC 9,000 9 9,000 BED BATH & BEYOND INC 105,133 3 105,133 BELDEN INC 391,200 - 1 121,600 269,600 BELL MICROPRODUCTS INC 50,000 - 1 50,000 - BELLSOUTH CORP 843,608 6,130 1 439,507 410,231 BELLSOUTH CORP 62,331 9 62,331 BELLSOUTH CORP 2,240 6 2,240 BELLSOUTH CORP 1,000 8 1,000 BELLSOUTH CORP 784,180 3 784,180 BERKLEY (WR) CORP 57,400 - 1 18,000 39,400 BEST BUY CO 35 1 35 - BEST BUY INC 6,600 9 6,600 BEST BUY INC 8,770 3 8,770 BEVERLY ENTERPRISES INC 1,656,700 - 1 506,500 1,150,200 BIOGEN INC 4,790 9 4,790 BIOGEN INC 100 8 100 BIOGEN INC 60,830 3 60,830 BIOMET INC 5,400 9 5,400 BIOMET INC 15,540 3 15,540 BIO-RAD LABORATORIES 45,000 - 1 45,000 - BJ SVCS CO 355,004 - 1 109,404 245,600 BJ SVCS CO 1,220 5 1,220 BJ SVCS CO 72,708 3 72,708 BLACK HILLS CORP 769,533 16,800 1 540,633 245,700 BOEING CO 158,406 1,065 1 73,820 85,651 BOEING CO 29,684 9 29,684 BOEING CO 9,300 4 9,300 BOEING CO 245,628 5 245,628 BOEING CO 4,175 6 4,175 BOEING CO 22,440 8 22,440 BOEING CO 1,022,980 3 1,022,980 BOISE CASCADE CORP 1,800 9 1,800 BOISE CASCADE CORP 11,225 2 11,225 BORDERS GROUP INC 697,000 - 1 211,900 485,100 BORLAND SOFTWARE CORPORATION 2,123,533 68,000 1 1,874,333 317,200 BORON LEPORE & ASSOCS INC 110,000 - 1 110,000 - BOSTON LIFE SCIENCES INC 96,350 8 96,350 BOSTON SCIENTIFIC CORP 13,300 9 13,300 BOSTON SCIENTIFIC CORP 30,000 8 30,000
8
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- BOSTON SCIENTIFIC CORP COM 101137107 $ 1,452,888.00 85,464 BRINKER INTL INC COM 109641100 $ 1,403,655.00 54,300 BRISTOL MYERS SQUIBB CO COM 110122108 $ 6,825,620.70 130,509 BRISTOL MYERS SQUIBB CO COM 110122108 $ 3,545,155.50 67,785 BRISTOL MYERS SQUIBB CO COM 110122108 $ 939,831.00 17,970 BRISTOL MYERS SQUIBB CO COM 110122108 $ 21,572,442.50 412,475 BRISTOL MYERS SQUIBB CO COM 110122108 $ 4,918,710.40 94,048 BRISTOL MYERS SQUIBB CO COM 110122108 $ 1,773,859.10 33,917 BRISTOL MYERS SQUIBB CO COM 110122108 $ 116,682,032.20 2,231,014 BRITESMILE INC COM 110415106 $ 10,510.00 1,000 BRITESMILE INC COM 110415106 $ 271,546.87 25,837 BROADVISION INC COM 111412102 $ 42,000.00 8,400 BROADVISION INC COM 111412102 $ 24,000.00 4,800 BROADVISION INC COM 111412102 $ 33,800.00 6,760 BROCADE COMM SYS INC COM 111621108 $ 457,935.90 10,410 BROCADE COMM SYS INC COM 111621108 $ 6,230,743.60 141,640 BURLINGTON NORTHN SANTA FE COM 12189T104 $ 454,500.00 15,000 BURLINGTON NORTHN SANTA FE COM 12189T104 $ 397,960.20 13,134 BURLINGTON RES INC COM 122014103 $ 3,219.75 81 BURLINGTON RES INC COM 122014103 $ 226,575.00 5,700 BURLINGTON RES INC COM 122014103 $ 39,750.00 1,000 BURLINGTON RES INC COM 122014103 $ 348,011.25 8,755 C COR NET CORP COM 125010108 $ 869,316.00 72,443 C COR NET CORPORATION COM 125010108 $ 542,688.00 45,224 CABLEVISION SYS CORP CL A 12686C109 $ 296,887.50 5,075 CAL DIVE INTL INC COM 127914109 $ 21,155,188.20 859,967 CALPINE CORP COM 131347106 $ 325,080.00 8,600 CALPINE CORP COM 131347106 $ 189,000.00 5,000 CAMPBELL SOUP CO COM 134429109 $ 360,500.00 14,000 CAMPBELL SOUP CO COM 134429109 $ 442,616.75 17,189 CAN FINL CORP COM 126117100 $ 671,044.50 17,010 CAPITAL ONE FINL CORP COM 14040H105 $ 27,024,380.20 449,281 CAPITAL ONE FINL CORP COM 14040H105 $ 384,960.00 6,400 CAPITAL ONE FINL CORP COM 14040H105 $ 12,030.00 200 CAPITAL ONE FINL CORP COM 14040H105 $ 388,569.00 6,460 CARDINAL HEALTH CORP COM 14149Y108 $ 910,800.00 13,200 CARDINAL HEALTH CORP COM 14149Y108 $ 4,198,581.00 60,849 CARDINAL HEALTH INC COM 14149Y108 $ 67,585.50 980 CAREER ED CORP COM 141665109 $ 3,180,690.00 53,100 CARNIVAL CORP COM 143658102 $ 607,860.00 19,800 CATELLUS DEV CORP COM 149111106 $ 287,925.00 16,500 CATELLUS DEV CORP COM 149111106 $ 287,925.00 16,500 CATERPILLAR INC COM 149123101 $ 28,028.00 560 CATERPILLAR INC DEL COM 149123101 $ 663,863.20 13,264 CATERPILLAR INC DEL COM 149123101 $ 59,559.50 1,190 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- BOSTON SCIENTIFIC CORP 85,464 3 85,464 BRINKER INTL INC 54,300 - 1 12,400 41,900 BRISTOL MYERS SQUIBB CO 130,509 - 1 16,400 114,109 BRISTOL MYERS SQUIBB CO 67,785 9 67,785 BRISTOL MYERS SQUIBB CO 17,970 4 17,970 BRISTOL MYERS SQUIBB CO 412,475 5 412,475 BRISTOL MYERS SQUIBB CO 94,048 6 94,048 BRISTOL MYERS SQUIBB CO 33,917 8 33,917 BRISTOL MYERS SQUIBB CO 2,231,014 3 2,231,014 BRITESMILE INC 1,000 8 1,000 BRITESMILE INC 25,837 2 25,837 BROADVISION INC 8,400 9 8,400 BROADVISION INC 4,800 6 4,800 BROADVISION INC 6,760 8 6,760 BROCADE COMM SYS INC 10,410 6 10,410 BROCADE COMM SYS INC 141,640 3 141,640 BURLINGTON NORTHN SANTA FE 15,000 9 15,000 BURLINGTON NORTHN SANTA FE 13,134 3 13,134 BURLINGTON RES INC 81 - 1 - 81 BURLINGTON RES INC 5,700 9 5,700 BURLINGTON RES INC 1,000 8 1,000 BURLINGTON RES INC 8,755 3 8,755 C COR NET CORP 72,443 3 72,443 C COR NET CORPORATION 45,224 - 1 36,894 8,330 CABLEVISION SYS CORP 5,075 3 5,075 CAL DIVE INTL INC 840,167 19,800 1 628,867 231,100 CALPINE CORP 8,600 9 8,600 CALPINE CORP 5,000 8 5,000 CAMPBELL SOUP CO 14,000 9 14,000 CAMPBELL SOUP CO 17,189 3 17,189 CAN FINL CORP 17,010 3 17,010 CAPITAL ONE FINL CORP 447,076 2,205 1 205,250 244,031 CAPITAL ONE FINL CORP 6,400 9 6,400 CAPITAL ONE FINL CORP 200 8 200 CAPITAL ONE FINL CORP 6,460 3 6,460 CARDINAL HEALTH CORP 13,200 9 13,200 CARDINAL HEALTH CORP 60,849 3 60,849 CARDINAL HEALTH INC 980 - 1 300 680 CAREER ED CORP 53,100 - 1 16,500 36,600 CARNIVAL CORP 19,800 9 19,800 CATELLUS DEV CORP 16,500 4 16,500 CATELLUS DEV CORP 16,500 3 16,500 CATERPILLAR INC 560 - 1 - 560 CATERPILLAR INC DEL 13,264 9 13,264 CATERPILLAR INC DEL 1,190 6 1,190
8
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- CATERPILLAR INC DEL COM 149123101 $ 120,120.00 2,400 CATERPILLAR INC DEL COM 149123101 $ 38,450,412.00 768,240 CEC ENTMT INC COM 125137109 $ 7,326,007.50 148,450 CELGENE CORP COM 151020104 $ 1,182,850.00 41,000 CEMEX SA SPON ADR 5 ORD 151290889 $ 73,352.00 2,768 CEMEX SA SPON ADR 5 ORD 151290889 $ 820,546.00 30,964 CEMEX SA SPON ADR 5 ORD 151290889 $ 1,212,481.00 45,754 CENDANT COM 151313103 $ 452,400.00 23,200 CENDANT COM 151313103 $ 19,500.00 1,000 CENDANT COM 151313103 $ 21,105,415.50 1,082,329 CENDANT COM 151313103 $ 476,970.00 24,460 CENTEX CORP COM 152312104 $ 77,425.00 1,900 CERIDIAN CORP NEW COM 156779100 $ 2,037,771.00 106,300 CHARLES RIVER LABS COM 159864107 $ 4,736,200.00 139,300 CHARTER COMM INC CL A 16117M107 $ 90,574.65 3,879 CHARTER COMM INC CL A 16117M107 $ 42,497.00 1,820 CHARTER COMM INC CL A 16117M107 $ 1,225,057.75 52,465 CHARTER COMM INC CL A 16117M107 $ 11,675.00 500 CHARTER COMM INC CL A 16117M107 $ 42,493,660.95 1,819,857 CHARTER COMM INC CL A 16117M107 $ 262,687.50 11,250 CHARTER COMMUNICATIONS INC-A COM 16117M107 $ 477,040.50 20,430 CHARTER ONE FINL INC COM 160903100 $ 224,416.50 7,035 CHARTER ONE FINL INC COM 160903100 $ 248,086.30 7,777 CHASE MANHATTAN CORP COM 16161A108 $ 2,888,290.80 64,920 CHEESECAKE FACTORY INC COM 163072101 $ 6,855,675.00 242,250 CHEVRON CORP COM 166751107 $ 4,407,259.50 48,699 CHEVRON CORP COM 166751107 $ 1,909,550.00 21,100 CHEVRON CORP COM 166751107 $ 268,785.00 2,970 CHEVRON CORP COM 166751107 $ 9,705,129.50 107,239 CHEVRON CORP COM 166751107 $ 375,575.00 4,150 CHEVRON CORP COM 166751107 $ 483,270.00 5,340 CHEVRON CORP COM 166751107 $ 499,017.00 5,514 CHEVRON CORP COM 166751107 $ 8,192,784.00 90,528 CHUBB CORP COM 171232101 $ 2,561,926.41 33,087 CHUBB CORP COM 171232101 $ 545,107.20 7,040 CHUBB CORP COM 171232101 $ 641,894.70 8,290 CHUBB CORP COM 171232101 $ 8,445,367.53 109,071 CHUBB CORP COM 171232101 $ 7,957,868.25 102,775 CHUBB CORP COM 171232101 $ 201,318.00 2,600 CHUBB CORP COM 171232101 $ 518,548.71 6,697 CHUBB CORP COM 171232101 $ 56,287,041.63 726,941 CIGNA CORP COM 125509109 $ 161,935.80 1,690 CIGNA CORP COM 125509109 $ 538,987.50 5,625 CIGNA CORP COM 125509109 $ 61,324.80 640 CIGNA CORP COM 125509109 $ 3,971,451.54 41,447 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- CATERPILLAR INC DEL 2,400 8 2,400 CATERPILLAR INC DEL 768,240 3 768,240 CEC ENTMT INC 148,450 - 1 45,900 102,550 CELGENE CORP 41,000 3 41,000 CEMEX SA 2,768 2 2,768 CEMEX SA 30,964 3 30,964 CEMEX SA 45,754 1 45,754 CENDANT 23,200 9 23,200 CENDANT 1,000 8 1,000 CENDANT 1,082,329 2 1,082,329 CENDANT 24,460 3 24,460 CENTEX CORP 1,900 9 1,900 CERIDIAN CORP NEW 106,300 - 1 24,300 82,000 CHARLES RIVER LABS 139,300 - 1 50,100 89,200 CHARTER COMM INC 3,879 9 3,879 CHARTER COMM INC 1,820 4 1,820 CHARTER COMM INC 52,465 6 52,465 CHARTER COMM INC 500 8 500 CHARTER COMM INC 1,819,857 3 1,819,857 CHARTER COMM INC 11,250 1 11,250 CHARTER COMMUNICATIONS INC-A 20,430 - 1 15,850 4,580 CHARTER ONE FINL INC 7,035 9 7,035 CHARTER ONE FINL INC 7,777 3 7,777 CHASE MANHATTAN CORP 64,920 9 64,920 CHEESECAKE FACTORY INC 242,250 - 1 73,950 168,300 CHEVRON CORP 48,699 - 1 6,900 41,799 CHEVRON CORP 21,100 9 21,100 CHEVRON CORP 2,970 4 2,970 CHEVRON CORP 107,239 5 107,239 CHEVRON CORP 4,150 6 4,150 CHEVRON CORP 5,340 8 5,340 CHEVRON CORP 5,514 2 5,514 CHEVRON CORP 90,528 3 90,528 CHUBB CORP 33,087 - 1 6,000 27,087 CHUBB CORP 7,040 9 7,040 CHUBB CORP 8,290 4 8,290 CHUBB CORP 109,071 5 109,071 CHUBB CORP 102,775 6 102,775 CHUBB CORP 2,600 8 2,600 CHUBB CORP 6,697 2 6,697 CHUBB CORP 726,941 3 726,941 CIGNA CORP 1,690 - 1 1,690 - CIGNA CORP 5,625 9 5,625 CIGNA CORP 640 4 640 CIGNA CORP 41,447 6 41,447
9
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- CIGNA CORP COM 125509109 $ 31,285,038.36 326,498 CINCINNATI FINL CORP COM 172062101 $ 1,753,800.00 44,400 CINCINNATI FINL CORP COM 172062101 $ 209,350.00 5,300 CINTAX CORP COM 172908105 $ 245,125.00 5,300 CINTAX CORP COM 172908105 $ 275,927.50 5,966 CIRCOR INTERNATIONAL INC COM 17273K109 $ 1,444,000.00 80,000 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 $ 117,000.00 6,500 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 $ 1,527,120.00 84,840 CIRCUIT CITY STORES INC COM 172737108 $ 803,160.00 44,620 CISCO SYS INC COM 17275R102 $ 25,022,854.20 1,374,882 CISCO SYS INC COM 17275R102 $ 9,100.00 500 CISCO SYS INC COM 17275R102 $ 4,402,270.60 241,883 CISCO SYS INC COM 17275R102 $ 1,860,950.00 102,250 CISCO SYS INC COM 17275R102 $ 49,285,108.60 2,707,973 CISCO SYS INC COM 17275R102 $ 1,894,620.00 104,100 CISCO SYS INC COM 17275R102 $ 2,853,760.00 156,800 CISCO SYS INC COM 17275R102 $ 2,340,501.80 128,599 CISCO SYS INC COM 17275R102 $ 97,535,638.20 5,359,101 CITIGROUP INC COM 172967101 $ 85,174,229.00 1,611,930 CITIGROUP INC COM 172967101 $ 21,136.00 400 CITIGROUP INC COM 172967101 $ 8,903,487.16 168,499 CITIGROUP INC COM 172967101 $ 2,858,802.52 54,103 CITIGROUP INC COM 172967101 $ 69,222,196.56 1,310,034 CITIGROUP INC COM 172967101 $ 10,106,706.80 191,270 CITIGROUP INC COM 172967101 $ 7,132,396.04 134,981 CITIGROUP INC COM 172967101 $ 3,933,198.24 74,436 CITIGROUP INC COM 172967101 $ 261,483,231.40 4,948,585 CITRIX SYS INC COM 177376100 $ 508,632.60 14,574 CITRIX SYS INC COM 177376100 $ 195,440.00 5,600 CITRIX SYS INC COM 177376100 $ 104,700.00 3,000 CITRIX SYS INC COM 177376100 $ 2,174,374.70 62,303 CLEAR CHANNEL COMM COM 184502102 $ 1,147,410.00 18,300 CLEAR CHANNEL COMM COM 184502102 $ 1,332,375.00 21,250 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 9,530.40 152 CLOROX CO DEL COM 189054109 $ 257,260.00 7,600 CLOROX CO DEL COM 189054109 $ 626,732.75 18,515 CMS ENERGY CORP COM 125896100 $ 105,830.00 3,800 CMS ENERGY CORP COM 125896100 $ 270,813.40 9,724 COASTAL BANCORP COM 19041P105 $ 1,182,520.00 37,000 COCA COLA COM 191216100 $ 3,630,555.00 80,679 COCA COLA COM 191216100 $ 734,850.00 16,330 COCA COLA COM 191216100 $ 48,830,445.00 1,085,121 COCA COLA CO COM 191216100 $ 208,800.00 4,640 COCA COLA ENTERPRISES INC COM 191219104 $ 223,995.00 13,700 COCA COLA ENTERPRISES INC COM 191219104 $ 203,083.35 12,421 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- CIGNA CORP 326,498 3 326,498 CINCINNATI FINL CORP 44,400 - 1 10,000 34,400 CINCINNATI FINL CORP 5,300 9 5,300 CINTAX CORP 5,300 9 5,300 CINTAX CORP 5,966 3 5,966 CIRCOR INTERNATIONAL INC 80,000 - 1 80,000 - CIRCUIT CITY STORE INC 6,500 9 6,500 CIRCUIT CITY STORE INC 84,840 3 84,840 CIRCUIT CITY STORES INC 44,620 - 1 36,500 8,120 CISCO SYS INC 1,366,482 8,400 1 670,135 704,747 CISCO SYS INC 500 7 500 CISCO SYS INC 241,883 9 241,883 CISCO SYS INC 102,250 4 102,250 CISCO SYS INC 2,707,973 5 2,707,973 CISCO SYS INC 104,100 6 104,100 CISCO SYS INC 156,800 8 156,800 CISCO SYS INC 128,599 2 128,599 CISCO SYS INC 5,359,101 3 5,359,101 CITIGROUP INC 1,602,248 9,682 1 750,309 861,621 CITIGROUP INC 400 7 400 CITIGROUP INC 168,499 9 168,499 CITIGROUP INC 54,103 4 54,103 CITIGROUP INC 1,310,034 5 1,310,034 CITIGROUP INC 191,270 6 191,270 CITIGROUP INC 134,981 8 134,981 CITIGROUP INC 74,436 2 74,436 CITIGROUP INC 4,948,585 3 4,948,585 CITRIX SYS INC 14,574 - 1 10,676 3,898 CITRIX SYS INC 5,600 9 5,600 CITRIX SYS INC 3,000 8 3,000 CITRIX SYS INC 62,303 3 62,303 CLEAR CHANNEL COMM 18,300 9 18,300 CLEAR CHANNEL COMM 21,250 3 21,250 CLEAR CHANNEL COMMUNICATIONS 152 - 1 - 152 CLOROX CO DEL 7,600 9 7,600 CLOROX CO DEL 18,515 3 18,515 CMS ENERGY CORP 3,800 9 3,800 CMS ENERGY CORP 9,724 3 9,724 COASTAL BANCORP 37,000 - 1 37,000 - COCA COLA 80,679 9 80,679 COCA COLA 16,330 8 16,330 COCA COLA 1,085,121 3 1,085,121 COCA COLA CO 4,640 - 1 4,100 540 COCA COLA ENTERPRISES INC 13,700 9 13,700 COCA COLA ENTERPRISES INC 12,421 3 12,421
10
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- COCA COLA FEMSA SA DE CV SPON ADR REP L 191241108 $ 20,867,795.00 844,850 COCA COLA FEMSA SA DE CV SPON ADR REP L 191241108 $ 2,838,030.00 114,900 COCA COLA FEMSA SA DE CV SPON ADR REP L 191241108 $ 15,278,185.00 618,550 COFLEXIP SPONSORED ADR 192384105 $ 12,930,000.00 200,000 COLGATE PALMOLIVE CO COM 194162103 $ 7,812,104.69 132,431 COLGATE PALMOLIVE CO COM 194162103 $ 1,109,012.00 18,800 COLGATE PALMOLIVE CO COM 194162103 $ 380,190.55 6,445 COLGATE PALMOLIVE CO COM 194162103 $ 8,318,415.86 141,014 COLGATE PALMOLIVE CO COM 194162103 $ 47,192.00 800 COLGATE PALMOLIVE CO COM 194162103 $ 870,692.40 14,760 COLGATE PALMOLIVE CO COM 194162103 $ 497,285.70 8,430 COLGATE PALMOLIVE CO COM 194162103 $ 8,814,226.81 149,419 COMCAST CORP CL A SPL 200300200 $ 1,363,107.20 31,408 COMCAST CORP CL A SPL 200300200 $ 534,688.00 12,320 COMCAST CORP CL A SPL 200300200 $ 15,462,855.80 356,287 COMCAST CORP CL A SPL 200300200 $ 69,006.00 1,590 COMCAST CORP CL A SPL 200300200 $ 368,900.00 8,500 COMCAST CORP CL A SPL 200300200 $ 923,986.00 21,290 COMCAST CORP CL A SPL 200300200 $ 62,687,654.40 1,444,416 COMCAST CORP-SPECIAL CL A COM 200300200 $ 46,824,826.00 1,078,913 COMERICA INC COM 200340107 $ 288,000.00 5,000 COMERICA INC COM 200340107 $ 810,547.20 14,072 COMMONWEALTH BANCORP INC COM 20268X102 $ 375,270.00 21,000 COMMSCOPE INC COM 203372107 $ 641,973.00 27,318 COMMSCOPE INC COM 203372107 $ 1,393,691.00 59,306 COMPANHIA BRASILEIRA DE DIS. ADR 20440T201 $ 196,820.80 8,480 COMPANHIA BRASILEIRA DE DIS. ADR 20440T201 $ 22,098,937.30 952,130 COMPANHIA BRASILEIRA DE DIS. ADR 20440T201 $ 4,525,717.90 194,990 COMPANHIA BRASILEIRA DE DIS. ADR 20440T201 $ 17,569,273.70 756,970 COMPANHIA PARANAENSE ENER SPON ADR PFD 20441B407 $ 59,028.60 7,860 COMPANHIA PARANAENSE ENER SPON ADR PFD 20441B407 $ 2,781,704.00 370,400 COMPANHIA PARANAENSE ENER SPON ADR PFD 20441B407 $ 202,770.00 27,000 COMPANIA ANONIMA NACIONL SPON ADR D 204421101 $ 859,076.00 36,650 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 $ 111,352.50 5,050 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 $ 5,658,912.00 256,640 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 $ 3,062,745.00 138,900 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 $ 7,258,860.00 329,200 COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 204448104 $ 10,516,332.00 570,300 COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 204448104 $ 1,657,442.52 89,883 COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 204448104 $ 5,482,894.28 297,337 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 $ 323,516.16 22,977 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 $ 35,131,430.40 2,495,130 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 $ 7,275,642.88 516,736 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 $ 36,324,119.04 2,579,838 COMPAQ COMPUTER CORP COM 204493100 $ 734,287.60 47,930 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- COCA COLA FEMSA SA DE CV 844,850 2 844,850 COCA COLA FEMSA SA DE CV 114,900 3 114,900 COCA COLA FEMSA SA DE CV 618,550 1 618,550 COFLEXIP 200,000 1 200,000 COLGATE PALMOLIVE CO 132,431 - 1 40,300 92,131 COLGATE PALMOLIVE CO 18,800 9 18,800 COLGATE PALMOLIVE CO 6,445 4 6,445 COLGATE PALMOLIVE CO 141,014 5 141,014 COLGATE PALMOLIVE CO 800 6 800 COLGATE PALMOLIVE CO 14,760 8 14,760 COLGATE PALMOLIVE CO 8,430 2 8,430 COLGATE PALMOLIVE CO 149,419 3 149,419 COMCAST CORP 31,408 9 31,408 COMCAST CORP 12,320 4 12,320 COMCAST CORP 356,287 5 356,287 COMCAST CORP 1,590 6 1,590 COMCAST CORP 8,500 8 8,500 COMCAST CORP 21,290 2 21,290 COMCAST CORP 1,444,416 3 1,444,416 COMCAST CORP-SPECIAL CL A 1,071,243 7,670 1 558,010 520,903 COMERICA INC 5,000 9 5,000 COMERICA INC 14,072 3 14,072 COMMONWEALTH BANCORP INC 21,000 - 1 21,000 - COMMSCOPE INC 27,318 - 1 22,508 4,810 COMMSCOPE INC 59,306 3 59,306 COMPANHIA BRASILEIRA DE DIS. 8,480 5 8,480 COMPANHIA BRASILEIRA DE DIS. 952,130 2 952,130 COMPANHIA BRASILEIRA DE DIS. 194,990 3 194,990 COMPANHIA BRASILEIRA DE DIS. 756,970 1 756,970 COMPANHIA PARANAENSE ENER 7,860 5 7,860 COMPANHIA PARANAENSE ENER 370,400 2 370,400 COMPANHIA PARANAENSE ENER 27,000 3 27,000 COMPANIA ANONIMA NACIONL 36,650 3 36,650 COMPANIA CERVECERIAS UNIDAS 5,050 5 5,050 COMPANIA CERVECERIAS UNIDAS 256,640 2 256,640 COMPANIA CERVECERIAS UNIDAS 138,900 3 138,900 COMPANIA CERVECERIAS UNIDAS 329,200 1 329,200 COMPANIA DE MINAS BUENAVENTURA 570,300 2 570,300 COMPANIA DE MINAS BUENAVENTURA 89,883 3 89,883 COMPANIA DE MINAS BUENAVENTURA 297,337 1 297,337 COMPANIA DE TELECOMUNICS CHILE 22,977 5 22,977 COMPANIA DE TELECOMUNICS CHILE 2,495,130 2 2,495,130 COMPANIA DE TELECOMUNICS CHILE 516,736 3 516,736 COMPANIA DE TELECOMUNICS CHILE 2,579,838 1 2,579,838 COMPAQ COMPUTER CORP 47,930 - 1 575 47,355
11
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- COMPAQ COMPUTER CORP COM 204493100 $ 980,786.40 64,020 COMPAQ COMPUTER CORP COM 204493100 $ 673,314.00 43,950 COMPAQ COMPUTER CORP COM 204493100 $ 12,182,464.00 795,200 COMPAQ COMPUTER CORP COM 204493100 $ 2,510,335.20 163,860 COMPAQ COMPUTER CORP COM 204493100 $ 1,140,803.80 74,465 COMPAQ COMPUTER CORP COM 204493100 $ 206,896.60 13,505 COMPAQ COMPUTER CORP COM 204493100 $ 68,782,678.92 4,489,731 COMPUTER ASSOC INTL INC COM 204912109 $ 622,800.00 17,300 COMPUTER ASSOC INTL INC COM 204912109 $ 1,485,360.00 41,260 COMPUTER ASSOC INTL INC COM 204912109 $ 745,020.00 20,695 COMPUTER SCIENCES CORP COM 205363104 $ 179,920.00 5,200 COMPUTER SCIENCES CORP COM 205363104 $ 34,600.00 1,000 COMPUTER SCIENCES CORP COM 205363104 $ 192,549.00 5,565 COMPUWARE COM 205638109 $ 160,885.00 11,500 COMPUWARE COM 205638109 $ 877,173.00 62,700 COMPUWARE COM 205638109 $ 352,128.30 25,170 COMVERSE TECH INC COM PAR $0.10 205862402 $ 275,793.00 4,830 COMVERSE TECH INC COM PAR $0.10 205862402 $ 33,689.00 590 COMVERSE TECH INC COM PAR $0.10 205862402 $ 319,760.00 5,600 COMVERSE TECH INC COM PAR $0.10 205862402 $ 6,737,742.90 117,999 COMVERSE TECHNOLOGY INC COM 205862402 $ 202,362.40 3,544 CONAGRA INC COM 205887102 $ 311,017.00 15,700 CONAGRA INC COM 205887102 $ 717,320.10 36,210 CONCORD EFS INC COM 206197105 $ 647,212.44 12,444 CONCORD EFS INC COM 206197105 $ 348,467.00 6,700 CONCORD EFS INC COM 206197105 $ 3,313,869.16 63,716 CONOCO INC CL A 208251306 $ 124,221.00 4,405 CONOCO INC CL A 208251306 $ 184,146.00 6,530 CONOCO INC CL A 208251306 $ 5,952,456.00 211,080 CONOCO INC CL A 208251306 $ 3,090,212.40 109,582 CONOCO INC CL A 208251306 $ 1,175,968.20 41,701 CONOCO INC CL A 208251306 $ 53,413,394.40 1,894,092 CONOCO INC CL B 208251405 $ 583,780.00 20,200 CONOCO INC CL B 208251405 $ 446,360.50 15,445 CONOCO INC COM 208251306 $ 4,697,415.00 166,575 CONOCO INC CLASS B COM 208251405 $ 6,733.70 233 CONSOLIDATED EDISON INC COM 209115104 $ 282,580.00 7,100 CONSOLIDATED EDISON INC COM 209115104 $ 312,549.40 7,853 CONSTELLATION BRANDS INC-A COM 21036P108 $ 11,299,600.00 275,600 COOPER INDS INC COM 216669101 $ 385,527.42 9,738 COOPERS INDS INC COM 216669101 $ 118,770.00 3,000 COOPERS INDS INC COM 216669101 $ 1,890,620.45 47,755 COOPERS INDS INC COM 216669101 $ 225,979.72 5,708 CORINTHIAN COLLEGES INC COM 218868107 $ 470,700.00 10,000 CORNING INC COM 219350105 $ 23,394.00 1,400 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- COMPAQ COMPUTER CORP 64,020 9 64,020 COMPAQ COMPUTER CORP 43,950 4 43,950 COMPAQ COMPUTER CORP 795,200 5 795,200 COMPAQ COMPUTER CORP 163,860 6 163,860 COMPAQ COMPUTER CORP 74,465 8 74,465 COMPAQ COMPUTER CORP 13,505 2 13,505 COMPAQ COMPUTER CORP 4,489,731 3 4,489,731 COMPUTER ASSOC INTL INC 17,300 9 17,300 COMPUTER ASSOC INTL INC 41,260 8 41,260 COMPUTER ASSOC INTL INC 20,695 3 20,695 COMPUTER SCIENCES CORP 5,200 9 5,200 COMPUTER SCIENCES CORP 1,000 6 1,000 COMPUTER SCIENCES CORP 5,565 3 5,565 COMPUWARE 11,500 9 11,500 COMPUWARE 62,700 8 62,700 COMPUWARE 25,170 3 25,170 COMVERSE TECH INC 4,830 9 4,830 COMVERSE TECH INC 590 5 590 COMVERSE TECH INC 5,600 6 5,600 COMVERSE TECH INC 117,999 3 117,999 COMVERSE TECHNOLOGY INC 3,544 - 1 3,544 - CONAGRA INC 15,700 9 15,700 CONAGRA INC 36,210 3 36,210 CONCORD EFS INC 12,444 - 1 10,334 2,110 CONCORD EFS INC 6,700 9 6,700 CONCORD EFS INC 63,716 3 63,716 CONOCO INC 4,405 9 4,405 CONOCO INC 6,530 4 6,530 CONOCO INC 211,080 5 211,080 CONOCO INC 109,582 6 109,582 CONOCO INC 41,701 8 41,701 CONOCO INC 1,894,092 3 1,894,092 CONOCO INC 20,200 9 20,200 CONOCO INC 15,445 3 15,445 CONOCO INC 166,575 - 1 23,909 142,666 CONOCO INC CLASS B 233 - 1 - 233 CONSOLIDATED EDISON INC 7,100 9 7,100 CONSOLIDATED EDISON INC 7,853 3 7,853 CONSTELLATION BRANDS INC-A 275,600 - 1 85,200 190,400 COOPER INDS INC 9,738 - 1 6,158 3,580 COOPERS INDS INC 3,000 9 3,000 COOPERS INDS INC 47,755 3 47,755 COOPERS INDS INC 5,708 1 5,708 CORINTHIAN COLLEGES INC 10,000 - 1 10,000 - CORNING INC 1,400 - 1 1,400 -
12
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- CORNING INC COM 219350105 $ 484,590.00 29,000 CORNING INC COM 219350105 $ 1,448,757.00 86,700 CORNING INC COM 219350105 $ 224,849.76 13,456 CORPORATE EXECUTIVE BD COM 21988R102 $ 816,480.00 19,440 CORPORATE EXECUTIVE BRD CO COM 21988R102 $ 2,123,520.00 50,560 COSTCO COS INC COM 22160K105 $ 4,007,846.96 97,562 COSTCO WHSL CORP COM 22160K105 $ 583,336.00 14,200 COSTCO WHSL CORP COM 22160K105 $ 474,063.20 11,540 COSTCO WHSL CORP COM 22160K105 $ 7,052,778.72 171,684 COSTCO WHSL CORP COM 22160K105 $ 192,049.00 4,675 COSTCO WHSL CORP COM 22160K105 $ 521,716.00 12,700 COSTCO WHSL CORP COM 22160K105 $ 7,390,045.52 179,894 COUNTRYWIDE CR INDS INC DEL COM 222372104 $ 165,168.00 3,600 COUNTRYWIDE CR INDS INC DEL COM 222372104 $ 322,077.60 7,020 COUSINS PPTYS INC COM 222795106 $ 402,750.00 15,000 COUSINS PPTYS INC COM 222795106 $ 2,284,559.10 85,086 COUSINS PROPERTIES INC COM 222795106 $ 703,550.55 26,203 COVANCE INC COM 222816100 $ 11,635,305.00 513,700 COVANTA ENERGY CORPORA COM 22281N103 $ 3,835,988.00 207,800 COX COMMUNICATIONS INC NEW CL A 224044107 $ 1,777,094.50 40,115 COX COMMUNICATIONS INC-CL A COM 224044107 $ 11,872.40 268 CRISTALERIAS DE CHILE SA SPONSORED ADR 226714103 $ 1,290,645.00 66,700 CRISTALERIAS DE CHILE SA SPONSORED ADR 226714103 $ 30,960.00 1,600 CRISTALERIAS DE CHILE SA SPONSORED ADR 226714103 $ 52,245.00 2,700 CSK AUTO CORP COM 125965103 $ 371,250.00 45,000 CSX CORP COM 126408103 $ 2,250,504.00 62,100 CSX CORP COM 126408103 $ 253,680.00 7,000 CSX CORP COM 126408103 $ 396,284.40 10,935 CSX CORP COM 126408103 $ 14,496.00 400 CTS CORP COM 126501105 $ 4,463,711.00 217,742 CVS CORP COM 126650100 $ 486,360.00 12,600 CVS CORP COM 126650100 $ 115,800.00 3,000 CVS CORP COM 126650100 $ 37,828.00 980 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 238,500.00 10,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 $ 2,251,368.45 94,397 CYTYC CORP COM 232946103 $ 277,637.25 12,045 D & K HEALTHCARE RES INC COM 232861104 $ 5,527,500.00 150,000 DAL-TILE INTL INC COM 23426R108 $ 9,249,030.00 498,600 DANA CORP COM 235811106 $ 123,702.00 5,300 DANA CORP COM 235811106 $ 803,596.20 34,430 DAVITA INC. COM 23918K108 $ 12,765,207.00 627,900 DE RIGO SPA SPONSORED ADR 245334107 $ 324,531.15 37,605 DE RIGO SPA SPONSORED ADR 245334107 $ 17,115,870.37 1,983,299 DE RIGO SPA SPONSORED ADR 245334107 $ 399,525.85 46,295 DEERE & CO COM 244199105 $ 37,850.00 1,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- CORNING INC 29,000 9 29,000 CORNING INC 86,700 8 86,700 CORNING INC 13,456 3 13,456 CORPORATE EXECUTIVE BD 19,440 - 1 16,380 3,060 CORPORATE EXECUTIVE BRD CO 50,560 3 50,560 COSTCO COS INC 97,562 - 1 15,850 81,712 COSTCO WHSL CORP 14,200 9 14,200 COSTCO WHSL CORP 11,540 4 11,540 COSTCO WHSL CORP 171,684 5 171,684 COSTCO WHSL CORP 4,675 8 4,675 COSTCO WHSL CORP 12,700 2 12,700 COSTCO WHSL CORP 179,894 3 179,894 COUNTRYWIDE CR INDS INC DEL 3,600 9 3,600 COUNTRYWIDE CR INDS INC DEL 7,020 3 7,020 COUSINS PPTYS INC 15,000 4 15,000 COUSINS PPTYS INC 85,086 3 85,086 COUSINS PROPERTIES INC 26,203 - 1 19,288 6,915 COVANCE INC 513,700 - 1 157,800 355,900 COVANTA ENERGY CORPORA 207,800 - 1 64,500 143,300 COX COMMUNICATIONS INC NEW 40,115 3 40,115 COX COMMUNICATIONS INC-CL A 268 - 1 - 268 CRISTALERIAS DE CHILE SA 66,700 2 66,700 CRISTALERIAS DE CHILE SA 1,600 3 1,600 CRISTALERIAS DE CHILE SA 2,700 1 2,700 CSK AUTO CORP 45,000 - 1 45,000 - CSX CORP 62,100 - 1 14,100 48,000 CSX CORP 7,000 9 7,000 CSX CORP 10,935 8 10,935 CSX CORP 400 3 400 CTS CORP 217,742 - 1 63,904 153,838 CVS CORP 12,600 9 12,600 CVS CORP 3,000 8 3,000 CVS CORP 980 3 980 CYPRESS SEMICONDUCTOR CORP 10,000 8 10,000 CYPRESS SEMICONDUCTOR CORP 94,397 3 94,397 CYTYC CORP 12,045 3 12,045 D & K HEALTHCARE RES INC 150,000 - 1 150,000 - DAL-TILE INTL INC 498,600 - 1 153,200 345,400 DANA CORP 5,300 9 5,300 DANA CORP 34,430 3 34,430 DAVITA INC. 627,900 - 1 191,300 436,600 DE RIGO SPA 37,605 2 37,605 DE RIGO SPA 1,983,299 3 1,983,299 DE RIGO SPA 46,295 1 46,295 DEERE & CO 1,000 - 1 - 1,000
13
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- DEERE & CO COM 244199105 $ 283,875.00 7,500 DEERE & CO COM 244199105 $ 81,377.50 2,150 DELL COMPUTER CORP COM 247025109 $ 1,264,038.70 48,338 DELL COMPUTER CORP COM 247025109 $ 2,191,553.05 83,807 DELL COMPUTER CORP COM 247025109 $ 565,729.10 21,634 DELL COMPUTER CORP COM 247025109 $ 4,965,885.00 189,900 DELL COMPUTER CORP COM 247025109 $ 76,096.50 2,910 DELL COMPUTER CORP COM 247025109 $ 983,501.50 37,610 DELL COMPUTER CORP COM 247025109 $ 1,133,707.10 43,354 DELL COMPUTER CORP COM 247025109 $ 57,988,331.05 2,217,527 DELTA & PINE LD CO COM 247357106 $ 21,527,223.45 1,095,533 DELTA AIR LINES INC DEL COM 247361108 $ 1,939,520.00 44,000 DELTA AIR LINES INC DEL COM 247361108 $ 198,360.00 4,500 DELTA AIR LINES INC DEL COM 247361108 $ 698,227.20 15,840 DENDRITE INTL INC COM 248239105 $ 17,893,566.30 1,612,033 DENTAL MED DIAGNOSTIC SYS COM NEW 24873K208 $ 175.00 10,000 DENTSPLY INTL INC NEW COM 249030107 $ 12,276,080.00 276,800 DEVON ENERGY CORP COM 25179M103 $ 1,769,250.00 33,700 DEVON ENERGY CORP NEW COM 25179M103 $ 207,900.00 3,960 DEVON ENERGY CORP NEW COM 25179M103 $ 573,825.00 10,930 DIAL CORP NEW COM 25247D101 $ 27,512,004.75 1,930,667 DIAL CORP NEW COM 25247D101 $ 57,000.00 4,000 DIANON SYS INC COM 252826102 $ 2,275,000.00 50,000 DIGITAL LIGHTWARE INC COM 253855100 $ 877,060.80 23,730 DIGITAL LIGHTWAVE INC COM 253855100 $ 618,340.80 16,730 DISNEY WALT CO COM DISNEY 254687106 $ 1,918,296.00 66,400 DISNEY WALT CO COM DISNEY 254687106 $ 69,336.00 2,400 DISNEY WALT CO COM DISNEY 254687106 $ 140,116.50 4,850 DISNEY WALT CO COM DISNEY 254687106 $ 1,622,144.61 56,149 DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 $ 170,200.00 11,500 DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 $ 16,948,900.80 1,145,196 DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 $ 3,870,200.00 261,500 DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 $ 19,466,632.40 1,315,313 DOLLAR GEN CORP COM 256669102 $ 175,500.00 9,000 DOLLAR GEN CORP COM 256669102 $ 637,942.50 32,715 DOLLAR TREE STORES INC COM 256747106 $ 990,658.56 35,584 DONNELLEY R R & SONS CO COM 257867101 $ 121,770.00 4,100 DONNELLEY R R & SONS CO COM 257867101 $ 337,689.00 11,370 DOVER CORP COM 260003108 $ 23,719.50 630 DOVER CORP COM 260003108 $ 252,255.00 6,700 DOVER CORP COM 260003108 $ 714,182.85 18,969 DOW CHEM CO COM 260543103 $ 1,307,456.50 39,322 DOW CHEM CO COM 260543103 $ 976,984.75 29,383 DOW CHEM CO COM 260543103 $ 762,921.25 22,945 DOW CHEM CO COM 260543103 $ 14,607,755.75 439,331 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ---------------------------------------------------------------------------------------------------------------------------------- DEERE & CO 7,500 9 7,500 DEERE & CO 2,150 3 2,150 DELL COMPUTER CORP 48,338 - 1 - 48,338 DELL COMPUTER CORP 83,807 9 83,807 DELL COMPUTER CORP 21,634 4 21,634 DELL COMPUTER CORP 189,900 5 189,900 DELL COMPUTER CORP 2,910 6 2,910 DELL COMPUTER CORP 37,610 8 37,610 DELL COMPUTER CORP 43,354 2 43,354 DELL COMPUTER CORP 2,217,527 3 2,217,527 DELTA & PINE LD CO 1,063,733 31,800 1 912,133 183,400 DELTA AIR LINES INC DEL 44,000 - 1 9,800 34,200 DELTA AIR LINES INC DEL 4,500 9 4,500 DELTA AIR LINES INC DEL 15,840 3 15,840 DENDRITE INTL INC 1,562,433 49,600 1 1,379,733 232,300 DENTAL MED DIAGNOSTIC SYS 10,000 8 10,000 DENTSPLY INTL INC NEW 276,800 - 1 84,300 192,500 DEVON ENERGY CORP 33,700 - 1 7,200 26,500 DEVON ENERGY CORP NEW 3,960 9 3,960 DEVON ENERGY CORP NEW 10,930 3 10,930 DIAL CORP NEW 1,867,067 63,600 1 1,649,867 280,800 DIAL CORP NEW 4,000 8 4,000 DIANON SYS INC 50,000 - 1 50,000 - DIGITAL LIGHTWARE INC 23,730 3 23,730 DIGITAL LIGHTWAVE INC 16,730 - 1 15,120 1,610 DISNEY WALT CO 66,400 9 66,400 DISNEY WALT CO 2,400 6 2,400 DISNEY WALT CO 4,850 8 4,850 DISNEY WALT CO 56,149 3 56,149 DISTRIBUCION Y SERVICIO D&S SA 11,500 5 11,500 DISTRIBUCION Y SERVICIO D&S SA 1,145,196 2 1,145,196 DISTRIBUCION Y SERVICIO D&S SA 261,500 3 261,500 DISTRIBUCION Y SERVICIO D&S SA 1,315,313 1 1,315,313 DOLLAR GEN CORP 9,000 9 9,000 DOLLAR GEN CORP 32,715 3 32,715 DOLLAR TREE STORES INC 35,584 3 35,584 DONNELLEY R R & SONS CO 4,100 9 4,100 DONNELLEY R R & SONS CO 11,370 3 11,370 DOVER CORP 630 - 1 630 - DOVER CORP 6,700 9 6,700 DOVER CORP 18,969 3 18,969 DOW CHEM CO 39,322 - 1 6,000 33,322 DOW CHEM CO 29,383 9 29,383 DOW CHEM CO 22,945 4 22,945 DOW CHEM CO 439,331 5 439,331
14
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- DOW CHEM CO COM 260543103 $ 4,011,845.25 120,657 DOW CHEM CO COM 260543103 $ 386,531.25 11,625 DOW CHEM CO COM 260543103 $ 1,089,436.25 32,765 DOW CHEM CO COM 260543103 $ 31,207,685.25 938,577 DOW JONES & CO INC COM 260561105 $ 1,982,372.00 33,200 DOW JONES & CO INC COM 260561105 $ 173,159.00 2,900 DU PONT E I DE NEMOUR & CO COM 263534109 $ 1,620,864.00 33,600 DU PONT E I DE NEMOUR & CO COM 263534109 $ 694,173.60 14,390 DU PONT E I DE NEMOUR & CO COM 263534109 $ 17,739,922.32 367,743 DU PONT E I DE NEMOUR & CO COM 263534109 $ 4,093,646.40 84,860 DU PONT E I DE NEMOUR & CO COM 263534109 $ 1,238,079.60 25,665 DU PONT E I DE NEMOUR & CO COM 263534109 $ 17,906,929.20 371,205 DU PONT E I DE NEMOURS & CO COM 263534109 $ 1,218,397.68 25,257 DUANE READE INC COM 263578106 $ 9,948,250.00 306,100 DUKE ENERGY CORP COM 264399106 $ 737,796.13 18,913 DUKE ENERGY CORP COM 264399106 $ 920,636.00 23,600 DUKE ENERGY CORP COM 264399106 $ 505,569.60 12,960 DUKE ENERGY CORP COM 264399106 $ 12,100,589.92 310,192 DUKE ENERGY CORP COM 264399106 $ 290,234.40 7,440 DUKE ENERGY CORP COM 264399106 $ 294,525.50 7,550 DUKE ENERGY CORP COM 264399106 $ 753,790.23 19,323 DUKE ENERGY CORP COM 264399106 $ 9,926,172.52 254,452 DUPONT PHOTOMASKS INC COM 26613X101 $ 5,089,410.00 105,480 DUPONT PHOTOMASKS INC COM 26613X101 $ 735,330.00 15,240 DYCOM INDS INC COM 267475101 $ 650,613.90 27,150 DYCOM INDS INC COM 267475101 $ 1,387,965.00 54,430 E M C CORP MASS COM 268648102 $ 1,410,435.00 48,220 EARTHGRAINS CO COM 270319106 $ 3,328,572.00 128,022 EARTHGRAINS CO COM 270319106 $ 410,748.00 15,798 EASTMAN KODAK CO COM 277461109 $ 476,136.00 10,200 EASTMAN KODAK CO COM 277461109 $ 994,097.28 21,296 EDISON INTL COM 281020107 $ 7,604.30 682 EDISON INTL COM 281020107 $ 124,880.00 11,200 EDISON INTL COM 281020107 $ 86,747.00 7,780 EDWARDS LIFESCIENCES CORP COM 2.82E+112 $ 15,318,850.40 581,140 EL PASO ELEC CO COM 283677854 $ 10,609,365.00 663,500 EL PASO ENERGY CORP DEL COM 283905107 $ 966,542.23 18,887 ELAN PLC ADR 284131208 $ 27,965.40 11,010 ELAN PLC ADR 284131208 $ 6,804,406.00 2,678,900 ELAN PLC ADR 284131208 $ 7,924,800.00 3,120,000 ELECTROGLAS INC COM 285324109 $ 796,500.00 45,000 ELECTRONIC DATA SYS COM 285661104 $ 1,072,812.50 17,165 ELECTRONIC DATA SYS COM 285661104 $ 73,750.00 1,180 ELECTRONIC DATA SYS COM 285661104 $ 2,660,000.00 42,560 ELECTRONIC DATA SYS COM 285661104 $ 1,166,250.00 18,660 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- DOW CHEM CO 120,657 6 120,657 DOW CHEM CO 11,625 8 11,625 DOW CHEM CO 32,765 2 32,765 DOW CHEM CO 938,577 3 938,577 DOW JONES & CO INC 33,200 - 1 7,500 25,700 DOW JONES & CO INC 2,900 9 2,900 DU PONT E I DE NEMOUR & CO 33,600 9 33,600 DU PONT E I DE NEMOUR & CO 14,390 4 14,390 DU PONT E I DE NEMOUR & CO 367,743 5 367,743 DU PONT E I DE NEMOUR & CO 84,860 8 84,860 DU PONT E I DE NEMOUR & CO 25,665 2 25,665 DU PONT E I DE NEMOUR & CO 371,205 3 371,205 DU PONT E I DE NEMOURS & CO 25,257 - 1 - 25,257 DUANE READE INC 306,100 - 1 94,800 211,300 DUKE ENERGY CORP 18,913 - 1 400 18,513 DUKE ENERGY CORP 23,600 9 23,600 DUKE ENERGY CORP 12,960 4 12,960 DUKE ENERGY CORP 310,192 5 310,192 DUKE ENERGY CORP 7,440 6 7,440 DUKE ENERGY CORP 7,550 8 7,550 DUKE ENERGY CORP 19,323 2 19,323 DUKE ENERGY CORP 254,452 3 254,452 DUPONT PHOTOMASKS INC 105,480 - 1 39,180 66,300 DUPONT PHOTOMASKS INC 15,240 3 15,240 DYCOM INDS INC 27,150 - 1 21,840 5,310 DYCOM INDS INC 54,430 3 54,430 E M C CORP MASS 48,220 - 1 15,000 33,220 EARTHGRAINS CO 128,022 3 128,022 EARTHGRAINS CO 15,798 1 15,798 EASTMAN KODAK CO 10,200 9 10,200 EASTMAN KODAK CO 21,296 3 21,296 EDISON INTL 682 - 1 - 682 EDISON INTL 11,200 9 11,200 EDISON INTL 7,780 3 7,780 EDWARDS LIFESCIENCES CORP 581,140 - 1 185,010 396,130 EL PASO ELEC CO 663,500 - 1 211,200 452,300 EL PASO ENERGY CORP DEL 18,887 9 18,887 ELAN PLC 11,010 8 11,010 ELAN PLC 2,678,900 3 2,678,900 ELAN PLC 3,120,000 1 3,120,000 ELECTROGLAS INC 45,000 - 1 45,000 - ELECTRONIC DATA SYS 17,165 9 17,165 ELECTRONIC DATA SYS 1,180 4 1,180 ELECTRONIC DATA SYS 42,560 6 42,560 ELECTRONIC DATA SYS 18,660 8 18,660
15
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- ELECTRONIC DATA SYS COM 285661104 $ 36,182,250.00 578,916 ELECTRONIC DATA SYS CORP NEW COM 285661104 $ 23,200,857.50 371,206 ELI LILLY & CO COM 532457108 $ 5,620,374.00 75,951 EMBOTELLADORA ANDINA SA SPON ADR A 29081P204 $ 973,256.00 72,200 EMBOTELLADORA ANDINA SA SPON ADR B 29081P303 $ 171,196.00 12,700 EMBOTELLADORA ANDINA SA SPON ADR B 29081P303 $ 16,076,248.00 1,192,600 EMBOTELLADORA ANDINA SA SPON ADR B 29081P303 $ 1,240,766.60 92,045 EMBOTELLADORA ANDINA SA SPON ADR B 29081P303 $ 16,786,104.80 1,245,260 EMBRATEL PARTICIPACOES SA SPON ADR PFD 29081N100 $ 197,846.00 26,450 EMBRATEL PARTICIPACOES SA SPON ADR PFD 29081N100 $ 21,495,395.68 2,873,716 EMBRATEL PARTICIPACOES SA SPON ADR PFD 29081N100 $ 4,253,487.04 568,648 EMBRATEL PARTICIPACOES SA SPON ADR PFD 29081N100 $ 31,605,812.48 4,225,376 EMC CORP MASS COM 268648102 $ 13,455.00 460 EMC CORP MASS COM 268648102 $ 2,048,143.50 70,022 EMC CORP MASS COM 268648102 $ 624,487.50 21,350 EMC CORP MASS COM 268648102 $ 12,103,006.50 413,778 EMC CORP MASS COM 268648102 $ 2,294,808.75 78,455 EMC CORP MASS COM 268648102 $ 1,442,259.00 49,308 EMC CORP MASS COM 268648102 $ 1,152,157.50 39,390 EMC CORP MASS COM 268648102 $ 69,141,676.50 2,363,818 EMC CORP MASS COM 268648102 $ 3,803.00 130 EMERSON ELEC CO COM 291011104 $ 17,493,108.50 289,132 EMERSON ELEC CO COM 291011104 $ 892,072.50 14,745 EMERSON ELEC CO COM 291011104 $ 863,335.00 14,270 EMERSON ELEC CO COM 291011104 $ 15,149,018.50 250,397 EMERSON ELEC CO COM 291011104 $ 57,475.00 950 EMERSON ELEC CO COM 291011104 $ 777,425.00 12,850 EMERSON ELEC CO COM 291011104 $ 1,290,646.50 21,333 EMERSON ELEC CO COM 291011104 $ 41,124,633.00 679,746 EMMIS COMMUNICATIONS CORP CL A 291525103 $ 1,491,375.00 48,500 EMMIS COMMUNICATIONS CORP A COM 291525103 $ 526,747.50 17,130 EMPRESA NACIONAL DE ELCTCIDAD SPONSORED ADR 29244T101 $ 56,250.00 5,000 EMPRESA NACIONAL DE ELCTCIDAD SPONSORED ADR 29244T101 $ 12,731,625.00 1,131,700 EMPRESA NACIONAL DE ELCTCIDAD SPONSORED ADR 29244T101 $ 2,672,437.50 237,550 EMPRESA NACIONAL DE ELCTCIDAD SPONSORED ADR 29244T101 $ 10,610,021.25 943,113 ENERGY PARTNERS LTD COM 29270U105 $ 221,466.15 16,515 ENERSIS SA SPONSORED ADR 29274F104 $ 2,996.00 200 ENERSIS SA SPONSORED ADR 29274F104 $ 6,941,072.88 463,356 ENERSIS SA SPONSORED ADR 29274F104 $ 258,854.40 17,280 ENERSIS SA SPONSORED ADR 29274F104 $ 19,464,517.66 1,299,367 ENRON CORP COM 293561106 $ 641,540.60 13,066 ENRON CORP COM 293561106 $ 1,208,694.70 24,617 ENRON CORP COM 293561106 $ 493,946.00 10,060 ENRON CORP COM 293561106 $ 10,491,147.90 213,669 ENRON CORP COM 293561106 $ 1,180,609.50 24,045 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- ELECTRONIC DATA SYS 578,916 3 578,916 ELECTRONIC DATA SYS CORP NEW 368,581 2,625 1 195,802 175,404 ELI LILLY & CO 75,951 1 62,565 13,386 EMBOTELLADORA ANDINA SA 72,200 2 72,200 EMBOTELLADORA ANDINA SA 12,700 5 12,700 EMBOTELLADORA ANDINA SA 1,192,600 2 1,192,600 EMBOTELLADORA ANDINA SA 92,045 3 92,045 EMBOTELLADORA ANDINA SA 1,245,260 1 1,245,260 EMBRATEL PARTICIPACOES SA 26,450 5 26,450 EMBRATEL PARTICIPACOES SA 2,873,716 2 2,873,716 EMBRATEL PARTICIPACOES SA 568,648 3 568,648 EMBRATEL PARTICIPACOES SA 4,225,376 1 4,225,376 EMC CORP MASS 460 7 460 EMC CORP MASS 70,022 9 70,022 EMC CORP MASS 21,350 4 21,350 EMC CORP MASS 413,778 5 413,778 EMC CORP MASS 78,455 6 78,455 EMC CORP MASS 49,308 8 49,308 EMC CORP MASS 39,390 2 39,390 EMC CORP MASS 2,363,818 3 2,363,818 EMC CORP MASS 130 1 130 - EMERSON ELEC CO 287,527 1,605 1 139,660 149,472 EMERSON ELEC CO 14,745 9 14,745 EMERSON ELEC CO 14,270 4 14,270 EMERSON ELEC CO 250,397 5 250,397 EMERSON ELEC CO 950 6 950 EMERSON ELEC CO 12,850 8 12,850 EMERSON ELEC CO 21,333 2 21,333 EMERSON ELEC CO 679,746 3 679,746 EMMIS COMMUNICATIONS CORP 48,500 3 48,500 EMMIS COMMUNICATIONS CORP A 17,130 - 1 14,220 2,910 EMPRESA NACIONAL DE ELCTCIDAD 5,000 5 5,000 EMPRESA NACIONAL DE ELCTCIDAD 1,131,700 2 1,131,700 EMPRESA NACIONAL DE ELCTCIDAD 237,550 3 237,550 EMPRESA NACIONAL DE ELCTCIDAD 943,113 1 943,113 ENERGY PARTNERS LTD 16,515 - 1 11,635 4,880 ENERSIS SA 200 5 200 ENERSIS SA 463,356 2 463,356 ENERSIS SA 17,280 3 17,280 ENERSIS SA 1,299,367 1 1,299,367 ENRON CORP 13,066 - 1 - 13,066 ENRON CORP 24,617 9 24,617 ENRON CORP 10,060 4 10,060 ENRON CORP 213,669 5 213,669 ENRON CORP 24,045 6 24,045
16
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- ENRON CORP COM 293561106 $ 299,510.00 6,100 ENRON CORP COM 293561106 $ 606,483.20 12,352 ENRON CORP COM 293561106 $ 59,302,439.90 1,207,789 ENTERGY CORP COM 29364G103 $ 307,120.00 8,000 ENTERGY CORP COM 29364G103 $ 134,365.00 3,500 EOG RES INC COM 26875P101 $ 127,980.00 3,600 EOG RES INC COM 26875P101 $ 46,570.50 1,310 EOG RES INC COM 26875P101 $ 106,650.00 3,000 EOG RES INC COM 26875P101 $ 2,412,245.25 67,855 EPIMMUNE INC COM 29425Y101 $ 285,585.00 76,156 EQUIFAX INC COM 294429105 $ 98,973.60 4,600 EQUIFAX INC COM 294429105 $ 324,353.70 15,075 EQUITY OFFICE PROPERTIES TRUST COM 294741103 $ 676,660.59 21,393 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 $ 299,715.00 5,300 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 $ 299,715.00 5,300 ETHAN ALLEN INTERIORS INC COM 297602104 $ 5,287,750.00 162,700 ETOYS INC COM 297862104 $ 120.00 10,000 EXELON CORPORATION COM 30161N101 $ 53,450,936.80 833,608 EXPRESS SCRIPTS INC CL A 302182100 $ 40,722.20 740 EXPRESS SCRIPTS INC CL A 302182100 $ 2,413,615.80 43,860 EXPRESS SCRIPTS INC COM 302182100 $ 826,550.60 15,020 EXTREME NETWORKS INC COM 30226D106 $ 261,075.00 8,850 EXTREME NETWORKS INC COM 30226D106 $ 3,906,537.50 132,425 EXXON MOBIL CORP COM 30231G102 $ 10,005,243.70 114,542 EXXON MOBIL CORP COM 30231G102 $ 1,331,214.00 15,240 EXXON MOBIL CORP COM 30231G102 $ 31,585,672.65 361,599 EXXON MOBIL CORP COM 30231G102 $ 6,991,668.70 80,042 EXXON MOBIL CORP COM 30231G102 $ 3,261,386.95 37,337 EXXON MOBIL CORP COM 30231G102 $ 2,039,011.05 23,343 EXXON MOBIL CORP COM 30231G102 $ 148,593,967.55 1,701,133 EXXON MOBIL CORPORATION COM 30231G102 $ 76,941,160.67 880,836 FAMILY DLR STORES INC COM 307000109 $ 51,260.00 2,000 FAMILY DLR STORES INC COM 307000109 $ 225,544.00 8,800 FAMILY DLR STORES INC COM 307000109 $ 285,005.60 11,120 FEDERAL NATL MTG ASSN COM 313586109 $ 62,370,511.95 732,708 FEDERATED DEPT STORES INC DE COM 31410H101 $ 549,737.50 12,935 FEDERATED DEPT STORES INC DEL COM 31410H101 $ 333,667.50 7,851 FEDERATED DEPT STORES INC DEL COM 31410H101 $ 312,375.00 7,350 FEDERATED DEPT STORES INC DEL COM 31410H101 $ 7,384,672.50 173,757 FEDERATED DEPT STORES INC DEL COM 31410H101 $ 25,925.00 610 FEDERATED DEPT STORES INC DEL COM 31410H101 $ 200,600.00 4,720 FEDERATED DEPT STORES INC DEL COM 31410H101 $ 533,162.50 12,545 FEDERATED DEPT STORES INC DEL COM 31410H101 $ 27,741,322.50 652,737 FEDERATED INVESTORS INC-CL B COM 314211103 $ 18,118,940.00 562,700 FIFTH THIRD BANCORP COM 316773100 $ 145,932.32 2,430 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- ENRON CORP 6,100 8 6,100 ENRON CORP 12,352 2 12,352 ENRON CORP 1,207,789 3 1,207,789 ENTERGY CORP 8,000 9 8,000 ENTERGY CORP 3,500 6 3,500 EOG RES INC 3,600 9 3,600 EOG RES INC 1,310 5 1,310 EOG RES INC 3,000 6 3,000 EOG RES INC 67,855 3 67,855 EPIMMUNE INC 76,156 3 76,156 EQUIFAX INC 4,600 9 4,600 EQUIFAX INC 15,075 3 15,075 EQUITY OFFICE PROPERTIES TRUST 21,393 3 21,393 EQUITY RESIDENTIAL PPTYS TR 5,300 4 5,300 EQUITY RESIDENTIAL PPTYS TR 5,300 3 5,300 ETHAN ALLEN INTERIORS INC 162,700 - 1 50,400 112,300 ETOYS INC 10,000 8 10,000 EXELON CORPORATION 827,683 5,925 1 438,469 395,139 EXPRESS SCRIPTS INC 740 5 740 EXPRESS SCRIPTS INC 43,860 3 43,860 EXPRESS SCRIPTS INC 15,020 - 1 12,440 2,580 EXTREME NETWORKS INC 8,850 6 8,850 EXTREME NETWORKS INC 132,425 3 132,425 EXXON MOBIL CORP 114,542 9 114,542 EXXON MOBIL CORP 15,240 4 15,240 EXXON MOBIL CORP 361,599 5 361,599 EXXON MOBIL CORP 80,042 6 80,042 EXXON MOBIL CORP 37,337 8 37,337 EXXON MOBIL CORP 23,343 2 23,343 EXXON MOBIL CORP 1,701,133 3 1,701,133 EXXON MOBIL CORPORATION 875,957 4,879 1 406,342 474,494 FAMILY DLR STORES INC 2,000 5 2,000 FAMILY DLR STORES INC 8,800 8 8,800 FAMILY DLR STORES INC 11,120 3 11,120 FEDERAL NATL MTG ASSN 727,908 4,800 1 351,678 381,030 FEDERATED DEPT STORES INC DE 12,935 - 1 - 12,935 FEDERATED DEPT STORES INC DEL 7,851 9 7,851 FEDERATED DEPT STORES INC DEL 7,350 4 7,350 FEDERATED DEPT STORES INC DEL 173,757 5 173,757 FEDERATED DEPT STORES INC DEL 610 6 610 FEDERATED DEPT STORES INC DEL 4,720 8 4,720 FEDERATED DEPT STORES INC DEL 12,545 2 12,545 FEDERATED DEPT STORES INC DEL 652,737 3 652,737 FEDERATED INVESTORS INC-CL B 562,700 - 1 167,400 395,300 FIFTH THIRD BANCORP 2,430 - 1 745 1,685
17
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- FIFTH THIRD BANCORP COM 316773100 $ 1,109,784.05 18,481 FIFTH THIRD BANCORP COM 316773100 $ 1,240,452.85 20,657 FIRST DATA CORP COM 319963104 $ 45,045.00 700 FIRST DATA CORP COM 319963104 $ 888,030.00 13,800 FIRST FED CAP CORP COM 319960100 $ 36,450.52 2,250 FIRST UN CORP COM 337358105 $ 1,076,152.00 30,800 FIRST UN CORP COM 337358105 $ 258,765.64 7,406 FIRST UN CORP COM 337358105 $ 670,778.12 19,198 FIRSTENERGY CORP COM 337932107 $ 241,200.00 7,500 FIRSTENERGY CORP COM 337932107 $ 128,640.00 4,000 FIRSTENERGY CORP COM 337932107 $ 383,122.08 11,913 FLAGSTAR BANCORP INC. COM 337930101 $ 512,050.00 24,500 FLEET BOSTON FIN CORP COM 339030108 $ 61,697,463.30 1,563,934 FLEETBOSTON FINL CORP COM 339030108 $ 1,586,284.50 40,210 FLEETBOSTON FINL CORP COM 339030108 $ 794,523.00 20,140 FLEETBOSTON FINL CORP COM 339030108 $ 18,179,151.75 460,815 FLEETBOSTON FINL CORP COM 339030108 $ 4,623,224.40 117,192 FLEETBOSTON FINL CORP COM 339030108 $ 812,670.00 20,600 FLEETBOSTON FINL CORP COM 339030108 $ 1,118,368.05 28,349 FLEETBOSTON FINL CORP COM 339030108 $ 101,174,535.15 2,564,627 FLEXTRONICS INTL LTD COM Y2573F102 $ 446,219.90 17,090 FLOWSERVE CORP COM 34354P105 $ 14,544,750.00 473,000 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 344419106 $ 2,173,891.80 50,780 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 344419106 $ 475,191.00 11,100 FOOTSTAR INC COM 344912100 $ 11,517,120.00 334,800 FOREST LABS INC COM 345838106 $ 383,400.00 5,400 FOREST LABS INC COM 345838106 $ 5,558,519.00 78,289 FOREST OIL CORP COM 346091705 $ 18,963,000.00 677,250 FOUNDRY NETWORKS INC COM 35063R100 $ 645,014.34 32,283 FREDDIE MAC COM 313400301 $ 1,710,640.90 25,138 FREDS INC COM 356108100 $ 1,545,000.00 60,000 FUEL TECH NV COM 359523107 $ 10,521.60 3,288 FUEL TECH NV COM 359523107 $ 2,114,470.40 660,772 FURNITURE BRANDS INTL INC COM 360921100 $ 2,822,400.00 100,800 GANNETT INC COM 364730101 $ 593,100.00 9,000 GANNETT INC COM 364730101 $ 1,206,958.50 18,315 GAP INC COM 364760108 $ 4,014,064.00 138,416 GAP INC DEL COM 364760108 $ 820,323.00 28,287 GAP INC DEL COM 364760108 $ 616,540.00 21,260 GAP INC DEL COM 364760108 $ 16,039,436.00 553,084 GAP INC DEL COM 364760108 $ 407,450.00 14,050 GAP INC DEL COM 364760108 $ 1,040,955.00 35,895 GAP INC DEL COM 364760108 $ 15,838,930.00 546,170 GART SPORTS CO COM 366630101 $ 3,195,500.00 145,250 GATEWAY INC COM 367626108 $ 6,333.25 385 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- FIFTH THIRD BANCORP 18,481 9 18,481 FIFTH THIRD BANCORP 20,657 3 20,657 FIRST DATA CORP 700 - 1 700 - FIRST DATA CORP 13,800 9 13,800 FIRST FED CAP CORP 2,250 - 1 - 2,250 FIRST UN CORP 30,800 9 30,800 FIRST UN CORP 7,406 8 7,406 FIRST UN CORP 19,198 3 19,198 FIRSTENERGY CORP 7,500 9 7,500 FIRSTENERGY CORP 4,000 6 4,000 FIRSTENERGY CORP 11,913 3 11,913 FLAGSTAR BANCORP INC. 24,500 - 1 24,500 - FLEET BOSTON FIN CORP 1,552,839 11,095 1 804,913 759,021 FLEETBOSTON FINL CORP 40,210 9 40,210 FLEETBOSTON FINL CORP 20,140 4 20,140 FLEETBOSTON FINL CORP 460,815 5 460,815 FLEETBOSTON FINL CORP 117,192 6 117,192 FLEETBOSTON FINL CORP 20,600 8 20,600 FLEETBOSTON FINL CORP 28,349 2 28,349 FLEETBOSTON FINL CORP 2,564,627 3 2,564,627 FLEXTRONICS INTL LTD 17,090 - 1 12,120 4,970 FLOWSERVE CORP 473,000 - 1 146,000 327,000 FOMENTO ECONOMICO MEXICANO SA 50,780 2 50,780 FOMENTO ECONOMICO MEXICANO SA 11,100 3 11,100 FOOTSTAR INC 334,800 - 1 103,600 231,200 FOREST LABS INC 5,400 9 5,400 FOREST LABS INC 78,289 3 78,289 FOREST OIL CORP 656,050 21,200 1 584,650 92,600 FOUNDRY NETWORKS INC 32,283 3 32,283 FREDDIE MAC 25,138 - 1 23,900 1,238 FREDS INC 60,000 - 1 60,000 - FUEL TECH NV 3,288 8 3,288 FUEL TECH NV 660,772 3 660,772 FURNITURE BRANDS INTL INC 100,800 - 1 31,200 69,600 GANNETT INC 9,000 9 9,000 GANNETT INC 18,315 3 18,315 GAP INC 138,416 - 1 9,957 128,459 GAP INC DEL 28,287 9 28,287 GAP INC DEL 21,260 4 21,260 GAP INC DEL 553,084 5 553,084 GAP INC DEL 14,050 8 14,050 GAP INC DEL 35,895 2 35,895 GAP INC DEL 546,170 3 546,170 GART SPORTS CO 145,250 - 1 145,250 - GATEWAY INC 385 - 1 300 85
18
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- GATEWAY INC COM 367626108 $ 166,145.00 10,100 GATEWAY INC COM 367626108 $ 523,570.60 31,828 GENENTECH INC COM NEW 368710406 $ 27,550.00 500 GENENTECH INC COM NEW 368710406 $ 3,573,124.80 64,848 GENERAL DYNAMICS CORP COM 369550108 $ 497,984.00 6,400 GENERAL DYNAMICS CORP COM 369550108 $ 389,050.00 5,000 GENERAL DYNAMICS CORP COM 369550108 $ 1,115,250.73 14,333 GENERAL ELEC CO COM 369604103 $ 99,721,574.00 2,045,565 GENERAL ELEC CO COM 369604103 $ 9,262.50 190 GENERAL ELEC CO COM 369604103 $ 15,845,261.25 325,031 GENERAL ELEC CO COM 369604103 $ 3,121,706.25 64,035 GENERAL ELEC CO COM 369604103 $ 70,348,346.25 1,443,043 GENERAL ELEC CO COM 369604103 $ 9,771,791.25 200,447 GENERAL ELEC CO COM 369604103 $ 6,282,656.25 128,875 GENERAL ELEC CO COM 369604103 $ 4,468,327.50 91,658 GENERAL ELEC CO COM 369604103 $ 236,911,008.75 4,859,713 GENERAL MLS INC COM 370334104 $ 429,044.00 9,800 GENERAL MLS INC COM 370334104 $ 165,751.08 3,786 GENERAL MTRS CORP CL H NEW 370442832 $ 12,516.00 600 GENERAL MTRS CORP CL H NEW 370442832 $ 2,649,199.14 126,999 GENERAL MTRS CORP COM 370442105 $ 1,189,702.80 18,488 GENERAL MTRS CORP COM 370442105 $ 1,099,741.50 17,090 GENERAL MTRS CORP COM 370442105 $ 1,148,325.75 17,845 GENERAL MTRS CORP COM 370442105 $ 20,900,751.30 324,798 GENERAL MTRS CORP COM 370442105 $ 1,153,087.65 17,919 GENERAL MTRS CORP COM 370442105 $ 1,315,314.00 20,440 GENERAL MTRS CORP COM 370442105 $ 17,063,367.75 265,165 GENESIS MICROCHIP INC COM 371933102 $ 10,845.00 300 GENTIVA HEALTH SERVICES COM 37247A102 $ 1,800,000.00 100,000 GENUINE PARTS CO COM 372460105 $ 182,700.00 5,800 GENUINE PARTS CO COM 372460105 $ 956,497.50 30,365 GENZYME CORP COM GENL DIV 372917104 $ 648,308.00 10,628 GEORGIA PAC CORP COM 373298108 $ 838,701.45 24,777 GEORGIA PAC CORP COM GA PAC GRP 373298108 $ 249,711.45 7,377 GEORGIA PAC CORP COM GA PAC GRP 373298108 $ 3,027,442.45 89,437 GERDAU SA SPONSORED ADR 373737105 $ 623,630.00 82,600 GERDAU SA SPONSORED ADR 373737105 $ 1,196,675.00 158,500 GERDAU SA SPONSORED ADR 373737105 $ 110,230.00 14,600 GILEAD SCIENCES INC COM 375558103 $ 1,053,639.80 18,110 GILLETTE CO COM 375766102 $ 556,608.00 19,200 GILLETTE CO COM 375766102 $ 1,014,650.00 35,000 GILLETTE CO COM 375766102 $ 138,862.10 4,790 GILLETTE CO COM 375766102 $ 5,562,833.12 191,888 GLAXO WELLCOME PLC SPONSORED ADR 37733W105 $ 1,258,767.60 22,398 GLAXO WELLCOME PLC SPONSORED ADR 37733W105 $ 38,216.00 680 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ---------------------------------------------------------------------------------------------------------------------------------- GATEWAY INC 10,100 9 10,100 GATEWAY INC 31,828 3 31,828 GENENTECH INC 500 8 500 GENENTECH INC 64,848 3 64,848 GENERAL DYNAMICS CORP 6,400 9 6,400 GENERAL DYNAMICS CORP 5,000 8 5,000 GENERAL DYNAMICS CORP 14,333 3 14,333 GENERAL ELEC CO 2,033,725 11,840 1 919,818 1,125,747 GENERAL ELEC CO 190 7 190 GENERAL ELEC CO 325,031 9 325,031 GENERAL ELEC CO 64,035 4 64,035 GENERAL ELEC CO 1,443,043 5 1,443,043 GENERAL ELEC CO 200,447 6 200,447 GENERAL ELEC CO 128,875 8 128,875 GENERAL ELEC CO 91,658 2 91,658 GENERAL ELEC CO 4,859,713 3 4,859,713 GENERAL MLS INC 9,800 9 9,800 GENERAL MLS INC 3,786 3 3,786 GENERAL MTRS CORP 600 8 600 GENERAL MTRS CORP 126,999 3 126,999 GENERAL MTRS CORP 18,488 - 1 - 18,488 GENERAL MTRS CORP 17,090 9 17,090 GENERAL MTRS CORP 17,845 4 17,845 GENERAL MTRS CORP 324,798 5 324,798 GENERAL MTRS CORP 17,919 8 17,919 GENERAL MTRS CORP 20,440 2 20,440 GENERAL MTRS CORP 265,165 3 265,165 GENESIS MICROCHIP INC 300 3 300 GENTIVA HEALTH SERVICES 100,000 - 1 100,000 - GENUINE PARTS CO 5,800 9 5,800 GENUINE PARTS CO 30,365 3 30,365 GENZYME CORP 10,628 3 10,628 GEORGIA PAC CORP 24,777 - 1 20,642 4,135 GEORGIA PAC CORP 7,377 9 7,377 GEORGIA PAC CORP 89,437 3 89,437 GERDAU SA 82,600 2 82,600 GERDAU SA 158,500 3 158,500 GERDAU SA 14,600 1 14,600 GILEAD SCIENCES INC 18,110 3 18,110 GILLETTE CO 19,200 - 1 19,200 - GILLETTE CO 35,000 9 35,000 GILLETTE CO 4,790 8 4,790 GILLETTE CO 191,888 3 191,888 GLAXO WELLCOME PLC 22,398 8 22,398 GLAXO WELLCOME PLC 680 3 680
19
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- GLAXOSMITHKLINE PLC-ADS COM 37733W105 $ 224,800.00 4,000 GLOBAL CROSSING LTD COM G3921A100 $ 54,432.00 6,300 GLOBAL CROSSING LTD COM G3921A100 $ 260,902.08 30,197 GLOBAL CROSSING LTD COM G3921A100 $ 20,649.60 2,390 GLOBAL CROSSING LTD COM G3921A100 $ 41,126.40 4,760 GLOBAL CROSSING LTD COM G3921A100 $ 17,437,299.84 2,018,206 GLOBAL PAYMENTS INC COM 37940X102 $ 8,659,168.00 287,680 GLOBAL POWER EQUIPMENT GRP COM 37941P108 $ 3,457,400.00 118,000 GLOBESPAN INC COM 379571102 $ 132,641.00 9,085 GLOBESPAN INC COM 379571102 $ 1,893,182.00 129,670 GOLDEN TELECOM INC COM 38122G107 $ 280,000.00 20,000 GOODYEAR TIRE & RUBR CO COM 382550101 $ 140,000.00 5,000 GOODYEAR TIRE & RUBR CO COM 382550101 $ 279,440.00 9,980 GPU GROUP COM 36225X100 $ 140,600.00 4,000 GPU GROUP COM 36225X100 $ 298,599.25 8,495 GRAINGER W W INC COM 384802104 $ 311,251.92 7,562 GRAINGER W W INC COM 384802104 $ 123,480.00 3,000 GRAINGER W W INC COM 384802104 $ 24,696.00 600 GRAINGER W W INC COM 384802104 $ 309,523.20 7,520 GRANT PRIDECO INC COM 38821G101 $ 1,892,418.00 108,200 GREATER BAY BANCORP COM 391648102 $ 14,618,296.00 585,200 GREY WOLF INC COM 397888108 $ 5,011,200.00 1,252,800 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 $ 586,146.50 14,650 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 $ 48,669,764.40 1,216,440 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 $ 9,229,906.90 230,690 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 $ 76,211,648.15 1,904,815 GUCCI GROUP NV COM NY REG 401566104 $ 1,504,230.00 18,200 GUCCI GROUP NV COM NY REG 401566104 $ 8,265.00 100 GUCCI GROUP NV COM NY REG 401566104 $ 16,892,833.50 204,390 GUIDANT CORP COM 401698105 $ 6,012.00 167 GUIDANT CORP COM 401698105 $ 400,320.00 11,120 GUIDANT CORP COM 401698105 $ 1,711,440.00 47,540 HALLIBURTON CO COM 406216101 $ 365,647.60 10,271 HALLIBURTON CO COM 406216101 $ 505,520.00 14,200 HALLIBURTON CO COM 406216101 $ 327,876.00 9,210 HALLIBURTON CO COM 406216101 $ 5,133,164.00 144,190 HALLIBURTON CO COM 406216101 $ 71,200.00 2,000 HALLIBURTON CO COM 406216101 $ 136,170.00 3,825 HALLIBURTON CO COM 406216101 $ 402,992.00 11,320 HALLIBURTON CO COM 406216101 $ 5,799,596.00 162,910 HANDLEMAN CO DEL COM 410252100 $ 1,507,500.00 90,000 HANDLEMAN CO DEL COM 410252100 $ 25,125.00 1,500 HANOVER COMPRESSOR CO COM 410768105 $ 14,848,078.62 448,718 HANOVER DIRECT INC COM 410783104 $ 24,000.00 200,000 HARLEY DAVIDSON INC COM 412822108 $ 453,851.20 9,640 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- GLAXOSMITHKLINE PLC-ADS 4,000 - 1 - 4,000 GLOBAL CROSSING LTD 6,300 - 1 6,300 - GLOBAL CROSSING LTD 30,197 9 30,197 GLOBAL CROSSING LTD 2,390 6 2,390 GLOBAL CROSSING LTD 4,760 8 4,760 GLOBAL CROSSING LTD 2,018,206 3 2,018,206 GLOBAL PAYMENTS INC 287,680 - 1 94,440 193,240 GLOBAL POWER EQUIPMENT GRP 118,000 - 1 36,800 81,200 GLOBESPAN INC 9,085 6 9,085 GLOBESPAN INC 129,670 3 129,670 GOLDEN TELECOM INC 20,000 1 20,000 GOODYEAR TIRE & RUBR CO 5,000 9 5,000 GOODYEAR TIRE & RUBR CO 9,980 3 9,980 GPU GROUP 4,000 9 4,000 GPU GROUP 8,495 3 8,495 GRAINGER W W INC 7,562 - 1 - 7,562 GRAINGER W W INC 3,000 9 3,000 GRAINGER W W INC 600 8 600 GRAINGER W W INC 7,520 3 7,520 GRANT PRIDECO INC 108,200 - 1 24,000 84,200 GREATER BAY BANCORP 585,200 - 1 178,100 407,100 GREY WOLF INC 1,252,800 - 1 376,900 875,900 GRUPO TELEVISA SA DE CV 14,650 5 14,650 GRUPO TELEVISA SA DE CV 1,216,440 2 1,216,440 GRUPO TELEVISA SA DE CV 230,690 3 230,690 GRUPO TELEVISA SA DE CV 1,904,815 1 1,904,815 GUCCI GROUP NV 18,200 9 18,200 GUCCI GROUP NV 100 8 100 GUCCI GROUP NV 204,390 3 204,390 GUIDANT CORP 167 - 1 - 167 GUIDANT CORP 11,120 8 11,120 GUIDANT CORP 47,540 3 47,540 HALLIBURTON CO 10,271 - 1 - 10,271 HALLIBURTON CO 14,200 9 14,200 HALLIBURTON CO 9,210 4 9,210 HALLIBURTON CO 144,190 5 144,190 HALLIBURTON CO 2,000 6 2,000 HALLIBURTON CO 3,825 8 3,825 HALLIBURTON CO 11,320 2 11,320 HALLIBURTON CO 162,910 3 162,910 HANDLEMAN CO DEL 90,000 - 1 90,000 - HANDLEMAN CO DEL 1,500 8 1,500 HANOVER COMPRESSOR CO 448,718 - 1 133,700 315,018 HANOVER DIRECT INC 200,000 8 200,000 HARLEY DAVIDSON INC 9,640 9 9,640
20
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- HARLEY DAVIDSON INC COM 412822108 $ 423,013.80 8,985 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 $ 56,900.00 10,000 HARRIS CORP DEL COM 413875105 $ 29,174,562.00 1,072,200 HAVERTY FURNITURE COS INC COM 419596101 $ 747,500.00 50,000 HEALTH MGMT ASS INC CL A 421933102 $ 2,598,692.48 123,512 HEALTH MGMT ASSOC INC NEW COM 421933102 $ 772,799.20 36,730 HEALTHSOUTH CORP COM 421924101 $ 2,160,741.00 135,300 HEALTHSOUTH CORP COM 421924101 $ 213,998.00 13,400 HEALTHSOUTH CORP COM 421924101 $ 437,338.45 27,385 HEINZ H J CO COM 423074103 $ 470,235.00 11,500 HEINZ H J CO COM 423074103 $ 290,319.00 7,100 HEINZ H J CO COM 423074103 $ 520,079.91 12,719 HELLER FINANCIAL INC CL A 423328103 $ 4,299,960.00 107,499 HELLER FINL INC COM 423328103 $ 1,196,480.00 29,912 HENRY SCHEIN INC COM 806407102 $ 6,900,300.00 180,400 HERSHEY FOODS CORP COM 427866108 $ 277,695.00 4,500 HERSHEY FOODS CORP COM 427866108 $ 302,502.42 4,902 HEWLETT PACKARD CO COM 428236103 $ 17,894,534.40 625,683 HEWLETT PACKARD CO COM 428236103 $ 1,945,629.40 68,029 HEWLETT PACKARD CO COM 428236103 $ 905,762.00 31,670 HEWLETT PACKARD CO COM 428236103 $ 21,976,068.40 768,394 HEWLETT PACKARD CO COM 428236103 $ 2,934,074.00 102,590 HEWLETT PACKARD CO COM 428236103 $ 553,209.80 19,343 HEWLETT PACKARD CO COM 428236103 $ 1,158,242.80 40,498 HEWLETT PACKARD CO COM 428236103 $ 53,120,210.00 1,857,350 HIBBETT SPORTING GOODS INC COM 428565105 $ 1,241,510.00 33,500 HILB ROGAL & HAMILTON CO COM 431294107 $ 15,220,625.00 347,900 HISPANIC BROADCASTING CORP COM 43357B104 $ 2,782,930.00 97,000 HOME DEPOT INC COM 437076102 $ 2,386,525.90 51,268 HOME DEPOT INC COM 437076102 $ 12,196.10 262 HOME DEPOT INC COM 437076102 $ 3,696,116.55 79,401 HOME DEPOT INC COM 437076102 $ 1,574,786.50 33,830 HOME DEPOT INC COM 437076102 $ 34,599,823.65 743,283 HOME DEPOT INC COM 437076102 $ 3,541,756.75 76,085 HOME DEPOT INC COM 437076102 $ 1,083,684.00 23,280 HOME DEPOT INC COM 437076102 $ 2,275,829.50 48,890 HOME DEPOT INC COM 437076102 $ 120,868,285.30 2,596,526 HOMESTAKE MNG CO COM 437614100 $ 66,524.64 8,400 HOMESTAKE MNG CO COM 437614100 $ 63,356.80 8,000 HOMESTAKE MNG CO COM 437614100 $ 85,531.68 10,800 HONEYWELL INTERNATIONAL INC COM 438516106 $ 2,725,196.15 77,885 HONEYWELL INTL INC COM 438516106 $ 972,139.50 27,855 HONEYWELL INTL INC COM 438516106 $ 118,311.00 3,390 HONEYWELL INTL INC COM 438516106 $ 4,290,780.50 122,945 HONEYWELL INTL INC COM 438516106 $ 174,500.00 5,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- HARLEY DAVIDSON INC 8,985 3 8,985 HARMONY GOLD MNG LTD 10,000 6 10,000 HARRIS CORP DEL 1,039,800 32,400 1 920,800 151,400 HAVERTY FURNITURE COS INC 50,000 - 1 50,000 - HEALTH MGMT ASS INC 123,512 3 123,512 HEALTH MGMT ASSOC INC NEW 36,730 - 1 30,460 6,270 HEALTHSOUTH CORP 135,300 - 1 38,800 96,500 HEALTHSOUTH CORP 13,400 9 13,400 HEALTHSOUTH CORP 27,385 3 27,385 HEINZ H J CO 11,500 9 11,500 HEINZ H J CO 7,100 8 7,100 HEINZ H J CO 12,719 3 12,719 HELLER FINANCIAL INC 107,499 3 107,499 HELLER FINL INC 29,912 - 1 22,372 7,540 HENRY SCHEIN INC 180,400 - 1 55,500 124,900 HERSHEY FOODS CORP 4,500 9 4,500 HERSHEY FOODS CORP 4,902 3 4,902 HEWLETT PACKARD CO 621,443 4,240 1 302,138 323,545 HEWLETT PACKARD CO 68,029 9 68,029 HEWLETT PACKARD CO 31,670 4 31,670 HEWLETT PACKARD CO 768,394 5 768,394 HEWLETT PACKARD CO 102,590 6 102,590 HEWLETT PACKARD CO 19,343 8 19,343 HEWLETT PACKARD CO 40,498 2 40,498 HEWLETT PACKARD CO 1,857,350 3 1,857,350 HIBBETT SPORTING GOODS INC 33,500 - 1 33,500 - HILB ROGAL & HAMILTON CO 347,900 - 1 104,100 243,800 HISPANIC BROADCASTING CORP 97,000 - 1 22,000 75,000 HOME DEPOT INC 51,268 - 1 2,770 48,498 HOME DEPOT INC 262 7 262 HOME DEPOT INC 79,401 9 79,401 HOME DEPOT INC 33,830 4 33,830 HOME DEPOT INC 743,283 5 743,283 HOME DEPOT INC 76,085 6 76,085 HOME DEPOT INC 23,280 8 23,280 HOME DEPOT INC 48,890 2 48,890 HOME DEPOT INC 2,596,526 3 2,596,526 HOMESTAKE MNG CO 8,400 9 8,400 HOMESTAKE MNG CO 8,000 6 8,000 HOMESTAKE MNG CO 10,800 8 10,800 HONEYWELL INTERNATIONAL INC 77,885 - 1 14,800 63,085 HONEYWELL INTL INC 27,855 9 27,855 HONEYWELL INTL INC 3,390 4 3,390 HONEYWELL INTL INC 122,945 6 122,945 HONEYWELL INTL INC 5,000 8 5,000
21
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- HONEYWELL INTL INC COM 438516106 $ 36,654,423.00 1,050,270 HOUSEHOLD INTL INC COM 441815107 $ 1,027,180.00 15,400 HUDSON UNITED BANCORP COM 444165104 $ 16,471,226.67 645,930 HUMAN GENOME SCIENCES INC COM 444903108 $ 4,217.50 70 HUMAN GENOME SCIENCES INC COM 444903108 $ 668,473.75 11,095 HUNTINGTON BANCSHARES INC COM 446150104 $ 133,089.00 8,140 HUNTINGTON BANCSHARES INC COM 446150104 $ 344,821.50 21,090 HYPERFEED TECH INC COM 44913S102 $ 339,624.00 160,200 I2 TECH INC COM 465754109 $ 185,130.00 9,350 I2 TECH INC COM 465754109 $ 52,272.00 2,640 I2 TECH INC COM 465754109 $ 4,456,584.00 225,080 ICICI LTD SPONSORED ADR 44926P202 $ 101,200.00 11,000 ICICI LTD SPONSORED ADR 44926P202 $ 450,800.00 49,000 ICICI LTD SPONSORED ADR 44926P202 $ 1,719,020.00 186,850 ICICI LTD SPONSORED ADR 44926P202 $ 4,358,960.00 473,800 ICICI LTD SPONSORED ADR 44926P202 $ 4,248,560.00 461,800 ICN PHARM INC COM 448924100 $ 1,655,784.00 52,200 IDEC PHARM CORP COM 449370105 $ 4,606,304.50 68,050 ILLINOIS TOOL WKS INC COM 452308109 $ 607,680.00 9,600 ILLINOIS TOOL WKS INC COM 452308109 $ 1,157,187.30 18,281 IMMUNEX CORP COM 452528102 $ 1,220,401.25 68,755 IMS HEALTH INC COM 449934108 $ 287,850.00 10,100 IMS HEALTH INC COM 449934108 $ 759,724.50 26,657 IN FOCUS CORP COM 45665B106 $ 456,736.00 22,400 INAMED CORP COM 453235103 $ 368,030.00 13,000 INDUSTRIE NATUZZI SA ADR 456478106 $ 341,600.00 24,400 INFORMATICA CORP COM 45666Q102 $ 315,952.00 18,200 INFOSYS TECH LTD SPONSORED ADR 456788108 $ 355,550.00 5,470 INFOSYS TECH LTD SPONSORED ADR 456788108 $ 627,900.00 9,660 INFOSYS TECH LTD SPONSORED ADR 456788108 $ 683,800.00 10,520 INFOSYS TECH LTD SPONSORED ADR 456788108 $ 2,080,000.00 32,000 INFOSYS TECH LTD SPONSORED ADR 456788108 $ 3,614,650.00 55,610 ING GROEP NV SPONSORED ADR 456837103 $ 6,916.35 210 INHALE THERAPEUTIC SYS INC COM 457191104 $ 13,800.00 600 INHALE THERAPEUTIC SYS INC COM 457191104 $ 317,768.00 13,816 INKINE PHARM INC COM 457214104 $ 49,000.00 10,000 INSITUFORM TECHNOLOGIES INC COM 457667103 $ 29,263,254.50 801,733 INTEGRATED DEVICE TECH COM 458118106 $ 1,803,477.90 56,910 INTEGRATED DEVICE TECH INC COM 458118106 $ 552,356.70 17,430 INTEGRATED SILICON SOLUTION COM 45812P107 $ 938,250.00 67,500 INTEL CORP COM 458140100 $ 47,358,632.00 1,619,089 INTEL CORP COM 458140100 $ 6,569,257.50 224,590 INTEL CORP COM 458140100 $ 1,321,515.00 45,180 INTEL CORP COM 458140100 $ 30,889,989.00 1,056,068 INTEL CORP COM 458140100 $ 5,973,727.50 204,230 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- HONEYWELL INTL INC 1,050,270 3 1,050,270 HOUSEHOLD INTL INC 15,400 9 15,400 HUDSON UNITED BANCORP 621,730 24,200 1 543,630 102,300 HUMAN GENOME SCIENCES INC 70 8 70 HUMAN GENOME SCIENCES INC 11,095 3 11,095 HUNTINGTON BANCSHARES INC 8,140 9 8,140 HUNTINGTON BANCSHARES INC 21,090 3 21,090 HYPERFEED TECH INC 160,200 8 160,200 I2 TECH INC 9,350 6 9,350 I2 TECH INC 2,640 8 2,640 I2 TECH INC 225,080 3 225,080 ICICI LTD 11,000 5 11,000 ICICI LTD 49,000 6 49,000 ICICI LTD 186,850 2 186,850 ICICI LTD 473,800 3 473,800 ICICI LTD 461,800 1 461,800 ICN PHARM INC 52,200 8 52,200 IDEC PHARM CORP 68,050 3 68,050 ILLINOIS TOOL WKS INC 9,600 9 9,600 ILLINOIS TOOL WKS INC 18,281 3 18,281 IMMUNEX CORP 68,755 3 68,755 IMS HEALTH INC 10,100 9 10,100 IMS HEALTH INC 26,657 3 26,657 IN FOCUS CORP 22,400 - 1 17,710 4,690 INAMED CORP 13,000 3 13,000 INDUSTRIE NATUZZI SA 24,400 3 24,400 INFORMATICA CORP 18,200 3 18,200 INFOSYS TECH LTD 5,470 4 5,470 INFOSYS TECH LTD 9,660 5 9,660 INFOSYS TECH LTD 10,520 6 10,520 INFOSYS TECH LTD 32,000 2 32,000 INFOSYS TECH LTD 55,610 3 55,610 ING GROEP NV 210 8 210 INHALE THERAPEUTIC SYS INC 600 6 600 INHALE THERAPEUTIC SYS INC 13,816 3 13,816 INKINE PHARM INC 10,000 8 10,000 INSITUFORM TECHNOLOGIES INC 777,033 24,700 1 686,333 115,400 INTEGRATED DEVICE TECH 56,910 3 56,910 INTEGRATED DEVICE TECH INC 17,430 - 1 15,600 1,830 INTEGRATED SILICON SOLUTION 67,500 - 1 67,500 - INTEL CORP 1,609,324 9,765 1 791,021 828,068 INTEL CORP 224,590 9 224,590 INTEL CORP 45,180 4 45,180 INTEL CORP 1,056,068 5 1,056,068 INTEL CORP 204,230 6 204,230
22
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- INTEL CORP COM 458140100 $ 10,122,576.75 346,071 INTEL CORP COM 458140100 $ 1,798,202.25 61,477 INTEL CORP COM 458140100 $ 136,673,696.25 4,672,605 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 6,589,143.00 58,311 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 792,695.00 7,015 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 22,206,986.00 196,522 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 4,308,916.00 38,132 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 6,175,789.00 54,653 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 1,160,171.00 10,267 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 66,114,831.00 585,087 INTERNATIONAL FLAVOURS & FRAGRANCE COM 459506101 $ 85,442.00 3,400 INTERNATIONAL PAPER CO COM 460146103 $ 38,909,291.10 1,089,881 INTERPUBLIC GROUP COS INC COM 460690100 $ 17,903.50 610 INTERPUBLIC GROUP COS INC COM 460690100 $ 349,265.00 11,900 INTERPUBLIC GROUP COS INC COM 460690100 $ 163,186.00 5,560 INTERTAN INC COM 461120107 $ 28,515,662.00 2,036,833 INTERTAPE POLYMER GRP INC COM 460919103 $ 1,426,950.00 105,000 INTERWOVEN INC COM 46114T102 $ 339,521.00 20,090 INTIMATE BRANDS INC CL A 461156101 $ 262,218.00 17,400 INTL BUSINESS MACHINES CORP COM 459200101 $ 38,452,318.00 340,286 INTL PAPER CO COM 460146103 $ 553,064.40 15,492 INTL PAPER CO COM 460146103 $ 327,190.50 9,165 INTL PAPER CO COM 460146103 $ 7,591,854.90 212,657 INTL PAPER CO COM 460146103 $ 2,096,661.00 58,730 INTL PAPER CO COM 460146103 $ 440,716.50 12,345 INTL PAPER CO COM 460146103 $ 6,309,153.90 176,727 INVACARE CORP COM 461203101 $ 12,238,254.41 316,807 ISPAT INTL NV NY REG SH CL A 464899103 $ 344,760.00 102,000 JABIL CIRCUIT INC COM 466313103 $ 185,160.00 6,000 JABIL CIRCUIT INC COM 466313103 $ 321,468.62 10,417 JACK IN THE BOX COM 466367109 $ 11,626,662.60 445,466 JACO ELECTRS INC COM 469783104 $ 460,500.00 75,000 JACOBS ENGR GROUP INC COM 469814107 $ 29,762,296.41 456,267 JACOBS ENGR GROUP INC DEL COM 469814107 $ 65,882.30 1,010 JDS UNIPHASE CORP COM 46612J101 $ 19,375.00 1,550 JDS UNIPHASE CORP COM 46612J101 $ 508,000.00 40,640 JDS UNIPHASE CORP COM 46612J101 $ 8,750.00 700 JDS UNIPHASE CORP COM 46612J101 $ 6,250.00 500 JDS UNIPHASE CORP COM 46612J101 $ 56,812.50 4,545 JDS UNIPHASE CORP COM 46612J101 $ 5,200,950.00 416,076 JEFFERSON PILOT CORP COM 475070108 $ 246,432.00 5,100 JEFFERSON PILOT CORP COM 475070108 $ 281,705.60 5,830 JOHNSON & JOHNSON COM 478160104 $ 2,913,200.00 58,264 JOHNSON & JOHNSON COM 478160104 $ 4,520,000.00 90,400 JOHNSON & JOHNSON COM 478160104 $ 999,000.00 19,980 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- INTEL CORP 346,071 8 346,071 INTEL CORP 61,477 2 61,477 INTEL CORP 4,672,605 3 4,672,605 INTERNATIONAL BUSINESS MACHS 58,311 9 58,311 INTERNATIONAL BUSINESS MACHS 7,015 4 7,015 INTERNATIONAL BUSINESS MACHS 196,522 5 196,522 INTERNATIONAL BUSINESS MACHS 38,132 6 38,132 INTERNATIONAL BUSINESS MACHS 54,653 8 54,653 INTERNATIONAL BUSINESS MACHS 10,267 2 10,267 INTERNATIONAL BUSINESS MACHS 585,087 3 585,087 INTERNATIONAL FLAVOURS & FRAGRAN 3,400 9 3,400 INTERNATIONAL PAPER CO 1,082,681 7,200 1 531,441 558,440 INTERPUBLIC GROUP COS INC 610 - 1 80 530 INTERPUBLIC GROUP COS INC 11,900 9 11,900 INTERPUBLIC GROUP COS INC 5,560 3 5,560 INTERTAN INC 1,972,033 64,800 1 1,745,833 291,000 INTERTAPE POLYMER GRP INC 105,000 - 1 105,000 - INTERWOVEN INC 20,090 - 1 14,090 6,000 INTIMATE BRANDS INC 17,400 3 17,400 INTL BUSINESS MACHINES CORP 337,916 2,370 1 169,995 170,291 INTL PAPER CO 15,492 9 15,492 INTL PAPER CO 9,165 4 9,165 INTL PAPER CO 212,657 5 212,657 INTL PAPER CO 58,730 8 58,730 INTL PAPER CO 12,345 2 12,345 INTL PAPER CO 176,727 3 176,727 INVACARE CORP 316,807 - 1 98,800 218,007 ISPAT INTL NV 102,000 8 102,000 JABIL CIRCUIT INC 6,000 9 6,000 JABIL CIRCUIT INC 10,417 3 10,417 JACK IN THE BOX 445,466 - 1 137,900 307,566 JACO ELECTRS INC 75,000 - 1 75,000 - JACOBS ENGR GROUP INC 442,867 13,400 1 376,767 79,500 JACOBS ENGR GROUP INC DEL 1,010 3 1,010 JDS UNIPHASE CORP 1,550 - 1 1,550 - JDS UNIPHASE CORP 40,640 9 40,640 JDS UNIPHASE CORP 700 4 700 JDS UNIPHASE CORP 500 6 500 JDS UNIPHASE CORP 4,545 8 4,545 JDS UNIPHASE CORP 416,076 3 416,076 JEFFERSON PILOT CORP 5,100 9 5,100 JEFFERSON PILOT CORP 5,830 3 5,830 JOHNSON & JOHNSON 58,264 - 1 13,240 45,024 JOHNSON & JOHNSON 90,400 9 90,400 JOHNSON & JOHNSON 19,980 4 19,980
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- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- JOHNSON & JOHNSON COM 478160104 $ 25,397,100.00 507,942 JOHNSON & JOHNSON COM 478160104 $ 90,000.00 1,800 JOHNSON & JOHNSON COM 478160104 $ 3,487,000.00 69,740 JOHNSON & JOHNSON COM 478160104 $ 1,581,700.00 31,634 JOHNSON & JOHNSON COM 478160104 $ 37,765,800.00 755,316 JONES APPAREL GROUP INC COM 480074103 $ 706,104.00 16,345 JOY GLOBAL INC.- WI COM 481165108 $ 820,000.00 50,000 JP MORGAN CHASE & COMPANY COM 46625H100 $ 3,088,572.30 69,251 K MART CORP COM 482584109 $ 182,373.00 15,900 K MART CORP COM 482584109 $ 114,700.00 10,000 K MART CORP COM 482584109 $ 229,400.00 20,000 KEITHLEY INSTRS INC COM 487584104 $ 990,450.00 46,500 KELLOGG CO COM 487836108 $ 1,838,600.00 63,400 KELLOGG CO COM 487836108 $ 379,900.00 13,100 KELLOGG CO COM 487836108 $ 852,252.00 29,388 KEMET CORP COM 488360108 $ 1,815,030.00 90,300 KEMET CORP COM 488360108 $ 190,950.00 9,500 KENSEY NASH CORP COM 490057106 $ 418,500.00 25,000 KEY ENERGY SVCS INC COM 492914106 $ 8,024,852.00 740,300 KEYCORP COM 493267108 $ 377,725.00 14,500 KEYCORP COM 493267108 $ 1,036,763.95 39,799 KEYSPAN CORP COM 49337W100 $ 149,568.00 4,100 KEYSPAN CORP COM 49337W100 $ 342,912.00 9,400 KIMBERLY CLARK CORP COM 494368103 $ 237,239.60 4,244 KIMBERLY CLARK CORP COM 494368103 $ 961,480.00 17,200 KIMBERLY CLARK CORP COM 494368103 $ 61,490.00 1,100 KIMBERLY CLARK CORP COM 494368103 $ 728,097.50 13,025 KINDER MORGAN INC KANS COM 49455P101 $ 175,875.00 3,500 KINDER MORGAN INC KANS COM 49455P101 $ 1,659,456.00 33,024 KINDER MORGAN INC. COM 49455P101 $ 10,822,543.50 215,374 KING PHARMA INC COM 495582108 $ 274,125.00 5,100 KING PHARMA INC COM 495582108 $ 3,577,170.00 66,552 KING PHARMACEUTICALS INC COM 495582108 $ 851,400.00 15,840 KLA-TENCORP CORP COM 482480100 $ 327,432.00 5,600 KLA-TENCORP CORP COM 482480100 $ 35,666.70 610 KNIGHT RIDDER INC COM 499040103 $ 154,180.00 2,600 KNIGHT RIDDER INC COM 499040103 $ 214,962.50 3,625 KNIGHT TRANSPORATION INC COM 499064103 $ 1,233,000.00 60,000 KOHLS CORP COM 500255104 $ 652,392.00 10,400 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 195,890.00 20,620 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 57,760.00 6,080 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 1,354,225.00 142,550 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 3,692,650.00 388,700 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 1,015,740.00 106,920 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 484,500.00 51,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- JOHNSON & JOHNSON 507,942 5 507,942 JOHNSON & JOHNSON 1,800 6 1,800 JOHNSON & JOHNSON 69,740 8 69,740 JOHNSON & JOHNSON 31,634 2 31,634 JOHNSON & JOHNSON 755,316 3 755,316 JONES APPAREL GROUP INC 16,345 3 16,345 JOY GLOBAL INC.- WI 50,000 - 1 50,000 - JP MORGAN CHASE & COMPANY 69,251 - 1 24,360 44,891 K MART CORP 15,900 9 15,900 K MART CORP 10,000 6 10,000 K MART CORP 20,000 8 20,000 KEITHLEY INSTRS INC 46,500 - 1 46,500 - KELLOGG CO 63,400 - 1 14,400 49,000 KELLOGG CO 13,100 9 13,100 KELLOGG CO 29,388 3 29,388 KEMET CORP 90,300 - 1 20,300 70,000 KEMET CORP 9,500 8 9,500 KENSEY NASH CORP 25,000 8 25,000 KEY ENERGY SVCS INC 740,300 - 1 225,800 514,500 KEYCORP 14,500 9 14,500 KEYCORP 39,799 3 39,799 KEYSPAN CORP 4,100 9 4,100 KEYSPAN CORP 9,400 3 9,400 KIMBERLY CLARK CORP 4,244 - 1 - 4,244 KIMBERLY CLARK CORP 17,200 9 17,200 KIMBERLY CLARK CORP 1,100 8 1,100 KIMBERLY CLARK CORP 13,025 3 13,025 KINDER MORGAN INC KANS 3,500 9 3,500 KINDER MORGAN INC KANS 33,024 3 33,024 KINDER MORGAN INC. 215,374 - 1 71,434 143,940 KING PHARMA INC 5,100 9 5,100 KING PHARMA INC 66,552 3 66,552 KING PHARMACEUTICALS INC 15,840 - 1 13,060 2,780 KLA-TENCORP CORP 5,600 9 5,600 KLA-TENCORP CORP 610 3 610 KNIGHT RIDDER INC 2,600 9 2,600 KNIGHT RIDDER INC 3,625 3 3,625 KNIGHT TRANSPORATION INC 60,000 - 1 60,000 - KOHLS CORP 10,400 9 10,400 KOREA ELECTRIC PWR 20,620 4 20,620 KOREA ELECTRIC PWR 6,080 5 6,080 KOREA ELECTRIC PWR 142,550 6 142,550 KOREA ELECTRIC PWR 388,700 2 388,700 KOREA ELECTRIC PWR 106,920 3 106,920 KOREA ELECTRIC PWR 51,000 1 51,000
24
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- KOREA TELECOM SPONSORED ADR 50063P103 $ 22,802,711.40 1,037,430 KOREA TELECOM SPONSORED ADR 50063P103 $ 435,204.00 19,800 KOREA TELECOM SPONSORED ADR 50063P103 $ 2,060,690.94 93,753 KOREA TELECOM SPONSORED ADR 50063P103 $ 69,076,567.98 3,142,701 KOREA TELECOM SPONSORED ADR 50063P103 $ 17,513,092.52 796,774 KOREA TELECOM SPONSORED ADR 50063P103 $ 69,801,973.92 3,175,704 KPMG CONSULTING INC COM 48265R109 $ 1,918,750.00 125,000 KROGER CO COM 501044101 $ 667,500.00 26,700 KROGER CO COM 501044101 $ 450,000.00 18,000 KROGER CO COM 501044101 $ 151,000.00 6,040 LABORATORY CORP AMER HLDGS NEW COM 50540R409 $ 12,860,756.00 167,240 LAM RESEARCH CORP COM 512807108 $ 2,277,416.50 76,810 LAM RESH CORP COM 512807108 $ 709,524.50 23,930 LAMAR ADVERTISING CO CL A 512815101 $ 25,960.00 590 LAMAR ADVERTISING CO CL A 512815101 $ 2,286,680.00 51,970 LAMAR ADVERTISING CO COM 512815101 $ 567,160.00 12,890 LATTICE SEMICONDUCTOR CORP COM 518415104 $ 5,460,720.00 223,800 LEAR CORP COM 521865105 $ 19,852,271.70 568,833 LEGGETT & PLATT INC COM 524660107 $ 138,789.00 6,300 LEGGETT & PLATT INC COM 524660107 $ 856,636.55 38,885 LEHMAN BROS HLDGS INC COM 524908100 $ 602,472.00 7,800 LEHMAN BROS HLDGS INC COM 524908100 $ 390,062.00 5,050 LEUCADIA NATIONAL CORP COM 527288104 $ 6,502,980.00 200,400 LILLY ELI & CO COM 532457108 $ 17,703,538.00 239,237 LILLY ELI & CO COM 532457108 $ 2,604,800.00 35,200 LILLY ELI & CO COM 532457108 $ 977,762.00 13,213 LILLY ELI & CO COM 532457108 $ 11,395,630.00 153,995 LIMITED INC COM 532716107 $ 227,976.00 13,800 LIMITED INC COM 532716107 $ 359,557.80 21,765 LINCOLN NATL CORP IND COM 534187109 $ 2,850,752.25 55,087 LINCOLN NATL CORP IND COM 534187109 $ 449,862.75 8,693 LINCOLN NATL CORP IND COM 534187109 $ 496,282.50 9,590 LINCOLN NATL CORP IND COM 534187109 $ 8,964,031.50 173,218 LINCOLN NATL CORP IND COM 534187109 $ 3,054,543.75 59,025 LINCOLN NATL CORP IND COM 534187109 $ 208,035.00 4,020 LINCOLN NATL CORP IND COM 534187109 $ 612,202.50 11,830 LINCOLN NATL CORP IND COM 534187109 $ 59,226,840.00 1,144,480 LINEAR TECH CORP COM 535678106 $ 433,356.00 9,800 LINEAR TECH CORP COM 535678106 $ 24,321.00 550 LINEAR TECH CORP COM 535678106 $ 1,160,553.90 26,245 LINEAR TECH CORP COM 535678106 $ 4,290,578.16 97,028 LINEAR TECHNOLOGY CORP COM 535678106 $ 30,179,029.32 682,470 LIZ CLAIBORNE INC COM 539320101 $ 100,900.00 2,000 LOCKHEED MARTIN CORP COM 539830109 $ 470,535.00 12,700 LOEWS CORP COM 540424108 $ 51,544.00 800 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- KOREA TELECOM 1,037,430 4 1,037,430 KOREA TELECOM 19,800 5 19,800 KOREA TELECOM 93,753 6 93,753 KOREA TELECOM 3,142,701 2 3,142,701 KOREA TELECOM 796,774 3 796,774 KOREA TELECOM 3,175,704 1 3,175,704 KPMG CONSULTING INC 125,000 - 1 28,000 97,000 KROGER CO 26,700 9 26,700 KROGER CO 18,000 8 18,000 KROGER CO 6,040 3 6,040 LABORATORY CORP AMER HLDGS NEW 167,240 - 1 51,720 115,520 LAM RESEARCH CORP 76,810 3 76,810 LAM RESH CORP 23,930 - 1 21,140 2,790 LAMAR ADVERTISING CO 590 5 590 LAMAR ADVERTISING CO 51,970 3 51,970 LAMAR ADVERTISING CO 12,890 - 1 9,950 2,940 LATTICE SEMICONDUCTOR CORP 223,800 - 1 67,600 156,200 LEAR CORP 551,233 17,600 1 487,333 81,500 LEGGETT & PLATT INC 6,300 9 6,300 LEGGETT & PLATT INC 38,885 3 38,885 LEHMAN BROS HLDGS INC 7,800 9 7,800 LEHMAN BROS HLDGS INC 5,050 3 5,050 LEUCADIA NATIONAL CORP 200,400 - 1 83,800 116,600 LILLY ELI & CO 236,957 2,280 1 105,321 133,916 LILLY ELI & CO 35,200 9 35,200 LILLY ELI & CO 13,213 8 13,213 LILLY ELI & CO 153,995 3 153,995 LIMITED INC 13,800 9 13,800 LIMITED INC 21,765 3 21,765 LINCOLN NATL CORP IND 55,087 - 1 13,020 42,067 LINCOLN NATL CORP IND 8,693 9 8,693 LINCOLN NATL CORP IND 9,590 4 9,590 LINCOLN NATL CORP IND 173,218 5 173,218 LINCOLN NATL CORP IND 59,025 6 59,025 LINCOLN NATL CORP IND 4,020 8 4,020 LINCOLN NATL CORP IND 11,830 2 11,830 LINCOLN NATL CORP IND 1,144,480 3 1,144,480 LINEAR TECH CORP 9,800 9 9,800 LINEAR TECH CORP 550 4 550 LINEAR TECH CORP 26,245 6 26,245 LINEAR TECH CORP 97,028 3 97,028 LINEAR TECHNOLOGY CORP 677,600 4,870 1 357,880 324,590 LIZ CLAIBORNE INC 2,000 9 2,000 LOCKHEED MARTIN CORP 12,700 9 12,700 LOEWS CORP 800 - 1 800 -
25
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- LOEWS CORP COM 540424108 $ 451,010.00 7,000 LOEWS CORP COM 540424108 $ 501,909.70 7,790 LOUISIANA PAC CORP COM 546347105 $ 16,740,668.91 1,427,167 LOUISIANA PAC CORP COM 546347105 $ 41,055.00 3,500 LOUISIANA PAC CORP COM 546347105 $ 56,069.40 4,780 LOWES COS INC COM 548661107 $ 43,277,148.75 596,514 LOWES COS INC COM 548661107 $ 446,182.50 12,300 LOWES COS INC COM 548661107 $ 273,150.75 7,530 LOWES COS INC COM 548661107 $ 5,655,635.25 155,910 LOWES COS INC COM 548661107 $ 178,110.25 4,910 LOWES COS INC COM 548661107 $ 405,735.88 11,185 LOWES COS INC COM 548661107 $ 6,641,843.68 183,097 LSI LOGIC CORP COM 502161102 $ 176,720.00 9,400 LSI LOGIC CORP COM 502161102 $ 244,400.00 13,000 LUCENT TECH INC COM 549463107 $ 645,715.80 103,980 LUCENT TECH INC COM 549463107 $ 3,353.40 540 LUCENT TECH INC COM 549463107 $ 1,219,327.29 196,349 LUCENT TECH INC COM 549463107 $ 345,797.64 55,684 LUCENT TECHNOLOGIES INC COM 549463107 $ 542,400.03 87,343 LUFKIN INDS INC COM 549764108 $ 469,200.00 17,000 LUXOTTICA GROUP SPA SPONSORED ADR 55068R202 $ 439,696.00 27,481 LUXOTTICA GROUP SPA SPONSORED ADR 55068R202 $ 53,989,184.00 3,374,324 LUXOTTICA GROUP SPA SPONSORED ADR 55068R202 $ 39,314,224.00 2,457,139 MACRONIX INTL LTD SPONSORED ADR 556103109 $ 1,603,009.44 149,256 MACRONIX INTL LTD SPONSORED ADR 556103109 $ 64,440.00 6,000 MACRONIX INTL LTD SPONSORED ADR 556103109 $ 1,616,498.88 150,512 MACRONIX INTL LTD SPONSORED ADR 556103109 $ 1,242,295.80 115,670 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 $ 245,180.00 16,400 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 $ 16,563,852.50 1,107,950 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 $ 12,659,734.75 846,805 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 $ 19,653,673.65 1,314,627 MANOR CARE INC COM 564055101 $ 14,176,375.00 446,500 MANOR CARE INC COM 564055101 $ 111,125.00 3,500 MANUFACTURED HOME CMNTYS INC COM 564682102 $ 10,290,220.00 366,200 MANUFACTURED HOME CMNTYS INC COM 564682102 $ 32,877.00 1,170 MANUFACTURED HOME CMNTYS INC COM 564682102 $ 32,877.00 1,170 MARINE DRILLING COS INC COM PAR $0.01 568240204 $ 1,299,480.00 68,000 MARSH & MCLENNAN COS INC COM 571748102 $ 27,622,692.00 273,492 MARSH & MCLENNAN COS INC COM 571748102 $ 858,500.00 8,500 MARSH & MCLENNAN COS INC COM 571748102 $ 598,930.00 5,930 MARTHA STEWART LIVING CL-A COM 573083102 $ 1,042,965.00 45,150 MARTHA STEWART LIVING OMNIMED CL A 573083102 $ 2,488,563.00 107,730 MASCO CORP COM 574599106 $ 356,928.00 14,300 MASCO CORP COM 574599106 $ 479,880.96 19,226 MASTEC INC COM 576323109 $ 19,078,395.60 1,445,333 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- LOEWS CORP 7,000 9 7,000 LOEWS CORP 7,790 3 7,790 LOUISIANA PAC CORP 1,383,367 43,800 1 1,222,267 204,900 LOUISIANA PAC CORP 3,500 9 3,500 LOUISIANA PAC CORP 4,780 3 4,780 LOWES COS INC 592,749 3,765 1 280,837 315,677 LOWES COS INC 12,300 9 12,300 LOWES COS INC 7,530 4 7,530 LOWES COS INC 155,910 5 155,910 LOWES COS INC 4,910 8 4,910 LOWES COS INC 11,185 2 11,185 LOWES COS INC 183,097 3 183,097 LSI LOGIC CORP 9,400 9 9,400 LSI LOGIC CORP 13,000 8 13,000 LUCENT TECH INC 103,980 9 103,980 LUCENT TECH INC 540 6 540 LUCENT TECH INC 196,349 8 196,349 LUCENT TECH INC 55,684 3 55,684 LUCENT TECHNOLOGIES INC 87,343 - 1 14,500 72,843 LUFKIN INDS INC 17,000 - 1 17,000 - LUXOTTICA GROUP SPA 27,481 2 27,481 LUXOTTICA GROUP SPA 3,374,324 3 3,374,324 LUXOTTICA GROUP SPA 2,457,139 1 2,457,139 MACRONIX INTL LTD 149,256 4 149,256 MACRONIX INTL LTD 6,000 6 6,000 MACRONIX INTL LTD 150,512 2 150,512 MACRONIX INTL LTD 115,670 3 115,670 MAGYAR TAVKOZLESI RT 16,400 5 16,400 MAGYAR TAVKOZLESI RT 1,107,950 2 1,107,950 MAGYAR TAVKOZLESI RT 846,805 3 846,805 MAGYAR TAVKOZLESI RT 1,314,627 1 1,314,627 MANOR CARE INC 446,500 - 1 136,500 310,000 MANOR CARE INC 3,500 9 3,500 MANUFACTURED HOME CMNTYS INC 366,200 - 1 115,500 250,700 MANUFACTURED HOME CMNTYS INC 1,170 5 1,170 MANUFACTURED HOME CMNTYS INC 1,170 3 1,170 MARINE DRILLING COS INC 68,000 8 68,000 MARSH & MCLENNAN COS INC 271,477 2,015 1 143,249 130,243 MARSH & MCLENNAN COS INC 8,500 9 8,500 MARSH & MCLENNAN COS INC 5,930 3 5,930 MARTHA STEWART LIVING CL-A 45,150 - 1 37,340 7,810 MARTHA STEWART LIVING OMNIMED 107,730 3 107,730 MASCO CORP 14,300 9 14,300 MASCO CORP 19,226 3 19,226 MASTEC INC 1,400,833 44,500 1 1,236,933 208,400
26
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- MASTEC INC COM 576323109 $ 10,560.00 800 MATTEL INC COM 577081102 $ 255,420.00 13,500 MAXIM INTEGRATED PRODS INC COM 57772K101 $ 3,271.54 74 MAXIM INTERGRATED PRODS INC COM 57772K101 $ 464,205.00 10,500 MAXIM INTERGRATED PRODS INC COM 57772K101 $ 115,078.63 2,603 MAY DEPT STORES CO COM 577778103 $ 370,008.00 10,800 MAY DEPT STORES CO COM 577778103 $ 887,676.60 25,910 MB FINANCIAL INC COM 55263D107 $ 390,000.00 15,000 MCDONALDS CORP COM 580135101 $ 221,810.82 8,197 MCDONALDS CORP COM 580135101 $ 1,179,816.00 43,600 MCDONALDS CORP COM 580135101 $ 250,846.20 9,270 MCDONALDS CORP COM 580135101 $ 597,349.50 22,075 MCGRAW HILL COS INC COM 580645109 $ 416,745.00 6,300 MCGRAW HILL INC COM 580645109 $ 5,913,810.00 89,400 MCKESSON HBOC INC COM 58155Q103 $ 337,792.00 9,100 MCKESSON HBOC INC COM 58155Q103 $ 74,277.12 2,001 MEAD CORP COM 582834107 $ 1,259,296.00 46,400 MEAD CORP COM 582834107 $ 89,562.00 3,300 MEAD CORP COM 582834107 $ 35,309.14 1,301 MEDICIS PHARM CORP CL A NEW 584690309 $ 26,500.00 500 MEDICIS PHARM CORP CL A NEW 584690309 $ 1,726,740.00 32,580 MEDICIS PHARMACEUTICAL CORP COM 584690309 $ 12,694,825.00 239,525 MEDIMMUNE INC COM 584699102 $ 42,480.00 900 MEDIMMUNE INC COM 584699102 $ 311,520.00 6,600 MEDIMMUNE INC COM 584699102 $ 5,711,294.40 121,002 MEDTRONIC INC COM 585055106 $ 39,009,894.86 847,859 MEDTRONIC INC COM 585055106 $ 1,789,328.90 38,890 MEDTRONIC INC COM 585055106 $ 89,719.50 1,950 MEDTRONIC INC COM 585055106 $ 4,130,777.80 89,780 MEDTRONIC INC COM 585055106 $ 460,100.00 10,000 MEDTRONIC INC COM 585055106 $ 32,000,645.15 695,515 MELLON BK CORP COM 58551A108 $ 851,076.33 18,993 MELLON BK CORP COM 58551A108 $ 639,662.75 14,275 MELLON BK CORP COM 58551A108 $ 17,451,747.41 389,461 MELLON BK CORP COM 58551A108 $ 1,817,000.69 40,549 MELLON BK CORP COM 58551A108 $ 402,169.75 8,975 MELLON BK CORP COM 58551A108 $ 947,507.45 21,145 MELLON BK CORP COM 58551A108 $ 61,745,267.35 1,377,935 MELLON FINANCIAL CORP COM 58551A108 $ 1,003,251.09 22,389 MERCK & CO INC COM 589331107 $ 1,480,539.06 23,166 MERCK & CO INC COM 589331107 $ 4,839,520.84 75,724 MERCK & CO INC COM 589331107 $ 851,281.20 13,320 MERCK & CO INC COM 589331107 $ 16,497,088.30 258,130 MERCK & CO INC COM 589331107 $ 8,770,497.12 137,232 MERCK & CO INC COM 589331107 $ 2,022,112.40 31,640 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- MASTEC INC 800 8 800 MATTEL INC 13,500 9 13,500 MAXIM INTEGRATED PRODS INC 74 - 1 - 74 MAXIM INTERGRATED PRODS INC 10,500 9 10,500 MAXIM INTERGRATED PRODS INC 2,603 3 2,603 MAY DEPT STORES CO 10,800 9 10,800 MAY DEPT STORES CO 25,910 3 25,910 MB FINANCIAL INC 15,000 - 1 15,000 - MCDONALDS CORP 8,197 - 1 1,500 6,697 MCDONALDS CORP 43,600 9 43,600 MCDONALDS CORP 9,270 8 9,270 MCDONALDS CORP 22,075 3 22,075 MCGRAW HILL COS INC 6,300 9 6,300 MCGRAW HILL INC 89,400 - 1 15,200 74,200 MCKESSON HBOC INC 9,100 9 9,100 MCKESSON HBOC INC 2,001 8 2,001 MEAD CORP 46,400 - 1 10,700 35,700 MEAD CORP 3,300 9 3,300 MEAD CORP 1,301 3 1,301 MEDICIS PHARM CORP 500 6 500 MEDICIS PHARM CORP 32,580 3 32,580 MEDICIS PHARMACEUTICAL CORP 239,525 - 1 79,776 159,749 MEDIMMUNE INC 900 - 1 900 - MEDIMMUNE INC 6,600 9 6,600 MEDIMMUNE INC 121,002 3 121,002 MEDTRONIC INC 842,619 5,240 1 400,387 447,472 MEDTRONIC INC 38,890 9 38,890 MEDTRONIC INC 1,950 4 1,950 MEDTRONIC INC 89,780 6 89,780 MEDTRONIC INC 10,000 8 10,000 MEDTRONIC INC 695,515 3 695,515 MELLON BK CORP 18,993 9 18,993 MELLON BK CORP 14,275 4 14,275 MELLON BK CORP 389,461 5 389,461 MELLON BK CORP 40,549 6 40,549 MELLON BK CORP 8,975 8 8,975 MELLON BK CORP 21,145 2 21,145 MELLON BK CORP 1,377,935 3 1,377,935 MELLON FINANCIAL CORP 22,389 - 1 - 22,389 MERCK & CO INC 23,166 - 1 1,580 21,586 MERCK & CO INC 75,724 9 75,724 MERCK & CO INC 13,320 4 13,320 MERCK & CO INC 258,130 5 258,130 MERCK & CO INC 137,232 6 137,232 MERCK & CO INC 31,640 8 31,640
27
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- MERCK & CO INC COM 589331107 $ 959,864.29 15,019 MERCK & CO INC COM 589331107 $ 114,088,616.95 1,785,145 MERCURY INTERACTIVE CORP COM 589405109 $ 304,292.00 5,080 MERCURY INTERACTIVE CORP COM 589405109 $ 149,750.00 2,500 MERCURY INTERACTIVE CORP COM 589405109 $ 878,733.00 14,670 MERIDIAN MED TECH INC COM 589658103 $ 540,600.00 40,800 MERRIL LYNCH & CO INC COM 590188108 $ 1,693,483.50 28,582 MERRIL LYNCH & CO INC COM 590188108 $ 1,067,685.00 18,020 MERRIL LYNCH & CO INC COM 590188108 $ 24,199,359.00 408,428 MERRIL LYNCH & CO INC COM 590188108 $ 152,272.50 2,570 MERRIL LYNCH & CO INC COM 590188108 $ 1,074,795.00 18,140 MERRIL LYNCH & CO INC COM 590188108 $ 1,566,570.00 26,440 MERRIL LYNCH & CO INC COM 590188108 $ 78,146,069.25 1,318,921 MERRILL LYNCH & CO INC COM 590188108 $ 34,472,752.75 581,813 METRIS COS INC COM 591598107 $ 8,074,758.56 239,536 METRIS COS INC COM 591598107 $ 26,968.00 800 METRIS COS INC COM 591598107 $ 4,030,199.05 119,555 METRIS COS INC COM 591598107 $ 483,603.66 14,346 METROMEDIA FIBER NETWORK INC CL A 591689104 $ 239,700.00 117,500 METROMEDIA FIBER NETWORK INC CL A 591689104 $ 940,083.00 460,825 METTLER TOLEDO INTL COM 592688105 $ 551,870.00 12,760 METTLER-TOLEDO INTL INC COM 592688105 $ 7,326,550.00 169,400 MGIC INVT CORP WTS COM 552848103 $ 254,240.00 3,500 MGIC INVT CORP WTS COM 552848103 $ 883,956.16 12,169 MICHAELS STORES INC COM 594087108 $ 14,112,200.00 344,200 MICHAELS STORES INC COM 594087108 $ 1,692,480.00 41,280 MICROMUSE INC COM 595094103 $ 283,678.65 10,135 MICROMUSE INC COM 595094103 $ 310,269.15 11,085 MICRON TECH INC COM 595112103 $ 844,687.20 20,552 MICRON TECH INC COM 595112103 $ 819,534.00 19,940 MICRON TECH INC COM 595112103 $ 19,509,183.60 474,676 MICRON TECH INC COM 595112103 $ 3,071,814.00 74,740 MICRON TECH INC COM 595112103 $ 213,720.00 5,200 MICRON TECH INC COM 595112103 $ 1,167,445.50 28,405 MICRON TECH INC COM 595112103 $ 65,855,598.60 1,602,326 MICRON TECHNOLOGY INC COM 595112103 $ 879,375.60 21,396 MICROSOFT CORP COM 594918104 $ 92,616,122.00 1,268,714 MICROSOFT CORP COM 594918104 $ 12,945,455.00 177,335 MICROSOFT CORP COM 594918104 $ 2,932,775.00 40,175 MICROSOFT CORP COM 594918104 $ 65,890,822.00 902,614 MICROSOFT CORP COM 594918104 $ 9,762,509.00 133,733 MICROSOFT CORP COM 594918104 $ 5,418,498.00 74,226 MICROSOFT CORP COM 594918104 $ 4,060,771.00 55,627 MICROSOFT CORP COM 594918104 $ 243,048,609.00 3,329,433 MIDWEST BANC HOLDINGS COM 598251106 $ 363,850.00 19,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- MERCK & CO INC 15,019 2 15,019 MERCK & CO INC 1,785,145 3 1,785,145 MERCURY INTERACTIVE CORP 5,080 - 1 3,750 1,330 MERCURY INTERACTIVE CORP 2,500 9 2,500 MERCURY INTERACTIVE CORP 14,670 3 14,670 MERIDIAN MED TECH INC 40,800 8 40,800 MERRIL LYNCH & CO INC 28,582 9 28,582 MERRIL LYNCH & CO INC 18,020 4 18,020 MERRIL LYNCH & CO INC 408,428 5 408,428 MERRIL LYNCH & CO INC 2,570 6 2,570 MERRIL LYNCH & CO INC 18,140 8 18,140 MERRIL LYNCH & CO INC 26,440 2 26,440 MERRIL LYNCH & CO INC 1,318,921 3 1,318,921 MERRILL LYNCH & CO INC 577,998 3,815 1 302,024 279,789 METRIS COS INC 239,536 - 1 70,246 169,290 METRIS COS INC 800 6 800 METRIS COS INC 119,555 3 119,555 METRIS COS INC 14,346 1 14,346 METROMEDIA FIBER NETWORK INC 117,500 6 117,500 METROMEDIA FIBER NETWORK INC 460,825 3 460,825 METTLER TOLEDO INTL 12,760 8 12,760 METTLER-TOLEDO INTL INC 169,400 - 1 53,800 115,600 MGIC INVT CORP WTS 3,500 9 3,500 MGIC INVT CORP WTS 12,169 3 12,169 MICHAELS STORES INC 344,200 - 1 113,000 231,200 MICHAELS STORES INC 41,280 3 41,280 MICROMUSE INC 10,135 6 10,135 MICROMUSE INC 11,085 3 11,085 MICRON TECH INC 20,552 9 20,552 MICRON TECH INC 19,940 4 19,940 MICRON TECH INC 474,676 5 474,676 MICRON TECH INC 74,740 6 74,740 MICRON TECH INC 5,200 8 5,200 MICRON TECH INC 28,405 2 28,405 MICRON TECH INC 1,602,326 3 1,602,326 MICRON TECHNOLOGY INC 21,396 - 1 - 21,396 MICROSOFT CORP 1,260,669 8,045 1 611,638 657,076 MICROSOFT CORP 177,335 9 177,335 MICROSOFT CORP 40,175 4 40,175 MICROSOFT CORP 902,614 5 902,614 MICROSOFT CORP 133,733 6 133,733 MICROSOFT CORP 74,226 8 74,226 MICROSOFT CORP 55,627 2 55,627 MICROSOFT CORP 3,329,433 3 3,329,433 MIDWEST BANC HOLDINGS 19,000 - 1 19,000 -
28
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- MILLENNIUM CHEMICALS INC COM 599903101 $ 1,359,918.00 90,360 MILLENNIUM CHEMS INC COM 599903101 $ 427,420.00 28,400 MILLENNIUM PHARM INC COM 599902103 $ 23,127.00 650 MILLENNIUM PHARM INC COM 599902103 $ 10,674.00 300 MILLIPORE CORP COM 601073109 $ 355,145.40 5,730 MILLIPORE CORP COM 601073109 $ 92,970.00 1,500 MILLIPORE CORP COM 601073109 $ 1,100,145.00 17,750 MIM CORP COM 553044108 $ 864,810.00 144,135 MINERALS TECHNOLOGIES INC COM 603158106 $ 21,959,288.36 511,633 MINIMED INC COM 60365K108 $ 50,880.00 1,060 MINIMED INC COM 60365K108 $ 1,457,568.00 30,366 MINIMED INC COM 60365K108 $ 203,424.00 4,238 MINNESOTA MNG & MFG CO COM 604059105 $ 1,373,307.60 12,036 MINNESOTA MNG & MFG CO COM 604059105 $ 1,483,300.00 13,000 MINNESOTA MNG & MFG CO COM 604059105 $ 867,730.50 7,605 MINNESOTA MNG & MFG CO COM 604059105 $ 21,022,126.30 184,243 MINNESOTA MNG & MFG CO COM 604059105 $ 681,747.50 5,975 MINNESOTA MNG & MFG CO COM 604059105 $ 1,327,781.70 11,637 MINNESOTA MNG & MFG CO COM 604059105 $ 18,447,916.20 161,682 MIRANT CORP COM 604675108 $ 472,828.00 13,745 MNBA CORP COM 55262L100 $ 851,400.00 25,800 MNBA CORP COM 55262L100 $ 184,800.00 5,600 MNBA CORP COM 55262L100 $ 1,291,389.00 39,133 MOHAWK INDS INC COM 608190104 $ 18,800,320.00 534,100 MONSANTO CO COM 61166W101 $ 2,016,500.00 54,500 MOORE LTD COM 615785102 $ 817,878.00 150,900 MORGAN STANLEY DEAN WITTER COM 617446448 $ 38,538.00 600 MORGAN STANLEY DEAN WITTER & CO COM NEW 617446448 $ 2,363,664.00 36,800 MORGAN STANLEY DEAN WITTER & CO COM NEW 617446448 $ 2,998,256.40 46,680 MOTOROLA INC COM 620076109 $ 689,442.88 41,633 MOTOROLA INC COM 620076109 $ 1,166,983.20 70,470 MOTOROLA INC COM 620076109 $ 200,541.60 12,110 MOTOROLA INC COM 620076109 $ 6,192,893.52 373,967 MOTOROLA INC COM 620076109 $ 14,208.48 858 MOTOROLA INC COM 620076109 $ 3,030,629.04 183,009 MOTOROLA INC COM 620076109 $ 269,100.00 16,250 MOTOROLA INC COM 620076109 $ 23,562,048.24 1,422,829 MOVIE GALLERY INC COM 624581104 $ 3,618,000.00 200,000 MRV COMM INC COM 553477100 $ 378,207.50 40,450 MYLAN LABS INC COM 628530107 $ 1,153,330.00 41,000 NABORS INDS INC COM 629568106 $ 331,080.00 8,900 NABORS INDS INC COM 629568106 $ 167,400.00 4,500 NABORS INDS INC COM 629568106 $ 40,920.00 1,100 NABORS INDS INC COM 629568106 $ 1,147,248.00 30,840 NASH FINCH CO COM 631158102 $ 283,200.00 12,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- MILLENNIUM CHEMICALS INC 90,360 3 90,360 MILLENNIUM CHEMS INC 28,400 - 1 28,400 - MILLENNIUM PHARM INC 650 6 650 MILLENNIUM PHARM INC 300 8 300 MILLIPORE CORP 5,730 - 1 4,720 1,010 MILLIPORE CORP 1,500 9 1,500 MILLIPORE CORP 17,750 3 17,750 MIM CORP 144,135 3 144,135 MINERALS TECHNOLOGIES INC 495,733 15,900 1 438,533 73,100 MINIMED INC 1,060 5 1,060 MINIMED INC 30,366 3 30,366 MINIMED INC 4,238 1 4,238 MINNESOTA MNG & MFG CO 12,036 - 1 - 12,036 MINNESOTA MNG & MFG CO 13,000 9 13,000 MINNESOTA MNG & MFG CO 7,605 4 7,605 MINNESOTA MNG & MFG CO 184,243 5 184,243 MINNESOTA MNG & MFG CO 5,975 8 5,975 MINNESOTA MNG & MFG CO 11,637 2 11,637 MINNESOTA MNG & MFG CO 161,682 3 161,682 MIRANT CORP 13,745 - 1 9,885 3,860 MNBA CORP 25,800 9 25,800 MNBA CORP 5,600 8 5,600 MNBA CORP 39,133 3 39,133 MOHAWK INDS INC 517,800 16,300 1 457,400 76,700 MONSANTO CO 54,500 - 1 12,800 41,700 MOORE LTD 150,900 - 1 150,900 - MORGAN STANLEY DEAN WITTER 600 - 1 600 - MORGAN STANLEY DEAN WITTER & CO 36,800 9 36,800 MORGAN STANLEY DEAN WITTER & CO 46,680 3 46,680 MOTOROLA INC 41,633 - 1 60 41,573 MOTOROLA INC 70,470 9 70,470 MOTOROLA INC 12,110 4 12,110 MOTOROLA INC 373,967 5 373,967 MOTOROLA INC 858 6 858 MOTOROLA INC 183,009 8 183,009 MOTOROLA INC 16,250 2 16,250 MOTOROLA INC 1,422,829 3 1,422,829 MOVIE GALLERY INC 200,000 - 1 200,000 - MRV COMM INC 40,450 8 40,450 MYLAN LABS INC 41,000 8 41,000 NABORS INDS INC 8,900 - 1 7,220 1,680 NABORS INDS INC 4,500 9 4,500 NABORS INDS INC 1,100 8 1,100 NABORS INDS INC 30,840 3 30,840 NASH FINCH CO 12,000 - 1 12,000 -
29
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- NATIONAL CITY CORP COM 635405103 $ 715,635.00 23,250 NATIONAL CITY CORP COM 635405103 $ 612,522.00 19,900 NATIONAL DATA CORP COM 635621105 $ 6,593,400.00 203,500 NATIONAL HEALTHCARE CORP COM 635906100 $ 885,000.00 50,000 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 5,824.00 200 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 157,248.00 5,400 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 58,240.00 2,000 NATIONAL SEMICONDUCTOR CORP COM 637640103 $ 110,219.20 3,785 NATIONAL-OILWELL INC COM 637071101 $ 1,452,560.00 54,200 NATIONWIDE FINL SVCS INC COM 638612101 $ 2,125,755.00 48,700 NAVISTAR INTL CORP NEW COM 63934E108 $ 302,819.45 10,765 NAVISTAR INTL CORP NEW COM 63934E108 $ 19,691.00 700 NDS GROUP PLC SPONSORED ADR 628891103 $ 5,468,205.60 161,304 NDS GROUP PLC SPONSORED ADR 628891103 $ 7,078,489.50 208,805 NETEGRITY INC COM 64110P107 $ 173,700.00 5,790 NETEGRITY INC COM 64110P107 $ 9,000.00 300 NETEGRITY INC COM 64110P107 $ 471,600.00 15,720 NETWORK APPLIANCE INC COM 64120L104 $ 13,426.00 980 NETWORK APPLIANCE INC COM 64120L104 $ 131,520.00 9,600 NETWORK APPLIANCE INC COM 64120L104 $ 484,432.00 35,360 NETWORK APPLIANCE INC COM 64120L104 $ 216,884.70 15,831 NETWORKS ASSOCS INC COM 640938106 $ 398,400.00 32,000 NEUROGEN CORP COM 64124E106 $ 6,265.35 273 NEUROGEN CORP COM 64124E106 $ 407,339.55 17,749 NEWELL RUBBERMAID CO COM 651192106 $ 732,920.00 29,200 NEWELL RUBBERMAID INC COM 651229106 $ 228,410.00 9,100 NEWELL RUBBERMAID INC COM 651229106 $ 1,516,542.00 60,420 NEWMONT MINING CORP COM 651639106 $ 100,494.00 5,400 NEWMONT MINING CORP COM 651639106 $ 69,787.50 3,750 NEWMONT MINING CORP COM 651639106 $ 159,580.75 8,575 NEWMONT MINING CORP COM 651639106 $ 70,289.97 3,777 NEWPORT CORP COM 651824104 $ 331,647.50 12,515 NEWPORT CORP COM 651824104 $ 4,585,825.00 173,050 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 374,500.00 21,400 NEXTEL COMMUNICATIONS INC CL A 65332V103 $ 17,850.00 1,020 NICE SYS LTD SPONSORED ADR 653656108 $ 3,084,003.00 239,070 NICE SYS LTD SPONSORED ADR 653656108 $ 542,122.50 42,025 NICE SYS LTD SPONSORED ADR 653656108 $ 3,005,313.00 232,970 NOKIA CORP SPONSORED ADR 654902204 $ 246,974.70 11,130 NORDIC AMER TANKER SHIPPING COM G65773106 $ 551,478.00 32,100 NORFOLK SOUTHERN CORP COM 655844108 $ 255,225.00 12,300 NORFOLK SOUTHERN CORP COM 655844108 $ 339,470.00 16,360 NORTEL INVERSORA SA SPON ADR PFD B 656567401 $ 60,146.00 5,800 NORTEL INVERSORA SA SPON ADR PFD B 656567401 $ 220,881.00 21,300 NORTH AMERN SCIENTIFIC INC COM 65715D100 $ 1,151,445.00 79,410 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- NATIONAL CITY CORP - 23,250 1 - 23,250 NATIONAL CITY CORP 19,900 9 19,900 NATIONAL DATA CORP 203,500 - 1 62,800 140,700 NATIONAL HEALTHCARE CORP 50,000 - 1 50,000 - NATIONAL SEMICONDUCTOR CORP 200 - 1 200 - NATIONAL SEMICONDUCTOR CORP 5,400 9 5,400 NATIONAL SEMICONDUCTOR CORP 2,000 8 2,000 NATIONAL SEMICONDUCTOR CORP 3,785 3 3,785 NATIONAL-OILWELL INC 54,200 - 1 12,200 42,000 NATIONWIDE FINL SVCS INC 48,700 - 1 11,100 37,600 NAVISTAR INTL CORP NEW 10,765 9 10,765 NAVISTAR INTL CORP NEW 700 8 700 NDS GROUP PLC 161,304 3 161,304 NDS GROUP PLC 208,805 1 208,805 NETEGRITY INC 5,790 - 1 4,740 1,050 NETEGRITY INC 300 8 300 NETEGRITY INC 15,720 3 15,720 NETWORK APPLIANCE INC 980 - 1 900 80 NETWORK APPLIANCE INC 9,600 9 9,600 NETWORK APPLIANCE INC 35,360 8 35,360 NETWORK APPLIANCE INC 15,831 3 15,831 NETWORKS ASSOCS INC 32,000 8 32,000 NEUROGEN CORP 273 8 273 NEUROGEN CORP 17,749 3 17,749 NEWELL RUBBERMAID CO 29,200 - 1 23,030 6,170 NEWELL RUBBERMAID INC 9,100 9 9,100 NEWELL RUBBERMAID INC 60,420 3 60,420 NEWMONT MINING CORP 5,400 9 5,400 NEWMONT MINING CORP 3,750 6 3,750 NEWMONT MINING CORP 8,575 8 8,575 NEWMONT MINING CORP 3,777 3 3,777 NEWPORT CORP 12,515 6 12,515 NEWPORT CORP 173,050 3 173,050 NEXTEL COMMUNICATIONS INC 21,400 9 21,400 NEXTEL COMMUNICATIONS INC 1,020 8 1,020 NICE SYS LTD 239,070 2 239,070 NICE SYS LTD 42,025 3 42,025 NICE SYS LTD 232,970 1 232,970 NOKIA CORP 11,130 8 11,130 NORDIC AMER TANKER SHIPPING 32,100 - 1 32,100 - NORFOLK SOUTHERN CORP 12,300 9 12,300 NORFOLK SOUTHERN CORP 16,360 3 16,360 NORTEL INVERSORA SA 5,800 2 5,800 NORTEL INVERSORA SA 21,300 1 21,300 NORTH AMERN SCIENTIFIC INC 79,410 3 79,410
30
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- NORTH FORK BANCORP INC N Y COM 659424105 $ 10,814,040.00 348,840 NORTH FORK BANCORPORATION NY COM 659424105 $ 3,803,080.00 122,680 NORTHROP GRUMMAN CORP COM 666807102 $ 1,666,080.00 20,800 NORTHROP GRUMMAN CORP COM 666807102 $ 212,265.00 2,650 NOVELLUS SYS INC COM 670008101 $ 235,678.50 4,150 NUCOR CORP COM 670346105 $ 136,892.00 2,800 NUCOR CORP COM 670346105 $ 633,858.85 12,965 NVIDIA CORP COM 67066G104 $ 466,532.50 5,030 OAK TECHNOLOGY INC COM 671802106 $ 5,877,450.00 555,000 OCCIDENTAL PETE CORP DEL COM 674599105 $ 297,808.00 11,200 OCCIDENTAL PETE CORP DEL COM 674599105 $ 239,310.00 9,000 OCCIDENTAL PETE CORP DEL COM 674599105 $ 629,863.92 23,688 OCULAR SCIENCES INC COM 675744106 $ 254,000.00 10,000 ODYSSEY RE HOLDINGS CORP COM 67612W108 $ 6,324,500.00 350,000 OFFICE DEPOT INC COM 676220106 $ 125,598.00 12,100 OFFICE DEPOT INC COM 676220106 $ 103,800.00 10,000 OM GROUP INC COM 670872100 $ 15,410,643.75 273,967 OMNICARE INC COM 681904108 $ 15,499,460.00 767,300 OMNICARE INC COM 681904108 $ 230,280.00 11,400 OPEN JT STK CO-VIMPEL COMMUNICATIONS SPONSORED ADR 68370R109 $ 3,729,008.40 227,240 OPEN JT STK CO-VIMPEL COMMUNICATIONS SPONSORED ADR 68370R109 $ 4,384,998.15 267,215 OPEN JT STK CO-VIMPEL COMMUNICATIONS SPONSORED ADR 68370R109 $ 3,818,278.80 232,680 OPTION CARE INC COM 683948103 $ 1,489,600.00 98,000 ORACLE CORP COM 68389X105 $ 28,505,320.00 1,500,280 ORACLE CORP COM 68389X105 $ 3,391,500.00 178,500 ORACLE CORP COM 68389X105 $ 1,042,340.00 54,860 ORACLE CORP COM 68389X105 $ 23,045,062.00 1,212,898 ORACLE CORP COM 68389X105 $ 41,040.00 2,160 ORACLE CORP COM 68389X105 $ 3,011,880.00 158,520 ORACLE CORP COM 68389X105 $ 1,596,665.00 84,035 ORACLE CORP COM 68389X105 $ 28,320,488.00 1,490,552 ORIENT EXPRESS HOTELS LTD-A COM G67743107 $ 501,858.00 22,760 OUTBACK STEAKHOUSE COM 689899102 $ 1,327,968.00 46,110 OUTBACK STEAKHOUSE INC COM 689899102 $ 542,880.00 18,850 OXFORD INDS INC COM 691497309 $ 440,000.00 20,000 PARAMETRIC TECH CORP COM 699173100 $ 121,713.00 8,700 PARAMETRIC TECH CORP COM 699173100 $ 6,995.00 500 PARAMETRIC TECHNOLOGY CORP COM 699173100 $ 2,853,960.00 204,000 PARKER DRILLING CO COM 701081101 $ 650,000.00 100,000 PARKER HANNIFIN CORP COM 701094104 $ 365,408.40 8,610 PARKER HANNIFIN CORP COM 701094104 $ 148,540.00 3,500 PARKER HANNIFIN CORP COM 701094104 $ 63,235.60 1,490 PARKER HANNIFIN CORP COM 701094104 $ 66,206.40 1,560 PARTNERE LTD COM G6852T105 $ 509,680.00 9,200 PARTNERRE LTD COM G6852T105 $ 33,184.60 599 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- NORTH FORK BANCORP INC N Y 348,840 - 1 113,800 235,040 NORTH FORK BANCORPORATION NY 122,680 3 122,680 NORTHROP GRUMMAN CORP 20,800 - 1 4,800 16,000 NORTHROP GRUMMAN CORP 2,650 9 2,650 NOVELLUS SYS INC 4,150 9 4,150 NUCOR CORP 2,800 9 2,800 NUCOR CORP 12,965 3 12,965 NVIDIA CORP 5,030 3 5,030 OAK TECHNOLOGY INC 555,000 - 1 179,100 375,900 OCCIDENTAL PETE CORP DEL 11,200 9 11,200 OCCIDENTAL PETE CORP DEL 9,000 6 9,000 OCCIDENTAL PETE CORP DEL 23,688 3 23,688 OCULAR SCIENCES INC 10,000 - 1 10,000 - ODYSSEY RE HOLDINGS CORP 350,000 - 1 107,200 242,800 OFFICE DEPOT INC 12,100 9 12,100 OFFICE DEPOT INC 10,000 6 10,000 OM GROUP INC 265,567 8,400 1 233,867 40,100 OMNICARE INC 767,300 - 1 211,700 555,600 OMNICARE INC 11,400 8 11,400 OPEN JT STK CO-VIMPEL COMMUNICAT 227,240 2 227,240 OPEN JT STK CO-VIMPEL COMMUNICAT 267,215 3 267,215 OPEN JT STK CO-VIMPEL COMMUNICAT 232,680 1 232,680 OPTION CARE INC 98,000 - 1 98,000 - ORACLE CORP 1,490,890 9,390 1 706,278 794,002 ORACLE CORP 178,500 9 178,500 ORACLE CORP 54,860 4 54,860 ORACLE CORP 1,212,898 5 1,212,898 ORACLE CORP 2,160 6 2,160 ORACLE CORP 158,520 8 158,520 ORACLE CORP 84,035 2 84,035 ORACLE CORP 1,490,552 3 1,490,552 ORIENT EXPRESS HOTELS LTD-A 22,760 - 1 14,005 8,755 OUTBACK STEAKHOUSE 46,110 3 46,110 OUTBACK STEAKHOUSE INC 18,850 - 1 17,180 1,670 OXFORD INDS INC 20,000 - 1 20,000 - PARAMETRIC TECH CORP 8,700 9 8,700 PARAMETRIC TECH CORP 500 8 500 PARAMETRIC TECHNOLOGY CORP 204,000 - 1 44,300 159,700 PARKER DRILLING CO 100,000 8 100,000 PARKER HANNIFIN CORP 8,610 - 1 6,040 2,570 PARKER HANNIFIN CORP 3,500 9 3,500 PARKER HANNIFIN CORP 1,490 8 1,490 PARKER HANNIFIN CORP 1,560 3 1,560 PARTNERE LTD 9,200 - 1 9,200 - PARTNERRE LTD 599 9 599
31
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- PARTNERRE LTD COM G6852T105 $ 59,278.00 1,070 PARTNERRE LTD COM G6852T105 $ 1,704,214.80 30,762 PARTNERRE LTD COM G6852T105 $ 16,805,423.80 303,347 PATTERSON-UTI ENERGY INC COM 703481101 $ 6,831,701.00 382,300 PAYCHEX INC COM 704326107 $ 58,000.00 1,450 PAYCHEX INC COM 704326107 $ 474,000.00 11,850 PAYCHEX INC COM 704326107 $ 971,080.00 24,277 PEABODY ENERGY CORP COM 704549104 $ 3,193,125.00 97,500 PENTAIR INC COM 709631105 $ 10,542,220.00 311,900 PENTON MEDIA INC COM 709668107 $ 2,975,000.00 170,000 PEOPLES ENERGY CORP COM 711030106 $ 44,220.00 1,100 PEOPLESOFT INC COM 712713106 $ 383,994.00 7,800 PEOPLESOFT INC COM 712713106 $ 169,351.20 3,440 PEOPLESOFT INC COM 712713106 $ 561,222.00 11,400 PEOPLESOFT INC COM 712713106 $ 3,322,532.70 67,490 PEPSICO INC COM 713448108 $ 37,240,180.80 842,538 PEPSICO INC COM 713448108 $ 2,247,172.20 50,841 PEPSICO INC COM 713448108 $ 552,942.00 12,510 PEPSICO INC COM 713448108 $ 8,780,772.00 198,660 PEPSICO INC COM 713448108 $ 5,194,605.00 117,525 PEPSICO INC COM 713448108 $ 1,513,629.00 34,245 PEPSICO INC COM 713448108 $ 582,865.40 13,187 PEPSICO INC COM 713448108 $ 85,623,577.00 1,937,185 PEPSI-GEMEX SA DE CV GDR REP ORD 713435105 $ 308,040.00 51,000 PERFORMANCE FOOD GROUP CO COM 713755106 $ 18,430,950.00 669,000 PERICOM SEMICONDUCTOR CORP COM 713831105 $ 3,507,132.00 223,100 PERKINELMER INC COM 714046109 $ 10,304,974.54 374,318 PERKINELMER INC COM 714046109 $ 82,590.00 3,000 PERKINELMER INC COM 714046109 $ 25,878.20 940 PERKINELMER INC COM 714046109 $ 1,580,882.72 57,424 PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 $ 67,125.00 7,500 PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 $ 306,537.50 34,250 PFIZER INC COM 717081103 $ 77,180,875.51 1,927,110 PFIZER INC COM 717081103 $ 8,371,130.85 209,017 PFIZER INC COM 717081103 $ 2,126,655.00 53,100 PFIZER INC COM 717081103 $ 50,318,499.60 1,256,392 PFIZER INC COM 717081103 $ 10,674,126.00 266,520 PFIZER INC COM 717081103 $ 7,353,019.80 183,596 PFIZER INC COM 717081103 $ 2,727,765.45 68,109 PFIZER INC COM 717081103 $ 215,434,156.50 5,379,130 PHARMACIA CORPORATION COM 71713U102 $ 32,109,104.95 698,780 PHAR-MOR INC COM NEW 717113203 $ 180,900.00 201,000 PHARMOS CORP COM NEW 717139208 $ 107,250.00 28,600 PHELPS DODGE CORP COM 717265102 $ 103,750.00 2,500 PHELPS DODGE CORP COM 717265102 $ 50,132.00 1,208 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- PARTNERRE LTD 1,070 4 1,070 PARTNERRE LTD 30,762 6 30,762 PARTNERRE LTD 303,347 3 303,347 PATTERSON-UTI ENERGY INC 382,300 - 1 126,600 255,700 PAYCHEX INC 1,450 - 1 1,450 - PAYCHEX INC 11,850 9 11,850 PAYCHEX INC 24,277 3 24,277 PEABODY ENERGY CORP 97,500 - 1 30,300 67,200 PENTAIR INC 311,900 - 1 92,900 219,000 PENTON MEDIA INC 164,900 5,100 1 146,000 24,000 PEOPLES ENERGY CORP 1,100 9 1,100 PEOPLESOFT INC 7,800 9 7,800 PEOPLESOFT INC 3,440 6 3,440 PEOPLESOFT INC 11,400 8 11,400 PEOPLESOFT INC 67,490 3 67,490 PEPSICO INC 836,408 6,130 1 432,483 410,055 PEPSICO INC 50,841 9 50,841 PEPSICO INC 12,510 4 12,510 PEPSICO INC 198,660 5 198,660 PEPSICO INC 117,525 6 117,525 PEPSICO INC 34,245 8 34,245 PEPSICO INC 13,187 2 13,187 PEPSICO INC 1,937,185 3 1,937,185 PEPSI-GEMEX SA DE CV 51,000 2 51,000 PERFORMANCE FOOD GROUP CO 669,000 - 1 208,200 460,800 PERICOM SEMICONDUCTOR CORP 223,100 - 1 63,700 159,400 PERKINELMER INC 374,318 - 1 126,368 247,950 PERKINELMER INC 3,000 9 3,000 PERKINELMER INC 940 5 940 PERKINELMER INC 57,424 3 57,424 PERUSAHAAN PERS INDO SATELLITE 7,500 5 7,500 PERUSAHAAN PERS INDO SATELLITE 34,250 6 34,250 PFIZER INC 1,916,202 10,908 1 900,928 1,026,182 PFIZER INC 209,017 9 209,017 PFIZER INC 53,100 4 53,100 PFIZER INC 1,256,392 5 1,256,392 PFIZER INC 266,520 6 266,520 PFIZER INC 183,596 8 183,596 PFIZER INC 68,109 2 68,109 PFIZER INC 5,379,130 3 5,379,130 PHARMACIA CORPORATION 693,870 4,910 1 366,573 332,207 PHAR-MOR INC 201,000 8 201,000 PHARMOS CORP 28,600 8 28,600 PHELPS DODGE CORP 2,500 9 2,500 PHELPS DODGE CORP 1,208 6 1,208
32
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- PHELPS DODGE CORP COM 717265102 $ 29,050.00 700 PHILADELPHIA SUBN CORP COM 718009608 $ 21,280,591.55 834,533 PHILIP MORRIS COS INC COM 718154107 $ 1,706,824.00 33,632 PHILIP MORRIS COS INC COM 718154107 $ 3,782,938.50 76,423 PHILIP MORRIS COS INC COM 718154107 $ 1,244,925.00 25,150 PHILIP MORRIS COS INC COM 718154107 $ 42,024,312.00 848,976 PHILIP MORRIS COS INC COM 718154107 $ 2,854,665.00 57,670 PHILIP MORRIS COS INC COM 718154107 $ 3,661,515.00 73,970 PHILIP MORRIS COS INC COM 718154107 $ 1,423,372.50 28,755 PHILIP MORRIS COS INC COM 718154107 $ 113,491,323.00 2,292,754 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 $ 659,984.70 46,974 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 $ 44,960.00 3,200 PHILLIPS PETE CO COM 718507106 $ 467,400.00 8,200 PHILLIPS PETE CO COM 718507106 $ 417,810.00 7,330 PHOENIX COMPANIES INC COM 7.19E+113 $ 3,344,280.00 179,800 PIER 1 IMPORTS INC COM 720279108 $ 543,835.00 47,290 PIER 1 IMPORTS INC COM 720279108 $ 1,154,715.00 100,410 PITNEY BOWES INC COM 724479100 $ 362,232.00 8,600 PITNEY BOWES INC COM 724479100 $ 790,086.96 18,758 PLAINS RES INC COM 726540503 $ 20,825,592.00 867,733 PLANAR SYS INC COM 726900103 $ 1,683,500.00 65,000 PLANTRONICS INC NEW COM 727493108 $ 9,542,430.00 412,200 PLEXUS CORP COM 729132100 $ 8,781,300.00 266,100 PMI GROUP INC COM 69344M101 $ 2,200,871.40 30,290 PMI GROUP INC COM 69344M101 $ 302,265.60 4,160 PNC BK CORP COM 693475105 $ 42,368.86 644 PNC BK CORP COM 693475105 $ 644,742.00 9,800 PNC BK CORP COM 693475105 $ 270,396.90 4,110 POHANG IRON & STL LTD SPONSORED ADR 730450103 $ 522,974.40 26,520 POHANG IRON & STL LTD SPONSORED ADR 730450103 $ 187,340.00 9,500 POHANG IRON & STL LTD SPONSORED ADR 730450103 $ 4,555,320.00 231,000 POHANG IRON & STL LTD SPONSORED ADR 730450103 $ 13,210,428.00 669,900 POHANG IRON & STL LTD SPONSORED ADR 730450103 $ 10,904,568.40 552,970 POHANG IRON & STL LTD SPONSORED ADR 730450103 $ 7,476,049.20 379,110 POLYMEDICA CORP COM 731738100 $ 2,055,091.50 50,743 POMEROY COMPUTER RES INC COM 731822102 $ 252,200.00 20,000 POTOMAC ELEC PWR CO COM 737679100 $ 357,522.80 17,090 POWER-ONE INC COM 739308104 $ 4,168,320.00 250,500 POWER-ONE INC COM 739308104 $ 38,272.00 2,300 PPG INDS INC COM 693506107 $ 294,392.00 5,600 PPG INDS INC COM 693506107 $ 832,708.80 15,840 PRAXAIR INC COM 74005P104 $ 239,700.00 5,100 PRECISE SOFTWARE COM M41450103 $ 384,210.50 12,515 PRECISION DRILLING CORP COM 74022D100 $ 999,680.00 32,000 PRIORITY HEALTHCARE CORP CL B 74264T102 $ 1,900,981.60 67,220 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- PHELPS DODGE CORP 700 3 700 PHILADELPHIA SUBN CORP 808,783 25,750 1 715,533 119,000 PHILIP MORRIS COS INC 33,632 - 1 - 33,632 PHILIP MORRIS COS INC 76,423 9 76,423 PHILIP MORRIS COS INC 25,150 4 25,150 PHILIP MORRIS COS INC 848,976 5 848,976 PHILIP MORRIS COS INC 57,670 6 57,670 PHILIP MORRIS COS INC 73,970 8 73,970 PHILIP MORRIS COS INC 28,755 2 28,755 PHILIP MORRIS COS INC 2,292,754 3 2,292,754 PHILIPPINE LONG DISTANCE TEL 46,974 2 46,974 PHILIPPINE LONG DISTANCE TEL 3,200 3 3,200 PHILLIPS PETE CO 8,200 9 8,200 PHILLIPS PETE CO 7,330 3 7,330 PHOENIX COMPANIES INC 179,800 - 1 48,400 131,400 PIER 1 IMPORTS INC 47,290 - 1 40,910 6,380 PIER 1 IMPORTS INC 100,410 3 100,410 PITNEY BOWES INC 8,600 9 8,600 PITNEY BOWES INC 18,758 3 18,758 PLAINS RES INC 838,333 29,400 1 741,733 126,000 PLANAR SYS INC 65,000 - 1 65,000 - PLANTRONICS INC NEW 412,200 - 1 127,600 284,600 PLEXUS CORP 266,100 - 1 79,900 186,200 PMI GROUP INC 30,290 3 30,290 PMI GROUP INC 4,160 1 4,160 PNC BK CORP 644 - 1 110 534 PNC BK CORP 9,800 9 9,800 PNC BK CORP 4,110 3 4,110 POHANG IRON & STL LTD 26,520 4 26,520 POHANG IRON & STL LTD 9,500 5 9,500 POHANG IRON & STL LTD 231,000 6 231,000 POHANG IRON & STL LTD 669,900 2 669,900 POHANG IRON & STL LTD 552,970 3 552,970 POHANG IRON & STL LTD 379,110 1 379,110 POLYMEDICA CORP 50,743 3 50,743 POMEROY COMPUTER RES INC 20,000 - 1 20,000 - POTOMAC ELEC PWR CO 17,090 3 17,090 POWER-ONE INC 250,500 - 1 75,400 175,100 POWER-ONE INC 2,300 9 2,300 PPG INDS INC 5,600 9 5,600 PPG INDS INC 15,840 3 15,840 PRAXAIR INC 5,100 9 5,100 PRECISE SOFTWARE 12,515 - 1 9,715 2,800 PRECISION DRILLING CORP 32,000 - 1 32,000 - PRIORITY HEALTHCARE CORP 67,220 3 67,220
33
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- PRIORITY HEALTHCARE CORP COM 74264T102 $ 5,956,616.40 210,630 PROCTER & GAMBLE CO COM 742718109 $ 28,661,195.40 449,235 PROCTER & GAMBLE CO COM 742718109 $ 2,799,033.60 43,872 PROCTER & GAMBLE CO COM 742718109 $ 169,708.00 2,660 PROCTER & GAMBLE CO COM 742718109 $ 19,053,870.00 298,650 PROCTER & GAMBLE CO COM 742718109 $ 59,972.00 940 PROCTER & GAMBLE CO COM 742718109 $ 692,995.60 10,862 PROCTER & GAMBLE CO COM 742718109 $ 289,652.00 4,540 PROCTER & GAMBLE CO COM 742718109 $ 41,575,014.80 651,646 PROFESSIONAL DETAILING INC COM 74312N107 $ 6,108,800.00 66,400 PROFESSIONAL STAFF PLC SPONSORED ADR 74315R105 $ 374,970.00 86,200 PROGRESS SOFTWARE CORP COM 743312100 $ 8,936,017.20 551,606 PROTECTIVE LIFE CORP COM 743674103 $ 33,822,382.79 984,067 PROTECTIVE LIFE CORP COM 743674103 $ 34,370.00 1,000 PROTECTIVE LIFE CORP COM 743674103 $ 34,370.00 1,000 PROTEIN DESIGN LABS INC COM 74369L103 $ 972,926.64 11,214 PROTEIN DESIGN LABS INC COM 74369L103 $ 29,498.40 340 PROTEIN DESIGN LABS INC COM 74369L103 $ 773,031.60 8,910 PROTEIN DESIGN LABS INC COM 74369L103 $ 4,014,124.92 46,267 PROVIDIAN FINL CORP COM 74406A102 $ 282,976.00 4,780 PROVIDIAN FINL CORP COM 74406A102 $ 544,640.00 9,200 PROVIDIAN FINL CORP COM 74406A102 $ 1,020,608.00 17,240 PROVINCE HEALTHCARE CO COM 743977100 $ 4,457,127.00 126,300 PURE RESOURCES INC COM 7.46E+106 $ 14,876,191.48 826,455 QUAKER CHEM CORP COM 747316107 $ 570,000.00 30,000 QUAKER CITY BANCORP INC COM 74731K106 $ 1,785,882.00 60,600 QUALCOMM INC COM 747525103 $ 628,601.52 10,749 QUALCOMM INC COM 747525103 $ 1,413,937.26 24,174 QUALCOMM INC COM 747525103 $ 21,056.40 360 QUALCOMM INC COM 747525103 $ 1,141,432.35 19,515 QUALCOMM INC COM 747525103 $ 277,242.60 4,740 QUALCOMM INC COM 747525103 $ 18,118,330.32 309,768 QUANTA SVCS INC COM 7.48E+106 $ 1,765,404.00 80,100 QUEST DIAGNOSTICS INC COM 74834L100 $ 12,313,723.20 164,512 QWEST COMMUNICATIONS INTL COM 749121109 $ 39,401,087.53 1,236,305 QWEST COMMUNICATIONS INTL INC COM 749121109 $ 1,788,480.66 56,118 QWEST COMMUNICATIONS INTL INC COM 749121109 $ 50,992.00 1,600 QWEST COMMUNICATIONS INTL INC COM 749121109 $ 1,896,743.05 59,515 QWEST COMMUNICATIONS INTL INC COM 749121109 $ 56,824.21 1,783 QWEST COMMUNICATIONS INTL INC COM 749121109 $ 68,683,483.18 2,155,114 RADIAN GROUP INC COM 750236101 $ 68,765.00 1,700 RADIAN GROUP INC COM 750236101 $ 1,938,364.00 47,920 RADIAN GROUP INC COM 750236101 $ 684,899.40 16,932 RALSTON PURINA CO COM RAL-PUR GP 751277302 $ 312,208.00 10,400 RARE HOSPITALITY INTL INC COM 753820109 $ 904,000.00 40,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- PRIORITY HEALTHCARE CORP 210,630 - 1 77,500 133,130 PROCTER & GAMBLE CO 446,385 2,850 1 215,753 233,482 PROCTER & GAMBLE CO 43,872 9 43,872 PROCTER & GAMBLE CO 2,660 4 2,660 PROCTER & GAMBLE CO 298,650 5 298,650 PROCTER & GAMBLE CO 940 6 940 PROCTER & GAMBLE CO 10,862 8 10,862 PROCTER & GAMBLE CO 4,540 2 4,540 PROCTER & GAMBLE CO 651,646 3 651,646 PROFESSIONAL DETAILING INC 66,400 - 1 21,100 45,300 PROFESSIONAL STAFF PLC 86,200 8 86,200 PROGRESS SOFTWARE CORP 551,606 - 1 169,200 382,406 PROTECTIVE LIFE CORP 957,067 27,000 1 836,167 147,900 PROTECTIVE LIFE CORP 1,000 5 1,000 PROTECTIVE LIFE CORP 1,000 3 1,000 PROTEIN DESIGN LABS INC 11,214 - 1 9,304 1,910 PROTEIN DESIGN LABS INC 340 5 340 PROTEIN DESIGN LABS INC 8,910 8 8,910 PROTEIN DESIGN LABS INC 46,267 3 46,267 PROVIDIAN FINL CORP 4,780 - 1 3,850 930 PROVIDIAN FINL CORP 9,200 9 9,200 PROVIDIAN FINL CORP 17,240 3 17,240 PROVINCE HEALTHCARE CO 126,300 - 1 37,200 89,100 PURE RESOURCES INC 802,011 24,444 1 718,941 107,514 QUAKER CHEM CORP 30,000 - 1 30,000 - QUAKER CITY BANCORP INC 60,600 - 1 60,600 - QUALCOMM INC 10,749 - 1 10,000 749 QUALCOMM INC 24,174 9 24,174 QUALCOMM INC 360 4 360 QUALCOMM INC 19,515 6 19,515 QUALCOMM INC 4,740 8 4,740 QUALCOMM INC 309,768 3 309,768 QUANTA SVCS INC 80,100 - 1 17,100 63,000 QUEST DIAGNOSTICS INC 164,512 - 1 49,200 115,312 QWEST COMMUNICATIONS INTL 1,227,440 8,865 1 643,509 592,796 QWEST COMMUNICATIONS INTL INC 56,118 9 56,118 QWEST COMMUNICATIONS INTL INC 1,600 4 1,600 QWEST COMMUNICATIONS INTL INC 59,515 6 59,515 QWEST COMMUNICATIONS INTL INC 1,783 8 1,783 QWEST COMMUNICATIONS INTL INC 2,155,114 3 2,155,114 RADIAN GROUP INC 1,700 5 1,700 RADIAN GROUP INC 47,920 3 47,920 RADIAN GROUP INC 16,932 1 16,932 RALSTON PURINA CO 10,400 9 10,400 RARE HOSPITALITY INTL INC 40,000 - 1 40,000 -
34
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- RAYTHEON COMPANY COM 755111507 $ 16,288,446.10 613,488 REEBOK INTL LTD COM 758110100 $ 10,552,000.00 329,750 REEBOK INTL LTD COM 758110100 $ 57,600.00 1,800 REEBOK INTL LTD COM 758110100 $ 68,800.00 2,150 REGIONS FINL CORP COM 758940100 $ 230,400.00 7,200 REGIONS FINL CORP COM 758940100 $ 950,240.00 29,695 REHABCARE GROUP INC COM 759148109 $ 15,857,800.00 329,000 RELIANT RESOURCES INC COM 75952B105 $ 1,588,210.00 64,300 REMEC INC COM 759543101 $ 213,466.00 17,215 REMEC INC COM 759543101 $ 496,434.00 40,035 RENAISSANCERE HOLDINGS LTD COM G7496G103 $ 4,887,300.00 66,000 RENAL CARE GROUP INC COM 759930100 $ 7,048,327.00 214,300 RENT A CTR INC NEW COM 76009N100 $ 25,782,153.00 490,155 REPSOL SA SPONSORED ADR 76026T205 $ 249,900.00 15,000 RESORTQUEST INTL INC COM 761183102 $ 460,000.00 40,000 RF MICRODEVICES INC COM 749941100 $ 222,907.05 8,265 RF MICRODEVICES INC COM 749941100 $ 31,285.20 1,160 RF MICRODEVICES INC COM 749941100 $ 482,736.03 17,899 RIBOZYME PHARM INC COM 762567105 $ 40,000.00 4,000 RIBOZYME PHARM INC COM 762567105 $ 2,450,000.00 245,000 RIO TINTO PLC ORD 10P COM G75754104 $ 887,438.50 50,000 RITE AID CORP COM 767754104 $ 909,000.00 101,000 ROBBINS & MYERS INC COM 770196103 $ 789,600.00 28,000 ROBERT HALF INTL INC COM 770323103 $ 139,384.00 5,600 ROBERT HALF INTL INC COM 770323103 $ 537,001.75 21,575 ROHM & HAAS CO COM 775371107 $ 230,300.00 7,000 ROHM & HAAS CO COM 775371107 $ 198,847.60 6,044 ROUSE CO COM 779273101 $ 243,525.00 8,500 ROUSE CO COM 779273101 $ 243,525.00 8,500 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 $ 4,026,457.00 69,100 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 $ 407,890.00 7,000 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 $ 233,080.00 4,000 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 $ 1,584,244.76 27,188 RSA SEC INC COM 749719100 $ 1,595,936.75 51,565 RSA SECURITY INC COM 749719100 $ 385,791.75 12,465 RUBY TUESDAY INC COM 781182100 $ 9,243,336.60 540,546 SAFEWAY INC COM 786514208 $ 34,973,136.00 728,607 SAFEWAY INC COM NEW 786514208 $ 870,720.00 18,140 SAFEWAY INC COM NEW 786514208 $ 88,800.00 1,850 SAFEWAY INC COM NEW 786514208 $ 2,839,440.00 59,155 SAFEWAY INC COM NEW 786514208 $ 100,800.00 2,100 SAFEWAY INC COM NEW 786514208 $ 36,164,688.00 753,431 SANMINA CORP COM 800907107 $ 191,962.00 8,200 SANMINA CORP COM 800907107 $ 32,774.00 1,400 SANMINA CORP COM 800907107 $ 239,952.50 10,250 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- RAYTHEON COMPANY 609,113 4,375 1 329,487 284,001 REEBOK INTL LTD 329,750 - 1 101,100 228,650 REEBOK INTL LTD 1,800 9 1,800 REEBOK INTL LTD 2,150 3 2,150 REGIONS FINL CORP 7,200 9 7,200 REGIONS FINL CORP 29,695 3 29,695 REHABCARE GROUP INC 329,000 - 1 106,400 222,600 RELIANT RESOURCES INC 64,300 - 1 14,300 50,000 REMEC INC 17,215 - 1 14,020 3,195 REMEC INC 40,035 3 40,035 RENAISSANCERE HOLDINGS LTD 66,000 - 1 20,300 45,700 RENAL CARE GROUP INC 214,300 - 1 68,500 145,800 RENT A CTR INC NEW 490,155 - 1 144,400 345,755 REPSOL SA 15,000 6 15,000 RESORTQUEST INTL INC 40,000 - 1 40,000 - RF MICRODEVICES INC 8,265 6 8,265 RF MICRODEVICES INC 1,160 8 1,160 RF MICRODEVICES INC 17,899 3 17,899 RIBOZYME PHARM INC 4,000 8 4,000 RIBOZYME PHARM INC 245,000 3 245,000 RIO TINTO PLC ORD 10P 50,000 - 1 50,000 - RITE AID CORP 101,000 8 101,000 ROBBINS & MYERS INC 28,000 - 1 28,000 - ROBERT HALF INTL INC 5,600 9 5,600 ROBERT HALF INTL INC 21,575 3 21,575 ROHM & HAAS CO 7,000 9 7,000 ROHM & HAAS CO 6,044 3 6,044 ROUSE CO 8,500 4 8,500 ROUSE CO 8,500 3 8,500 ROYAL DUTCH PETE CO 69,100 9 69,100 ROYAL DUTCH PETE CO 7,000 6 7,000 ROYAL DUTCH PETE CO 4,000 8 4,000 ROYAL DUTCH PETE CO 27,188 3 27,188 RSA SEC INC 51,565 3 51,565 RSA SECURITY INC 12,465 - 1 10,200 2,265 RUBY TUESDAY INC 540,546 - 1 183,400 357,146 SAFEWAY INC 723,272 5,335 1 383,489 345,118 SAFEWAY INC 18,140 9 18,140 SAFEWAY INC 1,850 4 1,850 SAFEWAY INC 59,155 6 59,155 SAFEWAY INC 2,100 8 2,100 SAFEWAY INC 753,431 3 753,431 SANMINA CORP 8,200 9 8,200 SANMINA CORP 1,400 8 1,400 SANMINA CORP 10,250 3 10,250
35
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- SARA LEE CORP COM 803111103 $ 467,818.00 24,700 SARA LEE CORP COM 803111103 $ 543,578.00 28,700 SARA LEE CORP COM 803111103 $ 119,530.34 6,311 SBC COMM INC COM 78387G103 $ 4,406,600.00 110,000 SBC COMM INC COM 78387G103 $ 552,627.70 13,795 SBC COMM INC COM 78387G103 $ 13,889,322.78 346,713 SBC COMM INC COM 78387G103 $ 468,381.52 11,692 SBC COMM INC COM 78387G103 $ 791,585.60 19,760 SBC COMM INC COM 78387G103 $ 21,070,438.32 525,972 SBC COMMUNICATIONS INC COM 78387G103 $ 5,939,327.65 148,261 SBS TECHNOLOGIES INC COM 78387P103 $ 946,000.00 50,000 SCANSOURCE INC COM 806037107 $ 1,422,600.00 30,000 SCHERING PLOUGH CORP COM 806605101 $ 1,303,552.80 35,970 SCHERING PLOUGH CORP COM 806605101 $ 1,869,694.08 51,592 SCHERING PLOUGH CORP COM 806605101 $ 554,834.40 15,310 SCHERING PLOUGH CORP COM 806605101 $ 10,553,088.00 291,200 SCHERING PLOUGH CORP COM 806605101 $ 3,989,842.80 110,095 SCHERING PLOUGH CORP COM 806605101 $ 4,477,778.16 123,559 SCHERING PLOUGH CORP COM 806605101 $ 739,006.08 20,392 SCHERING PLOUGH CORP COM 806605101 $ 81,457,046.64 2,247,711 SCHLUMBERGER LTD COM 806857108 $ 29,475,681.90 559,837 SCHLUMBERGER LTD COM 806857108 $ 1,004,562.00 19,080 SCHLUMBERGER LTD COM 806857108 $ 694,453.50 13,190 SCHLUMBERGER LTD COM 806857108 $ 17,247,982.05 327,597 SCHLUMBERGER LTD COM 806857108 $ 338,539.50 6,430 SCHLUMBERGER LTD COM 806857108 $ 542,295.00 10,300 SCHLUMBERGER LTD COM 806857108 $ 1,115,653.50 21,190 SCHLUMBERGER LTD COM 806857108 $ 48,677,504.85 924,549 SCHOLASTIC CORP COM 807066105 $ 9,684,389.30 230,033 SCHWAB CHARLES CORP NEW COM 808513105 $ 94.50 6 SCHWAB CHARLES CORP NEW COM 808513105 $ 708,750.00 45,000 SCHWAB CHARLES CORP NEW COM 808513105 $ 207,317.25 13,163 SCI SYS INC COM 783890106 $ 3,271,905.00 128,310 SCI SYS INC COM 783890106 $ 1,613,640.00 63,280 SCIENTIFIC ATLANTA INC COM 808655104 $ 1,154,745.20 28,442 SCIENTIFIC ATLANTA INC COM 808655104 $ 203,000.00 5,000 SCIENTIFIC ATLANTA INC COM 808655104 $ 276,080.00 6,800 SCIENTIFIC ATLANTA INC COM 808655104 $ 5,404,266.00 133,110 SCOTTS CO CL A 810186106 $ 143,748.60 3,468 SCOTTS CO COM 810186106 $ 19,775,795.00 477,100 SEALED AIR CORP NEW COM 81211K100 $ 100,575.00 2,700 SEALED AIR CORP NEW COM 81211K100 $ 223,500.00 6,000 SEARS ROEBUCK & CO COM 812387108 $ 520,413.00 12,300 SEARS ROEBUCK & CO COM 812387108 $ 873,701.50 20,650 SEARS ROEBUCK & CO COM 812387108 $ 1,058,807.75 25,025 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- SARA LEE CORP 24,700 9 24,700 SARA LEE CORP 28,700 8 28,700 SARA LEE CORP 6,311 3 6,311 SBC COMM INC 110,000 9 110,000 SBC COMM INC 13,795 4 13,795 SBC COMM INC 346,713 5 346,713 SBC COMM INC 11,692 8 11,692 SBC COMM INC 19,760 2 19,760 SBC COMM INC 525,972 3 525,972 SBC COMMUNICATIONS INC 148,261 - 1 18,230 130,031 SBS TECHNOLOGIES INC 50,000 - 1 50,000 - SCANSOURCE INC 30,000 - 1 30,000 - SCHERING PLOUGH CORP 35,970 - 1 10,240 25,730 SCHERING PLOUGH CORP 51,592 9 51,592 SCHERING PLOUGH CORP 15,310 4 15,310 SCHERING PLOUGH CORP 291,200 5 291,200 SCHERING PLOUGH CORP 110,095 6 110,095 SCHERING PLOUGH CORP 123,559 8 123,559 SCHERING PLOUGH CORP 20,392 2 20,392 SCHERING PLOUGH CORP 2,247,711 3 ,247,711 SCHLUMBERGER LTD 555,927 3,910 1 278,448 281,389 SCHLUMBERGER LTD 19,080 9 19,080 SCHLUMBERGER LTD 13,190 4 13,190 SCHLUMBERGER LTD 327,597 5 327,597 SCHLUMBERGER LTD 6,430 6 6,430 SCHLUMBERGER LTD 10,300 8 10,300 SCHLUMBERGER LTD 21,190 2 21,190 SCHLUMBERGER LTD 924,549 3 924,549 SCHOLASTIC CORP 222,833 7,200 1 196,533 33,500 SCHWAB CHARLES CORP NEW 6 - 1 - 6 SCHWAB CHARLES CORP NEW 45,000 9 45,000 SCHWAB CHARLES CORP NEW 13,163 3 13,163 SCI SYS INC 128,310 - 1 48,040 80,270 SCI SYS INC 63,280 3 63,280 SCIENTIFIC ATLANTA INC 28,442 - 1 14,642 13,800 SCIENTIFIC ATLANTA INC 5,000 9 5,000 SCIENTIFIC ATLANTA INC 6,800 6 6,800 SCIENTIFIC ATLANTA INC 133,110 3 133,110 SCOTTS CO 3,468 9 3,468 SCOTTS CO 461,600 15,500 1 407,800 69,300 SEALED AIR CORP NEW 2,700 9 2,700 SEALED AIR CORP NEW 6,000 3 6,000 SEARS ROEBUCK & CO 12,300 9 12,300 SEARS ROEBUCK & CO 20,650 8 20,650 SEARS ROEBUCK & CO 25,025 3 25,025
36
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- SEI INVESTMENTS CO COM 784117103 $ 764,562.00 16,130 SELECTIVE INSURANCE GROUP INC COM 816300107 $ 9,056,072.44 339,433 SEMTECH CORP COM 816850101 $ 8,856,000.00 295,200 SENSORMATIC ELECTRS CORP COM 817265101 $ 31,207,461.00 1,835,733 SERVICEMASTER CO COM 81760N109 $ 308,640.00 25,720 SIEBEL SYS INC COM 826170102 $ 43,335.60 924 SIEBEL SYS INC COM 826170102 $ 614,390.00 13,100 SIEBEL SYS INC COM 826170102 $ 6,097.00 130 SIEBEL SYS INC COM 826170102 $ 1,461,779.20 31,168 SILICON VALLEY BANCSHARES COM 827064106 $ 513,040.00 23,320 SILICON VY BANCSHARES COM 827064106 $ 1,169,080.00 53,140 SIPEX CORP COM 829909100 $ 1,699,740.00 133,000 SK TELECOM LTD SPONSORED ADR 78440P108 $ 7,095,583.30 419,857 SK TELECOM LTD SPONSORED ADR 78440P108 $ 521,365.00 30,850 SK TELECOM LTD SPONSORED ADR 78440P108 $ 2,300,275.90 136,111 SK TELECOM LTD SPONSORED ADR 78440P108 $ 3,356,475.20 198,608 SK TELECOM LTD SPONSORED ADR 78440P108 $ 4,089,800.00 242,000 SK TELECOM LTD SPONSORED ADR 78440P108 $ 33,039.50 1,955 SOLECTRON CORP COM 834182107 $ 7,777.50 425 SOLECTRON CORP COM 834182107 $ 366,000.00 20,000 SOLECTRON CORP COM 834182107 $ 312,930.00 17,100 SONICWALL INC COM 835470105 $ 572,771.20 22,720 SONICWALL INC COM 835470105 $ 343,612.30 13,630 SONICWALL INC COM 835470105 $ 25,210.00 1,000 SONICWALL INC COM 835470105 $ 2,007,724.40 79,640 SOUTHERN CO COM 842587107 $ 618,426.75 26,599 SOUTHERN CO COM 842587107 $ 511,500.00 22,000 SOUTHERN CO COM 842587107 $ 232,500.00 10,000 SOUTHERN CO COM 842587107 $ 9,922,146.75 426,759 SOUTHERN CO COM 842587107 $ 93,000.00 4,000 SOUTHERN CO COM 842587107 $ 255,750.00 11,000 SOUTHERN CO COM 842587107 $ 535,447.50 23,030 SOUTHERN CO COM 842587107 $ 6,581,005.50 283,054 SOUTHERN UN CO NEW COM 844030106 $ 16,625,612.43 814,981 SOUTHTRUST CORP COM 844730101 $ 280,800.00 10,800 SOUTHWEST AIRLS CO COM 844741108 $ 449,307.00 24,300 SOUTHWEST AIRLS CO COM 844741108 $ 164,487.04 8,896 SPARTAN STORES INC COM 846822104 $ 2,409,000.00 150,000 SPINNAKER EXPL CO COM 84855W109 $ 1,562,113.40 39,190 SPINNAKER EXPLORATION CO COM 84855W109 $ 547,676.40 13,740 SPRINT CORP COM 852061100 $ 11,854.80 555 SPRINT CORP COM 852061506 $ 40,813.75 1,690 SPRINT CORP COM FON GROUP 852061100 $ 598,080.00 28,000 SPRINT CORP COM FON GROUP 852061100 $ 7,476.00 350 SPRINT CORP COM FON GROUP 852061100 $ 585,178.56 27,396 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- SEI INVESTMENTS CO 16,130 3 16,130 SELECTIVE INSURANCE GROUP INC 329,133 10,300 1 293,533 45,900 SEMTECH CORP 295,200 - 1 91,500 203,700 SENSORMATIC ELECTRS CORP 1,778,633 57,100 1 1,569,033 266,700 SERVICEMASTER CO 25,720 3 25,720 SIEBEL SYS INC 924 - 1 820 104 SIEBEL SYS INC 13,100 9 13,100 SIEBEL SYS INC 130 6 130 SIEBEL SYS INC 31,168 3 31,168 SILICON VALLEY BANCSHARES 23,320 - 1 19,760 3,560 SILICON VY BANCSHARES 53,140 3 53,140 SIPEX CORP 133,000 - 1 133,000 - SK TELECOM LTD 419,857 4 419,857 SK TELECOM LTD 30,850 5 30,850 SK TELECOM LTD 136,111 6 136,111 SK TELECOM LTD 198,608 2 198,608 SK TELECOM LTD 242,000 3 242,000 SK TELECOM LTD 1,955 1 1,955 SOLECTRON CORP 425 - 1 425 - SOLECTRON CORP 20,000 9 20,000 SOLECTRON CORP 17,100 8 17,100 SONICWALL INC 22,720 - 1 18,580 4,140 SONICWALL INC 13,630 6 13,630 SONICWALL INC 1,000 8 1,000 SONICWALL INC 79,640 3 79,640 SOUTHERN CO 26,599 - 1 - 26,599 SOUTHERN CO 22,000 9 22,000 SOUTHERN CO 10,000 4 10,000 SOUTHERN CO 426,759 5 426,759 SOUTHERN CO 4,000 6 4,000 SOUTHERN CO 11,000 8 11,000 SOUTHERN CO 23,030 2 23,030 SOUTHERN CO 283,054 3 283,054 SOUTHERN UN CO NEW 790,090 24,891 1 701,403 113,578 SOUTHTRUST CORP 10,800 9 10,800 SOUTHWEST AIRLS CO 24,300 9 24,300 SOUTHWEST AIRLS CO 8,896 3 8,896 SPARTAN STORES INC 150,000 - 1 150,000 - SPINNAKER EXPL CO 39,190 3 39,190 SPINNAKER EXPLORATION CO 13,740 - 1 11,400 2,340 SPRINT CORP 555 - 1 - 555 SPRINT CORP 1,675 15 1 1,690 - SPRINT CORP 28,000 9 28,000 SPRINT CORP 350 8 350 SPRINT CORP 27,396 3 27,396
38
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- SPRINT CORP PCS COM SER 1 852061506 $ 685,860.00 28,400 SPRINT CORP PCS COM SER 1 852061506 $ 14,973.00 620 SPX CORP COM 784635104 $ 15,291,988.80 122,160 SPX CORP COM 784635104 $ 163,985.80 1,310 SRI/SURGICAL EXPRESS COM 78464W104 $ 881,890.00 29,000 ST JUDE MED INC COM 790849103 $ 162,000.00 2,700 ST JUDE MED INC COM 790849103 $ 2,867,820.00 47,797 ST PAULS COS INC COM 792860108 $ 463,499.40 9,142 ST PAULS COS INC COM 792860108 $ 39,335,088.00 775,840 STAPLES INC COM 855030102 $ 2,516,826.00 157,400 STAPLES INC COM 855030102 $ 239,850.00 15,000 STAPLES INC COM 855030102 $ 31,980.00 2,000 STATE STR CORP COM 857477103 $ 514,696.00 10,400 STET HELLAS COMM SA ADR 859823106 $ 624,000.00 80,000 STILLWATER MNG CO COM 86074Q102 $ 527,962.50 18,050 STILLWATER MNG CO COM 86074Q102 $ 1,504,620.00 51,440 STORAGE TECHNOLOGY CORP COM 862111200 $ 28,461,638.08 2,068,433 SUIZA FOODS CORP COM 865077101 $ 677,874.60 12,766 SUIZA FOODS CORP COM 865077101 $ 2,281,813.20 42,972 SUN MICROSYSTEMS INC COM 866810104 $ 31,183,123.12 1,983,657 SUN MICROSYSTEMS INC COM 866810104 $ 5,030.40 320 SUN MICROSYSTEMS INC COM 866810104 $ 1,736,761.32 110,481 SUN MICROSYSTEMS INC COM 866810104 $ 905,472.00 57,600 SUN MICROSYSTEMS INC COM 866810104 $ 16,975,194.84 1,079,847 SUN MICROSYSTEMS INC COM 866810104 $ 2,464,691.64 156,787 SUN MICROSYSTEMS INC COM 866810104 $ 1,461,299.76 92,958 SUN MICROSYSTEMS INC COM 866810104 $ 1,033,590.00 65,750 SUN MICROSYSTEMS INC COM 866810104 $ 56,289,484.32 3,580,756 SUNQUEST INFORMATION SYSTEMS COM 867654105 $ 951,600.00 40,000 SUNTRUST BKS INC COM 867914103 $ 673,712.00 10,400 SUNTRUST BKS INC COM 867914103 $ 1,227,775.34 18,953 SUPERIOR ENERGY SVCS INC COM 868157108 $ 8,181,500.70 1,035,633 SUPERVALU INC COM 868536103 $ 78,975.00 4,500 SUPERVALU INC COM 868536103 $ 397,595.25 22,655 SYBRON DENTAL SPECIALTIES COM 871142105 $ 4,098,000.00 200,000 SYMANTEC CORP COM 871503108 $ 8,678,537.91 198,639 SYMBOL TECH INC COM 871508107 $ 149,850.00 6,750 SYMBOL TECH INC COM 871508107 $ 44,622.00 2,010 SYMBOL TECH INC COM 871508107 $ 343,878.00 15,490 SYMBOL TECH INC COM 871508107 $ 6,358,812.60 286,433 SYMBOL TECHNOLOGIES INC COM 871508107 $ 303,296.40 13,662 SYNCOR INTL CORP DEL COM 87157J106 $ 8,680.00 280 SYNCOR INTL CORP NEW COM 87157J106 $ 27,834,900.00 897,900 SYNOVUS FINL CORP COM 87161C105 $ 273,006.00 8,700 SYNOVUS FINL CORP COM 87161C105 $ 277,179.54 8,833 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- SPRINT CORP 28,400 9 28,400 SPRINT CORP 620 3 620 SPX CORP 122,160 - 1 32,315 89,845 SPX CORP 1,310 3 1,310 SRI/SURGICAL EXPRESS 29,000 - 1 29,000 - ST JUDE MED INC 2,700 9 2,700 ST JUDE MED INC 47,797 3 47,797 ST PAULS COS INC 9,142 9 9,142 ST PAULS COS INC 775,840 3 775,840 STAPLES INC 157,400 - 1 33,400 124,000 STAPLES INC 15,000 9 15,000 STAPLES INC 2,000 8 2,000 STATE STR CORP 10,400 9 10,400 STET HELLAS COMM SA 80,000 3 80,000 STILLWATER MNG CO 18,050 - 1 14,980 3,070 STILLWATER MNG CO 51,440 3 51,440 STORAGE TECHNOLOGY CORP 2,004,633 63,800 1 1,769,933 298,500 SUIZA FOODS CORP 12,766 - 1 9,736 3,030 SUIZA FOODS CORP 42,972 3 42,972 SUN MICROSYSTEMS INC 1,971,622 12,035 1 918,179 1,065,478 SUN MICROSYSTEMS INC 320 7 320 SUN MICROSYSTEMS INC 110,481 9 110,481 SUN MICROSYSTEMS INC 57,600 4 57,600 SUN MICROSYSTEMS INC 1,079,847 5 1,079,847 SUN MICROSYSTEMS INC 156,787 6 156,787 SUN MICROSYSTEMS INC 92,958 8 92,958 SUN MICROSYSTEMS INC 65,750 2 65,750 SUN MICROSYSTEMS INC 3,580,756 3 3,580,756 SUNQUEST INFORMATION SYSTEMS 40,000 - 1 40,000 - SUNTRUST BKS INC 10,400 9 10,400 SUNTRUST BKS INC 18,953 3 18,953 SUPERIOR ENERGY SVCS INC 1,004,733 30,900 1 894,033 141,600 SUPERVALU INC 4,500 9 4,500 SUPERVALU INC 22,655 3 22,655 SYBRON DENTAL SPECIALTIES 200,000 - 1 200,000 - SYMANTEC CORP 198,639 - 1 55,700 142,939 SYMBOL TECH INC 6,750 9 6,750 SYMBOL TECH INC 2,010 5 2,010 SYMBOL TECH INC 15,490 6 15,490 SYMBOL TECH INC 286,433 3 286,433 SYMBOL TECHNOLOGIES INC 13,662 - 1 11,172 2,490 SYNCOR INTL CORP DEL 280 8 280 SYNCOR INTL CORP NEW 870,200 27,700 1 767,800 130,100 SYNOVUS FINL CORP 8,700 9 8,700 SYNOVUS FINL CORP 8,833 3 8,833
38
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- SYSCO CORP COM 871829107 $ 13,418,643.15 494,241 SYSCO CORP COM 871829107 $ 581,010.00 21,400 SYSCO CORP COM 871829107 $ 179,190.00 6,600 TAIWAN FD INC COM 874036106 $ 1,297,503.20 116,368 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 $ 546,840.00 36,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 $ 4,731,366.01 311,479 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 $ 35,229,468.26 2,319,254 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 $ 7,099,259.16 467,364 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 $ 23,379,946.73 1,539,167 TARGET CORP COM 8.76E+110 $ 1,326,494.80 38,338 TARGETED GENETICS CORP COM 87612M108 $ 48,425.00 7,450 TARGETED GENETICS CORP COM 87612M108 $ 7,865,000.00 1,210,000 TCF FINL CORP COM 872275102 $ 520,987.50 11,250 TCF FINL CORP COM 872275102 $ 1,476,825.90 31,890 TEEKAY SHIPPING CORP COM Y8564W103 $ 9,184,590.00 229,500 TEKETRONIX INC COM 879131100 $ 81,450.00 3,000 TEKTRONIX INC COM 879131100 $ 15,489,075.00 570,500 TELCOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 $ 180,765.00 11,700 TELCOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 $ 302,758.20 19,596 TELCOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 $ 207,030.00 13,400 TELE CELULAR SUL PART SA SPON ADR PFD 879238103 $ 108,070.00 5,350 TELE CELULAR SUL PART SA SPON ADR PFD 879238103 $ 4,000,812.00 198,060 TELE CELULAR SUL PART SA SPON ADR PFD 879238103 $ 269,670.00 13,350 TELE CENTRO OESTE CELULAR S A SPON ADR PFD 87923P105 $ 3,442,700.00 398,000 TELE CENTRO OESTE CELULAR S A SPON ADR PFD 87923P105 $ 419,525.00 48,500 TELE NORDESTE CELULAR PART S A SPON ADR PFD 87924W109 $ 489,000.00 15,000 TELE NORTE LESTE PART SA SPON ADR PFD 879246106 $ 270,010.44 17,694 TELE NORTE LESTE PART SA SPON ADR PFD 879246106 $ 48,529,043.22 3,180,147 TELE NORTE LESTE PART SA SPON ADR PFD 879246106 $ 9,998,001.02 655,177 TELE NORTE LESTE PART SA SPON ADR PFD 879246106 $ 48,062,545.02 3,149,577 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 $ 6,449,630.00 137,960 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 $ 13,131,280.25 280,883 TELEFONOS DE MEXICO SA SPON ADR ORD L 879403780 $ 1,398,336.50 39,850 TELEFONOS DE MEXICO SA SPON ADR ORD L 879403780 $ 158,662,593.10 4,521,590 TELEFONOS DE MEXICO SA SPON ADR ORD L 879403780 $ 30,358,429.31 865,159 TELEFONOS DE MEXICO SA SPON ADR ORD L 879403780 $ 176,229,524.35 5,022,215 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 $ 867,300.00 21,000 TELEPHONE & DATA SYS INC COM 879433100 $ 597,037.50 5,490 TELEPHONE & DATA SYS INC COM 879433100 $ 1,951,518.75 17,945 TELESP CELULAR PART SA SPON ADR PFD 87952L108 $ 14,855,332.50 980,550 TELESP CELULAR PART SA SPON ADR PFD 87952L108 $ 4,886,632.50 322,550 TELESP CELULAR PART SA SPON ADR PFD 87952L108 $ 22,326,448.95 1,473,693 TELESTE CELULAR PART S A SPON ADR PFD 87943B102 $ 409,000.00 10,000 TELLABS INC COM 879664100 $ 156,842.34 8,093 TELLABS INC COM 879664100 $ 244,188.00 12,600 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- SYSCO CORP 494,241 - 1 21,945 472,296 SYSCO CORP 21,400 9 21,400 SYSCO CORP 6,600 8 6,600 TAIWAN FD INC 116,368 5 116,368 TAIWAN SEMICONDUCTOR MFG LTD 36,000 5 36,000 TAIWAN SEMICONDUCTOR MFG LTD 311,479 6 311,479 TAIWAN SEMICONDUCTOR MFG LTD 2,319,254 2 2,319,254 TAIWAN SEMICONDUCTOR MFG LTD 467,364 3 467,364 TAIWAN SEMICONDUCTOR MFG LTD 1,539,167 1 1,539,167 TARGET CORP 38,338 - 1 7,800 30,538 TARGETED GENETICS CORP 7,450 8 7,450 TARGETED GENETICS CORP 1,210,000 3 1,210,000 TCF FINL CORP 11,250 - 1 9,340 1,910 TCF FINL CORP 31,890 3 31,890 TEEKAY SHIPPING CORP 229,500 - 1 71,000 158,500 TEKETRONIX INC 3,000 9 3,000 TEKTRONIX INC 570,500 - 1 174,800 395,700 TELCOMM ARGENTINA STET-FRANCE 11,700 2 11,700 TELCOMM ARGENTINA STET-FRANCE 19,596 3 19,596 TELCOMM ARGENTINA STET-FRANCE 13,400 1 13,400 TELE CELULAR SUL PART SA 5,350 5 5,350 TELE CELULAR SUL PART SA 198,060 2 198,060 TELE CELULAR SUL PART SA 13,350 3 13,350 TELE CENTRO OESTE CELULAR S A 398,000 2 398,000 TELE CENTRO OESTE CELULAR S A 48,500 3 48,500 TELE NORDESTE CELULAR PART S A 15,000 2 15,000 TELE NORTE LESTE PART SA 17,694 5 17,694 TELE NORTE LESTE PART SA 3,180,147 2 3,180,147 TELE NORTE LESTE PART SA 655,177 3 655,177 TELE NORTE LESTE PART SA 3,149,577 1 3,149,577 TELECOMUNICACOES BRASILEIRAS 137,960 2 137,960 TELECOMUNICACOES BRASILEIRAS 280,883 1 280,883 TELEFONOS DE MEXICO SA 39,850 5 39,850 TELEFONOS DE MEXICO SA 4,521,590 2 4,521,590 TELEFONOS DE MEXICO SA 865,159 3 865,159 TELEFONOS DE MEXICO SA 5,022,215 1 5,022,215 TELEMIG CELULAR PART S A 21,000 2 21,000 TELEPHONE & DATA SYS INC 5,490 - 1 4,650 840 TELEPHONE & DATA SYS INC 17,945 3 17,945 TELESP CELULAR PART SA 980,550 2 980,550 TELESP CELULAR PART SA 322,550 3 322,550 TELESP CELULAR PART SA 1,473,693 1 1,473,693 TELESTE CELULAR PART S A 10,000 2 10,000 TELLABS INC 8,093 - 1 7,265 828 TELLABS INC 12,600 9 12,600
39
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- TELLABS INC COM 879664100 $ 13,178.40 680 TELLABS INC COM 879664100 $ 526,922.82 27,189 TENET HEALTHCARE CORP COM 88033G100 $ 516,000.00 10,000 TENET HEALTHCARE CORP COM 88033G100 $ 56,760.00 1,100 TERADYNE INC COM 880770102 $ 189,525.00 5,415 TERADYNE INC COM 880770102 $ 564,025.00 16,115 TEREX CORP NEW COM 880779103 $ 23,487,480.00 1,107,900 TEVA PHARM INDS LTD ADR 881624209 $ 428,624.00 6,880 TEVA PHARM INDS LTD ADR 881624209 $ 40,043,948.00 642,760 TEVA PHARM INDS LTD ADR 881624209 $ 8,210,454.70 131,789 TEVA PHARM INDS LTD ADR 881624209 $ 30,784,112.10 494,127 TEXACO INC COM 881694103 $ 346,898.64 5,204 TEXACO INC COM 881694103 $ 1,186,548.00 17,800 TEXACO INC COM 881694103 $ 689,264.40 10,340 TEXACO INC COM 881694103 $ 1,161,883.80 17,430 TEXAS INSTRS INC COM 882508104 $ 14,432,230.20 452,401 TEXAS INSTRS INC COM 882508104 $ 1,785,762.00 55,980 TEXAS INSTRS INC COM 882508104 $ 1,368,031.50 42,885 TEXAS INSTRS INC COM 882508104 $ 28,729,044.30 900,597 TEXAS INSTRS INC COM 882508104 $ 2,496,972.50 78,275 TEXAS INSTRS INC COM 882508104 $ 3,352,690.00 105,100 TEXAS INSTRS INC COM 882508104 $ 1,912,245.50 59,945 TEXAS INSTRS INC COM 882508104 $ 89,408,809.60 2,802,784 TEXTRON INC COM 883203101 $ 3,143,554.56 57,114 TEXTRON INC COM 883203101 $ 264,192.00 4,800 TEXTRON INC COM 883203101 $ 104,576.00 1,900 TEXTRON INC COM 883203101 $ 856,147.20 15,555 THE MEN'S WEARHOUSE INC COM 587118100 $ 5,531,040.00 200,400 THERMO ELECTRON CORP COM 883556102 $ 112,302.00 5,100 THERMO ELECTRON CORP COM 883556102 $ 463,631.10 21,055 THERMO FIBERTEK INC COM 88355W105 $ 60,695.00 19,900 TIFFANY & CO NEW COM 886547108 $ 18,110.00 500 TIFFANY & CO NEW COM 886547108 $ 166,612.00 4,600 TIFFANY & CO NEW COM 886547108 $ 191,531.36 5,288 TIMBERLAND CO CL A 887100105 $ 1,361,119.50 34,450 TIMBERLAND CO COM 887100105 $ 479,256.30 12,130 TITANIUM METALS CORP COM 888339108 $ 15,479,330.00 1,547,933 TJX COS INC NEW COM 872540109 $ 3,951.88 124 TJX COS INC NEW COM 872540109 $ 325,074.00 10,200 TJX COS INC NEW COM 872540109 $ 535,543.48 16,804 TMP WORLDWIDE INC COM 872941109 $ 204,000.00 3,400 TMP WORLDWIDE INC COM 872941109 $ 306,000.00 5,100 TMP WORLDWIDE INC COM 872941109 $ 4,758,900.00 79,315 TOSCO CORP COM NEW 891490302 $ 215,845.00 4,900 TOSCO CORP COM NEW 891490302 $ 189,635.25 4,305 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- TELLABS INC 680 8 680 TELLABS INC 27,189 3 27,189 TENET HEALTHCARE CORP 10,000 9 10,000 TENET HEALTHCARE CORP 1,100 3 1,100 TERADYNE INC 5,415 9 5,415 TERADYNE INC 16,115 3 16,115 TEREX CORP NEW 1,073,700 34,200 1 948,900 159,000 TEVA PHARM INDS LTD 6,880 5 6,880 TEVA PHARM INDS LTD 642,760 2 642,760 TEVA PHARM INDS LTD 131,789 3 131,789 TEVA PHARM INDS LTD 494,127 1 494,127 TEXACO INC 5,204 - 1 - 5,204 TEXACO INC 17,800 9 17,800 TEXACO INC 10,340 6 10,340 TEXACO INC 17,430 8 17,430 TEXAS INSTRS INC 450,366 2,035 1 174,457 277,944 TEXAS INSTRS INC 55,980 9 55,980 TEXAS INSTRS INC 42,885 4 42,885 TEXAS INSTRS INC 900,597 5 900,597 TEXAS INSTRS INC 78,275 6 78,275 TEXAS INSTRS INC 105,100 8 105,100 TEXAS INSTRS INC 59,945 2 59,945 TEXAS INSTRS INC 2,802,784 3 2,802,784 TEXTRON INC 57,114 - 1 9,710 47,404 TEXTRON INC 4,800 9 4,800 TEXTRON INC 1,900 8 1,900 TEXTRON INC 15,555 3 15,555 THE MEN'S WEARHOUSE INC 200,400 - 1 62,000 138,400 THERMO ELECTRON CORP 5,100 9 5,100 THERMO ELECTRON CORP 21,055 8 21,055 THERMO FIBERTEK INC 19,900 8 19,900 TIFFANY & CO NEW 500 - 1 500 - TIFFANY & CO NEW 4,600 9 4,600 TIFFANY & CO NEW 5,288 3 5,288 TIMBERLAND CO 34,450 3 34,450 TIMBERLAND CO 12,130 - 1 10,080 2,050 TITANIUM METALS CORP 1,501,033 46,900 1 1,337,333 210,600 TJX COS INC NEW 124 - 1 - 124 TJX COS INC NEW 10,200 9 10,200 TJX COS INC NEW 16,804 3 16,804 TMP WORLDWIDE INC 3,400 9 3,400 TMP WORLDWIDE INC 5,100 6 5,100 TMP WORLDWIDE INC 79,315 3 79,315 TOSCO CORP 4,900 9 4,900 TOSCO CORP 4,305 3 4,305
40
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- TRANSOCEAN SEDCO FOREX INC COM G90078109 $ 15,667,425.00 379,812 TRANSWITCH CORP COM 894065101 $ 200,420.00 18,220 TRIBUNE CO NEW COM 896047107 $ 428,307.05 10,705 TRIBUNE CO NEW COM 896047107 $ 945,596.34 23,634 TRICON GLOBAL RESTAURANTS COM 895953107 $ 819,174.00 18,660 TRICON GLOBAL RESTAURANTS COM 895953107 $ 215,110.00 4,900 TRICON GLOBAL RESTAURANTS COM 895953107 $ 219.50 5 TRICON GLOBAL RESTAURANTS COM 895953107 $ 2,557,175.00 58,250 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 371,587.50 16,515 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 110,250.00 4,900 TRIQUINT SEMICONDUCTOR INC COM 89674K103 $ 4,233,150.00 188,140 TRITON PCS HLDGS INC CL A 89677M106 $ 1,615,646.00 39,406 TRUMP HOTELS & CASINO RESORTS COM 898168109 $ 713,060.00 353,000 TRW INC COM 872649108 $ 6,847.00 167 TRW INC COM 872649108 $ 159,900.00 3,900 TRW INC COM 872649108 $ 784,002.00 19,122 TTM TECHNOLOGIES COM 87305R109 $ 1,056,000.00 120,000 TUBOS DE ACERO DE MEXICO SA ADR NEW 898592506 $ 9,385,035.00 741,900 TUBOS DE ACERO DE MEXICO SA ADR NEW 898592506 $ 221,375.00 17,500 TUESDAY MORNING CORP COM 899035505 $ 1,200,450.00 90,600 TV AZTECA S A DE C V SPONSORED ADR 901145102 $ 1,208,861.90 188,590 TV AZTECA S A DE C V SPONSORED ADR 901145102 $ 2,160,298.20 337,020 TYCO INTL LTD NEW COM 902124106 $ 31,764,173.42 582,721 TYCO INTL LTD NEW COM 902124106 $ 10,902.00 200 TYCO INTL LTD NEW COM 902124106 $ 3,630,747.57 66,607 TYCO INTL LTD NEW COM 902124106 $ 1,082,841.15 19,865 TYCO INTL LTD NEW COM 902124106 $ 21,285,555.39 390,489 TYCO INTL LTD NEW COM 902124106 $ 8,474,669.70 155,470 TYCO INTL LTD NEW COM 902124106 $ 1,928,563.80 35,380 TYCO INTL LTD NEW COM 902124106 $ 1,567,707.60 28,760 TYCO INTL LTD NEW COM 902124106 $ 137,905,884.69 2,529,919 ULTRAPAR PARTICIPACOES SA SP ADR REP PFD 90400P101 $ 18,750.00 2,500 ULTRAPAR PARTICIPACOES SA SP ADR REP PFD 90400P101 $ 7,083,000.00 944,400 ULTRAPAR PARTICIPACOES SA SP ADR REP PFD 90400P101 $ 894,750.00 119,300 ULTRAPAR PARTICIPACOES SA SP ADR REP PFD 90400P101 $ 7,630,125.00 1,017,350 UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 $ 4,234,880.00 166,400 UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 $ 127,250.00 5,000 UNILAB CORP NEW COM 904763208 $ 378,000.00 15,000 UNILEVER NV N Y SHS NEW 904784709 $ 1,096,088.00 18,400 UNILEVER NV N Y SHS NEW 904784709 $ 393,162.00 6,600 UNILEVER PLC SPON ADR NEW 904767704 $ 73,933.50 2,143 UNION PAC CORP COM 907818108 $ 395,352.00 7,200 UNION PAC CORP COM 907818108 $ 439,280.00 8,000 UNION PAC CORP COM 907818108 $ 47,771.70 870 UNION PLANTERS CORP COM 908068109 $ 200,560.00 4,600 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- TRANSOCEAN SEDCO FOREX INC 377,232 2,580 1 195,841 183,971 TRANSWITCH CORP 18,220 3 18,220 TRIBUNE CO NEW 10,705 9 10,705 TRIBUNE CO NEW 23,634 3 23,634 TRICON GLOBAL RESTAURANTS 18,660 - 1 15,180 3,480 TRICON GLOBAL RESTAURANTS 4,900 9 4,900 TRICON GLOBAL RESTAURANTS 5 8 5 TRICON GLOBAL RESTAURANTS 58,250 3 58,250 TRIQUINT SEMICONDUCTOR INC 16,515 6 16,515 TRIQUINT SEMICONDUCTOR INC 4,900 8 4,900 TRIQUINT SEMICONDUCTOR INC 188,140 3 188,140 TRITON PCS HLDGS INC 39,406 3 39,406 TRUMP HOTELS & CASINO RESORTS 353,000 8 353,000 TRW INC 167 - 1 - 167 TRW INC 3,900 9 3,900 TRW INC 19,122 3 19,122 TTM TECHNOLOGIES 120,000 - 1 120,000 - TUBOS DE ACERO DE MEXICO SA 741,900 2 741,900 TUBOS DE ACERO DE MEXICO SA 17,500 3 17,500 TUESDAY MORNING CORP 90,600 - 1 90,600 - TV AZTECA S A DE C V 188,590 2 188,590 TV AZTECA S A DE C V 337,020 1 337,020 TYCO INTL LTD NEW 576,821 5,900 1 392,171 190,550 TYCO INTL LTD NEW 200 7 200 TYCO INTL LTD NEW 66,607 9 66,607 TYCO INTL LTD NEW 19,865 4 19,865 TYCO INTL LTD NEW 390,489 5 390,489 TYCO INTL LTD NEW 155,470 6 155,470 TYCO INTL LTD NEW 35,380 8 35,380 TYCO INTL LTD NEW 28,760 2 28,760 TYCO INTL LTD NEW 2,529,919 3 2,529,919 ULTRAPAR PARTICIPACOES SA 2,500 5 2,500 ULTRAPAR PARTICIPACOES SA 944,400 2 944,400 ULTRAPAR PARTICIPACOES SA 119,300 3 119,300 ULTRAPAR PARTICIPACOES SA 1,017,350 1 1,017,350 UNIBANCO-UNIAO DE BANCOS BRASL 166,400 2 166,400 UNIBANCO-UNIAO DE BANCOS BRASL 5,000 3 5,000 UNILAB CORP NEW 15,000 - 1 15,000 - UNILEVER NV 18,400 9 18,400 UNILEVER NV 6,600 3 6,600 UNILEVER PLC 2,143 8 2,143 UNION PAC CORP 7,200 - 1 - 7,200 UNION PAC CORP 8,000 9 8,000 UNION PAC CORP 870 3 870 UNION PLANTERS CORP 4,600 9 4,600
41
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- UNION PLANTERS CORP COM 908068109 $ 700,521.20 16,067 UNIONBANCAL CORP COM 908906100 $ 763,642.00 22,660 UNISYS CORP COM 909214108 $ 145,629.00 9,900 UNISYS CORP COM 909214108 $ 282,432.00 19,200 UNITED PARCEL SERVICE INC CL B 911312106 $ 271,660.00 4,700 UNITED PARCEL SERVICE INC CL B 911312106 $ 691,461.40 11,963 UNITED RENTALS INC COM 911363109 $ 14,041,545.00 541,100 UNITED RENTALS INC COM 911363109 $ 70,065.00 2,700 UNITED TECH CORP COM 913017109 $ 1,135,530.00 15,500 UNITED TECH CORP COM 913017109 $ 958,973.40 13,090 UNITED TECH CORP COM 913017109 $ 205,128.00 2,800 UNITED TECHNOLOGIES CORP COM 913017109 $ 5,407,760.16 73,816 UNIVERSAL COMPRESSION HLDGS COM 913431102 $ 4,103,800.00 144,500 UNIVERSAL ELECTRS INC COM 913483103 $ 1,440,000.00 80,000 UNIVERSAL HEALTH RLTY INCOME COM 9.14E+109 $ 756,000.00 35,000 UNIVERSAL HEALTH SVCS INC COM 913903100 $ 13,410,488.00 294,736 UNIVERSAL HLTH SVCS INC CL B 913903100 $ 2,646,280.00 58,160 UNIVISION COMMUNICATIONS INC CL A 914906102 $ 278,070.00 6,500 UNOCAL CORP COM 915289102 $ 266,370.00 7,800 UNOCAL CORP COM 915289102 $ 290,275.00 8,500 UNOCAL CORP COM 915289102 $ 27,320.00 800 UNOCAL CORP COM 915289102 $ 232,049.25 6,795 UNTIED SURGICAL PARTNERS COM 913016309 $ 1,800,000.00 75,000 UNUMPROVIDENT CORP COM 91529Y106 $ 247,324.00 7,700 UNUMPROVIDENT CORP COM 91529Y106 $ 308,994.40 9,620 US BANCORP COM 902973304 $ 31,132,118.87 1,366,047 UST INC COM 902911106 $ 161,616.00 5,600 UST INC COM 902911106 $ 962,942.76 33,366 USX MARATHON GROUP COM NEW 902905827 $ 292,149.00 9,900 USX MARATHON GROUP COM NEW 902905827 $ 542,806.94 18,394 VALASSIS COMM INC COM 918866104 $ 45,824.00 1,280 VALASSIS COMM INC COM 918866104 $ 2,003,761.80 55,971 VALASSIS COMMUNICATIONS INC COM 918866104 $ 12,097,070.60 337,907 VARIAN INC. COM 922206107 $ 8,197,740.00 253,800 VENATOR GROUP INC COM 922944103 $ 9,100,440.00 594,800 VERISIGN INC COM 92343E102 $ 13,202.20 220 VERISIGN INC COM 92343E102 $ 139,223.20 2,320 VERITAS SOFTWARE CO COM 923436109 $ 384,609.93 5,781 VERIZON COMMUNICATIONS COM 92343V104 $ 10,034,381.32 187,959 VERTEX PHARM INC COM 92532F100 $ 4,950.00 100 VERTIAS SOFTWARE CO COM 923436109 $ 1,032,146.42 15,514 VERTIAS SOFTWARE CO COM 923436109 $ 401,175.90 6,030 VERTIAS SOFTWARE CO COM 923436109 $ 12,265,670.39 184,363 VERTIAS SOFTWARE CO COM 923436109 $ 410,490.10 6,170 VERTIAS SOFTWARE CO COM 923436109 $ 191,606.40 2,880 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- UNION PLANTERS CORP 16,067 3 16,067 UNIONBANCAL CORP 22,660 3 22,660 UNISYS CORP 9,900 9 9,900 UNISYS CORP 19,200 8 19,200 UNITED PARCEL SERVICE INC 4,700 8 4,700 UNITED PARCEL SERVICE INC 11,963 3 11,963 UNITED RENTALS INC 541,100 - 1 167,000 374,100 UNITED RENTALS INC 2,700 8 2,700 UNITED TECH CORP 15,500 9 15,500 UNITED TECH CORP 13,090 8 13,090 UNITED TECH CORP 2,800 3 2,800 UNITED TECHNOLOGIES CORP 73,816 - 1 22,560 51,256 UNIVERSAL COMPRESSION HLDGS 144,500 - 1 144,500 - UNIVERSAL ELECTRS INC 80,000 - 1 80,000 - UNIVERSAL HEALTH RLTY INCOME 35,000 - 1 35,000 - UNIVERSAL HEALTH SVCS INC 294,736 - 1 97,876 196,860 UNIVERSAL HLTH SVCS INC 58,160 3 58,160 UNIVISION COMMUNICATIONS INC 6,500 9 6,500 UNOCAL CORP 7,800 9 7,800 UNOCAL CORP 8,500 6 8,500 UNOCAL CORP 800 8 800 UNOCAL CORP 6,795 3 6,795 UNTIED SURGICAL PARTNERS 75,000 - 1 75,000 - UNUMPROVIDENT CORP 7,700 9 7,700 UNUMPROVIDENT CORP 9,620 3 9,620 US BANCORP 1,356,012 10,035 1 716,095 649,952 UST INC 5,600 9 5,600 UST INC 33,366 3 33,366 USX MARATHON GROUP 9,900 9 9,900 USX MARATHON GROUP 18,394 3 18,394 VALASSIS COMM INC 1,280 5 1,280 VALASSIS COMM INC 55,971 3 55,971 VALASSIS COMMUNICATIONS INC 337,907 - 1 112,820 225,087 VARIAN INC. 253,800 - 1 81,700 172,100 VENATOR GROUP INC 594,800 - 1 183,400 411,400 VERISIGN INC 220 8 220 VERISIGN INC 2,320 3 2,320 VERITAS SOFTWARE CO 5,781 - 1 1,150 4,631 VERIZON COMMUNICATIONS 187,959 - 1 37,932 150,027 VERTEX PHARM INC 100 8 100 VERTIAS SOFTWARE CO 15,514 9 15,514 VERTIAS SOFTWARE CO 6,030 4 6,030 VERTIAS SOFTWARE CO 184,363 5 184,363 VERTIAS SOFTWARE CO 6,170 6 6,170 VERTIAS SOFTWARE CO 2,880 8 2,880
42
- --------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - --------------------------------------------------------------------------------------------------------------------------------- VERTIAS SOFTWARE CO COM 923436109 $ 702,556.80 10,560 VERTIAS SOFTWARE CO COM 923436109 $ 17,469,513.93 262,581 VIACOM INC CL B 925524308 $ 2,916,112.50 56,350 VIACOM INC CL B 925524308 $ 1,303,582.50 25,190 VIACOM INC CL B 925524308 $ 29,458,170.00 569,240 VIACOM INC CL B 925524308 $ 1,489,675.50 28,786 VIACOM INC CL B 925524308 $ 837,263.25 16,179 VIACOM INC CL B 925524308 $ 1,848,975.75 35,729 VIACOM INC CL B 925524308 $ 58,957,015.50 1,139,266 VIACOM INC CL B COM 925524308 $ 7,647,734.96 147,782 VIROPHARMA INC COM 928241108 $ 748,000.00 22,000 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 2,993,450.00 130,150 VISHAY INTERTECHNOLOGY INC COM 928298108 $ 278,070.00 12,090 VODAFONE GROUP PLC COM 92857T107 $ 298,372.50 13,350 WACHOVIA CORP COM 929771103 $ 462,475.00 6,500 WACHOVIA CORP COM 929771103 $ 1,237,298.50 17,390 WADDELL & REED FINL CL A 930059100 $ 41,592.50 1,310 WADDELL & REED FINL CL A 930059100 $ 3,863,816.25 121,695 WADDELL & REED FINL INC COM 930059100 $ 15,584,074.76 490,837 WAL MART STORES INC COM 931142103 $ 42,576,535.60 872,470 WAL MART STORES INC COM 931142103 $ 7,278,617.60 149,152 WAL MART STORES INC COM 931142103 $ 1,962,980.00 40,225 WAL MART STORES INC COM 931142103 $ 40,823,591.20 836,549 WAL MART STORES INC COM 931142103 $ 9,842,276.80 201,686 WAL MART STORES INC COM 931142103 $ 2,685,317.60 55,027 WAL MART STORES INC COM 931142103 $ 2,773,206.40 56,828 WAL MART STORES INC COM 931142103 $ 165,902,090.40 3,399,633 WALGREEN CO COM 931422109 $ 1,113,058.00 32,300 WALGREEN CO COM 931422109 $ 86,150.00 2,500 WALGREEN CO COM 931422109 $ 1,111,335.00 32,250 WASHINGTON FEDERAL INC COM 938824109 $ 19,479,104.84 794,417 WASHINGTON MUT INC COM 939322103 $ 1,053,277.50 28,050 WASHINGTON MUT INC COM 939322103 $ 109,833.75 2,925 WASHINGTON MUT INC COM 939322103 $ 48,815.00 1,300 WASHINGTON MUT INC COM 939322103 $ 533,735.70 14,214 WASHINGTON MUTUAL INC COM 939322103 $ 19,714.00 525 WASTE MGMT DEL COM 94106L109 $ 616,400.00 20,000 WASTE MGMT DEL COM 94106L109 $ 35,751.20 1,160 WASTE MGMT INC DEL COM 94106L109 $ 62,564.60 2,030 WATERS CORP COM 941848103 $ 251,030.12 9,092 WATERS CORP COM 941848103 $ 5,522.00 200 WATERS CORP COM 941848103 $ 661,811.70 23,970 WATSON PHARM INC COM 942683103 $ 191,084.00 3,100 WATSON PHARM INC COM 942683103 $ 100,473.20 1,630 WATSON PHARM INC COM 942683103 $ 616,400.00 10,000 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- VERTIAS SOFTWARE CO 10,560 2 10,560 VERTIAS SOFTWARE CO 262,581 3 262,581 VIACOM INC 56,350 9 56,350 VIACOM INC 25,190 4 25,190 VIACOM INC 569,240 5 569,240 VIACOM INC 28,786 6 28,786 VIACOM INC 16,179 8 16,179 VIACOM INC 35,729 2 35,729 VIACOM INC 1,139,266 3 1,139,266 VIACOM INC CL B 147,782 - 1 45,579 102,203 VIROPHARMA INC 22,000 3 22,000 VISHAY INTERTECHNOLOGY INC 130,150 8 130,150 VISHAY INTERTECHNOLOGY INC 12,090 3 12,090 VODAFONE GROUP PLC 13,350 - 1 9,800 3,550 WACHOVIA CORP 6,500 9 6,500 WACHOVIA CORP 17,390 3 17,390 WADDELL & REED FINL 1,310 5 1,310 WADDELL & REED FINL 121,695 3 121,695 WADDELL & REED FINL INC 476,687 14,150 1 422,277 68,560 WAL MART STORES INC 867,400 5,070 1 399,732 472,738 WAL MART STORES INC 149,152 9 149,152 WAL MART STORES INC 40,225 4 40,225 WAL MART STORES INC 836,549 5 836,549 WAL MART STORES INC 201,686 6 201,686 WAL MART STORES INC 55,027 8 55,027 WAL MART STORES INC 56,828 2 56,828 WAL MART STORES INC 3,399,633 3 3,399,633 WALGREEN CO 32,300 9 32,300 WALGREEN CO 2,500 8 2,500 WALGREEN CO 32,250 3 32,250 WASHINGTON FEDERAL INC 770,437 23,980 1 679,537 114,880 WASHINGTON MUT INC 28,050 9 28,050 WASHINGTON MUT INC 2,925 5 2,925 WASHINGTON MUT INC 1,300 8 1,300 WASHINGTON MUT INC 14,214 3 14,214 WASHINGTON MUTUAL INC 525 1 525 - WASTE MGMT DEL 20,000 9 20,000 WASTE MGMT DEL 1,160 8 1,160 WASTE MGMT INC DEL 2,030 - 1 - 2,030 WATERS CORP 9,092 - 1 7,312 1,780 WATERS CORP 200 8 200 WATERS CORP 23,970 3 23,970 WATSON PHARM INC 3,100 9 3,100 WATSON PHARM INC 1,630 5 1,630 WATSON PHARM INC 10,000 8 10,000
43
- ---------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ---------------------------------------------------------------------------------------------------------------------------------- WATSON PHARM INC COM 942683103 $ 5,880,640.92 95,403 WATSON PHARMACEUTICALS INC COM 942683103 $ 785,047.04 12,736 WATSON WYATT COM 942712100 $ 1,344,350.00 57,500 WEATHERFORD INTL INC COM 947074100 $ 1,881,600.00 39,200 WELLPOINT HEALTH NEWORK NEW COM 94973H108 $ 197,904.00 2,100 WELLPOINT HEALTH NEWORK NEW COM 94973H108 $ 366,593.60 3,890 WELLS FARGO & CO COM 949746101 $ 6,360,863.87 136,999 WELLS FARGO & CO NEW COM 949746101 $ 2,465,433.00 53,100 WELLS FARGO & CO NEW COM 949746101 $ 873,348.30 18,810 WELLS FARGO & CO NEW COM 949746101 $ 598,482.70 12,890 WELLS FARGO & CO NEW COM 949746101 $ 1,267,724.72 27,304 WELLS FARGO & CO NEW COM 949746101 $ 1,381,060.35 29,745 WELLS FARGO & CO NEW COM 949746101 $ 27,943,152.62 601,834 WERNER ENTERPRISES INC COM 950755108 $ 4,493,525.00 185,300 WESTERN WIRELESS CORP CL A 95988E204 $ 944,925.00 21,975 WESTERN WIRELESS CORP CL A 95988E204 $ 123,195.00 2,865 WESTERN WIRELESS CORP COM 9.60E+208 $ 461,820.00 10,740 WEYERHAEUSER CO COM 962166104 $ 395,289.27 7,191 WEYERHAEUSER CO COM 962166104 $ 18,689.80 340 WEYERHAEUSER CO COM 962166104 $ 15,955,867.05 290,265 WFS FINANCIAL INC COM 92923B106 $ 1,076,250.00 35,000 WHITE MOUNTAINS INSURANCE GRP COM G9618E107 $ 13,657,875.00 36,300 WILLAMETTE INDS INC COM 969133107 $ 178,200.00 3,600 WILLAMETTE INDS INC COM 969133107 $ 245,520.00 4,960 WILLIAMS COS INC DEL COM 969457100 $ 461,300.00 14,000 WILLIAMS COS INC DEL COM 969457100 $ 37,892.50 1,150 WILLIAMS SONOMA INC COM 969904101 $ 5,993,808.00 154,400 WILLIS GROUP HOLDINGS COM G96655108 $ 1,775,000.00 100,000 WILMINGTON TRUST CORPORATION COM 971807102 $ 28,200,832.45 450,133 WINTRUST FINL CORP COM 97650W108 $ 260,925.00 10,500 WOLVERINE WORLD WIDE INC COM 978097103 $ 9,215,559.00 515,700 WORLD ACCEPTANCE CORP COM 981419104 $ 452,211.00 49,100 WORLDCOM INC-WORLDCOM GROUP COM 98157D106 $ 1,362,575.20 95,956 WRIGLEY WM JR CO COM 982526105 $ 346,690.00 7,400 XEROX CORP COM 984121103 $ 204,798.00 21,400 XEROX CORP COM 984121103 $ 520,608.00 54,400 XEROX CORP COM 984121103 $ 730,554.66 76,338 XILINK INC COM 983919101 $ 419,410.80 10,170 XILINK INC COM 983919101 $ 276,308.00 6,700 XILINK INC COM 983919101 $ 5,230,386.72 126,828 XILINX INC COM 983919101 $ 135,514.64 3,286 YAHOO INC COM 984332106 $ 2,838.58 142 YAHOO INC COM 984332106 $ 335,832.00 16,800 YAHOO INC COM 984332106 $ 163,678.12 8,188 YAHOO INC COM 984332106 $ 239,080.40 11,960 - ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- --------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ----------------------------------------------------------------------------------------------------------------------------------- WATSON PHARM INC 95,403 3 95,403 WATSON PHARMACEUTICALS INC 12,736 - 1 10,566 2,170 WATSON WYATT 57,500 - 1 57,500 - WEATHERFORD INTL INC 39,200 - 1 8,800 30,400 WELLPOINT HEALTH NEWORK NEW 2,100 9 2,100 WELLPOINT HEALTH NEWORK NEW 3,890 3 3,890 WELLS FARGO & CO 136,999 - 1 19,590 117,409 WELLS FARGO & CO NEW 53,100 9 53,100 WELLS FARGO & CO NEW 18,810 4 18,810 WELLS FARGO & CO NEW 12,890 6 12,890 WELLS FARGO & CO NEW 27,304 8 27,304 WELLS FARGO & CO NEW 29,745 2 29,745 WELLS FARGO & CO NEW 601,834 3 601,834 WERNER ENTERPRISES INC 185,300 - 1 58,200 127,100 WESTERN WIRELESS CORP 21,975 3 21,975 WESTERN WIRELESS CORP 2,865 1 2,865 WESTERN WIRELESS CORP 10,740 - 1 7,185 3,555 WEYERHAEUSER CO 7,191 9 7,191 WEYERHAEUSER CO 340 6 340 WEYERHAEUSER CO 290,265 3 290,265 WFS FINANCIAL INC 35,000 - 1 35,000 - WHITE MOUNTAINS INSURANCE GRP 36,300 - 1 11,600 24,700 WILLAMETTE INDS INC 3,600 9 3,600 WILLAMETTE INDS INC 4,960 3 4,960 WILLIAMS COS INC DEL 14,000 9 14,000 WILLIAMS COS INC DEL 1,150 3 1,150 WILLIAMS SONOMA INC 154,400 - 1 47,800 106,600 WILLIS GROUP HOLDINGS 100,000 - 1 26,700 73,300 WILMINGTON TRUST CORPORATION 436,233 13,900 1 385,233 64,900 WINTRUST FINL CORP 10,500 - 1 10,500 - WOLVERINE WORLD WIDE INC 515,700 - 1 158,800 356,900 WORLD ACCEPTANCE CORP 49,100 - 1 49,100 - WORLDCOM INC-WORLDCOM GROUP 95,956 - 1 16,800 79,156 WRIGLEY WM JR CO 7,400 9 7,400 XEROX CORP 21,400 9 21,400 XEROX CORP 54,400 8 54,400 XEROX CORP 76,338 3 76,338 XILINK INC 10,170 9 10,170 XILINK INC 6,700 6 6,700 XILINK INC 126,828 3 126,828 XILINX INC 3,286 - 1 1,400 1,886 YAHOO INC 142 - 1 - 142 YAHOO INC 16,800 9 16,800 YAHOO INC 8,188 8 8,188 YAHOO INC 11,960 3 11,960
44
- ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 Item 5 Name of Issue Class Title Cusip Market Value Shares - ----------------------------------------------------------------------------------------------------------------------------------- ZALE CORP NEW COM 988858106 $ 12,505,867.80 371,094 ZALE CORP NEW COM 988858106 $ 33,026.00 980 ZALE CORP NEW COM 988858106 $ 1,909,206.10 56,653 ZEBRA TECHNOLOGIES CORP COM 989207105 $ 4,504,304.00 91,700 ZIONS BANCORP COM 989701107 $ 1,205,960.00 20,440 ZIONS BANCORPORATION COM 989701107 $ 171,100.00 2,900 ZIONS BANCORPORATION COM 989701107 $ 3,112,840.00 52,760 ZOMAX OPTICAL MEDIA INC COM 989929104 $ 623,700.00 70,000 $13,764,038,538.34 422,547,167 - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 6 - Investment Discretion ITEM 7 ITEM 8 - Voting Authority ---------------------------------------- ------------------------------------------- Name of Issue Sole Shared Other Managers Sole Shared None A B C A B C - ------------------------------------------------------------------------------------------------------------------------------------ ZALE CORP NEW 371,094 - 1 123,074 248,020 ZALE CORP NEW 980 5 980 ZALE CORP NEW 56,653 3 56,653 ZEBRA TECHNOLOGIES CORP 91,700 - 1 29,400 62,300 ZIONS BANCORP 20,440 - 1 16,500 3,940 ZIONS BANCORPORATION 2,900 9 2,900 ZIONS BANCORPORATION 52,760 3 52,760 ZOMAX OPTICAL MEDIA INC 70,000 - 1 70,000 - 421,087,400 - 1,459,767 366,476,076 56,071,091
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