Form 13F
INFORMATION REQUESTED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(f) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
Securities and Exchange Commission
Washington, D.C. 20549
Report for Calendar Year of Quarter Ended September 30, 1999
Please read instructions before preparing form
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If amended report check here:
Name of Institutional Investment Manager:
GW Capital Management, LLC
Business Address:
<TABLE>
<S> <C> <C>
8515 East Orchard Road Englewood Colorado U.S. 80111
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Street City State Country Postal Code
</TABLE>
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
Mr. D. McLeod, (303) 689-6170, Vice President, Investment Operations
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ATTENTION: Intentional misstatements or omissions of facts constitute
Federal Criminal Violations. See 18
U.S.C. 1001 and 15 U.S.C. 88ff(a).
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This Institutional Investment Manager submitting this form and its
attachment and the person by whom it is signed represent hereby that all
information contained therein is true, correct, and complete. It is understood
that all required items, statements, and schedules are considered integral parts
of this required form and that the submission of any amendment represents that
all unamended items, statements, and schedules remain true, correct, and
complete as previously submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned Institutional Investment Manager has caused this report to be signed
on its behalf in the City of Englewood and State of Colorado on the 27th day of
October, 1999.
GW CAPITAL MANAGEMENT, LLC
(Name of Institutional
Investment Manager)
/s/ Melissa Keller /s/ Bruce Hatcher
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Melissa Keller Bruce Hatcher
Accounting Approved (Manual Signature of Person
Duly Authorized to
Submit This Report)
Name and 13F file number of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report). (List
in alphabetical order.)
13F File Numbers will be assigned to Institutional Managers after they
file their first report.
<TABLE>
GW Capital Management, LLC
3RD Quarter 1999
Form 13F
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SEC USE ONLY
Today's Date
11/11/1999
Item 6:
Item 5: Investment Item 8:
Item 3: Item 4: Shares or Discretion Item 7: Voting
Authority
Item 1: Item 2: CUSIP Fair Market Principal Managers (Shares)
Name of Issuer Title of Class Number Value Amount (A) Sole See Inst (A) Sole
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<S> <C> <C> <C> <C> <C>
AAR CORP COMMON STOCK 000361105 537,300.00 29,850.00 29,850.00 29,850.00
ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 1,316,821.80 31,400.00 31,400.00 31,400.00
ABN AMRO HOLDING NV ADR SPONSORED 000937102 1,696,875.00 75,000.00 75,000.00 75,000.00
ABM INDUSTRIES COMMON STOCK 000957100 253,750.00 10,000.00 10,000.00 10,000.00
AFLAC INC COMMON STOCK 001055102 2,580,505.00 61,624.00 61,624.00 61,624.00
AHL SERVICES INC COMMON STOCK 001296102 867,864.60 33,300.00 33,300.00 33,300.00
AES CORP COMMON STOCK 00130H105 2,624,202.00 44,478.00 44,478.00 44,478.00
AMFM INC COMMON STOCK 001693100 1,562,965.63 25,675.00 25,675.00 25,675.00
AMR CORP COMMON STOCK 001765106 1,915,130.00 35,140.00 35,140.00 35,140.00
AT T CORP COM LIBERTY MEDIA COMMON STOCK 001957109 33,068,221.50 760,189.00 760,189.00 760,189.00
AT T CORP COM LIBERTY MEDIA COMMON STOCK 001957208 1,614,937.50 43,500.00 43,500.00 43,500.00
ABBOTT LABORATORIES COMMON STOCK 002824100 14,579,827.50 396,730.00 396,730.00 396,730.00
ABERCROMBIE & FITCH CO COMMON STOCK CLASS A 002896207 868,070.07 25,485.00 25,485.00 25,485.00
ABOUT.COM INC COMMON STOCK 003736105 791,000.00 14,000.00 14,000.00 14,000.00
ACCLAIM ENTERTAINMENT INC COMMON STOCK 004325205 485,952.00 64,000.00 64,000.00 64,000.00
ACCREDO HEALTH INC COMMON STOCK 00437V104 337,050.00 10,700.00 10,700.00 10,700.00
AC NIELSEN CORP COMMON STOCK 004833109 1,044,872.47 46,056.00 46,056.00 46,056.00
ACTEL CORP COMMON STOCK 004934105 642,200.00 33,800.00 33,800.00 33,800.00
ACXIOM CORP COMMON STOCK 005125109 1,973,462.40 100,400.00 100,400.00 100,400.00
ADAPTIVE BROADBAND CORPORATION COMMON STOCK 00650M104 224,450.00 6,700.00 6,700.00 6,700.00
ADOBE SYSTEMS INC COMMON STOCK 00724F101 1,600,350.00 14,100.00 14,100.00 14,100.00
ADVANCED DIGITAL INFO CORP COMMON STOCK 007525108 806,548.00 29,000.00 29,000.00 29,000.00
ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 73,256.40 23,800.00 23,800.00 23,800.00
ADVO INC COMMON STOCK 007585102 645,958.80 32,400.00 32,400.00 32,400.00
ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 190,892.38 62,980.00 62,980.00 62,980.00
AEROFLEX INC COMMON STOCK 007768104 450,919.00 37,000.00 37,000.00 37,000.00
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 586,076.70 34,100.00 34,100.00 34,100.00
AETNA INC COMMON STOCK 008117103 1,608,603.50 32,662.00 32,662.00 32,662.00
AFFILIATED COMPUTER SERVICES COMMON STOCK CLASS A 008190100 2,905,093.75 71,510.00 71,510.00 71,510.00
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 872,000.00 32,000.00 32,000.00 32,000.00
AFFYMETRIX INC COMMON STOCK 00826T108 393,748.00 4,000.00 4,000.00 4,000.00
AGRIBRANDS INTERNATIONAL INC COMMON STOCK 00849R105 238,200.00 4,800.00 4,800.00 4,800.00
AIR EXPRESS INTERNATIONAL CORP COMMON STOCK 009104100 345,409.58 15,225.00 15,225.00 15,225.00
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,593,469.46 54,830.00 54,830.00 54,830.00
AIRONET WIRELESS COMM INC COMMON STOCK 00943A107 354,900.00 16,900.00 16,900.00 16,900.00
AKZO NOBEL NV ADR SPONSORED 010199305 1,282,500.00 30,000.00 30,000.00 30,000.00
ALBERTO-CULVER CO COMMON STOCK 013068101 301,550.00 13,040.00 13,040.00 13,040.00
ALBERTSON'S INC COMMON STOCK 013104104 3,910,941.07 98,856.00 98,856.00 98,856.00
ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,639,687.50 52,470.00 52,470.00 52,470.00
ALCOA INC COMMON STOCK 013817101 5,276,387.12 85,018.00 85,018.00 85,018.00
ALEXANDER & BALDWIN INC COMMON STOCK 014482103 397,518.75 16,650.00 16,650.00 16,650.00
ALKERMES INC COMMON STOCK 01642T108 486,922.80 16,900.00 16,900.00 16,900.00
ALLEGHENY ENERGY INC COMMON STOCK 017361106 368,382.96 11,580.00 11,580.00 11,580.00
ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 745,537.50 44,180.00 44,180.00 44,180.00
ALLEN GROUP INC COMMON STOCK 018091108 122,850.00 12,600.00 12,600.00 12,600.00
ALLERGAN INC COMMON STOCK 018490102 4,174,500.00 37,950.00 37,950.00 37,950.00
ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 99,721.40 19,700.00 19,700.00 19,700.00
ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 220,000.90 7,946.00 7,946.00 7,946.00
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1,365,446.40 19,700.00 19,700.00 19,700.00
ALLIED-SIGNAL INC COMMON STOCK 019512102 10,610,047.70 177,020.00 177,020.00 177,020.00
ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 509,553.20 43,600.00 43,600.00 43,600.00
ALLMERICA FINL CORP COMMON STOCK 019754100 1,907,857.50 40,060.00 40,060.00 40,060.00
ALLSTATE CORP COMMON STOCK 020002101 4,755,386.15 190,696.00 190,696.00 190,696.00
ALLTEL CORP COMMON STOCK 020039103 8,590,746.63 122,071.00 122,071.00 122,071.00
ALPHA INDUSTRIES INC COMMON STOCK 020753109 490,732.20 8,700.00 8,700.00 8,700.00
ALPHARMA INC COMMON STOCK 020813101 442,600.61 12,534.00 12,534.00 12,534.00
ALTERA CORP COMMON STOCK 021441100 869,235.00 20,040.00 20,040.00 20,040.00
ALZA CORP COMMON STOCK 022615108 1,843,484.72 43,060.00 43,060.00 43,060.00
AMAZON.COM INC COMMON STOCK 023135106 2,238,236.00 28,000.00 28,000.00 28,000.00
AMBAC INC COMMON STOCK 023139108 332,572.50 7,020.00 7,020.00 7,020.00
AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 179,212.50 12,150.00 12,150.00 12,150.00
AMERADA HESS CORP COMMON STOCK 023551104 3,311,787.50 54,070.00 54,070.00 54,070.00
AMEREN CORP COMMON STOCK 023608102 1,203,442.52 31,827.00 31,827.00 31,827.00
AMERICA ONLINE INC COMMON STOCK 02364J104 27,329,848.00 262,787.00 262,787.00 262,787.00
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,533,577.50 44,940.00 44,940.00 44,940.00
AMERICAN EXPRESS CO COMMON STOCK 025816109 14,695,665.00 109,160.00 109,160.00 109,160.00
AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 261,892.80 14,400.00 14,400.00 14,400.00
AMERICAN GENERAL CORP COMMON STOCK 026351106 5,397,307.17 85,418.00 85,418.00 85,418.00
AMERICAN GREETINGS CORP COMMON STOCK 026375105 400,412.50 15,550.00 15,550.00 15,550.00
AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 16,231,065.00 391,110.00 391,110.00 391,110.00
AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 32,534,433.50 374,230.00 374,230.00 374,230.00
AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 490,029.60 19,100.00 19,100.00 19,100.00
AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 368,030.00 19,370.00 19,370.00 19,370.00
AMERICAN STANDARD COS INC COMMON STOCK 029712106 273,230.00 7,120.00 7,120.00 7,120.00
AMERICAN STATES WATER CO COMMON STOCK 029899101 708,875.00 21,400.00 21,400.00 21,400.00
AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 283,293.23 9,790.00 9,790.00 9,790.00
AMERICAN XTAL TECHNOLOGY INC COMMON STOCK 030514103 887,062.50 41,500.00 41,500.00 41,500.00
AMERICREDIT CORP COMMON STOCK 03060R101 486,946.20 32,600.00 32,600.00 32,600.00
AMERISOURCE HEALTH CORP COMMON STOCK CLASS A 03071P102 2,048,925.50 86,500.00 86,500.00 86,500.00
AMERUS LIFE HOLDINGS INC COMMON STOCK 030732101 260,600.10 12,300.00 12,300.00 12,300.00
AMES DEPARTMENT STORES INC COMMON STOCK 030789507 411,187.50 12,900.00 12,900.00 12,900.00
AMERITECH CORP COMMON STOCK 030954101 17,066,841.70 254,020.00 254,020.00 254,020.00
AMGEN INC COMMON STOCK 031162100 10,024,500.00 123,000.00 123,000.00 123,000.00
AMRESCO INC COMMON STOCK 031909104 66,300.00 22,100.00 22,100.00 22,100.00
AMSOUTH BANCORP COMMON STOCK 032165102 958,268.62 40,887.00 40,887.00 40,887.00
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 898,522.80 29,400.00 29,400.00 29,400.00
ANADIGICS INC COMMON STOCK 032515108 1,009,687.50 35,900.00 35,900.00 35,900.00
ANALOG DEVICES INC COMMON STOCK 032654105 3,353,595.00 65,436.00 65,436.00 65,436.00
ANALYSTS INTERNATIONAL CORP COMMON STOCK 032681108 105,306.25 10,150.00 10,150.00 10,150.00
ANAREN MICROWAVE INC COMMON STOCK 032744104 850,325.00 30,100.00 30,100.00 30,100.00
ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 186,875.00 11,500.00 11,500.00 11,500.00
ANCHOR GAMING CO COMMON STOCK 033037102 321,300.00 5,400.00 5,400.00 5,400.00
ANDREW CORP COMMON STOCK 034425108 330,072.88 18,997.00 18,997.00 18,997.00
ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 10,983,619.70 156,770.00 156,770.00 156,770.00
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 378,975.00 16,300.00 16,300.00 16,300.00
ANNTAYLOR STORES CORP COMMON STOCK 036115103 490,500.00 12,000.00 12,000.00 12,000.00
ANTEC CORP COMMON STOCK 03664P105 929,687.50 17,500.00 17,500.00 17,500.00
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 458,562.50 66,700.00 66,700.00 66,700.00
AON CORP COMMON STOCK 037389103 1,757,608.71 59,455.00 59,455.00 59,455.00
APACHE CORP COMMON STOCK 037411105 2,364,488.25 54,750.00 54,750.00 54,750.00
APOGEE ENTERPRISES INC COMMON STOCK 037598109 88,590.60 12,600.00 12,600.00 12,600.00
APOLLO GROUP INC COMMON STOCK CLASS A 037604105 597,837.50 28,300.00 28,300.00 28,300.00
APPLE COMPUTER INC COMMON STOCK 037833100 3,321,664.08 52,465.00 52,465.00 52,465.00
APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 437,931.00 13,000.00 13,000.00 13,000.00
APPLIED MATERIALS INC COMMON STOCK 038222105 6,756,435.00 86,760.00 86,760.00 86,760.00
APPLIED POWER INC COMMON STOCK 038225108 537,485.63 17,695.00 17,695.00 17,695.00
APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 456,000.00 8,000.00 8,000.00 8,000.00
APTARGROUP INC COMMON STOCK 038336103 441,375.00 16,500.00 16,500.00 16,500.00
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,745,044.34 143,189.00 143,189.00 143,189.00
ARCTIC CAT INC COMMON STOCK 039670104 110,919.20 11,600.00 11,600.00 11,600.00
ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK 042476101 1,893,195.81 42,130.00 42,130.00 42,130.00
ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 322,456.00 17,000.00 17,000.00 17,000.00
ARTHROCARE CORP COMMON STOCK 043136100 666,425.00 12,200.00 12,200.00 12,200.00
ASARCO INC COMMON STOCK 043413103 247,474.76 9,230.00 9,230.00 9,230.00
ASHLAND INC COMMON STOCK 044204105 566,245.00 16,840.00 16,840.00 16,840.00
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 809,984.00 32,000.00 32,000.00 32,000.00
ASPECT TELECOMMUNICATIONS CORP COMMON STOCK 045237104 364,812.00 21,500.00 21,500.00 21,500.00
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 110,175.00 11,300.00 11,300.00 11,300.00
ASSOCIATED BANC-CORP COMMON STOCK 045487105 231,596.80 6,400.00 6,400.00 6,400.00
ASSOCIATES FIRST CAPITAL CORP COMMON STOCK CLASS A 046008108 6,721,848.00 186,718.00 186,718.00 186,718.00
ASTEC INDUSTRIES INC COMMON STOCK 046224101 207,475.00 8,600.00 8,600.00 8,600.00
ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 3,168,792.25 75,001.00 75,001.00 75,001.00
ATLANTIC RICHFIELD CO COMMON STOCK 048825103 10,142,245.00 114,440.00 114,440.00 114,440.00
ATMEL CORP COMMON STOCK 049513104 514,956.76 15,230.00 15,230.00 15,230.00
ATMOS ENERGY CORP COMMON STOCK 049560105 338,956.25 14,050.00 14,050.00 14,050.00
ATWOOD OCEANICS INC COMMON STOCK 050095108 602,071.40 19,700.00 19,700.00 19,700.00
AUSPEX SYSTEMS INC COMMON STOCK 052116100 105,612.50 11,900.00 11,900.00 11,900.00
AUTHENTIC FITNESS CORP COMMON STOCK 052661105 184,401.00 10,500.00 10,500.00 10,500.00
AUTODESK INC COMMON STOCK 052769106 298,156.25 13,630.00 13,630.00 13,630.00
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 7,140,669.38 160,015.00 160,015.00 160,015.00
AUTOZONE INC COMMON STOCK 053332102 1,442,667.42 51,410.00 51,410.00 51,410.00
AVERY DENNISON CORP COMMON STOCK 053611109 2,968,770.00 56,280.00 56,280.00 56,280.00
AVID TECHNOLOGY INC COMMON STOCK 05367P100 140,437.50 10,700.00 10,700.00 10,700.00
AVON PRODUCTS INC COMMON STOCK 054303102 1,880,749.60 75,800.00 75,800.00 75,800.00
AZTAR CORP COMMON STOCK 054802103 207,050.00 20,200.00 20,200.00 20,200.00
BB&T CORPORATION COMMON STOCK 054937107 2,397,045.00 74,040.00 74,040.00 74,040.00
BCE INC COMMON STOCK 05534B109 1,464,472.80 29,400.00 29,400.00 29,400.00
BISYS GROUP INC COMMON STOCK 055472104 572,253.20 12,200.00 12,200.00 12,200.00
BJ SERVICES COMPANY USA COMMON STOCK 055482103 2,787,685.56 87,630.00 87,630.00 87,630.00
BJ WHOLESALE COMMON STOCK 05548J106 2,467,244.52 83,460.00 83,460.00 83,460.00
BMC INDUSTRIES INC COMMON STOCK 055607105 153,900.00 12,500.00 12,500.00 12,500.00
BP AMOCO PLC SPONSORED ADR 055622104 4,196,339.63 37,869.00 37,869.00 37,869.00
BMC SOFTWARE INC COMMON STOCK 055921100 5,803,678.20 81,100.00 81,100.00 81,100.00
BAKER HUGHES INC COMMON STOCK 057224107 3,988,022.00 137,518.00 137,518.00 137,518.00
BAKER HUGHES INC CONVERTIBLE BOND 057224AHO 3,733,750.00 5,150,000.00 5,150,000.00 5,150,000.00
BALDOR ELECTRIC CO COMMON STOCK 057741100 311,570.46 16,453.00 16,453.00 16,453.00
BALL CORPORATION COMMON STOCK 058498106 313,721.44 7,120.00 7,120.00 7,120.00
BANK OF AMERICA CORPORATION COMMON STOCK 060505104 24,724,359.80 443,988.00 443,988.00 443,988.00
BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 7,285,253.56 217,880.00 217,880.00 217,880.00
BANK ONE CORPORATION COMMON STOCK 06423A103 11,117,490.70 319,358.00 319,358.00 319,358.00
BANKBOSTON CORPORATION COMMON STOCK 06605R106 3,981,825.00 91,800.00 91,800.00 91,800.00
BANKNORTH GROUP INC COMMON STOCK 06646L100 316,675.00 10,600.00 10,600.00 10,600.00
BARD (CR) INC COMMON STOCK 067383109 561,920.28 11,940.00 11,940.00 11,940.00
BARRICK GOLD CORP COMMON STOCK 067901108 2,044,630.50 94,006.00 94,006.00 94,006.00
BARR LABS INC COMMON STOCK 068306109 330,200.00 10,400.00 10,400.00 10,400.00
BARRETT RESOURCES CORP COMMON STOCK 068480201 543,343.27 14,710.00 14,710.00 14,710.00
BASIN EXPL INC COMMON STOCK 070107107 760,800.00 31,700.00 31,700.00 31,700.00
BAUSCH & LOMB INC COMMON STOCK 071707103 879,599.58 13,340.00 13,340.00 13,340.00
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 4,350,050.00 72,200.00 72,200.00 72,200.00
BE AEROSPACE INC COMMON STOCK 073302101 796,197.90 66,700.00 66,700.00 66,700.00
BEAR STEARNS CO COMMON STOCK 073902108 1,037,453.07 26,991.00 26,991.00 26,991.00
BECKMAN COULTER INC COMMON STOCK 075811109 536,987.50 11,900.00 11,900.00 11,900.00
BECTON DICKINSON & CO COMMON STOCK 075887109 1,714,026.96 61,080.00 61,080.00 61,080.00
BED BATH & BEYOND INC COMMON STOCK 075896100 284,387.18 8,140.00 8,140.00 8,140.00
BELDEN INC COMMON STOCK 077459105 227,550.00 11,100.00 11,100.00 11,100.00
BELL ATLANTIC CORP COMMON STOCK 077853109 27,682,531.20 411,257.00 411,257.00 411,257.00
BELLSOUTH CORP COMMON STOCK 079860102 22,926,375.00 509,475.00 509,475.00 509,475.00
BELO (AH) CORP COMMON STOCK 080555105 227,778.75 11,910.00 11,910.00 11,910.00
BEMIS COMPANY INC COMMON STOCK 081437105 407,855.00 12,040.00 12,040.00 12,040.00
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 257,777.60 7,300.00 7,300.00 7,300.00
BENTON OIL & GAS CO COMMON STOCK 083288100 35,199.70 13,100.00 13,100.00 13,100.00
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 140,892.50 13,580.00 13,580.00 13,580.00
BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 2,106,560.00 1,135.00 1,135.00 1,135.00
BEST BUY INC COMMON STOCK 086516101 2,923,120.20 47,100.00 47,100.00 47,100.00
BESTFOODS COMMON STOCK 08658U101 3,124,370.00 64,420.00 64,420.00 64,420.00
BETHLEHEM STEEL CORP COMMON STOCK 087509105 508,358.75 68,930.00 68,930.00 68,930.00
BEVERLY ENTERPRISES INC COMMON STOCK 087851309 225,037.50 52,950.00 52,950.00 52,950.00
BILLING CONCEPTS CORP COMMON STOCK 090063108 84,500.00 16,900.00 16,900.00 16,900.00
BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 218,486.99 15,266.00 15,266.00 15,266.00
BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 229,272.70 23,900.00 23,900.00 23,900.00
BIOCRYST PHARMACEUTICLS INC COMMON STOCK 09058V103 492,275.00 20,300.00 20,300.00 20,300.00
BIOGEN INC COMMON STOCK 090597105 3,399,949.68 43,140.00 43,140.00 43,140.00
BIOMATRIX INC COMMON STOCK 09060P102 233,344.80 10,400.00 10,400.00 10,400.00
BIOMET INC COMMON STOCK 090613100 686,216.96 26,080.00 26,080.00 26,080.00
BIOVAIL CORP INTERNATIONAL COMMON STOCK 09067K106 304,500.00 6,000.00 6,000.00 6,000.00
BIRMINGHAM STEEL CORP COMMON STOCK 091250100 102,175.00 13,400.00 13,400.00 13,400.00
BLACK & DECKER CORP COMMON STOCK 091797100 921,049.92 20,160.00 20,160.00 20,160.00
BLACK BOX CORP COMMON STOCK 091826107 420,000.00 8,000.00 8,000.00 8,000.00
BLANCH EW HOLDINGS COMMON STOCK 093210102 1,198,300.00 18,400.00 18,400.00 18,400.00
H&R BLOCK INC COMMON STOCK 093671105 2,035,892.19 46,870.00 46,870.00 46,870.00
BOB EVANS FARMS INC COMMON STOCK 096761101 3,093,128.75 151,810.00 151,810.00 151,810.00
BOEING CO (THE) COMMON STOCK 097023105 10,825,556.50 253,972.00 253,972.00 253,972.00
BOISE CASCADE CORP COMMON STOCK 097383103 485,705.21 13,330.00 13,330.00 13,330.00
BOMBAY COMPANY INC COMMON STOCK 097924104 83,523.00 16,500.00 16,500.00 16,500.00
BORDERS GROUP INC COMMON STOCK 099709107 901,781.80 61,400.00 61,400.00 61,400.00
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 2,360,570.94 95,620.00 95,620.00 95,620.00
BOWATER INC COMMON STOCK 102183100 269,325.00 5,130.00 5,130.00 5,130.00
BOWNE & COMPANY INC COMMON STOCK 103043105 202,641.60 16,800.00 16,800.00 16,800.00
BOYDS COLLECTION LTD COMMON STOCK 103354106 747,250.00 61,000.00 61,000.00 61,000.00
BRADY CORPORATION CL A COMMON STOCK 104674106 3,155,200.00 98,600.00 98,600.00 98,600.00
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 702,000.00 43,200.00 43,200.00 43,200.00
BRIGGS & STRATTON CORP COMMON STOCK 109043109 316,392.50 5,420.00 5,420.00 5,420.00
BRIGHTPOINT INC COMMON STOCK 109473108 176,200.20 24,200.00 24,200.00 24,200.00
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 365,645.00 13,480.00 13,480.00 13,480.00
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 31,463,437.50 466,125.00 466,125.00 466,125.00
BRITISH AIRWAYS PLC ADR 110419306 1,428,125.00 25,000.00 25,000.00 25,000.00
BSKH GROUP - ADR SPONS COMMON STOCK 111015301 1,158,750.00 45,000.00 45,000.00 45,000.00
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 2,169,118.00 14,000.00 14,000.00 14,000.00
BROOKS AUTOMATION INC COMMON STOCK 11434A100 491,736.00 28,000.00 28,000.00 28,000.00
BROWN-FORMAN CORP COMMON STOCK CLASS B 115637209 2,404,556.25 38,550.00 38,550.00 38,550.00
BRUNSWICK CORP COMMON STOCK 117043109 531,578.75 21,370.00 21,370.00 21,370.00
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 252,560.70 16,100.00 16,100.00 16,100.00
BURLINGTON COAT FACTORY WAREHS COMMON STOCK 121579106 993,425.00 50,300.00 50,300.00 50,300.00
BURLINGTON INDUSTRIES INC COMMON STOCK 121693105 308,593.35 69,550.00 69,550.00 69,550.00
BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 4,039,090.00 146,876.00 146,876.00 146,876.00
BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,515,937.50 41,250.00 41,250.00 41,250.00
BURNS INTERNATIONAL SERVICES COMMON STOCK 122374101 337,012.50 20,900.00 20,900.00 20,900.00
BURR BROWN CORP COMMON STOCK 122574106 663,600.00 16,800.00 16,800.00 16,800.00
BUSINESS OBJECTS SA COMMON STOCK 12328X107 607,700.00 10,300.00 10,300.00 10,300.00
C&D TECHNOLOGY INC COMMON STOCK 124661109 210,609.60 5,800.00 5,800.00 5,800.00
CBT GROUP PLC SPONSORED ADR 124853300 1,194,312.50 48,500.00 48,500.00 48,500.00
CBS CORPORATION COMMON STOCK 12490K107 8,140,370.00 176,008.00 176,008.00 176,008.00
C COR ELECTRONICS INC COMMON STOCK 125010108 911,250.00 30,000.00 30,000.00 30,000.00
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 1,392,000.00 32,000.00 32,000.00 32,000.00
CDI CORP COMMON STOCK 125071100 234,883.20 8,600.00 8,600.00 8,600.00
CEC ENTERTAINMENT INC COMMON STOCK 125137109 1,348,900.00 37,600.00 37,600.00 37,600.00
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 555,835.50 16,500.00 16,500.00 16,500.00
CIGNA CORP COMMON STOCK 125509109 3,635,590.00 46,760.00 46,760.00 46,760.00
C.I.T. GROUP INC CLASS A SHARES 125577106 1,254,282.00 61,000.00 61,000.00 61,000.00
CKE RESTAURANTS INC COMMON STOCK 12561E105 170,853.50 23,566.00 23,566.00 23,566.00
CK WITCO CORP COMMON STOCK 12562C108 698,451.77 47,964.00 47,964.00 47,964.00
CMS ENERGY CORP COMMON STOCK 125896100 929,873.80 27,400.00 27,400.00 27,400.00
CSK AUTO CORP COMMON STOCK 125965103 791,775.60 36,300.00 36,300.00 36,300.00
CNA SURETY COMMON STOCK 12612L108 548,625.00 41,800.00 41,800.00 41,800.00
CNF TRANSPORTATION INC COMMON STOCK 12612W104 778,525.00 20,900.00 20,900.00 20,900.00
CSX CORP COMMON STOCK 126408103 2,142,480.00 50,560.00 50,560.00 50,560.00
CTC COMMUNICATIONS CORP COMMON STOCK 126418102 986,220.00 60,000.00 60,000.00 60,000.00
CTS CORP COMMON STOCK 126501105 718,750.00 12,500.00 12,500.00 12,500.00
CUNO INCORPORATED COMMON STOCK 126583103 488,925.00 24,600.00 24,600.00 24,600.00
CVS CORP COMMON STOCK 126650100 3,704,913.36 90,780.00 90,780.00 90,780.00
CABLETRON SYSTEMS INC COMMON STOCK 126920107 633,911.67 40,410.00 40,410.00 40,410.00
CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 291,993.60 12,800.00 12,800.00 12,800.00
CABOT OIL & GAS CORP COMMON STOCK 127097103 193,200.00 11,200.00 11,200.00 11,200.00
CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 325,155.00 24,540.00 24,540.00 24,540.00
CALPINE CORP COMMON STOCK 131347106 236,472.36 2,780.00 2,780.00 2,780.00
CAMBREX CORP COMMON STOCK 132011107 296,094.40 11,200.00 11,200.00 11,200.00
CAMPBELL SOUP CO COMMON STOCK 134429109 5,123,027.50 130,940.00 130,940.00 130,940.00
CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 489,950.00 8,200.00 8,200.00 8,200.00
CANON INC SPONSORED ADR COMMON STOCK 138006309 2,814,375.00 95,000.00 95,000.00 95,000.00
CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 795,712.50 64,300.00 64,300.00 64,300.00
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 3,299,400.00 84,600.00 84,600.00 84,600.00
CAPITAL RE CORP COMMON STOCK 140432105 165,000.00 16,500.00 16,500.00 16,500.00
CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 293,405.60 38,800.00 38,800.00 38,800.00
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 288,150.00 11,300.00 11,300.00 11,300.00
CARDINAL HEALTH INC COMMON STOCK 14149Y108 3,446,471.00 63,238.00 63,238.00 63,238.00
CARLISLE COMPANIES INC COMMON STOCK 142339100 577,095.00 14,610.00 14,610.00 14,610.00
CARLTON COMMUNICATIONS PLC COMMON STOCK SPONSORED ADR 142872209 2,131,250.00 55,000.00 55,000.00 55,000.00
CARNIVAL CORP COMMON STOCK 143658102 8,096,437.50 186,125.00 186,125.00 186,125.00
CAROLINA FIRST CORP COMMON STOCK 143877108 229,819.20 11,600.00 11,600.00 11,600.00
CAROLINA POWER & LIGHT CO COMMON STOCK 144141108 1,309,228.75 37,010.00 37,010.00 37,010.00
CASE CORP COMMON STOCK 14743R103 904,087.80 18,150.00 18,150.00 18,150.00
CASEYS GENERAL STORES INC COMMON STOCK 147528103 320,403.40 23,900.00 23,900.00 23,900.00
CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 110,186.41 11,676.00 11,676.00 11,676.00
CATALINA MARKETING CORP COMMON STOCK 148867104 2,552,841.20 30,100.00 30,100.00 30,100.00
CATERPILLAR INC COMMON STOCK 149123101 4,822,359.76 87,980.00 87,980.00 87,980.00
CATO CORP COMMON STOCK 149205106 169,116.00 12,000.00 12,000.00 12,000.00
CENDANT CORPORATION COMMON STOCK 151313103 2,966,184.75 167,109.00 167,109.00 167,109.00
CENTEX CORP COMMON STOCK 152312104 406,181.88 13,740.00 13,740.00 13,740.00
CENTOCOR INC COMMON STOCK 152342101 1,969,440.06 33,630.00 33,630.00 33,630.00
CENTOCOR INC DEBENTURES 152342AE1 987,187.50 750,000.00 750,000.00 750,000.00
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 1,042,730.00 49,360.00 49,360.00 49,360.00
CENTRAL HUDSON GAS & ELEC CORP COMMON STOCK 153609102 303,187.50 7,700.00 7,700.00 7,700.00
CENTRAL NEWSPAPERS INC COMMON STOCK CLASS A 154647101 5,442,350.00 122,300.00 122,300.00 122,300.00
CENTRAL PKG CORP COMMON STOCK 154785109 485,550.00 16,600.00 16,600.00 16,600.00
CENTURA BANKS INC COMMON STOCK 15640T100 533,737.50 12,900.00 12,900.00 12,900.00
CENTURYTEL INC COMMON STOCK 156700106 5,706,796.88 140,475.00 140,475.00 140,475.00
CEPHALON INC COMMON STOCK 156708109 251,552.00 14,000.00 14,000.00 14,000.00
CERIDIAN CORP COMMON STOCK 15677T106 2,447,700.00 98,400.00 98,400.00 98,400.00
CERNER CORP COMMON STOCK 156782104 233,325.00 15,300.00 15,300.00 15,300.00
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 196,740.00 21,860.00 21,860.00 21,860.00
CHAMPION INTERNATIONAL CORP COMMON STOCK 158525105 2,721,333.75 52,970.00 52,970.00 52,970.00
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 404,548.75 17,494.00 17,494.00 17,494.00
CHARMING SHOPPES INC COMMON STOCK 161133103 170,150.00 33,200.00 33,200.00 33,200.00
CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 19,109,522.30 253,526.00 253,526.00 253,526.00
CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 126,643.20 13,600.00 13,600.00 13,600.00
CHEESECAKE FACTORY INC COMMON STOCK 163072101 251,137.50 9,050.00 9,050.00 9,050.00
CHEMFIRST INC COMMON STOCK 16361A106 226,689.60 8,300.00 8,300.00 8,300.00
CHESAPEAKE CORP COMMON STOCK 165159104 581,405.00 19,220.00 19,220.00 19,220.00
CHEVRON CORP COMMON STOCK 166751107 17,335,093.80 195,325.00 195,325.00 195,325.00
CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 176,922.60 29,800.00 29,800.00 29,800.00
CHIREX INC COMMON STOCK 170038103 903,420.00 35,000.00 35,000.00 35,000.00
CHIRON CORP COMMON STOCK 170040109 505,564.62 18,260.00 18,260.00 18,260.00
CHIRON CORP CONVERTIBLE SUBORDINATED NOTES170040AB5 155,812.50 150,000.00 150,000.00 150,000.00
CHITTENDEN CORP COMMON STOCK 170228100 684,000.00 24,000.00 24,000.00 24,000.00
CHOICEPOINT INC COMMON STOCK 170388102 444,675.00 6,600.00 6,600.00 6,600.00
CHUBB CAPITAL CORP COMMON STOCK 171232101 3,030,063.96 60,830.00 60,830.00 60,830.00
CIBER INC COMMON STOCK 17163B102 1,914,000.00 125,000.00 125,000.00 125,000.00
CILCORP INC COMMON STOCK 171794100 401,834.40 6,200.00 6,200.00 6,200.00
CINCINNATI BELL INC COMMON STOCK 171870108 270,563.04 13,920.00 13,920.00 13,920.00
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,439,351.38 38,351.00 38,351.00 38,351.00
CINERGY CORP COMMON STOCK 172474108 1,042,702.65 36,829.00 36,829.00 36,829.00
CIRCUIT CITY STORES INC COMMON STOCK 172737108 7,553,160.48 179,040.00 179,040.00 179,040.00
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 474,500.00 650,000.00 650,000.00 650,000.00
CISCO SYSTEMS INC COMMON STOCK 17275R102 55,674,332.30 812,029.00 812,029.00 812,029.00
CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 801,937.50 23,500.00 23,500.00 23,500.00
CINTAS CORP COMMON STOCK 172908105 1,005,350.68 17,390.00 17,390.00 17,390.00
CITIGROUP INC COMMON STOCK 172967101 39,478,428.00 897,237.00 897,237.00 897,237.00
CITRIX SYS INC COMMON STOCK 177376100 1,294,483.30 20,900.00 20,900.00 20,900.00
CITY NATIONAL CORP COMMON STOCK 178566105 1,858,327.94 55,370.00 55,370.00 55,370.00
CLARCOR INC COMMON STOCK 179895107 182,410.20 10,850.00 10,850.00 10,850.00
CLARIFY INC COMMON STOCK 180492100 528,276.00 10,500.00 10,500.00 10,500.00
CLAYTON HOMES INC COMMON STOCK 184190106 126,917.07 14,610.00 14,610.00 14,610.00
CLEAR CHANNEL COMMUNICIATIONS COMMON STOCK 184502102 9,158,707.13 114,663.00 114,663.00 114,663.00
CLOROX CO COMMON STOCK 189054109 4,343,937.75 113,567.00 113,567.00 113,567.00
COASTAL CORP COMMON STOCK 190441105 2,262,178.62 55,260.00 55,260.00 55,260.00
COCA-COLA BOTTLING CO COMMON STOCK 191098102 224,372.00 4,000.00 4,000.00 4,000.00
COCA-COLA CO COMMON STOCK 191216100 30,490,773.10 634,405.00 634,405.00 634,405.00
COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 2,224,613.20 98,600.00 98,600.00 98,600.00
COGNEX CORP COMMON STOCK 192422103 561,478.20 18,600.00 18,600.00 18,600.00
COHERENT INC COMMON STOCK 192479103 243,200.80 10,900.00 10,900.00 10,900.00
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 8,148,761.25 178,115.00 178,115.00 178,115.00
COLONIAL BANCGROUP INC COMMON STOCK 195493309 325,541.70 29,100.00 29,100.00 29,100.00
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,049,910.00 18,960.00 18,960.00 18,960.00
COLUMBIA/HCA HEALTHCARE CORP COMMON STOCK 197677107 2,770,687.55 130,773.00 130,773.00 130,773.00
COMAIR HOLDINGS INC COMMON STOCK 199789108 865,054.08 51,840.00 51,840.00 51,840.00
COMCAST CORP COMMON STOCK SPECIAL CLASS A 200300200 7,634,268.12 191,455.00 191,455.00 191,455.00
COMDISCO INC COMMON STOCK 200336105 297,791.04 15,420.00 15,420.00 15,420.00
COMERICA INC COMMON STOCK 200340107 1,831,106.25 36,170.00 36,170.00 36,170.00
COMMERCE BANCORP INC COMMON STOCK 200519106 942,423.50 22,709.00 22,709.00 22,709.00
COMMERCE ONE INC COMMON STOCK 200693109 224,751.40 2,300.00 2,300.00 2,300.00
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 1,295,740.63 66,025.00 66,025.00 66,025.00
COMMSCOPE INC COMMON STOCK 203372107 747,500.00 23,000.00 23,000.00 23,000.00
COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 691,875.00 41,000.00 41,000.00 41,000.00
COMPAQ COMPUTER CORP COMMON STOCK 204493100 9,954,061.64 433,974.00 433,974.00 433,974.00
COMPASS BANCSHARES INC COMMON STOCK 20449H109 286,750.00 11,470.00 11,470.00 11,470.00
COMPLETE BUSINESS SOLUTIONS COMMON STOCK 20452F107 187,511.90 13,700.00 13,700.00 13,700.00
ASSOCIATES INT'L INC COMMON STOCK 204912109 7,716,581.25 125,985.00 125,985.00 125,985.00
COMPUSA INC COMMON STOCK 204932107 270,970.00 44,240.00 44,240.00 44,240.00
COMPUTER SCIENCES CORP COMMON STOCK 205363104 3,311,695.20 47,100.00 47,100.00 47,100.00
COMPUWARE CORP COMMON STOCK 205638109 2,150,115.00 82,500.00 82,500.00 82,500.00
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 661,127.12 7,010.00 7,010.00 7,010.00
CONAGRA INC COMMON STOCK 205887102 2,615,048.61 115,905.00 115,905.00 115,905.00
CONCORD EFS INC COMMON STOCK 206197105 793,237.50 38,460.00 38,460.00 38,460.00
CONCUR TECHNOLOGIES INC COMMON STOCK 206708109 649,800.00 22,800.00 22,800.00 22,800.00
CONE MILLS CORP COMMON STOCK 206814105 56,062.50 11,500.00 11,500.00 11,500.00
CONMED CORP COMMON STOCK 207410101 951,212.50 38,825.00 38,825.00 38,825.00
CONOCO INC CLASS A 208251306 401,681.25 14,475.00 14,475.00 14,475.00
CONOCO INC COMMON STOCK 208251405 3,980,434.50 145,404.00 145,404.00 145,404.00
CONSECO INC COMMON STOCK 208464107 1,506,992.61 78,034.00 78,034.00 78,034.00
CONSOLIDATED EDISON INC COMMON STOCK 209115104 2,264,655.00 54,570.00 54,570.00 54,570.00
CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 299,087.50 7,100.00 7,100.00 7,100.00
CONSOLIDATED NATURAL GAS CO COMMON STOCK 209615103 1,389,091.25 22,270.00 22,270.00 22,270.00
CONSOLIDATED PAPERS INC COMMON STOCK 209759109 1,696,618.75 63,130.00 63,130.00 63,130.00
CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 117,594.75 12,061.00 12,061.00 12,061.00
CONSOLIDATED STORES CORP COMMON STOCK 210149100 563,110.49 25,524.00 25,524.00 25,524.00
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,083,093.75 38,510.00 38,510.00 38,510.00
CONVERGYS CORP COMMON STOCK 212485106 304,510.44 15,370.00 15,370.00 15,370.00
COOPER INDUSTRIES INC COMMON STOCK 216669101 2,126,704.25 45,491.00 45,491.00 45,491.00
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 309,495.00 17,560.00 17,560.00 17,560.00
COORS (ADOLPH) CO COMMON STOCK 217016104 461,145.00 8,520.00 8,520.00 8,520.00
COR THERAPEUTICS INC COMMON STOCK 217753102 212,800.00 11,200.00 11,200.00 11,200.00
CORDANT TECHNOLOGIES INC COMMON STOCK 218412104 568,563.16 18,680.00 18,680.00 18,680.00
CORN PRODUCTS INTL INC COMMON STOCK 219023108 977,027.70 32,100.00 32,100.00 32,100.00
CORNING INC COMMON STOCK 219350105 3,871,696.14 56,470.00 56,470.00 56,470.00
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 586,800.00 14,400.00 14,400.00 14,400.00
COST PLUS INC COMMON STOCK 221485105 460,750.00 9,500.00 9,500.00 9,500.00
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 5,702,832.00 79,206.00 79,206.00 79,206.00
COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 841,725.00 26,100.00 26,100.00 26,100.00
COVANCE INC COMMON STOCK 222816100 483,139.13 49,875.00 49,875.00 49,875.00
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 254,600.00 26,800.00 26,800.00 26,800.00
COX COMMUNICATIONS INC COMMON STOCK 224044107 797,299.75 19,097.00 19,097.00 19,097.00
CRANE CO COMMON STOCK 224399105 624,197.34 27,820.00 27,820.00 27,820.00
CREE RESEARCH INC COMMON STOCK 225447101 359,732.20 10,600.00 10,600.00 10,600.00
CRESCENT REAL ESTATE EQUITIES COMMON STOCK 225756105 460,800.00 25,600.00 25,600.00 25,600.00
CROSS TIMBERS OIL CO COMMON STOCK 227573102 298,350.00 22,100.00 22,100.00 22,100.00
CROWN CASTLE INTERNATIONAL COR COMMON STOCK 228227104 1,018,259.20 54,400.00 54,400.00 54,400.00
CROWN CORK & SEAL CO INC COMMON STOCK 228255105 686,032.50 28,290.00 28,290.00 28,290.00
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 605,000.00 24,200.00 24,200.00 24,200.00
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 484,670.76 9,730.00 9,730.00 9,730.00
CUSTOMTRACKS CORPORATION COMMON STOCK 232046102 204,412.50 6,900.00 6,900.00 6,900.00
CYGNUS INC COMMON STOCK 232560102 122,276.20 10,900.00 10,900.00 10,900.00
CYMER INC COMMON STOCK 232572107 589,679.00 17,000.00 17,000.00 17,000.00
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 874,405.00 40,670.00 40,670.00 40,670.00
CYPRUS AMAX MINERALS CO COMMON STOCK 232809103 409,573.75 20,870.00 20,870.00 20,870.00
CYTEC INDUSTRIES INC COMMON STOCK 232820100 704,160.00 29,340.00 29,340.00 29,340.00
DII GROUP INC COMMON STOCK 232949107 1,094,315.70 31,100.00 31,100.00 31,100.00
DBT ONLINE INC COMMON STOCK 233044106 214,458.20 8,600.00 8,600.00 8,600.00
DPL INC COMMON STOCK 233293109 282,528.75 16,030.00 16,030.00 16,030.00
DQE INC COMMON STOCK 23329J104 750,691.38 19,187.00 19,187.00 19,187.00
DR HORTON INC COMMON STOCK 23331A109 376,790.13 29,125.00 29,125.00 29,125.00
D S T SYSTEMS INC DEL COMMON STOCK 233326107 366,843.75 6,450.00 6,450.00 6,450.00
DSP COMMUNICATIONS INC COMMON STOCK 23332K106 353,400.00 18,600.00 18,600.00 18,600.00
DTE ENERGY COMPANY COMMON STOCK 233331107 1,217,773.75 33,710.00 33,710.00 33,710.00
DVI INC COMMON STOCK 233343102 325,862.50 19,900.00 19,900.00 19,900.00
DAIN RAUSCHER CORP COMMON STOCK 233856103 271,950.00 5,550.00 5,550.00 5,550.00
DAISYTEK INTERNATIONAL CORP COMMON STOCK 234053106 641,227.20 45,600.00 45,600.00 45,600.00
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 694,681.00 13,000.00 13,000.00 13,000.00
DANA CORP COMMON STOCK 235811106 1,428,867.00 38,488.00 38,488.00 38,488.00
DANAHER CORP COMMON STOCK 235851102 4,048,995.95 76,850.00 76,850.00 76,850.00
DARDEN RESTAURANTS INC COMMON STOCK 237194105 600,944.64 30,720.00 30,720.00 30,720.00
DATA GENERAL CORP COMMON STOCK 237688106 247,057.26 11,730.00 11,730.00 11,730.00
DATASCOPE CORP COMMON STOCK 238113104 242,362.50 6,900.00 6,900.00 6,900.00
DAY RUNNER INC COMMON STOCK 239545106 257,950.00 30,800.00 30,800.00 30,800.00
DAYTON HUDSON CORP COMMON STOCK 239753106 8,265,732.44 137,620.00 137,620.00 137,620.00
DEERE & CO COMMON STOCK 244199105 2,423,353.68 62,640.00 62,640.00 62,640.00
DELL COMPUTER CORP COMMON STOCK 247025109 24,542,807.80 586,980.00 586,980.00 586,980.00
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 2,102,820.98 130,919.00 130,919.00 130,919.00
DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 276,694.04 9,166.00 9,166.00 9,166.00
DELTA & PINE LAND CO COMMON STOCK 247357106 451,053.00 17,432.00 17,432.00 17,432.00
DELTA AIR LINES INC COMMON STOCK 247361108 1,576,250.00 32,500.00 32,500.00 32,500.00
DELTA WOODSIDE INDUSTRIES INC COMMON STOCK 247909104 27,825.00 10,600.00 10,600.00 10,600.00
DELUXE CORP COMMON STOCK 248019101 1,529,490.00 44,985.00 44,985.00 44,985.00
DENDRITE INTL INC COMMON STOCK 248239105 557,550.00 11,800.00 11,800.00 11,800.00
DENTSPLY INTERNATIONAL INC COMMON STOCK 249030107 414,960.00 18,240.00 18,240.00 18,240.00
DEPARTMENT 56 INC COMMON STOCK 249509100 1,273,448.40 53,200.00 53,200.00 53,200.00
DEUTSCHE BANK SPONSORED ADR 251525309 1,656,250.00 25,000.00 25,000.00 25,000.00
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,254,360.00 30,000.00 30,000.00 30,000.00
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 336,468.44 8,120.00 8,120.00 8,120.00
DEVRY INC COMMON STOCK 251893103 869,500.00 43,475.00 43,475.00 43,475.00
DEXTER CORP COMMON STOCK 252165105 852,206.08 22,840.00 22,840.00 22,840.00
DIAL CORP COMMON STOCK 25247D101 1,400,587.50 54,925.00 54,925.00 54,925.00
DIAMOND OFFSHORE DRILL CONVERTIBLE BOND 25271CAA0 319,500.00 300,000.00 300,000.00 300,000.00
DIEBOLD INC COMMON STOCK 253651103 426,008.75 18,422.00 18,422.00 18,422.00
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 2,163,237.30 137,900.00 137,900.00 137,900.00
DILLARDS INC COMMON STOCK 254067101 659,733.76 32,480.00 32,480.00 32,480.00
DIME BANCORP INC COMMON STOCK 25429Q102 200,375.00 11,450.00 11,450.00 11,450.00
DIMON INC. COMMON STOCK 254394109 77,693.75 20,050.00 20,050.00 20,050.00
DIONEX CORP COMMON STOCK 254546104 431,775.00 10,100.00 10,100.00 10,100.00
DISNEY (WALT) CO (THE) COMMON STOCK 254687106 14,533,211.30 561,670.00 561,670.00 561,670.00
DIXIE GROUP CONVERTIBLE DEBENTURES 255519AA8 65,100.00 84,000.00 84,000.00 84,000.00
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,600,899.63 51,851.00 51,851.00 51,851.00
DOLLAR TREE STORES INC COMMON STOCK 256747106 248,807.51 6,230.00 6,230.00 6,230.00
DOMINION RESOURCES INC COMMON STOCK 257470104 2,009,416.25 44,530.00 44,530.00 44,530.00
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,841,936.25 63,790.00 63,790.00 63,790.00
DOVER CORP COMMON STOCK 260003108 1,976,715.00 48,360.00 48,360.00 48,360.00
DOW CHEMICAL CO COMMON STOCK 260543103 8,065,102.50 70,980.00 70,980.00 70,980.00
DOW JONES & COMPANY INC COMMON STOCK 260561105 2,384,261.25 44,670.00 44,670.00 44,670.00
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 257,237.75 12,782.00 12,782.00 12,782.00
DRIL-QUIP COMMON STOCK 262037104 904,894.80 35,400.00 35,400.00 35,400.00
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 16,679,323.90 273,993.00 273,993.00 273,993.00
DUKE ENERGY CORP COMMON STOCK 264399106 8,785,381.50 159,372.00 159,372.00 159,372.00
DUN & BRADSTREET CORP COMMON STOCK 26483B106 2,238,533.75 74,930.00 74,930.00 74,930.00
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 501,732.00 36,000.00 36,000.00 36,000.00
DURA PHARMACEUTICALS INC CONVERTIBLE BOND 26632SAA7 1,026,281.25 1,335,000.00 1,335,000.00 1,335,000.00
DYCOM INDUSTRIES INC COMMON STOCK 267475101 1,725,448.30 40,900.00 40,900.00 40,900.00
EG&G INC COMMON STOCK 268457108 423,201.56 10,630.00 10,630.00 10,630.00
EMC CORP COMMON STOCK 268648102 18,073,918.20 253,005.00 253,005.00 253,005.00
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 251,242.42 13,910.00 13,910.00 13,910.00
ENI SPA SPONSORED ADR 26874R108 1,890,000.00 30,000.00 30,000.00 30,000.00
ETEC SYSTEMS INC COMMON STOCK 26922C103 364,962.50 9,700.00 9,700.00 9,700.00
E TRADE GROUP INC COMMON STOCK 269246104 556,950.00 23,700.00 23,700.00 23,700.00
EARTHGRAINS COMPANY COMMON STOCK 270319106 823,050.00 37,200.00 37,200.00 37,200.00
EASTERN ENTERPRISES COMMON STOCK 27637F100 288,373.77 6,210.00 6,210.00 6,210.00
EASTERN UTILITIES ASSOCIATES COMMON STOCK 277173100 277,837.50 9,300.00 9,300.00 9,300.00
EASTMAN CHEMICAL CO COMMON STOCK 277432100 726,000.00 18,150.00 18,150.00 18,150.00
EASTMAN KODAK CO COMMON STOCK 277461109 10,050,848.70 133,235.00 133,235.00 133,235.00
EATON CORP COMMON STOCK 278058102 1,454,357.20 16,850.00 16,850.00 16,850.00
EATON VANCE CORP COMMON STOCK 278265103 521,600.00 16,300.00 16,300.00 16,300.00
ECHOSTAR COMMUNICATION COMMON STOCK 278762109 395,032.20 4,350.00 4,350.00 4,350.00
ECOLAB INC COMMON STOCK 278865100 1,019,655.00 29,880.00 29,880.00 29,880.00
EDISON INTERNATIONAL COMMON STOCK 281020107 1,957,602.24 80,520.00 80,520.00 80,520.00
EDO CORP CONVERTIBLE BONDS 281347AB0 202,500.00 250,000.00 250,000.00 250,000.00
J.D. EDWARDS & CO COMMON STOCK 281667105 267,262.20 12,900.00 12,900.00 12,900.00
EDWARDS (AG) INC COMMON STOCK 281760108 250,430.63 9,495.00 9,495.00 9,495.00
EINSTEIN/NOAH BAGEL CONVERTIBLE BOND 282577AC9 130,000.00 250,000.00 250,000.00 250,000.00
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 472,886.94 11,878.00 11,878.00 11,878.00
ELCOR CORP COMMON STOCK 284443108 220,000.00 8,800.00 8,800.00 8,800.00
ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 314,357.90 5,900.00 5,900.00 5,900.00
ELECTROGLAS INC COMMON STOCK 285324109 210,375.00 9,000.00 9,000.00 9,000.00
ELECTRONIC ARTS INC COMMON STOCK 285512109 458,857.50 6,340.00 6,340.00 6,340.00
ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 6,257,153.40 118,200.00 118,200.00 118,200.00
ELECTRONICS FOR IMAGING INC COMMON STOCK 286082102 822,496.00 16,000.00 16,000.00 16,000.00
EMERSON ELECTRIC CO COMMON STOCK 291011104 6,640,953.70 105,100.00 105,100.00 105,100.00
EMMIS BROADCASTING CORP COMMON STOCK CLASS A 291525103 1,189,116.00 18,000.00 18,000.00 18,000.00
EMPRESAS ICA SOCIEDAD CONVERTIBLE SUBORDINATED DEBEN292448AC1 206,500.00 350,000.00 350,000.00 350,000.00
ENDESA SA SPONSORED ADR 29258N107 3,251,250.00 170,000.00 170,000.00 170,000.00
ENDOSONICS CORP COMMON STOCK 29264K105 504,050.00 59,300.00 59,300.00 59,300.00
ENERGEN CORP COMMON STOCK 29265N108 273,375.00 13,500.00 13,500.00 13,500.00
ENERGY EAST CORPORATION COMMON STOCK 29266M109 275,025.00 11,580.00 11,580.00 11,580.00
ENGELHARD CORP COMMON STOCK 292845104 529,423.57 29,110.00 29,110.00 29,110.00
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 304,216.40 17,200.00 17,200.00 17,200.00
ENRON CORP COMMON STOCK 293561106 8,282,628.75 200,791.00 200,791.00 200,791.00
ENTERGY CORP COMMON STOCK 29364G103 2,310,590.51 79,849.00 79,849.00 79,849.00
ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 785,295.00 35,000.00 35,000.00 35,000.00
ENZO BIOCHEM INC COMMON STOCK 294100102 319,956.50 11,276.00 11,276.00 11,276.00
EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 106,375.00 18,500.00 18,500.00 18,500.00
EQUIFAX INC COMMON STOCK 294429105 3,706,875.00 131,800.00 131,800.00 131,800.00
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 590,112.60 18,550.00 18,550.00 18,550.00
EVERGREEN RES INC COMMON STOCK 299900308 1,000,979.20 41,600.00 41,600.00 41,600.00
EXABYTE CORP COMMON STOCK 300615101 43,430.00 10,000.00 10,000.00 10,000.00
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 847,255.20 26,400.00 26,400.00 26,400.00
EXPRESS SCRIPTS INC COMMON STOCK 302182100 1,369,375.00 17,500.00 17,500.00 17,500.00
EXXON CORP COMMON STOCK 302290101 50,314,337.44 662,580.00 662,580.00 662,580.00
FMC CORP COMMON STOCK 302491303 353,190.00 7,320.00 7,320.00 7,320.00
FPL GROUP INC COMMON STOCK 302571104 2,097,111.25 41,630.00 41,630.00 41,630.00
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 406,656.25 7,150.00 7,150.00 7,150.00
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 2,407,827.50 113,980.00 113,980.00 113,980.00
FDX CORPORATION COMMON STOCK 31304N107 2,669,410.00 68,888.00 68,888.00 68,888.00
FEDDERS CORP COMMON STOCK 313135105 97,800.00 16,300.00 16,300.00 16,300.00
FHLMC COMMON STOCK 313400301 8,384,480.00 161,240.00 161,240.00 161,240.00
FANNIE MAE COMMON STOCK 313586109 18,761,905.70 299,295.00 299,295.00 299,295.00
FEDERAL SIGNAL CORP COMMON STOCK 313855108 810,959.69 40,803.00 40,803.00 40,803.00
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 2,112,266.45 48,350.00 48,350.00 48,350.00
FEDERATED INVESTORS INC COMMON STOCK 314211103 2,259,750.00 131,000.00 131,000.00 131,000.00
FERRO CORP COMMON STOCK 315405100 566,046.72 26,560.00 26,560.00 26,560.00
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 208,608.63 13,736.00 13,736.00 13,736.00
FIFTH THIRD BANCORP COMMON STOCK 316773100 4,967,344.21 81,642.00 81,642.00 81,642.00
FILENET CORP COMMON STOCK 316869106 391,144.20 36,600.00 36,600.00 36,600.00
FINOVA GROUP INC COMMON STOCK 317928109 227,395.00 6,230.00 6,230.00 6,230.00
FIRST AMERICAN FINANCIAL CORP COMMON STOCK 318522307 395,231.25 29,550.00 29,550.00 29,550.00
FIRSTBANK CORP COMMON STOCK 318672102 260,700.00 13,200.00 13,200.00 13,200.00
FIRST DATA CORP COMMON STOCK 319963104 4,362,666.75 99,434.00 99,434.00 99,434.00
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 481,156.20 12,600.00 12,600.00 12,600.00
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 482,844.24 21,520.00 21,520.00 21,520.00
HEXCEL CORP CONVERTIBLE BOND 328291AA6 75,000.00 100,000.00 100,000.00 100,000.00
FIRST SECURITY CORP COMMON STOCK 336294103 468,771.07 19,712.00 19,712.00 19,712.00
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 701,437.50 24,940.00 24,940.00 24,940.00
FIRST UNION CORP COMMON STOCK 337358105 7,890,318.75 221,875.00 221,875.00 221,875.00
FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 220,859.34 5,070.00 5,070.00 5,070.00
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 5,848,847.06 228,247.69 228,247.69 228,247.69
FISERV INC COMMON STOCK 337738108 779,415.00 23,982.00 23,982.00 23,982.00
FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 423,950.00 24,400.00 24,400.00 24,400.00
FIRSTMERIT CORP COMMON STOCK 337915102 1,550,412.50 61,100.00 61,100.00 61,100.00
FIRSTENERGY CORP COMMON STOCK 337932107 2,566,600.50 100,651.00 100,651.00 100,651.00
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 6,207,205.00 169,480.00 169,480.00 169,480.00
FLEMING COMPANIES INC COMMON STOCK 339130106 172,691.20 17,600.00 17,600.00 17,600.00
FLORIDA PROGRESS CORP COMMON STOCK 341109106 1,054,500.00 22,800.00 22,800.00 22,800.00
FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 298,850.00 8,600.00 8,600.00 8,600.00
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 137,044.01 10,105.00 10,105.00 10,105.00
FLUOR CORP COMMON STOCK 343861100 706,790.00 17,560.00 17,560.00 17,560.00
FOODMAKER INC COMMON STOCK 344839204 431,410.10 17,300.00 17,300.00 17,300.00
FOOTSTAR INC COMMON STOCK 344912100 768,450.00 21,800.00 21,800.00 21,800.00
FORD MOTOR CO COMMON STOCK 345370100 15,331,626.60 305,490.00 305,490.00 305,490.00
FOREST LABORATORIES INC COMMON STOCK 345838106 355,956.25 8,450.00 8,450.00 8,450.00
FORT JAMES CORP COMMON STOCK 347471104 2,921,826.20 109,485.00 109,485.00 109,485.00
FORTUNE BRANDS INC COMMON STOCK 349631101 2,129,467.50 66,030.00 66,030.00 66,030.00
FOSSIL INC COMMON STOCK 349882100 391,045.90 14,450.00 14,450.00 14,450.00
FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 526,867.71 55,830.00 55,830.00 55,830.00
FRANKLIN RESOURCES INC COMMON STOCK 354613101 4,122,806.25 134,075.00 134,075.00 134,075.00
FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 584,104.11 37,534.00 37,534.00 37,534.00
FREMONT GENERAL CORP COMMON STOCK 357288109 301,530.00 31,740.00 31,740.00 31,740.00
FRITZ COMPANIES INC COMMON STOCK 358846103 171,187.50 16,500.00 16,500.00 16,500.00
FRONTIER INSURANCE GROUP INC COMMON STOCK 359081106 137,987.50 15,770.00 15,770.00 15,770.00
FUJI PHOTO FILM COMPANY LTD ADR 359586302 2,197,780.00 65,000.00 65,000.00 65,000.00
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 358,894.01 18,230.00 18,230.00 18,230.00
G&K SERVICES INC COMMON STOCK 361268105 376,650.00 9,300.00 9,300.00 9,300.00
GATX CORP COMMON STOCK 361448103 621,550.62 20,010.00 20,010.00 20,010.00
GPU INC COMMON STOCK 36225X100 949,061.25 29,090.00 29,090.00 29,090.00
GTE CORP COMMON STOCK 362320103 25,509,431.30 331,830.00 331,830.00 331,830.00
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 5,691,350.00 141,400.00 141,400.00 141,400.00
GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 2,508,075.00 47,100.00 47,100.00 47,100.00
GANNETT COMPANY INC COMMON STOCK 364730101 5,559,175.45 80,350.00 80,350.00 80,350.00
GAP INC COMMON STOCK 364760108 6,599,424.00 206,232.00 206,232.00 206,232.00
GARTNER GROUP INC CL.A COMMON STOCK 366651107 1,101,246.70 69,100.00 69,100.00 69,100.00
GATEWAY INC COMMON STOCK 367626108 4,399,929.56 99,015.00 99,015.00 99,015.00
GENCORP INC COMMON STOCK 368682100 418,062.96 22,830.00 22,830.00 22,830.00
GENENTECH INC COMMON STOCK 368710406 519,407.60 3,550.00 3,550.00 3,550.00
GENERAL BINDING CORP COMMON STOCK 369154109 757,066.50 37,386.00 37,386.00 37,386.00
GENERAL COMMUNICATION INC COMMON STOCK CLASS A 369385109 118,970.40 22,800.00 22,800.00 22,800.00
GENERAL DYNAMICS CORP COMMON STOCK 369550108 4,125,836.96 66,080.00 66,080.00 66,080.00
GENERAL ELECTRIC CO COMMON STOCK 369604103 98,466,333.80 830,505.00 830,505.00 830,505.00
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 2,642,062.50 54,900.00 54,900.00 54,900.00
GENERAL MILLS INC COMMON STOCK 370334104 6,728,101.88 82,935.00 82,935.00 82,935.00
GENERAL MOTORS CORP COMMON STOCK 370442105 10,175,024.80 161,670.00 161,670.00 161,670.00
GENERAL MOTORS CORP COMMON STOCK CLASS H 370442832 2,938,356.25 51,325.00 51,325.00 51,325.00
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 172,210.40 16,700.00 16,700.00 16,700.00
GENTEX CORP COMMON STOCK 371901109 685,779.20 33,200.00 33,200.00 33,200.00
GENESIS HEALTH VENTURES INC COMMON STOCK 371912106 38,712.50 16,300.00 16,300.00 16,300.00
GENESYS TELECOMM LABS INC COMMON STOCK 371931106 1,270,098.60 27,800.00 27,800.00 27,800.00
GENUINE PARTS CO COMMON STOCK 372460105 2,315,143.92 87,160.00 87,160.00 87,160.00
GEON CO COMMON STOCK 37246W105 275,525.00 10,700.00 10,700.00 10,700.00
GENZYME CORP GENERAL DIVISION COM STK 372917104 380,773.90 8,450.00 8,450.00 8,450.00
GEORGIA-PACIFIC CORP COMMON STOCK 373298108 1,613,520.00 39,840.00 39,840.00 39,840.00
GERBER SCIENTIFIC INC COMMON STOCK 373730100 225,987.50 10,100.00 10,100.00 10,100.00
GIANT CEMENT HOLDING INC COMMON STOCK 374450104 662,879.30 28,900.00 28,900.00 28,900.00
GILEAD SCIENCES INC COMMON STOCK 375558103 2,421,775.51 37,730.00 37,730.00 37,730.00
GILLETTE CO COMMON STOCK 375766102 9,596,670.93 282,779.00 282,779.00 282,779.00
GLAXO WELLCOME PLC ADR SPONSORED 37733W105 1,820,000.00 35,000.00 35,000.00 35,000.00
GLOBAL INDUSTRIES TECHNLGY INC COMMON STOCK 379335102 123,088.70 10,100.00 10,100.00 10,100.00
GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 442,000.00 54,400.00 54,400.00 54,400.00
GLOBAL MARINE INC COMMON STOCK 379352404 732,925.83 44,590.00 44,590.00 44,590.00
GLOBESPAN INC COMMON STOCK 379571102 265,125.00 4,200.00 4,200.00 4,200.00
GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,261,530.00 12,840.00 12,840.00 12,840.00
GOODRICH (BF) CO (THE) COMMON STOCK 382388106 740,080.00 25,520.00 25,520.00 25,520.00
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 1,747,418.75 36,310.00 36,310.00 36,310.00
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 121,736.20 15,100.00 15,100.00 15,100.00
W.R. GRACE & CO COMMON STOCK 38388F108 264,380.52 16,460.00 16,460.00 16,460.00
GRACO INC COMMON STOCK 384109104 908,892.40 27,700.00 27,700.00 27,700.00
GRAINGER (WW) INC COMMON STOCK 384802104 1,041,984.16 21,680.00 21,680.00 21,680.00
GREAT ATLANTIC & PACIFIC TEA C COMMON STOCK 390064103 446,192.64 14,720.00 14,720.00 14,720.00
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 3,670,699.28 96,440.00 96,440.00 96,440.00
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 292,713.24 11,020.00 11,020.00 11,020.00
GREY ADVERTISING INC COMMON STOCK 397838103 862,960.00 2,345.00 2,345.00 2,345.00
GRIFFON CORP COMMON STOCK 398433102 109,600.00 13,700.00 13,700.00 13,700.00
GROUPE DANONE ADR SPONSORED 399449107 2,179,665.00 45,000.00 45,000.00 45,000.00
GUIDANT CORP COMMON STOCK 401698105 3,743,025.00 69,800.00 69,800.00 69,800.00
GUILFORD MILLS INC COMMON STOCK 401794102 86,681.25 10,050.00 10,050.00 10,050.00
GYMBOREE CORP COMMON STOCK 403777105 76,312.50 11,100.00 11,100.00 11,100.00
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 852,368.40 50,700.00 50,700.00 50,700.00
HCR MANOR CARE INC COMMON STOCK 404134108 434,358.08 25,090.00 25,090.00 25,090.00
HNC SOFTWARE INC COMMON STOCK 40425P107 432,588.30 10,900.00 10,900.00 10,900.00
HSBC HOLDINGS PLC COMMON STOCK 404280406 3,483,720.00 60,000.00 60,000.00 60,000.00
HA-LO INDUSTRIES INC COMMON STOCK 404429102 140,625.00 22,500.00 22,500.00 22,500.00
HADCO CORP COMMON STOCK 404681108 955,825.00 22,100.00 22,100.00 22,100.00
HALLIBURTON CO COMMON STOCK 406216101 5,508,760.00 134,360.00 134,360.00 134,360.00
HALTER MARINE GROUP INC COMMON STOCK 40642Y105 71,224.70 13,100.00 13,100.00 13,100.00
HAMBRECHT & QUIST GROUP COMMON STOCK 406545103 543,200.70 11,100.00 11,100.00 11,100.00
HANNAFORD BROTHERS CO COMMON STOCK 410550107 847,357.11 12,030.00 12,030.00 12,030.00
HARBINGER CORP COMMON STOCK 41145C103 296,156.25 17,550.00 17,550.00 17,550.00
HARCOURT GENERAL INC COMMON STOCK 41163G101 688,893.75 16,550.00 16,550.00 16,550.00
HARLAND (JOHN H) CO COMMON STOCK 412693103 274,061.70 14,100.00 14,100.00 14,100.00
HARLEY-DAVIDSON INC COMMON STOCK 412822108 769,452.94 15,370.00 15,370.00 15,370.00
HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,177,736.00 28,000.00 28,000.00 28,000.00
HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 4,368,405.00 157,420.00 157,420.00 157,420.00
HARRIS CORP COMMON STOCK 413875105 507,195.00 18,360.00 18,360.00 18,360.00
HARSCO CORP COMMON STOCK 415864107 334,815.00 12,120.00 12,120.00 12,120.00
HARTE-HANKS,INC COMMON STOCK 416196103 3,277,332.44 130,120.00 130,120.00 130,120.00
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 2,243,220.00 54,880.00 54,880.00 54,880.00
HARTMARX CORP COMMON STOCK 417119104 58,800.00 14,700.00 14,700.00 14,700.00
HASBRO INC COMMON STOCK 418056107 5,689,594.17 265,410.00 265,410.00 265,410.00
HEALTHSOUTH CORP COMMON STOCK 421924101 581,612.53 95,944.00 95,944.00 95,944.00
HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 192,500.00 250,000.00 250,000.00 250,000.00
HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 188,357.50 25,540.00 25,540.00 25,540.00
HEALTHCARE REALTY TRUST CO COMMON STOCK 421946104 802,662.71 42,953.00 42,953.00 42,953.00
HEARST-ARGYLE TELEVISION,INC. COMMON STOCK 422317107 292,400.00 13,600.00 13,600.00 13,600.00
HEARTLAND EXPRESS INC COMMON STOCK 422347104 191,874.00 13,584.00 13,584.00 13,584.00
HECLA MINING CO COMMON STOCK 422704106 88,991.10 30,300.00 30,300.00 30,300.00
HEINZ (HJ) CO COMMON STOCK 423074103 6,893,760.00 160,320.00 160,320.00 160,320.00
HELIX TECHNOLOGY CORP COMMON STOCK 423319102 335,825.00 10,100.00 10,100.00 10,100.00
HELLER FINANCIAL INC COMMON STOCK 423328103 1,946,250.00 86,500.00 86,500.00 86,500.00
HELMERICH & PAYNE INC COMMON STOCK 423452101 390,311.04 15,420.00 15,420.00 15,420.00
HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 1,078,523.46 29,199.00 29,199.00 29,199.00
HERCULES INC COMMON STOCK 427056106 2,186,091.25 76,370.00 76,370.00 76,370.00
HERSHEY FOODS CORP COMMON STOCK 427866108 3,374,495.97 69,310.00 69,310.00 69,310.00
HERTZ CORP COMMON STOCK 428040109 594,000.00 13,500.00 13,500.00 13,500.00
HEWLETT-PACKARD CO COMMON STOCK 428236103 23,551,632.00 255,996.00 255,996.00 255,996.00
HEXCEL CORP CONVERTIBLE DEBENTURES 428290AA8 57,656.25 75,000.00 75,000.00 75,000.00
HIBERNIA CORP COMMON STOCK 428656102 187,743.75 16,150.00 16,150.00 16,150.00
HILTON HOTELS CORP COMMON STOCK 432848109 1,265,777.50 128,180.00 128,180.00 128,180.00
HITACHI LTD ADR 433578507 2,182,500.00 20,000.00 20,000.00 20,000.00
HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 397,372.50 5,220.00 5,220.00 5,220.00
HOLLYWOOD PARK INC COMMON STOCK 436255103 181,425.00 11,800.00 11,800.00 11,800.00
HOME DEPOT INC COMMON STOCK 437076102 24,729,361.90 360,355.00 360,355.00 360,355.00
HOMESTAKE MINING CO COMMON STOCK 437614100 553,149.27 60,210.00 60,210.00 60,210.00
HON INDUSTRIES INC COMMON STOCK 438092108 466,427.50 24,230.00 24,230.00 24,230.00
HONDA MOTOR CO LTD SPONSORED ADR 438128308 1,636,240.00 20,000.00 20,000.00 20,000.00
HONEYWELL INC COMMON STOCK 438506107 4,239,874.08 38,090.00 38,090.00 38,090.00
HOOPER HOLMES INC COMMON STOCK 439104100 333,125.00 13,000.00 13,000.00 13,000.00
HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 1,100,107.44 42,620.00 42,620.00 42,620.00
HORMEL FOOD CORPORATION COMMON STOCK 440452100 303,643.20 7,350.00 7,350.00 7,350.00
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 1,995,500.00 49,120.00 49,120.00 49,120.00
HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 4,515,346.50 112,532.00 112,532.00 112,532.00
HUBBELL INC COMMON STOCK CLASS B 443510201 980,793.75 30,770.00 30,770.00 30,770.00
HUDSON UNITED BANCORP COMMON STOCK 444165104 1,859,165.27 60,339.00 60,339.00 60,339.00
HUGHES SUPPLY INC COMMON STOCK 444482103 232,725.00 10,700.00 10,700.00 10,700.00
HUMANA INC COMMON STOCK 444859102 266,200.00 38,720.00 38,720.00 38,720.00
HUNT CORP COMMON STOCK 445591100 189,119.70 23,100.00 23,100.00 23,100.00
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,419,951.40 53,458.00 53,458.00 53,458.00
HUSSMAN INTERNATIONAL INC COMMON STOCK 448110106 2,809,250.00 165,250.00 165,250.00 165,250.00
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 788,400.00 29,200.00 29,200.00 29,200.00
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 306,680.00 13,940.00 13,940.00 13,940.00
IBP INC COMMON STOCK 449223106 230,823.45 9,350.00 9,350.00 9,350.00
IDEC PHARMACEUTICALS C COMMON STOCK 449370105 1,165,984.40 12,400.00 12,400.00 12,400.00
IMC GLOBAL INC COMMON STOCK 449669100 168,627.96 11,580.00 11,580.00 11,580.00
IMS HEALTH INC COMMON STOCK 449934108 2,816,939.82 123,485.00 123,485.00 123,485.00
ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 473,850.00 24,300.00 24,300.00 24,300.00
ITT INDUSTRIES INC COMMON STOCK 450911102 648,646.68 20,390.00 20,390.00 20,390.00
IDEX CORP COMMON STOCK 45167R104 1,616,615.20 57,100.00 57,100.00 57,100.00
IDEXX LABORATORIES INC COMMON STOCK 45168D104 308,202.20 17,900.00 17,900.00 17,900.00
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 368,594.63 34,490.00 34,490.00 34,490.00
ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 4,330,560.96 58,080.00 58,080.00 58,080.00
IMMUNE RESPONSE CORP COMMON STOCK 45252T106 55,087.50 11,300.00 11,300.00 11,300.00
IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 872,377.40 20,200.00 20,200.00 20,200.00
IMPERIAL CREDIT INDUSTRIES INC COMMON STOCK 452729106 486,500.00 111,200.00 111,200.00 111,200.00
INACOM CORP COMMON STOCK 45323G109 189,399.19 20,616.00 20,616.00 20,616.00
INCO LTD COMMON STOCK 453258402 1,822,646.25 85,270.00 85,270.00 85,270.00
INCYTE PHARMACEUTICALS INC COMMON STOCK 45337C102 293,687.50 12,700.00 12,700.00 12,700.00
INET TECHNOLOGIES COMMON STOCK 45662V105 610,561.80 15,300.00 15,300.00 15,300.00
INFORMIX CORP COMMON STOCK 456779107 732,981.95 92,350.00 92,350.00 92,350.00
ING GROEP N.V. SPONSORED ADR COMMON STOCK 456837103 2,737,500.00 50,000.00 50,000.00 50,000.00
INGERSOLL-RAND CO COMMON STOCK 456866102 2,096,945.29 38,170.00 38,170.00 38,170.00
INFORMATION RESOURCES INC COMMON STOCK 456905108 678,100.60 61,300.00 61,300.00 61,300.00
INGRAM MICRO INC CL.A COMMON STOCK 457153104 650,187.50 50,500.00 50,500.00 50,500.00
INPUT/OUTPUT INC COMMON STOCK 457652105 151,712.50 22,900.00 22,900.00 22,900.00
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 1,781,000.00 54,800.00 54,800.00 54,800.00
INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 287,500.00 11,500.00 11,500.00 11,500.00
INTEGRATED HEALTH SERVICES INC COMMON STOCK 45812C106 37,502.06 24,009.00 24,009.00 24,009.00
INTEL CORP COMMON STOCK 458140100 61,016,097.00 821,080.00 821,080.00 821,080.00
INTER-TEL INC COMMON STOCK 458372109 773,900.00 43,600.00 43,600.00 43,600.00
INTERFACE INC COMMON STOCK 458665106 1,159,531.25 226,250.00 226,250.00 226,250.00
INTERIM SERVICES INC COMMON STOCK 45868P100 1,067,977.50 65,220.00 65,220.00 65,220.00
INTERMET CORP COMMON STOCK 45881K104 97,382.00 11,500.00 11,500.00 11,500.00
INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 55,333,770.10 455,891.00 455,891.00 455,891.00
INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 2,573,010.00 74,580.00 74,580.00 74,580.00
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 4,177,980.00 232,110.00 232,110.00 232,110.00
INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 1,191,170.00 51,790.00 51,790.00 51,790.00
INTERNATIONAL PAPER CO COMMON STOCK 460146103 7,668,436.29 159,553.00 159,553.00 159,553.00
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 959,225.00 62,900.00 62,900.00 62,900.00
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 3,023,921.25 73,530.00 73,530.00 73,530.00
INTRAWEST CORPORATION COMMON STOCK 460915200 786,695.00 47,500.00 47,500.00 47,500.00
INTERTAN INC COMMON STOCK 461120107 1,157,875.00 59,000.00 59,000.00 59,000.00
INTERVOICE-BRITE INC COMMON STOCK 461142101 881,641.40 79,700.00 79,700.00 79,700.00
INTEVAC INC NOTE 461148AC2 104,000.00 200,000.00 200,000.00 200,000.00
INTIMATE BRANDS INC COMMON STOCK 461156101 623,692.87 16,018.00 16,018.00 16,018.00
INTUIT INC COMMON STOCK 461202103 1,642,673.44 18,740.00 18,740.00 18,740.00
INVACARE CORP COMMON STOCK 461203101 252,349.80 12,900.00 12,900.00 12,900.00
IONICS INC COMMON STOCK 462218108 236,337.50 7,300.00 7,300.00 7,300.00
ISPAT INTL NV NY REG COMMON STOCK 464899103 360,076.50 34,500.00 34,500.00 34,500.00
SAN PAOLO-IMI SPA SPON ADR COMMON STOCK 465224103 2,340,000.00 90,000.00 90,000.00 90,000.00
IVAX CORP COMMON STOCK 465823102 177,375.00 10,750.00 10,750.00 10,750.00
JLG INDUSTRIES INC COMMON STOCK 466210101 303,740.00 20,000.00 20,000.00 20,000.00
JSB FINANCIAL INC COMMON STOCK 46624M100 246,175.00 4,300.00 4,300.00 4,300.00
JABIL CIRCUIT INC COMMON STOCK 466313103 435,600.00 8,800.00 8,800.00 8,800.00
JACOBSON STORES INC CONVERTIBLE DEBENTURES 469834AC9 69,125.00 100,000.00 100,000.00 100,000.00
JAN BELL MARKETING INC COMMON STOCK 470760109 37,662.60 12,300.00 12,300.00 12,300.00
JEFFERIES GROUP - NEW COMMON STOCK 472319102 225,450.00 10,800.00 10,800.00 10,800.00
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,546,501.83 24,475.00 24,475.00 24,475.00
JOHNSON & JOHNSON COMMON STOCK 478160104 31,396,443.80 341,730.00 341,730.00 341,730.00
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,409,793.12 21,260.00 21,260.00 21,260.00
JONES APPAREL GROUP INC COMMON STOCK 480074103 2,728,461.25 94,903.00 94,903.00 94,903.00
JONES PHARMA INC COMMON STOCK 480236108 1,473,669.60 44,700.00 44,700.00 44,700.00
JOSTENS INC COMMON STOCK 481088102 733,061.25 38,330.00 38,330.00 38,330.00
JUST FOR FEET INC COMMON STOCK 48213P106 29,074.20 14,100.00 14,100.00 14,100.00
JUSTIN INDUSTRIES INC COMMON STOCK 482171105 163,150.50 11,500.00 11,500.00 11,500.00
KLA-TENCOR CORP COMMON STOCK 482480100 2,203,500.00 33,900.00 33,900.00 33,900.00
K MART CORP COMMON STOCK 482584109 1,337,694.02 114,460.00 114,460.00 114,460.00
KAMAN CORP COMMON STOCK 483548103 136,425.00 10,700.00 10,700.00 10,700.00
KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 3,204,153.00 69,000.00 69,000.00 69,000.00
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 227,493.75 11,030.00 11,030.00 11,030.00
KEANE INC COMMON STOCK 486665102 883,736.88 38,740.00 38,740.00 38,740.00
KELLOGG CO COMMON STOCK 487836108 4,699,092.24 125,520.00 125,520.00 125,520.00
KELLWOOD CO COMMON STOCK 488044108 276,100.00 12,550.00 12,550.00 12,550.00
KEMET CORP COMMON STOCK 488360108 569,030.40 17,800.00 17,800.00 17,800.00
KENT ELECTRONICS CORP COMMON STOCK 490553104 234,950.00 12,700.00 12,700.00 12,700.00
KENT ELECTRONICS CONVERTIBLE BOND 490553AA2 652,000.00 800,000.00 800,000.00 800,000.00
KERR-MCGEE CORP COMMON STOCK 492386107 1,180,914.71 21,447.00 21,447.00 21,447.00
KEY ENERGY SERVICES INC CONVERTIBLE BOND 492914AF3 278,500.00 400,000.00 400,000.00 400,000.00
KEYCORP COMMON STOCK 493267108 3,278,330.50 127,008.00 127,008.00 127,008.00
KEYSPAN CORPORATION COMMON STOCK 49337W100 401,608.75 14,030.00 14,030.00 14,030.00
KIMBERLY-CLARK CORP COMMON STOCK 494368103 8,844,150.00 168,460.00 168,460.00 168,460.00
KING WORLD PRODUCTIONS INC COMMON STOCK 495667107 442,500.00 11,800.00 11,800.00 11,800.00
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,786,003.75 50,770.00 50,770.00 50,770.00
KOHLS CORP COMMON STOCK 500255104 2,840,068.75 42,950.00 42,950.00 42,950.00
KOMAG INC COMMON STOCK 500453105 73,500.00 24,500.00 24,500.00 24,500.00
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 500472204 2,020,000.00 20,000.00 20,000.00 20,000.00
KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 654,900.00 17,700.00 17,700.00 17,700.00
KROGER CO COMMON STOCK 501044101 4,733,622.72 214,560.00 214,560.00 214,560.00
KROLL-O'GARA COMPANY COMMON STOCK 501050108 166,870.00 10,000.00 10,000.00 10,000.00
KRONOS INC COMMON STOCK 501052104 210,950.25 5,750.00 5,750.00 5,750.00
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 257,707.20 10,600.00 10,600.00 10,600.00
KYOCERA CORP ADR SPONSORED 501556203 2,581,250.00 35,000.00 35,000.00 35,000.00
LG&E ENERGY CORP COMMON STOCK 501917108 279,012.50 13,130.00 13,130.00 13,130.00
LSI LOGIC CORP COMMON STOCK 502161102 1,760,785.00 34,190.00 34,190.00 34,190.00
LA-Z-BOY INC COMMON STOCK 505336107 449,863.20 23,600.00 23,600.00 23,600.00
LABOR READY INC COMMON STOCK 505401208 194,699.70 19,350.00 19,350.00 19,350.00
LAIDLAW INC COMMON STOCK 50730K503 515,902.50 76,430.00 76,430.00 76,430.00
LANCASTER COLONY CORP COMMON STOCK 513847103 282,176.00 8,818.00 8,818.00 8,818.00
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 92,800.00 11,600.00 11,600.00 11,600.00
LASER VISION CENTERS INC COMMON STOCK 51807H100 161,356.50 11,500.00 11,500.00 11,500.00
LASON INC COMMON STOCK 51808R107 378,513.50 8,500.00 8,500.00 8,500.00
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 905,453.50 30,500.00 30,500.00 30,500.00
LEAR CORP COMMON STOCK 521865105 238,919.73 6,790.00 6,790.00 6,790.00
LEE ENTERPRISES INC COMMON STOCK 523768109 4,543,155.00 165,960.00 165,960.00 165,960.00
LEGATO SYS INC COMMON STOCK 524651106 359,206.32 8,240.00 8,240.00 8,240.00
LEGGETT & PLATT INC COMMON STOCK 524660107 3,870,857.94 196,620.00 196,620.00 196,620.00
LEGG MASON INC COMMON STOCK 524901105 984,618.40 25,700.00 25,700.00 25,700.00
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 1,697,170.76 29,105.00 29,105.00 29,105.00
LEXMARK INTL GROUP INC COMMON STOCK 529771107 2,398,900.00 29,800.00 29,800.00 29,800.00
LIBBEY INC COMMON STOCK 529898108 2,613,280.80 88,400.00 88,400.00 88,400.00
LIBERTY FINANCIAL COMPANIES IN COMMON STOCK 530512102 331,248.70 15,100.00 15,100.00 15,100.00
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 1,027,721.10 45,300.00 45,300.00 45,300.00
ELI LILLY & CO COMMON STOCK 532457108 17,026,880.00 266,045.00 266,045.00 266,045.00
LILLY INDUSTRIES INC COMMON STOCK 532491107 142,381.25 10,450.00 10,450.00 10,450.00
LIMITED INC COMMON STOCK 532716107 1,941,493.50 50,758.00 50,758.00 50,758.00
LINCARE HOLDINGS INC COMMON STOCK 532791100 690,390.40 25,900.00 25,900.00 25,900.00
LINCOLN NATIONAL CORP COMMON STOCK 534187109 2,789,354.12 74,260.00 74,260.00 74,260.00
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 909,929.88 15,480.00 15,480.00 15,480.00
LINENS N THINGS INC COMMON STOCK 535679104 1,161,000.00 34,400.00 34,400.00 34,400.00
LIPOSOME COMPANY INC COMMON STOCK 536310105 134,679.30 17,700.00 17,700.00 17,700.00
LIQUID AUDIO COMMON STOCK 53631T102 569,800.00 15,400.00 15,400.00 15,400.00
LITTELFUSE INC COMMON STOCK 537008104 972,325.00 43,700.00 43,700.00 43,700.00
LITTON INDUSTRIES INC COMMON STOCK 538021106 1,011,232.50 18,470.00 18,470.00 18,470.00
LIZ CLAIBORNE INC COMMON STOCK 539320101 1,241,550.00 40,050.00 40,050.00 40,050.00
LOCAL FINANCIAL CORP COMMON STOCK 539553107 292,300.00 31,600.00 31,600.00 31,600.00
LOCKHEED MARTIN CORP COMMON STOCK 539830109 4,599,060.90 140,700.00 140,700.00 140,700.00
LOEWS CORP COMMON STOCK 540424108 1,760,289.96 25,080.00 25,080.00 25,080.00
LONE STAR INDUSTRIES INC COMMON STOCK 542290408 433,912.50 8,700.00 8,700.00 8,700.00
LONGS DRUG STORES CORP COMMON STOCK 543162101 3,741,246.25 125,230.00 125,230.00 125,230.00
LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 557,362.00 26,000.00 26,000.00 26,000.00
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 387,187.50 24,780.00 24,780.00 24,780.00
LOWE'S COMPANIES INC COMMON STOCK 548661107 4,312,425.00 88,460.00 88,460.00 88,460.00
LUBY'S INC COMMON STOCK 549282101 116,150.00 10,100.00 10,100.00 10,100.00
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 48,755,703.40 751,533.00 751,533.00 751,533.00
LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 159,162.50 11,900.00 11,900.00 11,900.00
MAF BANCORP INC COMMON STOCK 55261R108 216,637.50 10,900.00 10,900.00 10,900.00
MBIA INC COMMON STOCK 55262C100 5,541,847.50 118,860.00 118,860.00 118,860.00
MBNA CORP COMMON STOCK 55262L100 6,408,780.47 280,939.00 280,939.00 280,939.00
MDC HOLDINGS INC COMMON STOCK 552676108 163,488.70 10,100.00 10,100.00 10,100.00
MCN CORP COMMON STOCK 55267J100 972,440.46 56,580.00 56,580.00 56,580.00
MCI WORLDCOM INC COMMON STOCK 55268B106 32,788,009.40 456,181.00 456,181.00 456,181.00
MGIC INVESTMENT CORP COMMON STOCK 552848103 2,811,520.00 58,880.00 58,880.00 58,880.00
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK CLASS A 553530106 468,537.00 51,000.00 51,000.00 51,000.00
MTI TECHNOLOGY CORP COMMON STOCK 553903105 479,689.60 20,800.00 20,800.00 20,800.00
MACDERMID INC COMMON STOCK 554273102 388,306.80 11,400.00 11,400.00 11,400.00
MACROMEDIA INC COMMON STOCK 556100105 1,610,475.00 39,400.00 39,400.00 39,400.00
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 105,292.80 14,400.00 14,400.00 14,400.00
MAGNA INTERNATIONAL CONVERTIBLE DEBENTURE 559222AG9 315,875.00 350,000.00 350,000.00 350,000.00
MALLINCKRODT INC COMMON STOCK 561232109 496,576.15 16,450.00 16,450.00 16,450.00
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 400,115.63 11,725.00 11,725.00 11,725.00
MANPOWER INC COMMON STOCK 56418H100 1,924,871.25 66,090.00 66,090.00 66,090.00
MARCUS CORP (THE) COMMON STOCK 566330106 164,043.20 13,600.00 13,600.00 13,600.00
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 5,201,890.00 75,940.00 75,940.00 75,940.00
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 596,868.52 10,460.00 10,460.00 10,460.00
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 1,882,771.20 57,600.00 57,600.00 57,600.00
MARSHALL INDUSTRIES COMMON STOCK 572393106 277,400.00 7,600.00 7,600.00 7,600.00
MASCO CORP COMMON STOCK 574599106 3,184,940.00 102,740.00 102,740.00 102,740.00
MASCOTECH INC COMMON STOCK 574670105 328,596.10 20,300.00 20,300.00 20,300.00
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 1,254,000.00 6,000.00 6,000.00 6,000.00
MATTEL INC COMMON STOCK 577081102 3,209,879.00 168,941.00 168,941.00 168,941.00
MAXTOR CORP CONVERTIBLE DEBENTURES 577729AA4 280,000.00 400,000.00 400,000.00 400,000.00
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 4,176,125.67 66,190.00 66,190.00 66,190.00
MAXWELL TECHNOLOGIES INC COMMON STOCK 577767106 311,062.50 23,700.00 23,700.00 23,700.00
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 3,748,820.75 102,885.00 102,885.00 102,885.00
MAVERICK TUBE CORP COMMON STOCK 577914104 472,150.00 28,400.00 28,400.00 28,400.00
MAYTAG CORP COMMON STOCK 578592107 671,903.04 20,170.00 20,170.00 20,170.00
MCCORMICK & COMPANY INC COMMON STOCK 579780206 6,127,711.08 185,340.00 185,340.00 185,340.00
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 278,235.00 13,740.00 13,740.00 13,740.00
MCDONALD'S CORP COMMON STOCK 580135101 17,172,480.00 399,360.00 399,360.00 399,360.00
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 3,305,947.50 68,340.00 68,340.00 68,340.00
MCKESSON HBOC INC COMMON STOCK 58155Q103 1,885,667.00 65,023.00 65,023.00 65,023.00
MCLEODUSA INC COMMON STOCK 582266102 425,620.00 10,000.00 10,000.00 10,000.00
MEAD CORP COMMON STOCK 582834107 817,437.50 23,780.00 23,780.00 23,780.00
MEDIAONE GROUP INC COMMON STOCK 58440J104 11,375,314.20 166,520.00 166,520.00 166,520.00
MEDIA MATRIX INC COMMON STOCK 58440X103 321,425.00 4,600.00 4,600.00 4,600.00
MEDICIS PHARMACEUTICAL CORP COMMON STOCK - CLASS A 584690309 789,450.00 27,700.00 27,700.00 27,700.00
MEDIMMUNE INC COMMON STOCK 584699102 2,409,682.08 24,180.00 24,180.00 24,180.00
MEDQUIST INC COMMON STOCK 584949101 545,023.10 16,300.00 16,300.00 16,300.00
MEDTRONIC INC COMMON STOCK 585055106 11,261,878.00 317,236.00 317,236.00 317,236.00
MELLON BANK CORP COMMON STOCK 585509102 8,766,765.00 259,756.00 259,756.00 259,756.00
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 964,812.50 44,875.00 44,875.00 44,875.00
MENTOR CORP COMMON STOCK 587188103 316,350.00 11,100.00 11,100.00 11,100.00
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,213,349.14 39,220.00 39,220.00 39,220.00
MERCK & COMPANY INC COMMON STOCK 589331107 39,506,867.50 609,561.00 609,561.00 609,561.00
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 2,111,177.40 32,700.00 32,700.00 32,700.00
MEREDITH CORP COMMON STOCK 589433101 437,196.48 12,040.00 12,040.00 12,040.00
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 523,624.00 34,336.00 34,336.00 34,336.00
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 5,753,894.68 85,640.00 85,640.00 85,640.00
MESA AIR GROUP INC COMMON STOCK 590479101 93,712.50 15,300.00 15,300.00 15,300.00
METHODE ELECTRONICS INC COMMON STOCK 591520200 303,887.50 16,100.00 16,100.00 16,100.00
METRO INFORMATION SERVICES INC COMMON STOCK 59162P104 150,143.83 11,719.00 11,719.00 11,719.00
METRO ONE TELECOMMUNICATIONS COMMON STOCK 59163F105 1,607,870.60 83,800.00 83,800.00 83,800.00
METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 559,912.50 18,900.00 18,900.00 18,900.00
MICHAEL FOODS INC COMMON STOCK 594079105 1,421,802.10 54,100.00 54,100.00 54,100.00
MICHAELS STORES INC COMMON STOCK 594087108 740,450.00 25,100.00 25,100.00 25,100.00
MICREL INC COMMON STOCK 594793101 806,775.00 18,600.00 18,600.00 18,600.00
MICROS SYSTEMS INC COMMON STOCK 594901100 1,312,200.00 32,400.00 32,400.00 32,400.00
MICROSOFT CORP COMMON STOCK 594918104 111,470,502.00 1,230,875.00 1,230,875.00 1,230,875.00
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 263,040.00 5,120.00 5,120.00 5,120.00
MICROMUSE INC COMMON STOCK 595094103 539,700.00 8,400.00 8,400.00 8,400.00
MICRON TECHNOLOGY INC COMMON STOCK 595112103 3,857,267.90 57,950.00 57,950.00 57,950.00
MIDWAY GAMES INC COMMON STOCK 598148104 270,852.75 17,197.00 17,197.00 17,197.00
MILACRON INC COMMON STOCK 598709103 727,395.00 40,980.00 40,980.00 40,980.00
MILLENNIUM PHARMACEUTICALS COMMON STOCK 599902103 238,550.00 3,670.00 3,670.00 3,670.00
MILLER (HERMAN) INC COMMON STOCK 600544100 4,470,900.12 187,020.00 187,020.00 187,020.00
MILLIPORE CORP COMMON STOCK 601073109 1,124,230.66 29,930.00 29,930.00 29,930.00
MINIMED INC COMMON STOCK 60365K108 305,557.50 3,110.00 3,110.00 3,110.00
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 11,667,690.50 121,460.00 121,460.00 121,460.00
MIRAGE RESORTS INC COMMON STOCK 60462E104 648,961.30 46,150.00 46,150.00 46,150.00
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 83,307.00 11,901.00 11,901.00 11,901.00
MOBIL CORP COMMON STOCK 607059102 22,314,110.00 221,480.00 221,480.00 221,480.00
MOLEX INC COMMON STOCK 608554101 571,014.75 15,698.00 15,698.00 15,698.00
MOLEX INC COMMON STOCK- CLASS A 608554200 1,430,975.00 44,200.00 44,200.00 44,200.00
MONACO COACH CORP COMMON STOCK 60886R103 207,187.50 8,500.00 8,500.00 8,500.00
MONSANTO CO COMMON STOCK 611662107 5,243,847.78 146,940.00 146,940.00 146,940.00
MONTANA POWER CO COMMON STOCK 612085100 665,505.01 21,865.00 21,865.00 21,865.00
MOOG INC - CL A COMMON STOCK 615394202 675,675.00 23,400.00 23,400.00 23,400.00
MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 8,721,845.00 76,340.00 76,340.00 76,340.00
MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 11,867,400.60 133,062.00 133,062.00 133,062.00
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 246,456.80 23,900.00 23,900.00 23,900.00
MOTOROLA INC COMMON STOCK 620076109 14,833,280.00 168,560.00 168,560.00 168,560.00
MUELLER INDUSTRIES INC COMMON STOCK 624756102 483,898.10 16,300.00 16,300.00 16,300.00
MURPHY OIL CORP COMMON STOCK 626717102 246,522.72 4,560.00 4,560.00 4,560.00
MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 559,825.00 45,700.00 45,700.00 45,700.00
MYLAN LABORATORIES INC COMMON STOCK 628530107 239,426.25 13,030.00 13,030.00 13,030.00
NABI INC CONVERTIBLE BOND 628716AB8 433,125.00 525,000.00 525,000.00 525,000.00
NBTY INC COMMON STOCK 628782104 231,800.00 30,400.00 30,400.00 30,400.00
NCO GROUP INC COMMON STOCK 628858102 547,550.00 11,650.00 11,650.00 11,650.00
NCR CORP COMMON STOCK 62886E108 328,669.34 9,941.00 9,941.00 9,941.00
NFO WORLDWIDE INC COMMON STOCK 62910N108 129,093.75 10,125.00 10,125.00 10,125.00
NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 1,768,110.00 117,874.00 117,874.00 117,874.00
NABORS INDUSTRIES INC COMMON STOCK 629568106 793,500.00 31,740.00 31,740.00 31,740.00
NALCO CHEMICAL CO COMMON STOCK 629853102 2,330,575.00 46,150.00 46,150.00 46,150.00
NATIONAL AUSTRALIA BANK LTD ADR 632525408 3,321,540.00 45,000.00 45,000.00 45,000.00
NATIONAL CITY CORP COMMON STOCK 635405103 4,617,918.48 173,040.00 173,040.00 173,040.00
NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 1,000,752.30 26,100.00 26,100.00 26,100.00
NATIONAL DATA CORP COMMON STOCK 635621105 2,139,800.00 82,300.00 82,300.00 82,300.00
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 796,984.65 22,550.00 22,550.00 22,550.00
NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 1,186,450.00 38,900.00 38,900.00 38,900.00
NATIONAL SEMICONDUCTOR CONVERTIBLE BOND 637640AB9 148,500.00 150,000.00 150,000.00 150,000.00
NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 772,695.00 24,530.00 24,530.00 24,530.00
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 253,162.50 15,700.00 15,700.00 15,700.00
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 713,310.00 15,340.00 15,340.00 15,340.00
NAVIGANT CONSULTING CO. COMMON STOCK 63935N107 1,430,205.00 30,840.00 30,840.00 30,840.00
NETWORKS ASSOCIATES INC COMMON STOCK 640938106 268,113.38 14,019.00 14,019.00 14,019.00
NETOPIA INC COMMON STOCK 64114K104 398,750.00 10,000.00 10,000.00 10,000.00
NETIQ CORP COMMON STOCK 64115P102 631,012.50 21,300.00 21,300.00 21,300.00
NETWORK APPLIANCE INC COMMON STOCK 64120L104 1,217,625.00 17,000.00 17,000.00 17,000.00
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 895,442.86 26,780.00 26,780.00 26,780.00
NEW ENGLAND ELECTRIC SYSTEM COMMON STOCK 644001109 311,768.75 6,010.00 6,010.00 6,010.00
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 680,000.00 17,000.00 17,000.00 17,000.00
NEW YORK TIMES CO COMMON STOCK 650111107 1,521,750.00 40,580.00 40,580.00 40,580.00
NEWBRIDGE NETWORKS CORP COMMON STOCK 650901101 1,089,391.60 41,800.00 41,800.00 41,800.00
NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,192,774.61 111,784.00 111,784.00 111,784.00
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,422,516.35 73,550.00 73,550.00 73,550.00
NEWMONT MINING CORP COMMON STOCK 651639106 2,071,293.75 80,050.00 80,050.00 80,050.00
NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 865,315.36 26,780.00 26,780.00 26,780.00
NEWS CORPORATION LTD SPONSORED ADR 652487703 1,706,220.00 60,000.00 60,000.00 60,000.00
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 5,943,721.80 87,650.00 87,650.00 87,650.00
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,113,162.07 72,110.00 72,110.00 72,110.00
NICHOLS RESEARCH CORP COMMON STOCK 653818104 222,318.75 8,350.00 8,350.00 8,350.00
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 327,245.60 8,800.00 8,800.00 8,800.00
NICOR INC COMMON STOCK 654086107 406,453.91 10,930.00 10,930.00 10,930.00
NIKE INC COMMON STOCK 654106103 3,708,818.75 65,210.00 65,210.00 65,210.00
NIPPON TELEGRAPH & TELEPHONE C COMMON STOCK 654624105 2,159,045.00 35,000.00 35,000.00 35,000.00
NISOURCE INC COMMON STOCK 65473P105 278,553.75 12,590.00 12,590.00 12,590.00
NOKIA CORP AB ADR SPONSORED 654902204 853,214.00 9,500.00 9,500.00 9,500.00
NOBLE DRILLING CORP COMMON STOCK 655042109 292,031.25 13,350.00 13,350.00 13,350.00
NORAM ENERGY CORP CONVERTIBLE SUB DEBENTURES 655419AC3 117,925.00 132,500.00 132,500.00 132,500.00
NORDSTROM INC COMMON STOCK 655664100 880,740.00 32,620.00 32,620.00 32,620.00
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 4,014,815.00 163,870.00 163,870.00 163,870.00
NORTEL INVERSORA - ADR COMMON STOCK 656567401 531,562.50 31,500.00 31,500.00 31,500.00
NORTEL NETWORKS CORP COMMON STOCK 656569100 18,882,597.00 370,247.00 370,247.00 370,247.00
NORTH AMERICAN VACCINE INC COMMON STOCK 657201109 111,750.00 14,900.00 14,900.00 14,900.00
NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,798,875.00 92,250.00 92,250.00 92,250.00
NORTHEAST UTILITIES COMMON STOCK 664397106 243,468.75 13,250.00 13,250.00 13,250.00
NORTHERN STATES POWER CO COMMON STOCK 665772109 769,763.40 35,700.00 35,700.00 35,700.00
NORTHERN TRUST CORP COMMON STOCK 665859104 2,751,325.00 32,950.00 32,950.00 32,950.00
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 1,093,584.21 17,205.00 17,205.00 17,205.00
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 290,385.00 11,250.00 11,250.00 11,250.00
NORTHWESTERN CORPORATION COMMON STOCK 668074107 238,875.00 10,500.00 10,500.00 10,500.00
NOVA CORP/GEORGIA COMMON STOCK 669784100 3,993,750.00 159,750.00 159,750.00 159,750.00
NOVELL INC COMMON STOCK 670006105 1,606,552.42 77,660.00 77,660.00 77,660.00
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 1,193,634.90 17,700.00 17,700.00 17,700.00
NOVO-NORDISK AS ADR 670100205 1,493,750.00 25,000.00 25,000.00 25,000.00
NSTAR COMMON STOCK 67019E107 813,827.50 21,002.00 21,002.00 21,002.00
NUCOR CORP COMMON STOCK 670346105 964,882.50 20,260.00 20,260.00 20,260.00
OM GROUP INC COMMON STOCK 670872100 1,170,437.50 30,500.00 30,500.00 30,500.00
OAK INDUSTRIES INC COMMON STOCK 671400505 282,200.00 8,300.00 8,300.00 8,300.00
OAKWOOD HOMES CORP COMMON STOCK 674098108 96,300.00 21,400.00 21,400.00 21,400.00
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,948,743.75 84,270.00 84,270.00 84,270.00
OCEAN ENERGY INC COMMON STOCK 67481E106 1,475,159.10 144,808.00 144,808.00 144,808.00
OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 171,482.40 10,200.00 10,200.00 10,200.00
OFFICE DEPOT INC COMMON STOCK 676220106 886,136.57 86,987.00 86,987.00 86,987.00
OFFICEMAX INC COMMON STOCK 67622M108 66,373.04 11,420.00 11,420.00 11,420.00
OGDEN CORP EURODOLLAR CONVERT SUB BONDS 676346AD1 396,000.00 495,000.00 495,000.00 495,000.00
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 446,502.38 12,027.00 12,027.00 12,027.00
OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 188,114.11 13,030.00 13,030.00 13,030.00
OLIN CORP COMMON STOCK 680665205 326,591.25 23,970.00 23,970.00 23,970.00
OMNICARE INC COMMON STOCK 681904108 1,407,463.75 146,230.00 146,230.00 146,230.00
OMNICOM GROUP INC COMMON STOCK 681919106 4,553,252.50 57,500.00 57,500.00 57,500.00
OMNIPOINT CORP COMMON STOCK 68212D102 1,508,625.00 27,000.00 27,000.00 27,000.00
ONEOK INC COMMON STOCK 682680103 221,883.84 7,320.00 7,320.00 7,320.00
OPTICAL COATING LAB COMMON STOCK 683829105 911,413.80 9,900.00 9,900.00 9,900.00
ORACLE CORP COMMON STOCK 68389X105 15,131,662.00 332,564.00 332,564.00 332,564.00
ORBITAL SCIENCES CORP COMMON STOCK 685564106 693,000.00 39,600.00 39,600.00 39,600.00
ORGANOGENESIS INC COMMON STOCK 685906109 102,630.60 13,800.00 13,800.00 13,800.00
O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 2,230,300.80 46,800.00 46,800.00 46,800.00
ORION CAPITAL CORP COMMON STOCK 686268103 573,237.50 12,100.00 12,100.00 12,100.00
ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 381,500.00 21,800.00 21,800.00 21,800.00
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 1,593,532.76 62,570.00 62,570.00 62,570.00
OUTDOOR SYSTEMS INC COMMON STOCK 690057104 1,787,500.00 50,000.00 50,000.00 50,000.00
OWENS & MINOR INC COMMON STOCK 690732102 141,968.75 14,750.00 14,750.00 14,750.00
OWENS CORNING COMMON STOCK 69073F103 274,123.68 12,640.00 12,640.00 12,640.00
OWENS-ILLINOIS INC COMMON STOCK 690768403 715,213.20 36,100.00 36,100.00 36,100.00
P-COM INC COMMON STOCK 693262107 735,000.00 105,000.00 105,000.00 105,000.00
PECO ENERGY CO COMMON STOCK 693304107 1,622,250.00 43,260.00 43,260.00 43,260.00
PG&E CORP COMMON STOCK 69331C108 2,303,263.13 89,015.00 89,015.00 89,015.00
PE CORP CELERA GENOMICS COMMON STOCK 69332S102 2,177,253.75 30,135.00 30,135.00 30,135.00
PMC SIERRA INC COMMON STOCK 69344F106 1,757,500.00 19,000.00 19,000.00 19,000.00
PNC BANK CORP COMMON STOCK 693475105 3,715,223.81 70,515.00 70,515.00 70,515.00
PP&L RESOURCES INC COMMON STOCK 693499105 990,766.88 36,611.00 36,611.00 36,611.00
PPG INDUSTRIES INC COMMON STOCK 693506107 3,764,400.00 62,740.00 62,740.00 62,740.00
PACCAR INC COMMON STOCK 693718108 927,451.25 18,230.00 18,230.00 18,230.00
PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 562,223.40 28,200.00 28,200.00 28,200.00
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 1,900,501.80 67,800.00 67,800.00 67,800.00
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 201,588.25 4,661.00 4,661.00 4,661.00
PACIFICORP COMMON STOCK 695114108 2,375,152.50 118,020.00 118,020.00 118,020.00
PACKETEER INC COMMON STOCK 695210104 323,589.00 9,500.00 9,500.00 9,500.00
PAINE WEBBER GROUP INC COMMON STOCK 695629105 1,225,250.00 33,800.00 33,800.00 33,800.00
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 1,026,375.00 80,500.00 80,500.00 80,500.00
PALL CORP COMMON STOCK 696429307 2,160,564.66 93,180.00 93,180.00 93,180.00
PAPA JOHN'S INTERNATIONAL INC COMMON STOCK 698813102 788,287.50 19,110.00 19,110.00 19,110.00
PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 1,979,100.00 146,600.00 146,600.00 146,600.00
PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 104,025.00 11,400.00 11,400.00 11,400.00
PARKER HANNIFIN CORP COMMON STOCK 701094104 1,129,262.40 25,200.00 25,200.00 25,200.00
PATTERSON DENTAL CO COMMON STOCK 703412106 758,298.60 15,300.00 15,300.00 15,300.00
PATTERSON ENERGY INC COMMON STOCK 703414102 735,050.80 48,400.00 48,400.00 48,400.00
PAXAR CORP COMMON STOCK 704227107 202,519.63 21,041.00 21,041.00 21,041.00
PAYCHEX INC COMMON STOCK 704326107 1,940,722.88 56,871.00 56,871.00 56,871.00
PEGASUS SYSTEMS INC COMMON STOCK 705906105 731,250.00 19,500.00 19,500.00 19,500.00
PENNEY J C CO INC COMMON STOCK 708160106 3,006,781.25 87,470.00 87,470.00 87,470.00
PENTAIR INC COMMON STOCK 709631105 2,537,505.00 63,240.00 63,240.00 63,240.00
PEOPLES ENERGY CORP COMMON STOCK 711030106 289,237.14 8,220.00 8,220.00 8,220.00
PEOPLESOFT INC COMMON STOCK 712713106 951,859.40 56,200.00 56,200.00 56,200.00
PEP BOYS - MANNY MOE & JACK COMMON STOCK 713278109 181,370.88 12,193.00 12,193.00 12,193.00
PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 530,628.20 31,100.00 31,100.00 31,100.00
PEPSICO INC COMMON STOCK 713448108 10,498,111.30 347,045.00 347,045.00 347,045.00
PER-SE TECHNOLOGIES INC COMMON STOCK 713569200 344,387.40 100,200.00 100,200.00 100,200.00
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 857,787.50 21,050.00 21,050.00 21,050.00
PHARMACYCLICS INC COMMON STOCK 716933106 506,850.00 12,400.00 12,400.00 12,400.00
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 9,092,639.88 183,227.00 183,227.00 183,227.00
PFIZER INC COMMON STOCK 717081103 33,111,633.10 921,380.00 921,380.00 921,380.00
PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 151,894.40 11,200.00 11,200.00 11,200.00
PHELPS DODGE CORP COMMON STOCK 717265102 1,646,078.49 29,895.00 29,895.00 29,895.00
PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 431,585.15 18,317.00 18,317.00 18,317.00
PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 22,470,431.40 657,280.00 657,280.00 657,280.00
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 3,680,625.00 75,500.00 75,500.00 75,500.00
PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 109,162.50 12,300.00 12,300.00 12,300.00
PHOTRONICS INC COMMON STOCK 719405102 493,614.00 22,000.00 22,000.00 22,000.00
PHYCOR INC COMMON STOCK 71940F100 150,500.00 34,400.00 34,400.00 34,400.00
PICTURETEL CORP COMMON STOCK 720035302 77,775.00 18,300.00 18,300.00 18,300.00
PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 427,399.20 14,100.00 14,100.00 14,100.00
PIER 1 IMPORTS INC COMMON STOCK 720279108 286,706.90 43,692.00 43,692.00 43,692.00
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 2,481,875.00 95,000.00 95,000.00 95,000.00
PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 311,733.75 8,570.00 8,570.00 8,570.00
PIONEER GROUP INC COMMON STOCK 723684106 180,000.00 12,000.00 12,000.00 12,000.00
PIONEER HI-BRED INTERN'L INC COMMON STOCK 723686101 2,200,807.36 55,280.00 55,280.00 55,280.00
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 107,631.25 10,130.00 10,130.00 10,130.00
PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 176,492.33 12,225.00 12,225.00 12,225.00
PITNEY BOWES INC COMMON STOCK 724479100 5,378,908.99 88,270.00 88,270.00 88,270.00
PLACER DOME INC COMMON STOCK 725906101 1,121,277.50 75,380.00 75,380.00 75,380.00
PLAINS RESOURCES INC COMMON STOCK 726540503 700,700.00 39,200.00 39,200.00 39,200.00
PLANTRONICS INC COMMON STOCK 727493108 383,075.00 7,700.00 7,700.00 7,700.00
PLAYERS INTERNATIONAL INC COMMON STOCK 727903106 107,387.00 14,500.00 14,500.00 14,500.00
PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 693,250.00 47,000.00 47,000.00 47,000.00
PLEXUS CORP COMMON STOCK 729132100 241,937.50 7,900.00 7,900.00 7,900.00
POGO PRODUCING CO COMMON STOCK 730448107 377,650.00 18,200.00 18,200.00 18,200.00
POLARIS INDUSTRIES INC COMMON STOCK 731068102 391,262.50 11,300.00 11,300.00 11,300.00
POLAROID CORP COMMON STOCK 731095105 544,180.00 20,930.00 20,930.00 20,930.00
POOL ENERGY SERVICES CO COMMON STOCK 732788104 238,862.50 9,700.00 9,700.00 9,700.00
PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 2,685,280.00 65,000.00 65,000.00 65,000.00
POTLATCH CORP COMMON STOCK 737628107 276,776.64 6,720.00 6,720.00 6,720.00
POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 305,752.74 12,020.00 12,020.00 12,020.00
POWERGEN PLC ADR SPONSORED 738905405 2,289,375.00 55,000.00 55,000.00 55,000.00
POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 959,538.20 19,900.00 19,900.00 19,900.00
PREMIER BANCSHARES INC COMMON STOCK 739909109 208,250.00 11,900.00 11,900.00 11,900.00
PRAXAIR INC COMMON STOCK 74005P104 1,702,460.00 37,010.00 37,010.00 37,010.00
PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 413,437.50 10,500.00 10,500.00 10,500.00
PRECISION DRILLING CORP COMMON STOCK 74022D100 704,884.80 30,400.00 30,400.00 30,400.00
PREMARK INTERNATIONAL INC COMMON STOCK 740459102 1,072,115.00 21,230.00 21,230.00 21,230.00
PREMIER PARKS INC COMMON STOCK 740540208 1,969,100.00 67,900.00 67,900.00 67,900.00
T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 1,090,346.38 39,740.00 39,740.00 39,740.00
PRIMUS KNOWLEDGE SOLUTIONS COMMON STOCK 74163Q100 1,460,786.00 53,000.00 53,000.00 53,000.00
PRIMARK CORP COMMON STOCK 741903108 263,667.86 9,272.00 9,272.00 9,272.00
PRIME HOSPITALITY CORP COMMON STOCK 741917108 187,200.00 23,400.00 23,400.00 23,400.00
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 361,768.50 25,500.00 25,500.00 25,500.00
PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 306,218.25 9,918.00 9,918.00 9,918.00
PROBUSINESS SERVICES INC COMMON STOCK 742674104 602,000.00 22,400.00 22,400.00 22,400.00
PROCTER & GAMBLE CO COMMON STOCK 742718109 30,705,000.00 327,520.00 327,520.00 327,520.00
PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 1,599,806.25 35,850.00 35,850.00 35,850.00
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 244,725.00 7,800.00 7,800.00 7,800.00
PROGRESSIVE CORP COMMON STOCK 743315103 1,384,594.65 16,950.00 16,950.00 16,950.00
PROMUS HOTEL CORP COMMON STOCK 74342P106 257,858.48 7,919.00 7,919.00 7,919.00
PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,095,540.00 72,260.00 72,260.00 72,260.00
PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 307,062.50 8,500.00 8,500.00 8,500.00
PROVANT INC COMMON STOCK 743724106 575,662.50 35,700.00 35,700.00 35,700.00
PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 248,030.06 11,655.00 11,655.00 11,655.00
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 503,700.00 43,800.00 43,800.00 43,800.00
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,593,770.19 32,755.00 32,755.00 32,755.00
PROXIM INC COMMON STOCK 744284100 736,000.00 16,000.00 16,000.00 16,000.00
PSINET INC COMMON STOCK 74437C101 388,454.40 10,800.00 10,800.00 10,800.00
PUBLIC SERVICE COMPANY OF NC I COMMON STOCK 744516105 985,800.00 31,800.00 31,800.00 31,800.00
PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,965,240.00 50,880.00 50,880.00 50,880.00
PULTE CORP COMMON STOCK 745867101 217,935.00 10,020.00 10,020.00 10,020.00
QRS CORP COMMON STOCK 74726X105 391,162.50 6,100.00 6,100.00 6,100.00
QLOGIC CORP COMMON STOCK 747277101 954,330.04 13,670.00 13,670.00 13,670.00
QUAKER OATS CO COMMON STOCK 747402105 3,427,875.00 55,400.00 55,400.00 55,400.00
QUALCOMM INC COMMON STOCK 747525103 7,037,756.40 37,200.00 37,200.00 37,200.00
QUANTUM CORP DLT & STORAGE COMMON STOCK 747906204 234,835.40 16,700.00 16,700.00 16,700.00
QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 267,962.50 9,700.00 9,700.00 9,700.00
QUEST SOFTWARE INC COMMON STOCK 74834T103 483,600.00 10,400.00 10,400.00 10,400.00
QUIKSILVER INC COMMON STOCK 74838C106 777,450.00 42,600.00 42,600.00 42,600.00
QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 235,984.40 12,400.00 12,400.00 12,400.00
R H DONNELLEY CORP COMMON STOCK 74955W307 1,033,687.50 55,500.00 55,500.00 55,500.00
RGS ENERGY GROUP INC COMMON STOCK 74956K104 543,900.00 22,200.00 22,200.00 22,200.00
RPM INC (OHIO) COMMON STOCK 749685103 135,409.76 11,111.00 11,111.00 11,111.00
RSA SECURITY INC COMMON STOCK 749719100 467,491.20 17,600.00 17,600.00 17,600.00
RADIAN GROUP INC COMMON STOCK 750236101 2,494,639.70 58,100.00 58,100.00 58,100.00
RALCORP HOLDINGS INC COMMON STOCK 751028101 245,849.30 13,900.00 13,900.00 13,900.00
RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 2,078,668.88 74,740.00 74,740.00 74,740.00
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 257,379.99 8,790.00 8,790.00 8,790.00
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 429,143.93 21,525.00 21,525.00 21,525.00
RAYTHEON CO COMMON STOCK 755111408 3,884,645.00 78,280.00 78,280.00 78,280.00
READ-RITE CORP COMMON STOCK 755246105 99,135.00 22,500.00 22,500.00 22,500.00
READ-RITE CORP CONVERTIBLE BOND 755246AA3 396,625.00 950,000.00 950,000.00 950,000.00
READERS DIGEST ASSOCIATION INC COMMON STOCK CLASS A 755267101 1,202,467.50 41,110.00 41,110.00 41,110.00
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 138,289.78 12,940.00 12,940.00 12,940.00
REGAL-BELOIT CORP COMMON STOCK 758750103 568,550.00 27,400.00 27,400.00 27,400.00
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 115,375.00 14,200.00 14,200.00 14,200.00
REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,556,610.00 51,887.00 51,887.00 51,887.00
REINSURANCE GROUP AMERICA CO COMMON STOCK 759351109 619,056.70 24,100.00 24,100.00 24,100.00
RELIANCE STEEL AND ALUMINUM CO COMMON STOCK 759509102 264,600.00 12,600.00 12,600.00 12,600.00
RELIANT ENERGY INC COMMON STOCK 75952J108 2,734,073.86 101,030.00 101,030.00 101,030.00
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 288,942.50 8,690.00 8,690.00 8,690.00
REMEC INC COMMON STOCK 759543101 855,250.00 62,200.00 62,200.00 62,200.00
REMEDY CORP COMMON STOCK 759548100 374,550.00 13,200.00 13,200.00 13,200.00
RENAL CARE GROUP INC COMMON STOCK 759930100 441,405.90 20,150.00 20,150.00 20,150.00
REPSOL SA ADR SPONSORED 76026T205 2,990,550.00 150,000.00 150,000.00 150,000.00
REPUBLIC NEW YORK CORP COMMON STOCK 760719104 1,491,690.36 24,280.00 24,280.00 24,280.00
REPUBLIC SERVICES INC COMMON STOCK 760759100 1,495,312.50 137,500.00 137,500.00 137,500.00
RESEARCH IN MOTION LTD COMMON STOCK 760975102 430,024.30 13,900.00 13,900.00 13,900.00
RESPIRONICS INC COMMON STOCK 761230101 545,325.00 66,100.00 66,100.00 66,100.00
REX STORES CORP COMMON STOCK 761624105 584,447.10 18,300.00 18,300.00 18,300.00
REYNOLDS METALS CO COMMON STOCK 761763101 2,115,540.00 35,040.00 35,040.00 35,040.00
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 296,352.00 10,976.00 10,976.00 10,976.00
RHYTHMS NETCONNECTIONS INC COMMON STOCK 762430205 469,200.00 13,600.00 13,600.00 13,600.00
RICHARDSON ELECTRONICS LTD CONVERTIBLE DEBENTURES 763165AB3 36,062.50 50,000.00 50,000.00 50,000.00
RIGGS NATIONAL CORP COMMON STOCK 766570105 216,000.00 12,800.00 12,800.00 12,800.00
RITE AID CORP COMMON STOCK 767754104 1,414,072.56 102,380.00 102,380.00 102,380.00
ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 905,760.00 37,740.00 37,740.00 37,740.00
ROBERTS PHARMACEUTICAL CORP COMMON STOCK 770491108 435,600.00 14,400.00 14,400.00 14,400.00
ROCKWELL INTL NEW COMMON STOCK 773903109 2,549,400.00 48,560.00 48,560.00 48,560.00
ROGERS COMMUNICATIONS,INC CL.B COMMON STOCK 775109200 622,044.00 37,000.00 37,000.00 37,000.00
ROGERS COMMUNICATIONS,INC CONVERTIBLE DEBENTURES 775109AE1 236,250.00 300,000.00 300,000.00 300,000.00
ROHM & HAAS CO COMMON STOCK 775371107 1,825,540.75 50,534.00 50,534.00 50,534.00
ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 263,250.00 26,000.00 26,000.00 26,000.00
ROPER INDUSTRIES INC COMMON STOCK 776696106 524,025.00 13,700.00 13,700.00 13,700.00
ROSTELECOM SPONSORED ADR 778529107 148,000.00 32,000.00 32,000.00 32,000.00
ROUSE CO (THE) COMMON STOCK 779273101 5,892,600.00 256,200.00 256,200.00 256,200.00
ROWAN COMPANIES INC COMMON STOCK 779382100 314,600.00 19,360.00 19,360.00 19,360.00
ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 33,033,376.60 559,300.00 559,300.00 559,300.00
RUBY TUESDAY INC COMMON STOCK 781182100 976,950.00 50,100.00 50,100.00 50,100.00
RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 151,200.00 16,800.00 16,800.00 16,800.00
RYDER SYSTEM INC COMMON STOCK 783549108 445,397.50 21,860.00 21,860.00 21,860.00
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 31,147,054.10 609,985.00 609,985.00 609,985.00
SCI SYSTEMS INC COMMON STOCK 783890106 3,636,724.08 81,840.00 81,840.00 81,840.00
SEI INVESTMENTS CO COMMON STOCK 784117103 714,248.00 8,000.00 8,000.00 8,000.00
SFX ENTERTAINMENT CLASS A SHARES 784178105 428,525.00 14,050.00 14,050.00 14,050.00
SLM HOLDING CORP COMMON STOCK 78442A109 1,603,900.00 37,300.00 37,300.00 37,300.00
SLI INC COMMON STOCK 78442T108 345,254.40 16,200.00 16,200.00 16,200.00
SPS TECHNOLOGIES INC COMMON STOCK 784626103 216,240.90 5,700.00 5,700.00 5,700.00
SPX CORP COMMON STOCK 784635104 682,349.25 7,519.00 7,519.00 7,519.00
S3 INC COMMON STOCK 784849101 253,619.10 24,300.00 24,300.00 24,300.00
SAFECO CORP COMMON STOCK 786429100 1,948,520.00 69,590.00 69,590.00 69,590.00
SAFEGUARD SCIENTIFICS INC COMMON STOCK 786449108 401,200.00 5,900.00 5,900.00 5,900.00
SAFESKIN CORP COMMON STOCK 786454108 206,271.80 25,100.00 25,100.00 25,100.00
SAFETY-KLEEN CORP COMMON STOCK 78648R203 290,694.20 24,100.00 24,100.00 24,100.00
SAFEWAY INC COMMON STOCK 786514208 4,485,758.95 117,854.00 117,854.00 117,854.00
ST JUDE MEDICAL INC COMMON STOCK 790849103 620,109.00 19,686.00 19,686.00 19,686.00
ST PAUL BANCORP INC COMMON STOCK 792848103 417,011.25 18,230.00 18,230.00 18,230.00
ST PAUL COMPANIES INC COMMON STOCK 792860108 3,144,350.00 114,340.00 114,340.00 114,340.00
SAKS INCORPORATED COMMON STOCK 79377W108 423,322.44 27,874.00 27,874.00 27,874.00
SALEM COMMUNICATIONS CORP COMMON STOCK 794093104 1,060,800.00 41,600.00 41,600.00 41,600.00
SANMINA CORP COMMON STOCK 800907107 1,346,325.00 17,400.00 17,400.00 17,400.00
SANTA FE SNYDER CORP COMMON STOCK 80218K105 164,250.00 18,250.00 18,250.00 18,250.00
SAP AG COMMON STOCK 803054204 1,698,750.00 45,000.00 45,000.00 45,000.00
SARA LEE CORP COMMON STOCK 803111103 4,891,770.64 208,720.00 208,720.00 208,720.00
SAVILLE SYSTEMS IRELAND PLC ADR 805174109 762,255.30 51,900.00 51,900.00 51,900.00
SCANA CORP COMMON STOCK 805898103 252,028.54 10,420.00 10,420.00 10,420.00
SCHEIN (HENRY) INC COMMON STOCK 806407102 591,375.00 41,500.00 41,500.00 41,500.00
SCHERING-PLOUGH CORP COMMON STOCK 806605101 15,555,366.30 356,570.00 356,570.00 356,570.00
SCHLUMBERGER LTD COMMON STOCK 806857108 9,328,604.90 149,708.00 149,708.00 149,708.00
SCHOLASTIC CORP CONVERTIBLE BOND 807066AA3 549,750.00 600,000.00 600,000.00 600,000.00
SCHULER HOMES INC CONVERTIBLE SUB DEBENTURES 808188AA4 360,000.00 450,000.00 450,000.00 450,000.00
SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 8,032,631.46 238,449.00 238,449.00 238,449.00
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 879,725.50 17,750.00 17,750.00 17,750.00
SCOTTISH POWER PLC SPONSORED ADR 81013T705 1,812,500.00 50,000.00 50,000.00 50,000.00
SCOTTS CO COMMON STOCK 810186106 637,100.00 18,400.00 18,400.00 18,400.00
SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 1,590,823.56 51,630.00 51,630.00 51,630.00
SEAGRAM COMPANY LTD COMMON STOCK 811850106 4,562,740.00 100,280.00 100,280.00 100,280.00
SEACOR SMIT INC COMMON STOCK 811904101 281,875.00 5,500.00 5,500.00 5,500.00
SEALED AIR CORPORATION COMMON STOCK 81211K100 991,963.58 19,332.00 19,332.00 19,332.00
SEARS ROEBUCK & CO COMMON STOCK 812387108 2,873,636.25 91,590.00 91,590.00 91,590.00
SEITEL INC COMMON STOCK 816074306 108,225.00 11,100.00 11,100.00 11,100.00
SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 237,825.00 12,600.00 12,600.00 12,600.00
SEMPRA ENERGY COMMON STOCK 816851109 1,158,395.92 55,660.00 55,660.00 55,660.00
SEPRACOR INC COMMON STOCK 817315104 931,670.00 12,340.00 12,340.00 12,340.00
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 666,145.34 63,070.00 63,070.00 63,070.00
SHANDONG HUANENG POWER COMMON STOCK 819419102 385,437.50 88,100.00 88,100.00 88,100.00
SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 425,892.50 9,110.00 9,110.00 9,110.00
SHARPER IMAGE CORP COMMON STOCK 820013100 402,600.00 36,600.00 36,600.00 36,600.00
SHAW INDUSTRIES INC COMMON STOCK 820286102 220,980.00 13,920.00 13,920.00 13,920.00
SHELL TRANSPORT AND TRADING CO ADR 822703609 2,275,000.00 50,000.00 50,000.00 50,000.00
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 821,149.14 39,220.00 39,220.00 39,220.00
SHIRE PHARMACEUTICALS GR-ADR 82481R106 1,354,164.00 47,000.00 47,000.00 47,000.00
SHOPKO STORES INC COMMON STOCK 824911101 2,218,500.00 76,500.00 76,500.00 76,500.00
SHONEY'S INC CONVERTIBLE SUB NOTES 825039AC4 470,000.00 2,350,000.00 2,350,000.00 2,350,000.00
SHOREWOOD PACKAGING CORP COMMON STOCK 825229107 2,521,175.80 185,900.00 185,900.00 185,900.00
SIEBEL SYSTEMS INC COMMON STOCK 826170102 622,943.75 9,350.00 9,350.00 9,350.00
SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 123,525.00 12,200.00 12,200.00 12,200.00
SIGMA ALDRICH CORP COMMON STOCK 826552101 741,997.50 23,370.00 23,370.00 23,370.00
SILICON GRAPHICS INC COMMON STOCK 827056102 477,181.31 43,630.00 43,630.00 43,630.00
SILICON GRAPHICS CONVERTIBLE BOND 827056AC6 83,125.00 100,000.00 100,000.00 100,000.00
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 226,775.00 9,400.00 9,400.00 9,400.00
SILICON VALLEY GROUP INC COMMON STOCK 827066101 177,180.00 15,000.00 15,000.00 15,000.00
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,162,146.85 51,796.00 51,796.00 51,796.00
SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 253,125.00 5,400.00 5,400.00 5,400.00
SIZELER PROPERTIES INVEST INC CONVERTIBLE SUB DEBENTURES 830137AA3 232,500.00 250,000.00 250,000.00 250,000.00
SKYWEST INC COMMON STOCK 830879102 245,694.40 11,200.00 11,200.00 11,200.00
SMITH (AO) CORP COMMON STOCK 831865209 964,975.00 31,900.00 31,900.00 31,900.00
SMITH INTERNATIONAL INC COMMON STOCK 832110100 1,984,500.00 49,000.00 49,000.00 49,000.00
SMITHFIELD FOODS INC COMMON STOCK 832248108 508,250.00 19,000.00 19,000.00 19,000.00
SMITHKLINE BEECHAM PLC ADR 832378301 3,013,787.50 52,300.00 52,300.00 52,300.00
SNAP-ON INC COMMON STOCK 833034101 495,300.00 15,240.00 15,240.00 15,240.00
SOCIETE GENERALE PARIS ADR 83364L109 1,417,500.00 35,000.00 35,000.00 35,000.00
SODEXHO MARRIOTT SERVICES COMMON STOCK 833793102 465,800.00 27,400.00 27,400.00 27,400.00
SOFTNET SYSTEMS INC COMMON STOCK 833964109 494,812.50 20,300.00 20,300.00 20,300.00
SOLA INTERNATIONAL INC COMMON STOCK 834092108 175,150.00 11,300.00 11,300.00 11,300.00
SOLECTRON CORP COMMON STOCK 834182107 4,809,608.70 66,975.00 66,975.00 66,975.00
SOLUTIA INC COMMON STOCK 834376105 636,707.50 35,620.00 35,620.00 35,620.00
SONAT INC COMMON STOCK 835415100 1,010,431.02 25,460.00 25,460.00 25,460.00
SONIC CORP COMMON STOCK 835451105 257,192.65 8,450.00 8,450.00 8,450.00
SONOCO PRODUCTS CO COMMON STOCK 835495102 236,035.76 10,347.00 10,347.00 10,347.00
SONY CORP - SPONSORED ADR COMMON STOCK 835699307 2,250,930.00 15,000.00 15,000.00 15,000.00
SOUTHDOWN INC COMMON STOCK 841297104 561,215.00 10,490.00 10,490.00 10,490.00
SOUTHERN CO COMMON STOCK 842587107 6,041,207.50 234,610.00 234,610.00 234,610.00
SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,394,174.25 38,862.00 38,862.00 38,862.00
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 1,776,879.00 117,000.00 117,000.00 117,000.00
SOUTHWEST GAS CORP COMMON STOCK 844895102 377,118.00 14,000.00 14,000.00 14,000.00
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 102,400.60 11,300.00 11,300.00 11,300.00
SOVEREIGN BANCORP INC COMMON STOCK 845905108 166,038.18 18,260.00 18,260.00 18,260.00
SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 4,449,050.00 176,200.00 176,200.00 176,200.00
SPEEDFAM-IPEC INC COMMON STOCK 847705100 159,600.00 13,300.00 13,300.00 13,300.00
SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 46,052.15 14,450.00 14,450.00 14,450.00
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 489,032.17 14,410.00 14,410.00 14,410.00
SPRINT CORP COMMON STOCK 852061100 11,702,538.80 215,715.00 215,715.00 215,715.00
SPRINT PCS GROUP COMMON STOCK 852061506 7,607,933.67 102,035.00 102,035.00 102,035.00
STAFFMARK INC COMMON STOCK 852389105 105,562.10 13,300.00 13,300.00 13,300.00
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 740,612.50 33,100.00 33,100.00 33,100.00
STANDARD PACIFIC CORP COMMON STOCK 85375C101 137,350.00 13,400.00 13,400.00 13,400.00
STANDARD PRODUCTS CO COMMON STOCK 853836104 258,237.50 7,300.00 7,300.00 7,300.00
STANLEY WORKS (THE) COMMON STOCK 854616109 1,502,656.42 59,660.00 59,660.00 59,660.00
STAPLES INC COMMON STOCK 855030102 2,342,325.24 107,387.00 107,387.00 107,387.00
STARBUCKS CORP COMMON STOCK 855244109 455,226.97 18,370.00 18,370.00 18,370.00
STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 1,168,077.82 52,352.00 52,352.00 52,352.00
STATE STREET CORP COMMON STOCK 857477103 2,410,512.50 37,300.00 37,300.00 37,300.00
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 485,349.60 25,800.00 25,800.00 25,800.00
STEIN MART INC COMMON STOCK 858375108 144,637.50 20,300.00 20,300.00 20,300.00
STEWART ENTERPRISES INC COMMON STOCK 860370105 68,197.50 11,250.00 11,250.00 11,250.00
STILLWATER MINING CO COMMON STOCK 86074Q102 460,906.25 17,150.00 17,150.00 17,150.00
STONE ENERGY CORP COMMON STOCK 861642106 422,262.50 8,300.00 8,300.00 8,300.00
STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 195,002.50 10,130.00 10,130.00 10,130.00
STRIDE RITE CORP COMMON STOCK 863314100 147,700.00 21,100.00 21,100.00 21,100.00
STRYKER CORP COMMON STOCK 863667101 501,025.00 9,800.00 9,800.00 9,800.00
STURM RUGER COMPANY INC COMMON STOCK 864159108 109,800.00 12,200.00 12,200.00 12,200.00
SUIZA FOODS CORP COMMON STOCK 865077101 841,875.00 22,450.00 22,450.00 22,450.00
SUMMIT BANCORP COMMON STOCK 866005101 1,331,538.85 41,050.00 41,050.00 41,050.00
SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 385,467.60 21,050.00 21,050.00 21,050.00
SUN COMMUNITIES INC COMMON STOCK 866674104 925,736.00 28,000.00 28,000.00 28,000.00
SUN MICROSYSTEMS INC COMMON STOCK 866810104 17,231,970.00 185,290.00 185,290.00 185,290.00
SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 2,111,011.76 80,230.00 80,230.00 80,230.00
SUNOCO INC COMMON STOCK 86764P109 726,806.25 26,550.00 26,550.00 26,550.00
SUNRISE MEDICAL INC COMMON STOCK 867910101 60,000.00 10,000.00 10,000.00 10,000.00
SUNTRUST BANKS INC COMMON STOCK 867914103 5,610,973.50 85,338.00 85,338.00 85,338.00
SUPERVALU INC COMMON STOCK 868536103 704,353.10 32,292.00 32,292.00 32,292.00
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 288,075.00 16,700.00 16,700.00 16,700.00
SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 5,320,175.00 197,960.00 197,960.00 197,960.00
SYKES ENTERPRISES INC COMMON STOCK 871237103 987,480.00 40,000.00 40,000.00 40,000.00
SYMANTEC CORP COMMON STOCK 871503108 206,096.64 5,730.00 5,730.00 5,730.00
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 298,321.00 8,872.00 8,872.00 8,872.00
SYNCOR INTERNATIONAL CORP COMMON STOCK 87157J106 202,500.00 5,400.00 5,400.00 5,400.00
SYNOPSYS INC COMMON STOCK 871607107 2,534,320.28 45,130.00 45,130.00 45,130.00
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,176,346.65 62,950.00 62,950.00 62,950.00
SYSCO CORP COMMON STOCK 871829107 2,677,334.32 76,360.00 76,360.00 76,360.00
TCBY ENTERPRISES INC COMMON STOCK 872245105 47,444.80 10,400.00 10,400.00 10,400.00
TCF FINANCIAL CORP COMMON STOCK 872275102 241,634.52 8,460.00 8,460.00 8,460.00
TECO ENERGY INC COMMON STOCK 872375100 791,342.50 37,460.00 37,460.00 37,460.00
TJX COMPANIES INC COMMON STOCK 872540109 2,062,557.00 73,500.00 73,500.00 73,500.00
TNP ENTERPRISES INC COMMON STOCK 872594106 237,515.70 6,100.00 6,100.00 6,100.00
TRW INC COMMON STOCK 872649108 2,347,702.50 47,190.00 47,190.00 47,190.00
TSI INTERNATIONAL SOFTWARE INC COMMON STOCK 872879101 949,375.00 35,000.00 35,000.00 35,000.00
TALK.COM INC COMMON STOCK 874264104 358,786.80 27,800.00 27,800.00 27,800.00
TANDY CORP COMMON STOCK 875382103 4,654,931.22 90,060.00 90,060.00 90,060.00
TASTY BAKING CO COMMON STOCK 876553306 614,671.88 52,875.00 52,875.00 52,875.00
TECH DATA CORP COMMON STOCK 878237106 666,535.03 28,630.00 28,630.00 28,630.00
TECHNE CORP COMMON STOCK 878377100 332,575.00 10,600.00 10,600.00 10,600.00
TECHNITROL INC COMMON STOCK 878555101 257,325.00 7,300.00 7,300.00 7,300.00
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 980,275.00 69,400.00 69,400.00 69,400.00
TEKELEC COMMON STOCK 879101103 977,889.60 70,800.00 70,800.00 70,800.00
TEKTRONIX INC COMMON STOCK 879131100 905,505.00 27,030.00 27,030.00 27,030.00
TELCOM SEMICONDUCTOR INC COMMON STOCK 87921P107 712,725.00 55,900.00 55,900.00 55,900.00
TELECOM ITALIA SPA ADR 87927W106 2,154,675.00 25,000.00 25,000.00 25,000.00
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2,236,869.45 29,850.00 29,850.00 29,850.00
TELEFLEX INC COMMON STOCK 879369106 1,659,903.33 42,090.00 42,090.00 42,090.00
TELEFONOS DE MEXICO SA ADR SPONSORED CLASS L 879403780 3,085,125.00 43,300.00 43,300.00 43,300.00
TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 553,298.76 6,230.00 6,230.00 6,230.00
TELESP PARTICIPACOES S.A. ADR COMMON STOCK 87952K100 502,425.00 31,900.00 31,900.00 31,900.00
TELLABS INC COMMON STOCK 879664100 5,514,917.82 96,860.00 96,860.00 96,860.00
TELXON CORP CONVERTIBLE SUBORDINATED NOTES879700AC6 68,625.00 100,000.00 100,000.00 100,000.00
TEMPLE-INLAND INC COMMON STOCK 879868107 788,920.00 13,040.00 13,040.00 13,040.00
TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,264,586.93 72,007.00 72,007.00 72,007.00
TENNECO INC COMMON STOCK 88037E101 670,310.00 39,430.00 39,430.00 39,430.00
TERADYNE INC COMMON STOCK 880770102 608,415.00 17,260.00 17,260.00 17,260.00
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 2,943,252.00 58,500.00 58,500.00 58,500.00
TETRA TECH INC COMMON STOCK 88162G103 754,252.40 45,200.00 45,200.00 45,200.00
TEXACO INC COMMON STOCK 881694103 11,176,028.80 177,046.00 177,046.00 177,046.00
TEXAS INDUSTRIES INC COMMON STOCK 882491103 351,500.00 9,500.00 9,500.00 9,500.00
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 17,707,191.30 215,285.00 215,285.00 215,285.00
TEXAS UTILITIES CO COMMON STOCK 882848104 2,394,422.98 64,173.00 64,173.00 64,173.00
TEXTRON INC COMMON STOCK 883203101 2,686,460.00 34,720.00 34,720.00 34,720.00
THERAGENICS CORP COMMON STOCK 883375107 186,150.00 14,600.00 14,600.00 14,600.00
THERMO ELECTRON CORP COMMON STOCK 883556102 490,920.80 36,535.00 36,535.00 36,535.00
THERMO ELECTRON CORP CONVERTIBLE BOND 883556AF9 3,342,431.25 3,915,000.00 3,915,000.00 3,915,000.00
THERMO TERRATECH INC CONVERTIBLE BOND 883598AA2 528,000.00 600,000.00 600,000.00 600,000.00
THOMAS & BETTS CORP COMMON STOCK 884315102 670,140.00 13,140.00 13,140.00 13,140.00
3COM CORP COMMON STOCK 885535104 2,512,175.00 87,380.00 87,380.00 87,380.00
TIDEWATER INC COMMON STOCK 886423102 644,385.00 25,270.00 25,270.00 25,270.00
TIFFANY & CO COMMON STOCK 886547108 426,751.44 7,120.00 7,120.00 7,120.00
TIMBERLAND CO (THE) COMMON STOCK 887100105 374,995.20 9,600.00 9,600.00 9,600.00
TIME WARNER INC COMMON STOCK 887315109 22,130,313.80 364,285.00 364,285.00 364,285.00
TIMES MIRROR CO (THE) COMMON STOCK CLASS A 887364107 1,090,504.84 16,570.00 16,570.00 16,570.00
TIMKEN CO (THE) COMMON STOCK 887389104 229,620.00 14,240.00 14,240.00 14,240.00
TOLL BROTHERS INC COMMON STOCK 889478103 316,429.20 16,600.00 16,600.00 16,600.00
TOPPS COMPANY INC COMMON STOCK 890786106 437,250.00 58,300.00 58,300.00 58,300.00
TORCHMARK CORP COMMON STOCK 891027104 949,612.50 36,700.00 36,700.00 36,700.00
TORO CO COMMON STOCK 891092108 216,775.00 5,800.00 5,800.00 5,800.00
TOSCO CORP COMMON STOCK 891490302 930,967.50 36,870.00 36,870.00 36,870.00
TOTAL RENAL CARE HOLDINGS INC COMMON STOCK 89151A107 626,418.51 84,230.00 84,230.00 84,230.00
TOTAL SA ADR 89151E109 2,854,665.00 45,000.00 45,000.00 45,000.00
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 685,495.20 34,600.00 34,600.00 34,600.00
TOYS R US INC COMMON STOCK 892335100 2,059,500.00 137,300.00 137,300.00 137,300.00
TRANSACTION NETWORK SERVICES COMMON STOCK 893414102 372,875.00 9,500.00 9,500.00 9,500.00
TRANSWITCH CORP COMMON STOCK 894065101 1,031,700.00 18,100.00 18,100.00 18,100.00
TREDEGAR CORPORATION INC COMMON STOCK 894650100 360,168.75 16,850.00 16,850.00 16,850.00
TRIARC COMPANIES INC COMMON STOCK 895927101 243,953.06 11,380.00 11,380.00 11,380.00
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 1,454,368.80 35,527.00 35,527.00 35,527.00
TRIBUNE CO COMMON STOCK 896047107 4,182,980.00 84,080.00 84,080.00 84,080.00
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 907,541.25 31,430.00 31,430.00 31,430.00
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 109,007.40 10,200.00 10,200.00 10,200.00
TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 1,273,125.00 35,000.00 35,000.00 35,000.00
TRUSTCO BANK CORP COMMON STOCK 898349105 360,721.17 12,215.00 12,215.00 12,215.00
TUBOSCOPE VETCO INTERNATIONAL COMMON STOCK 898600101 249,983.70 20,100.00 20,100.00 20,100.00
TUESDAY MORNING CORP COMMON STOCK 899035505 623,675.00 24,700.00 24,700.00 24,700.00
TUMBLEWEED COMMUNICATIONS CORP COMMON STOCK 899690101 617,925.00 23,100.00 23,100.00 23,100.00
TUPPERWARE CORPORATION COMMON STOCK 899896104 798,660.00 39,440.00 39,440.00 39,440.00
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 27,989,113.30 271,081.00 271,081.00 271,081.00
TYSON FOODS INC COMMON STOCK 902494103 381,502.77 23,210.00 23,210.00 23,210.00
UST CORP COMMON STOCK 902900109 593,475.00 19,300.00 19,300.00 19,300.00
USX-MARATHON GROUP COMMON STOCK 902905827 3,116,880.00 106,560.00 106,560.00 106,560.00
UST INC COMMON STOCK 902911106 3,044,057.08 100,840.00 100,840.00 100,840.00
U S BANCORP COMMON STOCK 902973106 5,119,896.32 169,606.00 169,606.00 169,606.00
USG CORP COMMON STOCK 903293405 237,975.00 5,010.00 5,010.00 5,010.00
U S FOODSERVICE INC COMMON STOCK 90331R101 3,011,760.00 167,320.00 167,320.00 167,320.00
USX-US STEEL GROUP COMMON STOCK 90337T101 722,545.00 28,060.00 28,060.00 28,060.00
US ONCOLOGY INC COMMON STOCK 90338W103 351,605.60 38,800.00 38,800.00 38,800.00
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 223,788.00 8,776.00 8,776.00 8,776.00
UNICAPITAL CORP COMMON STOCK 90459D108 292,885.30 91,900.00 91,900.00 91,900.00
UNILEVER NV COMMON STOCK 904784709 12,060,509.40 177,035.00 177,035.00 177,035.00
UNICOM CORP COMMON STOCK 904911104 4,656,278.22 126,060.00 126,060.00 126,060.00
UNION CARBIDE CORP COMMON STOCK 905581104 1,754,922.68 30,890.00 30,890.00 30,890.00
UNION PACIFIC CORP COMMON STOCK 907818108 4,893,720.90 101,821.00 101,821.00 101,821.00
UNION PAC RES GROUP IN COMMON STOCK 907834105 938,920.27 58,456.00 58,456.00 58,456.00
UNION PLANTERS CORP COMMON STOCK 908068109 1,354,244.75 33,233.00 33,233.00 33,233.00
UNISYS CORP COMMON STOCK 909214108 3,191,691.25 70,730.00 70,730.00 70,730.00
UNIT CORP COMMON STOCK 909218109 1,058,680.00 140,000.00 140,000.00 140,000.00
UNITED BANKSHARES INC COMMON STOCK 909907107 476,515.20 19,600.00 19,600.00 19,600.00
UNITED HEALTHCARE CORP COMMON STOCK 910581107 2,169,005.85 44,550.00 44,550.00 44,550.00
UNITED ILLUMINATING CO COMMON STOCK 910637107 314,437.50 6,500.00 6,500.00 6,500.00
UNITED RENTALS INC COMMON STOCK 911363109 1,442,025.00 66,300.00 66,300.00 66,300.00
UNITED STATES BIOSCIENCE INC COMMON STOCK 911646206 177,412.50 12,450.00 12,450.00 12,450.00
US AIR GROUP INC COMMON STOCK 911905107 439,425.00 16,740.00 16,740.00 16,740.00
U S WEST INC COMMON STOCK 91273H101 8,834,167.65 154,817.00 154,817.00 154,817.00
US TRUST CORP COMMON STOCK 91288L105 1,358,337.50 16,900.00 16,900.00 16,900.00
UNITED STATIONERS INC COMMON STOCK 913004107 417,715.20 19,600.00 19,600.00 19,600.00
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 7,201,129.23 121,411.00 121,411.00 121,411.00
UNITED WATER RESOURCES INC COMMON STOCK 913190104 574,200.00 17,600.00 17,600.00 17,600.00
UNITRIN INC COMMON STOCK 913275103 255,412.50 7,350.00 7,350.00 7,350.00
UNITRODE CORP COMMON STOCK 913283107 613,200.00 14,600.00 14,600.00 14,600.00
UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 675,250.00 29,200.00 29,200.00 29,200.00
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 370,012.50 14,300.00 14,300.00 14,300.00
UNIVISION COMMUNICATIONS INC CL.A COMMON STOCK 914906102 1,851,281.25 22,750.00 22,750.00 22,750.00
UNOCAL CORP COMMON STOCK 915289102 4,682,783.70 126,350.00 126,350.00 126,350.00
UNOVA INC COMMON STOCK 91529B106 500,225.00 37,400.00 37,400.00 37,400.00
UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 2,686,979.92 91,279.00 91,279.00 91,279.00
US FREIGHTWAYS CORP COMMON STOCK 916906100 568,500.00 12,000.00 12,000.00 12,000.00
USINTERNETWORKING INC COMMON STOCK 917311805 978,125.00 31,300.00 31,300.00 31,300.00
USWEB CORP COMMON STOCK 917327108 1,219,791.60 35,550.00 35,550.00 35,550.00
VF CORP COMMON STOCK 918204108 854,980.00 27,580.00 27,580.00 27,580.00
VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 1,122,590.35 25,550.00 25,550.00 25,550.00
VALENCE TECHNOLOGY INC COMMON STOCK 918914102 58,587.50 12,500.00 12,500.00 12,500.00
VALERO ENERGY CORP - W/I COMMON STOCK 91913Y100 584,815.00 30,380.00 30,380.00 30,380.00
VALMONT INDUSTRIES INC COMMON STOCK 920253101 183,937.50 10,900.00 10,900.00 10,900.00
VANTIVE CORP COMMON STOCK 922091103 105,981.40 12,200.00 12,200.00 12,200.00
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 945,000.00 43,200.00 43,200.00 43,200.00
VEECO INSTRUMENTS INC COMMON STOCK 922417100 277,200.00 9,900.00 9,900.00 9,900.00
VERITAS SOFTWARE CORP COMMON STOCK 923436109 1,309,913.25 17,250.00 17,250.00 17,250.00
VERITY INC COMMON STOCK 92343C106 688,120.00 10,000.00 10,000.00 10,000.00
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 357,213.00 11,500.00 11,500.00 11,500.00
VIACOM INC COMMON STOCK CLASS B 925524308 7,418,086.00 175,576.00 175,576.00 175,576.00
VIATEL INC COMMON STOCK 925529208 676,969.80 22,900.00 22,900.00 22,900.00
VIAD CORP COMMON STOCK 92552R109 3,507,550.00 118,900.00 118,900.00 118,900.00
VICOR CORP COMMON STOCK 925815102 424,246.90 18,700.00 18,700.00 18,700.00
VINTAGE PETROLEUM INC COMMON STOCK 927460105 382,050.00 28,300.00 28,300.00 28,300.00
VISIO CORP COMMON STOCK 927914101 635,850.00 16,200.00 16,200.00 16,200.00
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 658,896.25 27,743.00 27,743.00 27,743.00
VISUAL NETWORKS INC COMMON STOCK 928444108 933,614.00 22,000.00 22,000.00 22,000.00
VISX INC COMMON STOCK 92844S105 510,149.85 6,450.00 6,450.00 6,450.00
VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 664,217.50 7,780.00 7,780.00 7,780.00
VODAFONE GROUP PLC ADR 92857T107 840,921.75 3,537.00 3,537.00 3,537.00
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 5,122,594.00 83,000.00 83,000.00 83,000.00
VORNADO REALTY TRUST COMMON STOCK 929042109 221,000.00 6,800.00 6,800.00 6,800.00
VULCAN MATERIALS CO COMMON STOCK 929160109 849,700.00 23,200.00 23,200.00 23,200.00
WICOR INC COMMON STOCK 929253102 494,054.00 17,000.00 17,000.00 17,000.00
WABASH NATIONAL CORP COMMON STOCK 929566107 210,229.20 10,350.00 10,350.00 10,350.00
WACHOVIA CORP COMMON STOCK 929771103 3,687,119.38 46,895.00 46,895.00 46,895.00
WADDELL & REED FINANCIAL INC CLASS A 930059100 1,885,895.00 85,000.00 85,000.00 85,000.00
WADDELL & REED FINANCIAL INC CLASS B 930059209 684,000.00 32,000.00 32,000.00 32,000.00
WAL-MART STORES INC COMMON STOCK 931142103 52,551,491.60 1,104,905.00 1,104,905.00 1,104,905.00
WALGREEN CO COMMON STOCK 931422109 5,884,970.00 231,920.00 231,920.00 231,920.00
WARNACO GROUP INC COMMON STOCK 934390105 2,025,202.50 110,970.00 110,970.00 110,970.00
WARNER-LAMBERT CO COMMON STOCK 934488107 15,688,726.90 236,365.00 236,365.00 236,365.00
WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 617,907.50 22,780.00 22,780.00 22,780.00
WASHINGTON MUTUAL INC COMMON STOCK 939322103 3,970,833.75 135,755.00 135,755.00 135,755.00
WASHINGTON POST CO COMMON STOCK 939640108 510,625.00 1,000.00 1,000.00 1,000.00
WASTE MANAGEMENT INC COMMON STOCK 94106L109 4,225,240.25 219,493.00 219,493.00 219,493.00
WATERS CORP COMMON STOCK 941848103 1,497,698.26 24,730.00 24,730.00 24,730.00
WATSCO INC COMMON STOCK 942622200 147,875.00 13,000.00 13,000.00 13,000.00
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 1,045,220.40 34,200.00 34,200.00 34,200.00
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 341,088.00 10,659.00 10,659.00 10,659.00
WEBTRENDS CORP COMMON STOCK 94844D104 436,707.60 9,800.00 9,800.00 9,800.00
WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 2,337,000.00 41,000.00 41,000.00 41,000.00
WELLS FARGO COMPANY COMMON STOCK 949746101 21,158,363.10 533,965.00 533,965.00 533,965.00
WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,141,773.75 43,290.00 43,290.00 43,290.00
WERNER ENTERPRISES INC COMMON STOCK 950755108 379,149.00 21,512.00 21,512.00 21,512.00
WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 1,119,613.30 35,900.00 35,900.00 35,900.00
WESTERN WIRELESS CORP COMMON STOCK CLASS A 95988E204 4,663,672.00 104,000.00 104,000.00 104,000.00
WESTVACO CORP COMMON STOCK 961548104 591,168.75 23,070.00 23,070.00 23,070.00
WESTWOOD ONE INC COMMON STOCK 961815107 248,187.50 5,500.00 5,500.00 5,500.00
WET SEAL INC COMMON STOCK 961840105 188,806.80 11,400.00 11,400.00 11,400.00
WEYERHAEUSER CO COMMON STOCK 962166104 3,886,806.25 67,450.00 67,450.00 67,450.00
WHIRLPOOL CORP COMMON STOCK 963320106 2,341,435.20 35,850.00 35,850.00 35,850.00
WHITMAN CORPORATION COMMON STOCK 96647R107 4,872,930.00 341,960.00 341,960.00 341,960.00
WHITNEY HOLDING CORP COMMON STOCK 966612103 355,781.25 10,350.00 10,350.00 10,350.00
WHITTMAN HART INC COMMON STOCK 966834103 954,012.60 24,600.00 24,600.00 24,600.00
WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,156,116.20 65,900.00 65,900.00 65,900.00
WILD OATS MARKETS INC COMMON STOCK 96808B107 671,500.00 17,000.00 17,000.00 17,000.00
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 1,279,950.00 29,680.00 29,680.00 29,680.00
WILLIAMS COMPANIES INC COMMON STOCK 969457100 3,770,841.83 100,725.00 100,725.00 100,725.00
WINN-DIXIE STORES INC COMMON STOCK 974280109 1,021,529.67 34,410.00 34,410.00 34,410.00
WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 239,370.00 10,000.00 10,000.00 10,000.00
WISCONSIN CENTRAL TRANSPT CORP COMMON STOCK 976592105 385,015.31 28,130.00 28,130.00 28,130.00
WISCONSIN ENERGY CORP COMMON STOCK 976657106 276,556.60 11,800.00 11,800.00 11,800.00
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 212,712.50 18,700.00 18,700.00 18,700.00
WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 1,062,670.00 62,510.00 62,510.00 62,510.00
WRIGLEY (WM) JR CO COMMON STOCK 982526105 2,085,347.66 30,305.00 30,305.00 30,305.00
XILINX INC COMMON STOCK 983919101 3,336,838.52 50,920.00 50,920.00 50,920.00
XIRCOM INC COMMON STOCK 983922105 465,288.30 10,900.00 10,900.00 10,900.00
XEROX CORP COMMON STOCK 984121103 6,857,538.24 163,520.00 163,520.00 163,520.00
XOMED SURGICAL PRODUCTS INC COMMON STOCK 98412V107 319,200.00 5,600.00 5,600.00 5,600.00
THE YANKEE CANDLE COMPANY COMMON STOCK 984757104 471,212.80 24,400.00 24,400.00 24,400.00
YELLOW CORP COMMON STOCK 985509108 187,150.60 11,300.00 11,300.00 11,300.00
ZALE CORP COMMON STOCK 988858106 632,148.00 16,500.00 16,500.00 16,500.00
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 645,645.60 14,200.00 14,200.00 14,200.00
ZIONS BANCORP COMMON STOCK 989701107 441,551.25 8,010.00 8,010.00 8,010.00
ZORAN CORP COMMON STOCK 98975F101 553,350.00 20,400.00 20,400.00 20,400.00
DAIMLERCHRYSLER AG COMMON STOCK D1668R123 1,597,051.00 23,000.00 23,000.00 23,000.00
ACE LTD COMMON STOCK G0070K103 1,839,358.20 108,600.00 108,600.00 108,600.00
ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 333,325.00 13,400.00 13,400.00 13,400.00
FRUIT OF THE LOOM COMMON STOCK G3682L105 92,736.00 28,000.00 28,000.00 28,000.00
GLOBAL CROSSING LTD COMMON STOCK G3921A100 2,174,086.50 82,041.00 82,041.00 82,041.00
PARTNERRE LTD COMMON STOCK G6852T105 441,325.00 12,700.00 12,700.00 12,700.00
SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 569,250.00 26,400.00 26,400.00 26,400.00
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 310,231.25 10,130.00 10,130.00 10,130.00
XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,893,500.00 64,300.00 64,300.00 64,300.00
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 985,000.00 39,400.00 39,400.00 39,400.00
GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 1,088,587.50 20,300.00 20,300.00 20,300.00
ORCKIT COMMUNICATIONS LTD COMMON STOCK M7531S107 544,775.00 15,400.00 15,400.00 15,400.00
NEW HOLLAND NV COMMON STOCK N62648105 819,200.00 51,200.00 51,200.00 51,200.00
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 2,002,500.00 44,500.00 44,500.00 44,500.00
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Total in U.S. Currency 3,621,990,962.77 108,211,995.69 108,211,995.69 108,211,995.69
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