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GW Capital Management, LLC
2ND Quarter 1999
Form 13F
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SEC USE ONLY
Today's Date
8/10/1999
Item 6:
Item 5: Investment Item 8:
Item 3: Item 4: Shares or Discretion Item 7: Voting
Item 1: Item 2: CUSIP Fair Market Principal Managers Authority
Name of Issuer Title of Class Number Value Amount (A) Sole See Inst (Shares)
(A)Sole
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AAR CORP COMMON STOCK 000361105 813,328.95 35,850.00 35,850.00 35,850.00
ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 861,121.80 18,900.00 18,900.00 18,900.00
ABN AMRO HOLDING NV ADR SPONSORED 000937102 551,550.00 25,000.00 25,000.00 25,000.00
ABM INDUSTRIES INC COMMON STOCK 000957100 300,732.60 9,800.00 9,800.00 9,800.00
AFLAC INC COMMON STOCK 001055102 2,868,861.50 59,924.00 59,924.00 59,924.00
AHL SERVICES INC COMMON STOCK 001296102 830,402.10 33,300.00 33,300.00 33,300.00
AES CORP COMMON STOCK 00130H105 2,184,570.00 37,584.00 37,584.00 37,584.00
AMR CORP COMMON STOCK 001765106 2,493,855.00 36,540.00 36,540.00 36,540.00
AT&T CORP COM LIBERTY MEDIA GR COMMON STOCK 001957109 41,517,263.20 743,877.00 743,877.00 743,877.00
AT&T CORP COM LIBERTY MEDIA GR COMMON STOCK 001957208 4,345,540.50 118,246.00 118,246.00 118,246.00
AVX CORP NEW COMMON STOCK 002444107 524,062.50 21,500.00 21,500.00 21,500.00
ABBOTT LABORATORIES COMMON STOCK 002824100 16,706,690.00 367,180.00 367,180.00 367,180.00
ABERCROMBIE & FITCH CO COMMON STOCK CLASS A 002896207 1,485,600.00 30,950.00 30,950.00 30,950.00
ACCREDO HEALTH INC COMMON STOCK 00437V104 350,425.00 10,700.00 10,700.00 10,700.00
AC NIELSEN CORP COMMON STOCK 004833109 2,095,296.50 69,266.00 69,266.00 69,266.00
ACTION PERFORMANCE COS COMMON STOCK 004933107 792,000.00 24,000.00 24,000.00 24,000.00
ACTEL CORP COMMON STOCK 004934105 498,550.00 33,800.00 33,800.00 33,800.00
ACXIOM CORP COMMON STOCK 005125109 2,364,027.60 94,800.00 94,800.00 94,800.00
ADAPTEC INC COMMON STOCK 00651F108 250,715.20 7,100.00 7,100.00 7,100.00
ADOBE SYSTEMS INC COMMON STOCK 00724F101 1,141,968.40 13,900.00 13,900.00 13,900.00
ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 537,500.00 34,400.00 34,400.00 34,400.00
ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 61,425.00 18,900.00 18,900.00 18,900.00
ADVANTAGE LEARNING SYS INC COMMON STOCK 00757K100 420,375.00 19,000.00 19,000.00 19,000.00
ADVO INC COMMON STOCK 007585102 672,300.00 32,400.00 32,400.00 32,400.00
ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 216,462.26 62,980.00 62,980.00 62,980.00
AEROFLEX INC COMMON STOCK 007768104 1,015,150.00 51,400.00 51,400.00 51,400.00
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 590,627.40 32,700.00 32,700.00 32,700.00
AETNA INC COMMON STOCK 008117103 2,838,372.63 31,736.00 31,736.00 31,736.00
AFFILIATED COMPUTER SERVICES COMMON STOCK CLASS A 008190100 3,680,437.50 72,700.00 72,700.00 72,700.00
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 965,984.00 32,000.00 32,000.00 32,000.00
AIR EXPRESS INTERNATIONAL CORP COMMON STOCK 009104100 376,184.38 14,825.00 14,825.00 14,825.00
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 2,083,340.00 51,760.00 51,760.00 51,760.00
AIRBORNE FREIGHT CORP COMMON STOCK 009266107 213,189.90 7,700.00 7,700.00 7,700.00
AKZO NOBEL NV ADR SPONSORED 010199305 635,625.00 15,000.00 15,000.00 15,000.00
ALBERTO-CULVER CO COMMON STOCK 013068101 304,590.00 11,440.00 11,440.00 11,440.00
ALBERTSON'S INC COMMON STOCK 013104104 4,787,583.26 92,851.00 92,851.00 92,851.00
ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,142,386.49 35,770.00 35,770.00 35,770.00
ALCOA INC COMMON STOCK 013817101 5,136,738.75 83,018.00 83,018.00 83,018.00
ALEXANDER & BALDWIN INC COMMON STOCK 014482103 416,075.00 18,700.00 18,700.00 18,700.00
ALKERMES INC COMMON STOCK 01642T108 344,562.50 14,900.00 14,900.00 14,900.00
ALLEGHENY ENERGY INC COMMON STOCK 017361106 602,765.60 18,800.00 18,800.00 18,800.00
ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 918,122.50 40,580.00 40,580.00 40,580.00
ALLEN GROUP INC COMMON STOCK 018091108 132,225.00 12,300.00 12,300.00 12,300.00
ALLERGAN INC COMMON STOCK 018490102 1,633,562.50 14,750.00 14,750.00 14,750.00
ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 49,875.00 19,000.00 19,000.00 19,000.00
ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 353,155.25 12,446.00 12,446.00 12,446.00
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1,704,050.00 19,700.00 19,700.00 19,700.00
ALLIED-SIGNAL INC COMMON STOCK 019512102 11,775,960.00 186,920.00 186,920.00 186,920.00
ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 535,225.00 27,100.00 27,100.00 27,100.00
ALLMERICA FINL CORP COMMON STOCK 019754100 2,456,743.99 40,399.00 40,399.00 40,399.00
ALLSTATE CORP COMMON STOCK 020002101 6,617,000.25 184,446.00 184,446.00 184,446.00
ALLTEL CORP COMMON STOCK 020039103 8,666,157.50 121,205.00 121,205.00 121,205.00
ALPHA INDUSTRIES INC COMMON STOCK 020753109 845,343.75 17,750.00 17,750.00 17,750.00
ALPHARMA INC COMMON STOCK 020813101 435,065.51 12,234.00 12,234.00 12,234.00
ALTERA CORP COMMON STOCK 021441100 1,122,766.00 30,500.00 30,500.00 30,500.00
ALTERRA HEALTHCARE CORPORATION COMMON STOCK 02146C104 218,625.00 15,900.00 15,900.00 15,900.00
ALZA CORP COMMON STOCK 022615108 2,846,965.00 55,960.00 55,960.00 55,960.00
AMAZON.COM INC COMMON STOCK 023135106 750,750.00 6,000.00 6,000.00 6,000.00
AMBAC INC COMMON STOCK 023139108 582,675.00 10,200.00 10,200.00 10,200.00
AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 170,343.75 11,850.00 11,850.00 11,850.00
AMERADA HESS CORP COMMON STOCK 023551104 3,145,765.00 52,870.00 52,870.00 52,870.00
AMEREN CORP COMMON STOCK 023608102 1,186,823.63 30,927.00 30,927.00 30,927.00
AMERICA ONLINE INC COMMON STOCK 02364J104 28,095,951.00 254,262.00 254,262.00 254,262.00
AMERICAN BANKERS INSURANCE GRP COMMON STOCK 024456105 1,181,282.90 21,700.00 21,700.00 21,700.00
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,627,937.08 43,340.00 43,340.00 43,340.00
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 518,700.00 11,400.00 11,400.00 11,400.00
AMERICAN EXPRESS CO COMMON STOCK 025816109 14,591,566.90 112,135.00 112,135.00 112,135.00
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 265,683.60 7,800.00 7,800.00 7,800.00
AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 275,824.20 14,100.00 14,100.00 14,100.00
AMERICAN GENERAL CORP COMMON STOCK 026351106 6,363,006.75 84,418.00 84,418.00 84,418.00
AMERICAN GREETINGS CORP COMMON STOCK 026375105 456,393.75 15,150.00 15,150.00 15,150.00
AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 20,451,887.50 355,685.00 355,685.00 355,685.00
AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 36,192,877.95 309,177.00 309,177.00 309,177.00
AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 605,971.80 18,900.00 18,900.00 18,900.00
AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 507,150.00 25,200.00 25,200.00 25,200.00
AMERICAN STANDARD COS INC COMMON STOCK 029712106 523,200.00 10,900.00 10,900.00 10,900.00
AMERICAN STATES WATER CO COMMON STOCK 029899101 607,225.00 21,400.00 21,400.00 21,400.00
AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 372,075.00 12,100.00 12,100.00 12,100.00
AMERICAN XTAL TECHNOLOGY INC COMMON STOCK 030514103 1,000,104.00 42,000.00 42,000.00 42,000.00
AMERICREDIT CORP COMMON STOCK 03060R101 456,000.00 28,500.00 28,500.00 28,500.00
AMERISOURCE HEALTH CORP COMMON STOCK CLASS A 03071P102 1,479,000.00 58,000.00 58,000.00 58,000.00
AMERUS LIFE HOLDINGS INC COMMON STOCK 030732101 577,800.00 21,400.00 21,400.00 21,400.00
AMES DEPARTMENT STORES INC COMMON STOCK 030789507 1,300,312.50 28,500.00 28,500.00 28,500.00
AMERITECH CORP COMMON STOCK 030954101 18,214,770.00 247,820.00 247,820.00 247,820.00
AMGEN INC COMMON STOCK 031162100 7,212,165.63 118,475.00 118,475.00 118,475.00
AMRESCO INC COMMON STOCK 031909104 520,109.60 80,800.00 80,800.00 80,800.00
AMSOUTH BANCORP COMMON STOCK 032165102 910,947.67 39,287.00 39,287.00 39,287.00
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 1,008,648.80 27,400.00 27,400.00 27,400.00
ANADIGICS INC COMMON STOCK 032515108 995,300.00 26,900.00 26,900.00 26,900.00
ANALOG DEVICES INC COMMON STOCK 032654105 3,671,982.04 73,166.00 73,166.00 73,166.00
ANALYSTS INTERNATIONAL CORP COMMON STOCK 032681108 145,906.25 10,150.00 10,150.00 10,150.00
ANAREN MICROWAVE INC COMMON STOCK 032744104 628,337.50 30,100.00 30,100.00 30,100.00
ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 197,713.20 11,100.00 11,100.00 11,100.00
ANCHOR GAMING CO COMMON STOCK 033037102 254,728.60 5,300.00 5,300.00 5,300.00
ANDREW CORP COMMON STOCK 034425108 368,741.26 19,472.00 19,472.00 19,472.00
ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 11,709,570.59 165,070.00 165,070.00 165,070.00
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 292,000.00 16,000.00 16,000.00 16,000.00
ANNTAYLOR STORES CORP COMMON STOCK 036115103 1,935,000.00 43,000.00 43,000.00 43,000.00
ANTEC CORP COMMON STOCK 03664P105 1,202,325.00 37,500.00 37,500.00 37,500.00
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 437,685.40 66,700.00 66,700.00 66,700.00
AON CORP COMMON STOCK 037389103 2,301,956.25 55,805.00 55,805.00 55,805.00
APACHE CORP COMMON STOCK 037411105 2,026,050.00 51,950.00 51,950.00 51,950.00
APOGEE ENTERPRISES INC COMMON STOCK 037598109 165,275.10 12,300.00 12,300.00 12,300.00
APOLLO GROUP INC COMMON STOCK CLASS A 037604105 265,620.00 10,000.00 10,000.00 10,000.00
APPLE COMPUTER INC COMMON STOCK 037833100 1,583,407.28 34,190.00 34,190.00 34,190.00
APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 394,637.50 13,100.00 13,100.00 13,100.00
APPLIED MAGNETICS CORP COMMON STOCK 038213104 56,647.00 18,500.00 18,500.00 18,500.00
APPLIED MATERIALS INC COMMON STOCK 038222105 6,239,482.50 84,460.00 84,460.00 84,460.00
APPLIED POWER INC COMMON STOCK 038225108 472,361.04 17,295.00 17,295.00 17,295.00
APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 658,000.00 8,000.00 8,000.00 8,000.00
APTARGROUP INC COMMON STOCK 038336103 483,000.00 16,100.00 16,100.00 16,100.00
ARCH CHEMICALS INC COMMON STOCK 03937R102 257,707.20 10,600.00 10,600.00 10,600.00
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 2,049,740.30 132,781.00 132,781.00 132,781.00
ARCTIC CAT INC COMMON STOCK 039670104 108,137.70 12,100.00 12,100.00 12,100.00
ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK 042476101 2,406,713.56 41,630.00 41,630.00 41,630.00
ARROW ELECTRONICS INC COMMON STOCK 042735100 286,900.00 15,100.00 15,100.00 15,100.00
ASHLAND INC COMMON STOCK 044204105 643,605.00 16,040.00 16,040.00 16,040.00
ASPECT TELECOMMUNICATIONS CORP COMMON STOCK 045237104 206,700.00 21,200.00 21,200.00 21,200.00
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 130,425.00 11,100.00 11,100.00 11,100.00
ASSOCIATED BANC-CORP COMMON STOCK 045487105 412,925.00 9,950.00 9,950.00 9,950.00
ASSOCIATED BRITISH FOODS LTD COMMON STOCK 045519402 345,840.00 52,800.00 52,800.00 52,800.00
AT HOME CORP CLASS A SHARES 045919107 593,307.00 11,000.00 11,000.00 11,000.00
ASSOCIATES FIRST CAPITAL CORP COMMON STOCK CLASS A 046008108 7,970,975.50 179,883.00 179,883.00 179,883.00
ASTEC INDUSTRIES INC COMMON STOCK 046224101 346,375.00 8,500.00 8,500.00 8,500.00
ASTORIA FINANCIAL CORP COMMON STOCK 046265104 384,668.44 8,755.00 8,755.00 8,755.00
ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 790,793.66 20,180.00 20,180.00 20,180.00
ATLANTIC RICHFIELD CO COMMON STOCK 048825103 9,253,655.88 110,740.00 110,740.00 110,740.00
ATMEL CORP COMMON STOCK 049513104 1,002,962.10 38,300.00 38,300.00 38,300.00
ATMOS ENERGY CORP COMMON STOCK 049560105 343,750.00 13,750.00 13,750.00 13,750.00
AUSPEX SYSTEMS INC COMMON STOCK 052116100 127,237.50 11,700.00 11,700.00 11,700.00
AUTHENTIC FITNESS CORP COMMON STOCK 052661105 180,250.00 10,300.00 10,300.00 10,300.00
AUTODESK INC COMMON STOCK 052769106 379,280.46 12,830.00 12,830.00 12,830.00
AUTOLIV INC COMMON STOCK 052800109 209,965.25 6,941.00 6,941.00 6,941.00
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 6,333,360.00 143,940.00 143,940.00 143,940.00
AUTONATION INC COMMON STOCK 05329W102 473,799.20 26,600.00 26,600.00 26,600.00
AUTOZONE INC COMMON STOCK 053332102 2,154,238.75 71,510.00 71,510.00 71,510.00
AVERY DENNISON CORP COMMON STOCK 053611109 2,142,105.00 35,480.00 35,480.00 35,480.00
AVIATION SALES COMPANY COMMON STOCK 053672101 256,750.00 6,500.00 6,500.00 6,500.00
AVID TECHNOLOGY INC COMMON STOCK 05367P100 174,150.00 10,800.00 10,800.00 10,800.00
AVNET INC COMMON STOCK 053807103 265,050.00 5,700.00 5,700.00 5,700.00
AVON PRODUCTS INC COMMON STOCK 054303102 3,607,500.00 65,000.00 65,000.00 65,000.00
AZTAR CORP COMMON STOCK 054802103 185,577.40 20,200.00 20,200.00 20,200.00
BB&T CORPORATION COMMON STOCK 054937107 2,540,207.88 69,240.00 69,240.00 69,240.00
BCE INC COMMON STOCK 05534B109 1,311,699.20 26,600.00 26,600.00 26,600.00
BEC ENERGY COMMON STOCK 05538M101 730,125.00 17,700.00 17,700.00 17,700.00
BISYS GROUP INC COMMON STOCK 055472104 702,000.00 12,000.00 12,000.00 12,000.00
BJ SERVICES COMPANY USA COMMON STOCK 055482103 2,784,740.20 94,600.00 94,600.00 94,600.00
BJ WHOLESALE COMMON STOCK 05548J106 2,994,175.20 99,600.00 99,600.00 99,600.00
BMC INDUSTRIES INC COMMON STOCK 055607105 124,775.20 12,100.00 12,100.00 12,100.00
BP AMOCO PLC SPONSORED ADR 055622104 4,857,436.50 44,769.00 44,769.00 44,769.00
BMC SOFTWARE INC COMMON STOCK 055921100 3,893,400.00 72,100.00 72,100.00 72,100.00
BAKER HUGHES INC COMMON STOCK 057224107 4,320,763.00 128,978.00 128,978.00 128,978.00
BAKER HUGHES INC CONVERTIBLE BOND 057224AHO 3,862,500.00 5,150,000.00 5,150,000.00 5,150,000.00
BALDOR ELECTRIC CO COMMON STOCK 057741100 321,040.88 16,153.00 16,153.00 16,153.00
BALL CORPORATION COMMON STOCK 058498106 203,645.00 4,820.00 4,820.00 4,820.00
BALLARD MEDICAL PRODUCTS CO COMMON STOCK 058566100 321,705.60 13,800.00 13,800.00 13,800.00
BANK OF AMERICA CORPORATION COMMON STOCK 060505104 31,683,100.40 432,168.00 432,168.00 432,168.00
BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 7,798,922.46 212,580.00 212,580.00 212,580.00
BANK ONE CORPORATION COMMON STOCK 06423A103 18,038,828.20 302,858.00 302,858.00 302,858.00
BANK UNITED CORP COMMON STOCK CLASS A 065412108 827,852.20 20,600.00 20,600.00 20,600.00
BANKBOSTON CORPORATION COMMON STOCK 06605R106 4,580,800.00 89,600.00 89,600.00 89,600.00
BANKNORTH GROUP INC COMMON STOCK 06646L100 343,200.00 10,400.00 10,400.00 10,400.00
BARD (CR) INC COMMON STOCK 067383109 551,750.48 11,540.00 11,540.00 11,540.00
BARNES & NOBLE INC COMMON STOCK 067774109 262,800.00 9,600.00 9,600.00 9,600.00
BARRICK GOLD CORP COMMON STOCK 067901108 1,265,303.75 65,306.00 65,306.00 65,306.00
BARR LABS INC COMMON STOCK 068306109 406,725.00 10,200.00 10,200.00 10,200.00
BARRETT RESOURCES CORP COMMON STOCK 068480201 549,146.25 14,310.00 14,310.00 14,310.00
BASIN EXPL INC COMMON STOCK 070107107 435,345.40 21,700.00 21,700.00 21,700.00
BATTLE MOUNTAIN GOLD CO COMMON STOCK 071593107 88,633.69 36,370.00 36,370.00 36,370.00
BAUSCH & LOMB INC COMMON STOCK 071707103 3,177,810.00 41,540.00 41,540.00 41,540.00
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 4,199,796.88 69,275.00 69,275.00 69,275.00
BE AEROSPACE INC COMMON STOCK 073302101 1,214,655.00 65,000.00 65,000.00 65,000.00
BEAR STEARNS CO COMMON STOCK 073902108 1,205,729.25 25,791.00 25,791.00 25,791.00
BECKMAN COULTER INC COMMON STOCK 075811109 209,087.50 4,300.00 4,300.00 4,300.00
BECTON DICKINSON & CO COMMON STOCK 075887109 1,658,400.00 55,280.00 55,280.00 55,280.00
BED BATH & BEYOND INC COMMON STOCK 075896100 1,055,862.50 27,425.00 27,425.00 27,425.00
BELDEN INC COMMON STOCK 077459105 260,913.30 10,900.00 10,900.00 10,900.00
BELL & HOWELL CO NEW COMMON STOCK 077852101 223,090.80 5,900.00 5,900.00 5,900.00
BELL ATLANTIC CORP COMMON STOCK 077853109 26,197,396.85 400,725.00 400,725.00 400,725.00
BELLSOUTH CORP COMMON STOCK 079860102 21,515,625.00 459,000.00 459,000.00 459,000.00
BELO (AH) CORP COMMON STOCK 080555105 350,428.60 17,800.00 17,800.00 17,800.00
BEMIS COMPANY INC COMMON STOCK 081437105 466,665.00 11,740.00 11,740.00 11,740.00
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 244,371.60 6,800.00 6,800.00 6,800.00
BENTON OIL & GAS CO COMMON STOCK 083288100 26,200.00 13,100.00 13,100.00 13,100.00
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 332,925.00 19,300.00 19,300.00 19,300.00
BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 2,856,000.00 1,275.00 1,275.00 1,275.00
BEST BUY INC COMMON STOCK 086516101 1,950,750.00 28,900.00 28,900.00 28,900.00
BESTFOODS COMMON STOCK 08658U101 3,119,490.00 63,020.00 63,020.00 63,020.00
BETHLEHEM STEEL CORP COMMON STOCK 087509105 456,838.41 59,430.00 59,430.00 59,430.00
BEVERLY ENTERPRISES INC COMMON STOCK 087851309 506,293.60 62,800.00 62,800.00 62,800.00
BIG FLOWER HOLDINGS INC COMMON STOCK 089159107 637,500.00 20,000.00 20,000.00 20,000.00
BILLING CONCEPTS CORP COMMON STOCK 090063108 185,704.20 16,600.00 16,600.00 16,600.00
BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 310,552.89 13,466.00 13,466.00 13,466.00
BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 150,800.00 23,200.00 23,200.00 23,200.00
BIOGEN INC COMMON STOCK 090597105 3,254,187.20 50,600.00 50,600.00 50,600.00
BIOMATRIX INC COMMON STOCK 09060P102 224,900.00 10,400.00 10,400.00 10,400.00
BIOMET INC COMMON STOCK 090613100 957,180.00 24,080.00 24,080.00 24,080.00
BIOVAIL CORP INTERNATIONAL COMMON STOCK 09067K106 459,558.00 9,000.00 9,000.00 9,000.00
BIRMINGHAM STEEL CORP COMMON STOCK 091250100 54,450.00 13,200.00 13,200.00 13,200.00
BLACK & DECKER CORP COMMON STOCK 091797100 1,241,037.50 19,660.00 19,660.00 19,660.00
BLANCH EW HOLDINGS COMMON STOCK 093210102 1,104,629.40 16,200.00 16,200.00 16,200.00
H&R BLOCK INC COMMON STOCK 093671105 2,398,500.00 47,970.00 47,970.00 47,970.00
BLOUNT INTERNATIONAL INC COMMON STOCK CLASS A 095177101 451,304.20 16,600.00 16,600.00 16,600.00
BLYTH INDUSTRIES INC COMMON STOCK 09643P108 228,593.75 6,650.00 6,650.00 6,650.00
BOB EVANS FARMS INC COMMON STOCK 096761101 1,415,100.00 71,200.00 71,200.00 71,200.00
BOEING CO (THE) COMMON STOCK 097023105 11,345,984.36 256,772.00 256,772.00 256,772.00
BOISE CASCADE CORP COMMON STOCK 097383103 532,936.25 12,430.00 12,430.00 12,430.00
BOMBAY COMPANY INC COMMON STOCK 097924104 126,835.50 16,500.00 16,500.00 16,500.00
BORDERS GROUP INC COMMON STOCK 099709107 1,037,267.20 65,600.00 65,600.00 65,600.00
BORG-WARNER SECURITY CORP COMMON STOCK 099733107 654,046.40 32,200.00 32,200.00 32,200.00
BOSTON COMMUNICATIONS GROUP COMMON STOCK 100582105 228,429.00 17,000.00 17,000.00 17,000.00
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 4,974,547.14 113,220.00 113,220.00 113,220.00
BOWATER INC COMMON STOCK 102183100 396,900.00 8,400.00 8,400.00 8,400.00
BOWNE & COMPANY INC COMMON STOCK 103043105 214,500.00 16,500.00 16,500.00 16,500.00
BOYDS COLLECTION LTD COMMON STOCK 103354106 1,038,720.00 60,000.00 60,000.00 60,000.00
BRADY CORPORATION CL A COMMON STOCK 104674106 3,906,500.00 120,200.00 120,200.00 120,200.00
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 855,878.40 43,200.00 43,200.00 43,200.00
BREED TECHNOLOGIES INC COMMON STOCK 106702103 36,900.00 16,400.00 16,400.00 16,400.00
BRIGGS & STRATTON CORP COMMON STOCK 109043109 214,830.00 3,720.00 3,720.00 3,720.00
BRIGHTPOINT INC COMMON STOCK 109473108 142,457.00 23,500.00 23,500.00 23,500.00
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 473,053.80 17,400.00 17,400.00 17,400.00
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 32,985,647.10 468,300.00 468,300.00 468,300.00
BRITISH AIRWAYS PLC ADR 110419306 571,496.00 8,000.00 8,000.00 8,000.00
BRITISH STEEL PLC - ADR SPONS COMMON STOCK 111015301 312,744.00 12,000.00 12,000.00 12,000.00
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 685,000.00 4,000.00 4,000.00 4,000.00
BROADBAND TECHNOLOGIES CONVERTIBLE NOTE 11309AC4 430,000.00 1,000,000.00 1,000,000.00 1,000,000.00
BROOKS AUTOMATION INC COMMON STOCK 11434A100 1,136,604.00 42,000.00 42,000.00 42,000.00
BROWN-FORMAN CORP COMMON STOCK CLASS B 115637209 2,408,659.65 36,950.00 36,950.00 36,950.00
BROWNING-FERRIS INDUSTRIES INC COMMON STOCK 115885105 3,362,858.00 78,206.00 78,206.00 78,206.00
BRUNSWICK CORP COMMON STOCK 117043109 578,963.75 20,770.00 20,770.00 20,770.00
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 239,954.60 15,800.00 15,800.00 15,800.00
BUCKLE INC COMMON STOCK 118440106 307,625.00 10,700.00 10,700.00 10,700.00
BURLINGTON COAT FACTORY WAREHS COMMON STOCK 121579106 1,181,894.40 61,200.00 61,200.00 61,200.00
BURLINGTON INDUSTRIES INC COMMON STOCK 121693105 626,184.20 69,100.00 69,100.00 69,100.00
BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 4,491,156.00 144,876.00 144,876.00 144,876.00
BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,727,837.50 39,950.00 39,950.00 39,950.00
BURR BROWN CORP COMMON STOCK 122574106 604,312.50 16,500.00 16,500.00 16,500.00
BUSINESS OBJECTS SA COMMON STOCK 12328X107 963,600.00 26,400.00 26,400.00 26,400.00
CCB FINANCIAL CORP COMMON STOCK 124875105 333,112.50 6,300.00 6,300.00 6,300.00
CBS CORPORATION COMMON STOCK 12490K107 7,433,981.93 171,144.00 171,144.00 171,144.00
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 551,353.80 17,400.00 17,400.00 17,400.00
CDI CORP COMMON STOCK 125071100 296,339.40 8,700.00 8,700.00 8,700.00
CEC ENTERTAINMENT INC COMMON STOCK 125137109 1,326,650.00 31,400.00 31,400.00 31,400.00
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 389,550.00 10,600.00 10,600.00 10,600.00
CIGNA CORP COMMON STOCK 125509109 4,134,940.00 46,460.00 46,460.00 46,460.00
C.I.T. GROUP INC CLASS A SHARES 125577106 1,833,562.50 63,500.00 63,500.00 63,500.00
CKE RESTAURANTS INC COMMON STOCK 12561E105 429,747.50 26,446.00 26,446.00 26,446.00
CMS ENERGY CORP COMMON STOCK 125896100 1,072,000.00 25,600.00 25,600.00 25,600.00
CSK AUTO CORP COMMON STOCK 125965103 710,100.00 26,300.00 26,300.00 26,300.00
CNA SURETY COMMON STOCK 12612L108 640,041.60 41,800.00 41,800.00 41,800.00
CNF TRANSPORTATION INC COMMON STOCK 12612W104 894,137.50 23,300.00 23,300.00 23,300.00
CSX CORP COMMON STOCK 126408103 2,218,475.52 48,960.00 48,960.00 48,960.00
CTS CORP COMMON STOCK 126501105 434,000.00 6,200.00 6,200.00 6,200.00
CUNO INCORPORATED COMMON STOCK 126583103 470,475.00 24,600.00 24,600.00 24,600.00
CVS CORP COMMON STOCK 126650100 4,389,570.50 86,494.00 86,494.00 86,494.00
CABLEVISION SYSTEMS CORP COMMON STOCK 12686C109 532,000.00 7,600.00 7,600.00 7,600.00
CABLETRON SYSTEMS INC COMMON STOCK 126920107 481,130.00 37,010.00 37,010.00 37,010.00
CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 192,962.50 12,500.00 12,500.00 12,500.00
CABOT CORP COMMON STOCK 127055101 256,382.20 10,600.00 10,600.00 10,600.00
CABOT OIL & GAS CORP COMMON STOCK 127097103 206,737.50 11,100.00 11,100.00 11,100.00
CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 460,912.50 36,150.00 36,150.00 36,150.00
CALLAWAY GOLF CO COMMON STOCK 131193104 175,500.00 12,000.00 12,000.00 12,000.00
CAMBREX CORP COMMON STOCK 132011107 288,750.00 11,000.00 11,000.00 11,000.00
CAMPBELL SOUP CO COMMON STOCK 134429109 5,228,317.50 112,740.00 112,740.00 112,740.00
CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 419,496.00 8,000.00 8,000.00 8,000.00
CANON INC SPONSORED ADR COMMON STOCK 138006309 582,500.00 20,000.00 20,000.00 20,000.00
CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 851,975.00 64,300.00 64,300.00 64,300.00
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 4,276,761.60 76,800.00 76,800.00 76,800.00
CAPITAL RE CORP COMMON STOCK 140432105 671,391.60 41,800.00 41,800.00 41,800.00
CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 388,000.00 38,800.00 38,800.00 38,800.00
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 276,494.40 11,200.00 11,200.00 11,200.00
CARDINAL HEALTH INC COMMON STOCK 14149Y108 3,929,259.38 61,275.00 61,275.00 61,275.00
CARLISLE COMPANIES INC COMMON STOCK 142339100 779,625.00 16,200.00 16,200.00 16,200.00
CARLTON COMMUNICATIONS PLC COMMON STOCK SPONSORED ADR 142872209 600,250.00 14,000.00 14,000.00 14,000.00
CARNIVAL CORP COMMON STOCK 143658102 8,333,512.50 171,825.00 171,825.00 171,825.00
CAROLINA FIRST CORP COMMON STOCK 143877108 246,187.50 10,100.00 10,100.00 10,100.00
CAROLINA POWER & LIGHT CO COMMON STOCK 144141108 1,456,036.12 34,010.00 34,010.00 34,010.00
CARPENTER TECHNOLOGY CORP COMMON STOCK 144285103 359,881.20 12,600.00 12,600.00 12,600.00
CASE CORP COMMON STOCK 14743R103 801,281.25 16,650.00 16,650.00 16,650.00
CASEYS GENERAL STORES INC COMMON STOCK 147528103 354,000.00 23,600.00 23,600.00 23,600.00
CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 145,178.50 11,276.00 11,276.00 11,276.00
CATALINA MARKETING CORP COMMON STOCK 148867104 2,364,400.00 25,700.00 25,700.00 25,700.00
CATERPILLAR INC COMMON STOCK 149123101 5,131,800.00 85,530.00 85,530.00 85,530.00
CATO CORP COMMON STOCK 149205106 138,337.50 11,900.00 11,900.00 11,900.00
CENDANT CORPORATION COMMON STOCK 151313103 3,507,406.50 171,093.00 171,093.00 171,093.00
CENTEX CORP COMMON STOCK 152312104 504,833.28 13,440.00 13,440.00 13,440.00
CENTOCOR INC COMMON STOCK 152342101 1,146,975.00 24,600.00 24,600.00 24,600.00
CENTOCOR INC DEBENTURES 152342AE1 837,187.50 750,000.00 750,000.00 750,000.00
CENTRAIS ELETRICAS BRASILEIRAS SPONSORED ADR 15234Q207 656,100.00 72,900.00 72,900.00 72,900.00
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 1,118,727.50 47,860.00 47,860.00 47,860.00
CENTRAL HUDSON GAS & ELEC CORP COMMON STOCK 153609102 315,000.00 7,500.00 7,500.00 7,500.00
CENTRAL NEWSPAPERS INC COMMON STOCK CLASS A 154647101 4,797,187.50 127,500.00 127,500.00 127,500.00
CENTRAL PKG CORP COMMON STOCK 154785109 558,275.00 16,300.00 16,300.00 16,300.00
CENTURA BANKS INC COMMON STOCK 15640T100 817,437.50 14,500.00 14,500.00 14,500.00
CENTURYTEL INC COMMON STOCK 156700106 5,087,006.25 127,975.00 127,975.00 127,975.00
CEPHALON INC COMMON STOCK 156708109 222,400.00 12,800.00 12,800.00 12,800.00
CERIDIAN CORP COMMON STOCK 15677T106 2,239,059.50 68,500.00 68,500.00 68,500.00
CERNER CORP COMMON STOCK 156782104 312,423.20 14,900.00 14,900.00 14,900.00
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 1,064,605.00 57,160.00 57,160.00 57,160.00
CHAMPION INTERNATIONAL CORP COMMON STOCK 158525105 2,502,426.25 52,270.00 52,270.00 52,270.00
CHANCELOR MEDIA CORP COMMON STOCK 158915108 1,080,450.00 19,600.00 19,600.00 19,600.00
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 733,402.44 26,370.00 26,370.00 26,370.00
CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 21,422,449.10 247,301.00 247,301.00 247,301.00
CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 119,755.80 13,400.00 13,400.00 13,400.00
CHEESECAKE FACTORY INC COMMON STOCK 163072101 272,975.00 8,950.00 8,950.00 8,950.00
CHESAPEAKE CORP COMMON STOCK 165159104 715,046.70 19,100.00 19,100.00 19,100.00
CHEVRON CORP COMMON STOCK 166751107 17,952,268.20 188,600.00 188,600.00 188,600.00
CHILDREN'S PLACE COMMON STOCK 168905107 765,450.00 18,900.00 18,900.00 18,900.00
CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 263,700.00 29,300.00 29,300.00 29,300.00
CHIREX INC COMMON STOCK 170038103 1,413,500.00 44,000.00 44,000.00 44,000.00
CHIRON CORP COMMON STOCK 170040109 471,025.00 22,700.00 22,700.00 22,700.00
CHIRON CORP CONVERTIBLE SUBORDINATED NOTES170040AB5 147,000.00 150,000.00 150,000.00 150,000.00
CHITTENDEN CORP COMMON STOCK 170228100 350,000.00 11,200.00 11,200.00 11,200.00
CHUBB CAPITAL CORP COMMON STOCK 171232101 3,755,085.00 54,030.00 54,030.00 54,030.00
CIBER INC COMMON STOCK 17163B102 2,247,187.50 117,500.00 117,500.00 117,500.00
CILCORP INC COMMON STOCK 171794100 381,250.00 6,100.00 6,100.00 6,100.00
CINCINNATI BELL INC COMMON STOCK 171870108 1,226,900.40 49,200.00 49,200.00 49,200.00
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,380,441.06 36,751.00 36,751.00 36,751.00
CINERGY CORP COMMON STOCK 172474108 1,130,528.00 35,329.00 35,329.00 35,329.00
CIRCUIT CITY STORES INC COMMON STOCK 172737108 6,358,410.00 68,370.00 68,370.00 68,370.00
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 444,437.50 650,000.00 650,000.00 650,000.00
CISCO SYSTEMS INC COMMON STOCK 17275R102 50,663,643.01 787,779.00 787,779.00 787,779.00
CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 705,646.50 19,500.00 19,500.00 19,500.00
CINTAS CORP COMMON STOCK 172908105 994,367.60 14,800.00 14,800.00 14,800.00
CITIGROUP INC COMMON STOCK 172967101 41,245,912.50 868,335.00 868,335.00 868,335.00
CITIZENS UTILITIES CO COMMON STOCK CLASS B 177342201 196,300.63 17,645.00 17,645.00 17,645.00
CITRIX SYS INC COMMON STOCK 177376100 1,254,300.00 22,200.00 22,200.00 22,200.00
CITY NATIONAL CORP COMMON STOCK 178566105 1,370,194.20 36,600.00 36,600.00 36,600.00
CLARCOR INC COMMON STOCK 179895107 206,260.25 10,750.00 10,750.00 10,750.00
CLAYTON HOMES INC COMMON STOCK 184190106 233,269.05 20,396.00 20,396.00 20,396.00
CLEAR CHANNEL COMMUNICIATIONS COMMON STOCK 184502102 7,869,916.86 114,161.00 114,161.00 114,161.00
CLOROX CO COMMON STOCK 189054109 4,822,134.55 45,146.00 45,146.00 45,146.00
COASTAL CORP COMMON STOCK 190441105 2,090,400.00 52,260.00 52,260.00 52,260.00
COCA-COLA BOTTLING CO COMMON STOCK 191098102 212,800.00 3,800.00 3,800.00 3,800.00
COCA-COLA CO COMMON STOCK 191216100 34,976,875.00 559,630.00 559,630.00 559,630.00
COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 2,507,925.00 84,300.00 84,300.00 84,300.00
COGNEX CORP COMMON STOCK 192422103 571,272.20 18,100.00 18,100.00 18,100.00
COHERENT INC COMMON STOCK 192479103 199,287.50 10,700.00 10,700.00 10,700.00
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 8,521,631.25 86,295.00 86,295.00 86,295.00
COLONIAL BANCGROUP INC COMMON STOCK 195493309 491,976.10 35,300.00 35,300.00 35,300.00
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,176,008.12 18,760.00 18,760.00 18,760.00
COLUMBIA/HCA HEALTHCARE CORP COMMON STOCK 197677107 3,003,724.48 131,673.00 131,673.00 131,673.00
COMAIR HOLDINGS INC COMMON STOCK 199789108 285,644.70 13,725.00 13,725.00 13,725.00
COMCAST CORP COMMON STOCK SPECIAL CLASS A 200300200 6,784,168.94 176,501.00 176,501.00 176,501.00
COMDISCO INC COMMON STOCK 200336105 547,093.75 21,350.00 21,350.00 21,350.00
COMERICA INC COMMON STOCK 200340107 2,090,399.29 35,170.00 35,170.00 35,170.00
COMMERCE BANCORP INC COMMON STOCK 200519106 526,209.75 12,309.00 12,309.00 12,309.00
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 1,519,328.18 65,525.00 65,525.00 65,525.00
COMMONWEALTH ENERGY SYSTEM COS COMMON STOCK 202800108 403,200.00 9,600.00 9,600.00 9,600.00
COMMSCOPE INC COMMON STOCK 203372107 691,875.00 22,500.00 22,500.00 22,500.00
COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 1,616,337.50 67,700.00 67,700.00 67,700.00
CIA TELECOM CHILE SPONSORED ADR 204449300 398,475.00 16,100.00 16,100.00 16,100.00
COMPAQ COMPUTER CORP COMMON STOCK 204493100 9,566,326.57 403,864.00 403,864.00 403,864.00
COMPASS BANCSHARES INC COMMON STOCK 20449H109 209,825.00 7,700.00 7,700.00 7,700.00
COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 6,251,850.00 113,670.00 113,670.00 113,670.00
COMPUSA INC COMMON STOCK 204932107 107,092.80 14,400.00 14,400.00 14,400.00
COMPUTER SCIENCES CORP COMMON STOCK 205363104 2,729,911.46 39,457.00 39,457.00 39,457.00
COMPUWARE CORP COMMON STOCK 205638109 2,487,698.40 78,200.00 78,200.00 78,200.00
COMSAT CORP COMMON STOCK 20564D107 266,500.00 8,200.00 8,200.00 8,200.00
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 796,525.00 10,550.00 10,550.00 10,550.00
CONAGRA INC COMMON STOCK 205887102 3,010,222.50 113,060.00 113,060.00 113,060.00
CONCORD EFS INC COMMON STOCK 206197105 1,222,816.80 28,900.00 28,900.00 28,900.00
CONE MILLS CORP COMMON STOCK 206814105 67,800.00 11,300.00 11,300.00 11,300.00
CONECTIV INC COMMON STOCK 206829103 354,947.43 14,525.00 14,525.00 14,525.00
CONEXANT SYSTEMS INC COMMON STOCK 207142100 290,310.00 5,000.00 5,000.00 5,000.00
CONMED CORP COMMON STOCK 207410101 1,189,015.63 38,825.00 38,825.00 38,825.00
CONOCO INC CLASS A 208251306 393,037.50 14,100.00 14,100.00 14,100.00
CONSECO INC COMMON STOCK 208464107 2,304,080.90 75,700.00 75,700.00 75,700.00
CONSOLIDATED EDISON INC COMMON STOCK 209115104 2,482,867.50 54,870.00 54,870.00 54,870.00
CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 320,000.00 6,400.00 6,400.00 6,400.00
CONSOLIDATED NATURAL GAS CO COMMON STOCK 209615103 1,310,377.50 21,570.00 21,570.00 21,570.00
CONSOLIDATED PAPERS INC COMMON STOCK 209759109 1,725,375.00 64,500.00 64,500.00 64,500.00
CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 213,498.00 11,861.00 11,861.00 11,861.00
CONSOLIDATED STORES CORP COMMON STOCK 210149100 694,359.00 25,717.00 25,717.00 25,717.00
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,558,571.25 52,610.00 52,610.00 52,610.00
CONVERGYS CORP COMMON STOCK 212485106 450,450.00 23,400.00 23,400.00 23,400.00
COOPER CAMERON CORP COMMON STOCK 216640102 496,630.80 13,400.00 13,400.00 13,400.00
COOPER INDUSTRIES INC COMMON STOCK 216669101 2,308,332.00 44,391.00 44,391.00 44,391.00
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 395,955.00 16,760.00 16,760.00 16,760.00
COORS (ADOLPH) CO COMMON STOCK 217016104 288,090.00 5,820.00 5,820.00 5,820.00
COR THERAPEUTICS INC COMMON STOCK 217753102 162,250.00 11,000.00 11,000.00 11,000.00
CORDANT TECHNOLOGIES INC COMMON STOCK 218412104 939,889.60 20,800.00 20,800.00 20,800.00
CORN PRODUCTS INTL INC COMMON STOCK 219023108 967,896.60 31,800.00 31,800.00 31,800.00
CORNING INC COMMON STOCK 219350105 3,735,558.75 53,270.00 53,270.00 53,270.00
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 512,092.80 14,400.00 14,400.00 14,400.00
COST PLUS INC COMMON STOCK 221485105 796,250.00 17,500.00 17,500.00 17,500.00
COSTCO COMPANIES INC COMMON STOCK 22160Q102 6,191,274.52 77,331.00 77,331.00 77,331.00
COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 1,081,575.00 25,300.00 25,300.00 25,300.00
COVANCE INC COMMON STOCK 222816100 1,660,629.38 69,375.00 69,375.00 69,375.00
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 287,643.10 26,300.00 26,300.00 26,300.00
COX COMMUNICATIONS INC COMMON STOCK 224044107 826,429.40 22,450.00 22,450.00 22,450.00
CRANE CO COMMON STOCK 224399105 857,286.99 27,270.00 27,270.00 27,270.00
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 400,950.00 10,800.00 10,800.00 10,800.00
CREE RESEARCH INC COMMON STOCK 225447101 477,009.40 6,200.00 6,200.00 6,200.00
CRESCENT REAL ESTATE EQUITIES COMMON STOCK 225756105 909,625.00 38,300.00 38,300.00 38,300.00
CRITICAL PATH INC COMMON STOCK 22674V100 331,872.00 6,000.00 6,000.00 6,000.00
CROMPTON & KNOWLES CORP COMMON STOCK 227111101 205,401.00 10,500.00 10,500.00 10,500.00
CROSS TIMBERS OIL CO COMMON STOCK 227573102 297,500.00 20,000.00 20,000.00 20,000.00
CROWN CASTLE INTERNATIONAL COR COMMON STOCK 228227104 749,232.00 36,000.00 36,000.00 36,000.00
CROWN CORK & SEAL CO INC COMMON STOCK 228255105 760,665.00 26,690.00 26,690.00 26,690.00
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 1,725,381.20 62,600.00 62,600.00 62,600.00
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 527,263.75 9,230.00 9,230.00 9,230.00
CUSTOMTRACKS CORPORATION COMMON STOCK 232046102 380,371.60 6,800.00 6,800.00 6,800.00
CYGNUS INC COMMON STOCK 232560102 131,300.00 10,100.00 10,100.00 10,100.00
CYMER INC COMMON STOCK 232572107 725,000.00 29,000.00 29,000.00 29,000.00
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 1,052,700.00 63,800.00 63,800.00 63,800.00
CYPRUS AMAX MINERALS CO COMMON STOCK 232809103 312,396.59 20,570.00 20,570.00 20,570.00
CYTEC INDUSTRIES INC COMMON STOCK 232820100 707,625.00 22,200.00 22,200.00 22,200.00
DII GROUP INC COMMON STOCK 232949107 861,907.20 23,100.00 23,100.00 23,100.00
DBT ONLINE INC COMMON STOCK 233044106 271,825.00 8,300.00 8,300.00 8,300.00
DPL INC COMMON STOCK 233293109 467,643.75 25,450.00 25,450.00 25,450.00
DQE INC COMMON STOCK 23329J104 1,283,478.38 31,987.00 31,987.00 31,987.00
DR HORTON INC COMMON STOCK 23331A109 477,553.13 28,725.00 28,725.00 28,725.00
D S T SYSTEMS INC DEL COMMON STOCK 233326107 496,712.50 7,900.00 7,900.00 7,900.00
DSP COMMUNICATIONS INC COMMON STOCK 23332K106 508,200.00 17,600.00 17,600.00 17,600.00
DTE ENERGY COMPANY COMMON STOCK 233331107 1,308,400.00 32,710.00 32,710.00 32,710.00
DVI INC COMMON STOCK 233343102 340,787.50 19,900.00 19,900.00 19,900.00
DAIN RAUSCHER CORP COMMON STOCK 233856103 300,393.75 5,550.00 5,550.00 5,550.00
DAISYTEK INTERNATIONAL CORP COMMON STOCK 234053106 743,827.20 45,600.00 45,600.00 45,600.00
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 1,025,150.00 20,300.00 20,300.00 20,300.00
DANA CORP COMMON STOCK 235811106 1,726,772.26 37,488.00 37,488.00 37,488.00
DANAHER CORP COMMON STOCK 235851102 4,129,781.25 71,050.00 71,050.00 71,050.00
DARDEN RESTAURANTS INC COMMON STOCK 237194105 663,521.04 30,420.00 30,420.00 30,420.00
DATASCOPE CORP COMMON STOCK 238113104 221,662.50 6,900.00 6,900.00 6,900.00
DAY RUNNER INC COMMON STOCK 239545106 381,150.00 30,800.00 30,800.00 30,800.00
DAYTON HUDSON CORP COMMON STOCK 239753106 8,964,800.00 137,920.00 137,920.00 137,920.00
DEAN FOODS CO COMMON STOCK 242361103 257,684.40 6,200.00 6,200.00 6,200.00
DEERE & CO COMMON STOCK 244199105 2,397,906.88 60,515.00 60,515.00 60,515.00
DELL COMPUTER CORP COMMON STOCK 247025109 19,857,160.00 536,680.00 536,680.00 536,680.00
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 2,224,006.03 119,815.00 119,815.00 119,815.00
DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 328,830.25 9,166.00 9,166.00 9,166.00
DELTA & PINE LAND CO COMMON STOCK 247357106 618,408.00 19,632.00 19,632.00 19,632.00
DELTA AIR LINES INC COMMON STOCK 247361108 1,832,475.00 31,800.00 31,800.00 31,800.00
DELTA WOODSIDE INDUSTRIES INC COMMON STOCK 247909104 64,200.00 10,700.00 10,700.00 10,700.00
DELUXE CORP COMMON STOCK 248019101 1,716,148.28 44,075.00 44,075.00 44,075.00
DENDRITE INTL INC COMMON STOCK 248239105 400,987.50 11,100.00 11,100.00 11,100.00
DENTSPLY INTERNATIONAL INC COMMON STOCK 249030107 700,000.00 25,000.00 25,000.00 25,000.00
DEPARTMENT 56 INC COMMON STOCK 249509100 1,365,250.00 50,800.00 50,800.00 50,800.00
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 633,750.00 15,000.00 15,000.00 15,000.00
DEVON ENERGY CORP COMMON STOCK 251799102 772,200.00 21,600.00 21,600.00 21,600.00
DEVRY INC COMMON STOCK 251893103 954,853.13 42,675.00 42,675.00 42,675.00
DIAL CORP COMMON STOCK 25247D101 1,427,051.13 38,375.00 38,375.00 38,375.00
DIALOGIC CORP COMMON STOCK 252499108 333,450.00 7,600.00 7,600.00 7,600.00
DIAMOND OFFSHORE DRILL CONVERTIBLE BOND 25271CAA0 298,500.00 300,000.00 300,000.00 300,000.00
DIEBOLD INC COMMON STOCK 253651103 313,001.25 10,887.00 10,887.00 10,887.00
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 1,252,050.00 98,200.00 98,200.00 98,200.00
DILLARDS INC COMMON STOCK 254067101 1,169,311.25 33,290.00 33,290.00 33,290.00
DIME BANCORP INC COMMON STOCK 25429Q102 356,212.50 17,700.00 17,700.00 17,700.00
DIMON INC. COMMON STOCK 254394109 102,443.25 19,750.00 19,750.00 19,750.00
DIONEX CORP COMMON STOCK 254546104 405,000.00 10,000.00 10,000.00 10,000.00
DISNEY (WALT) CO (THE) COMMON STOCK 254687106 15,312,608.79 496,969.00 496,969.00 496,969.00
DIXIE GROUP CONVERTIBLE DEBENTURES 255519AA8 67,200.00 84,000.00 84,000.00 84,000.00
DOLE FOOD COMPANY INC COMMON STOCK 256605106 302,856.25 10,310.00 10,310.00 10,310.00
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,390,579.00 47,951.00 47,951.00 47,951.00
DOLLAR TREE STORES INC COMMON STOCK 256747106 393,800.00 8,950.00 8,950.00 8,950.00
DOMINION RESOURCES INC COMMON STOCK 257470104 1,876,708.96 43,330.00 43,330.00 43,330.00
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 2,205,559.62 59,510.00 59,510.00 59,510.00
DOVER CORP COMMON STOCK 260003108 1,811,600.00 51,760.00 51,760.00 51,760.00
DOW CHEMICAL CO COMMON STOCK 260543103 9,208,587.50 72,580.00 72,580.00 72,580.00
DOW JONES & COMPANY INC COMMON STOCK 260561105 2,120,888.14 39,970.00 39,970.00 39,970.00
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 276,011.33 12,582.00 12,582.00 12,582.00
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 20,754,893.40 303,825.00 303,825.00 303,825.00
DUKE ENERGY CORP COMMON STOCK 264399106 8,492,396.25 156,182.00 156,182.00 156,182.00
DUN & BRADSTREET CORP COMMON STOCK 26483B106 2,481,653.11 70,030.00 70,030.00 70,030.00
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 605,205.90 50,700.00 50,700.00 50,700.00
DURA PHARMACEUTICALS INC CONVERTIBLE BOND 26632SAA7 987,900.00 1,335,000.00 1,335,000.00 1,335,000.00
DYCOM INDUSTRIES INC COMMON STOCK 267475101 1,551,200.00 27,700.00 27,700.00 27,700.00
EG&G INC COMMON STOCK 268457108 360,881.25 10,130.00 10,130.00 10,130.00
EMC CORP COMMON STOCK 268648102 13,328,150.00 242,330.00 242,330.00 242,330.00
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 426,651.80 21,400.00 21,400.00 21,400.00
ENI SPA SPONSORED ADR 26874R108 420,000.00 7,000.00 7,000.00 7,000.00
ETEC SYSTEMS INC COMMON STOCK 26922C103 319,200.00 9,600.00 9,600.00 9,600.00
E TRADE GROUP INC COMMON STOCK 269246104 850,658.10 21,300.00 21,300.00 21,300.00
EAGLE USA AIRFREIGHT I COMMON STOCK 270018104 687,479.40 16,200.00 16,200.00 16,200.00
EARTHGRAINS COMPANY COMMON STOCK 270319106 957,625.20 37,100.00 37,100.00 37,100.00
EASTERN UTILITIES ASSOCIATES COMMON STOCK 277173100 265,037.50 9,100.00 9,100.00 9,100.00
EASTMAN CHEMICAL CO COMMON STOCK 277432100 918,562.50 17,750.00 17,750.00 17,750.00
EASTMAN KODAK CO COMMON STOCK 277461109 7,279,737.50 107,450.00 107,450.00 107,450.00
EATON CORP COMMON STOCK 278058102 1,485,800.00 16,150.00 16,150.00 16,150.00
EATON VANCE CORP COMMON STOCK 278265103 554,435.70 16,100.00 16,100.00 16,100.00
ECOLAB INC COMMON STOCK 278865100 3,113,952.50 71,380.00 71,380.00 71,380.00
EDISON INTERNATIONAL COMMON STOCK 281020107 2,095,060.00 78,320.00 78,320.00 78,320.00
EDO CORP CONVERTIBLE BONDS 281347AB0 195,000.00 250,000.00 250,000.00 250,000.00
EDWARDS (AG) INC COMMON STOCK 281760108 484,137.00 15,012.00 15,012.00 15,012.00
EINSTEIN/NOAH BAGEL CONVERTIBLE BOND 282577AC9 142,500.00 250,000.00 250,000.00 250,000.00
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 657,785.78 18,694.00 18,694.00 18,694.00
ELCOR CORP COMMON STOCK 284443108 777,628.60 17,800.00 17,800.00 17,800.00
ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 242,329.80 5,800.00 5,800.00 5,800.00
ELECTRONIC ARTS INC COMMON STOCK 285512109 515,375.00 9,500.00 9,500.00 9,500.00
ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 6,097,383.60 107,800.00 107,800.00 107,800.00
EMBOTELLADORA ANDINA-B ADR 29081P303 635,925.00 41,700.00 41,700.00 41,700.00
EMERSON ELECTRIC CO COMMON STOCK 291011104 6,365,465.00 101,240.00 101,240.00 101,240.00
EMPRESAS ICA SOCIEDAD CONVERTIBLE SUBORDINATED DEBEN292448AC1 238,000.00 350,000.00 350,000.00 350,000.00
ENDESA SA SPONSORED ADR 29258N107 743,750.00 35,000.00 35,000.00 35,000.00
ENDOSONICS CORP COMMON STOCK 29264K105 415,100.00 59,300.00 59,300.00 59,300.00
ENERGEN CORP COMMON STOCK 29265N108 245,850.00 13,200.00 13,200.00 13,200.00
ENERGY EAST CORPORATION COMMON STOCK 29266M109 501,800.00 19,300.00 19,300.00 19,300.00
ENGELHARD CORP COMMON STOCK 292845104 606,576.25 26,810.00 26,810.00 26,810.00
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 333,775.00 16,900.00 16,900.00 16,900.00
ENRON CORP COMMON STOCK 293561106 7,932,447.75 97,033.00 97,033.00 97,033.00
ENTERGY CORP COMMON STOCK 29364G103 2,442,156.25 78,149.00 78,149.00 78,149.00
ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 764,750.00 23,000.00 23,000.00 23,000.00
ENZO BIOCHEM INC COMMON STOCK 294100102 109,375.50 11,076.00 11,076.00 11,076.00
EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 133,866.00 18,000.00 18,000.00 18,000.00
EQUIFAX INC COMMON STOCK 294429105 3,500,894.70 98,100.00 98,100.00 98,100.00
EQUITABLE COMPANIES INC COMMON STOCK 29444G107 415,400.00 6,200.00 6,200.00 6,200.00
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 448,437.50 17,500.00 17,500.00 17,500.00
EQUITY RESIDENTIAL PPTYS TRUST COMMON STOCK 29476L107 355,989.80 7,900.00 7,900.00 7,900.00
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 777,650.00 20,600.00 20,600.00 20,600.00
EVEREST REINSURANCE HOLDINGS COMMON STOCK 299808105 244,687.50 7,500.00 7,500.00 7,500.00
EVERGREEN RES INC COMMON STOCK 299900308 644,787.20 25,600.00 25,600.00 25,600.00
EXABYTE CORP COMMON STOCK 300615101 39,137.50 10,100.00 10,100.00 10,100.00
EXCEL SWITCHING CORP COMMON STOCK 30067V108 568,803.00 19,000.00 19,000.00 19,000.00
EXECUTIVE RISK INC COMMON STOCK 301586103 433,816.20 5,100.00 5,100.00 5,100.00
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 607,675.00 22,300.00 22,300.00 22,300.00
EXPRESS SCRIPTS INC COMMON STOCK 302182100 1,011,141.60 16,800.00 16,800.00 16,800.00
EXXON CORP COMMON STOCK 302290101 49,846,273.10 646,305.00 646,305.00 646,305.00
FMC CORP COMMON STOCK 302491303 472,719.04 6,920.00 6,920.00 6,920.00
FPL GROUP INC COMMON STOCK 302571104 2,209,308.13 40,445.00 40,445.00 40,445.00
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 387,881.25 6,850.00 6,850.00 6,850.00
FAIR ISAAC & CO INC COMMON STOCK 303250104 220,890.60 6,300.00 6,300.00 6,300.00
FAIRFAX FNCL COMMON STOCK 303901102 832,412.00 3,100.00 3,100.00 3,100.00
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 2,582,400.00 107,600.00 107,600.00 107,600.00
FAMILY GOLF CENTERS INC COMMON STOCK 30701A106 89,169.20 11,600.00 11,600.00 11,600.00
FASTENAL CO COMMON STOCK 311900104 277,916.10 5,300.00 5,300.00 5,300.00
FDX CORPORATION COMMON STOCK 31304N107 3,628,674.00 66,888.00 66,888.00 66,888.00
FEDDERS CORP COMMON STOCK 313135105 108,998.10 16,300.00 16,300.00 16,300.00
FHLMC COMMON STOCK 313400301 8,870,520.00 152,940.00 152,940.00 152,940.00
FEDERAL-MOGUL CORP COMMON STOCK 313549107 556,400.00 10,700.00 10,700.00 10,700.00
FANNIE MAE COMMON STOCK 313586109 20,060,883.10 293,395.00 293,395.00 293,395.00
FEDERAL SIGNAL CORP COMMON STOCK 313855108 854,535.34 40,333.00 40,333.00 40,333.00
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 2,495,979.55 47,150.00 47,150.00 47,150.00
FEDERATED INVESTORS INC COMMON STOCK 314211103 961,423.20 53,600.00 53,600.00 53,600.00
FERRO CORP COMMON STOCK 315405100 206,250.00 7,500.00 7,500.00 7,500.00
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 284,256.00 13,536.00 13,536.00 13,536.00
FIFTH THIRD BANCORP COMMON STOCK 316773100 5,165,477.45 77,604.00 77,604.00 77,604.00
FILENET CORP COMMON STOCK 316869106 162,405.40 14,200.00 14,200.00 14,200.00
FINOVA GROUP INC COMMON STOCK 317928109 639,130.63 12,145.00 12,145.00 12,145.00
FIRST AMERICAN FINANCIAL CORP COMMON STOCK 318522307 515,693.75 28,850.00 28,850.00 28,850.00
FIRSTBANK CORP COMMON STOCK 318672102 293,306.00 13,000.00 13,000.00 13,000.00
FIRST AMERICAN CORP COMMON STOCK 318900107 307,558.80 7,400.00 7,400.00 7,400.00
FIRST DATA CORP COMMON STOCK 319963104 4,947,726.45 101,104.00 101,104.00 101,104.00
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 504,825.00 12,700.00 12,700.00 12,700.00
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 536,893.80 24,900.00 24,900.00 24,900.00
HEXCEL CORP CONVERTIBLE BOND 328291AA6 93,000.00 100,000.00 100,000.00 100,000.00
FIRST SECURITY CORP COMMON STOCK 336294103 791,258.25 29,037.00 29,037.00 29,037.00
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 785,396.00 20,500.00 20,500.00 20,500.00
FIRST UNION CORP COMMON STOCK 337358105 10,075,625.00 214,375.00 214,375.00 214,375.00
FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 390,543.75 7,950.00 7,950.00 7,950.00
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 4,275,376.00 152,692.00 152,692.00 152,692.00
FISERV INC COMMON STOCK 337738108 1,228,588.94 39,237.00 39,237.00 39,237.00
FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 469,700.00 24,400.00 24,400.00 24,400.00
FIRSTMERIT CORP COMMON STOCK 337915102 1,293,658.20 46,100.00 46,100.00 46,100.00
FIRSTENERGY CORP COMMON STOCK 337932107 3,082,981.00 99,451.00 99,451.00 99,451.00
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 8,878,550.00 200,080.00 200,080.00 200,080.00
FLEMING COMPANIES INC COMMON STOCK 339130106 198,787.50 17,100.00 17,100.00 17,100.00
FLORIDA PROGRESS CORP COMMON STOCK 341109106 888,208.00 21,500.00 21,500.00 21,500.00
FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 382,200.00 8,400.00 8,400.00 8,400.00
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 335,606.33 15,475.00 15,475.00 15,475.00
FLUOR CORP COMMON STOCK 343861100 694,980.00 17,160.00 17,160.00 17,160.00
FOOD LION INC COMMON STOCK 344775101 280,956.60 24,300.00 24,300.00 24,300.00
FOODMAKER INC COMMON STOCK 344839204 751,937.50 26,500.00 26,500.00 26,500.00
FOOTSTAR INC COMMON STOCK 344912100 851,582.30 22,900.00 22,900.00 22,900.00
FORD MOTOR CO COMMON STOCK 345370100 16,787,185.70 297,450.00 297,450.00 297,450.00
FOREST LABORATORIES INC COMMON STOCK 345838106 541,125.00 11,700.00 11,700.00 11,700.00
FORT JAMES CORP COMMON STOCK 347471104 3,112,756.88 82,185.00 82,185.00 82,185.00
FORTUNE BRANDS INC COMMON STOCK 349631101 2,703,028.75 65,330.00 65,330.00 65,330.00
FOSSIL INC COMMON STOCK 349882100 449,887.50 9,300.00 9,300.00 9,300.00
FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 706,200.00 47,080.00 47,080.00 47,080.00
FRANKLIN RESOURCES INC COMMON STOCK 354613101 3,682,656.25 90,650.00 90,650.00 90,650.00
FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 628,404.86 35,034.00 35,034.00 35,034.00
FREMONT GENERAL CORP COMMON STOCK 357288109 659,492.50 34,940.00 34,940.00 34,940.00
FRITZ COMPANIES INC COMMON STOCK 358846103 174,150.00 16,200.00 16,200.00 16,200.00
FRONTIER CORP COMMON STOCK 35906P105 3,954,180.00 67,020.00 67,020.00 67,020.00
FRONTIER INSURANCE GROUP INC COMMON STOCK 359081106 237,851.25 15,470.00 15,470.00 15,470.00
FUJI PHOTO FILM COMPANY LTD ADR 359586302 722,000.00 19,000.00 19,000.00 19,000.00
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 579,800.00 20,800.00 20,800.00 20,800.00
G&K SERVICES INC COMMON STOCK 361268105 476,612.50 9,100.00 9,100.00 9,100.00
GATX CORP COMMON STOCK 361448103 871,619.80 22,900.00 22,900.00 22,900.00
GPU INC COMMON STOCK 36225X100 1,206,126.33 28,590.00 28,590.00 28,590.00
GTE CORP COMMON STOCK 362320103 24,483,157.50 323,210.00 323,210.00 323,210.00
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 7,523,929.60 140,800.00 140,800.00 140,800.00
GALLAGHER (ARTHUR J) & CO COMMON STOCK 363576109 1,712,700.00 34,600.00 34,600.00 34,600.00
GANNETT COMPANY INC COMMON STOCK 364730101 5,201,453.13 72,875.00 72,875.00 72,875.00
GAP INC COMMON STOCK 364760108 10,123,208.90 200,957.00 200,957.00 200,957.00
GARTNER GROUP INC COMMON STOCK 366651107 1,601,050.00 78,100.00 78,100.00 78,100.00
GATEWAY INC COMMON STOCK 367626108 1,812,480.00 30,720.00 30,720.00 30,720.00
GENCORP INC COMMON STOCK 368682100 565,600.00 22,400.00 22,400.00 22,400.00
GENERAL BINDING CORP COMMON STOCK 369154109 878,571.00 37,386.00 37,386.00 37,386.00
GENERAL COMMUNICATION INC COMMON STOCK CLASS A 369385109 150,871.20 22,200.00 22,200.00 22,200.00
GENERAL DYNAMICS CORP COMMON STOCK 369550108 3,245,530.00 47,380.00 47,380.00 47,380.00
GENERAL ELECTRIC CO COMMON STOCK 369604103 91,448,640.00 809,280.00 809,280.00 809,280.00
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 1,589,500.00 37,400.00 37,400.00 37,400.00
GENERAL MILLS INC COMMON STOCK 370334104 6,456,925.63 80,335.00 80,335.00 80,335.00
GENERAL MOTORS CORP COMMON STOCK 370442105 10,478,820.00 158,770.00 158,770.00 158,770.00
GENERAL MOTORS CORP COMMON STOCK CLASS H 370442832 2,092,500.00 37,200.00 37,200.00 37,200.00
GENERAL NUTRITION COS INC COMMON STOCK 37047F103 603,780.80 25,900.00 25,900.00 25,900.00
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 149,650.00 16,400.00 16,400.00 16,400.00
GENTEX CORP COMMON STOCK 371901109 904,400.00 32,300.00 32,300.00 32,300.00
GENESIS HEALTH VENTURES INC COMMON STOCK 371912106 46,800.00 15,600.00 15,600.00 15,600.00
GENESYS TELECOMM LABS INC COMMON STOCK 371931106 1,125,000.00 45,000.00 45,000.00 45,000.00
GENUINE PARTS CO COMMON STOCK 372460105 2,987,600.00 85,360.00 85,360.00 85,360.00
GEON CO COMMON STOCK 37246W105 338,625.00 10,500.00 10,500.00 10,500.00
GENZYME CORP GENERAL DIVISION COM STK 372917104 606,250.00 12,500.00 12,500.00 12,500.00
GEORGIA-PACIFIC CORP COMMON STOCK 373298108 1,844,782.50 38,940.00 38,940.00 38,940.00
GEORGIA-PACIFIC CORP TIMBER GROUP 373298702 353,500.00 14,000.00 14,000.00 14,000.00
GERBER SCIENTIFIC INC COMMON STOCK 373730100 225,032.40 10,200.00 10,200.00 10,200.00
GIANT CEMENT HOLDING INC COMMON STOCK 374450104 661,087.50 28,900.00 28,900.00 28,900.00
GILEAD SCIENCES INC COMMON STOCK 375558103 2,037,750.00 39,000.00 39,000.00 39,000.00
GILLETTE CO COMMON STOCK 375766102 10,600,714.00 258,554.00 258,554.00 258,554.00
GLAXO WELLCOME PLC ADR SPONSORED 37733W105 339,750.00 6,000.00 6,000.00 6,000.00
GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 632,912.80 49,400.00 49,400.00 49,400.00
GLOBAL MARINE INC COMMON STOCK 379352404 1,045,084.90 67,700.00 67,700.00 67,700.00
GLOBAL TELESYSTEMS GROUP INC COMMON STOCK 37936U104 413,100.00 5,100.00 5,100.00 5,100.00
GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,199,520.00 12,240.00 12,240.00 12,240.00
GOODRICH (BF) CO (THE) COMMON STOCK 382388106 870,187.50 20,475.00 20,475.00 20,475.00
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 2,064,889.32 35,110.00 35,110.00 35,110.00
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 169,267.60 14,800.00 14,800.00 14,800.00
W.R. GRACE & CO COMMON STOCK 38388F108 295,102.50 16,060.00 16,060.00 16,060.00
GRACO INC COMMON STOCK 384109104 505,250.00 17,200.00 17,200.00 17,200.00
GRAINGER (WW) INC COMMON STOCK 384802104 1,268,886.96 23,580.00 23,580.00 23,580.00
GREAT ATLANTIC & PACIFIC TEA C COMMON STOCK 390064103 734,396.64 21,720.00 21,720.00 21,720.00
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 4,438,764.63 96,365.00 96,365.00 96,365.00
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 502,023.60 15,300.00 15,300.00 15,300.00
GREY ADVERTISING INC COMMON STOCK 397838103 697,635.00 2,095.00 2,095.00 2,095.00
GRIFFON CORP COMMON STOCK 398433102 106,243.20 13,600.00 13,600.00 13,600.00
GROUPE DANONE ADR SPONSORED 399449107 523,120.00 10,000.00 10,000.00 10,000.00
GUIDANT CORP COMMON STOCK 401698105 3,441,135.30 66,900.00 66,900.00 66,900.00
GUILFORD MILLS INC COMMON STOCK 401794102 104,268.75 10,050.00 10,050.00 10,050.00
GULFSTREAM AEROSPACE CORP COMMON STOCK 402734107 749,938.20 11,100.00 11,100.00 11,100.00
GYMBOREE CORP COMMON STOCK 403777105 114,450.00 10,900.00 10,900.00 10,900.00
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 1,558,596.90 68,700.00 68,700.00 68,700.00
HCR MANOR CARE INC COMMON STOCK 404134108 1,746,059.53 72,190.00 72,190.00 72,190.00
HNC SOFTWARE INC COMMON STOCK 40425P107 342,013.20 11,100.00 11,100.00 11,100.00
HA-LO INDUSTRIES INC COMMON STOCK 404429102 213,300.00 21,600.00 21,600.00 21,600.00
HADCO CORP COMMON STOCK 404681108 242,475.00 6,100.00 6,100.00 6,100.00
HALLIBURTON CO COMMON STOCK 406216101 6,079,790.00 134,360.00 134,360.00 134,360.00
HALTER MARINE GROUP INC COMMON STOCK 40642Y105 85,462.50 12,900.00 12,900.00 12,900.00
HAMBRECHT & QUIST GROUP COMMON STOCK 406545103 408,375.00 11,000.00 11,000.00 11,000.00
HANNAFORD BROTHERS CO COMMON STOCK 410550107 1,449,850.00 27,100.00 27,100.00 27,100.00
HARBINGER CORP COMMON STOCK 41145C103 214,375.00 17,150.00 17,150.00 17,150.00
HARCOURT GENERAL INC COMMON STOCK 41163G101 786,320.50 15,250.00 15,250.00 15,250.00
HARLAND (JOHN H) CO COMMON STOCK 412693103 277,124.30 13,900.00 13,900.00 13,900.00
HARLEY-DAVIDSON INC COMMON STOCK 412822108 1,288,687.50 23,700.00 23,700.00 23,700.00
HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,232,000.00 28,000.00 28,000.00 28,000.00
HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 2,964,940.00 134,770.00 134,770.00 134,770.00
HARRIS CORP COMMON STOCK 413875105 707,717.22 18,060.00 18,060.00 18,060.00
HARSCO CORP COMMON STOCK 415864107 444,800.00 13,900.00 13,900.00 13,900.00
HARTE-HANKS,INC COMMON STOCK 416196103 2,924,075.00 107,800.00 107,800.00 107,800.00
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 3,150,888.92 54,035.00 54,035.00 54,035.00
HARTMARX CORP COMMON STOCK 417119104 63,642.40 15,200.00 15,200.00 15,200.00
HASBRO INC COMMON STOCK 418056107 6,079,370.57 217,610.00 217,610.00 217,610.00
HEALTHSOUTH CORP COMMON STOCK 421924101 1,497,971.98 100,286.00 100,286.00 100,286.00
HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 211,250.00 250,000.00 250,000.00 250,000.00
HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 417,296.25 37,093.00 37,093.00 37,093.00
HEALTHCARE REALTY TRUST CO COMMON STOCK 421946104 902,013.00 42,953.00 42,953.00 42,953.00
HEALTHCARE FINANCIAL PARTNERS COMMON STOCK 42219W108 828,850.00 24,200.00 24,200.00 24,200.00
HEARST-ARGYLE TELEVISION,INC. COMMON STOCK 422317107 658,056.00 27,419.00 27,419.00 27,419.00
HEARTLAND EXPRESS INC COMMON STOCK 422347104 219,163.00 13,384.00 13,384.00 13,384.00
HECLA MINING CO COMMON STOCK 422704106 50,519.00 24,500.00 24,500.00 24,500.00
HEINZ (HJ) CO COMMON STOCK 423074103 5,635,052.50 112,420.00 112,420.00 112,420.00
HELIX TECHNOLOGY CORP COMMON STOCK 423319102 236,976.30 9,900.00 9,900.00 9,900.00
HELLER FINANCIAL INC COMMON STOCK 423328103 1,604,752.40 57,700.00 57,700.00 57,700.00
HELMERICH & PAYNE INC COMMON STOCK 423452101 283,839.04 11,920.00 11,920.00 11,920.00
HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 867,385.75 22,099.00 22,099.00 22,099.00
HERCULES INC COMMON STOCK 427056106 2,955,083.04 75,170.00 75,170.00 75,170.00
HERSHEY FOODS CORP COMMON STOCK 427866108 2,993,093.75 50,410.00 50,410.00 50,410.00
HEWLETT-PACKARD CO COMMON STOCK 428236103 25,390,923.00 252,646.00 252,646.00 252,646.00
HEXCEL CORP CONVERTIBLE DEBENTURES 428290AA8 60,375.00 75,000.00 75,000.00 75,000.00
HIBERNIA CORP COMMON STOCK 428656102 393,743.70 25,100.00 25,100.00 25,100.00
HILLENBRAND INDUSTRIES INC COMMON STOCK 431573104 380,600.00 8,800.00 8,800.00 8,800.00
HILTON HOTELS CORP COMMON STOCK 432848109 1,375,855.26 96,980.00 96,980.00 96,980.00
HITACHI LTD ADR 433578507 566,622.00 6,000.00 6,000.00 6,000.00
HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 531,125.00 7,000.00 7,000.00 7,000.00
HOLLYWOOD PARK INC COMMON STOCK 436255103 197,200.00 11,600.00 11,600.00 11,600.00
HOME DEPOT INC COMMON STOCK 437076102 22,923,784.96 355,755.00 355,755.00 355,755.00
HOMESTAKE MINING CO COMMON STOCK 437614100 470,015.67 57,410.00 57,410.00 57,410.00
HON INDUSTRIES INC COMMON STOCK 438092108 1,611,122.40 55,200.00 55,200.00 55,200.00
HONDA MOTOR CO LTD SPONSORED ADR 438128308 520,500.00 6,000.00 6,000.00 6,000.00
HONEYWELL INC COMMON STOCK 438506107 4,900,353.75 42,290.00 42,290.00 42,290.00
HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 527,427.80 19,400.00 19,400.00 19,400.00
HORMEL FOOD CORPORATION COMMON STOCK 440452100 386,400.00 9,600.00 9,600.00 9,600.00
HOST MARRIOTT CORPORATION COMMON STOCK 44107P104 135,778.75 11,434.00 11,434.00 11,434.00
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 2,329,569.00 49,500.00 49,500.00 49,500.00
HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 5,236,453.50 110,532.00 110,532.00 110,532.00
HUBBELL INC COMMON STOCK CLASS B 443510201 1,533,675.00 33,800.00 33,800.00 33,800.00
HUDSON UNITED BANCORP COMMON STOCK 444165104 1,667,194.38 54,439.00 54,439.00 54,439.00
HUGHES SUPPLY INC COMMON STOCK 444482103 320,619.60 10,800.00 10,800.00 10,800.00
HUMANA INC COMMON STOCK 444859102 531,451.96 41,080.00 41,080.00 41,080.00
HUNT CORP COMMON STOCK 445591100 190,575.00 23,100.00 23,100.00 23,100.00
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,656,410.00 47,326.00 47,326.00 47,326.00
HUSSMAN INTERNATIONAL INC COMMON STOCK 448110106 1,160,996.20 70,100.00 70,100.00 70,100.00
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 1,259,850.00 45,400.00 45,400.00 45,400.00
ICN PHARMACEUTICALS INC COMMON STOCK 448924100 392,681.40 12,200.00 12,200.00 12,200.00
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 242,955.68 13,640.00 13,640.00 13,640.00
IBP INC COMMON STOCK 449223106 332,500.00 14,000.00 14,000.00 14,000.00
IDEC PHARMACEUTICALS C COMMON STOCK 449370105 701,264.20 9,100.00 9,100.00 9,100.00
IHOP CORP COMMON STOCK 449623107 216,558.00 9,000.00 9,000.00 9,000.00
IMC GLOBAL INC COMMON STOCK 449669100 319,365.00 18,120.00 18,120.00 18,120.00
IMS HEALTH INC COMMON STOCK 449934108 3,807,343.75 121,835.00 121,835.00 121,835.00
ITT INDUSTRIES INC COMMON STOCK 450911102 765,931.24 20,090.00 20,090.00 20,090.00
IDEX CORP COMMON STOCK 45167R104 1,436,637.50 43,700.00 43,700.00 43,700.00
IDEXX LABORATORIES INC COMMON STOCK 45168D104 405,628.80 17,400.00 17,400.00 17,400.00
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 503,850.00 33,590.00 33,590.00 33,590.00
ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 4,672,360.00 56,980.00 56,980.00 56,980.00
ILLINOVA CORP COMMON STOCK 452317100 305,200.00 11,200.00 11,200.00 11,200.00
IMMUNEX CORP COMMON STOCK 452528102 293,105.10 2,300.00 2,300.00 2,300.00
IMMUNE RESPONSE CORP COMMON STOCK 45252T106 58,050.00 10,800.00 10,800.00 10,800.00
IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 802,950.00 20,200.00 20,200.00 20,200.00
IMPERIAL CREDIT INDUSTRIES INC COMMON STOCK 452729106 528,428.50 74,500.00 74,500.00 74,500.00
INACOM CORP COMMON STOCK 45323G109 253,964.50 20,116.00 20,116.00 20,116.00
INCO LTD COMMON STOCK 453258402 1,324,260.00 73,570.00 73,570.00 73,570.00
INCYTE PHARMACEUTICALS INC COMMON STOCK 45337C102 327,818.80 12,400.00 12,400.00 12,400.00
INET TECHNOLOGIES COMMON STOCK 45662V105 727,200.00 30,300.00 30,300.00 30,300.00
INFORMIX CORP COMMON STOCK 456779107 147,586.30 17,300.00 17,300.00 17,300.00
INFOSPACE.COM INC COMMON STOCK 45678T102 564,000.00 12,000.00 12,000.00 12,000.00
ING GROEP N.V. SPONSORED ADR COMMON STOCK 456837103 660,000.00 12,000.00 12,000.00 12,000.00
INGERSOLL-RAND CO COMMON STOCK 456866102 2,415,036.25 37,370.00 37,370.00 37,370.00
INFORMATION RESOURCES INC COMMON STOCK 456905108 447,125.00 51,100.00 51,100.00 51,100.00
INGRAM MICRO INC COMMON STOCK 457153104 1,725,250.00 67,000.00 67,000.00 67,000.00
INPUT/OUTPUT INC COMMON STOCK 457652105 170,901.20 22,600.00 22,600.00 22,600.00
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 856,350.00 34,600.00 34,600.00 34,600.00
INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 244,362.50 11,300.00 11,300.00 11,300.00
INSPIRE INSURANCE SOLUTIONS COMMON STOCK 457732105 693,100.00 47,800.00 47,800.00 47,800.00
INTEGRATED ELECTRICAL SERVICES COMMON STOCK 45811E103 280,575.00 17,400.00 17,400.00 17,400.00
INTEGRATED HEALTH SERVICES INC COMMON STOCK 45812C106 217,672.00 27,209.00 27,209.00 27,209.00
INTEL CORP COMMON STOCK 458140100 46,623,010.00 783,580.00 783,580.00 783,580.00
INTER-TEL INC COMMON STOCK 458372109 667,950.00 36,600.00 36,600.00 36,600.00
INTERFACE INC COMMON STOCK 458665106 1,946,231.25 225,650.00 225,650.00 225,650.00
INTERIM SERVICES INC COMMON STOCK 45868P100 1,914,000.00 92,800.00 92,800.00 92,800.00
INTERMET CORP COMMON STOCK 45881K104 860,612.50 56,900.00 56,900.00 56,900.00
INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 62,782,024.30 485,741.00 485,741.00 485,741.00
INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 3,242,925.00 73,080.00 73,080.00 73,080.00
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 3,381,800.00 182,800.00 182,800.00 182,800.00
INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 1,164,199.20 51,600.00 51,600.00 51,600.00
INTERNATIONAL PAPER CO COMMON STOCK 460146103 7,880,676.50 156,053.00 156,053.00 156,053.00
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 306,176.00 23,000.00 23,000.00 23,000.00
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 3,046,168.13 35,165.00 35,165.00 35,165.00
INTERSTATE BAKERIES CO COMMON STOCK 46072H108 204,176.70 9,100.00 9,100.00 9,100.00
INTRAWEST CORPORATION COMMON STOCK 460915200 650,760.00 42,500.00 42,500.00 42,500.00
INTRANET SOLUTIONS INC COMMON STOCK 460939309 309,637.90 36,700.00 36,700.00 36,700.00
INTERTAN INC COMMON STOCK 461120107 881,500.00 43,000.00 43,000.00 43,000.00
INTEVAC INC CONVERTIBLE NOTE 461148AC2 124,250.00 200,000.00 200,000.00 200,000.00
INTIMATE BRANDS INC COMMON STOCK 461156101 827,878.13 17,475.00 17,475.00 17,475.00
INTUIT INC COMMON STOCK 461202103 1,748,425.00 19,400.00 19,400.00 19,400.00
INVACARE CORP COMMON STOCK 461203101 1,075,350.00 40,200.00 40,200.00 40,200.00
IOMEGA CORP COMMON STOCK 462030107 88,866.00 18,000.00 18,000.00 18,000.00
IONICS INC COMMON STOCK 462218108 266,450.00 7,300.00 7,300.00 7,300.00
IPALCO ENTERPRISES INC COMMON STOCK 462613100 281,787.10 13,300.00 13,300.00 13,300.00
ISPAT INTL NV NY REG COMMON STOCK 464899103 381,639.00 34,500.00 34,500.00 34,500.00
SAN PAOLO-IMI SPA SPON ADR COMMON STOCK 465224103 660,000.00 24,000.00 24,000.00 24,000.00
JLG INDUSTRIES INC COMMON STOCK 466210101 401,387.50 19,700.00 19,700.00 19,700.00
JSB FINANCIAL INC COMMON STOCK 46624M100 218,762.50 4,300.00 4,300.00 4,300.00
JABIL CIRCUIT INC COMMON STOCK 466313103 338,437.50 7,500.00 7,500.00 7,500.00
JACOBSON STORES INC CONVERTIBLE DEBENTURES 469834AC9 76,000.00 100,000.00 100,000.00 100,000.00
JAN BELL MARKETING INC COMMON STOCK 470760109 43,750.00 12,500.00 12,500.00 12,500.00
JEFFERIES GROUP - NEW COMMON STOCK 472319102 318,000.00 10,600.00 10,600.00 10,600.00
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,580,214.63 23,875.00 23,875.00 23,875.00
JOHNSON & JOHNSON COMMON STOCK 478160104 30,591,190.00 312,155.00 312,155.00 312,155.00
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,404,261.12 20,260.00 20,260.00 20,260.00
JONES APPAREL GROUP INC COMMON STOCK 480074103 3,268,320.94 95,253.00 95,253.00 95,253.00
JONES LANG LASALLE INC COMMON STOCK 48020Q107 330,913.20 11,100.00 11,100.00 11,100.00
JONES PHARMA INC COMMON STOCK 480236108 1,224,562.50 31,100.00 31,100.00 31,100.00
JOSTENS INC COMMON STOCK 481088102 754,651.46 35,830.00 35,830.00 35,830.00
JUNO LIGHTING INC COMMON STOCK 482047107 203,350.00 8,300.00 8,300.00 8,300.00
JUST FOR FEET INC COMMON STOCK 48213P106 88,830.60 13,800.00 13,800.00 13,800.00
JUSTIN INDUSTRIES INC COMMON STOCK 482171105 158,881.80 11,400.00 11,400.00 11,400.00
KLA-TENCOR CORP COMMON STOCK 482480100 2,153,850.00 33,200.00 33,200.00 33,200.00
K MART CORP COMMON STOCK 482584109 1,833,711.72 111,560.00 111,560.00 111,560.00
KN ENERGY INC COMMON STOCK 482620101 143,781.25 10,750.00 10,750.00 10,750.00
K-SWISS INC COMMON STOCK 482686102 227,850.00 4,900.00 4,900.00 4,900.00
KAMAN CORP COMMON STOCK 483548103 164,713.50 10,500.00 10,500.00 10,500.00
KANSAS CITY POWER & LIGHT CO COMMON STOCK 485134100 249,900.00 9,800.00 9,800.00 9,800.00
KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 4,347,192.50 68,125.00 68,125.00 68,125.00
KEANE INC COMMON STOCK 486665102 228,512.50 10,100.00 10,100.00 10,100.00
KELLOGG CO COMMON STOCK 487836108 3,858,360.00 116,920.00 116,920.00 116,920.00
KELLWOOD CO COMMON STOCK 488044108 334,993.75 12,350.00 12,350.00 12,350.00
KEMET CORP COMMON STOCK 488360108 403,691.20 17,600.00 17,600.00 17,600.00
KENT ELECTRONICS CORP COMMON STOCK 490553104 247,650.00 12,500.00 12,500.00 12,500.00
KENT ELECTRONICS CONVERTIBLE BOND 490553AA2 653,000.00 800,000.00 800,000.00 800,000.00
KERR-MCGEE CORP COMMON STOCK 492386107 1,060,802.62 21,137.00 21,137.00 21,137.00
KEY ENERGY SERVICES INC CONVERTIBLE BOND 492914AF3 249,500.00 400,000.00 400,000.00 400,000.00
KEYCORP COMMON STOCK 493267108 3,749,244.50 116,708.00 116,708.00 116,708.00
KEYSPAN CORPORATION COMMON STOCK 49337W100 606,308.50 22,988.00 22,988.00 22,988.00
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 236,496.00 8,000.00 8,000.00 8,000.00
KIMBERLY-CLARK CORP COMMON STOCK 494368103 9,678,144.00 169,792.00 169,792.00 169,792.00
KING WORLD PRODUCTIONS INC COMMON STOCK 495667107 530,534.88 15,240.00 15,240.00 15,240.00
KIRIN BREWERY COMPANY LTD ADR 497350207 356,250.00 3,000.00 3,000.00 3,000.00
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,728,720.79 49,670.00 49,670.00 49,670.00
KOHLS CORP COMMON STOCK 500255104 3,450,258.90 44,700.00 44,700.00 44,700.00
KOMAG INC COMMON STOCK 500453105 79,156.80 23,900.00 23,900.00 23,900.00
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 500472204 556,830.00 5,520.00 5,520.00 5,520.00
KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 708,000.00 17,700.00 17,700.00 17,700.00
KROGER CO COMMON STOCK 501044101 5,941,082.42 212,660.00 212,660.00 212,660.00
KROLL-O'GARA COMPANY COMMON STOCK 501050108 202,970.40 9,200.00 9,200.00 9,200.00
KRONOS INC COMMON STOCK 501052104 916,825.00 20,150.00 20,150.00 20,150.00
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 281,526.00 10,500.00 10,500.00 10,500.00
KYOCERA CORP ADR SPONSORED 501556203 479,496.00 8,000.00 8,000.00 8,000.00
LG&E ENERGY CORP COMMON STOCK 501917108 430,668.00 20,508.00 20,508.00 20,508.00
LSI LOGIC CORP COMMON STOCK 502161102 1,498,601.25 32,490.00 32,490.00 32,490.00
LA-Z-BOY INC COMMON STOCK 505336107 538,200.00 23,400.00 23,400.00 23,400.00
LABOR READY INC COMMON STOCK 505401208 412,750.00 12,700.00 12,700.00 12,700.00
LAIDLAW INC COMMON STOCK 50730K503 384,458.75 52,130.00 52,130.00 52,130.00
LANCASTER COLONY CORP COMMON STOCK 513847103 369,046.50 10,697.00 10,697.00 10,697.00
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 100,000.00 12,500.00 12,500.00 12,500.00
LASER VISION CENTERS INC COMMON STOCK 51807H100 233,100.00 3,700.00 3,700.00 3,700.00
LASON INC COMMON STOCK 51808R107 342,412.50 6,900.00 6,900.00 6,900.00
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 653,625.00 10,500.00 10,500.00 10,500.00
ESTEE LAUDER COMMON STOCK CLASS A 518439104 230,575.00 4,600.00 4,600.00 4,600.00
LEAR CORP COMMON STOCK 521865105 527,350.00 10,600.00 10,600.00 10,600.00
LECROY CORP COMMON STOCK 52324W109 441,170.38 18,625.00 18,625.00 18,625.00
LEE ENTERPRISES INC COMMON STOCK 523768109 4,379,800.00 143,600.00 143,600.00 143,600.00
LEGATO SYS INC COMMON STOCK 524651106 802,725.00 13,900.00 13,900.00 13,900.00
LEGGETT & PLATT INC COMMON STOCK 524660107 4,825,382.00 173,500.00 173,500.00 173,500.00
LEGG MASON INC COMMON STOCK 524901105 1,112,650.00 28,900.00 28,900.00 28,900.00
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 1,737,086.25 27,905.00 27,905.00 27,905.00
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 1,315,357.80 21,900.00 21,900.00 21,900.00
LEXMARK INTL GROUP INC COMMON STOCK 529771107 1,288,209.00 19,500.00 19,500.00 19,500.00
LIBBEY INC COMMON STOCK 529898108 2,949,300.00 101,700.00 101,700.00 101,700.00
LIBERTY FINANCIAL COMPANIES IN COMMON STOCK 530512102 464,543.75 15,950.00 15,950.00 15,950.00
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 1,261,660.00 50,720.00 50,720.00 50,720.00
ELI LILLY & CO COMMON STOCK 532457108 17,739,363.80 247,670.00 247,670.00 247,670.00
LILLY INDUSTRIES INC COMMON STOCK 532491107 192,116.70 10,350.00 10,350.00 10,350.00
LIMITED INC COMMON STOCK 532716107 2,171,556.75 47,858.00 47,858.00 47,858.00
LINCOLN NATIONAL CORP COMMON STOCK 534187109 3,837,608.32 73,360.00 73,360.00 73,360.00
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 1,587,100.00 23,600.00 23,600.00 23,600.00
LINENS N THINGS INC COMMON STOCK 535679104 1,487,500.00 34,000.00 34,000.00 34,000.00
LIPOSOME COMPANY INC COMMON STOCK 536310105 327,037.50 17,100.00 17,100.00 17,100.00
LITTELFUSE INC COMMON STOCK 537008104 841,225.00 43,700.00 43,700.00 43,700.00
LITTON INDUSTRIES INC COMMON STOCK 538021106 1,449,350.00 20,200.00 20,200.00 20,200.00
LIZ CLAIBORNE INC COMMON STOCK 539320101 1,461,825.00 40,050.00 40,050.00 40,050.00
LOCAL FINANCIAL CORP COMMON STOCK 539553107 312,050.00 31,600.00 31,600.00 31,600.00
LOCKHEED MARTIN CORP COMMON STOCK 539830109 4,391,775.00 117,900.00 117,900.00 117,900.00
LOEWS CORP COMMON STOCK 540424108 1,778,730.00 22,480.00 22,480.00 22,480.00
LONE STAR INDUSTRIES INC COMMON STOCK 542290408 330,545.60 8,800.00 8,800.00 8,800.00
LONGS DRUG STORES CORP COMMON STOCK 543162101 3,156,547.46 91,330.00 91,330.00 91,330.00
LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 560,612.00 26,000.00 26,000.00 26,000.00
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 574,275.00 24,180.00 24,180.00 24,180.00
LOWE'S COMPANIES INC COMMON STOCK 548661107 4,515,686.42 79,660.00 79,660.00 79,660.00
LUBRIZOL CORP COMMON STOCK 549271104 237,075.00 8,700.00 8,700.00 8,700.00
LUBY'S INC COMMON STOCK 549282101 151,500.00 10,100.00 10,100.00 10,100.00
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 48,499,544.00 719,183.00 719,183.00 719,183.00
LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 266,062.50 12,900.00 12,900.00 12,900.00
MAF BANCORP INC COMMON STOCK 55261R108 259,475.00 10,700.00 10,700.00 10,700.00
MBIA INC COMMON STOCK 55262C100 6,828,535.00 105,460.00 105,460.00 105,460.00
MBNA CORP COMMON STOCK 55262L100 7,267,526.88 237,307.00 237,307.00 237,307.00
MDC HOLDINGS INC COMMON STOCK 552676108 212,850.00 9,900.00 9,900.00 9,900.00
MCN CORP COMMON STOCK 55267J100 1,413,075.00 68,100.00 68,100.00 68,100.00
MCI WORLDCOM INC COMMON STOCK 55268B106 40,107,043.60 466,025.00 466,025.00 466,025.00
MGIC INVESTMENT CORP COMMON STOCK 552848103 2,634,502.50 54,180.00 54,180.00 54,180.00
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK CLASS A 553530106 536,075.00 52,300.00 52,300.00 52,300.00
MACDERMID INC COMMON STOCK 554273102 520,800.00 11,200.00 11,200.00 11,200.00
MACROMEDIA INC COMMON STOCK 556100105 648,600.00 18,400.00 18,400.00 18,400.00
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 141,000.00 14,100.00 14,100.00 14,100.00
MAKER COMMUNICATIONS INC COMMON STOCK 560875106 527,000.00 17,000.00 17,000.00 17,000.00
MALLINCKRODT INC COMMON STOCK 561232109 587,456.25 16,150.00 16,150.00 16,150.00
MANDALAY RESORT GROUP COMMON STOCK 562567107 274,625.00 13,000.00 13,000.00 13,000.00
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 483,890.63 11,625.00 11,625.00 11,625.00
MANPOWER INC COMMON STOCK 56418H100 276,025.00 12,200.00 12,200.00 12,200.00
MARCUS CORP (THE) COMMON STOCK 566330106 164,980.80 13,400.00 13,400.00 13,400.00
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 5,542,832.50 73,415.00 73,415.00 73,415.00
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 1,068,625.00 16,600.00 16,600.00 16,600.00
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 3,412,337.50 91,300.00 91,300.00 91,300.00
MARSHALL INDUSTRIES COMMON STOCK 572393106 265,933.80 7,400.00 7,400.00 7,400.00
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 440,435.00 7,465.00 7,465.00 7,465.00
MASCO CORP COMMON STOCK 574599106 2,238,967.50 77,540.00 77,540.00 77,540.00
MASCOTECH INC COMMON STOCK 574670105 333,658.90 19,700.00 19,700.00 19,700.00
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 396,624.00 2,000.00 2,000.00 2,000.00
MATTEL INC COMMON STOCK 577081102 2,683,461.25 101,504.00 101,504.00 101,504.00
MAXTOR CORP CONVERTIBLE DEBENTURES 577729AA4 300,000.00 400,000.00 400,000.00 400,000.00
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 4,827,900.00 72,600.00 72,600.00 72,600.00
MAXWELL TECHNOLOGIES INC COMMON STOCK 577767106 570,269.40 23,700.00 23,700.00 23,700.00
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 3,943,824.38 96,485.00 96,485.00 96,485.00
MAVERICK TUBE CORP COMMON STOCK 577914104 366,543.10 26,300.00 26,300.00 26,300.00
MAYTAG CORP COMMON STOCK 578592107 3,029,293.89 43,470.00 43,470.00 43,470.00
MCCORMICK & COMPANY INC COMMON STOCK 579780206 5,100,419.20 161,600.00 161,600.00 161,600.00
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 263,855.00 9,340.00 9,340.00 9,340.00
MCDONALD'S CORP COMMON STOCK 580135101 16,401,277.10 397,010.00 397,010.00 397,010.00
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 3,601,103.81 66,765.00 66,765.00 66,765.00
MCKESSON HBOC INC COMMON STOCK 58155Q103 1,970,001.38 61,323.00 61,323.00 61,323.00
MEAD CORP COMMON STOCK 582834107 1,753,708.75 42,005.00 42,005.00 42,005.00
MEDAPHIS CORP COMMON STOCK 584028104 442,750.00 77,000.00 77,000.00 77,000.00
MEDIAONE GROUP INC COMMON STOCK 58440J104 15,711,346.90 211,245.00 211,245.00 211,245.00
MEDIA MATRIX INC COMMON STOCK 58440X103 244,950.00 4,600.00 4,600.00 4,600.00
MEDICAL ASSURANCE INC COMMON STOCK 58449U100 384,200.00 13,600.00 13,600.00 13,600.00
MEDICIS PHARMACEUTICAL CORP COMMON STOCK - CLASS A 584690309 502,425.00 19,800.00 19,800.00 19,800.00
MEDIMMUNE INC COMMON STOCK 584699102 1,565,025.00 23,100.00 23,100.00 23,100.00
MEDQUIST INC COMMON STOCK 584949101 1,351,875.00 30,900.00 30,900.00 30,900.00
MEDPARTNERS INC COMMON STOCK 58503X107 91,492.64 12,099.00 12,099.00 12,099.00
MEDTRONIC INC COMMON STOCK 585055106 10,664,436.10 136,943.00 136,943.00 136,943.00
MELITA INTERNATIONAL CORP COMMON STOCK 585493109 518,400.00 38,400.00 38,400.00 38,400.00
MELLON BANK CORP COMMON STOCK 585509102 10,001,524.50 274,956.00 274,956.00 274,956.00
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 1,361,062.50 53,375.00 53,375.00 53,375.00
MENTOR CORP COMMON STOCK 587188103 203,012.50 10,900.00 10,900.00 10,900.00
MERCANTILE BANCORPORATION INC COMMON STOCK 587342106 1,982,923.00 34,712.00 34,712.00 34,712.00
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,289,418.75 36,450.00 36,450.00 36,450.00
MERCK & COMPANY INC COMMON STOCK 589331107 43,510,224.00 587,976.00 587,976.00 587,976.00
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 1,259,350.00 35,600.00 35,600.00 35,600.00
MEREDITH CORP COMMON STOCK 589433101 364,947.50 10,540.00 10,540.00 10,540.00
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 770,396.83 34,336.00 34,336.00 34,336.00
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 828,750.00 32,500.00 32,500.00 32,500.00
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 6,502,075.58 81,340.00 81,340.00 81,340.00
MESA AIR GROUP INC COMMON STOCK 590479101 113,476.50 15,100.00 15,100.00 15,100.00
METHODE ELECTRONICS INC COMMON STOCK 591520200 363,712.50 15,900.00 15,900.00 15,900.00
METRO INFORMATION SERVICES INC COMMON STOCK 59162P104 382,375.00 23,000.00 23,000.00 23,000.00
METRO NETWORKS COMMON STOCK 591918107 400,312.50 7,500.00 7,500.00 7,500.00
METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 593,006.80 23,900.00 23,900.00 23,900.00
METZLER GROUP INC COMMON STOCK 592903108 1,041,462.50 37,700.00 37,700.00 37,700.00
MICHAEL FOODS INC COMMON STOCK 594079105 1,273,700.00 54,200.00 54,200.00 54,200.00
MICHAELS STORES INC COMMON STOCK 594087108 784,000.00 25,600.00 25,600.00 25,600.00
MICREL INC COMMON STOCK 594793101 666,000.00 9,000.00 9,000.00 9,000.00
MICROS SYSTEMS INC COMMON STOCK 594901100 248,200.00 7,300.00 7,300.00 7,300.00
MICROSOFT CORP COMMON STOCK 594918104 100,215,794.00 1,111,200.00 1,111,200.00 1,111,200.00
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 217,925.00 4,600.00 4,600.00 4,600.00
MICRON TECHNOLOGY INC COMMON STOCK 595112103 2,190,957.20 54,350.00 54,350.00 54,350.00
MIDAMERICAN ENERGY HLDGS CO COMMON STOCK 59562V107 287,387.50 8,300.00 8,300.00 8,300.00
MIDWAY GAMES INC COMMON STOCK 598148104 218,596.49 16,897.00 16,897.00 16,897.00
MILACRON INC COMMON STOCK 598709103 706,330.00 38,180.00 38,180.00 38,180.00
MILLER (HERMAN) INC COMMON STOCK 600544100 3,918,600.00 186,600.00 186,600.00 186,600.00
MILLIPORE CORP COMMON STOCK 601073109 1,189,683.46 29,330.00 29,330.00 29,330.00
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 10,831,046.15 124,585.00 124,585.00 124,585.00
MIRAGE RESORTS INC COMMON STOCK 60462E104 933,812.50 55,750.00 55,750.00 55,750.00
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 114,810.21 11,701.00 11,701.00 11,701.00
MOBIL CORP COMMON STOCK 607059102 21,347,370.00 215,630.00 215,630.00 215,630.00
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 213,125.00 15,500.00 15,500.00 15,500.00
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 239,962.50 7,900.00 7,900.00 7,900.00
MOLEX INC COMMON STOCK 608554101 711,251.00 19,223.00 19,223.00 19,223.00
MOLEX INC COMMON STOCK- CLASS A 608554200 1,392,300.00 44,200.00 44,200.00 44,200.00
MONSANTO CO COMMON STOCK 611662107 5,510,926.38 139,740.00 139,740.00 139,740.00
MONTANA POWER CO COMMON STOCK 612085100 890,062.50 12,625.00 12,625.00 12,625.00
MOOG INC - CL A COMMON STOCK 615394202 804,375.00 23,400.00 23,400.00 23,400.00
MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 10,416,670.00 74,140.00 74,140.00 74,140.00
MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 13,334,942.50 130,097.00 130,097.00 130,097.00
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 244,394.40 23,700.00 23,700.00 23,700.00
MOTOROLA INC COMMON STOCK 620076109 16,763,643.80 176,925.00 176,925.00 176,925.00
MUELLER INDUSTRIES INC COMMON STOCK 624756102 542,992.00 16,000.00 16,000.00 16,000.00
MURPHY OIL CORP COMMON STOCK 626717102 331,921.60 6,800.00 6,800.00 6,800.00
MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 644,137.50 19,300.00 19,300.00 19,300.00
MYLAN LABORATORIES INC COMMON STOCK 628530107 530,000.00 20,000.00 20,000.00 20,000.00
NABI INC CONVERTIBLE BOND 628716AB8 372,750.00 525,000.00 525,000.00 525,000.00
NBTY INC COMMON STOCK 628782104 208,000.00 32,000.00 32,000.00 32,000.00
NCI BUILDING SYSTEMS INC COMMON STOCK 628852105 258,637.50 12,100.00 12,100.00 12,100.00
NCO GROUP INC COMMON STOCK 628858102 898,700.00 23,650.00 23,650.00 23,650.00
NCR CORP COMMON STOCK 62886E108 793,780.74 16,262.00 16,262.00 16,262.00
NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 2,268,683.39 115,974.00 115,974.00 115,974.00
NABORS INDUSTRIES INC COMMON STOCK 629568106 1,570,077.25 64,250.00 64,250.00 64,250.00
NALCO CHEMICAL CO COMMON STOCK 629853102 2,388,843.75 46,050.00 46,050.00 46,050.00
NATIONAL AUSTRALIA BANK LTD ADR 632525408 924,000.00 11,000.00 11,000.00 11,000.00
NATIONAL CITY CORP COMMON STOCK 635405103 5,634,310.00 86,020.00 86,020.00 86,020.00
NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 1,171,125.00 34,700.00 34,700.00 34,700.00
NATIONAL DATA CORP COMMON STOCK 635621105 2,641,950.00 61,800.00 61,800.00 61,800.00
NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 435,000.00 7,500.00 7,500.00 7,500.00
NATIONAL FUEL GAS CO COMMON STOCK 636180101 295,850.00 6,100.00 6,100.00 6,100.00
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 593,512.50 14,700.00 14,700.00 14,700.00
NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 944,137.60 37,300.00 37,300.00 37,300.00
NATIONAL SEMICONDUCTOR CONVERTIBLE BOND 637640AB9 142,500.00 150,000.00 150,000.00 150,000.00
NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 872,280.00 24,230.00 24,230.00 24,230.00
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 261,562.50 15,500.00 15,500.00 15,500.00
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 747,000.00 14,940.00 14,940.00 14,940.00
NETWORKS ASSOCIATES INC COMMON STOCK 640938106 312,818.41 21,299.00 21,299.00 21,299.00
NETGRAVITY INC COMMON STOCK 641114103 666,575.00 29,300.00 29,300.00 29,300.00
NETOPIA INC COMMON STOCK 64114K104 477,750.00 21,000.00 21,000.00 21,000.00
NETWORK APPLIANCE INC COMMON STOCK 64120L104 636,975.00 11,400.00 11,400.00 11,400.00
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 1,004,454.56 25,880.00 25,880.00 25,880.00
NEW ENGLAND ELECTRIC SYSTEM COMMON STOCK 644001109 471,175.00 9,400.00 9,400.00 9,400.00
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 636,429.00 17,000.00 17,000.00 17,000.00
NEW YORK TIMES CO COMMON STOCK 650111107 1,460,700.16 39,680.00 39,680.00 39,680.00
NEWBRIDGE NETWORKS CORP COMMON STOCK 650901101 1,201,750.00 41,800.00 41,800.00 41,800.00
NEWELL RUBBERMAID INC COMMON STOCK 651229106 2,982,975.00 64,150.00 64,150.00 64,150.00
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,139,884.25 75,250.00 75,250.00 75,250.00
NEWMONT MINING CORP COMMON STOCK 651639106 1,569,131.25 78,950.00 78,950.00 78,950.00
NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 782,340.00 26,520.00 26,520.00 26,520.00
NEWS CORPORATION LTD SPONSORED ADR 652487703 529,680.00 15,000.00 15,000.00 15,000.00
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 3,324,888.75 66,250.00 66,250.00 66,250.00
NEXTLINK COMMUNICATIONS CLASS A 65333H707 260,312.50 3,500.00 3,500.00 3,500.00
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,140,562.62 71,010.00 71,010.00 71,010.00
NICHOLS RESEARCH CORP COMMON STOCK 653818104 357,656.25 16,350.00 16,350.00 16,350.00
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 694,190.25 23,733.00 23,733.00 23,733.00
NICOR INC COMMON STOCK 654086107 408,405.26 10,730.00 10,730.00 10,730.00
NIKE INC COMMON STOCK 654106103 3,394,156.32 53,610.00 53,610.00 53,610.00
NISOURCE INC COMMON STOCK 65473P105 498,171.60 19,300.00 19,300.00 19,300.00
NOBLE AFFILIATES INC COMMON STOCK 654894104 256,501.70 9,100.00 9,100.00 9,100.00
NOKIA CORP AB ADR SPONSORED 654902204 846,948.50 9,250.00 9,250.00 9,250.00
NOBLE DRILLING CORP COMMON STOCK 655042109 403,583.50 20,500.00 20,500.00 20,500.00
NORAM ENERGY CORP CONVERTIBLE SUB DEBENTURES 655419AC3 120,906.25 132,500.00 132,500.00 132,500.00
NORDSTROM INC COMMON STOCK 655664100 1,005,670.00 30,020.00 30,020.00 30,020.00
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 4,861,271.25 161,370.00 161,370.00 161,370.00
NORRELL CORP COMMON STOCK 656301108 221,981.60 11,800.00 11,800.00 11,800.00
NORTEL INVERSORA - ADR COMMON STOCK 656567401 547,312.50 31,500.00 31,500.00 31,500.00
NORTEL NETWORKS COMMON STOCK 656569100 11,807,386.90 136,011.00 136,011.00 136,011.00
NORTH AMERICAN VACCINE INC COMMON STOCK 657201109 70,200.00 14,400.00 14,400.00 14,400.00
NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,874,390.40 87,950.00 87,950.00 87,950.00
NORTHEAST UTILITIES COMMON STOCK 664397106 374,964.40 21,200.00 21,200.00 21,200.00
NORTHERN STATES POWER CO COMMON STOCK 665772109 834,451.50 34,500.00 34,500.00 34,500.00
NORTHERN TRUST CORP COMMON STOCK 665859104 3,433,800.00 35,400.00 35,400.00 35,400.00
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 1,030,488.48 15,540.00 15,540.00 15,540.00
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 268,993.75 11,150.00 11,150.00 11,150.00
NOVA CORP/GEORGIA COMMON STOCK 669784100 2,787,500.00 111,500.00 111,500.00 111,500.00
NOVELL INC COMMON STOCK 670006105 2,010,290.00 75,860.00 75,860.00 75,860.00
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 1,433,250.00 21,000.00 21,000.00 21,000.00
NOVO-NORDISK AS ADR 670100205 428,000.00 8,000.00 8,000.00 8,000.00
NUCOR CORP COMMON STOCK 670346105 937,355.12 19,760.00 19,760.00 19,760.00
OGE ENERGY CORP COMMON STOCK 670837103 296,875.00 12,500.00 12,500.00 12,500.00
OM GROUP INC COMMON STOCK 670872100 938,400.00 27,200.00 27,200.00 27,200.00
OAK INDUSTRIES INC COMMON STOCK 671400505 358,233.40 8,200.00 8,200.00 8,200.00
OAKWOOD HOMES CORP COMMON STOCK 674098108 276,937.50 21,100.00 21,100.00 21,100.00
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,731,616.25 81,970.00 81,970.00 81,970.00
OCEAN ENERGY INC COMMON STOCK 67481E106 752,655.75 78,198.00 78,198.00 78,198.00
OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 162,862.50 10,100.00 10,100.00 10,100.00
OFFICE DEPOT INC COMMON STOCK 676220106 1,825,895.24 82,762.00 82,762.00 82,762.00
OFFICEMAX INC COMMON STOCK 67622M108 224,400.00 18,700.00 18,700.00 18,700.00
OGDEN CORP COMMON STOCK 676346109 210,108.60 7,800.00 7,800.00 7,800.00
OGDEN CORP EURODOLLAR CONVERT SUB BONDS 676346AD1 455,400.00 495,000.00 495,000.00 495,000.00
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 658,392.00 15,676.00 15,676.00 15,676.00
OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 369,178.40 21,325.00 21,325.00 21,325.00
OLIN CORP COMMON STOCK 680665205 480,006.80 36,400.00 36,400.00 36,400.00
OMNICARE INC COMMON STOCK 681904108 1,579,387.50 125,100.00 125,100.00 125,100.00
OMNICOM GROUP INC COMMON STOCK 681919106 6,296,000.00 78,700.00 78,700.00 78,700.00
OMNIPOINT CORP COMMON STOCK 68212D102 1,360,039.00 47,000.00 47,000.00 47,000.00
ONEMAIN.COM INC COMMON STOCK 68267P109 275,231.25 11,650.00 11,650.00 11,650.00
ORACLE CORP COMMON STOCK 68389X105 11,154,726.00 300,464.00 300,464.00 300,464.00
ORANGE & ROCKLAND UTILITIES IN COMMON STOCK 684065105 356,087.50 6,100.00 6,100.00 6,100.00
ORBITAL SCIENCES CORP COMMON STOCK 685564106 980,437.50 41,500.00 41,500.00 41,500.00
ORGANOGENESIS INC COMMON STOCK 685906109 126,562.50 13,500.00 13,500.00 13,500.00
O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 1,410,500.00 28,000.00 28,000.00 28,000.00
ORION CAPITAL CORP COMMON STOCK 686268103 1,567,737.50 43,700.00 43,700.00 43,700.00
ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 302,275.00 21,400.00 21,400.00 21,400.00
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 2,498,277.60 63,550.00 63,550.00 63,550.00
OUTDOOR SYSTEMS INC COMMON STOCK 690057104 3,102,500.00 85,000.00 85,000.00 85,000.00
OWENS & MINOR INC COMMON STOCK 690732102 160,050.00 14,550.00 14,550.00 14,550.00
OWENS CORNING COMMON STOCK 69073F103 424,187.50 12,340.00 12,340.00 12,340.00
OWENS-ILLINOIS INC COMMON STOCK 690768403 1,108,089.30 33,900.00 33,900.00 33,900.00
P-COM INC COMMON STOCK 693262107 114,101.20 21,800.00 21,800.00 21,800.00
PECO ENERGY CO COMMON STOCK 693304107 1,903,637.50 45,460.00 45,460.00 45,460.00
PG&E CORP COMMON STOCK 69331C108 2,811,737.50 86,515.00 86,515.00 86,515.00
PE CORP CELERA GENOMICS COMMON STOCK 69332S102 1,661,580.00 14,480.00 14,480.00 14,480.00
PMC SIERRA INC COMMON STOCK 69344F106 2,239,606.00 38,000.00 38,000.00 38,000.00
PMI GROUP INC (THE) COMMON STOCK 69344M101 257,529.20 4,100.00 4,100.00 4,100.00
PNC BANK CORP COMMON STOCK 693475105 3,936,651.88 68,315.00 68,315.00 68,315.00
PP&L RESOURCES INC COMMON STOCK 693499105 1,095,038.25 35,611.00 35,611.00 35,611.00
PPG INDUSTRIES INC COMMON STOCK 693506107 3,640,581.68 61,640.00 61,640.00 61,640.00
PACCAR INC COMMON STOCK 693718108 914,313.75 17,130.00 17,130.00 17,130.00
PACIFIC CENTURY FINANCIAL CORP COMMON STOCK 694058108 273,837.40 12,700.00 12,700.00 12,700.00
PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 638,025.00 28,200.00 28,200.00 28,200.00
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 336,375.00 13,800.00 13,800.00 13,800.00
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 488,380.29 6,789.00 6,789.00 6,789.00
PACIFICORP COMMON STOCK 695114108 2,131,867.50 116,020.00 116,020.00 116,020.00
PAINE WEBBER GROUP INC COMMON STOCK 695629105 1,425,875.00 30,500.00 30,500.00 30,500.00
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 481,850.00 41,900.00 41,900.00 41,900.00
PALL CORP COMMON STOCK 696429307 2,049,635.06 92,380.00 92,380.00 92,380.00
PAPA JOHN'S INTERNATIONAL INC COMMON STOCK 698813102 835,646.90 18,700.00 18,700.00 18,700.00
PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 2,056,275.00 148,200.00 148,200.00 148,200.00
PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 149,094.40 11,200.00 11,200.00 11,200.00
PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 142,398.90 14,700.00 14,700.00 14,700.00
PARKER HANNIFIN CORP COMMON STOCK 701094104 1,120,875.00 24,500.00 24,500.00 24,500.00
PATRIOT AMERICAN HOSPITALITY COMMON STOCK 703352203 41,303.63 10,013.00 10,013.00 10,013.00
PATTERSON DENTAL CO COMMON STOCK 703412106 521,250.00 15,000.00 15,000.00 15,000.00
PATTERSON ENERGY INC COMMON STOCK 703414102 477,950.00 48,400.00 48,400.00 48,400.00
PAXAR CORP COMMON STOCK 704227107 188,469.00 20,941.00 20,941.00 20,941.00
PAYCHEX INC COMMON STOCK 704326107 1,678,888.13 52,671.00 52,671.00 52,671.00
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 273,492.00 5,112.00 5,112.00 5,112.00
PEGASUS SYSTEMS INC COMMON STOCK 705906105 280,777.50 7,500.00 7,500.00 7,500.00
PENNEY J C CO INC COMMON STOCK 708160106 4,024,332.94 82,870.00 82,870.00 82,870.00
PENNZOIL-QUAKER STATE COMPANY COMMON STOCK 709323109 184,950.00 12,330.00 12,330.00 12,330.00
PENTAIR INC COMMON STOCK 709631105 3,129,300.00 68,400.00 68,400.00 68,400.00
PEOPLES ENERGY CORP COMMON STOCK 711030106 226,875.74 6,020.00 6,020.00 6,020.00
PEOPLESOFT INC COMMON STOCK 712713106 853,875.00 49,500.00 49,500.00 49,500.00
PEP BOYS - MANNY MOE & JACK COMMON STOCK 713278109 263,673.63 12,193.00 12,193.00 12,193.00
PEPSICO INC COMMON STOCK 713448108 13,304,265.87 343,895.00 343,895.00 343,895.00
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 568,967.05 22,150.00 22,150.00 22,150.00
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 11,403,702.30 200,727.00 200,727.00 200,727.00
PFIZER INC COMMON STOCK 717081103 33,071,516.25 301,335.00 301,335.00 301,335.00
PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 876,000.00 32,000.00 32,000.00 32,000.00
PHELPS DODGE CORP COMMON STOCK 717265102 1,826,831.82 29,495.00 29,495.00 29,495.00
PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 415,508.05 18,017.00 18,017.00 18,017.00
PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 23,846,162.10 593,380.00 593,380.00 593,380.00
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 3,557,058.40 70,700.00 70,700.00 70,700.00
PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 120,475.00 12,200.00 12,200.00 12,200.00
PHOTRONICS INC COMMON STOCK 719405102 1,496,950.00 61,100.00 61,100.00 61,100.00
PHYCOR INC COMMON STOCK 71940F100 251,063.40 33,900.00 33,900.00 33,900.00
PICTURETEL CORP COMMON STOCK 720035302 144,000.00 18,000.00 18,000.00 18,000.00
PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 429,525.00 13,800.00 13,800.00 13,800.00
PIER 1 IMPORTS INC COMMON STOCK 720279108 548,910.00 48,792.00 48,792.00 48,792.00
PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 539,350.00 13,400.00 13,400.00 13,400.00
PIONEER GROUP INC COMMON STOCK 723684106 201,825.00 11,700.00 11,700.00 11,700.00
PIONEER HI-BRED INTERN'L INC COMMON STOCK 723686101 2,062,882.26 52,980.00 52,980.00 52,980.00
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 178,200.00 16,200.00 16,200.00 16,200.00
PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 141,900.00 11,825.00 11,825.00 11,825.00
PITNEY BOWES INC COMMON STOCK 724479100 4,858,585.00 75,620.00 75,620.00 75,620.00
PLACER DOME INC COMMON STOCK 725906101 608,081.76 51,480.00 51,480.00 51,480.00
PLAINS RESOURCES INC COMMON STOCK 726540503 744,800.00 39,200.00 39,200.00 39,200.00
PLANTRONICS INC COMMON STOCK 727493108 501,462.50 7,700.00 7,700.00 7,700.00
PLAYERS INTERNATIONAL INC COMMON STOCK 727903106 102,055.40 14,200.00 14,200.00 14,200.00
PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 731,414.00 47,000.00 47,000.00 47,000.00
PLEXUS CORP COMMON STOCK 729132100 204,850.00 6,800.00 6,800.00 6,800.00
POGO PRODUCING CO COMMON STOCK 730448107 335,250.00 18,000.00 18,000.00 18,000.00
POLARIS INDUSTRIES INC COMMON STOCK 731068102 491,550.00 11,300.00 11,300.00 11,300.00
POLAROID CORP COMMON STOCK 731095105 257,741.25 9,330.00 9,330.00 9,330.00
POPULAR INC COMMON STOCK 733174106 281,901.60 9,300.00 9,300.00 9,300.00
PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 658,992.00 16,000.00 16,000.00 16,000.00
POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 553,415.60 18,800.00 18,800.00 18,800.00
POWERGEN PLC ADR SPONSORED 738905405 428,750.00 10,000.00 10,000.00 10,000.00
POWER INTEGRATIONS INC COMMON STOCK 739276103 621,562.50 8,500.00 8,500.00 8,500.00
POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 925,575.00 28,700.00 28,700.00 28,700.00
PREMIER BANCSHARES INC COMMON STOCK 739909109 214,250.40 11,700.00 11,700.00 11,700.00
PRAXAIR INC COMMON STOCK 74005P104 1,732,859.17 35,410.00 35,410.00 35,410.00
PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 285,463.50 10,500.00 10,500.00 10,500.00
PRECISION DRILLING CORP COMMON STOCK 74022D100 579,484.80 30,400.00 30,400.00 30,400.00
PREMARK INTERNATIONAL INC COMMON STOCK 740459102 1,676,250.00 44,700.00 44,700.00 44,700.00
PREMIER PARKS INC COMMON STOCK 740540208 2,205,000.00 60,000.00 60,000.00 60,000.00
T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 614,000.00 16,000.00 16,000.00 16,000.00
PRIMARK CORP COMMON STOCK 741903108 260,190.86 9,272.00 9,272.00 9,272.00
PRIME HOSPITALITY CORP COMMON STOCK 741917108 274,800.00 22,900.00 22,900.00 22,900.00
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 237,645.00 22,500.00 22,500.00 22,500.00
PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 1,390,971.00 40,318.00 40,318.00 40,318.00
PROBUSINESS SERVICES INC COMMON STOCK 742674104 695,975.00 19,400.00 19,400.00 19,400.00
PROCTER & GAMBLE CO COMMON STOCK 742718109 26,908,428.80 301,495.00 301,495.00 301,495.00
PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 1,149,681.60 24,300.00 24,300.00 24,300.00
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 220,350.00 7,800.00 7,800.00 7,800.00
PROGRESSIVE CORP COMMON STOCK 743315103 2,037,250.00 14,050.00 14,050.00 14,050.00
PROMUS HOTEL CORP COMMON STOCK 74342P106 377,642.00 12,182.00 12,182.00 12,182.00
PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,310,000.00 70,000.00 70,000.00 70,000.00
PROVANT INC COMMON STOCK 743724106 555,563.40 35,700.00 35,700.00 35,700.00
PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 254,703.75 10,955.00 10,955.00 10,955.00
PROVIDENT COMPANIES INC COMMON STOCK 743862104 1,118,080.00 27,952.00 27,952.00 27,952.00
PROVIDENT FINANCIAL GROUP COMMON STOCK 743866105 245,000.00 5,600.00 5,600.00 5,600.00
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 854,100.00 43,800.00 43,800.00 43,800.00
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,856,892.50 30,555.00 30,555.00 30,555.00
PROXIM INC COMMON STOCK 744284100 928,000.00 16,000.00 16,000.00 16,000.00
PSINET INC COMMON STOCK 74437C101 472,500.00 10,800.00 10,800.00 10,800.00
PUBLIC SERVICE COMPANY OF NC I COMMON STOCK 744516105 927,225.00 31,700.00 31,700.00 31,700.00
PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 2,026,582.50 49,580.00 49,580.00 49,580.00
PUGET SOUND ENERGY INC COMMON STOCK 745332106 324,105.80 13,400.00 13,400.00 13,400.00
QLOGIC CORP COMMON STOCK 747277101 660,000.00 5,000.00 5,000.00 5,000.00
QUAKER OATS CO COMMON STOCK 747402105 3,743,550.00 56,400.00 56,400.00 56,400.00
QUALCOMM INC COMMON STOCK 747525103 3,113,950.00 21,700.00 21,700.00 21,700.00
QUANTUM CORP COMMON STOCK 747906105 624,837.50 25,900.00 25,900.00 25,900.00
QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 310,800.00 9,600.00 9,600.00 9,600.00
QUESTAR CORP COMMON STOCK 748356102 252,450.00 13,200.00 13,200.00 13,200.00
QUIKSILVER INC COMMON STOCK 74838C106 972,112.60 37,300.00 37,300.00 37,300.00
QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 651,000.00 15,500.00 15,500.00 15,500.00
QUORUM HEALTH GROUP INC COMMON STOCK 749084109 141,322.50 11,250.00 11,250.00 11,250.00
QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 808,696.52 24,460.00 24,460.00 24,460.00
R & B FALCON CORPORATION COMMON STOCK 74912E101 95,831.25 10,222.00 10,222.00 10,222.00
R H DONNELLEY CORP COMMON STOCK 74955W307 1,133,031.04 57,920.00 57,920.00 57,920.00
RPM INC (OHIO) COMMON STOCK 749685103 249,776.32 17,606.00 17,606.00 17,606.00
RADIAN GROUP INC COMMON STOCK 750236101 2,816,452.40 57,700.00 57,700.00 57,700.00
RALCORP HOLDINGS INC COMMON STOCK 751028101 223,261.80 13,900.00 13,900.00 13,900.00
RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 2,153,113.38 70,740.00 70,740.00 70,740.00
RANGER OIL LTD COMMON STOCK 752805101 56,775.50 11,500.00 11,500.00 11,500.00
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 256,908.60 7,800.00 7,800.00 7,800.00
RAYCHEM CORP COMMON STOCK 754603108 657,120.00 17,760.00 17,760.00 17,760.00
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 567,905.33 23,725.00 23,725.00 23,725.00
RAYTHEON CO COMMON STOCK 755111408 5,340,055.00 75,880.00 75,880.00 75,880.00
READ-RITE CORP COMMON STOCK 755246105 137,086.30 22,100.00 22,100.00 22,100.00
READ-RITE CORP CONVERTIBLE BOND 755246AA3 399,000.00 950,000.00 950,000.00 950,000.00
READERS DIGEST ASSOCIATION INC COMMON STOCK CLASS A 755267101 1,836,450.00 46,200.00 46,200.00 46,200.00
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 224,245.00 12,040.00 12,040.00 12,040.00
REGAL-BELOIT CORP COMMON STOCK 758750103 644,962.50 27,300.00 27,300.00 27,300.00
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 108,586.80 13,900.00 13,900.00 13,900.00
REGIS CORP COMMON STOCK 758932107 330,016.40 17,200.00 17,200.00 17,200.00
REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,936,725.12 50,387.00 50,387.00 50,387.00
REINSURANCE GROUP AMERICA CO COMMON STOCK 759351109 479,400.00 13,600.00 13,600.00 13,600.00
RELIANCE STEEL & ALUMINUM CO COMMON STOCK 759509102 319,800.00 8,200.00 8,200.00 8,200.00
RELIANT ENERGY INC COMMON STOCK 75952J108 2,688,741.25 97,330.00 97,330.00 97,330.00
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 616,875.00 14,100.00 14,100.00 14,100.00
REMEC INC COMMON STOCK 759543101 890,100.00 55,200.00 55,200.00 55,200.00
RENAL CARE GROUP INC COMMON STOCK 759930100 511,031.25 19,750.00 19,750.00 19,750.00
RENTAL SERVICE CORP COMMON STOCK 76009V102 1,001,875.00 35,000.00 35,000.00 35,000.00
REPSOL SA ADR SPONSORED 76026T205 914,040.00 45,000.00 45,000.00 45,000.00
REPUBLIC NEW YORK CORP COMMON STOCK 760719104 1,614,668.16 23,680.00 23,680.00 23,680.00
REPUBLIC SERVICES INC COMMON STOCK 760759100 2,970,000.00 120,000.00 120,000.00 120,000.00
RESEARCH IN MOTION LTD COMMON STOCK 760975102 504,225.00 24,900.00 24,900.00 24,900.00
RESPIRONICS INC COMMON STOCK 761230101 659,450.00 43,600.00 43,600.00 43,600.00
REYNOLDS & REYNOLDS CO COMMON STOCK 761695105 282,075.20 12,100.00 12,100.00 12,100.00
REYNOLDS METALS CO COMMON STOCK 761763101 3,459,760.00 58,640.00 58,640.00 58,640.00
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 1,214,514.00 38,556.00 38,556.00 38,556.00
RHONE-POULENC SA SPONSORED ADR 762426609 282,515.63 6,125.00 6,125.00 6,125.00
RHYTHMS NETCONNECTIONS INC COMMON STOCK 762430205 210,150.00 3,600.00 3,600.00 3,600.00
RICHARDSON ELECTRONICS LTD CONVERTIBLE DEBENTURES 763165AB3 36,000.00 50,000.00 50,000.00 50,000.00
RICHFOOD HOLDINGS INC COMMON STOCK 763408101 1,309,537.50 74,300.00 74,300.00 74,300.00
RIGGS NATIONAL CORP COMMON STOCK 766570105 259,081.20 12,600.00 12,600.00 12,600.00
RITE AID CORP COMMON STOCK 767754104 1,447,457.50 58,780.00 58,780.00 58,780.00
ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 1,094,600.00 42,100.00 42,100.00 42,100.00
ROBERTS PHARMACEUTICAL CORP COMMON STOCK 770491108 1,081,550.00 44,600.00 44,600.00 44,600.00
ROCHESTER GAS & ELECTRIC CORP COMMON STOCK 771367109 589,676.40 22,200.00 22,200.00 22,200.00
ROCKWELL INTL NEW COMMON STOCK 773903109 2,713,095.00 44,660.00 44,660.00 44,660.00
ROGERS COMMUNICATIONS,INC COMMON STOCK 775109200 598,919.00 37,000.00 37,000.00 37,000.00
ROGERS COMMUNICATIONS,INC CONVERTIBLE DEBENTURES 775109AE1 223,500.00 300,000.00 300,000.00 300,000.00
ROHM & HAAS CO COMMON STOCK 775371107 1,922,257.75 44,834.00 44,834.00 44,834.00
ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 284,800.00 25,600.00 25,600.00 25,600.00
ROMAC INTL INC COMMON STOCK 775835101 749,937.50 84,500.00 84,500.00 84,500.00
ROPER INDUSTRIES INC COMMON STOCK 776696106 432,000.00 13,500.00 13,500.00 13,500.00
ROSS STORES INC COMMON STOCK 778296103 357,662.50 7,100.00 7,100.00 7,100.00
ROSTELECOM SPONSORED ADR 778529107 313,984.00 32,000.00 32,000.00 32,000.00
ROUSE CO (THE) COMMON STOCK 779273101 5,513,987.50 217,300.00 217,300.00 217,300.00
ROWAN COMPANIES INC COMMON STOCK 779382100 345,878.12 18,760.00 18,760.00 18,760.00
ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 24,571,456.30 407,825.00 407,825.00 407,825.00
RUBY TUESDAY INC COMMON STOCK 781182100 583,300.00 30,700.00 30,700.00 30,700.00
RUSS BERRIE & COMPANY INC COMMON STOCK 782233100 235,125.00 9,500.00 9,500.00 9,500.00
RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 198,787.50 17,100.00 17,100.00 17,100.00
RYDER SYSTEM INC COMMON STOCK 783549108 568,360.00 21,860.00 21,860.00 21,860.00
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 33,686,690.00 580,805.00 580,805.00 580,805.00
SCI SYSTEMS INC COMMON STOCK 783890106 4,227,500.00 89,000.00 89,000.00 89,000.00
SEI INVESTMENTS CO COMMON STOCK 784117103 706,000.00 8,000.00 8,000.00 8,000.00
SFX ENTERTAINMENT CLASS A SHARES 784178105 812,800.00 12,700.00 12,700.00 12,700.00
SLM HOLDING CORP COMMON STOCK 78442A109 1,653,813.20 36,100.00 36,100.00 36,100.00
SLI INC COMMON STOCK 78442T108 353,700.00 13,100.00 13,100.00 13,100.00
SPS TECHNOLOGIES INC COMMON STOCK 784626103 210,000.00 5,600.00 5,600.00 5,600.00
SPX CORP COMMON STOCK 784635104 1,177,266.50 14,099.00 14,099.00 14,099.00
S3 INC COMMON STOCK 784849101 213,685.50 23,500.00 23,500.00 23,500.00
SABRE GROUP HOLDINGS INC COMMON STOCK 785905100 1,546,875.00 22,500.00 22,500.00 22,500.00
SAFECO CORP COMMON STOCK 786429100 3,079,483.75 69,790.00 69,790.00 69,790.00
SAFESKIN CORP COMMON STOCK 786454108 328,800.00 27,400.00 27,400.00 27,400.00
SAFEWAY INC COMMON STOCK 786514208 6,802,735.50 137,429.00 137,429.00 137,429.00
ST JOHN KNITS INC COMMON STOCK 790289102 216,450.00 7,400.00 7,400.00 7,400.00
ST JUDE MEDICAL INC COMMON STOCK 790849103 694,865.63 19,505.00 19,505.00 19,505.00
ST PAUL BANCORP INC COMMON STOCK 792848103 454,665.00 17,830.00 17,830.00 17,830.00
ST PAUL COMPANIES INC COMMON STOCK 792860108 3,514,907.88 110,490.00 110,490.00 110,490.00
SAKS INCORPORATED COMMON STOCK 79377W108 1,461,306.00 50,608.00 50,608.00 50,608.00
SANMINA CORP COMMON STOCK 800907107 1,350,575.00 17,800.00 17,800.00 17,800.00
SANTA FE SNYDER CORP COMMON STOCK 80218K105 118,187.50 15,500.00 15,500.00 15,500.00
SAP AG COMMON STOCK 803054204 346,250.00 10,000.00 10,000.00 10,000.00
SARA LEE CORP COMMON STOCK 803111103 4,551,465.94 200,620.00 200,620.00 200,620.00
SAVILLE SYSTEMS IRELAND PLC ADR 805174109 1,232,500.00 85,000.00 85,000.00 85,000.00
SCANA CORP COMMON STOCK 805898103 384,518.75 16,450.00 16,450.00 16,450.00
SCHEIN (HENRY) INC COMMON STOCK 806407102 1,315,010.50 41,500.00 41,500.00 41,500.00
SCHERING-PLOUGH CORP COMMON STOCK 806605101 18,504,685.00 349,145.00 349,145.00 349,145.00
SCHLUMBERGER LTD COMMON STOCK 806857108 7,418,452.82 116,483.00 116,483.00 116,483.00
SCHOLASTIC CORP CONVERTIBLE BOND 807066AA3 549,750.00 600,000.00 600,000.00 600,000.00
SCHULER HOMES INC CONVERTIBLE SUB DEBENTURES 808188AA4 346,500.00 450,000.00 450,000.00 450,000.00
SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 11,425,571.60 103,987.00 103,987.00 103,987.00
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 862,200.00 23,950.00 23,950.00 23,950.00
SCOTTISH POWER PLC SPONSORED ADR 81013T705 525,000.00 15,000.00 15,000.00 15,000.00
SCOTTS CO COMMON STOCK 810186106 1,152,525.00 24,200.00 24,200.00 24,200.00
SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 1,338,393.75 52,230.00 52,230.00 52,230.00
SEAGRAM COMPANY LTD COMMON STOCK 811850106 3,409,380.00 67,680.00 67,680.00 67,680.00
SEACOR SMIT INC COMMON STOCK 811904101 288,900.00 5,400.00 5,400.00 5,400.00
SEALED AIR CORPORATION COMMON STOCK 81211K100 1,202,263.50 18,532.00 18,532.00 18,532.00
SEARS ROEBUCK & CO COMMON STOCK 812387108 3,903,185.58 87,590.00 87,590.00 87,590.00
SECURITY DYNAMICS TECH INC COMMON STOCK 814208104 369,750.00 17,400.00 17,400.00 17,400.00
SEITEL INC COMMON STOCK 816074306 173,200.90 10,700.00 10,700.00 10,700.00
SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 240,181.20 12,600.00 12,600.00 12,600.00
SEMPRA ENERGY COMMON STOCK 816851109 1,207,270.00 53,360.00 53,360.00 53,360.00
SEPRACOR INC COMMON STOCK 817315104 487,500.00 6,000.00 6,000.00 6,000.00
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 1,221,797.50 63,470.00 63,470.00 63,470.00
SERVICEMASTER COMPANY COMMON STOCK 81760N109 316,875.00 16,900.00 16,900.00 16,900.00
SHANDONG HUANENG POWER COMMON STOCK 819419102 456,974.70 88,100.00 88,100.00 88,100.00
SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 581,377.50 8,910.00 8,910.00 8,910.00
SHAW INDUSTRIES INC COMMON STOCK 820286102 557,700.00 33,800.00 33,800.00 33,800.00
SHELL TRANSPORT AND TRADING CO ADR 822703609 788,375.00 17,000.00 17,000.00 17,000.00
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 1,016,205.00 36,620.00 36,620.00 36,620.00
SHIRE PHARMACEUTICALS COMMON STOCK 82481R106 462,800.00 17,800.00 17,800.00 17,800.00
SHOPKO STORES INC COMMON STOCK 824911101 1,982,875.00 54,700.00 54,700.00 54,700.00
SHONEY'S INC CONVERTIBLE SUB NOTES 825039AC4 543,437.50 2,350,000.00 2,350,000.00 2,350,000.00
SHOREWOOD PACKAGING CORP COMMON STOCK 825229107 3,421,907.20 185,600.00 185,600.00 185,600.00
SIEBEL SYSTEMS INC COMMON STOCK 826170102 783,225.00 11,800.00 11,800.00 11,800.00
SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 173,244.00 12,000.00 12,000.00 12,000.00
SIERRA PACIFIC RESOURCES COMMON STOCK 826425100 501,975.00 13,800.00 13,800.00 13,800.00
SIGMA ALDRICH CORP COMMON STOCK 826552101 780,686.79 22,670.00 22,670.00 22,670.00
SILICON GRAPHICS INC COMMON STOCK 827056102 694,791.25 42,430.00 42,430.00 42,430.00
SILICON GRAPHICS CONVERTIBLE BOND 827056AC6 88,500.00 100,000.00 100,000.00 100,000.00
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 227,700.00 9,200.00 9,200.00 9,200.00
SILICON VALLEY GROUP INC COMMON STOCK 827066101 247,136.40 14,700.00 14,700.00 14,700.00
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,595,986.00 62,896.00 62,896.00 62,896.00
SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 242,250.00 5,100.00 5,100.00 5,100.00
SIZELER PROPERTIES INVEST INC CONVERTIBLE SUB DEBENTURES 830137AA3 235,000.00 250,000.00 250,000.00 250,000.00
SKYWEST INC COMMON STOCK 830879102 269,319.60 10,800.00 10,800.00 10,800.00
SMART MODULAR TECH INC COMMON STOCK 831690102 557,737.50 32,100.00 32,100.00 32,100.00
SMITH (AO) CORP COMMON STOCK 831865209 890,400.00 31,800.00 31,800.00 31,800.00
SMITH INTERNATIONAL INC COMMON STOCK 832110100 2,241,349.20 51,600.00 51,600.00 51,600.00
SMITHFIELD FOODS INC COMMON STOCK 832248108 625,271.90 18,700.00 18,700.00 18,700.00
SMITHKLINE BEECHAM PLC ADR 832378301 1,684,581.00 25,500.00 25,500.00 25,500.00
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 324,225.00 9,900.00 9,900.00 9,900.00
SNAP-ON INC COMMON STOCK 833034101 518,921.58 14,340.00 14,340.00 14,340.00
SODEXHO MARRIOTT SERVICES COMMON STOCK 833793102 646,601.90 33,700.00 33,700.00 33,700.00
SOLA INTERNATIONAL INC COMMON STOCK 834092108 215,750.70 11,100.00 11,100.00 11,100.00
SOLECTRON CORP COMMON STOCK 834182107 4,014,557.40 60,200.00 60,200.00 60,200.00
SOLUTIA INC COMMON STOCK 834376105 896,808.96 42,080.00 42,080.00 42,080.00
SONAT INC COMMON STOCK 835415100 820,175.00 24,760.00 24,760.00 24,760.00
SONIC CORP COMMON STOCK 835451105 275,681.25 8,450.00 8,450.00 8,450.00
SONOCO PRODUCTS CO COMMON STOCK 835495102 482,045.57 16,102.00 16,102.00 16,102.00
SONY CORP - SPONSORED ADR COMMON STOCK 835699307 441,500.00 4,000.00 4,000.00 4,000.00
SOTHEBY'S HOLDINGS INC COMMON STOCK 835898107 202,062.50 5,300.00 5,300.00 5,300.00
SOUTHDOWN INC COMMON STOCK 841297104 815,975.00 12,700.00 12,700.00 12,700.00
SOUTHERN CO COMMON STOCK 842587107 6,241,677.50 235,535.00 235,535.00 235,535.00
SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,445,279.25 37,662.00 37,662.00 37,662.00
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,350,995.75 75,534.00 75,534.00 75,534.00
SOUTHWEST GAS CORP COMMON STOCK 844895102 389,300.00 13,600.00 13,600.00 13,600.00
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 117,238.20 11,100.00 11,100.00 11,100.00
SOVEREIGN BANCORP INC COMMON STOCK 845905108 359,081.88 29,615.00 29,615.00 29,615.00
SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 5,607,748.50 190,500.00 190,500.00 190,500.00
SPEEDFAM-IPEC INC COMMON STOCK 847705100 208,806.00 13,000.00 13,000.00 13,000.00
SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 63,227.25 14,250.00 14,250.00 14,250.00
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 571,923.75 13,110.00 13,110.00 13,110.00
SPRINT CORP COMMON STOCK 852061100 10,105,048.08 191,340.00 191,340.00 191,340.00
SPRINT PCS GROUP COMMON STOCK 852061506 5,351,755.63 93,685.00 93,685.00 93,685.00
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 993,000.00 33,100.00 33,100.00 33,100.00
STANDARD PACIFIC CORP COMMON STOCK 85375C101 170,768.40 13,200.00 13,200.00 13,200.00
STANLEY WORKS (THE) COMMON STOCK 854616109 1,524,376.32 47,360.00 47,360.00 47,360.00
STAPLES INC COMMON STOCK 855030102 3,173,734.02 102,587.00 102,587.00 102,587.00
STARBUCKS CORP COMMON STOCK 855244109 976,612.00 26,000.00 26,000.00 26,000.00
STARWOOD FINANCIAL TRUST COMMON STOCK 85568W104 204,600.00 3,300.00 3,300.00 3,300.00
STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 2,259,662.59 73,937.00 73,937.00 73,937.00
STATE STREET CORP COMMON STOCK 857477103 3,790,650.00 44,400.00 44,400.00 44,400.00
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 464,400.00 25,800.00 25,800.00 25,800.00
STEIN MART INC COMMON STOCK 858375108 189,375.00 20,200.00 20,200.00 20,200.00
STERIS CORP COMMON STOCK 859152100 203,437.50 10,500.00 10,500.00 10,500.00
STERLING COMM INC COMMON STOCK 859205106 1,230,561.00 33,714.00 33,714.00 33,714.00
STERLING SOFTWARE INC COMMON STOCK 859547101 325,581.40 12,200.00 12,200.00 12,200.00
STEWART ENTERPRISES INC COMMON STOCK 860370105 230,079.60 15,800.00 15,800.00 15,800.00
STILLWATER MINING CO COMMON STOCK 86074Q102 505,014.15 15,450.00 15,450.00 15,450.00
STONE ENERGY CORP COMMON STOCK 861642106 288,150.00 6,800.00 6,800.00 6,800.00
STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 352,625.00 15,500.00 15,500.00 15,500.00
STRIDE RITE CORP COMMON STOCK 863314100 213,458.40 20,700.00 20,700.00 20,700.00
STRYKER CORP COMMON STOCK 863667101 799,662.50 13,300.00 13,300.00 13,300.00
STURM RUGER COMPANY INC COMMON STOCK 864159108 128,244.00 12,000.00 12,000.00 12,000.00
SUIZA FOODS CORP COMMON STOCK 865077101 3,236,937.50 77,300.00 77,300.00 77,300.00
SUMMIT BANCORP COMMON STOCK 866005101 2,995,829.80 71,650.00 71,650.00 71,650.00
SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 416,900.00 18,950.00 18,950.00 18,950.00
SUN COMMUNITIES INC COMMON STOCK 866674104 994,000.00 28,000.00 28,000.00 28,000.00
SUN MICROSYSTEMS INC COMMON STOCK 866810104 12,233,233.10 177,615.00 177,615.00 177,615.00
SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 2,635,800.00 76,400.00 76,400.00 76,400.00
SUNOCO INC COMMON STOCK 86764P109 774,296.55 25,650.00 25,650.00 25,650.00
SUNRISE ASSISTED LIVING INC COMMON STOCK 86768K106 418,500.00 12,000.00 12,000.00 12,000.00
SUNTRUST BANKS INC COMMON STOCK 867914103 5,015,990.01 72,238.00 72,238.00 72,238.00
SUPERIOR SVCS INC COMMON STOCK 868316100 384,292.80 14,400.00 14,400.00 14,400.00
SUPERVALU INC COMMON STOCK 868536103 693,549.00 27,000.00 27,000.00 27,000.00
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 290,066.80 16,400.00 16,400.00 16,400.00
SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 5,013,527.80 181,900.00 181,900.00 181,900.00
SYKES ENTERPRISES INC COMMON STOCK 871237103 1,168,125.00 35,000.00 35,000.00 35,000.00
SYLVAN LEARNING SYSTEMS INC COMMON STOCK 871399101 698,705.90 25,700.00 25,700.00 25,700.00
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 475,650.63 12,899.00 12,899.00 12,899.00
SYNOPSYS INC COMMON STOCK 871607107 2,682,088.20 48,600.00 48,600.00 48,600.00
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,189,518.75 59,850.00 59,850.00 59,850.00
SYSCO CORP COMMON STOCK 871829107 2,189,989.52 73,460.00 73,460.00 73,460.00
SYSTEM SOFTWARE ASSOCIATES INC COMMON STOCK 871839106 35,190.00 21,250.00 21,250.00 21,250.00
TCA CABLE TV INC COMMON STOCK 872241104 1,068,375.00 19,250.00 19,250.00 19,250.00
TCBY ENTERPRISES INC COMMON STOCK 872245105 61,832.40 10,200.00 10,200.00 10,200.00
TCF FINANCIAL CORP COMMON STOCK 872275102 379,100.00 13,600.00 13,600.00 13,600.00
TCSI CORP COMMON STOCK 87233R106 25,620.00 10,000.00 10,000.00 10,000.00
TECO ENERGY INC COMMON STOCK 872375100 1,026,025.00 45,100.00 45,100.00 45,100.00
TJ INTERNATIONAL CORP COMMON STOCK 872534102 213,900.00 6,900.00 6,900.00 6,900.00
TJX COMPANIES INC COMMON STOCK 872540109 2,378,476.80 71,400.00 71,400.00 71,400.00
TNP ENTERPRISES INC COMMON STOCK 872594106 217,500.00 6,000.00 6,000.00 6,000.00
TRW INC COMMON STOCK 872649108 2,463,338.75 44,890.00 44,890.00 44,890.00
TSI INTERNATIONAL SOFTWARE INC COMMON STOCK 872879101 851,250.00 30,000.00 30,000.00 30,000.00
TALBOTS INC COMMON STOCK 874161102 232,562.50 6,100.00 6,100.00 6,100.00
TALK.COM INC COMMON STOCK 874264104 301,500.00 26,800.00 26,800.00 26,800.00
TANDY CORP COMMON STOCK 875382103 5,183,682.50 106,060.00 106,060.00 106,060.00
TASTY BAKING CO COMMON STOCK 876553306 650,997.00 52,875.00 52,875.00 52,875.00
TECH DATA CORP COMMON STOCK 878237106 306,000.00 8,000.00 8,000.00 8,000.00
TECHNITROL INC COMMON STOCK 878555101 235,425.00 7,300.00 7,300.00 7,300.00
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 198,940.80 18,400.00 18,400.00 18,400.00
TEKTRONIX INC COMMON STOCK 879131100 1,046,885.16 34,680.00 34,680.00 34,680.00
TELECOMUNICACOES BRASILEIRAS S PREFERRED STOCK 879287100 793.60 12,800.00 12,800.00 12,800.00
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2,692,081.95 29,850.00 29,850.00 29,850.00
TELEFLEX INC COMMON STOCK 879369106 1,863,447.30 42,900.00 42,900.00 42,900.00
TELEFONICA SA SPONSORED ADR ADR SPONSORED 879382208 765,344.25 5,202.00 5,202.00 5,202.00
TELEFONOS DE MEXICO SA ADR SPONSORED CLASS L 879403780 1,478,859.60 18,300.00 18,300.00 18,300.00
TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 664,864.20 9,100.00 9,100.00 9,100.00
TELESP PARTICIPACOES S.A. ADR COMMON STOCK 87952K100 729,712.50 31,900.00 31,900.00 31,900.00
TELLABS INC COMMON STOCK 879664100 7,047,392.22 104,310.00 104,310.00 104,310.00
TELXON CORP CONVERTIBLE SUBORDINATED NOTES879700AC6 71,250.00 100,000.00 100,000.00 100,000.00
TEMPLE-INLAND INC COMMON STOCK 879868107 855,855.00 12,540.00 12,540.00 12,540.00
TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,317,846.31 70,997.00 70,997.00 70,997.00
TENNECO INC COMMON STOCK 88037E101 912,741.25 38,230.00 38,230.00 38,230.00
TERADYNE INC COMMON STOCK 880770102 954,275.00 13,300.00 13,300.00 13,300.00
TERAYON COMMUNICATION SYSTEMS COMMON STOCK 880775101 530,812.50 9,500.00 9,500.00 9,500.00
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 2,866,500.00 58,500.00 58,500.00 58,500.00
TETRA TECH INC COMMON STOCK 88162G103 735,900.00 44,600.00 44,600.00 44,600.00
TEXACO INC COMMON STOCK 881694103 10,418,500.00 166,696.00 166,696.00 166,696.00
TEXAS INDUSTRIES INC COMMON STOCK 882491103 364,250.00 9,400.00 9,400.00 9,400.00
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 15,957,975.00 110,055.00 110,055.00 110,055.00
TEXAS UTILITIES CO COMMON STOCK 882848104 2,614,136.25 63,373.00 63,373.00 63,373.00
TEXTRON INC COMMON STOCK 883203101 2,660,323.84 32,320.00 32,320.00 32,320.00
THERMO ELECTRON CORP COMMON STOCK 883556102 726,946.57 36,235.00 36,235.00 36,235.00
THERMO ELECTRON CORP CONVERTIBLE BOND 883556AF9 3,454,987.50 3,915,000.00 3,915,000.00 3,915,000.00
THERMO TERRATECH INC CONVERTIBLE BOND 883598AA2 521,250.00 600,000.00 600,000.00 600,000.00
THOMAS & BETTS CORP COMMON STOCK 884315102 613,305.00 12,980.00 12,980.00 12,980.00
3COM CORP COMMON STOCK 885535104 2,265,993.17 84,910.00 84,910.00 84,910.00
TIDEWATER INC COMMON STOCK 886423102 869,250.00 28,500.00 28,500.00 28,500.00
TIFFANY & CO COMMON STOCK 886547108 501,800.00 5,200.00 5,200.00 5,200.00
TIMBERLAND CO (THE) COMMON STOCK 887100105 340,310.00 5,000.00 5,000.00 5,000.00
TIME WARNER INC COMMON STOCK 887315109 23,981,947.50 326,285.00 326,285.00 326,285.00
TIMES MIRROR CO (THE) COMMON STOCK CLASS A 887364107 940,297.50 15,870.00 15,870.00 15,870.00
TIMKEN CO (THE) COMMON STOCK 887389104 258,180.00 13,240.00 13,240.00 13,240.00
TOLL BROTHERS INC COMMON STOCK 889478103 353,710.50 16,500.00 16,500.00 16,500.00
TORCHMARK CORP COMMON STOCK 891027104 1,242,150.00 36,400.00 36,400.00 36,400.00
TORO CO COMMON STOCK 891092108 224,437.50 5,700.00 5,700.00 5,700.00
TOSCO CORP COMMON STOCK 891490302 630,269.10 24,300.00 24,300.00 24,300.00
TOTAL RENAL CARE HOLDINGS INC COMMON STOCK 89151A107 1,556,200.00 100,000.00 100,000.00 100,000.00
TOTAL SA ADR 89151E109 521,000.00 8,000.00 8,000.00 8,000.00
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 1,457,540.10 57,300.00 57,300.00 57,300.00
TOWNE SERVICES INC COMMON STOCK 892148107 426,037.50 54,100.00 54,100.00 54,100.00
TOYS R US INC COMMON STOCK 892335100 2,207,302.90 106,700.00 106,700.00 106,700.00
TRANSACTION NETWORK SERVICES COMMON STOCK 893414102 783,900.00 26,800.00 26,800.00 26,800.00
TRANSAMERICA CORP COMMON STOCK 893485102 3,562,500.00 47,500.00 47,500.00 47,500.00
TRANSWITCH CORP COMMON STOCK 894065101 573,237.50 12,100.00 12,100.00 12,100.00
TREDEGAR CORPORATION INC COMMON STOCK 894650100 355,612.50 16,350.00 16,350.00 16,350.00
TRIARC COMPANIES INC COMMON STOCK 895927101 237,575.00 11,180.00 11,180.00 11,180.00
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 1,971,611.38 36,427.00 36,427.00 36,427.00
TRIBUNE CO COMMON STOCK 896047107 5,618,691.25 64,490.00 64,490.00 64,490.00
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 1,458,637.50 40,100.00 40,100.00 40,100.00
TRINITY INDUSTRIES INC COMMON STOCK 896522109 231,150.00 6,900.00 6,900.00 6,900.00
TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 1,029,000.00 34,300.00 34,300.00 34,300.00
TRUSTCO BANK CORP COMMON STOCK 898349105 322,903.13 12,015.00 12,015.00 12,015.00
TUBOSCOPE VETCO INTERNATIONAL COMMON STOCK 898600101 269,633.90 19,700.00 19,700.00 19,700.00
TUESDAY MORNING CORP COMMON STOCK 899035505 757,350.00 29,700.00 29,700.00 29,700.00
TUPPERWARE CORPORATION COMMON STOCK 899896104 1,003,170.00 39,340.00 39,340.00 39,340.00
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 18,885,759.50 199,322.00 199,322.00 199,322.00
TYSON FOODS INC COMMON STOCK 902494103 653,625.00 29,050.00 29,050.00 29,050.00
UST CORP COMMON STOCK 902900109 574,750.00 19,000.00 19,000.00 19,000.00
USX-MARATHON GROUP COMMON STOCK 902905827 3,404,682.72 104,560.00 104,560.00 104,560.00
UST INC COMMON STOCK 902911106 2,990,520.00 102,240.00 102,240.00 102,240.00
U S BANCORP COMMON STOCK 902973106 5,838,854.00 171,731.00 171,731.00 171,731.00
USA NETWORKS INC COMMON STOCK 902984103 228,712.50 5,700.00 5,700.00 5,700.00
UNUM CORP COMMON STOCK 903192102 1,932,675.00 35,300.00 35,300.00 35,300.00
USG CORP COMMON STOCK 903293405 414,400.00 7,400.00 7,400.00 7,400.00
U S FOODSERVICE INC COMMON STOCK 90331R101 2,591,600.00 60,800.00 60,800.00 60,800.00
USX-US STEEL GROUP COMMON STOCK 90337T101 744,120.00 27,560.00 27,560.00 27,560.00
US ONCOLOGY INC COMMON STOCK 90338W103 451,200.00 37,600.00 37,600.00 37,600.00
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 314,223.67 14,406.00 14,406.00 14,406.00
UNICAPITAL CORP COMMON STOCK 90459D108 580,072.80 91,900.00 91,900.00 91,900.00
UNILEVER NV COMMON STOCK 904784709 6,985,881.00 100,156.00 100,156.00 100,156.00
UNICOM CORP COMMON STOCK 904911104 4,664,459.52 120,960.00 120,960.00 120,960.00
UNION CARBIDE CORP COMMON STOCK 905581104 1,427,887.50 29,290.00 29,290.00 29,290.00
UNION PACIFIC CORP COMMON STOCK 907818108 5,989,866.95 102,721.00 102,721.00 102,721.00
UNION PAC RES GROUP IN COMMON STOCK 907834105 929,066.27 56,956.00 56,956.00 56,956.00
UNION PLANTERS CORP COMMON STOCK 908068109 1,435,927.37 32,133.00 32,133.00 32,133.00
UNIPHASE CORP COMMON STOCK 909149106 415,000.00 2,500.00 2,500.00 2,500.00
UNISYS CORP COMMON STOCK 909214108 2,341,281.81 60,130.00 60,130.00 60,130.00
UNIT CORP COMMON STOCK 909218109 1,015,625.00 125,000.00 125,000.00 125,000.00
UNITED BANKSHARES INC COMMON STOCK 909907107 511,450.00 19,300.00 19,300.00 19,300.00
UNITED HEALTHCARE CORP COMMON STOCK 910581107 2,714,793.75 43,350.00 43,350.00 43,350.00
UNITED ILLUMINATING CO COMMON STOCK 910637107 271,596.80 6,400.00 6,400.00 6,400.00
UNITED RENTALS INC COMMON STOCK 911363109 1,711,000.00 58,000.00 58,000.00 58,000.00
UNITED STATES BIOSCIENCE INC COMMON STOCK 911646206 118,462.50 12,150.00 12,150.00 12,150.00
US AIR GROUP INC COMMON STOCK 911905107 764,077.48 17,540.00 17,540.00 17,540.00
US HOME CORP COMMON STOCK 911920106 213,000.00 6,000.00 6,000.00 6,000.00
U S WEST INC COMMON STOCK 91273H101 7,893,473.75 134,357.00 134,357.00 134,357.00
US TRUST CORP COMMON STOCK 91288L105 1,665,000.00 18,000.00 18,000.00 18,000.00
UNITED STATIONERS INC COMMON STOCK 913004107 501,600.00 22,800.00 22,800.00 22,800.00
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 8,027,080.14 111,974.00 111,974.00 111,974.00
UNITED WATER RESOURCES INC COMMON STOCK 913190104 387,947.70 17,100.00 17,100.00 17,100.00
UNITRIN INC COMMON STOCK 913275103 418,200.00 10,200.00 10,200.00 10,200.00
UNITRODE CORP COMMON STOCK 913283107 1,586,391.10 55,300.00 55,300.00 55,300.00
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 740,125.00 15,500.00 15,500.00 15,500.00
UNIVISION COMMUNICATIONS INC COMMON STOCK 914906102 1,782,000.00 27,000.00 27,000.00 27,000.00
UNOCAL CORP COMMON STOCK 915289102 4,939,256.25 124,650.00 124,650.00 124,650.00
USFREIGHTWAYS CORP COMMON STOCK 916906100 546,481.60 11,800.00 11,800.00 11,800.00
USWEB CORP COMMON STOCK 917327108 735,499.05 33,150.00 33,150.00 33,150.00
UTILICORP UNITED INC COMMON STOCK 918005109 352,524.00 14,500.00 14,500.00 14,500.00
VF CORP COMMON STOCK 918204108 1,089,270.00 25,480.00 25,480.00 25,480.00
VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 932,106.25 25,450.00 25,450.00 25,450.00
VALENCE TECHNOLOGY INC COMMON STOCK 918914102 87,762.50 11,900.00 11,900.00 11,900.00
VALERO ENERGY CORP - W/I COMMON STOCK 91913Y100 216,835.26 10,115.00 10,115.00 10,115.00
VALMONT INDUSTRIES INC COMMON STOCK 920253101 183,934.80 10,800.00 10,800.00 10,800.00
VANTIVE CORP COMMON STOCK 922091103 136,100.30 11,900.00 11,900.00 11,900.00
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 391,375.00 15,500.00 15,500.00 15,500.00
VEECO INSTRUMENTS INC COMMON STOCK 922417100 336,600.00 9,900.00 9,900.00 9,900.00
VERITAS SOFTWARE CORP COMMON STOCK 923436109 1,006,332.20 10,600.00 10,600.00 10,600.00
VERITY INC COMMON STOCK 92343C106 541,870.00 10,000.00 10,000.00 10,000.00
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 272,612.50 11,300.00 11,300.00 11,300.00
VIACOM INC COMMON STOCK CLASS B 925524308 7,118,144.00 161,776.00 161,776.00 161,776.00
VIATEL INC COMMON STOCK 925529208 724,012.50 12,900.00 12,900.00 12,900.00
VIAD CORP COMMON STOCK 92552R109 3,563,942.40 115,200.00 115,200.00 115,200.00
VICOR CORP COMMON STOCK 925815102 389,840.80 18,400.00 18,400.00 18,400.00
VINTAGE PETROLEUM INC COMMON STOCK 927460105 296,700.00 27,600.00 27,600.00 27,600.00
VISIO CORP COMMON STOCK 927914101 1,206,565.40 31,700.00 31,700.00 31,700.00
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 868,833.00 41,373.00 41,373.00 41,373.00
VISUAL NETWORKS INC COMMON STOCK 928444108 480,000.00 15,000.00 15,000.00 15,000.00
VISX INC COMMON STOCK 92844S105 459,284.60 5,800.00 5,800.00 5,800.00
VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 789,012.90 11,700.00 11,700.00 11,700.00
VODAFONE GROUP PLC ADR 92857T107 1,002,139.00 5,087.00 5,087.00 5,087.00
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 2,417,145.00 85,000.00 85,000.00 85,000.00
VULCAN MATERIALS CO COMMON STOCK 929160109 492,150.00 10,200.00 10,200.00 10,200.00
WICOR INC COMMON STOCK 929253102 466,547.90 16,700.00 16,700.00 16,700.00
WPS RESOURCES CORP COMMON STOCK 92931B106 498,000.00 16,600.00 16,600.00 16,600.00
WABASH NATIONAL CORP COMMON STOCK 929566107 198,593.75 10,250.00 10,250.00 10,250.00
WACHOVIA CORP COMMON STOCK 929771103 3,909,755.59 45,695.00 45,695.00 45,695.00
WADDELL & REED FINANCIAL INC CLASS A 930059100 2,177,153.39 79,351.00 79,351.00 79,351.00
WADDELL & REED FINANCIAL INC CLASS B 930059209 864,000.00 32,000.00 32,000.00 32,000.00
WAL-MART STORES INC COMMON STOCK 931142103 47,466,178.80 983,755.00 983,755.00 983,755.00
WALGREEN CO COMMON STOCK 931422109 6,510,087.50 221,620.00 221,620.00 221,620.00
WARNACO GROUP INC COMMON STOCK 934390105 3,049,500.00 114,000.00 114,000.00 114,000.00
WARNER-LAMBERT CO COMMON STOCK 934488107 15,384,946.90 221,765.00 221,765.00 221,765.00
WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 579,800.00 22,300.00 22,300.00 22,300.00
WASHINGTON MUTUAL INC COMMON STOCK 939322103 4,789,951.88 135,405.00 135,405.00 135,405.00
WASHINGTON POST CO COMMON STOCK 939640108 712,518.75 1,325.00 1,325.00 1,325.00
WASTE MANAGEMENT INC COMMON STOCK 94106L109 7,907,592.50 147,118.00 147,118.00 147,118.00
WATERS CORP COMMON STOCK 941848103 961,562.50 18,100.00 18,100.00 18,100.00
WATSCO INC COMMON STOCK 942622200 207,962.50 12,700.00 12,700.00 12,700.00
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 729,289.60 20,800.00 20,800.00 20,800.00
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 557,579.00 15,224.00 15,224.00 15,224.00
WEBTRENDS CORP COMMON STOCK 94844D104 867,150.00 18,800.00 18,800.00 18,800.00
WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 1,281,612.50 15,100.00 15,100.00 15,100.00
WELLS FARGO COMPANY COMMON STOCK 949746101 20,072,835.00 469,540.00 469,540.00 469,540.00
WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,355,861.68 47,890.00 47,890.00 47,890.00
WERNER ENTERPRISES INC COMMON STOCK 950755108 438,074.00 21,112.00 21,112.00 21,112.00
WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 945,350.00 29,200.00 29,200.00 29,200.00
WESTERN WIRELESS CORP COMMON STOCK CLASS A 95988E204 2,767,500.00 102,500.00 102,500.00 102,500.00
WESTPOINT STEVENS INC COMMON STOCK 961238102 223,590.00 7,500.00 7,500.00 7,500.00
WESTVACO CORP COMMON STOCK 961548104 631,330.00 21,770.00 21,770.00 21,770.00
WESTWOOD ONE INC COMMON STOCK 961815107 449,656.20 12,600.00 12,600.00 12,600.00
WET SEAL INC COMMON STOCK 961840105 214,687.50 7,500.00 7,500.00 7,500.00
WEYERHAEUSER CO COMMON STOCK 962166104 4,527,187.50 65,850.00 65,850.00 65,850.00
WHIRLPOOL CORP COMMON STOCK 963320106 2,948,900.00 39,850.00 39,850.00 39,850.00
WHITMAN CORPORATION COMMON STOCK 96647R107 5,259,600.00 292,200.00 292,200.00 292,200.00
WHITNEY HOLDING CORP COMMON STOCK 966612103 411,412.50 10,350.00 10,350.00 10,350.00
WHITTMAN HART INC COMMON STOCK 966834103 752,475.00 23,700.00 23,700.00 23,700.00
WHOLE FOODS MARKET INC COMMON STOCK 966837106 3,047,130.80 63,400.00 63,400.00 63,400.00
WILD OATS MARKETS INC COMMON STOCK 96808B107 1,213,720.00 40,000.00 40,000.00 40,000.00
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 1,339,482.96 29,080.00 29,080.00 29,080.00
WILLIAMS COMPANIES INC COMMON STOCK 969457100 4,121,065.65 96,825.00 96,825.00 96,825.00
WILLIAMS-SONOMA INC COMMON STOCK 969904101 955,589.40 27,450.00 27,450.00 27,450.00
WILMINGTON TRUST CO COMMON STOCK 971807102 298,350.00 5,200.00 5,200.00 5,200.00
WINN-DIXIE STORES INC COMMON STOCK 974280109 1,115,866.77 30,210.00 30,210.00 30,210.00
WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 222,750.00 9,900.00 9,900.00 9,900.00
WISCONSIN CENTRAL TRANSPT CORP COMMON STOCK 976592105 520,950.00 27,600.00 27,600.00 27,600.00
WISCONSIN ENERGY CORP COMMON STOCK 976657106 458,634.60 18,300.00 18,300.00 18,300.00
WITCO CORP COMMON STOCK 977385103 962,000.00 48,100.00 48,100.00 48,100.00
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 256,200.00 18,300.00 18,300.00 18,300.00
WORLD COLOR PRESS INC COMMON STOCK 981443104 467,500.00 17,000.00 17,000.00 17,000.00
WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 1,004,465.07 61,110.00 61,110.00 61,110.00
WRIGLEY (WM) JR CO COMMON STOCK 982526105 2,468,700.00 27,430.00 27,430.00 27,430.00
XILINX INC COMMON STOCK 983919101 3,532,325.00 61,700.00 61,700.00 61,700.00
XIRCOM INC COMMON STOCK 983922105 321,663.40 10,700.00 10,700.00 10,700.00
XEROX CORP COMMON STOCK 984121103 9,241,431.14 156,470.00 156,470.00 156,470.00
YAHOO INC COMMON STOCK 984332106 1,240,200.00 7,200.00 7,200.00 7,200.00
YELLOW CORP COMMON STOCK 985509108 198,800.00 11,200.00 11,200.00 11,200.00
YORK INTERNATIONAL CORP COMMON STOCK 986670107 267,575.00 6,250.00 6,250.00 6,250.00
ZALE CORP COMMON STOCK 988858106 648,000.00 16,200.00 16,200.00 16,200.00
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 530,430.60 13,800.00 13,800.00 13,800.00
ZIONS BANCORP COMMON STOCK 989701107 781,050.00 12,300.00 12,300.00 12,300.00
DAIMLERCHRYSLER AG COMMON STOCK D1668R123 533,250.00 6,000.00 6,000.00 6,000.00
ACE LTD COMMON STOCK G0070K103 1,966,200.00 69,600.00 69,600.00 69,600.00
ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 300,655.80 13,400.00 13,400.00 13,400.00
FRUIT OF THE LOOM INC CLASS A COMMON STOCK G3682L105 111,637.50 11,450.00 11,450.00 11,450.00
PARTNERRE LTD COMMON STOCK G6852T105 773,662.50 20,700.00 20,700.00 20,700.00
SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 607,200.00 26,400.00 26,400.00 26,400.00
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 241,500.00 9,200.00 9,200.00 9,200.00
XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,966,250.00 52,500.00 52,500.00 52,500.00
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 1,042,176.00 23,000.00 23,000.00 23,000.00
GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 960,750.00 18,300.00 18,300.00 18,300.00
NEW HOLLAND NV COMMON STOCK N62648105 876,800.00 51,200.00 51,200.00 51,200.00
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 2,340,625.00 53,500.00 53,500.00 53,500.00
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 555,000.00 10,000.00 10,000.00 10,000.00
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Total in U.S. Currency 3,696,032,570.94 102,821,656.00 102,821,656.00 102,821,656.00
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