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 March 31, 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:
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<S> <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 13th day of
May, 1999.
GW CAPITAL MANAGEMENT, LLC
(Name of Institutional Investment Manager)
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<S> <C> <C> <C> <C> <C> <C>
/s/ Melissa Keller /s/ David McLeod
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Accounting Approved (Manual Signature of Person Duly Authorized
to
Submit This Report)
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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.
Name: 13F File No.
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<PAGE>
GW Capital Management, LLC
1ST Quarter 1999
Form 13F
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SEC USE ONLY
Today's Date
5/5/1999
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> <C>
AAR CORP COMMON STOCK 000361105 353,568.20 19,850 19,850 19,850
ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 982,352.20 20,600 20,600 20,600
ABN AMRO HOLDING NV ADR SPONSORED 000937102 517,175.00 25,000 25,000 25,000
ACLC FRANCHISE LOAN REC TRUST COMMON STOCK 000957100 305,000.00 10,000 10,000 10,000
AFLAC INC COMMON STOCK 001055102 2,309,435.29 42,424 42,424 42,424
AHL SERVICES INC COMMON STOCK 001296102 621,150.00 30,300 30,300 30,300
AES CORP COMMON STOCK 00130H105 1,344,129.00 36,084 36,084 36,084
AMR CORP COMMON STOCK 001765106 2,444,377.88 41,740 41,740 41,740
AT&T CORP COM LIBERTY MEDIA GR COMMON STOCK 001957109 44,267,646.00 554,649 554,649 554,649
AT&T CORP COM LIBERTY MEDIA GR COMMON STOCK 001957208 3,356,054.13 63,773 63,773 63,773
AVX CORP NEW COMMON STOCK 002444107 494,400.00 30,900 30,900 30,900
ABBOTT LABORATORIES COMMON STOCK 002824100 17,094,806.20 365,180 365,180 365,180
ABERCROMBIE & FITCH CO COMMON STOCK CLASS A 002896207 1,078,700.00 11,725 11,725 11,725
AC NIELSEN CORP COMMON STOCK 004833109 6,207,990.25 228,866 228,866 228,866
ACTION PERFORMANCE COS COMMON STOCK 004933107 647,687.50 21,500 21,500 21,500
ACTEL CORP COMMON STOCK 004934105 581,869.80 35,400 35,400 35,400
ACXIOM CORP COMMON STOCK 005125109 2,151,800.00 81,200 81,200 81,200
ADAC LABORATORIES COMMON STOCK 005313200 727,575.00 53,400 53,400 53,400
ADOBE SYSTEMS INC COMMON STOCK 00724F101 864,870.00 15,240 15,240 15,240
ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 662,876.30 69,100 69,100 69,100
ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 38,592.40 17,900 17,900 17,900
ADVO INC COMMON STOCK 007585102 193,120.00 10,000 10,000 10,000
ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 314,900.00 62,980 62,980 62,980
AEROFLEX INC COMMON STOCK 007768104 732,450.00 51,400 51,400 51,400
AEROQUIP-VICKERS INC COMMON STOCK 007869100 345,018.24 6,020 6,020 6,020
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 509,950.00 32,900 32,900 32,900
AETNA INC COMMON STOCK 008117103 2,708,788.00 32,636 32,636 32,636
AFFILIATED COMPUTER SERVICES COMMON STOCK CLASS A 008190100 2,950,875.00 64,500 64,500 64,500
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 624,000.00 24,000 24,000 24,000
AGOURON PHARMACEUTICAL INC COMMON STOCK 008488108 690,056.40 12,200 12,200 12,200
AIR & WATER TECHNOLOGIES CORP CONVERTIBLE DEBENTURES 009058AA6 298,375.00 350,000 350,000 350,000
AIR EXPRESS INTERNATIONAL CORP COMMON STOCK 009104100 231,790.63 15,325 15,325 15,325
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,807,030.00 52,760 52,760 52,760
AIRBORNE FREIGHT CORP COMMON STOCK 009266107 242,775.00 7,800 7,800 7,800
AIRTOUCH COMMUNICATIONS INC COMMON STOCK 00949T100 13,438,605.00 139,080 139,080 139,080
AKZO NOBEL NV ADR SPONSORED 010199305 555,000.00 15,000 15,000 15,000
ALBERTO-CULVER CO COMMON STOCK 013068101 267,410.00 11,440 11,440 11,440
ALBERTSON'S INC COMMON STOCK 013104104 2,926,873.68 53,890 53,890 53,890
ALCAN ALUMINIUM LTD COMMON STOCK 013716105 946,526.04 36,670 36,670 36,670
ALCOA INC COMMON STOCK 013817101 3,464,568.07 84,118 84,118 84,118
ALEXANDER & BALDWIN INC COMMON STOCK 014482103 370,912.50 18,900 18,900 18,900
ALKERMES INC COMMON STOCK 01642T108 406,025.00 14,900 14,900 14,900
ALLEGHENY ENERGY INC COMMON STOCK 017361106 623,187.50 21,125 21,125 21,125
ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 793,081.56 41,880 41,880 41,880
ALLEN GROUP INC COMMON STOCK 018091108 76,381.20 12,600 12,600 12,600
ALLERGAN INC COMMON STOCK 018490102 1,304,943.75 14,850 14,850 14,850
ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 41,800.00 15,200 15,200 15,200
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1,087,618.00 14,000 14,000 14,000
ALLIED-SIGNAL INC COMMON STOCK 019512102 11,350,638.10 230,765 230,765 230,765
ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 1,710,784.50 118,500 118,500 118,500
ALLMERICA FINL CORP COMMON STOCK 019754100 2,510,772.14 45,599 45,599 45,599
ALLSTATE CORP COMMON STOCK 020002101 6,960,465.97 187,806 187,806 187,806
ALLTEL CORP COMMON STOCK 020039103 7,914,140.00 126,880 126,880 126,880
ALPHA INDUSTRIES INC COMMON STOCK 020753109 640,368.75 34,850 34,850 34,850
ALPHARMA INC COMMON STOCK 020813101 480,184.50 12,234 12,234 12,234
ALTERA CORP COMMON STOCK 021441100 886,550.00 14,900 14,900 14,900
ALTERNATIVE LIVING SERVICES COMMON STOCK 02145K107 544,000.00 27,200 27,200 27,200
ALZA CORP COMMON STOCK 022615108 2,164,376.25 56,585 56,585 56,585
AMAZON.COM INC COMMON STOCK 023135106 929,809.80 5,400 5,400 5,400
AMBAC INC COMMON STOCK 023139108 8,488,800.00 157,200 157,200 157,200
AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 122,500.00 12,250 12,250 12,250
AMERADA HESS CORP COMMON STOCK 023551104 2,670,057.84 53,070 53,070 53,070
AMEREN CORP COMMON STOCK 023608102 1,137,248.85 31,427 31,427 31,427
AMERICA ONLINE INC COMMON STOCK 02364J104 39,458,252.00 270,262 270,262 270,262
AMERICAN BANKERS INSURANCE GRP COMMON STOCK 024456105 1,149,200.00 22,100 22,100 22,100
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,735,909.38 43,740 43,740 43,740
AMERICAN EXPRESS CO COMMON STOCK 025816109 14,042,425.00 119,510 119,510 119,510
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 281,496.00 8,000 8,000 8,000
AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 185,400.00 14,400 14,400 14,400
AMERICAN GENERAL CORP COMMON STOCK 026351106 5,930,319.00 84,118 84,118 84,118
AMERICAN GREETINGS CORP COMMON STOCK 026375105 402,193.75 15,850 15,850 15,850
AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 25,754,827.50 394,710 394,710 394,710
AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 39,021,584.40 323,495 323,495 323,495
AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 651,787.50 19,100 19,100 19,100
AMERICAN MEDIA INC COMMON STOCK 02744L100 814,550.00 148,100 148,100 148,100
AMERICAN ONCOLOGY RES COMMON STOCK 028910107 134,100.00 14,900 14,900 14,900
AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 369,900.00 13,700 13,700 13,700
AMERICAN STANDARD COS INC COMMON STOCK 029712106 367,812.50 10,700 10,700 10,700
AMERICAN STATES WATER CO COMMON STOCK 029899101 538,350.00 22,200 22,200 22,200
AMERICAN STORES CO COMMON STOCK 030096101 2,082,960.00 63,120 63,120 63,120
AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 357,462.60 12,300 12,300 12,300
AMERICAN XTAL TECHNOLOGY INC COMMON STOCK 030514103 1,057,500.00 47,000 47,000 47,000
AMERICREDIT CORP COMMON STOCK 03060R101 379,312.50 28,900 28,900 28,900
AMERISOURCE HEALTH CORP COMMON STOCK CLASS A 03071P102 1,367,480.00 40,000 40,000 40,000
AMERUS LIFE HOLDINGS INC COMMON STOCK 030732101 535,200.00 22,300 22,300 22,300
AMES DEPARTMENT STORES INC COMMON STOCK 030789507 1,299,375.00 35,000 35,000 35,000
AMERITECH CORP COMMON STOCK 030954101 14,591,445.00 252,120 252,120 252,120
AMGEN INC COMMON STOCK 031162100 8,756,631.25 116,950 116,950 116,950
AMP INC COMMON STOCK 031897101 2,697,234.88 50,240 50,240 50,240
AMRESCO INC COMMON STOCK 031909104 629,565.30 81,900 81,900 81,900
AMSOUTH BANCORP COMMON STOCK 032165102 1,215,987.50 26,725 26,725 26,725
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 958,850.00 25,400 25,400 25,400
ANALOG DEVICES INC COMMON STOCK 032654105 2,527,738.50 84,966 84,966 84,966
ANALYSTS INTERNATIONAL CORP COMMON STOCK 032681108 119,025.00 10,350 10,350 10,350
ANAREN MICROWAVE INC COMMON STOCK 032744104 487,425.00 20,100 20,100 20,100
ANCHOR GAMING CO COMMON STOCK 033037102 240,625.00 5,500 5,500 5,500
ANDREW CORP COMMON STOCK 034425108 231,120.86 18,772 18,772 18,772
ANESTA CORP COMMON STOCK 034603100 388,066.40 17,200 17,200 17,200
ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 14,054,215.90 184,470 184,470 184,470
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 434,506.80 36,400 36,400 36,400
ANNTAYLOR STORES CORP COMMON STOCK 036115103 2,730,756.60 61,800 61,800 61,800
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 520,500.00 69,400 69,400 69,400
AON CORP COMMON STOCK 037389103 2,369,977.50 37,470 37,470 37,470
APACHE CORP COMMON STOCK 037411105 561,636.10 21,550 21,550 21,550
APOGEE ENTERPRISES INC COMMON STOCK 037598109 150,812.50 12,700 12,700 12,700
APOLLO GROUP INC COMMON STOCK CLASS A 037604105 298,750.00 10,000 10,000 10,000
APPLE COMPUTER INC COMMON STOCK 037833100 1,124,468.73 31,290 31,290 31,290
APPLE COMPUTER INC CONVERTIBLE SUBORDINATED NOTES 037833AE0 644,375.00 500,000 500,000 500,000
APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 337,443.20 13,600 13,600 13,600
APPLIED MAGNETICS CORP COMMON STOCK 038213104 80,390.40 19,200 19,200 19,200
APPLIED MATERIALS INC COMMON STOCK 038222105 7,042,187.92 114,160 114,160 114,160
APPLIED POWER INC COMMON STOCK 038225108 482,188.75 17,695 17,695 17,695
APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 470,250.00 11,000 11,000 11,000
APTARGROUP INC COMMON STOCK 038336103 426,400.00 16,400 16,400 16,400
ARCH CHEMICALS INC COMMON STOCK 03937R102 283,075.00 16,900 16,900 16,900
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,994,215.55 135,781 135,781 135,781
ARCTIC CAT INC COMMON STOCK 039670104 123,218.80 12,400 12,400 12,400
ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK 042476101 1,773,137.88 39,240 39,240 39,240
ARROW ELECTRONICS INC COMMON STOCK 042735100 234,000.00 15,600 15,600 15,600
ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 386,100.00 31,200 31,200 31,200
ASCEND COMMUNICATIONS INC COMMON STOCK 043491109 4,004,004.52 47,845 47,845 47,845
ASHLAND INC COMMON STOCK 044204105 681,191.68 16,640 16,640 16,640
ASPECT TELECOMMUNICATIONS CORP COMMON STOCK 045237104 155,025.00 23,400 23,400 23,400
ASSOCIATED BANC-CORP COMMON STOCK 045487105 324,160.55 10,150 10,150 10,150
AT HOME CORP CLASS A SHARES 045919107 1,681,312.50 10,675 10,675 10,675
ASSOCIATES FIRST CAPITAL CORP COMMON STOCK CLASS A 046008108 8,256,285.00 183,473 183,473 183,473
ASTEC INDUSTRIES INC COMMON STOCK 046224101 262,437.50 8,500 8,500 8,500
ASTORIA FINANCIAL CORP COMMON STOCK 046265104 447,750.00 8,955 8,955 8,955
ASTRA AB ADR SPONSORED CLASS A 046298105 917,480.00 40,000 40,000 40,000
ATLANTIC RICHFIELD CO COMMON STOCK 048825103 8,438,070.00 115,590 115,590 115,590
ATMEL CORP COMMON STOCK 049513104 238,435.90 15,700 15,700 15,700
ATMOS ENERGY CORP COMMON STOCK 049560105 340,477.30 14,150 14,150 14,150
AUSPEX SYSTEMS INC COMMON STOCK 052116100 128,244.00 12,000 12,000 12,000
AUTHENTIC FITNESS CORP COMMON STOCK 052661105 162,088.50 10,500 10,500 10,500
AUTODESK INC COMMON STOCK 052769106 486,457.11 12,030 12,030 12,030
AUTOLIV INC COMMON STOCK 052800109 260,717.84 6,941 6,941 6,941
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 5,888,283.13 142,315 142,315 142,315
AUTOZONE INC COMMON STOCK 053332102 2,327,028.75 76,610 76,610 76,610
AVERY DENNISON CORP COMMON STOCK 053611109 10,371,850.00 180,380 180,380 180,380
AVIATION SALES COMPANY COMMON STOCK 053672101 249,200.00 5,600 5,600 5,600
AVID TECHNOLOGY INC COMMON STOCK 05367P100 195,294.40 11,200 11,200 11,200
AVNET INC COMMON STOCK 053807103 216,087.50 5,900 5,900 5,900
AVON PRODUCTS INC COMMON STOCK 054303102 3,315,517.90 70,450 70,450 70,450
AXENT TECHNOLOGIES INC COMMON STOCK 05459C108 457,178.00 19,000 19,000 19,000
AZTAR CORP COMMON STOCK 054802103 99,127.20 20,600 20,600 20,600
BB&T CORPORATION COMMON STOCK 054937107 2,530,918.78 69,940 69,940 69,940
BCE INC COMMON STOCK 05534B109 1,342,653.60 30,300 30,300 30,300
BEC ENERGY COMMON STOCK 05538M101 672,525.00 18,300 18,300 18,300
BISYS GROUP INC COMMON STOCK 055472104 680,625.00 12,100 12,100 12,100
BJ SERVICES COMPANY USA COMMON STOCK 055482103 3,229,618.60 137,800 137,800 137,800
BJ WHOLESALE COMMON STOCK 05548J106 2,767,953.90 104,700 104,700 104,700
BMC INDUSTRIES INC COMMON STOCK 055607105 55,018.80 12,400 12,400 12,400
BP AMOCO PLC SPONSORED ADR 055622104 7,244,147.55 71,769 71,769 71,769
BMC SOFTWARE INC COMMON STOCK 055921100 2,416,442.40 65,200 65,200 65,200
BAKER HUGHES INC COMMON STOCK 057224107 3,232,961.14 132,978 132,978 132,978
BAKER HUGHES INC CONVERTIBLE BOND 057224AHO 3,579,250.00 5,150,000 5,150,000 5,150,000
BALDOR ELECTRIC CO COMMON STOCK 057741100 337,154.13 16,753 16,753 16,753
BALL CORPORATION COMMON STOCK 058498106 230,930.04 4,920 4,920 4,920
BALLARD MEDICAL PRODUCTS CO COMMON STOCK 058566100 346,125.00 14,200 14,200 14,200
BALTIMORE GAS & ELECTRIC CO COMMON STOCK 059165100 1,345,128.75 53,010 53,010 53,010
BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 8,652,910.86 240,780 240,780 240,780
BANK ONE CORPORATION COMMON STOCK 06423A103 17,825,937.10 323,743 323,743 323,743
BANK UNITED CORP COMMON STOCK CLASS A 065412108 874,725.00 21,400 21,400 21,400
BANKAMERICA CORPORATION COMMON STOCK 06605F102 29,566,661.90 418,643 418,643 418,643
BANKBOSTON CORPORATION COMMON STOCK 06605R106 3,837,443.20 88,600 88,600 88,600
BANKERS TRUST CORP DEPOSITARY COMMON STOCK 066365107 1,928,792.00 21,856 21,856 21,856
BANKNORTH GROUP INC COMMON STOCK 06646L100 299,450.00 10,600 10,600 10,600
BARD (CR) INC COMMON STOCK 067383109 617,348.88 12,240 12,240 12,240
BARNES & NOBLE INC COMMON STOCK 067774109 308,400.00 9,600 9,600 9,600
BARRICK GOLD CORP COMMON STOCK 067901108 1,071,510.66 62,801 62,801 62,801
BARR LABS INC COMMON STOCK 068306109 320,250.00 10,500 10,500 10,500
BARRETT RESOURCES CORP COMMON STOCK 068480201 363,649.62 14,510 14,510 14,510
BATTLE MOUNTAIN GOLD CO COMMON STOCK 071593107 239,442.50 87,070 87,070 87,070
BAUSCH & LOMB INC COMMON STOCK 071707103 13,379,600.00 205,840 205,840 205,840
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 4,479,750.00 67,875 67,875 67,875
BE AEROSPACE INC COMMON STOCK 073302101 1,007,425.00 68,300 68,300 68,300
BEAR STEARNS CO COMMON STOCK 073902108 1,139,116.32 25,491 25,491 25,491
BECKMAN COULTER INC COMMON STOCK 075811109 1,060,400.00 24,100 24,100 24,100
BECTON DICKINSON & CO COMMON STOCK 075887109 2,106,393.76 54,980 54,980 54,980
BED BATH & BEYOND INC COMMON STOCK 075896100 1,040,250.00 28,500 28,500 28,500
BELDEN INC COMMON STOCK 077459105 191,094.40 11,200 11,200 11,200
BELL & HOWELL CO NEW COMMON STOCK 077852101 677,107.20 23,100 23,100 23,100
BELL ATLANTIC CORP COMMON STOCK 077853109 20,955,202.00 405,425 405,425 405,425
BELLSOUTH CORP COMMON STOCK 079860102 19,914,820.20 497,100 497,100 497,100
BELO (AH) CORP COMMON STOCK 080555105 332,150.00 18,200 18,200 18,200
BEMIS COMPANY INC COMMON STOCK 081437105 364,667.88 11,740 11,740 11,740
BENTON OIL & GAS CO COMMON STOCK 083288100 48,575.00 13,400 13,400 13,400
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 342,000.00 17,100 17,100 17,100
BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 2,879,975.00 1,225 1,225 1,225
BERLITZ INTERNATIONAL INC COMMON STOCK 08520F100 377,072.80 16,900 16,900 16,900
BEST BUY INC COMMON STOCK 086516101 1,497,600.00 28,800 28,800 28,800
BESTFOODS COMMON STOCK 08658U101 2,990,140.00 63,620 63,620 63,620
BETHLEHEM STEEL CORP COMMON STOCK 087509105 507,622.50 61,530 61,530 61,530
BETHLEHEM STEEL CORP SERIES 144A 087509501 988,762.50 25,850 25,850 25,850
BEVERLY ENTERPRISES INC COMMON STOCK 087851309 73,287.50 14,300 14,300 14,300
BIG FLOWER HOLDINGS INC COMMON STOCK 089159107 622,500.00 20,000 20,000 20,000
BILLING CONCEPTS CORP COMMON STOCK 090063108 203,062.50 17,100 17,100 17,100
BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 285,620.00 10,000 10,000 10,000
BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 132,489.60 22,200 22,200 22,200
BIOGEN INC COMMON STOCK 090597105 3,212,167.20 28,100 28,100 28,100
BIOMATRIX INC COMMON STOCK 09060P102 405,600.00 5,200 5,200 5,200
BIOMET INC COMMON STOCK 090613100 1,731,159.36 41,280 41,280 41,280
BIOVAIL CORP INTERNATIONAL COMMON STOCK 09067K106 835,450.00 21,700 21,700 21,700
BIRMINGHAM STEEL CORP COMMON STOCK 091250100 53,936.90 13,700 13,700 13,700
BLACK & DECKER CORP COMMON STOCK 091797100 1,106,522.52 19,960 19,960 19,960
H&R BLOCK INC COMMON STOCK 093671105 2,220,466.25 46,870 46,870 46,870
BLOUNT INTERNATIONAL INC COMMON STOCK CLASS A 095177101 490,875.00 17,000 17,000 17,000
BOB EVANS FARMS INC COMMON STOCK 096761101 1,492,000.00 74,600 74,600 74,600
BOEING CO (THE) COMMON STOCK 097023105 8,318,719.50 243,772 243,772 243,772
BOISE CASCADE CORP COMMON STOCK 097383103 407,317.50 12,630 12,630 12,630
BOMBAY COMPANY INC COMMON STOCK 097924104 68,000.00 17,000 17,000 17,000
BORDERS GROUP INC COMMON STOCK 099709107 919,654.80 65,400 65,400 65,400
BORG-WARNER SECURITY CORP COMMON STOCK 099733107 668,325.00 39,900 39,900 39,900
BOSTON COMMUNICATIONS GROUP COMMON STOCK 100582105 201,825.00 20,700 20,700 20,700
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 3,172,759.64 78,220 78,220 78,220
BOWATER INC COMMON STOCK 102183100 348,700.00 8,800 8,800 8,800
BOWNE & COMPANY INC COMMON STOCK 103043105 197,510.30 16,900 16,900 16,900
BOYDS COLLECTION LTD COMMON STOCK 103354106 774,000.00 43,000 43,000 43,000
BRADY CORPORATION CL A COMMON STOCK 104674106 2,617,125.00 125,000 125,000 125,000
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 726,375.00 44,700 44,700 44,700
BREED TECHNOLOGIES INC COMMON STOCK 106702103 59,841.60 16,800 16,800 16,800
BRIGHTPOINT INC COMMON STOCK 109473108 141,153.40 23,900 23,900 23,900
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 451,710.00 17,500 17,500 17,500
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 29,889,002.00 464,750 464,750 464,750
BRITISH AIRWAYS PLC ADR 110419306 549,000.00 8,000 8,000 8,000
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 656,748.00 4,000 4,000 4,000
BROOKS AUTOMATION INC COMMON STOCK 11434A100 716,000.00 32,000 32,000 32,000
BROWN-FORMAN CORP COMMON STOCK CLASS B 115637209 1,950,606.25 33,850 33,850 33,850
BROWNING-FERRIS INDUSTRIES INC COMMON STOCK 115885105 3,216,302.17 83,406 83,406 83,406
BRUNSWICK CORP COMMON STOCK 117043109 440,332.20 23,100 23,100 23,100
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 226,800.00 16,200 16,200 16,200
BUILDERS TRANSPORT INC CONVERTIBLE SUBORDINATED DEB 120084AA6 227.50 175,000 175,000 175,000
BURLINGTON COAT FACTORY WAREHS COMMON STOCK 121579106 750,825.00 63,900 63,900 63,900
BURLINGTON INDUSTRIES INC COMMON STOCK 121693105 204,050.00 30,800 30,800 30,800
BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 4,815,398.50 146,476 146,476 146,476
BURLINGTON RESOURCES INC COMMON STOCK 122014103 2,162,588.55 54,150 54,150 54,150
BURNS PHILP TREASURY CONVERTIBLE NOTES 122390$01 223,875.00 450,000 450,000 450,000
BURR BROWN CORP COMMON STOCK 122574106 397,150.00 16,900 16,900 16,900
BUSINESS OBJECTS SA COMMON STOCK 12328X107 664,988.80 22,400 22,400 22,400
CCB FINANCIAL CORP COMMON STOCK 124875105 356,809.20 6,600 6,600 6,600
CBS CORPORATION COMMON STOCK 12490K107 6,822,928.85 166,669 166,669 166,669
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 338,785.20 17,100 17,100 17,100
CDI CORP COMMON STOCK 125071100 214,151.80 8,900 8,900 8,900
CEC ENTERTAINMENT INC COMMON STOCK 125137109 1,173,112.50 32,700 32,700 32,700
CIGNA CORP COMMON STOCK 125509109 4,018,785.40 47,950 47,950 47,950
C.I.T. GROUP INC CLASS A SHARES 125577106 1,943,743.20 63,600 63,600 63,600
CKE RESTAURANTS INC COMMON STOCK 12561E105 532,183.50 26,946 26,946 26,946
CMAC INVESTMENT CORP COMMON STOCK 125662106 1,989,000.00 51,000 51,000 51,000
CML GROUP INC CONVERTIBLE JR SUBORDINATED 125820$01 5,500.00 275,000 275,000 275,000
CMS ENERGY CORP COMMON STOCK 125896100 669,035.40 16,700 16,700 16,700
CSK AUTO CORP COMMON STOCK 125965103 637,658.10 21,300 21,300 21,300
CNB BANCSHARES INC COMMON STOCK 126126101 592,681.25 14,725 14,725 14,725
CNA SURETY COMMON STOCK 12612L108 543,262.50 43,900 43,900 43,900
CNF TRANSPORTATION INC COMMON STOCK 12612W104 782,708.40 20,700 20,700 20,700
CSX CORP COMMON STOCK 126408103 1,941,398.82 49,860 49,860 49,860
CTS CORP COMMON STOCK 126501105 306,509.40 6,200 6,200 6,200
CUNO INCORPORATED COMMON STOCK 126583103 358,400.00 25,600 25,600 25,600
CVS CORP COMMON STOCK 126650100 5,105,965.00 107,494 107,494 107,494
CABLEVISION SYSTEMS CORP COMMON STOCK 12686C109 555,937.50 7,500 7,500 7,500
CABLETRON SYSTEMS INC COMMON STOCK 126920107 300,544.77 36,710 36,710 36,710
CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 148,500.00 13,500 13,500 13,500
CABOT CORP COMMON STOCK 127055101 231,625.00 10,900 10,900 10,900
CABOT OIL & GAS CORP COMMON STOCK 127097103 163,138.10 11,300 11,300 11,300
CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 871,637.50 33,850 33,850 33,850
CALLAWAY GOLF CO COMMON STOCK 131193104 123,262.70 12,100 12,100 12,100
CAMBREX CORP COMMON STOCK 132011107 247,800.00 11,200 11,200 11,200
CAMPBELL SOUP CO COMMON STOCK 134429109 4,212,731.98 103,540 103,540 103,540
CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 408,037.50 8,100 8,100 8,100
CANON INC SPONSORED ADR COMMON STOCK 138006309 477,500.00 20,000 20,000 20,000
CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 835,766.40 67,200 67,200 67,200
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 4,152,500.00 27,500 27,500 27,500
CAPITAL RE CORP COMMON STOCK 140432105 809,025.00 46,900 46,900 46,900
CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 286,011.00 40,500 40,500 40,500
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 259,900.00 11,300 11,300 11,300
CARDINAL HEALTH INC COMMON STOCK 14149Y108 3,997,950.00 60,575 60,575 60,575
CARLISLE COMPANIES INC COMMON STOCK 142339100 215,050.00 4,600 4,600 4,600
CARLTON COMMUNICATIONS PLC COMMON STOCK SPONSORED ADR 142872209 684,250.00 14,000 14,000 14,000
CARNIVAL CORP COMMON STOCK 143658102 16,643,411.50 342,725 342,725 342,725
CAROLINA FIRST CORP COMMON STOCK 143877108 226,600.00 10,300 10,300 10,300
CAROLINA POWER & LIGHT CO COMMON STOCK 144141108 1,320,016.92 34,910 34,910 34,910
CASE CORP COMMON STOCK 14743R103 425,031.25 16,750 16,750 16,750
CASEYS GENERAL STORES INC COMMON STOCK 147528103 355,475.00 24,100 24,100 24,100
CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 146,466.00 11,376 11,376 11,376
CATALINA MARKETING CORP COMMON STOCK 148867104 2,224,162.50 25,900 25,900 25,900
CATAPULT COMMUNICATIONS CORP COMMON STOCK 149016107 471,750.00 34,000 34,000 34,000
CATERPILLAR INC COMMON STOCK 149123101 3,770,508.96 82,080 82,080 82,080
CATO CORP COMMON STOCK 149205106 117,331.20 12,600 12,600 12,600
CENDANT CORPORATION COMMON STOCK 151313103 2,962,464.75 188,093 188,093 188,093
CENTEX CORP COMMON STOCK 152312104 451,897.50 13,540 13,540 13,540
CENTOCOR INC COMMON STOCK 152342101 370,000.00 10,000 10,000 10,000
CENTRAIS ELETRICAS BRASILEIRAS SPONSORED ADR 15234Q207 974,700.00 102,600 102,600 102,600
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 1,138,100.72 48,560 48,560 48,560
CENTRAL HUDSON GAS & ELEC CORP COMMON STOCK 153609102 275,752.40 7,700 7,700 7,700
CENTRAL NEWSPAPERS INC COMMON STOCK CLASS A 154647101 4,002,675.00 128,600 128,600 128,600
CENTRAL PKG CORP COMMON STOCK 154785109 589,950.00 17,100 17,100 17,100
CENTURA BANKS INC COMMON STOCK 15640T100 808,799.30 13,900 13,900 13,900
CENTURY TELEPHONE ENTERPRISES COMMON STOCK 156686107 6,368,162.50 90,650 90,650 90,650
CEPHALON INC COMMON STOCK 156708109 113,750.00 13,000 13,000 13,000
CERIDIAN CORP COMMON STOCK 15677T106 1,122,453.40 30,700 30,700 30,700
CERNER CORP COMMON STOCK 156782104 239,323.80 14,900 14,900 14,900
CERPROBE CORP COMMON STOCK 156787103 717,825.00 56,300 56,300 56,300
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 1,146,225.00 59,160 59,160 59,160
CHAMPION INTERNATIONAL CORP COMMON STOCK 158525105 898,025.94 21,870 21,870 21,870
CHANCELOR MEDIA CORP COMMON STOCK 158915108 311,025.00 6,600 6,600 6,600
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 717,723.33 24,870 24,870 24,870
CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 20,941,986.90 257,551 257,551 257,551
CHECKFREE HOLDINGS CORP COMMON STOCK 162816102 1,144,917.80 26,900 26,900 26,900
CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 118,030.40 14,200 14,200 14,200
CHEESECAKE FACTORY INC COMMON STOCK 163072101 212,562.50 8,950 8,950 8,950
CHESAPEAKE CORP COMMON STOCK 165159104 539,787.50 19,900 19,900 19,900
CHEVRON CORP COMMON STOCK 166751107 15,860,291.60 179,340 179,340 179,340
CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 303,572.60 29,800 29,800 29,800
CHIREX INC COMMON STOCK 170038103 1,073,100.00 43,800 43,800 43,800
CHIRON CORP COMMON STOCK 170040109 495,776.20 22,600 22,600 22,600
CHIRON CORP CONVERTIBLE SUBORDINATED NOTES 170040AB5 145,125.00 150,000 150,000 150,000
CHITTENDEN CORP COMMON STOCK 170228100 258,262.50 9,700 9,700 9,700
CHUBB CAPITAL CORP COMMON STOCK 171232101 3,205,098.26 54,730 54,730 54,730
CIBER INC COMMON STOCK 17163B102 1,511,935.60 78,800 78,800 78,800
CILCORP INC COMMON STOCK 171794100 372,384.40 6,200 6,200 6,200
CINCINNATI BELL INC COMMON STOCK 171870108 7,592,680.80 338,400 338,400 338,400
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,364,602.09 37,451 37,451 37,451
CINERGY CORP COMMON STOCK 172474108 979,797.50 35,629 35,629 35,629
CIRCUIT CITY STORES INC COMMON STOCK 172737108 5,246,513.75 68,470 68,470 68,470
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 442,000.00 650,000 650,000 650,000
CISCO SYSTEMS INC COMMON STOCK 17275R102 41,752,873.00 381,089 381,089 381,089
CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 940,975.00 28,300 28,300 28,300
CINTAS CORP COMMON STOCK 172908105 921,787.50 14,100 14,100 14,100
CIRCUS CIRCUS ENTERPRISES INC COMMON STOCK 172909103 242,355.60 13,800 13,800 13,800
CITIGROUP INC COMMON STOCK 172967101 37,094,320.40 580,733 580,733 580,733
CITIZENS UTILITIES CO COMMON STOCK CLASS B 177342201 136,748.75 17,645 17,645 17,645
CITRIX SYS INC COMMON STOCK 177376100 488,000.00 12,800 12,800 12,800
CITY NATIONAL CORP COMMON STOCK 178566105 1,488,175.00 48,200 48,200 48,200
CLAIRE'S STORES INC COMMON STOCK 179584107 518,903.13 17,225 17,225 17,225
CLARCOR INC COMMON STOCK 179895107 197,066.10 11,550 11,550 11,550
CLAYTON HOMES INC COMMON STOCK 184190106 228,939.15 20,696 20,696 20,696
CLEAR CHANNEL COMMUNICIATIONS COMMON STOCK 184502102 6,216,647.40 92,700 92,700 92,700
CLOROX CO COMMON STOCK 189054109 10,563,939.30 90,146 90,146 90,146
COASTAL CORP COMMON STOCK 190441105 1,741,080.00 52,760 52,760 52,760
COCA-COLA BOTTLING CO COMMON STOCK 191098102 221,000.00 4,000 4,000 4,000
COCA-COLA CO COMMON STOCK 191216100 34,114,066.30 555,830 555,830 555,830
COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 2,314,125.00 76,500 76,500 76,500
COGNEX CORP COMMON STOCK 192422103 435,840.80 18,400 18,400 18,400
COHERENT INC COMMON STOCK 192479103 149,875.00 10,900 10,900 10,900
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 8,751,040.00 95,120 95,120 95,120
COLONIAL BANCGROUP INC COMMON STOCK 195493309 439,200.00 36,600 36,600 36,600
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,001,110.00 19,160 19,160 19,160
COLUMBIA/HCA HEALTHCARE CORP COMMON STOCK 197677107 2,773,759.20 146,473 146,473 146,473
COMAIR HOLDINGS INC COMMON STOCK 199789108 324,253.13 13,725 13,725 13,725
COMCAST CORP COMMON STOCK SPECIAL CLASS A 200300200 8,564,970.46 136,088 136,088 136,088
COMDISCO INC COMMON STOCK 200336105 392,356.25 21,950 21,950 21,950
COMERICA INC COMMON STOCK 200340107 2,220,884.09 35,570 35,570 35,570
COMMERCE BANCORP INC COMMON STOCK 200519106 511,871.25 12,409 12,409 12,409
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 1,572,658.28 67,825 67,825 67,825
COMMONWEALTH ENERGY SYSTEM COS COMMON STOCK 202800108 950,950.00 24,700 24,700 24,700
COMMSCOPE INC COMMON STOCK 203372107 468,988.80 22,400 22,400 22,400
COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 972,000.00 48,600 48,600 48,600
CIA TELECOM CHILE SPONSORED ADR 204449300 534,857.40 22,700 22,700 22,700
COMPAQ COMPUTER CORP COMMON STOCK 204493100 12,611,077.40 397,989 397,989 397,989
COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 3,967,118.91 111,555 111,555 111,555
COMPUSA INC COMMON STOCK 204932107 101,500.00 14,500 14,500 14,500
COMPUTER SCIENCES CORP COMMON STOCK 205363104 2,939,094.06 53,257 53,257 53,257
COMPUTER TASK GROUP INC COMMON STOCK 205477102 203,062.50 9,500 9,500 9,500
COMPUWARE CORP COMMON STOCK 205638109 1,871,800.00 78,400 78,400 78,400
COMSAT CORP COMMON STOCK 20564D107 240,177.10 8,300 8,300 8,300
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 998,750.00 11,750 11,750 11,750
CONAGRA INC COMMON STOCK 205887102 2,798,016.52 109,460 109,460 109,460
CONCENTRIC NETWORK CORP COMMON STOCK 20589R107 665,275.00 8,900 8,900 8,900
CONCORD EFS INC COMMON STOCK 206197105 490,603.60 17,800 17,800 17,800
CONE MILLS CORP COMMON STOCK 206814105 56,062.50 11,500 11,500 11,500
CONECTIV INC COMMON STOCK 206829103 327,921.88 16,925 16,925 16,925
CONMED CORP COMMON STOCK 207410101 1,485,675.00 47,925 47,925 47,925
CONOCO INC CLASS A 208251306 330,972.95 13,475 13,475 13,475
CONSECO INC COMMON STOCK 208464107 2,220,221.25 71,910 71,910 71,910
CONSOLIDATED EDISON INC COMMON STOCK 209115104 2,576,893.44 56,870 56,870 56,870
CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 375,375.00 6,500 6,500 6,500
CONSOLIDATED NATURAL GAS CO COMMON STOCK 209615103 1,074,522.09 22,070 22,070 22,070
CONSOLIDATED PAPERS INC COMMON STOCK 209759109 1,205,550.00 51,300 51,300 51,300
CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 215,327.68 12,261 12,261 12,261
CONSOLIDATED STORES CORP COMMON STOCK 210149100 731,034.50 24,117 24,117 24,117
CONVERGYS CORP COMMON STOCK 212485106 404,150.00 23,600 23,600 23,600
COOPER CAMERON CORP COMMON STOCK 216640102 1,077,225.00 31,800 31,800 31,800
COOPER INDUSTRIES INC COMMON STOCK 216669101 1,990,203.88 46,691 46,691 46,691
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 309,802.50 16,860 16,860 16,860
COORS (ADOLPH) CO COMMON STOCK 217016104 319,680.00 5,920 5,920 5,920
COR THERAPEUTICS INC COMMON STOCK 217753102 111,294.40 11,200 11,200 11,200
CORDANT TECHNOLOGIES INC COMMON STOCK 218412104 234,890.80 5,900 5,900 5,900
CORINTHIAN COLLEGES INC COMMON STOCK 218868107 354,200.00 16,100 16,100 16,100
CORN PRODUCTS INTL INC COMMON STOCK 219023108 919,180.80 38,400 38,400 38,400
CORNING INC COMMON STOCK 219350105 3,610,200.00 60,170 60,170 60,170
CORPORATES EXECUTIVE BOARD CO COMMON STOCK 21988R102 379,800.00 14,400 14,400 14,400
COST PLUS INC COMMON STOCK 221485105 749,062.50 25,500 25,500 25,500
COSTCO COMPANIES INC COMMON STOCK 22160Q102 8,211,371.72 89,681 89,681 89,681
COTELLIGENT INC COMMON STOCK 221630106 392,275.00 44,200 44,200 44,200
COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 960,000.00 25,600 25,600 25,600
COVANCE INC COMMON STOCK 222816100 1,728,651.45 68,975 68,975 68,975
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 201,000.00 26,800 26,800 26,800
COX COMMUNICATIONS INC COMMON STOCK 224044107 2,293,328.13 30,325 30,325 30,325
CRANE CO COMMON STOCK 224399105 676,510.39 27,970 27,970 27,970
CRESCENT REAL ESTATE EQUITIES COMMON STOCK 225756105 870,750.00 40,500 40,500 40,500
CROMPTON & KNOWLES CORP COMMON STOCK 227111101 173,250.00 11,000 11,000 11,000
CROSS TIMBERS OIL CO COMMON STOCK 227573102 148,302.00 21,000 21,000 21,000
CROWN CASTLE INTERNATIONAL COR COMMON STOCK 228227104 2,970,000.00 165,000 165,000 165,000
CROWN CORK & SEAL CO INC COMMON STOCK 228255105 990,815.78 34,690 34,690 34,690
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 1,553,158.80 32,400 32,400 32,400
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 324,681.06 9,130 9,130 9,130
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 796,500.00 88,500 88,500 88,500
CYPRUS AMAX MINERALS CO COMMON STOCK 232809103 250,623.75 20,670 20,670 20,670
CYTEC INDUSTRIES INC COMMON STOCK 232820100 515,407.20 23,100 23,100 23,100
DPL INC COMMON STOCK 233293109 429,825.00 26,050 26,050 26,050
DQE INC COMMON STOCK 23329J104 1,139,238.63 29,687 29,687 29,687
DR HORTON INC COMMON STOCK 23331A109 494,543.75 29,525 29,525 29,525
D S T SYSTEMS INC DEL COMMON STOCK 233326107 1,591,643.00 26,500 26,500 26,500
DTE ENERGY COMPANY COMMON STOCK 233331107 1,276,492.77 33,210 33,210 33,210
DVI INC COMMON STOCK 233343102 705,075.00 47,400 47,400 47,400
DAISYTEK INTERNATIONAL CORP COMMON STOCK 234053106 834,575.00 50,200 50,200 50,200
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 502,125.00 13,000 13,000 13,000
DANA CORP COMMON STOCK 235811106 1,443,544.00 37,988 37,988 37,988
DANAHER CORP COMMON STOCK 235851102 3,836,456.25 73,425 73,425 73,425
DARDEN RESTAURANTS INC COMMON STOCK 237194105 652,162.50 31,620 31,620 31,620
DAY RUNNER INC COMMON STOCK 239545106 297,062.50 24,500 24,500 24,500
DAYTON HUDSON CORP COMMON STOCK 239753106 9,708,595.00 145,720 145,720 145,720
DEAN FOODS CO COMMON STOCK 242361103 659,062.50 18,500 18,500 18,500
DEERE & CO COMMON STOCK 244199105 2,575,901.25 66,690 66,690 66,690
DELL COMPUTER CORP COMMON STOCK 247025109 22,531,526.30 551,230 551,230 551,230
DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 317,713.63 9,379 9,379 9,379
DELTA & PINE LAND CO COMMON STOCK 247357106 609,834.00 19,832 19,832 19,832
DELTA AIR LINES INC COMMON STOCK 247361108 2,349,100.00 33,800 33,800 33,800
DELTA WOODSIDE INDUSTRIES INC COMMON STOCK 247909104 53,413.20 11,100 11,100 11,100
DELUXE CORP COMMON STOCK 248019101 1,324,605.00 45,480 45,480 45,480
DENDRITE INTL INC COMMON STOCK 248239105 236,507.20 10,600 10,600 10,600
DENTSPLY INTERNATIONAL INC COMMON STOCK 249030107 1,139,250.00 49,000 49,000 49,000
DEPARTMENT 56 INC COMMON STOCK 249509100 1,339,228.00 44,000 44,000 44,000
DESCARTES SYSTEMS GROUP INC COMMON STOCK 249906108 426,628.50 55,500 55,500 55,500
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 606,555.00 15,000 15,000 15,000
DEVON ENERGY CORP COMMON STOCK 251799102 407,917.60 14,800 14,800 14,800
DEVRY INC COMMON STOCK 251893103 1,245,550.00 42,950 42,950 42,950
DIAL CORP COMMON STOCK 25247D101 855,937.50 24,900 24,900 24,900
DIALOGIC CORP COMMON STOCK 252499108 228,750.00 7,500 7,500 7,500
DIAMOND OFFSHORE DRILL CONVERTIBLE BOND 25271CAA0 312,000.00 300,000 300,000 300,000
DIEBOLD INC COMMON STOCK 253651103 268,488.00 11,187 11,187 11,187
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 236,175.00 28,200 28,200 28,200
DIGITAL RIVER INC COMMON STOCK 25388B104 600,000.00 15,000 15,000 15,000
DILLARDS INC COMMON STOCK 254067101 838,136.25 33,030 33,030 33,030
DIME BANCORP INC COMMON STOCK 25429Q102 422,003.40 18,200 18,200 18,200
DIMON INC. COMMON STOCK 254394109 77,193.00 20,250 20,250 20,250
DIONEX CORP COMMON STOCK 254546104 385,050.00 10,200 10,200 10,200
DISNEY (WALT) CO (THE) COMMON STOCK 254687106 15,165,469.50 487,244 487,244 487,244
DIXIE GROUP CONVERTIBLE DEBENTURES 255519AA8 72,000.00 90,000 90,000 90,000
DOLE FOOD COMPANY INC COMMON STOCK 256605106 290,955.00 9,780 9,780 9,780
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,295,434.00 38,101 38,101 38,101
DOLLAR TREE STORES INC COMMON STOCK 256747106 267,605.05 8,650 8,650 8,650
DOMINION RESOURCES INC COMMON STOCK 257470104 1,652,192.01 44,730 44,730 44,730
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,822,106.07 56,610 56,610 56,610
DOVER CORP COMMON STOCK 260003108 1,672,022.50 50,860 50,860 50,860
DOW CHEMICAL CO COMMON STOCK 260543103 7,117,623.06 76,380 76,380 76,380
DOW JONES & COMPANY INC COMMON STOCK 260561105 2,051,218.89 43,470 43,470 43,470
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 235,895.18 12,882 12,882 12,882
DRESS BARN INC (THE) COMMON STOCK 261570105 144,300.00 10,400 10,400 10,400
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 16,837,980.00 290,000 290,000 290,000
DUKE ENERGY CORP COMMON STOCK 264399106 5,784,623.63 105,897 105,897 105,897
DUN & BRADSTREET CORP COMMON STOCK 26483B106 2,316,693.75 65,030 65,030 65,030
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 302,275.00 21,400 21,400 21,400
DURA PHARMACEUTICALS INC CONVERTIBLE BOND 26632SAA7 755,000.00 1,000,000 1,000,000 1,000,000
DYCOM INDUSTRIES INC COMMON STOCK 267475101 1,283,250.00 29,500 29,500 29,500
EG&G INC COMMON STOCK 268457108 267,178.75 10,130 10,130 10,130
EMC CORP COMMON STOCK 268648102 17,356,753.80 135,865 135,865 135,865
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 284,876.80 21,400 21,400 21,400
ENI SPA SPONSORED ADR 26874R108 441,875.00 7,000 7,000 7,000
EVI INC COMMON STOCK 268939402 455,625.00 15,000 15,000 15,000
ETEC SYSTEMS INC COMMON STOCK 26922C103 282,595.20 9,600 9,600 9,600
E TRADE GROUP INC COMMON STOCK 269246104 635,600.80 10,900 10,900 10,900
EAGLE HARDWARE & GARDEN INC COMMON STOCK 26959B101 511,705.80 13,400 13,400 13,400
EAGLE USA AIRFREIGHT I COMMON STOCK 270018104 1,371,500.00 42,200 42,200 42,200
EARTHGRAINS COMPANY COMMON STOCK 270319106 432,646.50 19,500 19,500 19,500
EASTERN ENTERPRISES COMMON STOCK 27637F100 804,251.25 22,110 22,110 22,110
EASTERN UTILITIES ASSOCIATES COMMON STOCK 277173100 260,470.40 9,200 9,200 9,200
EASTMAN CHEMICAL CO COMMON STOCK 277432100 771,837.70 18,350 18,350 18,350
EASTMAN KODAK CO COMMON STOCK 277461109 6,952,793.75 108,850 108,850 108,850
EATON CORP COMMON STOCK 278058102 1,169,025.00 16,350 16,350 16,350
EATON VANCE CORP COMMON STOCK 278265103 328,037.50 16,300 16,300 16,300
ECOLAB INC COMMON STOCK 278865100 4,362,240.00 122,880 122,880 122,880
EDISON INTERNATIONAL COMMON STOCK 281020107 1,798,245.00 80,820 80,820 80,820
EDO CORP CONVERTIBLE BONDS 281347AB0 196,875.00 250,000 250,000 250,000
EDWARDS (AG) INC COMMON STOCK 281760108 507,040.74 15,512 15,512 15,512
EINSTEIN/NOAH BAGEL CONVERTIBLE BOND 282577AC9 145,000.00 250,000 250,000 250,000
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 617,588.18 18,894 18,894 18,894
ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 269,700.00 5,800 5,800 5,800
ELECTRONIC ARTS INC COMMON STOCK 285512109 446,500.00 9,400 9,400 9,400
ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 5,248,458.60 107,800 107,800 107,800
EMBOTELLADORA ANDINA-B ADR 29081P303 726,412.50 58,700 58,700 58,700
EMERSON ELECTRIC CO COMMON STOCK 291011104 5,518,682.25 104,250 104,250 104,250
EMPRESAS ICA SOCIEDAD CONVERTIBLE SUBORDINATED DEBEN 292448AC1 231,000.00 350,000 350,000 350,000
ENDESA SA SPONSORED ADR 29258N107 746,250.00 30,000 30,000 30,000
ENDOSONICS CORP COMMON STOCK 29264K105 403,650.00 62,100 62,100 62,100
ENERGEN CORP COMMON STOCK 29265N108 203,143.20 13,600 13,600 13,600
ENERGY EAST CORPORATION COMMON STOCK 29266M109 541,388.60 10,300 10,300 10,300
ENGELHARD CORP COMMON STOCK 292845104 501,504.57 29,610 29,610 29,610
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 386,750.00 17,000 17,000 17,000
ENRON CORP COMMON STOCK 293561106 4,851,389.00 75,508 75,508 75,508
ENTERGY CORP COMMON STOCK 29364G103 2,171,097.50 78,949 78,949 78,949
ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 607,500.00 18,000 18,000 18,000
ENZO BIOCHEM INC COMMON STOCK 294100102 106,650.00 11,376 11,376 11,376
EQUIFAX INC COMMON STOCK 294429105 9,796,875.00 285,000 285,000 285,000
EQUITABLE COMPANIES INC COMMON STOCK 29444G107 434,000.00 6,200 6,200 6,200
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 445,147.50 17,500 17,500 17,500
EQUITY RESIDENTIAL PPTYS TRUST COMMON STOCK 29476L107 330,000.00 8,000 8,000 8,000
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 577,711.80 13,900 13,900 13,900
EVEREST REINSURANCE HOLDINGS COMMON STOCK 299808105 782,793.70 25,100 25,100 25,100
EXABYTE CORP COMMON STOCK 300615101 49,400.00 10,400 10,400 10,400
EXCEL SWITCHING CORP COMMON STOCK 30067V108 399,000.00 19,000 19,000 19,000
EXECUTIVE RISK INC COMMON STOCK 301586103 347,900.00 4,900 4,900 4,900
EXIDE CORP SERIES 144A 302051AF4 27,750.00 50,000 50,000 50,000
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 610,200.00 11,300 11,300 11,300
EXPRESS SCRIPTS INC COMMON STOCK 302182100 1,323,429.80 15,400 15,400 15,400
EXXON CORP COMMON STOCK 302290101 48,240,064.10 683,655 683,655 683,655
FMC CORP COMMON STOCK 302491303 356,487.50 7,220 7,220 7,220
FPL GROUP INC COMMON STOCK 302571104 2,177,126.25 40,885 40,885 40,885
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 291,937.50 6,750 6,750 6,750
FAIR ISAAC & CO INC COMMON STOCK 303250104 244,609.20 6,600 6,600 6,600
FAIRFAX FNCL COMMON STOCK 303901102 904,022.00 3,100 3,100 3,100
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 2,996,900.00 130,300 130,300 130,300
FAMILY GOLF CENTERS INC COMMON STOCK 30701A106 88,500.30 11,900 11,900 11,900
FDX CORPORATION COMMON STOCK 31304N107 3,131,848.13 33,744 33,744 33,744
FEDDERS CORP COMMON STOCK 313135105 85,041.60 16,800 16,800 16,800
FHLMC COMMON STOCK 313400301 8,531,047.50 149,340 149,340 149,340
FEDERAL-MOGUL CORP COMMON STOCK 313549107 460,100.00 10,700 10,700 10,700
FANNIE MAE COMMON STOCK 313586109 20,018,097.50 289,070 289,070 289,070
FEDERAL REALTY INVESTMENT TRUS CONVERTIBLE BONDS 313748$01 660,000.00 750,000 750,000 750,000
FEDERAL SIGNAL CORP COMMON STOCK 313855108 881,613.95 42,233 42,233 42,233
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 1,932,018.75 48,150 48,150 48,150
FEDERATED INVESTORS INC COMMON STOCK 314211103 1,020,290.70 56,100 56,100 56,100
FERRO CORP COMMON STOCK 315405100 809,325.00 32,700 32,700 32,700
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 195,540.00 13,036 13,036 13,036
FIELDCREST CANNON INC CONVERTIBLE DEBENTURES 316549AB0 98,750.00 125,000 125,000 125,000
FIFTH THIRD BANCORP COMMON STOCK 316773100 4,820,258.45 73,104 73,104 73,104
FILENET CORP COMMON STOCK 316869106 100,800.00 14,400 14,400 14,400
FINOVA GROUP INC COMMON STOCK 317928109 2,300,137.50 44,340 44,340 44,340
FIRST AMERICAN FINANCIAL CORP COMMON STOCK 318522307 434,039.40 27,450 27,450 27,450
FIRSTBANK CORP COMMON STOCK 318672102 324,837.00 13,500 13,500 13,500
FIRST AMERICAN CORP COMMON STOCK 318900107 276,562.50 7,500 7,500 7,500
FIRST CONSULTING GROUP INC COMMON STOCK 31986R103 554,025.00 49,800 49,800 49,800
FIRST DATA CORP COMMON STOCK 319963104 4,193,946.00 98,104 98,104 98,104
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 505,400.00 13,300 13,300 13,300
HEXCEL CORP CONVERTIBLE BOND 328291AA6 83,500.00 100,000 100,000 100,000
FIRST SECURITY CORP COMMON STOCK 336294103 562,693.74 29,137 29,137 29,137
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 758,137.50 20,700 20,700 20,700
FIRST UNION CORP COMMON STOCK 337358105 11,850,990.70 221,775 221,775 221,775
FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 372,349.05 8,150 8,150 8,150
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 5,458,515.50 60,989 60,989 60,989
FISERV INC COMMON STOCK 337738108 1,366,096.88 25,475 25,475 25,475
FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 391,912.80 24,400 24,400 24,400
FIRSTMERIT CORP COMMON STOCK 337915102 1,185,307.20 46,200 46,200 46,200
FIRSTENERGY CORP COMMON STOCK 337932107 2,809,093.29 100,551 100,551 100,551
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 8,489,328.75 225,630 225,630 225,630
FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 215,260.00 7,520 7,520 7,520
FLEMING COMPANIES INC COMMON STOCK 339130106 148,978.80 17,400 17,400 17,400
FLORIDA PROGRESS CORP COMMON STOCK 341109106 573,800.00 15,200 15,200 15,200
FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 290,062.50 8,500 8,500 8,500
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 376,146.88 15,275 15,275 15,275
FLUOR CORP COMMON STOCK 343861100 468,720.00 17,360 17,360 17,360
FOOD LION INC COMMON STOCK 344775101 216,900.00 24,100 24,100 24,100
FOODMAKER INC COMMON STOCK 344839204 864,450.00 33,900 33,900 33,900
FOOTSTAR INC COMMON STOCK 344912100 902,400.00 28,200 28,200 28,200
FORD MOTOR CO COMMON STOCK 345370100 16,549,718.80 291,625 291,625 291,625
FORE SYSTEMS INC COMMON STOCK 345449102 860,223.00 45,500 45,500 45,500
FOREST LABORATORIES INC COMMON STOCK 345838106 659,587.50 11,700 11,700 11,700
FORT JAMES CORP COMMON STOCK 347471104 2,591,521.30 81,785 81,785 81,785
FORTUNE BRANDS INC COMMON STOCK 349631101 3,123,201.51 80,730 80,730 80,730
FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 226,434.46 18,580 18,580 18,580
FRANKLIN RESOURCES INC COMMON STOCK 354613101 6,180,468.75 219,750 219,750 219,750
FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 384,257.25 35,334 35,334 35,334
FREMONT GENERAL CORP COMMON STOCK 357288109 681,275.88 35,740 35,740 35,740
FRITZ COMPANIES INC COMMON STOCK 358846103 113,437.50 16,500 16,500 16,500
FRONTIER CORP COMMON STOCK 35906P105 1,977,475.00 38,120 38,120 38,120
FRONTIER INSURANCE GROUP INC COMMON STOCK 359081106 199,143.75 16,770 16,770 16,770
FUJI PHOTO FILM COMPANY LTD ADR 359586302 710,125.00 19,000 19,000 19,000
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 6,274,650.00 283,600 283,600 283,600
G&K SERVICES INC COMMON STOCK 361268105 424,920.40 9,200 9,200 9,200
GATX CORP COMMON STOCK 361448103 757,551.00 23,000 23,000 23,000
GPU INC COMMON STOCK 36225X100 1,096,599.68 29,390 29,390 29,390
GTE CORP COMMON STOCK 362320103 19,133,427.50 316,255 316,255 316,255
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 7,280,437.50 150,500 150,500 150,500
GALLAGHER (ARTHUR J) & CO COMMON STOCK 363576109 938,400.00 20,400 20,400 20,400
GANNETT COMPANY INC COMMON STOCK 364730101 8,862,525.00 140,675 140,675 140,675
GAP INC COMMON STOCK 364760108 8,879,933.66 131,922 131,922 131,922
GARTNER GROUP INC COMMON STOCK 366651107 1,759,836.00 78,000 78,000 78,000
GATEWAY 2000 INC COMMON STOCK 367833100 2,778,132.24 40,520 40,520 40,520
GENCORP INC COMMON STOCK 368682100 309,600.00 17,200 17,200 17,200
GENERAL BINDING CORP COMMON STOCK 369154109 860,745.28 33,186 33,186 33,186
GENERAL COMMUNICATION INC COMMON STOCK CLASS A 369385109 103,557.40 22,700 22,700 22,700
GENERAL DYNAMICS CORP COMMON STOCK 369550108 4,271,340.00 66,480 66,480 66,480
GENERAL ELECTRIC CO COMMON STOCK 369604103 90,973,021.90 822,355 822,355 822,355
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 1,060,920.00 35,000 35,000 35,000
GENERAL MILLS INC COMMON STOCK 370334104 5,426,107.22 71,810 71,810 71,810
GENERAL MOTORS CORP COMMON STOCK 370442105 17,068,331.30 196,470 196,470 196,470
GENERAL MOTORS CORP COMMON STOCK CLASS H 370442832 348,015.30 6,900 6,900 6,900
GENERAL NUTRITION COS INC COMMON STOCK 37047F103 436,800.00 31,200 31,200 31,200
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 121,800.00 16,800 16,800 16,800
GENTEX CORP COMMON STOCK 371901109 709,389.80 32,900 32,900 32,900
GENESIS HEALTH VENTURES INC COMMON STOCK 371912106 78,487.50 16,100 16,100 16,100
GENESYS TELECOMM LABS INC COMMON STOCK 371931106 602,480.00 40,000 40,000 40,000
GENUINE PARTS CO COMMON STOCK 372460105 2,479,560.72 86,060 86,060 86,060
GEON CO COMMON STOCK 37246W105 241,150.00 10,600 10,600 10,600
GENZYME CORP COMMON STOCK 372917104 630,462.50 12,500 12,500 12,500
GEORGIA-PACIFIC CORP COMMON STOCK 373298108 2,366,347.50 31,870 31,870 31,870
GEORGIA-PACIFIC CORP TIMBER GROUP 373298702 327,580.20 14,600 14,600 14,600
GERBER SCIENTIFIC INC COMMON STOCK 373730100 209,944.80 10,400 10,400 10,400
GETCHELL GOLD CORP COMMON STOCK 374265106 369,341.45 14,104 14,104 14,104
GETTY IMAGES INC COMMON STOCK 374276103 317,100.00 15,100 15,100 15,100
GIANT CEMENT HOLDING INC COMMON STOCK 374450104 519,047.40 30,200 30,200 30,200
GILEAD SCIENCES INC COMMON STOCK 375558103 1,638,000.00 36,000 36,000 36,000
GILLETTE CO COMMON STOCK 375766102 16,972,473.10 285,554 285,554 285,554
GLAXO WELLCOME PLC ADR SPONSORED 37733W105 401,622.00 6,000 6,000 6,000
GLOBAL INDUSTRIES TECHNLGY INC COMMON STOCK 379335102 105,000.00 10,000 10,000 10,000
GLOBAL MARINE INC COMMON STOCK 379352404 299,625.00 25,500 25,500 25,500
GLOBAL TELESYSTEMS GROUP INC COMMON STOCK 37936U104 201,373.20 3,600 3,600 3,600
GLYCOMED INC CONVERTIBLE SUB DEBENTURES 380002AA3 40,375.00 50,000 50,000 50,000
GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,188,020.00 12,440 12,440 12,440
GOODRICH (BF) CO (THE) COMMON STOCK 382388106 622,419.68 18,140 18,140 18,140
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 1,783,767.72 35,810 35,810 35,810
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 210,448.70 15,100 15,100 15,100
W.R. GRACE & CO COMMON STOCK 38388F108 203,215.00 16,760 16,760 16,760
GRACO INC COMMON STOCK 384109104 282,393.60 12,800 12,800 12,800
GRAINGER (WW) INC COMMON STOCK 384802104 1,028,320.56 23,880 23,880 23,880
GREAT ATLANTIC & PACIFIC TEA C COMMON STOCK 390064103 678,600.00 22,620 22,620 22,620
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 3,169,320.00 86,240 86,240 86,240
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 489,975.00 14,100 14,100 14,100
GREY ADVERTISING INC COMMON STOCK 397838103 414,665.00 1,195 1,195 1,195
GRIFFON CORP COMMON STOCK 398433102 96,250.00 14,000 14,000 14,000
GROUPE DANONE ADR SPONSORED 399449107 399,000.00 8,000 8,000 8,000
GUANGSHEN RAILWAY SPONSORED ADR 40065W107 194,625.00 34,600 34,600 34,600
GUIDANT CORP COMMON STOCK 401698105 4,011,150.00 66,300 66,300 66,300
GUILFORD MILLS INC COMMON STOCK 401794102 90,562.50 10,350 10,350 10,350
GUITAR CENTER COMMON STOCK 402040109 443,482.90 21,700 21,700 21,700
GULFSTREAM AEROSPACE CORP COMMON STOCK 402734107 481,462.50 11,100 11,100 11,100
GYMBOREE CORP COMMON STOCK 403777105 99,200.70 11,100 11,100 11,100
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 648,725.00 33,700 33,700 33,700
HCR MANOR CARE INC COMMON STOCK 404134108 1,144,934.28 50,190 50,190 50,190
HNC SOFTWARE INC COMMON STOCK 40425P107 389,725.00 11,900 11,900 11,900
HUBCO INC COMMON STOCK 404382103 1,333,720.32 39,739 39,739 39,739
HA-LO INDUSTRIES INC COMMON STOCK 404429102 251,164.80 20,400 20,400 20,400
HALLIBURTON CO COMMON STOCK 406216101 6,629,122.50 172,185 172,185 172,185
HALTER MARINE GROUP INC COMMON STOCK 40642Y105 76,137.20 13,100 13,100 13,100
HANNAFORD BROTHERS CO COMMON STOCK 410550107 1,281,323.40 28,200 28,200 28,200
HARBINGER CORP COMMON STOCK 41145C103 126,562.50 18,750 18,750 18,750
HARCOURT GENERAL INC COMMON STOCK 41163G101 666,895.60 15,050 15,050 15,050
HARLAND (JOHN H) CO COMMON STOCK 412693103 183,705.40 14,200 14,200 14,200
HARLEY-DAVIDSON INC COMMON STOCK 412822108 1,345,500.00 23,400 23,400 23,400
HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 297,675.00 8,100 8,100 8,100
HARNISCHFEGER INDUSTRIES INC COMMON STOCK 413345109 61,874.56 10,880 10,880 10,880
HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 540,788.94 28,370 28,370 28,370
HARRIS CORP COMMON STOCK 413875105 522,692.50 18,260 18,260 18,260
HARTE-HANKS,INC COMMON STOCK 416196103 3,451,574.60 125,800 125,800 125,800
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 3,504,732.28 61,690 61,690 61,690
HARTMARX CORP COMMON STOCK 417119104 77,025.00 15,800 15,800 15,800
HASBRO INC COMMON STOCK 418056107 9,284,002.40 320,835 320,835 320,835
HEALTHSOUTH CORP COMMON STOCK 421924101 994,609.75 95,866 95,866 95,866
HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 203,750.00 250,000 250,000 250,000
HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 449,614.99 36,893 36,893 36,893
HEALTHCARE REALTY TRUST CO COMMON STOCK 421946104 785,707.00 41,353 41,353 41,353
HEALTHCARE FINANCIAL PARTNERS COMMON STOCK 42219W108 3,481,130.13 133,249 133,249 133,249
HEARST-ARGYLE TELEVISION,INC. COMMON STOCK 422317107 958,380.38 38,919 38,919 38,919
HEARTLAND EXPRESS INC COMMON STOCK 422347104 206,300.21 13,584 13,584 13,584
HECLA MINING CO COMMON STOCK 422704106 69,025.00 25,100 25,100 25,100
HEFTEL BROADCASTING CORP COMMON STOCK 422799106 3,136,012.50 72,300 72,300 72,300
HEINZ (HJ) CO COMMON STOCK 423074103 4,961,110.00 104,720 104,720 104,720
HELIX TECHNOLOGY CORP COMMON STOCK 423319102 155,287.50 10,100 10,100 10,100
HELMERICH & PAYNE INC COMMON STOCK 423452101 272,697.74 12,020 12,020 12,020
HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 819,488.25 22,299 22,299 22,299
HERCULES INC COMMON STOCK 427056106 1,930,867.50 76,470 76,470 76,470
HERSHEY FOODS CORP COMMON STOCK 427866108 10,408,160.00 185,860 185,860 185,860
HEWLETT-PACKARD CO COMMON STOCK 428236103 16,781,503.50 247,471 247,471 247,471
HEXCEL CORP CONVERTIBLE DEBENTURES 428290AA8 54,750.00 75,000 75,000 75,000
HIBERNIA CORP COMMON STOCK 428656102 330,750.00 25,200 25,200 25,200
HILLENBRAND INDUSTRIES INC COMMON STOCK 431573104 411,064.30 8,900 8,900 8,900
HILTON HOTELS CORP COMMON STOCK 432848109 1,322,952.96 94,080 94,080 94,080
HITACHI LTD ADR 433578507 436,500.00 6,000 6,000 6,000
HOLLYWOOD PARK INC COMMON STOCK 436255103 121,681.60 11,800 11,800 11,800
HOME DEPOT INC COMMON STOCK 437076102 23,711,274.00 380,904 380,904 380,904
HOMESTAKE MINING CO COMMON STOCK 437614100 456,348.75 52,910 52,910 52,910
HON INDUSTRIES INC COMMON STOCK 438092108 4,499,278.70 205,100 205,100 205,100
HONDA MOTOR CO LTD SPONSORED ADR 438128308 534,000.00 6,000 6,000 6,000
HONEYWELL INC COMMON STOCK 438506107 3,456,269.08 45,590 45,590 45,590
HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 665,466.90 28,700 28,700 28,700
HORMEL FOOD CORPORATION COMMON STOCK 440452100 349,125.00 9,800 9,800 9,800
HOST MARRIOTT CORPORATION COMMON STOCK 44107P104 122,753.25 11,034 11,034 11,034
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 3,637,500.00 77,600 77,600 77,600
HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 5,034,810.00 110,352 110,352 110,352
HUBBELL INC COMMON STOCK CLASS B 443510201 1,364,000.00 34,100 34,100 34,100
HUGHES SUPPLY INC COMMON STOCK 444482103 254,800.00 11,200 11,200 11,200
HUMANA INC COMMON STOCK 444859102 671,370.00 38,920 38,920 38,920
HUNT CORP COMMON STOCK 445591100 228,112.50 23,100 23,100 23,100
HUNT JB TRANSPORT SERVICES INC COMMON STOCK 445658107 583,800.00 27,800 27,800 27,800
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,498,155.16 48,426 48,426 48,426
HUSSMAN INTERNATIONAL INC COMMON STOCK 448110106 1,091,244.10 74,300 74,300 74,300
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 278,600.00 11,200 11,200 11,200
HVIDE CAPITAL TRUST COMMON STOCK 448513408 120,750.00 11,500 11,500 11,500
ICN PHARMACEUTICALS INC COMMON STOCK 448924100 309,800.10 12,300 12,300 12,300
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 200,680.00 13,840 13,840 13,840
IBP INC COMMON STOCK 449223106 266,337.50 14,300 14,300 14,300
IDEC PHARMACEUTICALS C COMMON STOCK 449370105 472,650.00 9,200 9,200 9,200
IMC GLOBAL INC COMMON STOCK 449669100 376,449.54 18,420 18,420 18,420
IMS HEALTH INC COMMON STOCK 449934108 4,007,628.13 120,985 120,985 120,985
ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 7,206,081.89 191,845 191,845 191,845
ITT INDUSTRIES INC COMMON STOCK 450911102 845,108.75 23,890 23,890 23,890
IDEX CORP COMMON STOCK 45167R104 1,095,633.00 46,500 46,500 46,500
IDEXX LABORATORIES INC COMMON STOCK 45168D104 423,684.90 17,700 17,700 17,700
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 427,792.68 33,390 33,390 33,390
ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 3,763,856.25 60,830 60,830 60,830
ILLINOVA CORP COMMON STOCK 452317100 243,650.50 11,500 11,500 11,500
IMMUNE RESPONSE CORP COMMON STOCK 45252T106 93,407.20 10,600 10,600 10,600
IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 723,402.40 20,200 20,200 20,200
IMPERIAL CREDIT INDUSTRIES INC COMMON STOCK 452729106 568,873.60 77,800 77,800 77,800
INACOM CORP COMMON STOCK 45323G109 158,224.00 20,416 20,416 20,416
INCO LTD COMMON STOCK 453258402 894,167.04 67,170 67,170 67,170
INCYTE PHARMACEUTICALS INC COMMON STOCK 45337C102 254,787.40 12,700 12,700 12,700
INDUSTRIAL CREDIT & INV CORP COMMON STOCK 456052109 239,289.60 44,000 44,000 44,000
INFINITY BROADCASTING CORP COMMON STOCK - CLASS A 45662S102 1,673,750.00 65,000 65,000 65,000
INFORMIX CORP COMMON STOCK 456779107 125,902.00 17,000 17,000 17,000
ING GROEP N.V. SPONSORED ADR COMMON STOCK 456837103 659,244.00 12,000 12,000 12,000
INGERSOLL-RAND CO COMMON STOCK 456866102 1,923,713.13 38,765 38,765 38,765
INFORMATION RESOURCES INC COMMON STOCK 456905108 356,609.80 55,400 55,400 55,400
INPUT/OUTPUT INC COMMON STOCK 457652105 145,176.00 23,000 23,000 23,000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 281,431.80 11,400 11,400 11,400
INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 210,000.00 12,000 12,000 12,000
INSPIRE INSURANCE SOLUTIONS COMMON STOCK 457732105 1,098,200.00 57,800 57,800 57,800
INTEGRATED ELECTRICAL SERVICES COMMON STOCK 45811E103 278,400.00 17,400 17,400 17,400
INTEGRATED HEALTH SERVICES INC COMMON STOCK 45812C106 152,399.50 27,709 27,709 27,709
INTEL CORP COMMON STOCK 458140100 49,852,621.30 418,490 418,490 418,490
INTER-TEL INC COMMON STOCK 458372109 583,575.00 37,500 37,500 37,500
INTERFACE INC COMMON STOCK 458665106 2,557,843.75 265,750 265,750 265,750
INTERIM SERVICES INC COMMON STOCK 45868P100 1,950,000.00 130,000 130,000 130,000
INTERMET CORP COMMON STOCK 45881K104 791,800.00 59,200 59,200 59,200
INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 42,412,911.80 239,283 239,283 239,283
INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 2,925,328.56 77,880 77,880 77,880
INTERNATIONAL HOME FOODS INC COMMON STOCK 459655106 565,382.40 35,200 35,200 35,200
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 2,680,864.20 184,100 184,100 184,100
INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 1,258,848.00 54,000 54,000 54,000
INTERNATIONAL PAPER CO COMMON STOCK 460146103 3,903,225.61 92,522 92,522 92,522
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 165,200.00 23,600 23,600 23,600
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 3,772,265.00 48,440 48,440 48,440
INTERSTATE BAKERIES CO COMMON STOCK 46072H108 204,839.00 9,500 9,500 9,500
INTERSTATE ENERGY CORP COMMON STOCK 460845100 332,469.00 12,546 12,546 12,546
INTRAWEST CORPORATION COMMON STOCK 460915200 717,187.50 42,500 42,500 42,500
INTERVOICE INC COMMON STOCK 461142101 143,000.00 13,000 13,000 13,000
INTUIT INC COMMON STOCK 461202103 1,963,775.00 19,300 19,300 19,300
INVACARE CORP COMMON STOCK 461203101 3,080,330.40 126,700 126,700 126,700
IOMEGA CORP COMMON STOCK 462030107 92,250.00 18,000 18,000 18,000
IONICS INC COMMON STOCK 462218108 219,912.50 7,300 7,300 7,300
IPALCO ENTERPRISES INC COMMON STOCK 462613100 307,118.00 14,000 14,000 14,000
ISPAT INTL NV NY REG COMMON STOCK 464899103 361,438.20 48,600 48,600 48,600
SAN PAOLO-IMI SPA SPON ADR COMMON STOCK 465224103 768,000.00 24,000 24,000 24,000
IVAX CORP COMMON STOCK 465823102 129,341.40 10,950 10,950 10,950
JLG INDUSTRIES INC COMMON STOCK 466210101 273,862.50 20,100 20,100 20,100
JSB FINANCIAL INC COMMON STOCK 46624M100 210,525.00 4,200 4,200 4,200
JACOBSON STORES INC CONVERTIBLE DEBENTURES 469834AC9 82,375.00 100,000 100,000 100,000
JACOR COMMUNICATIONS INC COMMON STOCK CLASS A 469858401 1,345,200.00 17,700 17,700 17,700
JAN BELL MARKETING INC COMMON STOCK 470760109 54,400.00 12,800 12,800 12,800
JEFFERIES GROUP INC COMMON STOCK 472318104 507,575.90 10,700 10,700 10,700
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,644,631.25 24,275 24,275 24,275
JOHNSON & JOHNSON COMMON STOCK 478160104 28,413,393.40 303,280 303,280 303,280
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,282,430.00 20,560 20,560 20,560
JONES APPAREL GROUP INC COMMON STOCK 480074103 2,598,141.00 93,000 93,000 93,000
JONES PHARMA INC COMMON STOCK 480236108 1,386,525.00 39,900 39,900 39,900
JOSTENS INC COMMON STOCK 481088102 793,262.50 37,330 37,330 37,330
JUST FOR FEET INC COMMON STOCK 48213P106 177,500.00 14,200 14,200 14,200
JUSTIN INDUSTRIES INC COMMON STOCK 482171105 132,000.00 12,000 12,000 12,000
KCS ENERGY INC COMMON STOCK 482434206 17,580.80 13,400 13,400 13,400
KLA-TENCOR CORP COMMON STOCK 482480100 1,524,846.80 31,400 31,400 31,400
K MART CORP COMMON STOCK 482584109 1,895,721.12 112,760 112,760 112,760
KN ENERGY INC COMMON STOCK 482620101 214,322.75 10,750 10,750 10,750
KAMAN CORP COMMON STOCK 483548103 137,088.40 10,700 10,700 10,700
KANSAS CITY POWER & LIGHT CO COMMON STOCK 485134100 243,787.50 9,900 9,900 9,900
KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 5,947,950.00 104,350 104,350 104,350
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 213,436.52 9,460 9,460 9,460
KEANE INC COMMON STOCK 486665102 213,120.00 10,000 10,000 10,000
KELLOGG CO COMMON STOCK 487836108 3,949,917.84 116,820 116,820 116,820
KELLWOOD CO COMMON STOCK 488044108 219,516.90 9,950 9,950 9,950
KEMET CORP COMMON STOCK 488360108 207,000.00 18,000 18,000 18,000
KENT ELECTRONICS CORP COMMON STOCK 490553104 126,199.90 12,700 12,700 12,700
KENT ELECTRONICS CONVERTIBLE BOND 490553AA2 584,000.00 800,000 800,000 800,000
KERR-MCGEE CORP COMMON STOCK 492386107 632,680.98 19,282 19,282 19,282
KEY ENERGY SERVICES INC CONVERTIBLE BOND 492914AF3 201,000.00 400,000 400,000 400,000
KEYCORP COMMON STOCK 493267108 3,161,784.10 104,308 104,308 104,308
KEYSPAN ENERGY CORP COMMON STOCK 49337K106 600,186.00 23,888 23,888 23,888
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 267,675.00 8,300 8,300 8,300
KIMBERLY-CLARK CORP COMMON STOCK 494368103 7,837,316.00 163,492 163,492 163,492
KING WORLD PRODUCTIONS INC COMMON STOCK 495667107 481,045.88 15,740 15,740 15,740
KIRIN BREWERY COMPANY LTD ADR 497350207 229,500.00 2,000 2,000 2,000
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,393,500.00 47,870 47,870 47,870
KOHLS CORP COMMON STOCK 500255104 3,052,940.63 43,075 43,075 43,075
KOMAG INC COMMON STOCK 500453105 106,750.00 24,400 24,400 24,400
KONINKLIJKE PHILIPS ELECTRONIC NY REG SHARES NO PAR 500472105 494,622.00 6,000 6,000 6,000
KROGER CO COMMON STOCK 501044101 3,303,902.50 55,180 55,180 55,180
KROLL-O'GARA COMPANY COMMON STOCK 501050108 254,975.00 9,400 9,400 9,400
KRONOS INC COMMON STOCK 501052104 912,625.00 37,250 37,250 37,250
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 267,650.00 10,600 10,600 10,600
KYOCERA CORP ADR SPONSORED 501556203 368,375.00 7,000 7,000 7,000
LG&E ENERGY CORP COMMON STOCK 501917108 435,137.30 20,908 20,908 20,908
LSI LOGIC CORP COMMON STOCK 502161102 997,672.13 31,990 31,990 31,990
LA-Z-BOY INC COMMON STOCK 505336107 454,100.00 23,900 23,900 23,900
LAIDLAW INC COMMON STOCK 50730K503 309,372.76 53,230 53,230 53,230
LANCASTER COLONY CORP COMMON STOCK 513847103 287,470.13 10,797 10,797 10,797
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 88,402.80 13,800 13,800 13,800
LASER VISION CENTERS INC COMMON STOCK 51807H100 751,062.50 19,700 19,700 19,700
LASON INC COMMON STOCK 51808R107 393,750.00 7,000 7,000 7,000
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 482,957.20 10,600 10,600 10,600
LEAR CORP COMMON STOCK 521865105 461,019.60 10,800 10,800 10,800
LEARNING COMPANY INC COMMON STOCK 522008101 1,708,100.00 58,900 58,900 58,900
LECROY CORP COMMON STOCK 52324W109 288,687.50 18,625 18,625 18,625
LEE ENTERPRISES INC COMMON STOCK 523768109 4,790,800.00 165,200 165,200 165,200
LEGATO SYS INC COMMON STOCK 524651106 727,912.50 14,100 14,100 14,100
LEGGETT & PLATT INC COMMON STOCK 524660107 6,062,000.00 303,100 303,100 303,100
LEGG MASON INC COMMON STOCK 524901105 997,135.20 29,600 29,600 29,600
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 1,589,350.00 26,600 26,600 26,600
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 6,535,969.18 89,765 89,765 89,765
LEXMARK INTL GROUP INC COMMON STOCK 529771107 1,106,325.00 9,900 9,900 9,900
LIBBEY INC COMMON STOCK 529898108 3,630,100.00 117,100 117,100 117,100
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 1,108,983.75 53,445 53,445 53,445
ELI LILLY & CO COMMON STOCK 532457108 25,343,250.60 298,595 298,595 298,595
LILLY INDUSTRIES INC COMMON STOCK 532491107 162,860.35 10,550 10,550 10,550
LIMITED INC COMMON STOCK 532716107 1,874,262.50 47,300 47,300 47,300
LINCARE HOLDINGS INC COMMON STOCK 532791100 222,187.50 7,900 7,900 7,900
LINCOLN NATIONAL CORP COMMON STOCK 534187109 3,686,060.00 37,280 37,280 37,280
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 1,183,875.00 23,100 23,100 23,100
LINENS N THINGS INC COMMON STOCK 535679104 1,370,325.00 30,200 30,200 30,200
LIPOSOME COMPANY INC COMMON STOCK 536310105 233,803.80 17,400 17,400 17,400
LITTELFUSE INC COMMON STOCK 537008104 911,400.00 49,600 49,600 49,600
LITTON INDUSTRIES INC COMMON STOCK 538021106 1,213,250.00 21,100 21,100 21,100
LIZ CLAIBORNE INC COMMON STOCK 539320101 1,091,306.25 33,450 33,450 33,450
LOCAL FINANCIAL CORP COMMON STOCK 539553107 305,433.60 32,800 32,800 32,800
LOCKHEED MARTIN CORP COMMON STOCK 539830109 3,561,421.50 94,500 94,500 94,500
LOEWS CORP COMMON STOCK 540424108 1,722,345.00 23,080 23,080 23,080
LONE STAR INDUSTRIES INC COMMON STOCK 542290408 288,300.00 9,300 9,300 9,300
LONGS DRUG STORES CORP COMMON STOCK 543162101 2,749,374.21 90,330 90,330 90,330
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 463,390.00 24,880 24,880 24,880
LOWE'S COMPANIES INC COMMON STOCK 548661107 5,678,530.00 93,860 93,860 93,860
LUBRIZOL CORP COMMON STOCK 549271104 200,250.00 8,900 8,900 8,900
LUBY'S INC COMMON STOCK 549282101 175,500.00 10,400 10,400 10,400
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 35,356,761.80 328,137 328,137 328,137
MAF BANCORP INC COMMON STOCK 55261R108 255,875.00 11,500 11,500 11,500
MBIA INC COMMON STOCK 55262C100 7,044,680.00 121,460 121,460 121,460
MBNA CORP COMMON STOCK 55262L100 14,587,792.10 611,007 611,007 611,007
MCN CORP COMMON STOCK 55267J100 1,019,937.00 63,500 63,500 63,500
MCI WORLDCOM INC COMMON STOCK 55268B106 40,428,553.00 456,500 456,500 456,500
MGIC INVESTMENT CORP COMMON STOCK 552848103 2,036,400.96 58,080 58,080 58,080
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK CLASS A 553530106 887,400.00 52,200 52,200 52,200
MACDERMID INC COMMON STOCK 554273102 386,881.80 11,400 11,400 11,400
MACROMEDIA INC COMMON STOCK 556100105 856,396.80 18,900 18,900 18,900
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 60,292.80 14,400 14,400 14,400
MALLINCKRODT INC COMMON STOCK 561232109 435,318.75 16,350 16,350 16,350
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 332,906.25 7,950 7,950 7,950
MANPOWER INC COMMON STOCK 56418H100 282,837.50 12,100 12,100 12,100
MARCUS CORP (THE) COMMON STOCK 566330106 170,400.00 14,200 14,200 14,200
MARINER POST-ACUTE NETWORK INC COMMON STOCK 568459101 73,551.00 33,631 33,631 33,631
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 5,857,063.65 78,950 78,950 78,950
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 953,516.40 17,200 17,200 17,200
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 3,685,300.00 109,600 109,600 109,600
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 431,674.03 7,565 7,565 7,565
MASCO CORP COMMON STOCK 574599106 3,049,305.00 107,940 107,940 107,940
MASCOTECH INC COMMON STOCK 574670105 923,800.00 59,600 59,600 59,600
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 386,750.00 2,000 2,000 2,000
MATTEL INC COMMON STOCK 577081102 1,846,322.00 74,224 74,224 74,224
MAXTOR CORP CONVERTIBLE DEBENTURES 577729AA4 300,000.00 400,000 400,000 400,000
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 2,744,137.50 50,700 50,700 50,700
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 3,896,537.00 99,592 99,592 99,592
MAYTAG CORP COMMON STOCK 578592107 1,217,763.75 20,170 20,170 20,170
MCCLATCHY NEWSPAPERS INC COMMON STOCK CLASS A 579489105 1,107,546.00 33,000 33,000 33,000
MCCORMICK & COMPANY INC COMMON STOCK 579780206 4,947,400.00 170,600 170,600 170,600
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 238,945.28 9,440 9,440 9,440
MCDONALD'S CORP COMMON STOCK 580135101 15,023,646.70 331,560 331,560 331,560
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 4,326,755.00 79,390 79,390 79,390
MCKESSON HBOC INC COMMON STOCK 58155Q103 4,040,718.00 61,223 61,223 61,223
MEAD CORP COMMON STOCK 582834107 1,331,628.75 43,305 43,305 43,305
MEDAPHIS CORP COMMON STOCK 584028104 196,665.90 80,700 80,700 80,700
MEDIAONE GROUP INC COMMON STOCK 58440J104 14,245,907.50 224,345 224,345 224,345
MEDICAL ASSURANCE INC COMMON STOCK 58449U100 613,200.00 21,900 21,900 21,900
MEDIMMUNE INC COMMON STOCK 584699102 2,213,593.80 37,400 37,400 37,400
MEDQUIST INC COMMON STOCK 584949101 444,000.00 14,800 14,800 14,800
MEDPARTNERS INC COMMON STOCK 58503X107 53,195.25 11,199 11,199 11,199
MEDTRONIC INC COMMON STOCK 585055106 12,413,969.75 173,017 173,017 173,017
MELITA INTERNATIONAL CORP COMMON STOCK 585493109 499,200.00 38,400 38,400 38,400
MELLON BANK CORP COMMON STOCK 585509102 16,508,426.80 234,578 234,578 234,578
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 1,405,490.63 48,675 48,675 48,675
MENTOR CORP COMMON STOCK 587188103 163,025.70 11,100 11,100 11,100
MERCANTILE BANCORPORATION INC COMMON STOCK 587342106 1,667,820.00 35,112 35,112 35,112
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,359,750.00 36,750 36,750 36,750
MERCK & COMPANY INC COMMON STOCK 589331107 47,552,975.90 593,026 593,026 593,026
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 1,325,250.00 37,200 37,200 37,200
MEREDITH CORP COMMON STOCK 589433101 334,489.68 10,640 10,640 10,640
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 649,930.63 35,736 35,736 35,736
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 164,300.00 10,600 10,600 10,600
MERKERT AMERICAN CORP COMMON STOCK 590080107 624,225.00 57,400 57,400 57,400
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 7,332,753.86 82,915 82,915 82,915
MESA AIR GROUP INC COMMON STOCK 590479101 80,625.00 12,900 12,900 12,900
METHODE ELECTRONICS INC COMMON STOCK 591520200 181,337.50 16,300 16,300 16,300
METRO INFORMATION SERVICES INC COMMON STOCK 59162P104 418,301.00 23,000 23,000 23,000
METRO NETWORKS COMMON STOCK 591918107 418,000.00 7,600 7,600 7,600
METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 591,525.00 23,900 23,900 23,900
METZLER GROUP INC COMMON STOCK 592903108 589,850.00 18,800 18,800 18,800
FRED MEYER INC COMMON STOCK 592907109 3,585,487.50 60,900 60,900 60,900
MICHAEL FOODS INC COMMON STOCK 594079105 1,172,313.00 61,500 61,500 61,500
MICHAELS STORES INC COMMON STOCK 594087108 318,462.30 12,900 12,900 12,900
MICREL INC COMMON STOCK 594793101 455,564.20 9,100 9,100 9,100
MICROS SYSTEMS INC COMMON STOCK 594901100 240,900.00 7,300 7,300 7,300
MICROSOFT CORP COMMON STOCK 594918104 102,634,069.00 1,145,150 1,145,150 1,145,150
MICROFINANCIAL INC COMMON STOCK 595072109 703,250.00 48,500 48,500 48,500
MICRON TECHNOLOGY INC COMMON STOCK 595112103 2,588,612.50 53,650 53,650 53,650
MIDAMERICAN ENERGY HLDGS CO COMMON STOCK 59562V107 238,000.00 8,500 8,500 8,500
MIDWAY GAMES INC COMMON STOCK 598148104 151,127.74 17,397 17,397 17,397
MILACRON INC COMMON STOCK 598709103 487,935.00 30,980 30,980 30,980
MILLER (HERMAN) INC COMMON STOCK 600544100 4,580,750.00 251,000 251,000 251,000
MILLIPORE CORP COMMON STOCK 601073109 232,323.75 9,630 9,630 9,630
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 849,600.00 17,700 17,700 17,700
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 8,260,770.00 116,760 116,760 116,760
MIRAGE RESORTS INC COMMON STOCK 60462E104 842,562.50 39,650 39,650 39,650
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 112,509.38 12,001 12,001 12,001
MOBIUS MANAGEMENT SYSTEMS COMMON STOCK 606925105 974,400.00 46,400 46,400 46,400
MOBIL CORP COMMON STOCK 607059102 19,956,640.00 226,780 226,780 226,780
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 151,335.40 16,700 16,700 16,700
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 903,000.00 30,100 30,100 30,100
MOLEX INC COMMON STOCK 608554101 576,425.63 19,623 19,623 19,623
MOLEX INC COMMON STOCK- CLASS A 608554200 776,250.00 30,000 30,000 30,000
MOLTEN METAL TECHNOLOGY INC SERIES 144A 608712AA3 7.25 725,000 725,000 725,000
MOLTEN METAL TECHNOLOGY INC CONVERTIBLE SUB NOTES 608712AB1 11,500.00 575,000 575,000 575,000
MONSANTO CO COMMON STOCK 611662107 6,336,549.78 137,940 137,940 137,940
MONTANA POWER CO COMMON STOCK 612085100 654,701.80 8,900 8,900 8,900
MOOG INC - CL A COMMON STOCK 615394202 713,700.00 23,400 23,400 23,400
MOORE CORPORATION LTD COMMON STOCK 615785102 140,076.88 14,185 14,185 14,185
MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 9,344,422.50 75,740 75,740 75,740
MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 13,890,943.20 138,997 138,997 138,997
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 241,469.10 24,300 24,300 24,300
MORTON INTERNATIONAL INC COMMON STOCK 619335102 1,017,975.00 27,700 27,700 27,700
MOTOROLA INC COMMON STOCK 620076109 14,736,068.80 201,175 201,175 201,175
MUELLER INDUSTRIES INC COMMON STOCK 624756102 364,712.50 16,300 16,300 16,300
MURPHY OIL CORP COMMON STOCK 626717102 286,350.00 6,900 6,900 6,900
MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 699,975.00 18,300 18,300 18,300
MYLAN LABORATORIES INC COMMON STOCK 628530107 540,508.90 19,700 19,700 19,700
NABI INC CONVERTIBLE BOND 628716AB8 372,750.00 525,000 525,000 525,000
NBTY INC COMMON STOCK 628782104 152,100.00 31,200 31,200 31,200
NCO GROUP INC COMMON STOCK 628858102 875,050.00 23,650 23,650 23,650
NCR CORP COMMON STOCK 62886E108 793,100.00 15,862 15,862 15,862
NAC RE CORP COMMON STOCK 628907107 450,970.80 8,400 8,400 8,400
NIPSCO INDUSTRIES INC COMMON STOCK 629140104 540,000.00 20,000 20,000 20,000
NABORS INDUSTRIES INC COMMON STOCK 629568106 1,152,146.45 63,350 63,350 63,350
NALCO CHEMICAL CO COMMON STOCK 629853102 1,225,836.30 46,150 46,150 46,150
NATIONAL AUSTRALIA BANK LTD ADR 632525408 992,750.00 11,000 11,000 11,000
NATIONAL CITY CORP COMMON STOCK 635405103 5,961,802.50 89,820 89,820 89,820
NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 911,400.00 37,200 37,200 37,200
NATIONAL DATA CORP COMMON STOCK 635621105 2,066,400.00 49,200 49,200 49,200
NATIONAL FUEL GAS CO COMMON STOCK 636180101 243,350.00 6,200 6,200 6,200
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 427,500.00 15,000 15,000 15,000
NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 348,268.80 37,400 37,400 37,400
NATIONAL SEMICONDUCTOR CONVERTIBLE BOND 637640AB9 124,500.00 150,000 150,000 150,000
NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 855,978.06 25,130 25,130 25,130
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 194,566.40 17,200 17,200 17,200
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 612,449.88 15,240 15,240 15,240
NETWORKS ASSOCIATES INC COMMON STOCK 640938106 1,614,105.51 52,599 52,599 52,599
NETGRAVITY INC COMMON STOCK 641114103 537,875.00 13,000 13,000 13,000
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 898,555.56 26,380 26,380 26,380
NEW ENGLAND ELECTRIC SYSTEM COMMON STOCK 644001109 465,600.00 9,600 9,600 9,600
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 625,891.20 17,600 17,600 17,600
NEW YORK TIMES CO COMMON STOCK 650111107 1,176,480.00 41,280 41,280 41,280
NEWBRIDGE NETWORKS CORP COMMON STOCK 650901101 1,822,800.00 58,800 58,800 58,800
NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,731,125.00 78,550 78,550 78,550
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,007,968.75 88,750 88,750 88,750
NEWMONT MINING CORP COMMON STOCK 651639106 1,388,625.00 79,350 79,350 79,350
NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 818,158.34 25,820 25,820 25,820
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 2,326,603.13 63,525 63,525 63,525
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 577,925.37 43,010 43,010 43,010
NIAGARA MOHAWK POWER CORP PREFERRED STOCK SERIES E 653522607 236,550.00 2,850 2,850 2,850
NICHOLS RESEARCH CORP COMMON STOCK 653818104 385,993.75 20,450 20,450 20,450
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 1,101,854.87 44,633 44,633 44,633
NICOR INC COMMON STOCK 654086107 392,791.41 10,930 10,930 10,930
NIKE INC COMMON STOCK 654106103 3,121,443.57 54,110 54,110 54,110
NOBLE AFFILIATES INC COMMON STOCK 654894104 263,900.00 9,100 9,100 9,100
NOKIA CORP AB ADR SPONSORED 654902204 689,193.75 4,425 4,425 4,425
NOBLE DRILLING CORP COMMON STOCK 655042109 353,164.80 20,400 20,400 20,400
NORAM ENERGY CORP CONVERTIBLE SUB DEBENTURES 655419AC3 126,537.50 132,500 132,500 132,500
NORDSTROM INC COMMON STOCK 655664100 1,218,892.50 29,820 29,820 29,820
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 4,422,296.25 167,670 167,670 167,670
NORRELL CORP COMMON STOCK 656301108 155,437.80 11,900 11,900 11,900
NORTEL INVERSORA - ADR COMMON STOCK 656567401 627,150.00 44,400 44,400 44,400
NORTH AMERICAN VACCINE INC COMMON STOCK 657201109 88,800.00 14,800 14,800 14,800
NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,870,618.75 88,550 88,550 88,550
NORTHEAST UTILITIES COMMON STOCK 664397106 298,312.50 21,500 21,500 21,500
NORTHERN STATES POWER CO COMMON STOCK 665772109 806,907.60 34,800 34,800 34,800
NORTHERN TELECOM LTD COMMON STOCK 665815106 8,639,164.63 139,061 139,061 139,061
NORTHERN TRUST CORP COMMON STOCK 665859104 3,039,590.70 34,225 34,225 34,225
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 954,407.50 15,940 15,940 15,940
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 250,468.75 11,450 11,450 11,450
NOVA CORP/GEORGIA COMMON STOCK 669784100 1,911,000.00 72,800 72,800 72,800
NOVELL INC COMMON STOCK 670006105 1,943,428.92 77,160 77,160 77,160
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 986,737.50 17,900 17,900 17,900
NOVO-NORDISK AS ADR 670100205 436,000.00 8,000 8,000 8,000
NUCOR CORP COMMON STOCK 670346105 883,883.72 20,060 20,060 20,060
OGE ENERGY CORP COMMON STOCK 670837103 293,306.00 13,000 13,000 13,000
OM GROUP INC COMMON STOCK 670872100 877,800.00 26,600 26,600 26,600
OAK INDUSTRIES INC COMMON STOCK 671400505 257,175.00 8,100 8,100 8,100
OAKWOOD HOMES CORP COMMON STOCK 674098108 303,739.20 21,600 21,600 21,600
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,731,960.00 96,220 96,220 96,220
OCEAN ENERGY INC COMMON STOCK 674812201 428,246.00 61,178 61,178 61,178
OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 157,300.00 10,400 10,400 10,400
OFFICE DEPOT INC COMMON STOCK 676220106 2,207,799.70 59,975 59,975 59,975
OFFICEMAX INC COMMON STOCK 67622M108 170,775.00 19,800 19,800 19,800
OGDEN CORP EURODOLLAR CONVERT SUB BONDS 676346AD1 462,825.00 495,000 495,000 495,000
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 662,311.00 15,676 15,676 15,676
OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 403,781.25 22,125 22,125 22,125
OLIN CORP COMMON STOCK 680665205 378,331.20 37,600 37,600 37,600
OMNICARE INC COMMON STOCK 681904108 1,074,315.26 56,359 56,359 56,359
OMNICOM GROUP INC COMMON STOCK 681919106 8,747,106.23 109,425 109,425 109,425
OMNIPOINT CORP COMMON STOCK 68212D102 537,056.40 37,200 37,200 37,200
ORACLE CORP COMMON STOCK 68389X105 8,475,975.50 321,364 321,364 321,364
ORANGE & ROCKLAND UTILITIES IN COMMON STOCK 684065105 356,109.40 6,200 6,200 6,200
ORBITAL SCIENCES CORP COMMON STOCK 685564106 2,877,207.00 101,625 101,625 101,625
ORGANOGENESIS INC COMMON STOCK 685906109 154,930.80 13,400 13,400 13,400
O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 841,300.00 18,800 18,800 18,800
ORION CAPITAL CORP COMMON STOCK 686268103 1,215,625.00 38,900 38,900 38,900
ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 341,775.00 21,700 21,700 21,700
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 2,112,375.00 64,500 64,500 64,500
OUTDOOR SYSTEMS INC COMMON STOCK 690057104 2,538,000.00 84,600 84,600 84,600
OWENS & MINOR INC COMMON STOCK 690732102 149,343.75 14,750 14,750 14,750
OWENS CORNING COMMON STOCK 69073F103 398,922.48 12,540 12,540 12,540
OWENS-ILLINOIS INC COMMON STOCK 690768403 842,500.00 33,700 33,700 33,700
P-COM INC COMMON STOCK 693262107 151,737.50 19,900 19,900 19,900
PECO ENERGY CO COMMON STOCK 693304107 2,953,525.00 63,860 63,860 63,860
PG&E CORP COMMON STOCK 69331C108 2,730,815.73 87,915 87,915 87,915
PMC SIERRA INC COMMON STOCK 69344F106 1,352,553.00 19,000 19,000 19,000
PMI GROUP INC (THE) COMMON STOCK 69344M101 204,050.00 4,400 4,400 4,400
PNC BANK CORP COMMON STOCK 693475105 3,834,611.43 69,015 69,015 69,015
PP&L RESOURCES INC COMMON STOCK 693499105 868,997.25 35,111 35,111 35,111
PPG INDUSTRIES INC COMMON STOCK 693506107 3,374,300.00 65,840 65,840 65,840
PACCAR INC COMMON STOCK 693718108 722,008.11 17,530 17,530 17,530
PACIFIC CENTURY FINANCIAL CORP COMMON STOCK 694058108 269,287.50 12,900 12,900 12,900
PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 531,000.00 29,500 29,500 29,500
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 319,700.00 9,200 9,200 9,200
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112201 463,349.25 6,789 6,789 6,789
PACIFICORP COMMON STOCK 695114108 2,018,595.00 117,020 117,020 117,020
PAINE WEBBER GROUP INC COMMON STOCK 695629105 829,400.00 20,800 20,800 20,800
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 611,325.00 62,700 62,700 62,700
PALL CORP COMMON STOCK 696429307 1,465,405.76 88,480 88,480 88,480
PAPA JOHN'S INTERNATIONAL INC COMMON STOCK 698813102 829,550.00 18,800 18,800 18,800
PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 2,915,100.00 147,600 147,600 147,600
PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 231,694.40 11,200 11,200 11,200
PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 105,111.80 13,900 13,900 13,900
PARKER HANNIFIN CORP COMMON STOCK 701094104 852,825.00 24,900 24,900 24,900
PATTERSON DENTAL CO COMMON STOCK 703412106 661,725.00 15,300 15,300 15,300
PAXAR CORP COMMON STOCK 704227107 162,431.52 21,841 21,841 21,841
PAYCHEX INC COMMON STOCK 704326107 1,657,828.28 34,948 34,948 34,948
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 251,658.00 5,412 5,412 5,412
PCORDER.COM INC COMMON STOCK 70453H107 707,812.50 12,500 12,500 12,500
PEGASUS SYSTEMS INC COMMON STOCK 705906105 498,437.50 12,500 12,500 12,500
PENNEY (JC) & COMPANY INC COMMON STOCK 708160106 5,591,835.00 138,070 138,070 138,070
PENNZOIL-QUAKER STATE COMPANY COMMON STOCK 709323109 131,546.25 10,630 10,630 10,630
PENTAIR INC COMMON STOCK 709631105 1,839,375.00 54,500 54,500 54,500
PEOPLESOFT INC COMMON STOCK 712713106 696,150.00 47,600 47,600 47,600
PEP BOYS - MANNY MOE & JACK COMMON STOCK 713278109 192,043.25 12,593 12,593 12,593
PEPSICO INC COMMON STOCK 713448108 13,282,237.70 338,945 338,945 338,945
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 744,793.75 22,150 22,150 22,150
PERKIN-ELMER CORP COMMON STOCK 714041100 1,371,486.06 14,130 14,130 14,130
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 13,024,024.80 208,802 208,802 208,802
PFIZER INC COMMON STOCK 717081103 43,280,981.30 311,935 311,935 311,935
PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 355,757.20 10,600 10,600 10,600
PHELPS DODGE CORP COMMON STOCK 717265102 1,524,287.50 30,950 30,950 30,950
PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 417,826.48 18,417 18,417 18,417
PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 23,004,556.90 653,780 653,780 653,780
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 3,487,050.00 73,800 73,800 73,800
PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 86,712.50 12,500 12,500 12,500
PHOTRONICS INC COMMON STOCK 719405102 933,112.50 50,100 50,100 50,100
PHYCOR INC COMMON STOCK 71940F100 164,825.00 34,700 34,700 34,700
PICTURETEL CORP COMMON STOCK 720035302 123,900.00 17,700 17,700 17,700
PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 493,500.00 14,100 14,100 14,100
PIER 1 IMPORTS INC COMMON STOCK 720279108 404,560.00 49,792 49,792 49,792
PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 501,975.00 13,800 13,800 13,800
PIONEER GROUP INC COMMON STOCK 723684106 176,262.80 11,900 11,900 11,900
PIONEER HI-BRED INTERN'L INC COMMON STOCK 723686101 1,997,135.00 53,080 53,080 53,080
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 127,100.00 16,400 16,400 16,400
PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 79,564.25 12,125 12,125 12,125
PITNEY BOWES INC COMMON STOCK 724479100 9,627,525.00 151,020 151,020 151,020
PLACER DOME INC COMMON STOCK 725906101 450,612.36 40,280 40,280 40,280
PLAINS RESOURCES INC COMMON STOCK 726540503 555,000.00 37,000 37,000 37,000
PLANTRONICS INC COMMON STOCK 727493108 494,239.80 7,900 7,900 7,900
PLATINUM SOFTWARE CORP COMMON STOCK 72764R105 133,487.50 18,100 18,100 18,100
PLATINUM TECHNOLOGY INTL INC COMMON STOCK 72764T101 1,142,400.00 44,800 44,800 44,800
PLAYERS INTERNATIONAL INC COMMON STOCK 727903106 91,250.00 14,600 14,600 14,600
PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 786,500.00 52,000 52,000 52,000
POGO PRODUCING CO COMMON STOCK 730448107 239,200.00 18,400 18,400 18,400
POLARIS INDUSTRIES INC COMMON STOCK 731068102 374,650.00 11,800 11,800 11,800
POPULAR INC COMMON STOCK 733174106 287,137.50 9,300 9,300 9,300
PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 700,992.00 16,000 16,000 16,000
POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 442,871.70 19,100 19,100 19,100
POWERGEN PLC ADR SPONSORED 738905405 453,750.00 10,000 10,000 10,000
POWER INTEGRATIONS INC COMMON STOCK 739276103 539,750.00 17,000 17,000 17,000
POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 561,825.00 19,800 19,800 19,800
PREMIER BANCSHARES INC COMMON STOCK 739909109 223,175.00 11,300 11,300 11,300
PRAXAIR INC COMMON STOCK 74005P104 1,291,380.22 35,810 35,810 35,810
PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 259,700.00 10,600 10,600 10,600
PRECISION DRILLING CORP COMMON STOCK 74022D100 265,200.00 20,400 20,400 20,400
PREMARK INTERNATIONAL INC COMMON STOCK 740459102 1,531,570.50 46,500 46,500 46,500
PREMIER PARKS INC COMMON STOCK 740540208 5,925,916.25 159,085 159,085 159,085
PRESTON CORP CONVERTIBLE BONDS 741130AA6 83,000.00 100,000 100,000 100,000
PREVIEW TRAVEL COMMON STOCK 74137R101 262,200.00 13,800 13,800 13,800
T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 598,125.00 17,400 17,400 17,400
PRIMARK CORP COMMON STOCK 741903108 205,530.00 9,672 9,672 9,672
PRIME HOSPITALITY CORP COMMON STOCK 741917108 236,500.60 23,800 23,800 23,800
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 189,750.00 23,000 23,000 23,000
PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 256,974.75 5,679 5,679 5,679
PROBUSINESS SERVICES INC COMMON STOCK 742674104 814,800.00 19,400 19,400 19,400
PROCTER & GAMBLE CO COMMON STOCK 742718109 29,909,470.10 305,395 305,395 305,395
PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 797,900.00 20,200 20,200 20,200
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 262,762.50 7,700 7,700 7,700
PROGRESSIVE CORP COMMON STOCK 743315103 2,001,825.00 13,950 13,950 13,950
PROMUS HOTEL CORP COMMON STOCK 74342P106 450,395.25 12,382 12,382 12,382
PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,613,375.00 69,000 69,000 69,000
PROVANT INC COMMON STOCK 743724106 638,137.50 35,700 35,700 35,700
PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 289,987.50 11,100 11,100 11,100
PROVIDENT COMPANIES INC COMMON STOCK 743862104 955,708.42 27,652 27,652 27,652
PROVIDENT FINANCIAL GROUP COMMON STOCK 743866105 218,737.50 5,700 5,700 5,700
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 662,300.00 35,800 35,800 35,800
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 4,329,050.00 39,355 39,355 39,355
PUBLIC SERVICE COMPANY OF NC I COMMON STOCK 744516105 933,537.50 32,900 32,900 32,900
PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,962,048.06 51,380 51,380 51,380
PUGET SOUND ENERGY INC COMMON STOCK 745332106 313,643.20 13,600 13,600 13,600
QLOGIC CORP COMMON STOCK 747277101 671,250.00 10,000 10,000 10,000
QUAKER OATS CO COMMON STOCK 747402105 3,722,439.00 59,500 59,500 59,500
QUALCOMM INC COMMON STOCK 747525103 1,318,375.00 10,600 10,600 10,600
QUANTUM CORP COMMON STOCK 747906105 651,600.00 36,200 36,200 36,200
QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 259,200.00 9,600 9,600 9,600
QUESTAR CORP COMMON STOCK 748356102 226,955.80 13,400 13,400 13,400
QUIKSILVER INC COMMON STOCK 74838C106 633,750.00 15,000 15,000 15,000
QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 407,700.00 10,800 10,800 10,800
QUORUM HEALTH GROUP INC COMMON STOCK 749084109 247,500.00 24,750 24,750 24,750
QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 1,680,127.37 23,305 23,305 23,305
R H DONNELLEY CORP COMMON STOCK 74955W307 934,247.24 60,520 60,520 60,520
RJR NABISCO HOLDINGS CORP COMMON STOCK 74960K876 2,916,850.00 116,674 116,674 116,674
RPM INC (OHIO) COMMON STOCK 749685103 239,695.87 18,006 18,006 18,006
RALCORP HOLDINGS INC COMMON STOCK 751028101 269,800.00 14,200 14,200 14,200
RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 1,890,507.08 70,840 70,840 70,840
RANGER OIL LTD COMMON STOCK 752805101 47,200.00 11,800 11,800 11,800
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 898,202.00 33,500 33,500 33,500
RAYCHEM CORP COMMON STOCK 754603108 398,444.92 17,660 17,660 17,660
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 480,418.75 24,325 24,325 24,325
RAYTHEON CO COMMON STOCK 755111408 4,524,677.50 77,180 77,180 77,180
READ-RITE CORP COMMON STOCK 755246105 148,342.50 22,500 22,500 22,500
READ-RITE CORP CONVERTIBLE BOND 755246AA3 574,750.00 950,000 950,000 950,000
READERS DIGEST ASSOCIATION INC COMMON STOCK CLASS A 755267101 1,141,163.10 36,300 36,300 36,300
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 194,310.00 12,240 12,240 12,240
REGAL-BELOIT CORP COMMON STOCK 758750103 514,767.00 28,500 28,500 28,500
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 94,075.00 14,200 14,200 14,200
REGIS CORP COMMON STOCK 758932107 439,312.50 16,500 16,500 16,500
REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,751,574.88 50,587 50,587 50,587
RELIANCE STEEL & ALUMINUM CO COMMON STOCK 759509102 242,020.80 8,400 8,400 8,400
RELIANT ENERGY INC COMMON STOCK 75952J108 2,497,521.46 95,830 95,830 95,830
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 630,850.00 14,800 14,800 14,800
REMEC INC COMMON STOCK 759543101 1,718,012.50 82,300 82,300 82,300
RENAISSANCE WORLDWIDE INC COMMON STOCK 75968A109 259,854.00 42,000 42,000 42,000
RENAL CARE GROUP INC COMMON STOCK 759930100 393,481.25 20,050 20,050 20,050
RENTAL SERVICE CORP COMMON STOCK 76009V102 962,500.00 55,000 55,000 55,000
REPSOL SA ADR SPONSORED 76026T205 768,750.00 15,000 15,000 15,000
REPUBLIC INDUSTRIES INC COMMON STOCK 760516104 314,325.00 25,400 25,400 25,400
REPUBLIC NEW YORK CORP COMMON STOCK 760719104 1,133,752.50 24,580 24,580 24,580
RESPIRONICS INC COMMON STOCK 761230101 986,387.60 74,800 74,800 74,800
REYNOLDS & REYNOLDS CO COMMON STOCK 761695105 233,700.00 12,300 12,300 12,300
REYNOLDS METALS CO COMMON STOCK 761763101 2,243,609.28 46,440 46,440 46,440
RHONE-POULENC SA SPONSORED ADR 762426609 539,000.00 12,250 12,250 12,250
RICHARDSON ELECTRONICS LTD CONVERTIBLE DEBENTURES 763165AB3 37,000.00 50,000 50,000 50,000
RICHFOOD HOLDINGS INC COMMON STOCK 763408101 1,897,456.00 88,000 88,000 88,000
RIGGS NATIONAL CORP COMMON STOCK 766570105 237,937.50 14,100 14,100 14,100
RITE AID CORP COMMON STOCK 767754104 1,459,500.00 58,380 58,380 58,380
ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 459,368.00 14,000 14,000 14,000
ROBERTS PHARMACEUTICAL CORP COMMON STOCK 770491108 763,600.00 36,800 36,800 36,800
ROCHESTER GAS & ELECTRIC CORP COMMON STOCK 771367109 591,937.50 23,100 23,100 23,100
ROCKEFELLER CENTER PPTYS INC CONVERTIBLE DEBENTURES 773102AB4 858,000.00 1,100,000 1,100,000 1,100,000
ROCKWELL INTL NEW COMMON STOCK 773903109 1,916,454.92 45,160 45,160 45,160
ROGERS COMMUNICATIONS,INC COMMON STOCK 775109200 670,625.00 37,000 37,000 37,000
ROGERS COMMUNICATIONS,INC CONVERTIBLE DEBENTURES 775109AE1 215,625.00 300,000 300,000 300,000
ROHM & HAAS CO COMMON STOCK 775371107 1,161,916.44 34,620 34,620 34,620
ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 251,967.90 26,700 26,700 26,700
ROMAC INTL INC COMMON STOCK 775835101 718,250.00 84,500 84,500 84,500
ROPER INDUSTRIES INC COMMON STOCK 776696106 327,087.50 13,700 13,700 13,700
ROSS STORES INC COMMON STOCK 778296103 819,284.40 18,700 18,700 18,700
ROSTELECOM SPONSORED ADR 778529107 211,383.70 45,100 45,100 45,100
ROUSE CO (THE) COMMON STOCK 779273101 5,007,605.90 225,700 225,700 225,700
ROWAN COMPANIES INC COMMON STOCK 779382100 227,858.52 17,960 17,960 17,960
ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 21,296,600.00 409,550 409,550 409,550
RUBY TUESDAY INC COMMON STOCK 781182100 262,362.50 15,100 15,100 15,100
RUSS BERRIE & COMPANY INC COMMON STOCK 782233100 261,250.00 10,000 10,000 10,000
RYANAIR HOLDINGS PLC COMMON STOCK - ADR 783513104 6,131,856.25 150,475 150,475 150,475
RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 221,940.80 18,400 18,400 18,400
RYDER SYSTEM INC COMMON STOCK 783549108 609,407.50 22,060 22,060 22,060
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 27,540,085.60 584,405 584,405 584,405
SCI SYSTEMS INC COMMON STOCK 783890106 275,512.50 9,300 9,300 9,300
SEI INVESTMENTS CO COMMON STOCK 784117103 758,500.00 8,200 8,200 8,200
SFX ENTERTAINMENT CLASS A SHARES 784178105 884,499.40 13,700 13,700 13,700
SLM HOLDING CORP COMMON STOCK 78442A109 1,528,050.00 36,600 36,600 36,600
SPS TECHNOLOGIES INC COMMON STOCK 784626103 227,650.00 5,800 5,800 5,800
SPX CORP COMMON STOCK 784635104 660,674.26 13,099 13,099 13,099
S3 INC COMMON STOCK 784849101 175,500.00 23,400 23,400 23,400
SABRE GROUP HOLDINGS INC COMMON STOCK 785905100 2,559,150.00 56,400 56,400 56,400
SAFECO CORP COMMON STOCK 786429100 2,846,360.43 70,390 70,390 70,390
SAFEGUARD SCIENTIFICS INC COMMON STOCK 786449108 501,808.80 7,400 7,400 7,400
SAFESKIN CORP COMMON STOCK 786454108 205,261.20 27,600 27,600 27,600
SAFEWAY INC COMMON STOCK 786514208 7,918,929.65 154,329 154,329 154,329
ST JUDE MEDICAL INC COMMON STOCK 790849103 463,246.88 19,005 19,005 19,005
ST PAUL BANCORP INC COMMON STOCK 792848103 409,948.08 18,930 18,930 18,930
ST PAUL COMPANIES INC COMMON STOCK 792860108 3,512,801.58 113,090 113,090 113,090
SAKS INCORPORATED COMMON STOCK 79377W108 1,542,008.00 59,308 59,308 59,308
SANMINA CORP COMMON STOCK 800907107 2,167,500.00 34,000 34,000 34,000
SANTA FE ENERGY RESOURCES COMMON STOCK 802012104 338,545.60 46,300 46,300 46,300
SARA LEE CORP COMMON STOCK 803111103 4,967,820.00 200,720 200,720 200,720
SAVILLE SYSTEMS IRELAND PLC ADR 805174109 1,145,375.00 93,500 93,500 93,500
SAWTEK INC COMMON STOCK 805468105 600,750.00 17,800 17,800 17,800
SCANA CORP COMMON STOCK 805898103 365,425.95 16,850 16,850 16,850
SCHEIN (HENRY) INC COMMON STOCK 806407102 1,047,875.00 41,500 41,500 41,500
SCHERING-PLOUGH CORP COMMON STOCK 806605101 20,433,359.00 369,420 369,420 369,420
SCHLUMBERGER LTD COMMON STOCK 806857108 8,286,726.72 137,683 137,683 137,683
SCHOLASTIC CORP CONVERTIBLE BOND 807066AA3 549,750.00 600,000 600,000 600,000
SCHULER HOMES INC CONVERTIBLE SUB DEBENTURES 808188AA4 360,000.00 450,000 450,000 450,000
SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 8,904,731.63 92,637 92,637 92,637
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 644,462.50 23,650 23,650 23,650
SCOTTISH POWER PLC SPONSORED ADR 81013T705 527,805.00 15,000 15,000 15,000
SCOTTS CO COMMON STOCK 810186106 1,042,762.50 27,900 27,900 27,900
SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 1,632,709.26 55,230 55,230 55,230
SEAGRAM COMPANY LTD COMMON STOCK 811850106 3,219,000.00 64,380 64,380 64,380
SEALED AIR CORPORATION COMMON STOCK 81211K100 911,533.48 18,532 18,532 18,532
SEARS ROEBUCK & CO COMMON STOCK 812387108 4,034,747.23 89,290 89,290 89,290
SEITEL INC COMMON STOCK 816074306 147,732.20 10,600 10,600 10,600
SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 225,600.00 12,800 12,800 12,800
SEMPRA ENERGY COMMON STOCK 816851109 1,037,249.22 54,060 54,060 54,060
SEPRACOR INC COMMON STOCK 817315104 303,075.00 2,700 2,700 2,700
SEQUENT COMPUTER SYSTEMS INC COMMON STOCK 817338106 497,050.70 54,850 54,850 54,850
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 883,072.50 61,970 61,970 61,970
SERVICEMASTER COMPANY COMMON STOCK 81760N109 306,711.20 15,100 15,100 15,100
SHANDONG HUANENG POWER COMMON STOCK 819419102 465,000.00 124,000 124,000 124,000
SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 524,014.67 9,410 9,410 9,410
SHAW INDUSTRIES INC COMMON STOCK 820286102 640,100.00 34,600 34,600 34,600
SHELL TRANSPORT & TRADING CO ADR 822703609 690,625.00 17,000 17,000 17,000
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 1,055,250.00 37,520 37,520 37,520
SHIRE PHARMACEUTICALS COMMON STOCK 82481R106 355,867.20 15,600 15,600 15,600
SHOPKO STORES INC COMMON STOCK 824911101 1,547,525.00 51,800 51,800 51,800
SHONEY'S INC CONVERTIBLE SUB NOTES 825039AC4 564,000.00 2,350,000 2,350,000 2,350,000
SHOREWOOD PACKAGING CORP COMMON STOCK 825229107 2,849,550.00 145,200 145,200 145,200
SIEBEL SYSTEMS INC COMMON STOCK 826170102 555,750.00 11,700 11,700 11,700
SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 161,200.00 12,400 12,400 12,400
SIERRA PACIFIC RESOURCES COMMON STOCK 826425100 499,655.40 14,200 14,200 14,200
SIGMA ALDRICH CORP COMMON STOCK 826552101 677,722.50 23,170 23,170 23,170
SILICON GRAPHICS INC COMMON STOCK 827056102 714,704.21 42,830 42,830 42,830
SILICON GRAPHICS CONVERTIBLE BOND 827056AC6 89,750.00 100,000 100,000 100,000
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 13,120,263.70 478,196 478,196 478,196
SIZELER PROPERTIES INVEST INC CONVERTIBLE SUB DEBENTURES 830137AA3 233,125.00 250,000 250,000 250,000
SKYWEST INC COMMON STOCK 830879102 317,625.00 11,000 11,000 11,000
SMART MODULAR TECH INC COMMON STOCK 831690102 376,412.40 25,200 25,200 25,200
SMITH (AO) CORP COMMON STOCK 831865209 630,800.00 33,200 33,200 33,200
SMITH INTERNATIONAL INC COMMON STOCK 832110100 2,644,000.00 66,100 66,100 66,100
SMITHFIELD FOODS INC COMMON STOCK 832248108 387,947.70 17,100 17,100 17,100
SMITHKLINE BEECHAM PLC ADR 832378301 2,717,000.00 38,000 38,000 38,000
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 256,450.00 9,200 9,200 9,200
SNAP-ON INC COMMON STOCK 833034101 389,760.00 13,440 13,440 13,440
SNYDER OIL CORP COMMON STOCK 833482102 223,661.20 15,100 15,100 15,100
SODEXHO MARRIOTT SERVICES COMMON STOCK 833793102 584,643.00 26,500 26,500 26,500
SOLA INTERNATIONAL INC COMMON STOCK 834092108 138,713.00 11,500 11,500 11,500
SOLECTRON CORP COMMON STOCK 834182107 3,333,781.30 68,650 68,650 68,650
SOLUTIA INC COMMON STOCK 834376105 1,023,040.00 58,880 58,880 58,880
SONAT INC COMMON STOCK 835415100 751,800.00 25,060 25,060 25,060
SONIC CORP COMMON STOCK 835451105 233,005.05 8,650 8,650 8,650
SONOCO PRODUCTS CO COMMON STOCK 835495102 374,946.00 16,302 16,302 16,302
SOUTHDOWN INC COMMON STOCK 841297104 810,673.70 15,100 15,100 15,100
SOUTHERN CO COMMON STOCK 842587107 4,992,614.48 214,165 214,165 214,165
SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,412,706.94 37,862 37,862 37,862
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,336,328.50 77,234 77,234 77,234
SOUTHWEST GAS CORP COMMON STOCK 844895102 376,750.00 13,700 13,700 13,700
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 79,800.60 11,300 11,300 11,300
SOVEREIGN BANCORP INC COMMON STOCK 845905108 354,882.50 28,970 28,970 28,970
SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 4,900,675.00 177,400 177,400 177,400
SPEEDFAM INTL INC COMMON STOCK 847706108 345,600.00 28,800 28,800 28,800
SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 106,389.60 14,550 14,550 14,550
SPRINT CORP COMMON STOCK 852061100 9,652,556.25 98,370 98,370 98,370
SPRINT PCS GROUP COMMON STOCK 852061506 3,632,919.32 81,985 81,985 81,985
STANDARD PACIFIC CORP COMMON STOCK 85375C101 173,812.50 13,500 13,500 13,500
STANLEY WORKS (THE) COMMON STOCK 854616109 1,000,912.50 39,060 39,060 39,060
STAPLES INC COMMON STOCK 855030102 3,336,385.13 101,487 101,487 101,487
STARBUCKS CORP COMMON STOCK 855244109 768,898.80 27,400 27,400 27,400
STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 2,248,172.14 78,712 78,712 78,712
STATE STREET CORP COMMON STOCK 857477103 3,932,647.95 47,850 47,850 47,850
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 462,330.30 26,900 26,900 26,900
STEIN MART INC COMMON STOCK 858375108 207,000.00 20,700 20,700 20,700
STERIS CORP COMMON STOCK 859152100 276,900.00 10,400 10,400 10,400
STERLING COMM INC COMMON STOCK 859205106 1,525,630.50 49,614 49,614 49,614
STERLING SOFTWARE INC COMMON STOCK 859547101 296,875.00 12,500 12,500 12,500
STEWART ENTERPRISES INC COMMON STOCK 860370105 252,173.40 15,700 15,700 15,700
STILLWATER MINING CO COMMON STOCK 86074Q102 407,493.75 15,450 15,450 15,450
STONE ENERGY CORP COMMON STOCK 861642106 217,600.00 6,800 6,800 6,800
STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 429,275.00 15,400 15,400 15,400
STRIDE RITE CORP COMMON STOCK 863314100 260,925.00 21,300 21,300 21,300
STRYKER CORP COMMON STOCK 863667101 670,812.10 13,300 13,300 13,300
STURM RUGER COMPANY INC COMMON STOCK 864159108 122,000.00 12,200 12,200 12,200
SUIZA FOODS CORP COMMON STOCK 865077101 2,523,156.30 74,900 74,900 74,900
SUMMIT BANCORP COMMON STOCK 866005101 3,219,450.00 82,550 82,550 82,550
SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 156,750.00 14,250 14,250 14,250
SUN COMMUNITIES INC COMMON STOCK 866674104 930,275.00 29,300 29,300 29,300
SUN MICROSYSTEMS INC COMMON STOCK 866810104 11,324,914.40 90,645 90,645 90,645
SUNDSTRAND CORP COMMON STOCK 867323107 1,052,925.00 15,150 15,150 15,150
SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 2,380,000.00 59,500 59,500 59,500
SUNOCO INC COMMON STOCK 86764P109 961,052.30 26,650 26,650 26,650
SUNRISE ASSISTED LIVING INC COMMON STOCK 86768K106 728,992.00 16,000 16,000 16,000
SUNRISE MEDICAL INC COMMON STOCK 867910101 62,500.00 10,000 10,000 10,000
SUNTRUST BANKS INC COMMON STOCK 867914103 4,559,065.50 73,238 73,238 73,238
SUNTRUST STABLE ASSET FUND CLASS A 867915$01 23,322,713.80 875,806 875,806 875,806
SUPERIOR SVCS INC COMMON STOCK 868316100 295,198.80 14,900 14,900 14,900
SUPERVALU INC COMMON STOCK 868536103 567,187.50 27,500 27,500 27,500
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 299,512.50 16,300 16,300 16,300
SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 7,365,000.00 294,600 294,600 294,600
SYLVAN LEARNING SYSTEMS INC COMMON STOCK 871399101 492,750.00 18,000 18,000 18,000
SYMANTEC CORP COMMON STOCK 871503108 442,902.55 26,150 26,150 26,150
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 387,000.00 8,600 8,600 8,600
SYNOPSYS INC COMMON STOCK 871607107 2,311,250.00 43,000 43,000 43,000
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,174,105.65 57,450 57,450 57,450
SYSCO CORP COMMON STOCK 871829107 1,932,879.52 73,460 73,460 73,460
SYSTEM SOFTWARE ASSOCIATES INC COMMON STOCK 871839106 48,937.50 21,750 21,750 21,750
TCA CABLE TV INC COMMON STOCK 872241104 1,285,425.00 29,550 29,550 29,550
TCBY ENTERPRISES INC COMMON STOCK 872245105 63,000.00 10,500 10,500 10,500
TCF FINANCIAL CORP COMMON STOCK 872275102 364,000.00 14,000 14,000 14,000
TCSI CORP COMMON STOCK 87233R106 19,631.80 10,300 10,300 10,300
TECO ENERGY INC COMMON STOCK 872375100 902,325.00 45,400 45,400 45,400
TJX COMPANIES INC COMMON STOCK 872540109 2,427,600.00 71,400 71,400 71,400
TRW INC COMMON STOCK 872649108 1,905,995.00 41,890 41,890 41,890
TALBOTS INC COMMON STOCK 874161102 394,875.00 16,200 16,200 16,200
TANDY CORP COMMON STOCK 875382103 4,886,722.96 76,580 76,580 76,580
TASTY BAKING CO COMMON STOCK 876553306 814,071.88 73,175 73,175 73,175
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 133,950.00 18,800 18,800 18,800
TEKTRONIX INC COMMON STOCK 879131100 905,970.00 35,880 35,880 35,880
TEL-SAVE COM INC COMMON STOCK 879176105 232,745.10 22,300 22,300 22,300
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2,971,031.25 36,850 36,850 36,850
TELEFLEX INC COMMON STOCK 879369106 1,372,698.60 40,300 40,300 40,300
TELEFONICA SA SPONSORED ADR ADR SPONSORED 879382208 651,525.00 5,100 5,100 5,100
TELEFONOS DE MEXICO SA ADR SPONSORED CLASS L 879403780 1,683,350.00 25,700 25,700 25,700
TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 524,287.50 9,300 9,300 9,300
TELESP PARTICIPACOES S.A. ADR COMMON STOCK 87952K100 926,062.50 44,900 44,900 44,900
TELLABS INC COMMON STOCK 879664100 6,065,876.25 62,055 62,055 62,055
TELXON CORP CONVERTIBLE SUBORDINATED NOTES 879700AC6 68,000.00 100,000 100,000 100,000
TEMPLE-INLAND INC COMMON STOCK 879868107 811,985.00 12,940 12,940 12,940
TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,317,958.39 69,597 69,597 69,597
TENNECO INC COMMON STOCK 88037E101 1,090,381.11 39,030 39,030 39,030
TERADYNE INC COMMON STOCK 880770102 725,674.60 13,300 13,300 13,300
TERAYON COMMUNICATION SYSTEMS COMMON STOCK 880775101 480,000.00 12,000 12,000 12,000
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 3,059,686.50 64,500 64,500 64,500
TETRA TECH INC COMMON STOCK 88162G103 511,806.60 24,300 24,300 24,300
TEXACO INC COMMON STOCK 881694103 9,483,833.00 167,116 167,116 167,116
TEXAS INDUSTRIES INC COMMON STOCK 882491103 240,681.25 9,700 9,700 9,700
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 11,503,571.30 115,905 115,905 115,905
TEXAS UTILITIES CO COMMON STOCK 882848104 2,704,360.75 64,873 64,873 64,873
TEXTRON INC COMMON STOCK 883203101 3,475,685.00 44,920 44,920 44,920
THERMO ELECTRON CORP COMMON STOCK 883556102 487,350.47 35,935 35,935 35,935
THERMO ELECTRON CORP CONVERTIBLE BOND 883556AF9 1,548,750.00 1,750,000 1,750,000 1,750,000
THERMO TERRATECH INC CONVERTIBLE BOND 883598AA2 506,250.00 600,000 600,000 600,000
THOMAS & BETTS CORP COMMON STOCK 884315102 487,554.76 12,980 12,980 12,980
3COM CORP COMMON STOCK 885535104 1,972,428.32 84,610 84,610 84,610
TIDEWATER INC COMMON STOCK 886423102 230,287.50 8,900 8,900 8,900
TIFFANY & CO COMMON STOCK 886547108 388,700.00 5,200 5,200 5,200
TIMBERLAND CO (THE) COMMON STOCK 887100105 334,228.60 5,300 5,300 5,300
TIME WARNER INC COMMON STOCK 887315109 23,419,192.70 329,560 329,560 329,560
TIMES MIRROR CO (THE) COMMON STOCK CLASS A 887364107 906,619.74 16,770 16,770 16,770
TIMKEN CO (THE) COMMON STOCK 887389104 218,400.00 13,440 13,440 13,440
TOLL BROTHERS INC COMMON STOCK 889478103 306,312.50 16,900 16,900 16,900
TORCHMARK CORP COMMON STOCK 891027104 1,198,587.50 37,900 37,900 37,900
TOSCO CORP COMMON STOCK 891490302 615,337.60 24,800 24,800 24,800
TOTAL RENAL CARE HOLDINGS INC COMMON STOCK 89151A107 481,800.00 43,800 43,800 43,800
TOTAL SA ADR 89151E109 488,000.00 8,000 8,000 8,000
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 981,537.50 52,700 52,700 52,700
TOYS R US INC COMMON STOCK 892335100 1,973,378.80 104,900 104,900 104,900
TRANSACTION NETWORK SERVICES COMMON STOCK 893414102 505,987.50 30,900 30,900 30,900
TRANSAMERICA CORP COMMON STOCK 893485102 3,415,100.00 48,100 48,100 48,100
TRANSOCEAN OFFSHORE INC COMMON STOCK 893817106 453,789.00 15,750 15,750 15,750
TREDEGAR INDUSTRIES INC COMMON STOCK 894650100 521,288.45 16,850 16,850 16,850
TRIARC COMPANIES INC COMMON STOCK 895927101 231,563.36 13,280 13,280 13,280
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 2,425,521.75 34,527 34,527 34,527
TRIBUNE CO COMMON STOCK 896047107 7,269,396.33 111,090 111,090 111,090
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 1,431,650.00 41,800 41,800 41,800
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 97,500.00 10,000 10,000 10,000
TRINITY INDUSTRIES INC COMMON STOCK 896522109 208,562.50 7,100 7,100 7,100
TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 762,187.50 27,100 27,100 27,100
TRUSTCO BANK CORP COMMON STOCK 898349105 307,875.00 12,315 12,315 12,315
TUBOSCOPE VETCO INTERNATIONAL COMMON STOCK 898600101 182,700.00 20,300 20,300 20,300
TUPPERWARE CORPORATION COMMON STOCK 899896104 699,120.00 38,840 38,840 38,840
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 9,845,391.50 137,218 137,218 137,218
TYSON FOODS INC COMMON STOCK 902494103 615,438.25 29,750 29,750 29,750
UST CORP COMMON STOCK 902900109 423,754.20 19,400 19,400 19,400
USX-MARATHON GROUP COMMON STOCK 902905827 2,699,400.00 98,160 98,160 98,160
UST INC COMMON STOCK 902911106 2,548,232.50 97,540 97,540 97,540
U S BANCORP COMMON STOCK 902973106 5,821,400.17 170,906 170,906 170,906
USA NETWORKS INC COMMON STOCK 902984103 204,128.40 5,700 5,700 5,700
UNUM CORP COMMON STOCK 903192102 1,693,207.20 35,600 35,600 35,600
USG CORP COMMON STOCK 903293405 385,312.50 7,500 7,500 7,500
U S FOODSERVICE INC COMMON STOCK 90331R101 2,780,700.00 59,800 59,800 59,800
USX-US STEEL GROUP COMMON STOCK 90337T101 652,360.00 27,760 27,760 27,760
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 314,341.00 14,536 14,536 14,536
UNICAPITAL CORP COMMON STOCK 90459D108 520,837.50 81,700 81,700 81,700
UNILEVER NV ADR 904784501 7,466,190.06 112,380 112,380 112,380
UNICOM CORP COMMON STOCK 904911104 4,579,756.12 125,260 125,260 125,260
UNION CAMP CORP COMMON STOCK 905530101 3,185,081.25 47,450 47,450 47,450
UNION CARBIDE CORP COMMON STOCK 905581104 1,341,602.03 29,690 29,690 29,690
UNION PACIFIC CORP COMMON STOCK 907818108 5,940,911.91 111,176 111,176 111,176
UNION PAC RES GROUP IN COMMON STOCK 907834105 682,290.00 57,456 57,456 57,456
UNION PLANTERS CORP COMMON STOCK 908068109 1,385,465.42 31,533 31,533 31,533
UNIPHASE CORP COMMON STOCK 909149106 264,787.50 2,300 2,300 2,300
UNISYS CORP COMMON STOCK 909214108 1,648,207.11 59,530 59,530 59,530
UNISYS CORP CONVERTIBLE PFD STOCK SERIES A 909214207 430,458.75 8,298 8,298 8,298
UNIT CORP COMMON STOCK 909218109 321,850.00 62,800 62,800 62,800
UNITED BANKSHARES INC COMMON STOCK 909907107 448,350.00 19,600 19,600 19,600
UNITED HEALTHCARE CORP COMMON STOCK 910581107 2,396,542.50 45,540 45,540 45,540
UNITED ILLUMINATING CO COMMON STOCK 910637107 268,396.80 6,400 6,400 6,400
UNITED RENTALS INC COMMON STOCK 911363109 1,197,000.00 42,000 42,000 42,000
UNITED STATES BIOSCIENCE INC COMMON STOCK 911646206 135,393.75 12,450 12,450 12,450
UNITED STATES FILTER CO COMMON STOCK 911843209 863,625.00 28,200 28,200 28,200
US AIR GROUP INC COMMON STOCK 911905107 973,311.28 19,940 19,940 19,940
US HOME CORP COMMON STOCK 911920106 202,275.00 6,200 6,200 6,200
U S WEST INC COMMON STOCK 91273H101 9,732,593.93 176,757 176,757 176,757
US TRUST CORP COMMON STOCK 91288L105 5,898,979.31 79,515 79,515 79,515
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 7,940,671.31 58,630 58,630 58,630
UNITED WATER RESOURCES INC COMMON STOCK 913190104 354,825.00 17,100 17,100 17,100
UNITRODE CORP COMMON STOCK 913283107 1,183,195.80 83,400 83,400 83,400
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 704,975.00 16,300 16,300 16,300
UNIVISION COMMUNICATIONS INC COMMON STOCK 914906102 1,820,000.00 36,400 36,400 36,400
UNOCAL CORP COMMON STOCK 915289102 5,779,115.88 156,990 156,990 156,990
USFREIGHTWAYS CORP COMMON STOCK 916906100 394,500.00 12,000 12,000 12,000
USWEB CORP COMMON STOCK 917327108 426,937.50 10,350 10,350 10,350
UTILICORP UNITED INC COMMON STOCK 918005109 329,875.00 14,500 14,500 14,500
VF CORP COMMON STOCK 918204108 1,225,918.26 25,980 25,980 25,980
VLSI TECHNOLOGY INC COMMON STOCK 918270109 403,000.00 20,800 20,800 20,800
VWR SCIENTIFIC PRODUCTS CORP COMMON STOCK 918435108 389,250.00 17,300 17,300 17,300
VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 895,275.00 17,300 17,300 17,300
VALENCE TECHNOLOGY INC COMMON STOCK 918914102 81,487.50 12,300 12,300 12,300
VALERO ENERGY CORP - W/I COMMON STOCK 91913Y100 243,277.50 9,780 9,780 9,780
VALMONT INDUSTRIES INC COMMON STOCK 920253101 158,175.00 11,400 11,400 11,400
VANTIVE CORP COMMON STOCK 922091103 144,744.00 12,000 12,000 12,000
VEECO INSTRUMENTS INC COMMON STOCK 922417100 565,136.10 15,300 15,300 15,300
VERIO INC COMMON STOCK 923433106 507,375.00 11,000 11,000 11,000
VERITAS SOFTWARE CORP COMMON STOCK 923436109 226,100.00 2,800 2,800 2,800
VERITY INC COMMON STOCK 92343C106 435,500.00 13,000 13,000 13,000
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 290,375.00 11,500 11,500 11,500
VIACOM INC COMMON STOCK CLASS B 925524308 6,688,771.66 79,688 79,688 79,688
VIATEL INC COMMON STOCK 925529208 869,250.00 30,500 30,500 30,500
VIAD CORP COMMON STOCK 92552R109 3,117,725.20 112,100 112,100 112,100
VICOR CORP COMMON STOCK 925815102 238,750.00 19,100 19,100 19,100
VIGNETTE CORPORATION COMMON STOCK 926734104 376,250.00 5,000 5,000 5,000
VINTAGE PETROLEUM INC COMMON STOCK 927460105 217,800.00 24,200 24,200 24,200
VISIO CORP COMMON STOCK 927914101 540,000.00 19,200 19,200 19,200
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 620,326.64 42,599 42,599 42,599
VISX INC COMMON STOCK 92844S105 1,505,868.00 14,000 14,000 14,000
VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 1,746,562.50 34,500 34,500 34,500
VLASIC FOODS INTERNATIONAL COMMON STOCK 928559103 275,428.73 21,290 21,290 21,290
VOLVO AB SPONSORED ADR 928856400 387,180.00 15,000 15,000 15,000
VULCAN MATERIALS CO COMMON STOCK 929160109 640,336.00 15,500 15,500 15,500
WD-40 CO COMMON STOCK 929236107 203,000.00 7,000 7,000 7,000
WICOR INC COMMON STOCK 929253102 344,250.00 17,000 17,000 17,000
WPP GROUP PLC - ADR SPONSORED COMMON STOCK 929309300 5,215,950.00 60,300 60,300 60,300
WPS RESOURCES CORP COMMON STOCK 92931B106 1,032,500.00 35,000 35,000 35,000
WABASH NATIONAL CORP COMMON STOCK 929566107 120,318.75 10,350 10,350 10,350
WACHOVIA CORP COMMON STOCK 929771103 3,766,670.87 46,395 46,395 46,395
WADDELL & REED FINANCIAL INC CLASS A 930059100 1,415,545.50 69,051 69,051 69,051
WADDELL & REED FINANCIAL INC CLASS B 930059209 636,000.00 32,000 32,000 32,000
WAL-MART STORES INC COMMON STOCK 931142103 46,970,659.30 509,515 509,515 509,515
WALGREEN CO COMMON STOCK 931422109 6,755,846.25 239,145 239,145 239,145
WANG LABORATORIES INC COMMON STOCK 93369N109 686,875.00 35,000 35,000 35,000
WARNACO GROUP INC COMMON STOCK 934390105 2,500,793.10 101,300 101,300 101,300
WARNER-LAMBERT CO COMMON STOCK 934488107 16,114,879.80 243,475 243,475 243,475
WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 522,637.50 23,100 23,100 23,100
WASHINGTON MUTUAL INC COMMON STOCK 939322103 5,552,664.38 135,845 135,845 135,845
WASHINGTON POST CO COMMON STOCK 939640108 3,611,387.50 6,925 6,925 6,925
WASTE MANAGEMENT INC COMMON STOCK 94106L109 6,834,548.75 154,018 154,018 154,018
WATERS CORP COMMON STOCK 941848103 609,359.60 5,800 5,800 5,800
WATSCO INC COMMON STOCK 942622200 188,662.50 12,900 12,900 12,900
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 630,987.50 14,300 14,300 14,300
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 408,177.00 15,624 15,624 15,624
WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 325,991.60 4,300 4,300 4,300
WELLS FARGO COMPANY COMMON STOCK 949746101 15,454,102.40 440,765 440,765 440,765
WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,623,468.33 57,090 57,090 57,090
WERNER ENTERPRISES INC COMMON STOCK 950755108 341,964.00 21,712 21,712 21,712
WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 350,037.40 12,700 12,700 12,700
WESTERN BANCORP COMMON STOCK 957683105 541,397.50 17,500 17,500 17,500
WESTERN DIGITAL CORP COMMON STOCK 958102105 318,273.70 40,100 40,100 40,100
WESTERN WIRELESS CORP COMMON STOCK CLASS A 95988E204 3,190,000.00 88,000 88,000 88,000
WESTPOINT STEVENS INC COMMON STOCK 961238102 210,421.20 7,600 7,600 7,600
WESTVACO CORP COMMON STOCK 961548104 467,670.00 22,270 22,270 22,270
WESTWOOD ONE INC COMMON STOCK 961815107 370,500.00 13,000 13,000 13,000
WEYERHAEUSER CO COMMON STOCK 962166104 4,786,875.00 86,250 86,250 86,250
WHIRLPOOL CORP COMMON STOCK 963320106 2,183,156.25 40,150 40,150 40,150
WHITMAN CORP COMMON STOCK 96647K102 5,472,340.80 318,400 318,400 318,400
WHITNEY HOLDING CORP COMMON STOCK 966612103 396,739.50 10,750 10,750 10,750
WHITTMAN HART INC COMMON STOCK 966834103 505,250.00 23,500 23,500 23,500
WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,059,062.50 59,900 59,900 59,900
WILD OATS MARKETS INC COMMON STOCK 96808B107 1,085,000.00 40,000 40,000 40,000
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 961,870.00 25,480 25,480 25,480
WILLIAMS COMPANIES INC COMMON STOCK 969457100 3,852,237.50 97,525 97,525 97,525
WILLIAMS-SONOMA INC COMMON STOCK 969904101 786,762.50 27,850 27,850 27,850
WILMINGTON TRUST CO COMMON STOCK 971807102 314,187.50 5,500 5,500 5,500
WINN-DIXIE STORES INC COMMON STOCK 974280109 1,125,361.25 30,110 30,110 30,110
WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 140,000.00 10,000 10,000 10,000
WISCONSIN ENERGY CORP COMMON STOCK 976657106 488,537.50 18,700 18,700 18,700
WITCO CORP COMMON STOCK 977385103 730,771.20 57,600 57,600 57,600
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 190,000.00 20,000 20,000 20,000
WORLD COLOR PRESS INC COMMON STOCK 981443104 374,000.00 17,600 17,600 17,600
WORLDWAY CORP CONVERTIBLE SUB DEBENTURES 98155FAA1 203,750.00 250,000 250,000 250,000
WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 970,667.50 82,610 82,610 82,610
WRIGLEY (WM) JR CO COMMON STOCK 982526105 2,430,946.56 26,880 26,880 26,880
XILINX INC COMMON STOCK 983919101 2,859,621.00 70,500 70,500 70,500
XIRCOM INC COMMON STOCK 983922105 276,375.00 11,000 11,000 11,000
XEROX CORP COMMON STOCK 984121103 9,360,373.75 175,370 175,370 175,370
XYLAN CORP COMMON STOCK 984151100 710,471.60 19,300 19,300 19,300
YPF SA ADR SPONSORED 984245100 1,565,475.20 49,600 49,600 49,600
YAHOO INC COMMON STOCK 984332106 1,397,512.50 8,300 8,300 8,300
YELLOW CORP COMMON STOCK 985509108 205,025.00 11,800 11,800 11,800
YORK INTERNATIONAL CORP COMMON STOCK 986670107 227,762.40 6,450 6,450 6,450
YOUNG & RUBICAM INC COMMON STOCK 987425105 4,429,525.00 108,700 108,700 108,700
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ZALE CORP COMMON STOCK 988858106 765,788.80 22,400 22,400 22,400
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 337,250.00 14,200 14,200 14,200
ZENITH ELECTRONICS CORP CONVERTIBLE SUB DEBENTURES 989349AB1 154,500.00 515,000 515,000 515,000
ZIONS BANCORP COMMON STOCK 989701107 804,650.00 12,100 12,100 12,100
ACE LTD COMMON STOCK G0070K103 2,675,844.60 85,800 85,800 85,800
FRUIT OF THE LOOM INC CLASS A COMMON STOCK G3682L105 120,868.75 11,650 11,650 11,650
PARTNERRE LTD COMMON STOCK G6852T105 1,320,300.00 32,600 32,600 32,600
RSL COMMUNICATIONS LTD CLASS A G7702U102 4,500,749.88 125,240 125,240 125,240
SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 945,587.50 50,600 50,600 50,600
XL CAPITAL LTD CLASS A COMMON STOCK G98255105 6,396,975.00 105,300 105,300 105,300
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 1,111,500.00 38,000 38,000 38,000
GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 1,218,000.00 20,300 20,300 20,300
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 1,813,500.00 46,500 46,500 46,500
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 765,000.00 15,000 15,000 15,000
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3,723,836,822.18 107,382,198 107,382,198 107,382,198
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