<TABLE>
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GW Capital Management, LLC
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1ST Quarter 2000
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Form 13F
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SEC USE ONLY
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Today's Date
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5/23/00
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Item 6:
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Item 5: Investment Item 8:
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Item 3: Item 4: Shares or Discretion Item 7:Voting Authority
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Item 1: Item 2: CUSIP Fair Market Principal Manager(Shares)
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<S> <C> <C> <C> <C> <C> <C>
Name of Issuer Title of Class Number Value Amount (A) Sole See Ins(A)VSole
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AAR CORP COMMON STOCK 000361105 199,242.78 11,940.00 11,940.00 11,940.00
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ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 4,357,431.55 80,880.40 80,880.40 80,880.40
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ABN AMRO HOLDING NV ADR SPONSORED 000937102 1,696,875.00 75,000.00 75,000.00 75,000.00
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ABM INDUSTRIES COMMON STOCK 000957100 232,885.00 9,910.00 9,910.00 9,910.00
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AFLAC INC COMMON STOCK 001055102 2,560,766.65 56,204.00 56,204.00 56,204.00
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AGL RESOURCES INC COMMON STOCK 001204106 448,350.00 24,400.00 24,400.00 24,400.00
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AES CORP COMMON STOCK 00130H105 3,445,155.00 43,748.00 43,748.00 43,748.00
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AK STEEL HOLDING CORP COMMON STOCK 001547108 109,663.75 10,570.00 10,570.00 10,570.00
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AMFM INC COMMON STOCK 001693100 715,990.63 11,525.00 11,525.00 11,525.00
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AMR CORP COMMON STOCK 001765106 1,002,468.75 31,450.00 31,450.00 31,450.00
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AT&T CORP COMMON STOCK 001957109 40,941,225.00 727,844.00 727,844.00 727,844.00
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AT&T CORP COMMON STOCK 001957208 4,831,837.50 81,550.00 81,550.00 81,550.00
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APP FINANCE VI MAURITIUS CONVERTIBLE BOND 00202NAA3 375,000.00 2,000,000.00 2,000,000.00 2,000,000.00
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AT&T CANADA INC COMMONSTOCK 00207Q202 1,830,000.00 30,000.00 30,000.00 30,000.00
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ABBOTT LABORATORIES COMMON STOCK 002824100 13,270,425.20 377,140.00 377,140.00 377,140.00
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ACCREDO HEALTH INC COMMON STOCK 00437V104 2,226,000.00 67,200.00 67,200.00 67,200.00
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ACCRUE SOFTWARE INC COMMONSTOCK 00437W102 1,222,753.20 26,700.00 26,700.00 26,700.00
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AC NIELSEN CORP COMMON STOCK 004833109 429,210.00 19,076.00 19,076.00 19,076.00
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ACTEL CORP COMMON STOCK 004934105 1,045,629.10 29,300.00 29,300.00 29,300.00
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ACXIOM CORP COMMON STOCK 005125109 272,982.50 8,210.00 8,210.00 8,210.00
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ADAPTIVE BROADBAND CORPORATION COMMON STOCK 00650M104 806,245.00 15,070.00 15,070.00 15,070.00
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22,170.00 22,170.00 22,170.00
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ADAPTEC INC COMMON STOCK 00651F108 856,316.25 9,300.00 9,300.00 9,300.00
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ADELPHIA COMMUNICATIONS CORP COMMON STOCK 006848105 455,700.00 25,260.00 25,260.00 25,260.00
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3,710.00 3,710.00 3,710.00
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ADOBE SYSTEMS INC COMMON STOCK 00724F101 2,811,741.12 34,600.00 34,600.00 34,600.00
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ADTRAN INC COMMON STOCK 00738A106 220,511.27 24,790.00 24,790.00 24,790.00
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ADVANCED DIGITAL INFO CORP COMMON STOCK 007525108 1,185,050.00 32,250.00 32,250.00 32,250.00
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ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 167,332.50 62,980.00 62,980.00 62,980.00
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54,100.00 54,100.00 54,100.00
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ADVO INC COMMON STOCK 007585102 806,250.00 31,290.00 31,290.00 31,290.00
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ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 94,470.00 17,600.00 17,600.00 17,600.00
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AEROFLEX INC COMMON STOCK 007768104 2,677,950.00 30,292.00 30,292.00 30,292.00
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ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1,785,469.98 70,620.00 70,620.00 70,620.00
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ADVANCED ENERGY INDS COMMON STOCK 007973100 897,600.00 51,300.00 51,300.00 51,300.00
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AETNA INC COMMON STOCK 008117103 1,686,870.60 5,000.00 5,000.00 5,000.00
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AFFILIATED COMPUTER SERVICES COMMON STOCK 008190100 2,683,560.00 48,350.00 48,350.00 48,350.00
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CLASS A
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AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 2,436,750.00 29,700.00 29,700.00 29,700.00
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AFFYMETRIX INC COMMON STOCK 00826T108 742,185.00 20,000.00 20,000.00 20,000.00
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AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,374,928.95 22,100.00 22,100.00 22,100.00
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AIRNET COMMUNICATIONS CORP COMMONSTOCK 00941P106 1,037,628.90 12,070.00 12,070.00 12,070.00
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AKZO NOBEL NV ADR SPONSORED 010199305 861,240.00 89,791.00 89,791.00 89,791.00
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ALAMOSA PCS HOLDINGS INC COMMON STOCK 011593100 834,275.00 46,540.00 46,540.00 46,540.00
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ALBERTO-CULVER CO COMMON STOCK 013068101 287,410.84 79,028.00 79,028.00 79,028.00
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ALBERTSON'S INC COMMON STOCK 013104104 2,783,521.00 14,500.00 14,500.00 14,500.00
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ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,576,542.50 31,600.00 31,600.00 31,600.00
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ALCOA INC COMMON STOCK 013817101 5,551,717.00 10,560.00 10,560.00 10,560.00
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ALKERMES INC COMMON STOCK 01642T108 1,341,250.00 27,930.00 27,930.00 27,930.00
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ALLAIRE CORP COMMON STOCK 016714107 2,389,750.00 8,250.00 8,250.00 8,250.00
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ALLEGHENY ENERGY INC COMMON STOCK 017361106 291,054.72 12,060.00 12,060.00 12,060.00
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ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 560,331.66 27,640.00 27,640.00 27,640.00
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ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 665,156.25 20,800.00 20,800.00 20,800.00
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ALLEN GROUP INC COMMON STOCK 018091108 192,200.22 27,376.00 27,376.00 27,376.00
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ALLERGAN INC COMMON STOCK 018490102 1,382,000.00 12,840.00 12,840.00 12,840.00
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ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 310,689.60 40,210.00 40,210.00 40,210.00
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ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 833,243.31 44,170.00 44,170.00 44,170.00
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ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 755,955.00 177,416.00 177,416.00 177,416.00
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ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 263,858.02 116,676.00 116,676.00 116,676.00
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ALLMERICA FINL CORP COMMON STOCK 019754100 2,252,670.00 19,740.00 19,740.00 19,740.00
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ALLSTATE CORP COMMON STOCK 020002101 4,224,629.79 13,134.00 13,134.00 13,134.00
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ALLTEL CORP COMMON STOCK 020039103 7,357,821.91 18,900.00 18,900.00 18,900.00
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ALPHA INDUSTRIES INC COMMON STOCK 020753109 1,875,300.00 21,670.00 21,670.00 21,670.00
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ALPHARMA INC COMMON STOCK 020813101 482,674.50 25,500.00 25,500.00 25,500.00
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ALTERA CORP COMMON STOCK 021441100 1,686,825.00 6,630.00 6,630.00 6,630.00
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ALZA CORP COMMON STOCK 022615108 813,968.54 11,650.00 11,650.00 11,650.00
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AMAZON.COM INC COMMON STOCK 023135106 1,708,500.00 51,780.00 51,780.00 51,780.00
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AMBAC INC COMMON STOCK 023139108 333,986.25 29,047.00 29,047.00 29,047.00
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AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 179,118.75 517,004.00 517,004.00 517,004.00
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AMERADA HESS CORP COMMON STOCK 023551104 3,346,282.50 41,330.00 41,330.00 41,330.00
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AMEREN CORP COMMON STOCK 023608102 898,627.04 100,300.00 100,300.00 100,300.00
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AMERICA ONLINE INC COMMON STOCK 02364J104 34,768,519.00 14,030.00 14,030.00 14,030.00
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AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,232,129.96 81,878.00 81,878.00 81,878.00
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13,900.00 13,900.00 13,900.00
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AMERICAN EXPRESS CO COMMON STOCK 025816109 14,938,381.10 368,700.00 368,700.00 368,700.00
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AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 209,566.11 343,820.00 343,820.00 343,820.00
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AMERICAN GENERAL CORP COMMON STOCK 026351106 4,595,402.75 18,200.00 18,200.00 18,200.00
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AMERICAN GREETINGS CORP COMMON STOCK 026375105 253,675.00 18,230.00 18,230.00 18,230.00
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AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 19,771,537.50 6,740.00 6,740.00 6,740.00
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19,670.00 19,670.00 19,670.00
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AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 37,648,290.00 20,400.00 20,400.00 20,400.00
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9,220.00 9,220.00 9,220.00
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AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 797,378.40 42,390.00 42,390.00 42,390.00
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65,160.00 65,160.00 65,160.00
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AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 781,611.25 116,500.00 116,500.00 116,500.00
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12,950.00 12,950.00 12,950.00
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AMERICAN STANDARD COS INC COMMON STOCK 029712106 249,380.00 227,695.00 227,695.00 227,695.00
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AMERICAN STATES WATER CO COMMON STOCK 029899101 585,182.50 82,717.00 82,717.00 82,717.00
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AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 907,800.00 26,800.00 26,800.00 26,800.00
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AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 218,975.00 30,300.00 30,300.00 30,300.00
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AMERICAN XTAL TECHNOLOGY INC COMMON STOCK 030514103 1,372,376.25 131,812.00 131,812.00 131,812.00
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AMERICREDIT CORP COMMON STOCK 03060R101 1,062,889.92 5,700.00 5,700.00 5,700.00
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AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 1,747,500.00 28,100.00 28,100.00 28,100.00
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CLASS A
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AMES DEPARTMENT STORES INC COMMON STOCK 030789507 318,077.90 11,000.00 11,000.00 11,000.00
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AMGEN INC COMMON STOCK 031162100 13,974,780.60 27,497.00 27,497.00 27,497.00
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AMSOUTH BANCORP COMMON STOCK 032165102 1,235,543.83 145,010.00 145,010.00 145,010.00
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ANADARKO PETROLEUM CORP COMMON STOCK 032511107 1,036,811.60 16,100.00 16,100.00 16,100.00
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ANADIGICS INC COMMON STOCK 032515108 1,999,800.00 14,000.00 14,000.00 14,000.00
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ANALOG DEVICES INC COMMON STOCK 032654105 10,619,038.30 54,635.00 54,635.00 54,635.00
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ANALOGIC CORP COMMON STOCK 032657207 210,187.50 72,740.00 72,740.00 72,740.00
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ANAREN MICROWAVE INC COMMON STOCK 032744104 2,694,087.50 9,210.00 9,210.00 9,210.00
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ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 174,625.00 11,970.00 11,970.00 11,970.00
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ANDREW CORP COMMON STOCK 034425108 628,993.88 7,300.00 7,300.00 7,300.00
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ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 9,026,872.50 48,445.00 48,445.00 48,445.00
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ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 448,787.50 12,030.00 12,030.00 12,030.00
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ANNTAYLOR STORES CORP COMMON STOCK 036115103 322,000.00 162,640.00 162,640.00 162,640.00
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AON CORP COMMON STOCK 037389103 1,761,978.75 17,345.00 17,345.00 17,345.00
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APACHE CORP COMMON STOCK 037411105 3,618,815.00 43,000.00 43,000.00 43,000.00
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APEX INC COMMON STOCK 037548104 341,921.25 16,210.00 16,210.00 16,210.00
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APOGEE ENTERPRISES INC COMMON STOCK 037598109 47,496.96 128,179.00 128,179.00 128,179.00
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APOLLO GROUP INC COMMON STOCK 037604105 205,765.10 11,100.00 11,100.00 11,100.00
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CLASS A
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APPLE COMPUTER INC COMMON STOCK 037833100 6,579,412.34 3,025.00 3,025.00 3,025.00
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APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 338,343.75 38,420.00 38,420.00 38,420.00
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APPLIED MATERIALS INC COMMON STOCK 038222105 15,328,820.00 9,110.00 9,110.00 9,110.00
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APPLIED POWER INC COMMON STOCK 038225108 494,332.50 16,570.00 16,570.00 16,570.00
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APPNET INC COMMON STOCK 03831Q101 2,021,000.00 15,360.00 15,360.00 15,360.00
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APTARGROUP INC COMMON STOCK 038336103 432,596.27 63,900.00 63,900.00 63,900.00
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ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,329,857.13 26,000.00 26,000.00 26,000.00
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ARCTIC CAT INC COMMON STOCK 039670104 113,775.00 21,580.00 21,580.00 21,580.00
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ARIBA INC COMMON STOCK 04033V104 634,115.63 11,200.00 11,200.00 11,200.00
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ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK 042476101 686,757.50 154,298.00 154,298.00 154,298.00
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ARROW ELECTRONICS INC COMMON STOCK 042735100 321,127.50 8,500.00 8,500.00 8,500.00
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ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 313,786.09 45,000.00 45,000.00 45,000.00
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ASHLAND INC COMMON STOCK 044204105 513,592.32 25,800.00 25,800.00 25,800.00
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ASIA PULP & PAPER SPONSERED ADRS 04516V100 471,262.50 8,080.00 8,080.00 8,080.00
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ASPECT DEVELOPMENT INC COMMON STOCK 045234101 1,673,750.00 104,000.00 104,000.00 104,000.00
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ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 799,797.96 12,800.00 12,800.00 12,800.00
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ASPEN TECHNOLOGY INC COMMON STOCK 045327103 452,200.00 20,820.00 20,820.00 20,820.00
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ASSOCIATES FIRST CAPITAL CORP COMMON STOCK 046008108 3,307,686.23 14,070.00 14,070.00 14,070.00
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CLASS A
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ASTEC INDUSTRIES INC COMMON STOCK 046224101 225,777.00 30,800.00 30,800.00 30,800.00
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ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 1,822,500.00 9,600.00 9,600.00 9,600.00
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ASYST TECHNOLOGIES INC COMMON STOCK 04648X107 1,509,300.00 11,940.00 11,940.00 11,940.00
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ATLANTIC COAST AIRLINES HLDG COMMON STOCK 048396105 209,070.00 13,090.00 13,090.00 13,090.00
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ATLANTIC RICHFIELD CO COMMON STOCK 048825103 8,840,000.00 168,920.00 168,920.00 168,920.00
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ATLAS AIR INC COMMON STOCK 049164106 350,400.00 29,220.00 29,220.00 29,220.00
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ATMEL CORP COMMON STOCK 049513104 1,074,832.50 15,100.00 15,100.00 15,100.00
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ATMOS ENERGY CORP COMMON STOCK 049560105 230,396.25 36,610.00 36,610.00 36,610.00
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ATWOOD OCEANICS INC COMMON STOCK 050095108 2,042,409.60 10,400.00 10,400.00 10,400.00
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AUDIOVOX CORP COMMON STOCK 050757103 418,800.00 4,160.00 4,160.00 4,160.00
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AUSPEX SYSTEMS INC COMMON STOCK 052116100 131,340.00 51,440.00 51,440.00 51,440.00
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AUTODESK INC COMMON STOCK 052769106 595,595.00 30,000.00 30,000.00 30,000.00
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AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 8,150,390.00 19,080.00 19,080.00 19,080.00
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AUTOZONE INC COMMON STOCK 053332102 810,855.00 73,730.00 73,730.00 73,730.00
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AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 553,037.50 12,230.00 12,230.00 12,230.00
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AVERY DENNISON CORP COMMON STOCK 053611109 2,235,479.82 67,200.00 67,200.00 67,200.00
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AVID TECHNOLOGY INC COMMON STOCK 05367P100 185,900.00 71,970.00 71,970.00 71,970.00
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AVNET INC COMMON STOCK 053807103 262,080.00 11,840.00 11,840.00 11,840.00
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AVON PRODUCTS INC COMMON STOCK 054303102 1,494,949.28 52,738.00 52,738.00 52,738.00
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AXA - SPONS ADR COMMON STOCK 054536107 2,150,610.00 51,740.00 51,740.00 51,740.00
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AZTAR CORP COMMON STOCK 054802103 181,260.00 145,998.00 145,998.00 145,998.00
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BB&T CORPORATION COMMON STOCK 054937107 2,069,011.26 5,150,000.00 5,150,000.00 5,150,000.00
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BISYS GROUP INC COMMON STOCK 055472104 813,295.00 16,013.00 16,013.00 16,013.00
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BJ SERVICES COMPANY COMMON STOCK 055482103 4,964,400.00 6,530.00 6,530.00 6,530.00
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BJ WHOLESALE COMMON STOCK 05548J106 2,779,841.25 434,808.00 434,808.00 434,808.00
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BMC INDUSTRIES INC COMMON STOCK 055607105 67,334.08 232,375.00 232,375.00 232,375.00
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BP AMOCO PLC SPONSORED ADR 055622104 2,798,383.76 289,348.00 289,348.00 289,348.00
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BMC SOFTWARE INC COMMON STOCK 055921100 2,554,662.50 135,000.00 135,000.00 135,000.00
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BAKER HUGHES INC COMMON STOCK 057224107 4,416,439.50 10,390.00 10,390.00 10,390.00
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BAKER HUGHES INC CONVERTIBLE BOND 057224AHO 3,836,750.00 10,890.00 10,890.00 10,890.00
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- -------------------------------------------------------------------------------------------------------------------------------
BALDOR ELECTRIC CO COMMON STOCK 057741100 289,226.81 146,076.00 146,076.00 146,076.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BALL CORPORATION COMMON STOCK 058498106 225,689.86 10,150.00 10,150.00 10,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BANK OF AMERICA CORP COMMON STOCK 060505104 22,800,027.10 6,190.00 6,190.00 6,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 9,657,969.75 14,370.00 14,370.00 14,370.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BANK ONE CORP COMMON STOCK 06423A103 9,946,337.50 12,390.00 12,390.00 12,390.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BANK OF TOKYO-MITSUBISHI ADR 065379109 1,915,245.00 79,930.00 79,930.00 79,930.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC COMMON STOCK 06646L100 278,576.68 10,780.00 10,780.00 10,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BARD (CR) INC COMMON STOCK 067383109 421,301.43 23,949.00 23,949.00 23,949.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP COMMON STOCK 067901108 2,291,494.21 13,600.00 13,600.00 13,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BARR LABS INC COMMON STOCK 068306109 426,300.00 68,920.00 68,920.00 68,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BARRA INC COMMON STOCK 068313105 209,686.25 29,950.00 29,950.00 29,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BARRETT RESOURCES CORP COMMON STOCK 068480201 428,398.44 10,650.00 10,650.00 10,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB INC COMMON STOCK 071707103 646,596.93 369,467.00 369,467.00 369,467.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 5,010,571.91 476,740.00 476,740.00 476,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BE AEROSPACE INC COMMON STOCK 073302101 63,332.50 11,250.00 11,250.00 11,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS CO COMMON STOCK 073902108 1,092,673.13 11,160.00 11,160.00 11,160.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BECKMAN COULTER INC COMMON STOCK 075811109 872,943.20 7,130.00 7,130.00 7,130.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BECTON DICKINSON & CO COMMON STOCK 075887109 1,813,423.04 12,820.00 12,820.00 12,820.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND INC COMMON STOCK 075896100 1,179,281.25 8,700.00 8,700.00 8,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BELDEN INC COMMON STOCK 077459105 292,875.00 360.00 360.00 360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BELL ATLANTIC CORP COMMON STOCK 077853109 22,583,670.40 43,400.00 43,400.00 43,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP COMMON STOCK 079860102 22,406,780.00 59,350.00 59,350.00 59,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BELO (AH) CORP COMMON STOCK 080555105 201,093.75 27,270.00 27,270.00 27,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BEMIS COMPANY INC COMMON STOCK 081437105 411,525.00 17,170.00 17,170.00 17,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 263,810.00 14,946.00 14,946.00 14,946.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 86,535.00 65,400.00 65,400.00 65,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BERINGER WINE ESTATES COMMON STOCK 084102102 312,112.50 23,460.00 23,460.00 23,460.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS B
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 655,200.00 37,580.00 37,580.00 37,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BEST BUY INC COMMON STOCK 086516101 3,732,400.00 10,060.00 10,060.00 10,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BESTFOODS COMMON STOCK 08658U101 2,778,292.20 24,020.00 24,020.00 24,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BETHLEHEM STEEL CORP COMMON STOCK 087509105 163,620.00 13,090.00 13,090.00 13,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BILLING CONCEPTS CORP COMMON STOCK 090063108 120,722.27 18,550.00 18,550.00 18,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 202,697.65 8,710.00 8,710.00 8,710.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BINDVIEW DEVELOPMENT CORP. COMMON STOCK 090327107 2,031,454.80 41,810.00 41,810.00 41,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 363,630.00 111,000.00 111,000.00 111,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BIOGEN INC COMMON STOCK 090597105 2,625,902.50 262,752.00 262,752.00 262,752.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BIOMATRIX INC COMMON STOCK 09060P102 256,530.00 12,150.00 12,150.00 12,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BIOMET INC COMMON STOCK 090613100 873,727.50 15,700.00 15,700.00 15,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BIRMINGHAM STEEL CORP COMMON STOCK 091250100 67,086.25 54,110.00 54,110.00 54,110.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER CORP COMMON STOCK 091797100 696,775.10 87,920.00 87,920.00 87,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BLACK BOX CORP COMMON STOCK 091826107 603,028.14 4,940.00 4,940.00 4,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
H&R BLOCK INC COMMON STOCK 093671105 1,870,997.50 16,150.00 16,150.00 16,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BOB EVANS FARMS INC COMMON STOCK 096761101 1,387,500.00 59,330.00 59,330.00 59,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BOEING CO (THE) COMMON STOCK 097023105 9,968,022.62 5,000.00 5,000.00 5,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE CORP COMMON STOCK 097383103 422,212.50 23,590.00 23,590.00 23,590.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BOMBAY COMPANY INC COMMON STOCK 097924104 51,998.40 12,880.00 12,880.00 12,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BORDERS GROUP INC COMMON STOCK 099709107 929,988.57 447,045.00 447,045.00 447,045.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,873,751.04 25,000.00 25,000.00 25,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BOWATER INC COMMON STOCK 102183100 263,672.50 14,000.00 14,000.00 14,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BOWNE & COMPANY INC COMMON STOCK 103043105 207,931.25 20,480.00 20,480.00 20,480.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRADY CORPORATION CL A COMMON STOCK 104674106 1,850,324.71 30,000.00 30,000.00 30,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRIGGS & STRATTON CORP COMMON STOCK 109043109 205,625.00 36,440.00 36,440.00 36,440.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRIGHTPOINT INC COMMON STOCK 109473108 288,977.50 25,850.00 25,850.00 25,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 382,368.56 15,540.00 15,540.00 15,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 25,816,848.80 96,856.00 96,856.00 96,856.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRITISH AIRWAYS PLC ADR 110419306 1,343,750.00 46,270.00 46,270.00 46,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 2,633,750.00 45,400.00 45,400.00 45,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BROADWING INC COMMON STOCK 111620100 761,589.76 24,675.00 24,675.00 24,675.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BROOKS AUTOMATION INC COMMON STOCK 11434A100 1,875,000.00 9,600.00 9,600.00 9,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BROWN-FORMAN CORP COMMON STOCK 115637209 1,983,684.28 5,810.00 5,810.00 5,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS B
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BRUNSWICK CORP COMMON STOCK 117043109 489,521.45 161,590.00 161,590.00 161,590.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 273,892.50 53,640.00 53,640.00 53,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 2,142,939.00 17,980.00 17,980.00 17,980.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,711,990.00 4,150.00 4,150.00 4,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BURNS INTERNATIONAL SERVICES COMMON STOCK 122374101 476,700.00 35,620.00 35,620.00 35,620.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BURR BROWN CORP COMMON STOCK 122574106 1,341,703.13 7,370.00 7,370.00 7,370.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
BUSINESS OBJECTS SA COMMON STOCK 12328X107 955,200.00 21,430.00 21,430.00 21,430.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
C&D TECHNOLOGY INC COMMON STOCK 124661109 342,790.00 36,625.00 36,625.00 36,625.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CBS CORPORATION COMMON STOCK 12490K107 9,150,033.75 27,000.00 27,000.00 27,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
C COR ELECTRONICS INC COMMON STOCK 125010108 2,628,360.00 22,256.00 22,256.00 22,256.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 1,309,159.76 29,704.00 29,704.00 29,704.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 350,413.55 24,700.00 24,700.00 24,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CEC ENTERTAINMENT INC COMMON STOCK 125137109 966,192.50 19,200.00 19,200.00 19,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CH ENERGY GROUP INC COMMON STOCK 12541M102 223,863.75 9,000.00 9,000.00 9,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 798,267.50 4,840.00 4,840.00 4,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CIGNA CORP COMMON STOCK 125509109 2,774,343.75 46,090.00 46,090.00 46,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
C.I.T. GROUP INC CLASS A SHARES 125577106 526,500.00 54,300.00 54,300.00 54,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CKE RESTAURANTS INC COMMON STOCK 12561E105 141,882.00 39,250.00 39,250.00 39,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CK WITCO CORP COMMON STOCK 12562C108 302,594.65 29,700.00 29,700.00 29,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORP COMMON STOCK 125896100 447,687.50 83,000.00 83,000.00 83,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CNA SURETY COMMON STOCK 12612L108 267,590.40 39,200.00 39,200.00 39,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CNET NETWORKS INC COMMON STOCK 12613R104 456,183.00 38,710.00 38,710.00 38,710.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CSG SYS INTL INC COMMON STOCK 126349109 236,250.08 12,540.00 12,540.00 12,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CSX CORP COMMON STOCK 126408103 1,083,115.00 59,500.00 59,500.00 59,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CTC COMMUNICATIONS GROUP INC COMMON STOCK 126419100 2,314,537.50 10,900.00 10,900.00 10,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CTS CORP COMMON STOCK 126501105 2,237,250.00 23,020.00 23,020.00 23,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CUNO INCORPORATED COMMON STOCK 126583103 805,612.50 6,890.00 6,890.00 6,890.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CVS CORP COMMON STOCK 126650100 3,117,646.00 134,200.00 134,200.00 134,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CABLE & WIRELESS PLC ADR 126830207 2,195,200.00 5,960.00 5,960.00 5,960.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CABLETRON SYSTEMS INC COMMON STOCK 126920107 1,134,667.52 10,970.00 10,970.00 10,970.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 425,569.98 44,930.00 44,930.00 44,930.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CABOT CORP COMMON STOCK 127055101 1,814,750.00 127,850.00 127,850.00 127,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CABOT OIL AND GAS CORP COMMON STOCK 127097103 196,875.80 8,050.00 8,050.00 8,050.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 477,665.00 75,000.00 75,000.00 75,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CAL DIVE INT'L INC COMMON STOCK 127914109 349,667.50 85,910.00 85,910.00 85,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CALLAWAY GOLF CO COMMON STOCK 131193104 2,080,100.00 11,110.00 11,110.00 11,110.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CALPINE CORP COMMON STOCK 131347106 560,240.00 80,268.00 80,268.00 80,268.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CAMBREX CORP COMMON STOCK 132011107 477,195.00 35,000.00 35,000.00 35,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CAMBRIDGE TECHNOLOGY PARTNERS COMMON STOCK 132524109 609,340.66 168,880.00 168,880.00 168,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CAMPBELL SOUP CO COMMON STOCK 134429109 3,931,387.50 11,230.00 11,230.00 11,230.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 410,550.00 33,640.00 33,640.00 33,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CANON INC SPONSORED ADR COMMON STOCK 138006309 3,234,375.00 22,950.00 22,950.00 22,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 4,118,267.67 11,116.00 11,116.00 11,116.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 156,928.75 30,360.00 30,360.00 30,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH INC COMMON STOCK 14149Y108 3,682,294.50 75,480.00 75,480.00 75,480.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CARLTON COMMUNICATIONS PLC COMMON STOCK 142872209 2,056,250.00 11,590.00 11,590.00 11,590.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPONSORED ADR
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP COMMON STOCK 143658102 4,190,250.56 16,000.00 16,000.00 16,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CAROLINA FIRST CORP COMMON STOCK 143877108 147,393.75 181,424.00 181,424.00 181,424.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CAROLINA POWER & LIGHT CO COMMON STOCK 144141108 1,091,180.68 12,880.00 12,880.00 12,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CASEYS GENERAL STORES INC COMMON STOCK 147528103 249,581.25 750,000.00 750,000.00 750,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 138,249.69 45,250.00 45,250.00 45,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CATALINA MARKETING CORP COMMON STOCK 148867104 3,073,950.00 111,000.00 111,000.00 111,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC COMMON STOCK 149123101 2,976,704.76 16,380.00 16,380.00 16,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CATO CORP COMMON STOCK 149205106 136,182.50 17,490.00 17,490.00 17,490.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CELGENE CORP COMMON STOCK 151020104 1,592,992.00 99,765.00 99,765.00 99,765.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENDANT CORPORATION COMMON STOCK 151313103 3,356,344.00 54,250.00 54,250.00 54,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENTEX CORP COMMON STOCK 152312104 306,698.56 104,340.00 104,340.00 104,340.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENTOCOR INC DEBENTURES 152342AE1 830,625.00 14,840.00 14,840.00 14,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 772,055.50 20,830.00 20,830.00 20,830.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENTRAL NEWSPAPERS INC COMMON STOCK 154647101 3,732,375.00 51,920.00 51,920.00 51,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENTRAL PKG CORP COMMON STOCK 154785109 327,600.00 20,044.00 20,044.00 20,044.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC COMMON STOCK 15640T100 801,251.88 52,900.00 52,900.00 52,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CENTURYTEL INC COMMON STOCK 156700106 3,703,775.63 57,500.00 57,500.00 57,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CEPHALON INC COMMON STOCK 156708109 2,034,375.00 218,149.00 218,149.00 218,149.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CERIDIAN CORP COMMON STOCK 15677T106 2,001,971.58 19,200.00 19,200.00 19,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CERNER CORP COMMON STOCK 156782104 400,680.00 5,170.00 5,170.00 5,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 119,772.50 13,200.00 13,200.00 13,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHAMPION INTERNATIONAL CORP COMMON STOCK 158525105 2,764,740.00 8,970.00 8,970.00 8,970.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 420,924.00 7,580.00 7,580.00 7,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHARMING SHOPPES INC COMMON STOCK 161133103 300,842.30 181,425.00 181,425.00 181,425.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHARTER COMMUNICATIONS INC-A COMMON STOCK 16117M107 823,860.00 28,780.00 28,780.00 28,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 19,019,756.90 17,210.00 17,210.00 17,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHEAP TICKETS INC. COMMON STOCK 162672109 271,200.00 25,500.00 25,500.00 25,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHECKFREE HOLDINGS CORP COMMON STOCK 162816102 364,485.00 13,070.00 13,070.00 13,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 110,550.00 3,227.00 3,227.00 3,227.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHEESECAKE FACTORY INC COMMON STOCK 163072101 373,376.25 61,130.00 61,130.00 61,130.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE CORP COMMON STOCK 165159104 224,079.96 133,550.00 133,550.00 133,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORP COMMON STOCK 166751107 16,770,382.70 8,625.00 8,625.00 8,625.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 136,705.00 34,571.00 34,571.00 34,571.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHIRON CORP COMMON STOCK 170040109 858,348.75 34,009.00 34,009.00 34,009.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHITTENDEN CORP COMMON STOCK 170228100 757,018.50 169,290.00 169,290.00 169,290.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHOICEPOINT INC COMMON STOCK 170388102 488,491.25 650,000.00 650,000.00 650,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHRIS-CRAFT INDUSTRIES INC COMMON STOCK 170520100 205,517.95 1,570,008.00 1,570,008.00 1,570,008.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CHUBB CAPITAL CORP COMMON STOCK 171232101 4,130,065.06 43,300.00 43,300.00 43,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CIBER INC COMMON STOCK 17163B102 2,737,775.00 15,815.00 15,815.00 15,815.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CIENA CORPORATION COMMON STOCK 171779101 1,087,828.13 837,797.00 837,797.00 837,797.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,300,733.88 49,220.00 49,220.00 49,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CINERGY CORP COMMON STOCK 172474108 731,193.50 91,200.00 91,200.00 91,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CIRCUIT CITY STORES INC COMMON STOCK 172737108 10,305,528.75 10,430.00 10,430.00 10,430.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CIRRUS LOGIC CONV DEBENTURES 172755AC4 585,000.00 13,290.00 13,290.00 13,290.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CISCO SYSTEMS INC COMMON STOCK 17275R102 121,380,458.60 103,738.00 103,738.00 103,738.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 1,826,697.10 92,412.00 92,412.00 92,412.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CINTAS CORP COMMON STOCK 172908105 619,742.41 69,310.00 69,310.00 69,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC COMMON STOCK 172967101 49,691,415.70 3,860.00 3,860.00 3,860.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CITRIX SYS INC COMMON STOCK 177376100 3,260,825.00 524,850.00 524,850.00 524,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP COMMON STOCK 178566105 3,072,254.40 90,210.00 90,210.00 90,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLARCOR INC COMMON STOCK 179895107 185,132.50 12,550.00 12,550.00 12,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLAYTON HOMES INC COMMON STOCK 184190106 134,561.25 18,430.00 18,430.00 18,430.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 7,164,353.76 11,020.00 11,020.00 11,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLOROX CO COMMON STOCK 189054109 3,003,390.00 8,800.00 8,800.00 8,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COASTAL CORP COMMON STOCK 190441105 3,188,260.00 175,025.00 175,025.00 175,025.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COCA-COLA BOTTLING CO COMMON STOCK 191098102 204,336.82 17,410.00 17,410.00 17,410.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COCA-COLA CO COMMON STOCK 191216100 24,634,884.50 119,303.00 119,303.00 119,303.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 1,945,108.02 206,930.00 206,930.00 206,930.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COEUR D'ALENE MINES CO COMMON STOCK 192108108 36,859.35 28,435.00 28,435.00 28,435.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COGNEX CORP COMMON STOCK 192422103 1,063,171.41 33,250.00 33,250.00 33,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COHERENT INC COMMON STOCK 192479103 573,040.00 27,108.00 27,108.00 27,108.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COHU INC COMMON STOCK 192576106 366,845.60 46,745.00 46,745.00 46,745.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 9,867,034.38 34,020.00 34,020.00 34,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,031,542.50 22,170.00 22,170.00 22,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COLUMBIA/HCA HEALTHCARE CORP COMMON STOCK 197677107 3,019,797.54 16,100.00 16,100.00 16,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP COMMON STOCK 200300200 8,975,588.75 398,749.00 398,749.00 398,749.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPECIAL CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMDISCO INC COMMON STOCK 200336105 1,254,694.38 10,800.00 10,800.00 10,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMERICA INC COMMON STOCK 200340107 1,392,343.75 21,000.00 21,000.00 21,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMMERCE BANCORP INC COMMON STOCK 200519106 1,002,996.00 136,325.00 136,325.00 136,325.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 777,135.63 35,460.00 35,460.00 35,460.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMMSCOPE INC COMMON STOCK 203372107 1,552,162.50 76,520.00 76,520.00 76,520.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 354,720.00 32,335.00 32,335.00 32,335.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CIA TELECOM CHILE SPONSORED ADR 204449300 366,275.00 106,765.00 106,765.00 106,765.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMPAQ COMPUTER CORP COMMON STOCK 204493100 10,616,692.10 24,100.00 24,100.00 24,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMPASS BANCSHARES INC COMMON STOCK 20449H109 215,319.60 6,310.00 6,310.00 6,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMPLETE BUSINESS SOLUTIONS COMMON STOCK 20452F107 469,875.00 121,470.00 121,470.00 121,470.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 8,068,667.78 11,000.00 11,000.00 11,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES CORP COMMON STOCK 205363104 2,805,772.50 45,640.00 45,640.00 45,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMPUWARE CORP COMMON STOCK 205638109 1,611,664.24 44,425.00 44,425.00 44,425.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 6,111,315.00 37,825.00 37,825.00 37,825.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONAGRA INC COMMON STOCK 205887102 1,935,115.63 132,844.00 132,844.00 132,844.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COM21 INC COMMON STOCK 205937105 1,132,700.00 71,274.00 71,274.00 71,274.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONCORD COMMUNICATIONS COMMON STOCK 206186108 224,396.22 51,250.00 51,250.00 51,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONCORD EFS INC COMMON STOCK 206197105 2,786,157.39 47,850.00 47,850.00 47,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONE MILLS CORP COMMON STOCK 206814105 47,432.00 12,753.00 12,753.00 12,753.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONEXANT SYSTEMS INC COMMON STOCK 207142100 3,240,440.00 101,214.00 101,214.00 101,214.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONMED CORP COMMON STOCK 207410101 1,113,379.35 37,040.00 37,040.00 37,040.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONOCO INC CLASS A 208251306 931,440.63 14,410.00 14,410.00 14,410.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONOCO INC COMMON STOCK 208251405 3,404,127.50 11,100.00 11,100.00 11,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONSECO INC COMMON STOCK 208464107 815,160.74 22,001.00 22,001.00 22,001.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED EDISON INC COMMON STOCK 209115104 1,486,250.00 16,380.00 16,380.00 16,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED PAPERS INC COMMON STOCK 209759109 1,839,210.45 7,930.00 7,930.00 7,930.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 120,350.06 23,800.00 23,800.00 23,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED STORES CORP COMMON STOCK 210149100 1,151,309.25 3,000.00 3,000.00 3,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,180,650.00 11,200.00 11,200.00 11,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CONVERGYS CORP COMMON STOCK 212485106 556,586.25 39,070.00 39,070.00 39,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON CORP COMMON STOCK 216640102 742,312.50 69,665.00 69,665.00 69,665.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COOPER INDUSTRIES INC COMMON STOCK 216669101 770,035.00 9,600.00 9,600.00 9,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 205,765.56 75,000.00 75,000.00 75,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COORS (ADOLPH) CO COMMON STOCK 217016104 379,149.16 58,350.00 58,350.00 58,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COPART INC COMMON STOCK 217204106 416,500.00 142,077.00 142,077.00 142,077.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COPPER MOUNTAIN NETWORKS INC COMMON STOCK 217510106 245,811.00 24,140.00 24,140.00 24,140.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COR THERAPEUTICS INC COMMON STOCK 217753102 738,315.20 9,000.00 9,000.00 9,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CORN PRODUCTS INTL INC COMMON STOCK 219023108 940,102.34 38,675.00 38,675.00 38,675.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CORNING INC COMMON STOCK 219350105 13,515,010.00 25,860.00 25,860.00 25,860.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 487,200.00 26,310.00 26,310.00 26,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CORUS GROUP PLC-SPONS ADR COMMON STOCK 22087M101 1,256,250.00 7,600.00 7,600.00 7,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COST PLUS INC COMMON STOCK 221485105 1,972,930.20 21,650.00 21,650.00 21,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 7,467,851.27 77,500.00 77,500.00 77,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 657,815.00 27,660.00 27,660.00 27,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COVAD COMMUNICATIONS GROUP COMMON STOCK 222814204 652,500.00 23,470.00 23,470.00 23,470.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COVANCE INC COMMON STOCK 222816100 415,756.25 9,000.00 9,000.00 9,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 219,810.00 10,000.00 10,000.00 10,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CRANE CO COMMON STOCK 224399105 619,916.22 8,565.00 8,565.00 8,565.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CREE,INC COMMON STOCK 225447101 857,850.00 10,770.00 10,770.00 10,770.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CROSS TIMBERS OIL CO COMMON STOCK 227573102 282,792.30 17,000.00 17,000.00 17,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CROWN CASTLE INTL CORP COMMON STOCK 228227104 2,935,312.50 10,350.00 10,350.00 10,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CROWN CORK & SEAL CO INC COMMON STOCK 228255105 442,560.00 30,640.00 30,640.00 30,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 620,476.39 12,366.00 12,366.00 12,366.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 338,058.00 33,377.00 33,377.00 33,377.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CYBERSOURCE CORP COMMON STOCK 23251J106 372,500.00 63,805.00 63,805.00 63,805.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CYBEX COMPUTER PRODUCTS CORP COMMON STOCK 232522102 322,258.13 6,070.00 6,070.00 6,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CYGNUS INC COMMON STOCK 232560102 156,165.00 10,600.00 10,600.00 10,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CYMER INC COMMON STOCK 232572107 850,000.00 30,660.00 30,660.00 30,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 510,379.20 12,900.00 12,900.00 12,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CYTEC INDUSTRIES INC COMMON STOCK 232820100 938,350.00 16,990.00 16,990.00 16,990.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DPL INC COMMON STOCK 233293109 274,364.44 41,060.00 41,060.00 41,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DQE INC COMMON STOCK 23329J104 1,518,653.50 58,028.00 58,028.00 58,028.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DR HORTON INC COMMON STOCK 23331A109 833,420.91 73,875.00 73,875.00 73,875.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
D S T SYSTEMS INC DEL COMMON STOCK 233326107 394,167.59 27,340.00 27,340.00 27,340.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DSP GROUP INC COMMON STOCK 23332B106 699,600.00 6,760.00 6,760.00 6,760.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DTE ENERGY COMPANY COMMON STOCK 233331107 889,140.00 17,900.00 17,900.00 17,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DVI INC COMMON STOCK 233343102 183,825.00 49,620.00 49,620.00 49,620.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DAIN RAUSCHER CORP COMMON STOCK 233856103 1,120,269.63 577,630.00 577,630.00 577,630.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 1,442,232.50 119,739.00 119,739.00 119,739.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DANA CORP COMMON STOCK 235811106 1,635,635.24 9,054.00 9,054.00 9,054.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DANAHER CORP COMMON STOCK 235851102 3,767,625.00 17,212.00 17,212.00 17,212.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DARDEN RESTAURANTS INC COMMON STOCK 237194105 486,980.08 27,230.00 27,230.00 27,230.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DATASCOPE CORP COMMON STOCK 238113104 214,630.00 37,330.00 37,330.00 37,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DAVOX CORP COMMON STOCK 239208101 478,825.00 17,440.00 17,440.00 17,440.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEERE & CO COMMON STOCK 244199105 1,885,560.00 51,100.00 51,100.00 51,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DELL COMPUTER CORP COMMON STOCK 247025109 31,155,629.30 36,600.00 36,600.00 36,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1,915,824.00 70,200.00 70,200.00 70,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 275,015.25 18,930.00 18,930.00 18,930.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DELTA & PINE LAND CO COMMON STOCK 247357106 339,937.00 12,540.00 12,540.00 12,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DELTA AIR LINES INC COMMON STOCK 247361108 1,449,997.50 45,000.00 45,000.00 45,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DELUXE CORP COMMON STOCK 248019101 989,245.00 10,010.00 10,010.00 10,010.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DENDRITE INTL INC COMMON STOCK 248239105 365,141.28 28,000.00 28,000.00 28,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEPARTMENT 56 INC COMMON STOCK 249509100 756,893.20 300,000.00 300,000.00 300,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DESCARTES SYSTEMS GROUP INC COMMON STOCK 249906108 1,724,775.00 23,732.00 23,732.00 23,732.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3,409,052.40 91,310.00 91,310.00 91,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEVRY INC COMMON STOCK 251893103 577,365.00 30,290.00 30,290.00 30,290.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEXTER CORP COMMON STOCK 252165105 664,620.00 28,170.00 28,170.00 28,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIAGEO PLC - SPONSORED ADR COMMON STOCK 25243Q205 1,355,625.00 19,150.00 19,150.00 19,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIAL CORP COMMON STOCK 25247D101 137,637.50 18,810.00 18,810.00 18,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE DRILL COMMON STOCK 25271C102 1,118,236.00 512,760.00 512,760.00 512,760.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE DRILL CONVERTIBLE BOND 25271CAA0 349,500.00 84,000.00 84,000.00 84,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC COMMON STOCK 253651103 652,630.00 55,826.00 55,826.00 55,826.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 3,093,126.25 5,950.00 5,950.00 5,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DILLARDS INC COMMON STOCK 254067101 497,876.73 50,494.00 50,494.00 50,494.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIME BANCORP INC COMMON STOCK 25429Q102 521,145.00 65,640.00 65,640.00 65,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIMON INC. COMMON STOCK 254394109 45,481.25 43,100.00 43,100.00 43,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIONEX CORP COMMON STOCK 254546104 619,544.97 55,350.00 55,350.00 55,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DISNEY (WALT) COMPANY HOLDING COMMON STOCK 254687106 21,215,445.00 33,210.00 33,210.00 33,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DIXIE GROUP CONVERTIBLE 255519AA8 55,440.00 12,432.00 12,432.00 12,432.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,500,323.75 56,300.00 56,300.00 56,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DOLLAR TREE STORES INC COMMON STOCK 256747106 310,143.75 59,900.00 59,900.00 59,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DOMINION RESOURCES COMMON STOCK 25746U109 1,940,837.88 10,900.00 10,900.00 10,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,374,304.68 274,824.00 274,824.00 274,824.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DOVER CORP COMMON STOCK 260003108 2,063,412.50 119,802.00 119,802.00 119,802.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DOW CHEMICAL CO COMMON STOCK 260543103 6,309,900.00 75,720.00 75,720.00 75,720.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DOW JONES & COMPANY INC COMMON STOCK 260561105 2,384,876.52 7,000.00 7,000.00 7,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 264,180.00 19,600.00 19,600.00 19,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DRIL-QUIP COMMON STOCK 262037104 2,653,137.50 1,335,000.00 1,335,000.00 1,335,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DSET CORP COMMON STOCK 262504103 1,104,376.30 16,220.00 16,220.00 16,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DSL.NET INC COMMON STOCK 262506108 240,475.80 55,900.00 55,900.00 55,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 14,531,319.00 77,270.00 77,270.00 77,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DUKE ENERGY CORP COMMON STOCK 264399106 6,289,605.00 13,275.00 13,275.00 13,275.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DUN & BRADSTREET CORP COMMON STOCK 26483B106 2,167,485.00 12,710.00 12,710.00 12,710.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DUPONT PHOTOMASKS COMMON STOCK 26613X101 405,559.00 239,068.00 239,068.00 239,068.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 241,315.20 13,150.00 13,150.00 13,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS INC CONVERTIBLE BOND 26632SAA7 1,076,343.75 25,000.00 25,000.00 25,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DUSA PHARMACEUTICALS INC COMMONSTOCK 266898$Z1 349,500.45 4,000.00 4,000.00 4,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DUSA PHARMACEUTICALS INC COMMONSTOCK 266898105 1,338,078.30 12,200.00 12,200.00 12,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DYCOM INDUSTRIES INC COMMON STOCK 267475101 3,766,912.50 6,000.00 6,000.00 6,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DYNEGY INC COMMON STOCK 26816Q101 833,006.25 93,550.00 93,550.00 93,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELG INC COMMON STOCK 268484102 297,096.25 18,800.00 18,800.00 18,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EMC CORP COMMON STOCK 268648102 29,883,500.00 5,830.00 5,830.00 5,830.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 475,043.75 9,100.00 9,100.00 9,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENI SPA SPONSORED ADR 26874R108 1,268,750.00 16,630.00 16,630.00 16,630.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
E PIPHANY INC COMMON STOCK 26881V100 534,248.00 98,780.00 98,780.00 98,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ESAT TELECOM GROUP PLC-ADR COMMON STOCK 26883Y102 1,218,475.00 25,650.00 25,650.00 25,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
E_TEK DYNAMIC COMMON STOCK 269240107 1,411,500.00 15,580.00 15,580.00 15,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
E TRADE GROUP INC COMMON STOCK 269246104 2,818,193.75 50,950.00 50,950.00 50,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EARTHGRAINS COMPANY COMMON STOCK 270319106 279,650.00 27,230.00 27,230.00 27,230.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EASTERN ENTERPRISES COMMON STOCK 27637F100 349,071.25 73,480.00 73,480.00 73,480.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EASTERN UTILITIES ASSOCIATES COMMON STOCK 277173100 285,512.50 250,000.00 250,000.00 250,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EASTMAN CHEMICAL CO COMMON STOCK 277432100 756,665.00 15,000.00 15,000.00 15,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO COMMON STOCK 277461109 5,364,939.36 8,465.00 8,465.00 8,465.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EATON CORP COMMON STOCK 278058102 2,000,700.00 2,700.00 2,700.00 2,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EATON VANCE CORP COMMON STOCK 278265103 668,958.46 250,000.00 250,000.00 250,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ECHOSTAR COMMUNICATION COMMON STOCK 278762109 4,025,050.00 48,368.00 48,368.00 48,368.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ECOLAB INC COMMON STOCK 278865100 998,987.01 36,200.00 36,200.00 36,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EDISON INTERNATIONAL COMMON STOCK 281020107 1,216,975.76 8,740.00 8,740.00 8,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EDO CORP CONVERTIBLE BONDS 281347AB0 196,875.00 11,660.00 11,660.00 11,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
J.D. EDWARDS & CO COMMON STOCK 281667105 488,430.00 8,870.00 8,870.00 8,870.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EDWARDS (AG) INC COMMON STOCK 281760108 338,600.00 18,070.00 18,070.00 18,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EFFICIENT NETWORKS INC COMMON STOCK 282056100 420,525.00 110,400.00 110,400.00 110,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EINSTEIN/NOAH BAGEL CONVERTIBLE BOND 282577AC9 100,000.00 58,420.00 58,420.00 58,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 1,952,858.00 41,700.00 41,700.00 41,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELAN CORPORATION PLC ADR SPONSORED 284131208 1,719,500.00 92,450.00 92,450.00 92,450.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELCOR CORP COMMON STOCK 284443108 301,530.00 27,000.00 27,000.00 27,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 676,280.00 51,600.00 51,600.00 51,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELECTROGLAS INC COMMON STOCK 285324109 303,797.50 350,000.00 350,000.00 350,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS INC COMMON STOCK 285512109 1,286,349.09 120,000.00 120,000.00 120,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 7,086,244.80 66,500.00 66,500.00 66,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELOYALTY CORPORATION COMMON STOCK 290151109 1,394,777.50 13,300.00 13,300.00 13,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EMBOTELLADORA ANDINA-B ADR 29081P303 492,560.40 11,700.00 11,700.00 11,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EMERSON ELECTRIC CO COMMON STOCK 291011104 4,888,293.75 26,900.00 26,900.00 26,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EMISPHERE TECHNOLOGIES INC COMMON STOCK 291345106 1,400,625.00 16,900.00 16,900.00 16,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EMMIS BROADCASTING CORP COMMON STOCK 291525103 2,399,400.00 188,501.00 188,501.00 188,501.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EMPRESAS ICA SOCIEDAD CONVERTIBLE 292448AC1 206,500.00 74,689.00 74,689.00 74,689.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUBORDINATED DEBEN
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENDESA SA SPONSORED ADR 29258N107 2,812,440.00 10,800.00 10,800.00 10,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENDOSONICS CORP COMMON STOCK 29264K105 419,748.00 21,400.00 21,400.00 21,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENERGEN CORP COMMON STOCK 29265N108 211,962.10 11,096.00 11,096.00 11,096.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENERGY EAST CORPORATION COMMON STOCK 29266M109 231,800.40 17,800.00 17,800.00 17,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENGELHARD CORP COMMON STOCK 292845104 406,862.50 122,750.00 122,750.00 122,750.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 238,712.50 12,000.00 12,000.00 12,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENRON CORP COMMON STOCK 293561106 14,114,012.40 18,140.00 18,140.00 18,140.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENTERGY CORP COMMON STOCK 29364G103 1,507,746.84 19,000.00 19,000.00 19,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 918,842.40 56,600.00 56,600.00 56,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENZON INC COMMON STOCK 293904108 806,501.80 22,300.00 22,300.00 22,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ENZO BIOCHEM INC COMMON STOCK 294100102 782,268.00 35,200.00 35,200.00 35,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 151,300.00 37,000.00 37,000.00 37,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EQUIFAX INC COMMON STOCK 294429105 3,099,437.50 854,397.00 854,397.00 854,397.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ESPEED INC-CL A COMMONSTOCK 296643109 628,500.00 6,550.00 6,550.00 6,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 453,500.00 37,930.00 37,930.00 37,930.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ETOYS INC COMMON STOCK 297862104 168,017.00 14,020.00 14,020.00 14,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EVERGREEN RES INC COMMON STOCK 299900308 1,368,984.20 6,190.00 6,190.00 6,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EXAR CORP COMMON STOCK 300645108 1,595,832.60 165,420.00 165,420.00 165,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 1,862,819.20 23,300.00 23,300.00 23,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 1,470,750.00 15,790.00 15,790.00 15,790.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORP COMMON STOCK 30231G102 66,482,339.40 147,410.00 147,410.00 147,410.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FMC CORP COMMON STOCK 302491303 370,075.00 251,655.00 251,655.00 251,655.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC COMMON STOCK 302571104 1,747,131.66 44,580.00 44,580.00 44,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 379,409.24 122,800.00 122,800.00 122,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FAIR ISAAC & CO INC COMMON STOCK 303250104 240,636.25 61,458.00 61,458.00 61,458.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 3,442,721.04 32,870.00 32,870.00 32,870.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FARGO ELECTRONICS COMMON STOCK 30744P102 281,044.60 29,326.00 29,326.00 29,326.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FEDDERS CORP COMMON STOCK 313135105 87,823.98 125,000.00 125,000.00 125,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FHLMC COMMON STOCK 313400301 6,513,605.67 95,662.00 95,662.00 95,662.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FANNIE MAE COMMON STOCK 313586109 14,202,653.20 64,860.00 64,860.00 64,860.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 1,861,215.00 28,940.00 28,940.00 28,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FEDERATED INVESTORS INC-CL B COMMON STOCK 314211103 3,353,913.60 12,410.00 12,410.00 12,410.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FEDEX CORPORATION COMMON STOCK 31428X106 2,396,862.00 88,914.00 88,914.00 88,914.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FERRO CORP COMMON STOCK 315405100 585,480.44 40,560.00 40,560.00 40,560.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 405,050.71 100,000.00 100,000.00 100,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIELDCREST CANNON INC CONVERTIBLE 316549AB0 28,750.00 18,772.00 18,772.00 18,772.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD BANCORP COMMON STOCK 316773100 6,026,706.00 12,470.00 12,470.00 12,470.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FILENET CORP COMMON STOCK 316869106 1,929,585.00 209,375.00 209,375.00 209,375.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRST AMERICAN FINANCIAL CORP COMMON STOCK 318522307 410,571.78 58,000.00 58,000.00 58,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRSTBANK CORP COMMON STOCK 318672102 218,726.25 238,796.00 238,796.00 238,796.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP COMMON STOCK 319963104 3,934,444.50 36,902.00 36,902.00 36,902.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 983,580.00 95,741.00 95,741.00 95,741.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEXCEL CORP CONVERTIBLE BOND 328291AA6 67,000.00 263,345.00 263,345.00 263,345.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRST SECURITY CORP COMMON STOCK 336294103 225,264.00 14,500.00 14,500.00 14,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 253,290.64 17,270.00 17,270.00 17,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP COMMON STOCK 337358105 7,799,218.75 20,630.00 20,630.00 20,630.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRSTCOM CORPORATION COMMON STOCK 33763T104 1,982,846.00 8,200.00 8,200.00 8,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 5,477,263.85 16,260.00 16,260.00 16,260.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FISERV INC COMMON STOCK 337738108 1,372,274.67 13,400.00 13,400.00 13,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY CORP COMMON STOCK 337932107 1,974,658.13 9,130.00 9,130.00 9,130.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 9,612,092.50 257,330.00 257,330.00 257,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 213,875.00 37,190.00 37,190.00 37,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FLEMING COMPANIES INC COMMON STOCK 339130106 260,120.74 113,870.00 113,870.00 113,870.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FLORIDA PROGRESS CORP COMMON STOCK 341109106 946,401.25 81,210.00 81,210.00 81,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 229,600.00 42,740.00 42,740.00 42,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP COMMON STOCK 343861100 504,060.00 17,800.00 17,800.00 17,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FOCAL COMMUNICATIONS CORP COMMON STOCK 344155106 750,400.00 11,660.00 11,660.00 11,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FOOTSTAR INC COMMON STOCK 344912100 257,922.50 105,680.00 105,680.00 105,680.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FORD MOTOR CO COMMON STOCK 345370100 11,820,968.20 35,174.00 35,174.00 35,174.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FOREST LABORATORIES INC COMMON STOCK 345838106 3,142,555.00 30,540.00 30,540.00 30,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FORT JAMES CORP COMMON STOCK 347471104 2,505,140.00 17,446.00 17,446.00 17,446.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS INC COMMON STOCK 349631101 2,030,250.00 16,000.00 16,000.00 16,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FOSSIL INC COMMON STOCK 349882100 1,001,697.38 65,000.00 65,000.00 65,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FOSTER WHEELER CORP COMMON STOCK 350244109 120,150.00 27,220.00 27,220.00 27,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 93,280.00 24,620.00 24,620.00 24,620.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC COMMON STOCK 354613101 3,533,622.16 26,360.00 26,360.00 26,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 424,268.79 264,695.00 264,695.00 264,695.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FREMONT GENERAL CORP COMMON STOCK 357288109 181,315.98 117,900.00 117,900.00 117,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FRIEDE GOLDMAN HALTER INC COMMON STOCK 358430106 119,941.25 89,940.00 89,940.00 89,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FRITZ COMPANIES INC COMMON STOCK 358846103 162,000.00 61,140.00 61,140.00 61,140.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FUJI PHOTO FILM COMPANY LTD ADR 359586302 2,860,000.00 180,815.00 180,815.00 180,815.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 512,062.64 67,370.00 67,370.00 67,370.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GATX CORP COMMON STOCK 361448103 935,560.00 18,260.00 18,260.00 18,260.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GPU INC COMMON STOCK 36225X100 721,605.00 25,200.00 25,200.00 25,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GTE CORP COMMON STOCK 362320103 18,793,345.00 18,875.00 18,875.00 18,875.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 2,836,909.80 37,386.00 37,386.00 37,386.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 2,923,050.00 22,100.00 22,100.00 22,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GANNETT COMPANY INC COMMON STOCK 364730101 4,302,727.50 42,540.00 42,540.00 42,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GAP INC COMMON STOCK 364760108 9,006,756.78 746,660.00 746,660.00 746,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GATEWAY INC COMMON STOCK 367626108 3,570,610.00 139,160.00 139,160.00 139,160.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENCORP INC COMMON STOCK 368682100 141,515.00 135,780.00 135,780.00 135,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENE LOGIC INC COMMON STOCK 368689105 1,059,962.40 32,475.00 32,475.00 32,475.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENENTECH INC COMMON STOCK 368710406 2,869,000.00 16,340.00 16,340.00 16,340.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL BINDING CORP COMMON STOCK 369154109 357,484.93 32,450.00 32,450.00 32,450.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL COMMUNICATION INC COMMON STOCK 369385109 118,787.50 83,670.00 83,670.00 83,670.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS CORP COMMON STOCK 369550108 2,116,365.00 10,500.00 10,500.00 10,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL ELECTRIC CO COMMON STOCK 369604103 115,871,925.60 7,880.00 7,880.00 7,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL MILLS INC COMMON STOCK 370334104 5,035,782.92 36,030.00 36,030.00 36,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL MOTORS CORP COMMON STOCK 370442105 11,244,213.40 41,700.00 41,700.00 41,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL MOTORS CORP COMMON STOCK 370442832 4,043,137.50 46,660.00 46,660.00 46,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS H
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 281,865.00 299,284.00 299,284.00 299,284.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENTEX CORP COMMON STOCK 371901109 1,202,661.90 35,000.00 35,000.00 35,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENUINE PARTS CO COMMON STOCK 372460105 1,997,621.25 16,640.00 16,640.00 16,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GEON CO COMMON STOCK 37246W105 225,750.00 34,060.00 34,060.00 34,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GENZYME CORP GENERAL DIVISION 372917104 394,985.00 23,530.00 23,530.00 23,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COM STK
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GEORGIA-PACIFIC CORP COMMON STOCK 373298108 1,425,418.86 33,150.00 33,150.00 33,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GETTY IMAGES INC COMMON STOCK 374276103 1,498,572.90 14,500.00 14,500.00 14,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES INC COMMON STOCK 375558103 2,957,077.50 14,000.00 14,000.00 14,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GILLETTE CO COMMON STOCK 375766102 11,279,116.10 15,740.00 15,740.00 15,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GLAXO WELLCOME PLC ADR SPONSORED 37733W105 2,005,920.00 33,100.00 33,100.00 33,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GLOBAL MARINE INC COMMON STOCK 379352404 422,240.00 19,640.00 19,640.00 19,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,062,229.22 84,070.00 84,070.00 84,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GOODRICH (BF) CO (THE) COMMON STOCK 382388106 675,005.11 7,000.00 7,000.00 7,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 772,792.80 10,130.00 10,130.00 10,130.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 87,899.00 1,995.00 1,995.00 1,995.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GOTO.COM INC COMMON STOCK 38348T107 574,868.00 13,200.00 13,200.00 13,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
W.R. GRACE & CO COMMON STOCK 38388F108 199,693.38 96,295.00 96,295.00 96,295.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GRACO INC COMMON STOCK 384109104 959,900.00 10,550.00 10,550.00 10,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GRAINGER (WW) INC COMMON STOCK 384802104 1,065,470.00 59,800.00 59,800.00 59,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 2,858,380.00 15,850.00 15,850.00 15,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 373,625.00 60,000.00 60,000.00 60,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 198,801.25 21,250.00 21,250.00 21,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GREY ADVERTISING INC COMMON STOCK 397838103 815,955.00 20,770.00 20,770.00 20,770.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GRIFFON CORP COMMON STOCK 398433102 103,118.40 8,000.00 8,000.00 8,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GUIDANT CORP COMMON STOCK 401698105 5,663,301.54 98,240.00 98,240.00 98,240.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
GYMBOREE CORP COMMON STOCK 403777105 43,518.75 4,040.00 4,040.00 4,040.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 792,350.00 17,210.00 17,210.00 17,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HNC SOFTWARE INC COMMON STOCK 40425P107 1,142,182.70 15,200.00 15,200.00 15,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HSBC HOLDINGS PLC COMMON STOCK 404280406 3,656,220.00 13,420.00 13,420.00 13,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HA-LO INDUSTRIES INC COMMON STOCK 404429102 167,343.75 37,815.00 37,815.00 37,815.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HADCO CORP COMMON STOCK 404681108 1,342,261.25 18,000.00 18,000.00 18,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HAIN FOOD GROUP INC COMMON STOCK 405219106 226,496.00 161,620.00 161,620.00 161,620.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO COMMON STOCK 406216101 4,027,840.00 6,630.00 6,630.00 6,630.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HANNAFORD BROTHERS CO COMMON STOCK 410550107 297,950.00 27,220.00 27,220.00 27,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARBINGER CORP COMMON STOCK 41145C103 501,241.25 74,920.00 74,920.00 74,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARCOURT GENERAL INC COMMON STOCK 41163G101 566,200.00 50,990.00 50,990.00 50,990.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARLAND (JOHN H) CO COMMON STOCK 412693103 181,170.00 12,940.00 12,940.00 12,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARLEY-DAVIDSON INC COMMON STOCK 412822108 3,001,565.63 329,530.00 329,530.00 329,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,080,000.00 82,044.00 82,044.00 82,044.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 2,999,990.44 250,000.00 250,000.00 250,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP COMMON STOCK 413875105 229,146.06 62,400.00 62,400.00 62,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARSCO CORP COMMON STOCK 415864107 787,665.14 13,084.00 13,084.00 13,084.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARTE-HANKS,INC COMMON STOCK 416196103 1,699,710.04 123,640.00 123,640.00 123,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 2,689,722.50 9,910.00 9,910.00 9,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HARTMARX CORP COMMON STOCK 417119104 35,585.00 115,600.00 115,600.00 115,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HASBRO INC COMMON STOCK 418056107 5,437,245.00 11,820.00 11,820.00 11,820.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH CORP COMMON STOCK 421924101 456,328.73 80,158.00 80,158.00 80,158.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 193,750.00 74,620.00 74,620.00 74,620.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 889,200.00 74,960.00 74,960.00 74,960.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEARTLAND EXPRESS INC COMMON STOCK 422347104 183,777.86 51,500.00 51,500.00 51,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEINZ (HJ) CO COMMON STOCK 423074103 4,311,945.00 224,021.00 224,021.00 224,021.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HELIX TECHNOLOGY CORP COMMON STOCK 423319102 595,214.42 75,000.00 75,000.00 75,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HELLER FINANCIAL INC COMMON STOCK 423328103 2,673,250.00 15,290.00 15,290.00 15,290.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HELMERICH & PAYNE INC COMMON STOCK 423452101 366,420.00 5,970.00 5,970.00 5,970.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 2,955,826.25 155,819.00 155,819.00 155,819.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HERCULES INC COMMON STOCK 427056106 1,203,247.50 15,000.00 15,000.00 15,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HERSHEY FOODS CORP COMMON STOCK 427866108 3,654,300.00 5,170.00 5,170.00 5,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HERTZ CORP COMMON STOCK 428040109 1,754,193.00 505,745.00 505,745.00 505,745.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEWLETT-PACKARD CO COMMON STOCK 428236103 29,696,671.80 45,100.00 45,100.00 45,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HEXCEL CORP CONVERTIBLE 428290AA8 48,000.00 55,530.00 55,530.00 55,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HIBERNIA CORP COMMON STOCK 428656102 160,545.00 6,000.00 6,000.00 6,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HILLENBRAND INDUSTRIES INC COMMON STOCK 431573104 202,980.00 23,030.00 23,030.00 23,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HILTON HOTELS CORP COMMON STOCK 432848109 1,207,597.25 20,000.00 20,000.00 20,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HITACHI LTD ADR 433578507 1,828,125.00 217,143.00 217,143.00 217,143.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 585,502.50 14,440.00 14,440.00 14,440.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC COMMON STOCK 437076102 32,620,552.50 61,030.00 61,030.00 61,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOMEGROCER.COM COMMON STOCK 43740K100 467,912.50 13,800.00 13,800.00 13,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOMESTAKE MINING CO COMMON STOCK 437614100 333,180.00 62,900.00 62,900.00 62,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOMESTORE COM INC COMMON STOCK 437852106 292,500.00 69,220.00 69,220.00 69,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HON INDUSTRIES INC COMMON STOCK 438092108 593,022.50 101,257.00 101,257.00 101,257.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HONDA MOTOR CO LTD SPONSORED ADR 438128308 1,625,000.00 46,580.00 46,580.00 46,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 11,440,613.20 50,552.00 50,552.00 50,552.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOOPER HOLMES INC COMMON STOCK 439104100 495,465.28 10,490.00 10,490.00 10,490.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 1,125,210.11 35,720.00 35,720.00 35,720.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HORMEL FOOD CORPORATION COMMON STOCK 440452100 226,830.60 23,100.00 23,100.00 23,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOTJOBS.COM LTD COMMON STOCK 441474103 1,588,225.00 54,398.00 54,398.00 54,398.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 2,937,489.14 150,950.00 150,950.00 150,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 3,778,101.18 10,770.00 10,770.00 10,770.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUBBELL INC COMMON STOCK 443510201 1,275,127.50 7,420.00 7,420.00 7,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS B
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUDSON UNITED BANCORP COMMON STOCK 444165104 1,096,321.22 28,360.00 28,360.00 28,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUGHES SUPPLY INC COMMON STOCK 444482103 162,595.00 10,320.00 10,320.00 10,320.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUMANA INC COMMON STOCK 444859102 261,184.64 18,780.00 18,780.00 18,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUNT CORP COMMON STOCK 445591100 206,444.70 36,110.00 36,110.00 36,110.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,217,155.25 75,060.00 75,060.00 75,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUSSMAN INTERNATIONAL INC COMMON STOCK 448110106 1,915,102.65 29,700.00 29,700.00 29,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 189,821.25 20,800.00 20,800.00 20,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ICN PHARMACEUTICALS INC COMMON STOCK 448924100 202,195.00 28,200.00 28,200.00 28,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 921,700.00 18,810.00 18,810.00 18,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IBP INC COMMON STOCK 449223106 162,540.00 54,780.00 54,780.00 54,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IDEC PHARMACEUTICALS C COMMON STOCK 449370105 1,845,135.00 25,920.00 25,920.00 25,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IMC GLOBAL INC COMMON STOCK 449669100 530,347.57 31,910.00 31,910.00 31,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IMS HEALTH INC COMMON STOCK 449934108 1,271,291.22 63,743.00 63,743.00 63,743.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ISS GROUP INC COMMON STOCK 450306105 3,460,050.00 11,400.00 11,400.00 11,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ITC DELTACOM INC COMMON STOCK 45031T104 741,000.00 19,700.00 19,700.00 19,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IBASIS INC COMMON STOCK 450732102 1,157,948.40 33,700.00 33,700.00 33,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ITT INDUSTRIES INC COMMON STOCK 450911102 584,276.22 19,716.00 19,716.00 19,716.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IDEX CORP COMMON STOCK 45167R104 1,492,755.00 40,850.00 40,850.00 40,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IDEXX LABORATORIES INC COMMON STOCK 45168D104 604,247.04 14,500.00 14,500.00 14,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 197,427.17 23,000.00 23,000.00 23,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 3,521,800.75 15,300.00 15,300.00 15,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IMMUNE RESPONSE CORP COMMON STOCK 45252T106 131,100.00 65,540.00 65,540.00 65,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 635,325.00 34,730.00 34,730.00 34,730.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IMMUNOMEDICS INC COMMON STOCK 452907108 869,864.40 37,090.00 37,090.00 37,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INACOM CORP COMMON STOCK 45323G109 54,219.00 19,500.00 19,500.00 19,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INCO LTD COMMON STOCK 453258402 748,045.20 22,100.00 22,100.00 22,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INCYTE PHARMACEUTICALS INC COMMON STOCK 45337C102 1,267,836.50 81,140.00 81,140.00 81,140.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INFINITY BROADCASTING CORP COMMON STOCK 45662S102 744,625.00 11,200.00 11,200.00 11,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INET TECHNOLOGIES COMMON STOCK 45662V105 809,936.10 25,380.00 25,380.00 25,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INFORMIX CORP COMMON STOCK 456779107 1,110,050.98 44,900.00 44,900.00 44,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND CO COMMON STOCK 456866102 1,536,802.50 757,055.00 757,055.00 757,055.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INFORMATION RESOURCES INC COMMON STOCK 456905108 296,720.00 21,150.00 21,150.00 21,150.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INHALE THERAPEUTIC SYS COMMON STOCK 457191104 1,452,750.00 136,390.00 136,390.00 136,390.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INPUT/OUTPUT INC COMMON STOCK 457652105 135,362.50 71,200.00 71,200.00 71,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 2,956,498.18 28,120.00 28,120.00 28,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 343,000.00 10,000.00 10,000.00 10,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTEGRATED DEVICE TECHNLGY INC COMMON STOCK 458118106 1,005,682.50 11,000.00 11,000.00 11,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 1,316,108.80 401,201.00 401,201.00 401,201.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTEL CORP COMMON STOCK 458140100 99,883,565.50 75,350.00 75,350.00 75,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTER-TEL INC COMMON STOCK 458372109 578,981.25 93,300.00 93,300.00 93,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERFACE INC COMMON STOCK 458665106 579,657.50 174,000.00 174,000.00 174,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTEREP NATL RADIO SALES-A COMMONSTOCK 45866V109 476,114.40 18,090.00 18,090.00 18,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERIM SERVICES INC COMMON STOCK 45868P100 521,963.44 140,643.00 140,643.00 140,643.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERMEDIA COMMUNICATIONS INC COMMON STOCK 458801107 483,120.00 38,100.00 38,100.00 38,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERMET CORP COMMON STOCK 45881K104 100,375.00 4,960.00 4,960.00 4,960.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 47,341,718.00 59,560.00 59,560.00 59,560.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 2,641,921.70 58,500.00 58,500.00 58,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTL FIBERCOM INC COMMON STOCK 45950T101 2,215,875.00 63,510.00 63,510.00 63,510.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 3,773,538.00 86,530.00 86,530.00 86,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 241,953.75 200,000.00 200,000.00 200,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL PAPER CO COMMON STOCK 460146103 6,012,488.25 8,443.00 8,443.00 8,443.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 1,452,562.50 69,460.00 69,460.00 69,460.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL SPEEDWAY CORP COMMON STOCK 460335201 222,887.52 13,300.00 13,300.00 13,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 2,814,210.00 15,120.00 15,120.00 15,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTRAWEST CORPORATION COMMON STOCK 460915200 987,187.50 18,200.00 18,200.00 18,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTRANET SOLUTIONS INC COMMON STOCK 460939309 2,921,460.00 6,420.00 6,420.00 6,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTERVOICE-BRITE INC COMMON STOCK 461142101 2,498,553.75 47,300.00 47,300.00 47,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTEVAC INC CONV NOTE 461148AC2 103,000.00 10,600.00 10,600.00 10,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTIMATE BRANDS INC COMMON STOCK 461156101 346,163.00 14,945.00 14,945.00 14,945.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INTUIT INC COMMON STOCK 461202103 3,776,887.50 57,600.00 57,600.00 57,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INVACARE CORP COMMON STOCK 461203101 364,912.10 19,300.00 19,300.00 19,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 532,980.00 16,420.00 16,420.00 16,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INVITROGEN CORP COMMONSTOCK 46185R100 1,056,728.40 17,020.00 17,020.00 17,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
INVESTORS FINANCIAL SERVICES COMMON STOCK 461915100 377,977.50 100,000.00 100,000.00 100,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IONA TECHNOLOGIES PLC ADR 46206P109 3,500,200.00 67,100.00 67,100.00 67,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
I2 TECHNOLOGIES INC COMMON STOCK 465754109 1,294,525.00 10,620.00 10,620.00 10,620.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
IVAX CORP COMMON STOCK 465823102 407,251.25 22,225.00 22,225.00 22,225.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 842,400.00 315,479.00 315,479.00 315,479.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JLG INDUSTRIES INC COMMON STOCK 466210101 176,112.50 20,650.00 20,650.00 20,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT INC COMMON STOCK 466313103 710,165.00 95,243.00 95,243.00 95,243.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JACK IN THE BOX INC COMMON STOCK 466367109 362,730.24 71,840.00 71,840.00 71,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JACOBSON STORES INC CONVERTIBLE 469834AC9 68,250.00 11,100.00 11,100.00 11,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JAKKS PACIFIC INC COMMON STOCK 47012E106 1,446,810.20 92,970.00 92,970.00 92,970.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JEFFERIES GROUP - NEW COMMON STOCK 472319102 242,932.50 103,230.00 103,230.00 103,230.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,479,340.45 10,180.00 10,180.00 10,180.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON COMMON STOCK 478160104 22,103,089.70 51,080.00 51,080.00 51,080.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,116,380.30 10,380.00 10,380.00 10,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JONES APPAREL GROUP INC COMMON STOCK 480074103 3,035,870.63 81,850.00 81,850.00 81,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JONES PHARMA INC COMMON STOCK 480236108 2,182,140.00 115,500.00 115,500.00 115,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
JUSTIN INDUSTRIES INC COMMON STOCK 482171105 199,800.00 12,350.00 12,350.00 12,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP COMMON STOCK 482480100 7,832,722.50 19,220.00 19,220.00 19,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
K MART CORP COMMON STOCK 482584109 999,989.01 12,490.00 12,490.00 12,490.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KAMAN CORP COMMON STOCK 483548103 99,255.00 800,000.00 800,000.00 800,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 4,389,661.96 21,447.00 21,447.00 21,447.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 222,516.06 400,000.00 400,000.00 400,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KEANE INC COMMON STOCK 486665102 2,066,712.50 109,098.00 109,098.00 109,098.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KELLOGG CO COMMON STOCK 487836108 2,959,687.50 12,810.00 12,810.00 12,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KELLWOOD CO COMMON STOCK 488044108 216,890.70 161,815.00 161,815.00 161,815.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KEMET CORP COMMON STOCK 488360108 1,215,665.00 10,630.00 10,630.00 10,630.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CORP COMMON STOCK 490553104 364,545.63 10,850.00 10,850.00 10,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CONVERTIBLE BOND 490553AA2 710,000.00 45,870.00 45,870.00 45,870.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KERR-MCGEE CORP COMMON STOCK 492386107 1,238,564.25 45,250.00 45,250.00 45,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KEY ENERGY SERVICES INC CONVERTIBLE BOND 492914AF3 298,500.00 23,770.00 23,770.00 23,770.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KEYCORP COMMON STOCK 493267108 2,072,862.00 15,000.00 15,000.00 15,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KEYSPAN CORPORATION COMMON STOCK 49337W100 353,876.25 107,300.00 107,300.00 107,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KIMBERLY-CLARK CORP COMMON STOCK 494368103 9,061,640.00 32,700.00 32,700.00 32,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC COMMON STOCK 49455P101 366,735.00 177,270.00 177,270.00 177,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KIRBY CORP COMMON STOCK 497266106 214,287.50 10,490.00 10,490.00 10,490.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,336,480.19 20,000.00 20,000.00 20,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KOHLS CORP COMMON STOCK 500255104 4,638,125.00 12,370.00 12,370.00 12,370.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KOMAG INC COMMON STOCK 500453105 90,230.92 63,080.00 63,080.00 63,080.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 500472204 2,569,680.00 24,400.00 24,400.00 24,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KOREA ELECTRIC POWER SP ADR 500631106 1,696,627.60 27,200.00 27,200.00 27,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 1,430,625.00 18,650.00 18,650.00 18,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KROGER CO COMMON STOCK 501044101 3,113,215.74 10,680.00 10,680.00 10,680.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 672,010.38 4,200.00 4,200.00 4,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
KYOCERA CORP ADR SPONSORED 501556203 3,320,000.00 10,890.00 10,890.00 10,890.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LG&E ENERGY CORP COMMON STOCK 501917108 282,963.75 47,740.00 47,740.00 47,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LSI LOGIC CORP COMMON STOCK 502161102 4,581,185.00 22,000.00 22,000.00 22,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LTX CORP COMMON STOCK 502392103 1,102,562.80 156,260.00 156,260.00 156,260.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LA-Z-BOY INC COMMON STOCK 505336107 418,200.00 8,090.00 8,090.00 8,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LABOR READY INC COMMON STOCK 505401208 184,168.75 189,560.00 189,560.00 189,560.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 68,085.00 5,500.00 5,500.00 5,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LANDSTAR SYSTEM INC COMMON STOCK 515098101 229,950.00 25,550.00 25,550.00 25,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LASER VISION CENTERS INC COMMON STOCK 51807H100 75,543.93 25,328.50 25,328.50 25,328.50
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 3,231,377.38 13,900.00 13,900.00 13,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEAP WIRELESS INTERNATIONAL IN COMMON STOCK 521863100 2,171,114.00 27,220.00 27,220.00 27,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEE ENTERPRISES INC COMMON STOCK 523768109 4,082,292.50 65,610.00 65,610.00 65,610.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEGATO SYS INC COMMON STOCK 524651106 361,016.25 7,600.00 7,600.00 7,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEGGETT & PLATT INC COMMON STOCK 524660107 4,075,540.00 27,000.00 27,000.00 27,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEGG MASON INC COMMON STOCK 524901105 237,875.00 231,690.00 231,690.00 231,690.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 2,478,350.00 10,170.00 10,170.00 10,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LENNOX INTL INC COMMON STOCK 526107107 221,624.38 45,668.00 45,668.00 45,668.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 1,469,925.00 70,510.00 70,510.00 70,510.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL GROUP INC COMMON STOCK 529771107 2,878,515.00 105,000.00 105,000.00 105,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LIBBEY INC COMMON STOCK 529898108 1,796,073.75 17,390.00 17,390.00 17,390.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LIBERATE TECHNOLOGIES COMMON STOCK 530129105 476,900.00 43,700.00 43,700.00 43,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 646,299.00 34,970.00 34,970.00 34,970.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ELI LILLY & CO COMMON STOCK 532457108 14,596,470.00 13,300.00 13,300.00 13,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LILLY INDUSTRIES INC COMMON STOCK 532491107 125,853.75 173,740.00 173,740.00 173,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LIMITED INC COMMON STOCK 532716107 1,923,764.50 22,310.00 22,310.00 22,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATIONAL CORP COMMON STOCK 534187109 2,362,085.00 136,070.00 136,070.00 136,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LINENS N THINGS INC COMMON STOCK 535679104 3,596,250.00 61,200.00 61,200.00 61,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LIPOSOME COMPANY INC COMMON STOCK 536310105 303,768.52 22,630.00 22,630.00 22,630.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LITTELFUSE INC COMMON STOCK 537008104 1,603,221.90 81,190.00 81,190.00 81,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LIZ CLAIBORNE INC COMMON STOCK 539320101 1,602,045.64 677,393.00 677,393.00 677,393.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
L90 INC COMMON STOCK 539441105 252,700.00 11,240.00 11,240.00 11,240.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP COMMON STOCK 539830109 3,550,724.38 10,520.00 10,520.00 10,520.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP COMMON STOCK 540424108 1,115,500.00 108,220.00 108,220.00 108,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LONGS DRUG STORES CORP COMMON STOCK 543162101 3,095,592.50 255,179.00 255,179.00 255,179.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 2,080,800.00 8,100.00 8,100.00 8,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 313,991.25 601,530.00 601,530.00 601,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LOWE'S COMPANIES COMMON STOCK 548661107 4,739,466.25 63,890.00 63,890.00 63,890.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 41,151,624.80 51,000.00 51,000.00 51,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 165,790.00 13,940.00 13,940.00 13,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAF BANCORP INC COMMON STOCK 55261R108 170,287.24 20,700.00 20,700.00 20,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MBIA INC COMMON STOCK 55262C100 5,634,149.64 13,900.00 13,900.00 13,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MBNA CORP COMMON STOCK 55262L100 6,507,064.50 500,000.00 500,000.00 500,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCN CORP COMMON STOCK 55267J100 202,500.00 14,800.00 14,800.00 14,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCI WORLDCOM INC COMMON STOCK 55268B106 27,256,527.40 11,545.00 11,545.00 11,545.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MGIC INVESTMENT CORP COMMON STOCK 552848103 2,787,201.25 21,980.00 21,980.00 21,980.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK 553530106 918,000.00 87,300.00 87,300.00 87,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MACDERMID INC COMMON STOCK 554273102 369,410.00 7,100.00 7,100.00 7,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MACROMEDIA INC COMMON STOCK 556100105 1,869,458.40 63,590.00 63,590.00 63,590.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 66,886.80 13,050.00 13,050.00 13,050.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAGNA INTERNATIONAL CONVERTIBLE 559222AG9 430,625.00 60,445.00 60,445.00 60,445.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEBENTURE
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MALLINCKRODT INC COMMON STOCK 561232109 425,500.00 10,020.00 10,020.00 10,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 312,430.79 52,580.00 52,580.00 52,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MANOR CARE INC COMMON STOCK 564055101 296,730.00 29,490.00 29,490.00 29,490.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MANPOWER INC COMMON STOCK 56418H100 3,099,150.00 94,710.00 94,710.00 94,710.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MANUGISTICS GROUP INC COMMON STOCK 565011103 356,775.00 19,730.00 19,730.00 19,730.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MARCHFIRST INC COMMON STOCK 566244109 2,269,336.33 5,000.00 5,000.00 5,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MARCUS CORP (THE) COMMON STOCK 566330106 168,827.85 88,961.00 88,961.00 88,961.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 6,667,808.84 400,000.00 400,000.00 400,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 578,655.00 103,530.00 103,530.00 103,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 1,656,270.00 99,135.00 99,135.00 99,135.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 1,400,775.00 14,900.00 14,900.00 14,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MASCO CORP COMMON STOCK 574599106 1,941,555.00 9,340.00 9,340.00 9,340.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MASCOTECH INC COMMON STOCK 574670105 231,827.50 18,000.00 18,000.00 18,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 1,515,000.00 23,400.00 23,400.00 23,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MATTEL INC COMMON STOCK 577081102 928,485.96 159,540.00 159,540.00 159,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAXTOR CORP CONVERTIBLE 577729AA4 280,000.00 12,840.00 12,840.00 12,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 7,357,048.86 287,020.00 287,020.00 287,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 2,825,347.50 41,650.00 41,650.00 41,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAVERICK TUBE CORP COMMON STOCK 577914104 483,311.30 59,280.00 59,280.00 59,280.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAXIMUS INC COMMON STOCK 577933104 284,870.00 13,500.00 13,500.00 13,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MAYTAG CORP COMMON STOCK 578592107 596,250.00 21,800.00 21,800.00 21,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCCLATCHY NEWSPAPERS INC COMMON STOCK 579489105 766,350.00 156,305.00 156,305.00 156,305.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & COMPANY INC COMMON STOCK 579780206 5,145,165.00 16,000.00 16,000.00 16,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 117,961.08 8,700.00 8,700.00 8,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCDONALD'S CORP COMMON STOCK 580135101 10,781,045.20 25,330.00 25,330.00 25,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 1,895,075.00 20,210.00 20,210.00 20,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCKESSON HBOC INC COMMON STOCK 58155Q103 1,244,880.00 15,980.00 15,980.00 15,980.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MCLEODUSA INC COMMON STOCK 582266102 1,144,962.00 267,911.00 267,911.00 267,911.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEAD CORP COMMON STOCK 582834107 761,626.60 207,626.00 207,626.00 207,626.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEDIAONE GROUP INC COMMON STOCK 58440J104 12,660,705.00 119,305.00 119,305.00 119,305.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEDIAPLEX INC COMMON STOCK 58446B105 832,000.00 10,650.00 10,650.00 10,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEDICAL MANAGER CORPORATION COMMON STOCK 58461U103 305,039.40 39,320.00 39,320.00 39,320.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 1,013,200.00 555,871.00 555,871.00 555,871.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC COMMON STOCK 584699102 3,519,066.25 9,400.00 9,400.00 9,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEDQUIST INC COMMON STOCK 584949101 434,448.26 52,060.00 52,060.00 52,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC COMMON STOCK 585055106 13,780,538.10 11,120.00 11,120.00 11,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MELLON FINANCIAL CORP COMMON STOCK 58551A108 6,124,967.00 31,636.00 31,636.00 31,636.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 3,534,410.63 90,700.00 90,700.00 90,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MENTOR CORP COMMON STOCK 587188103 287,550.00 14,800.00 14,800.00 14,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,201,697.84 15,960.00 15,960.00 15,960.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MERCK & COMPANY INC COMMON STOCK 589331107 34,533,485.90 41,090.00 41,090.00 41,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MERCURY COMPUTER SYSTEMS INC COMMON STOCK 589378108 459,425.00 21,640.00 21,640.00 21,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 4,125,755.00 18,310.00 18,310.00 18,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MEREDITH CORP COMMON STOCK 589433101 307,879.44 7,440.00 7,440.00 7,440.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 551,636.93 1,178,775.00 1,178,775.00 1,178,775.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 9,523,500.00 13,000.00 13,000.00 13,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MESA AIR GROUP INC COMMON STOCK 590479101 92,500.00 14,050.00 14,050.00 14,050.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
METHODE ELECTRONICS INC COMMON STOCK 591520200 805,980.00 57,300.00 57,300.00 57,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICHAEL FOODS INC COMMON STOCK 594079105 862,890.00 16,897.00 16,897.00 16,897.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICHAELS STORES INC COMMON STOCK 594087108 881,830.00 38,580.00 38,580.00 38,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICREL INC COMMON STOCK 594793101 1,757,760.00 5,070.00 5,070.00 5,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICROS SYSTEMS INC COMMON STOCK 594901100 468,251.28 162,430.00 162,430.00 162,430.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP COMMON STOCK 594918104 125,244,844.00 52,730.00 52,730.00 52,730.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICROSTRATEGY INC COMMON STOCK 594972101 1,131,806.00 2,920.00 2,920.00 2,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 923,787.50 107,800.00 107,800.00 107,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC COMMON STOCK 595112103 7,219,800.00 41,120.00 41,120.00 41,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MIDWAY GAMES INC COMMON STOCK 598148104 223,885.25 30,000.00 30,000.00 30,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MILACRON INC COMMON STOCK 598709103 556,979.46 11,361.00 11,361.00 11,361.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MILLENNIUM PHARMACEUTICALS COMMON STOCK 599902103 658,466.25 38,510.00 38,510.00 38,510.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MILLER (HERMAN) INC COMMON STOCK 600544100 4,548,040.00 14,200.00 14,200.00 14,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MILLIPORE CORP COMMON STOCK 601073109 2,975,923.01 41,647.00 41,647.00 41,647.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MINIMED INC COMMON STOCK 60365K108 378,140.00 36,875.00 36,875.00 36,875.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 9,546,983.60 134,550.00 134,550.00 134,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MIRAGE RESORTS INC COMMON STOCK 60462E104 796,700.00 21,360.00 21,360.00 21,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MISSION CRITICAL SOFTWARE COMMON STOCK 605047109 1,833,750.00 69,360.00 69,360.00 69,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 77,391.13 12,700.00 12,700.00 12,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 476,561.25 279,314.00 279,314.00 279,314.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 1,089,850.00 22,830.00 22,830.00 22,830.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MOLEX INC COMMON STOCK 608554101 2,446,761.25 176,940.00 176,940.00 176,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MOLEX INC COMMON STOCK 608554200 1,636,328.13 15,520.00 15,520.00 15,520.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MONSANTO CO COMMON STOCK 611662107 6,929,325.00 4,170.00 4,170.00 4,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MONTANA POWER CO COMMON STOCK 612085100 1,367,040.00 98,880.00 98,880.00 98,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 9,138,180.00 86,360.00 86,360.00 86,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MORGAN KEEGAN INC COMMON STOCK 617410105 222,250.00 525,000.00 525,000.00 525,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 22,781,408.50 29,060.00 29,060.00 29,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 168,371.25 24,461.00 24,461.00 24,461.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC COMMON STOCK 620076109 25,191,832.50 9,925.00 9,925.00 9,925.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MUELLER INDUSTRIES INC COMMON STOCK 624756102 471,420.00 29,200.00 29,200.00 29,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MURPHY OIL CORP COMMON STOCK 626717102 240,296.25 36,900.00 36,900.00 36,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 1,977,600.00 69,784.00 69,784.00 69,784.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
MYLAN LABORATORIES INC COMMON STOCK 628530107 2,374,900.00 13,110.00 13,110.00 13,110.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NABI INC CONVERTIBLE BOND 628716AB8 425,906.25 38,000.00 38,000.00 38,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NBTY INC COMMON STOCK 628782104 397,744.22 160,380.00 160,380.00 160,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NCR CORP COMMON STOCK 62886E108 981,497.63 10,340.00 10,340.00 10,340.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NFO WORLDWIDE INC COMMON STOCK 62910N108 218,350.00 25,120.00 25,120.00 25,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NPS PHARMACEUTICALS INC COMMON STOCK 62936P$Z1 395,842.50 56,560.00 56,560.00 56,560.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 555,787.80 7,600.00 7,600.00 7,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 837,408.00 26,400.00 26,400.00 26,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NABORS INDUSTRIES INC COMMON STOCK 629568106 508,825.32 28,070.00 28,070.00 28,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL AUSTRALIA BANK LTD ADR 632525408 2,458,106.00 36,460.00 36,460.00 36,460.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP COMMON STOCK 635405103 3,307,837.50 28,660.00 28,660.00 28,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORP COMMON STOCK 635449101 191,290.00 34,600.00 34,600.00 34,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 1,274,840.00 15,200.00 15,200.00 15,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL DATA CORP COMMON STOCK 635621105 1,470,560.00 13,530.00 13,530.00 13,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 375,250.00 13,169.00 13,169.00 13,169.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL INFO CONSORTIUM INC. COMMON STOCK 636491102 917,400.00 44,100.00 44,100.00 44,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 1,317,521.59 11,600.00 11,600.00 11,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 2,210,387.50 19,200.00 19,200.00 19,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 603,636.92 64,840.00 64,840.00 64,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NATURAL MICROSYSTEMS CORP COMMON STOCK 638882100 2,966,950.00 24,760.00 24,760.00 24,760.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 178,600.00 16,030.00 16,030.00 16,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 542,891.25 36,190.00 36,190.00 36,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NETWORKS ASSOCIATES INC COMMON STOCK 640938106 424,700.25 126,854.00 126,854.00 126,854.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NETOBJECTS INC COMMON STOCK 64114L102 1,003,275.00 79,690.00 79,690.00 79,690.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NETRO CORP COMMON STOCK 64114R109 754,174.00 86,960.00 86,960.00 86,960.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NETIQ CORP COMMON STOCK 64115P102 1,282,790.40 25,360.00 25,360.00 25,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NETWORK APPLIANCE INC COMMON STOCK 64120L104 5,365,510.00 15,000.00 15,000.00 15,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 744,335.12 82,085.00 82,085.00 82,085.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 685,282.50 76,920.00 76,920.00 76,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEW YORK TIMES CO COMMON STOCK 650111107 1,553,890.03 27,000.00 27,000.00 27,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,147,501.45 10,140.00 10,140.00 10,140.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,809,072.50 58,520.00 58,520.00 58,520.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING CORP COMMON STOCK 651639106 1,951,121.52 14,766.00 14,766.00 14,766.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 767,140.00 45,000.00 45,000.00 45,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEXTCARD INC COMMON STOCK 65332K107 229,440.00 11,920.00 11,920.00 11,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 12,169,101.30 7,700.00 7,700.00 7,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,038,420.00 12,380.00 12,380.00 12,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NICE SYSTEMS LTD ADR SPONSORED ADR 653656108 1,923,750.00 132,500.00 132,500.00 132,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NICOR INC COMMON STOCK 654086107 333,981.18 28,470.00 28,470.00 28,470.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NIKE INC COMMON STOCK 654106103 2,318,855.00 159,100.00 159,100.00 159,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
99 CENTS ONLY STORES COMMON STOCK 65440K106 579,565.50 31,500.00 31,500.00 31,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NIPPON TELEGRAPH & TELEPHONE C COMMON STOCK 654624105 3,546,540.00 354,877.00 354,877.00 354,877.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC COMMON STOCK 65473P105 201,150.00 14,190.00 14,190.00 14,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NOKIA CORP AB ADR SPONSORED 654902204 1,672,825.00 80,210.00 80,210.00 80,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NOBLE DRILLING CORP COMMON STOCK 655042109 512,990.06 13,510.00 13,510.00 13,510.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORAM ENERGY CORP CONVERTIBLE 655419AC3 112,293.75 32,950.00 32,950.00 32,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUB DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORDSTROM INC COMMON STOCK 655664100 839,865.00 52,325.00 52,325.00 52,325.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 2,287,062.50 14,900.00 14,900.00 14,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTEL INVERSORA - ADR COMMON STOCK 656567401 649,687.50 11,090.00 11,090.00 11,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS CORP COMMON STOCK 656569100 44,714,502.00 10,070.00 10,070.00 10,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTH AMERICAN VACCINE INC COMMON STOCK 657201109 38,128.53 113,970.00 113,970.00 113,970.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,433,753.75 121,120.00 121,120.00 121,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTHEAST UTILITIES COMMON STOCK 664397106 290,465.00 11,030.00 11,030.00 11,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTHERN STATES POWER CO COMMON STOCK 665772109 654,881.25 20,000.00 20,000.00 20,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTHERN TRUST CORP COMMON STOCK 665859104 3,535,181.65 23,030.00 23,030.00 23,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 788,761.30 18,470.00 18,470.00 18,470.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 216,255.00 2,920.00 2,920.00 2,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NORTHWESTERN CORPORATION COMMON STOCK 668074107 207,693.75 29,210.00 29,210.00 29,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NOVA CORP/GEORGIA COMMON STOCK 669784100 3,319,376.25 21,600.00 21,600.00 21,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NOVELL INC COMMON STOCK 670006105 3,467,060.00 123,100.00 123,100.00 123,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 619,058.75 20,590.00 20,590.00 20,590.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NOVO-NORDISK AS ADR 670100205 1,372,500.00 81,750.00 81,750.00 81,750.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NSTAR COMMON STOCK 67019E107 967,260.00 167,858.00 167,858.00 167,858.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NUCOR CORP COMMON STOCK 670346105 923,500.00 10,180.00 10,180.00 10,180.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
NVIDIA CORP COMMON STOCK 67066G104 246,693.28 70,177.00 70,177.00 70,177.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OM GROUP INC COMMON STOCK 670872100 1,329,055.00 10,850.00 10,850.00 10,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OTG SOFTWARE INC COMMON STOCK 671059103 870,739.20 495,000.00 495,000.00 495,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OAK TECHNOLOGY INC COMMON STOCK 671802106 2,369,675.00 25,717.00 25,717.00 25,717.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OAKWOOD HOMES CORP COMMON STOCK 674098108 78,489.08 12,030.00 12,030.00 12,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,696,312.50 24,570.00 24,570.00 24,570.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OCEAN ENERGY INC COMMON STOCK 67481E106 2,412,958.75 183,160.00 183,160.00 183,160.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 190,875.00 61,520.00 61,520.00 61,520.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OFFICE DEPOT INC COMMON STOCK 676220106 811,386.47 18,260.00 18,260.00 18,260.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
OFFICEMAX INC COMMON STOCK 67622M108 70,525.00 45,300.00 45,300.00 45,300.00
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OGDEN CORP CONVERT SUB BONDS 676346AD1 413,106.21 50,700.00 50,700.00 50,700.00
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OLD KENT FINANCIAL CORP COMMON STOCK 679833103 830,967.70 625,653.00 625,653.00 625,653.00
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OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 165,412.50 16,680.00 16,680.00 16,680.00
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OLIN CORP COMMON STOCK 680665205 436,117.50 13,530.00 13,530.00 13,530.00
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OMNICARE INC COMMON STOCK 681904108 2,209,275.92 96,410.00 96,410.00 96,410.00
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OMNICOM GROUP INC COMMON STOCK 681919106 5,748,244.24 21,360.00 21,360.00 21,360.00
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OMNOVA SOLUTIONS INC COMMON STOCK 682129101 102,712.50 19,600.00 19,600.00 19,600.00
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ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 631,346.10 71,590.00 71,590.00 71,590.00
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OPEN MARKET INC COMMON STOCK 68370M100 1,305,525.00 14,250.00 14,250.00 14,250.00
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ORACLE CORP COMMON STOCK 68389X105 48,839,724.50 12,010.00 12,010.00 12,010.00
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ORBITAL SCIENCES CORP COMMON STOCK 685564106 250,200.00 31,970.00 31,970.00 31,970.00
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ORGANOGENESIS INC COMMON STOCK 685906109 163,198.86 42,338.08 42,338.08 42,338.08
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O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 1,367,768.67 59,800.00 59,800.00 59,800.00
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ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 400,500.00 39,230.00 39,230.00 39,230.00
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OSHKOSH TRUCK CORP COMMON STOCK 688239201 608,815.20 81,405.00 81,405.00 81,405.00
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OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 2,295,318.58 51,710.00 51,710.00 51,710.00
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OWENS & MINOR INC COMMON STOCK 690732102 151,406.25 14,000.00 14,000.00 14,000.00
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OWENS CORNING COMMON STOCK 69073F103 232,693.75 62,325.00 62,325.00 62,325.00
- -------------------------------------------------------------------------------------------------------------------------------
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OWENS-ILLINOIS INC COMMON STOCK 690768403 539,493.75 56,155.00 56,155.00 56,155.00
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PC HOLDINGS S.A. ADR COMMON STOCK 693200107 725,039.62 30,721.00 30,721.00 30,721.00
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ADR
- -------------------------------------------------------------------------------------------------------------------------------
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P-COM INC COMMON STOCK 693262107 1,106,300.00 16,700.00 16,700.00 16,700.00
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PECO ENERGY CO COMMON STOCK 693304107 1,446,606.25 27,000.00 27,000.00 27,000.00
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PG&E CORP COMMON STOCK 69331C108 1,709,505.00 60,780.00 60,780.00 60,780.00
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PE CORP CELERA GENOMICS COMMON STOCK 69332S102 4,990,015.00 4,051.00 4,051.00 4,051.00
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PMC SIERRA INC COMMON STOCK 69344F106 2,851,618.00 36,450.00 36,450.00 36,450.00
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PNC BANK CORP COMMON STOCK 693475105 2,808,489.15 30,320.00 30,320.00 30,320.00
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PPG INDUSTRIES INC COMMON STOCK 693506107 2,937,580.36 52,000.00 52,000.00 52,000.00
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PPL CORPORATION COMMON STOCK 69351T106 643,205.58 93,600.00 93,600.00 93,600.00
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PACCAR INC COMMON STOCK 693718108 835,000.00 104,070.00 104,070.00 104,070.00
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PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 529,875.00 11,000.00 11,000.00 11,000.00
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PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 2,340,030.00 29,120.00 29,120.00 29,120.00
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PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 202,043.63 23,590.00 23,590.00 23,590.00
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PACTIV CORPORATION COMMON STOCK 695257105 318,937.50 18,700.00 18,700.00 18,700.00
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PAINE WEBBER GROUP INC COMMON STOCK 695629105 1,334,080.00 14,890.00 14,890.00 14,890.00
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PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 971,724.00 19,300.00 19,300.00 19,300.00
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PALL CORP COMMON STOCK 696429307 2,100,103.20 20,341.00 20,341.00 20,341.00
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PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 2,191,922.34 52,471.00 52,471.00 52,471.00
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PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 103,807.00 81,720.00 81,720.00 81,720.00
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PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 336,685.44 76,600.00 76,600.00 76,600.00
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PARKER HANNIFIN CORP COMMON STOCK 701094104 974,550.08 7,740.00 7,740.00 7,740.00
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PATHOGENESIS CORP COMMON STOCK 70321E104 425,425.00 57,220.00 57,220.00 57,220.00
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PATTERSON DENTAL CO COMMON STOCK 703412106 569,542.50 38,900.00 38,900.00 38,900.00
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PATTERSON ENERGY INC COMMON STOCK 703414102 612,775.00 309,260.00 309,260.00 309,260.00
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PAXAR CORP COMMON STOCK 704227107 195,782.13 34,600.00 34,600.00 34,600.00
- -------------------------------------------------------------------------------------------------------------------------------
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PAYCHEX INC COMMON STOCK 704326107 2,748,168.63 51,100.00 51,100.00 51,100.00
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PENNEY J C CO INC COMMON STOCK 708160106 1,215,585.00 10,230.00 10,230.00 10,230.00
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PENTAIR INC COMMON STOCK 709631105 2,838,949.20 171,602.00 171,602.00 171,602.00
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PEOPLES ENERGY CORP COMMON STOCK 711030106 212,362.38 862,570.00 862,570.00 862,570.00
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PEOPLESOFT INC COMMON STOCK 712713106 1,144,400.00 10,770.00 10,770.00 10,770.00
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PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 778,000.00 33,509.00 33,509.00 33,509.00
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PEPSICO INC COMMON STOCK 713448108 10,688,644.10 18,167.00 18,167.00 18,167.00
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PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 203,275.00 565,420.00 565,420.00 565,420.00
- -------------------------------------------------------------------------------------------------------------------------------
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PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 3,426,868.20 28,700.00 28,700.00 28,700.00
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PERKINELMER INC COMMON STOCK 714046109 680,295.00 54,910.00 54,910.00 54,910.00
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PHARMACIA & UPJOHN INC COMMON STOCK 716941109 10,167,418.50 11,900.00 11,900.00 11,900.00
- -------------------------------------------------------------------------------------------------------------------------------
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PFIZER INC COMMON STOCK 717081103 31,537,284.30 10,600.00 10,600.00 10,600.00
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PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 182,411.49 17,680.00 17,680.00 17,680.00
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PHELPS DODGE CORP COMMON STOCK 717265102 1,591,677.50 13,880.00 13,880.00 13,880.00
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PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 329,276.88 86,092.00 86,092.00 86,092.00
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PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 11,944,497.50 36,900.00 36,900.00 36,900.00
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PHILIPPINE LONG DIST -SP ADR COMMON STOCK 718252604 629,591.90 11,560.00 11,560.00 11,560.00
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PHILLIPS PETROLEUM CO COMMON STOCK 718507106 2,539,587.50 84,500.00 84,500.00 84,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 91,475.30 21,420.00 21,420.00 21,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
PHOTRONICS INC COMMON STOCK 719405102 374,307.20 18,120.00 18,120.00 18,120.00
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PICTURETEL CORP COMMON STOCK 720035302 154,700.00 11,590.00 11,590.00 11,590.00
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PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 361,740.56 11,825.00 11,825.00 11,825.00
- -------------------------------------------------------------------------------------------------------------------------------
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PIER 1 IMPORTS INC COMMON STOCK 720279108 882,443.00 91,130.00 91,130.00 91,130.00
- -------------------------------------------------------------------------------------------------------------------------------
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PILOT NETWORK SERVICES INC COMMONSTOCK 721596104 1,219,987.80 69,370.00 69,370.00 69,370.00
- -------------------------------------------------------------------------------------------------------------------------------
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PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 234,806.72 7,150.00 7,150.00 7,150.00
- -------------------------------------------------------------------------------------------------------------------------------
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PINNACLE HOLDINGS INC COMMON STOCK 72346N101 4,668,625.00 93,000.00 93,000.00 93,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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PINNACLE SYS INC COMMON STOCK 723481107 712,215.00 44,510.00 44,510.00 44,510.00
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PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 510,748.44 17,860.00 17,860.00 17,860.00
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PIONEER GROUP INC COMMON STOCK 723684106 269,467.50 10,850.00 10,850.00 10,850.00
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PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 186,243.75 9,690.00 9,690.00 9,690.00
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PITNEY BOWES INC COMMON STOCK 724479100 4,072,326.31 25,440.00 25,440.00 25,440.00
- -------------------------------------------------------------------------------------------------------------------------------
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PLACER DOME INC COMMON STOCK 725906101 563,631.25 225,000.00 225,000.00 225,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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PLANTRONICS INC COMMON STOCK 727493108 666,287.05 6,250.00 6,250.00 6,250.00
- -------------------------------------------------------------------------------------------------------------------------------
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PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 1,209,000.00 11,350.00 11,350.00 11,350.00
- -------------------------------------------------------------------------------------------------------------------------------
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PLEXUS CORP COMMON STOCK 729132100 2,965,478.75 55,000.00 55,000.00 55,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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POGO PRODUCING CO COMMON STOCK 730448107 510,117.32 7,080.00 7,080.00 7,080.00
- -------------------------------------------------------------------------------------------------------------------------------
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POLARIS INDUSTRIES INC COMMON STOCK 731068102 326,856.25 33,600.00 33,600.00 33,600.00
- -------------------------------------------------------------------------------------------------------------------------------
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POLAROID CORP COMMON STOCK 731095105 230,137.50 10,030.00 10,030.00 10,030.00
- -------------------------------------------------------------------------------------------------------------------------------
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POLYCOM INC COMMON STOCK 73172K104 2,014,517.28 50,400.00 50,400.00 50,400.00
- -------------------------------------------------------------------------------------------------------------------------------
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PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 2,798,325.00 71,620.00 71,620.00 71,620.00
- -------------------------------------------------------------------------------------------------------------------------------
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POTLATCH CORP COMMON STOCK 737628107 268,750.00 21,100.00 21,100.00 21,100.00
- -------------------------------------------------------------------------------------------------------------------------------
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POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 256,793.75 48,630.00 48,630.00 48,630.00
- -------------------------------------------------------------------------------------------------------------------------------
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POWERGEN PLC ADR SPONSORED 738905405 1,402,500.00 15,300.00 15,300.00 15,300.00
- -------------------------------------------------------------------------------------------------------------------------------
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POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 885,000.00 10,700.00 10,700.00 10,700.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRAXAIR INC COMMON STOCK 74005P104 1,398,600.00 8,872.00 8,872.00 8,872.00
- -------------------------------------------------------------------------------------------------------------------------------
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PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 297,760.61 21,300.00 21,300.00 21,300.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRECISION DRILLING CORP COMMON STOCK 74022D100 1,682,100.00 45,200.00 45,200.00 45,200.00
- -------------------------------------------------------------------------------------------------------------------------------
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PREMIER PARKS INC COMMON STOCK 740540208 1,504,020.00 26,830.00 26,830.00 26,830.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 470,783.20 9,688.00 9,688.00 9,688.00
- -------------------------------------------------------------------------------------------------------------------------------
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T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 1,920,885.00 285,310.00 285,310.00 285,310.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRICELINE.COM INC COMMON STOCK 741503106 1,185,750.00 58,900.00 58,900.00 58,900.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRIMUS KNOWLEDGE SOLUTIONS COMMON STOCK 74163Q100 920,200.00 21,580.00 21,580.00 21,580.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRIMARK CORP COMMON STOCK 741903108 214,037.00 22,000.00 22,000.00 22,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
PRIME HOSPITALITY CORP COMMON STOCK 741917108 154,425.00 15,570.00 15,570.00 15,570.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRIMUS TELECOMMUNICATIONS GP COMMON STOCK 741929103 2,336,252.40 28,160.00 28,160.00 28,160.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 612,045.96 59,600.00 59,600.00 59,600.00
- -------------------------------------------------------------------------------------------------------------------------------
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PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 486,822.00 75,980.00 75,980.00 75,980.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROCTER & GAMBLE CO COMMON STOCK 742718109 16,048,687.50 19,790.00 19,790.00 19,790.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROFESSIONAL DETAILING INC COMMONSTOCK 74312N107 1,472,500.00 11,095.00 11,095.00 11,095.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 399,230.00 74,900.00 74,900.00 74,900.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROGRESS SOFTWARE CORP COMMON STOCK 743312100 515,614.00 30,375.00 30,375.00 30,375.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROGRESSIVE CORP COMMON STOCK 743315103 1,184,285.34 14,340.00 14,340.00 14,340.00
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PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 1,591,040.00 33,000.00 33,000.00 33,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROSOFTTRAINING.COM COMMON STOCK 743477101 1,344,695.20 46,410.00 46,410.00 46,410.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,412,365.00 4,000.00 4,000.00 4,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 1,573,305.00 12,100.00 12,100.00 12,100.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 174,746.25 17,560.00 17,560.00 17,560.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROVINCE HEALTHCARE CO COMMON STOCK 743977100 2,144,012.50 16,970.00 16,970.00 16,970.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,631,234.38 28,380.00 28,380.00 28,380.00
- -------------------------------------------------------------------------------------------------------------------------------
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PROXIM INC COMMON STOCK 744284100 1,835,520.00 160,095.00 160,095.00 160,095.00
- -------------------------------------------------------------------------------------------------------------------------------
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PSINET INC COMMON STOCK 74437C101 1,122,495.00 15,290.00 15,290.00 15,290.00
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PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,374,896.25 24,450.00 24,450.00 24,450.00
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PURCHASEPRO.COM INC COMMON STOCK 746144104 290,000.00 54,050.00 54,050.00 54,050.00
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QLT PHOTOTHERAPEUTICS INC. COMMON STOCK 746927102 668,525.00 51,200.00 51,200.00 51,200.00
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QRS CORP COMMON STOCK 74726X105 1,321,390.00 10,201.00 10,201.00 10,201.00
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QLOGIC CORP COMMON STOCK 747277101 2,299,435.00 17,150.00 17,150.00 17,150.00
- -------------------------------------------------------------------------------------------------------------------------------
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QUAKER OATS CO COMMON STOCK 747402105 1,720,537.50 61,060.00 61,060.00 61,060.00
- -------------------------------------------------------------------------------------------------------------------------------
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QUALCOMM INC COMMON STOCK 747525103 23,904,104.60 7,100.00 7,100.00 7,100.00
- -------------------------------------------------------------------------------------------------------------------------------
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QUANTUM CORP COMMON STOCK 747906204 182,516.73 13,350.00 13,350.00 13,350.00
- -------------------------------------------------------------------------------------------------------------------------------
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QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 417,165.90 64,340.00 64,340.00 64,340.00
- -------------------------------------------------------------------------------------------------------------------------------
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QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 2,621,425.00 8,430.00 8,430.00 8,430.00
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R H DONNELLEY CORP COMMON STOCK 74955W307 870,400.00 20,485.00 20,485.00 20,485.00
- -------------------------------------------------------------------------------------------------------------------------------
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RPM INC (OHIO) COMMON STOCK 749685103 112,211.00 72,050.00 72,050.00 72,050.00
- -------------------------------------------------------------------------------------------------------------------------------
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RSA SECURITY INC COMMON STOCK 749719100 888,575.80 21,660.00 21,660.00 21,660.00
- -------------------------------------------------------------------------------------------------------------------------------
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RADIAN GROUP INC COMMON STOCK 750236101 2,907,982.50 35,120.00 35,120.00 35,120.00
- -------------------------------------------------------------------------------------------------------------------------------
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RADISYS CORP COMMON STOCK 750459109 426,887.50 12,040.00 12,040.00 12,040.00
- -------------------------------------------------------------------------------------------------------------------------------
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RALCORP HOLDINGS INC COMMON STOCK 751028101 193,575.00 99,700.00 99,700.00 99,700.00
- -------------------------------------------------------------------------------------------------------------------------------
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RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 1,761,307.50 13,890.00 13,890.00 13,890.00
- -------------------------------------------------------------------------------------------------------------------------------
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RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 644,895.00 18,100.00 18,100.00 18,100.00
- -------------------------------------------------------------------------------------------------------------------------------
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RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 425,063.75 51,597.00 51,597.00 51,597.00
- -------------------------------------------------------------------------------------------------------------------------------
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RAYTHEON CO COMMON STOCK 755111408 1,278,887.50 12,370.00 12,370.00 12,370.00
- -------------------------------------------------------------------------------------------------------------------------------
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READ-RITE CORP COMMON STOCK 755246105 101,520.42 95,450.00 95,450.00 95,450.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
READERS DIGEST ASSOCIATION INC COMMON STOCK 755267101 1,242,370.00 8,530.00 8,530.00 8,530.00
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CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 111,370.00 116,200.00 116,200.00 116,200.00
- -------------------------------------------------------------------------------------------------------------------------------
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REGENT COMMUNICATIONS INC COMMON STOCK 758865109 1,233,787.50 12,850.00 12,850.00 12,850.00
- -------------------------------------------------------------------------------------------------------------------------------
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REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 410,616.18 51,340.00 51,340.00 51,340.00
- -------------------------------------------------------------------------------------------------------------------------------
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REGIS CORP COMMON STOCK 758932107 268,097.20 120,000.00 120,000.00 120,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,177,030.76 177,700.00 177,700.00 177,700.00
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RELIANCE STEEL AND ALUMINUM CO COMMON STOCK 759509102 276,778.75 6,750.00 6,750.00 6,750.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RELIANT ENERGY INC COMMON STOCK 75952J108 2,237,061.65 59,200.00 59,200.00 59,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 288,953.75 13,420.00 13,420.00 13,420.00
- -------------------------------------------------------------------------------------------------------------------------------
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REMEC INC COMMON STOCK 759543101 5,868,100.00 10,416.00 10,416.00 10,416.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
REMEDY CORP COMMON STOCK 759548100 541,306.25 39,000.00 39,000.00 39,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RENAL CARE GROUP INC COMMON STOCK 759930100 1,113,410.58 50,000.00 50,000.00 50,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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REPSOL SA ADR SPONSORED 76026T205 2,557,440.00 12,300.00 12,300.00 12,300.00
- -------------------------------------------------------------------------------------------------------------------------------
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REPUBLIC SERVICES INC COMMON STOCK 760759100 1,943,504.90 55,240.00 55,240.00 55,240.00
- -------------------------------------------------------------------------------------------------------------------------------
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RESMED INC COMMON STOCK 761152107 481,781.25 71,040.00 71,040.00 71,040.00
- -------------------------------------------------------------------------------------------------------------------------------
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RESPIRONICS INC COMMON STOCK 761230101 851,000.00 43,490.00 43,490.00 43,490.00
- -------------------------------------------------------------------------------------------------------------------------------
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REYNOLDS METALS CO COMMON STOCK 761763101 897,462.50 47,000.00 47,000.00 47,000.00
- -------------------------------------------------------------------------------------------------------------------------------
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RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 177,072.00 300,000.00 300,000.00 300,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RHYTHMS NETCONNECTIONS INC COMMON STOCK 762430205 1,435,668.00 46,354.00 46,354.00 46,354.00
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- -------------------------------------------------------------------------------------------------------------------------------
RICHARDSON ELECTRONICS LTD CONVERTIBLE 763165AB3 36,875.00 24,890.00 24,890.00 24,890.00
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DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RIGGS NATIONAL CORP COMMON STOCK 766570105 149,900.10 13,420.00 13,420.00 13,420.00
- -------------------------------------------------------------------------------------------------------------------------------
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RITE AID CORP COMMON STOCK 767754104 303,820.00 8,430.00 8,430.00 8,430.00
- -------------------------------------------------------------------------------------------------------------------------------
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ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 3,369,924.48 214,400.00 214,400.00 214,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROCKWELL INTL NEW COMMON STOCK 773903109 1,818,403.88 19,730.00 19,730.00 19,730.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROGERS COMMUNICATIONS,INC CL.B COMMON STOCK 775109200 1,401,164.00 515,920.00 515,920.00 515,920.00
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- -------------------------------------------------------------------------------------------------------------------------------
ROGERS COMMUNICATIONS,INC CONVERTIBLE 775109AE1 306,750.00 29,770.00 29,770.00 29,770.00
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DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO COMMON STOCK 775371107 2,068,547.25 26,230.00 26,230.00 26,230.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 209,996.93 15,800.00 15,800.00 15,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROPER INDUSTRIES INC COMMON STOCK 776696106 455,434.54 13,880.00 13,880.00 13,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROSS STORES INC COMMON STOCK 778296103 202,842.66 863,313.00 863,313.00 863,313.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROUSE CO (THE) COMMON STOCK 779273101 4,529,200.00 82,420.00 82,420.00 82,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROWAN COMPANIES INC COMMON STOCK 779382100 580,792.01 7,920.00 7,920.00 7,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 29,697,387.00 33,810.00 33,810.00 33,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RUBY TUESDAY INC COMMON STOCK 781182100 520,975.00 15,680.00 15,680.00 15,680.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RUSSELL CORP COMMON STOCK 782352108 375,403.76 9,229.00 9,229.00 9,229.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 151,079.60 13,800.00 13,800.00 13,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
RYDER SYSTEM INC COMMON STOCK 783549108 314,895.56 33,730.00 33,730.00 33,730.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 36,259,146.00 27,282.00 27,282.00 27,282.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCI SYSTEMS INC COMMON STOCK 783890106 4,435,185.04 66,960.00 66,960.00 66,960.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEI INVESTMENTS CO COMMON STOCK 784117103 898,421.04 107,840.00 107,840.00 107,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SLM HOLDING CORP COMMON STOCK 78442A109 1,126,278.72 12,700.00 12,700.00 12,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SLI INC COMMON STOCK 78442T108 266,560.00 37,800.00 37,800.00 37,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPX CORP COMMON STOCK 784635104 1,051,524.57 17,896.00 17,896.00 17,896.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
S1 CORPORATION COMMONSTOCK 78463B101 1,182,480.60 95,220.00 95,220.00 95,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
S3 INC COMMON STOCK 784849101 708,330.00 13,794.00 13,794.00 13,794.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SABRE HOLDINGS CORPORATION COMMON STOCK 785905100 1,007,715.23 63,600.00 63,600.00 63,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAFECO CORP COMMON STOCK 786429100 1,778,591.52 5,100.00 5,100.00 5,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC COMMON STOCK 786514208 4,879,760.00 70,000.00 70,000.00 70,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAGA SYSTEMS INC COMMON STOCK 786610105 454,025.00 35,040.00 35,040.00 35,040.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAGENT TECHNOLOGY INC COMMON STOCK 786693101 1,089,093.60 17,640.00 17,640.00 17,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ST JUDE MEDICAL INC COMMON STOCK 790849103 461,931.55 68,582.00 68,582.00 68,582.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ST PAUL COMPANIES INC COMMON STOCK 792860108 3,249,382.50 193,010.00 193,010.00 193,010.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAKS INCORPORATED COMMON STOCK 79377W108 200,013.00 4,040.00 4,040.00 4,040.00
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- -------------------------------------------------------------------------------------------------------------------------------
SALEM COMMUNICATIONS CORP COMMON STOCK 794093104 759,193.20 9,740.00 9,740.00 9,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SALTON INC COMMON STOCK 795757103 221,212.50 16,400.00 16,400.00 16,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAN PAOLO-IMI SPA-SPON ADR COMMON STOCK 799175104 1,995,000.00 312,070.00 312,070.00 312,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SANMINA CORP COMMON STOCK 800907107 2,367,372.48 139,773.00 139,773.00 139,773.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SANTA FE SNYDER CORP COMMON STOCK 80218K105 169,785.00 600,000.00 600,000.00 600,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAP AG COMMON STOCK 803054204 4,097,774.50 450,000.00 450,000.00 450,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP COMMON STOCK 803111103 3,474,180.00 185,549.00 185,549.00 185,549.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SAWTEK INC COMMON STOCK 805468105 212,350.48 33,500.00 33,500.00 33,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCANA CORP COMMON STOCK 80589M102 239,233.88 78,420.00 78,420.00 78,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCHEIN (HENRY) INC COMMON STOCK 806407102 265,466.80 31,610.00 31,610.00 31,610.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCHERING-PLOUGH CORP COMMON STOCK 806605101 11,468,572.50 45,830.00 45,830.00 45,830.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD COMMON STOCK 806857108 10,692,634.50 106,690.00 106,690.00 106,690.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCHOLASTIC CORP CONVERTIBLE BOND 807066AA3 570,750.00 5,020.00 5,020.00 5,020.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCHULER HOMES INC CONVERTIBLE 808188AA4 369,000.00 17,862.00 17,862.00 17,862.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUB DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 10,541,409.80 85,440.00 85,440.00 85,440.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 2,125,139.50 10,550.00 10,550.00 10,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCOTTISH POWER PLC SPONSORED ADR 81013T705 2,484,894.54 11,950.00 11,950.00 11,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SCOTTS CO COMMON STOCK 810186106 1,327,620.00 41,500.00 41,500.00 41,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 2,761,257.50 43,468.00 43,468.00 43,468.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEAGRAM COMPANY LTD COMMON STOCK 811850106 6,348,055.00 21,760.00 21,760.00 21,760.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEACOR SMIT INC COMMON STOCK 811904101 303,082.50 33,900.00 33,900.00 33,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEALED AIR CORPORATION COMMON STOCK 81211K100 970,120.94 88,100.00 88,100.00 88,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK & CO COMMON STOCK 812387108 2,637,960.00 5,820.00 5,820.00 5,820.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEITEL INC COMMON STOCK 816074306 83,735.35 12,810.00 12,810.00 12,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 203,890.90 50,000.00 50,000.00 50,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEMTECH CORP COMMON STOCK 816850101 2,658,573.00 35,220.00 35,220.00 35,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEMPRA ENERGY COMMON STOCK 816851109 728,089.00 54,500.00 54,500.00 54,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SENSORMATIC ELECTRONICS CORP COMMON STOCK 817265101 488,229.12 75,420.00 75,420.00 75,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC COMMON STOCK 817315104 2,468,326.80 61,400.00 61,400.00 61,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHANDONG HUANENG POWER COMMON STOCK 819419102 286,325.00 18,230.00 18,230.00 18,230.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 301,912.50 11,560.00 11,560.00 11,560.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHAW INDUSTRIES INC COMMON STOCK 820286102 194,545.47 21,500.00 21,500.00 21,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHELL TRANSPORT AND TRADING CO ADR 822703609 2,453,100.00 23,800.00 23,800.00 23,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 772,621.14 39,210.00 39,210.00 39,210.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHIRE PHARMACEUTICALS GR-ADR 82481R106 2,793,125.00 9,910.00 9,910.00 9,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHOPKO STORES INC COMMON STOCK 824911101 1,338,705.00 14,800.00 14,800.00 14,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SHOPNOW.COM INC. COMMON STOCK 82508R105 897,975.00 53,796.00 53,796.00 53,796.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYSTEMS INC COMMON STOCK 826170102 2,177,336.51 5,270.00 5,270.00 5,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 57,071.72 250,000.00 250,000.00 250,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SIGMA ALDRICH CORP COMMON STOCK 826552101 577,812.50 25,300.00 25,300.00 25,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SIGCORP INC COMMON STOCK 826912107 595,000.00 10,960.00 10,960.00 10,960.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SILICON GRAPHICS INC COMMON STOCK 827056102 414,136.02 35,500.00 35,500.00 35,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 712,281.25 10,240.00 10,240.00 10,240.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SILICON VALLEY GROUP INC COMMON STOCK 827066101 407,000.00 51,110.00 51,110.00 51,110.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,291,104.00 25,080.00 25,080.00 25,080.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 208,165.00 30,000.00 30,000.00 30,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SIZELER PROPERTIES INVEST INC CONVERTIBLE 830137AA3 228,750.00 31,640.00 31,640.00 31,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUB DEBENTURES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SKILLSOFT CORPORATION COMMONSTOCK 83066P101 735,268.60 12,640.00 12,640.00 12,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SKYWEST INC COMMON STOCK 830879102 428,810.00 10,880.00 10,880.00 10,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SMARTFORCE PLC COMMON STOCK 83170A206 1,628,562.50 126,000.00 126,000.00 126,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPS ADR
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SMITH (AO) CORP COMMON STOCK 831865209 184,320.00 10,740.00 10,740.00 10,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SMITH INTERNATIONAL INC COMMON STOCK 832110100 3,961,025.00 31,480.00 31,480.00 31,480.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC COMMON STOCK 832248108 501,600.00 9,567.00 9,567.00 9,567.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SMITHKLINE BEECHAM PLC ADR 832378301 1,981,860.00 10,000.00 10,000.00 10,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 711,900.00 3,480.00 3,480.00 3,480.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SNAP-ON INC COMMON STOCK 833034101 331,003.68 196,270.00 196,270.00 196,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOLA INTERNATIONAL INC COMMON STOCK 834092108 66,640.00 21,161.00 21,161.00 21,161.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOLECTRON CORP COMMON STOCK 834182107 5,047,812.00 39,802.00 39,802.00 39,802.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOLUTIA INC COMMON STOCK 834376105 143,647.50 107,030.00 107,030.00 107,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SONIC CORP COMMON STOCK 835451105 857,830.00 12,400.00 12,400.00 12,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SONOCO PRODUCTS CO COMMON STOCK 835495102 224,824.50 13,660.00 13,660.00 13,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SONY CORP - SPONSORED ADR COMMON STOCK 835699307 2,801,250.00 10,790.00 10,790.00 10,790.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTHDOWN INC COMMON STOCK 841297104 205,320.00 20,910.00 20,910.00 20,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO COMMON STOCK 842587107 4,268,872.50 14,500.00 14,500.00 14,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTHERN UNION CO COMMON STOCK 844030106 382,209.98 126,120.00 126,120.00 126,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,012,443.47 40,870.00 40,870.00 40,870.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,227,508.36 13,830.00 13,830.00 13,830.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST BANCORP OF TEXAS COMMON STOCK 84476R109 241,018.80 13,710.00 13,710.00 13,710.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST GAS CORP COMMON STOCK 844895102 260,386.92 191,810.00 191,810.00 191,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 71,483.75 197,980.00 197,980.00 197,980.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SOVEREIGN BANCORP INC COMMON STOCK 845905108 158,121.42 12,770.00 12,770.00 12,770.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPARTECH CORP COMMON STOCK 847220209 498,437.50 12,880.00 12,880.00 12,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 2,616,990.00 61,500.00 61,500.00 61,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPEEDFAM-IPEC INC COMMON STOCK 847705100 812,291.25 99,642.00 99,642.00 99,642.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 35,432.46 17,330.00 17,330.00 17,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 520,980.00 59,352.00 59,352.00 59,352.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP 852061100 12,084,030.00 42,845.00 42,845.00 42,845.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMMON STOCK
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SPRINT PCS GROUP 852061506 12,930,469.80 17,600.00 17,600.00 17,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
COMMON STOCK
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STAFFMARK INC COMMON STOCK 852389105 101,355.49 21,300.00 21,300.00 21,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STANDARD PACIFIC CORP COMMON STOCK 85375C101 128,800.00 19,430.00 19,430.00 19,430.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STANLEY WORKS (THE) COMMON STOCK 854616109 1,622,062.50 8,070.00 8,070.00 8,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STAPLES INC COMMON STOCK 855030102 1,992,840.00 10,120.00 10,120.00 10,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STARBUCKS CORP COMMON STOCK 855244109 776,591.96 16,850.00 16,850.00 16,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 1,557,990.00 8,170.00 8,170.00 8,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STATE STREET CORP COMMON STOCK 857477103 4,150,609.38 19,820.00 19,820.00 19,820.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 301,400.00 9,120.00 9,120.00 9,120.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STEEL DYNAMICS INC COMMON STOCK 858119100 246,270.60 11,700.00 11,700.00 11,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STEIN MART INC COMMON STOCK 858375108 160,297.50 36,810.00 36,810.00 36,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STERLING SOFTWARE INC COMMON STOCK 859547101 246,135.00 20,350.00 20,350.00 20,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STEWART ENTERPRISES INC COMMON STOCK 860370105 49,962.44 357,065.00 357,065.00 357,065.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STILLWATER MINING CO COMMON STOCK 86074Q102 674,000.00 129,250.00 129,250.00 129,250.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STONE ENERGY CORP COMMON STOCK 861642106 402,372.50 24,850.00 24,850.00 24,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STRIDE RITE CORP COMMON STOCK 863314100 159,788.84 67,798.00 67,798.00 67,798.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STRYKER CORP COMMON STOCK 863667101 636,120.00 29,730.00 29,730.00 29,730.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
STURM RUGER COMPANY INC COMMON STOCK 864159108 102,375.00 16,400.00 16,400.00 16,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP COMMON STOCK 866005101 966,262.50 186,500.00 186,500.00 186,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 185,693.75 11,670.00 11,670.00 11,670.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS INC COMMON STOCK 866810104 33,458,061.70 8,392.00 8,392.00 8,392.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 4,879,187.50 6,530.00 6,530.00 6,530.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUNOCO INC COMMON STOCK 86764P109 680,268.75 59,110.00 59,110.00 59,110.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC COMMON STOCK 867914103 3,915,334.50 70,100.00 70,100.00 70,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC COMMON STOCK 868536103 562,997.01 34,060.00 34,060.00 34,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 226,516.80 179,040.00 179,040.00 179,040.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 5,408,500.00 6,060.00 6,060.00 6,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SYMANTEC CORP COMMON STOCK 871503108 876,708.75 43,650.00 43,650.00 43,650.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 690,762.30 30,800.00 30,800.00 30,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SYNOPSYS INC COMMON STOCK 871607107 318,337.50 7,200.00 7,200.00 7,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,115,701.25 62,385.00 62,385.00 62,385.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SYSCO CORP COMMON STOCK 871829107 2,501,658.70 84,380.00 84,380.00 84,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TECO ENERGY INC COMMON STOCK 872375100 662,024.22 133,280.00 133,280.00 133,280.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TJX COMPANIES INC COMMON STOCK 872540109 3,972,360.48 57,550.00 57,550.00 57,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TNP ENTERPRISES INC COMMON STOCK 872594106 265,500.72 8,980.00 8,980.00 8,980.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRW INC COMMON STOCK 872649108 2,553,525.00 7,230.00 7,230.00 7,230.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TSI INTERNATIONAL SOFTWARE INC COMMON STOCK 872879101 2,558,309.60 68,000.00 68,000.00 68,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TMP WORLDWIDE INC COMMON STOCK 872941109 559,800.00 20,950.00 20,950.00 20,950.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TALK COM INC COMMON STOCK 874264104 998,160.00 45,200.00 45,200.00 45,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TANDY CORP COMMON STOCK 875382103 4,282,285.00 20,000.00 20,000.00 20,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TARGET CORP COMMON STOCK 87612E106 9,962,680.00 16,125.00 16,125.00 16,125.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TECH DATA CORP COMMON STOCK 878237106 1,891,956.25 11,700.00 11,700.00 11,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TECHNE CORP COMMON STOCK 878377100 619,620.00 42,700.00 42,700.00 42,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TECHNITROL INC COMMON STOCK 878555101 421,147.50 50,400.00 50,400.00 50,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEKELEC COMMON STOCK 879101103 2,524,500.00 5,850.00 5,850.00 5,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX INC COMMON STOCK 879131100 1,173,200.00 85,510.00 85,510.00 85,510.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELCOM SEMICONDUCTOR INC COMMON STOCK 87921P107 1,367,300.00 100,000.00 100,000.00 100,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELECOM ITALIA SPA ADR 87927W106 3,040,000.00 11,870.00 11,870.00 11,870.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2,413,702.88 66,297.00 66,297.00 66,297.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 203,287.50 14,640.00 14,640.00 14,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELEFLEX INC COMMON STOCK 879369106 1,515,850.00 36,330.00 36,330.00 36,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO SA ADR SPONSORED 879403780 3,376,800.00 123,000.00 123,000.00 123,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS L
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 649,350.00 123,050.00 123,050.00 123,050.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELLABS INC COMMON STOCK 879664100 5,385,761.84 174,356.00 174,356.00 174,356.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TELXON CORP CONV 879700AC6 85,125.00 9,330.00 9,330.00 9,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
SUB NOTES
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEMPLE-INLAND INC COMMON STOCK 879868107 591,268.44 199,560.00 199,560.00 199,560.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,524,831.00 58,493.00 58,493.00 58,493.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 116,197.68 60,790.00 60,790.00 60,790.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TERADYNE INC COMMON STOCK 880770102 2,988,142.50 39,680.00 39,680.00 39,680.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 4,589,376.00 33,485.00 33,485.00 33,485.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TETRA TECH INC COMMON STOCK 88162G103 2,922,437.50 3,915,000.00 3,915,000.00 3,915,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEXACO INC COMMON STOCK 881694103 9,349,840.50 600,000.00 600,000.00 600,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEXAS INDUSTRIES INC COMMON STOCK 882491103 290,396.25 12,290.00 12,290.00 12,290.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 31,929,600.00 72,700.00 72,700.00 72,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEXAS UTILITIES CO COMMON STOCK 882848104 1,736,481.69 21,700.00 21,700.00 21,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COMMON STOCK 883203101 3,700,591.25 5,369.00 5,369.00 5,369.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
THERAGENICS CORP COMMON STOCK 883375107 530,720.00 6,175.00 6,175.00 6,175.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
THERMO ELECTRON CORP COMMON STOCK 883556102 682,256.88 20,880.00 20,880.00 20,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
THERMO ELECTRON CORP CONVERTIBLE BOND 883556AF9 3,562,650.00 6,860.00 6,860.00 6,860.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
THERMO TERRATECH INC CONVERTIBLE BOND 883598AA2 531,000.00 9,330.00 9,330.00 9,330.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
THOMAS & BETTS CORP COMMON STOCK 884315102 347,192.50 310,040.00 310,040.00 310,040.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
3COM CORP COMMON STOCK 885535104 4,043,937.50 12,820.00 12,820.00 12,820.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
3DO CO (THE) COMMON STOCK 88553W105 210,207.90 13,340.00 13,340.00 13,340.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
THREE FIVE SYSTEMS INC COMMON STOCK 88554L108 322,140.00 53,800.00 53,800.00 53,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TIBCO SOFTWARE INC COMMON STOCK 88632Q103 503,262.50 16,200.00 16,200.00 16,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TIDEWATER INC COMMON STOCK 886423102 664,234.56 33,850.00 33,850.00 33,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TIFFANY & CO COMMON STOCK 886547108 573,667.50 30,300.00 30,300.00 30,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TIMBERLAND CO (THE) COMMON STOCK 887100105 475,830.00 45,000.00 45,000.00 45,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC COMMON STOCK 887315109 31,004,000.00 53,380.00 53,380.00 53,380.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TIMES MIRROR CO (THE) COMMON STOCK 887364107 1,191,452.34 16,000.00 16,000.00 16,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TIMKEN CO (THE) COMMON STOCK 887389104 216,775.00 167,890.00 167,890.00 167,890.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TITAN CORP COMMON STOCK 888266103 2,743,800.00 32,350.00 32,350.00 32,350.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TOLL BROTHERS INC COMMON STOCK 889478103 324,000.00 16,550.00 16,550.00 16,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TORCHMARK CORP COMMON STOCK 891027104 782,781.25 10,300.00 10,300.00 10,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TOSCO CORP COMMON STOCK 891490302 922,241.10 31,987.00 31,987.00 31,987.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TOTAL SA ADR 89151E109 3,313,125.00 71,860.00 71,860.00 71,860.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 874,097.50 22,910.00 22,910.00 22,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TOYOTA MOTOR CREDIT CORP ADR 892331307 1,664,000.00 10,030.00 10,030.00 10,030.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TOYS R US INC COMMON STOCK 892335100 2,486,786.68 24,500.00 24,500.00 24,500.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRANSWITCH CORP COMMON STOCK 894065101 3,109,643.75 3,600.00 3,600.00 3,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TREDEGAR CORPORATION INC COMMON STOCK 894650100 445,807.35 21,360.00 21,360.00 21,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRIARC COMPANIES INC COMMON STOCK 895927101 206,000.00 23,720.00 23,720.00 23,720.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 993,580.19 19,800.00 19,800.00 19,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRIBUNE CO COMMON STOCK 896047107 2,627,345.32 11,700.00 11,700.00 11,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 819,032.50 35,780.00 35,780.00 35,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 258,272.50 31,900.00 31,900.00 31,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRIMERIS INC COMMONSTOCK 896263100 1,223,456.50 426,443.00 426,443.00 426,443.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 264,600.00 21,840.00 21,840.00 21,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 839,704.32 101,520.00 101,520.00 101,520.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TRUSTCO BANK CORP COMMON STOCK 898349105 277,215.64 96,640.00 96,640.00 96,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TUBOSCOPE VETCO INTERNATIONAL COMMON STOCK 898600101 336,600.00 159,826.00 159,826.00 159,826.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TUMBLEWEED COMMUNICATIONS CORP COMMON STOCK 899690101 1,365,237.90 157,670.00 157,670.00 157,670.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORPORATION COMMON STOCK 899896104 565,753.36 24,940.00 24,940.00 24,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
24/7 MEDIA INC COMMON STOCK 901314104 1,260,050.00 37,450.00 37,450.00 37,450.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 21,268,844.60 8,196.00 8,196.00 8,196.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC COMMON STOCK 902494103 242,970.00 176,575.00 176,575.00 176,575.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
USX-MARATHON GROUP COMMON STOCK 902905827 2,645,814.24 132,840.00 132,840.00 132,840.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UST INC COMMON STOCK 902911106 1,510,000.00 28,390.00 28,390.00 28,390.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
U S BANCORP COMMON STOCK 902973106 3,496,193.75 95,546.00 95,546.00 95,546.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
U S FOODSERVICE INC COMMON STOCK 90331R101 4,060,002.50 53,696.00 53,696.00 53,696.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
USX-US STEEL GROUP COMMON STOCK 90337T101 623,500.00 29,653.00 29,653.00 29,653.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
US ONCOLOGY INC COMMON STOCK 90338W103 168,525.00 65,830.00 65,830.00 65,830.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 207,973.50 140,000.00 140,000.00 140,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNILEVER NV COMMON STOCK 904784709 8,497,671.88 18,920.00 18,920.00 18,920.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNICOM CORP COMMON STOCK 904911104 4,848,660.00 35,910.00 35,910.00 35,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNION CARBIDE CORP COMMON STOCK 905581104 1,655,477.68 6,310.00 6,310.00 6,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNION PACIFIC CORP COMMON STOCK 907818108 3,738,237.25 66,300.00 66,300.00 66,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNION PACIFIC RESOURCES COMMON STOCK 907834105 778,592.00 9,000.00 9,000.00 9,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNION PLANTERS CORP COMMON STOCK 908068109 913,668.24 15,320.00 15,320.00 15,320.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP COMMON STOCK 909214108 1,678,665.00 6,170.00 6,170.00 6,170.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNIT CORP COMMON STOCK 909218109 1,540,000.00 130,847.00 130,847.00 130,847.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITED BANKSHARES INC COMMON STOCK 909907107 416,240.00 8,290.00 8,290.00 8,290.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITED HEALTHCARE CORP COMMON STOCK 910581107 2,141,133.75 33,800.00 33,800.00 33,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITED ILLUMINATING CO COMMON STOCK 910637107 247,667.50 110,631.00 110,631.00 110,631.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITED RENTALS INC COMMON STOCK 911363109 1,143,675.00 17,270.00 17,270.00 17,270.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
US CELLULAR CORP COMMON STOCK 911684108 639,000.00 6,850.00 6,850.00 6,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
US AIR GROUP INC COMMON STOCK 911905107 426,079.84 13,550.00 13,550.00 13,550.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
US HOME CORP COMMON STOCK 911920106 234,460.00 22,070.00 22,070.00 22,070.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
U S WEST INC COMMON STOCK 91273H101 9,502,763.38 108,060.00 108,060.00 108,060.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
US TRUST CORP COMMON STOCK 91288L105 1,566,810.00 26,100.00 26,100.00 26,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITED STATIONERS INC COMMON STOCK 913004107 1,206,220.60 114,069.00 114,069.00 114,069.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 6,990,441.00 11,780.00 11,780.00 11,780.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITED WATER RESOURCES INC COMMON STOCK 913190104 600,132.50 25,050.00 25,050.00 25,050.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNITRIN INC COMMON STOCK 913275103 272,287.50 25,240.00 25,240.00 25,240.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 663,950.00 15,200.00 15,200.00 15,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNIVISION COMMUNICATIONS INC CL.A COMMON STOCK 914906102 2,493,910.00 27,980.00 27,980.00 27,980.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNOCAL CORP COMMON STOCK 915289102 3,214,785.00 10,190.00 10,190.00 10,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNOVA INC COMMON STOCK 91529B106 352,350.00 11,300.00 11,300.00 11,300.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 1,939,173.00 41,740.00 41,740.00 41,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
US FREIGHTWAYS CORP COMMON STOCK 916906100 441,007.86 13,800.00 13,800.00 13,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
US INTERNET WORKING INC COMMON STOCK 917311805 970,687.50 16,700.00 16,700.00 16,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VF CORP COMMON STOCK 918204108 607,324.88 11,420.00 11,420.00 11,420.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VALENCE TECHNOLOGY INC COMMON STOCK 918914102 358,142.40 190,491.00 190,491.00 190,491.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP COMMON STOCK 91913Y100 856,887.50 29,600.00 29,600.00 29,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VALMONT INDUSTRIES INC COMMON STOCK 920253101 175,777.50 120,400.00 120,400.00 120,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCK 922207105 718,962.50 12,900.00 12,900.00 12,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 1,904,387.50 18,310.00 18,310.00 18,310.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VERITY INC COMMON STOCK 92343C106 562,350.00 27,660.00 27,660.00 27,660.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VERITAS DGC INC COMMON STOCK 92343P107 469,687.50 23,763.00 23,763.00 23,763.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 534,593.04 36,000.00 36,000.00 36,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VIACOM INC COMMON STOCK CLASS 925524308 10,048,400.30 14,860.00 14,860.00 14,860.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS B
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VIATEL INC COMMON STOCK 925529208 1,485,535.20 3,200.00 3,200.00 3,200.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VIAD CORP COMMON STOCK 92552R109 2,754,150.00 60,000.00 60,000.00 60,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VIASAT INC COMMON STOCK 92552V100 928,800.00 9,935.00 9,935.00 9,935.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VICOR CORP COMMON STOCK 925815102 329,580.00 36,540.00 36,540.00 36,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VINTAGE PETROLEUM INC COMMON STOCK 927460105 556,657.50 6,760.00 6,760.00 6,760.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 1,321,816.88 24,640.00 24,640.00 24,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS INC COMMON STOCK 928444108 2,043,000.00 16,690.00 16,690.00 16,690.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 1,430,275.00 10,050.00 10,050.00 10,050.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VITRA TECHNOLOGY INC COMMON STOCK 92849Q104 322,598.40 43,025.00 43,025.00 43,025.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VIVENDI (EX-GEN EAUX)- SP ADR COMMON STOCK 92851S105 1,395,000.00 85,000.00 85,000.00 85,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VODAFONE GROUP PLC ADR 92857T107 552,008.47 32,000.00 32,000.00 32,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 4,706,790.48 1,011,125.00 1,011,125.00 1,011,125.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VOLT INFORMATION SCIENCES INC COMMON STOCK 928703107 242,934.12 213,940.00 213,940.00 213,940.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
VULCAN MATERIALS CO COMMON STOCK 929160109 1,128,807.68 221,195.00 221,195.00 221,195.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WICOR INC COMMON STOCK 929253102 517,390.00 21,190.00 21,190.00 21,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WABASH NATIONAL CORP COMMON STOCK 929566107 140,066.85 123,760.00 123,760.00 123,760.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP COMMON STOCK 929771103 2,906,855.05 800.00 800.00 800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WADDELL & REED FINANCIAL INC COMMON STOCK 930059100 3,596,520.00 212,461.00 212,461.00 212,461.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS B
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WADDELL & REED FINANCIAL INC COMMON STOCK 930059209 1,248,000.00 34,750.00 34,750.00 34,750.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WAL-MART STORES INC COMMON STOCK 931142103 56,117,437.50 12,640.00 12,640.00 12,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WALGREEN CO COMMON STOCK 931422109 5,508,955.00 44,800.00 44,800.00 44,800.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WARNER-LAMBERT CO COMMON STOCK 934488107 21,566,512.50 11,580.00 11,580.00 11,580.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 576,092.53 10,209.00 10,209.00 10,209.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUTUAL INC COMMON STOCK 939322103 3,279,640.00 46,540.00 46,540.00 46,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST CO COMMON STOCK 939640108 432,800.00 451,390.00 451,390.00 451,390.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WASTE MANAGEMENT INC COMMON STOCK 94106L109 2,907,953.71 69,220.00 69,220.00 69,220.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WATERS CORP COMMON STOCK 941848103 3,309,937.50 21,072.00 21,072.00 21,072.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WATSCO INC COMMON STOCK 942622200 131,923.68 23,810.00 23,810.00 23,810.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 1,777,977.60 52,600.00 52,600.00 52,600.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WATTS INDUSTRIES INC COMMON STOCK 942749102 143,302.50 68,000.00 68,000.00 68,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 601,687.83 21,360.00 21,360.00 21,360.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 3,251,982.50 10,560.00 10,560.00 10,560.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO COMPANY COMMON STOCK 949746101 18,478,552.40 49,790.00 49,790.00 49,790.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,397,344.14 15,900.00 15,900.00 15,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WERNER ENTERPRISES INC COMMON STOCK 950755108 358,224.00 191,090.00 191,090.00 191,090.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 855,659.97 10,040.00 10,040.00 10,040.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WESTELL TECHNOLOGIES I COMMON STOCK 957541105 1,676,625.00 65,970.00 65,970.00 65,970.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WESTERN WIRELESS CORP COMMON STOCK 95988E204 3,115,216.00 81,850.00 81,850.00 81,850.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
CLASS A
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WESTVACO CORP COMMON STOCK 961548104 712,890.00 13,400.00 13,400.00 13,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WESTWOOD ONE INC COMMON STOCK 961815107 382,800.00 26,540.00 26,540.00 26,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WEYERHAEUSER CO COMMON STOCK 962166104 2,838,030.00 92,255.00 92,255.00 92,255.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WHIRLPOOL CORP COMMON STOCK 963320106 932,137.50 13,740.00 13,740.00 13,740.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WHITMAN CORPORATION COMMON STOCK 96647R107 2,663,221.33 9,900.00 9,900.00 9,900.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WHITNEY HOLDING CORP COMMON STOCK 966612103 327,555.00 31,080.00 31,080.00 31,080.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,733,598.89 22,275.00 22,275.00 22,275.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WILD OATS MARKETS INC COMMON STOCK 96808B107 1,677,925.00 11,240.00 11,240.00 11,240.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WILEY (JOHN) & SONS INC COMMON STOCK 968223206 241,200.00 18,000.00 18,000.00 18,000.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 1,064,917.50 57,430.00 57,430.00 57,430.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WILLIAMS COMPANIES INC COMMON STOCK 969457100 4,053,407.94 24,690.00 24,690.00 24,690.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CO COMMON STOCK 971807102 668,107.50 107,770.00 107,770.00 107,770.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WIND RIVER SYSTEMS COMMON STOCK 973149107 358,875.00 13,190.00 13,190.00 13,190.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WINN-DIXIE STORES INC COMMON STOCK 974280109 604,101.96 198,640.00 198,640.00 198,640.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WINSTAR COMMUNICATIONS COMMON STOCK 975515107 1,336,500.00 11,100.00 11,100.00 11,100.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WISCONSIN ENERGY CORP COMMON STOCK 976657106 224,091.88 118,670.00 118,670.00 118,670.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 198,000.00 11,080.00 11,080.00 11,080.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 710,696.25 14,910.00 14,910.00 14,910.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
WRIGLEY (WM) JR CO COMMON STOCK 982526105 1,896,488.28 15,540.00 15,540.00 15,540.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
XILINX INC COMMON STOCK 983919101 8,924,649.24 13,890.00 13,890.00 13,890.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
XIRCOM INC COMMON STOCK 983922105 488,030.00 41,700.00 41,700.00 41,700.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
XEROX CORP COMMON STOCK 984121103 5,164,640.00 6,880.00 6,880.00 6,880.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
XPEDIOR INC COMMON STOCK 98413B100 249,750.00 15,400.00 15,400.00 15,400.00
- -------------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------------
YAHOO INC COMMON STOCK 984332106 20,337,071.30 18,000.00 18,000.00 18,000.00
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YELLOW CORP COMMON STOCK 985509108 204,281.96 107,600.00 107,600.00 107,600.00
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YOUNG & RUBICAM INC COMMON STOCK 987425105 700,770.00 11,900.00 11,900.00 11,900.00
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ZALE CORP COMMON STOCK 988858106 733,285.98 14,700.00 14,700.00 14,700.00
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ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 694,500.00 25,000.00 25,000.00 25,000.00
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ZIONS BANCORP COMMON STOCK 989701107 1,735,762.50 164,136.00 164,136.00 164,136.00
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ZIXIT CORPORATION COMMON STOCK 98974P100 500,946.56 12,700.00 12,700.00 12,700.00
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ZORAN CORP COMMON STOCK 98975F101 867,204.80 24,300.00 24,300.00 24,300.00
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DAIMLERCHRYSLER AG COMMON STOCK D1668R123 1,177,866.00 46,841.00 46,841.00 46,841.00
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ACE LTD COMMON STOCK G0070K103 2,461,350.00 49,400.00 49,400.00 49,400.00
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AMDOCS LTD COMMON STOCK G02602103 876,875.30 143,500.00 143,500.00 143,500.00
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ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 382,200.00 13,600.00 13,600.00 13,600.00
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GEMSTAR INTL GROUP LTD COMMON STOCK G3788V106 2,150,000.00 15,800.00 15,800.00 15,800.00
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GLOBAL CROSSING LTD COMMON STOCK G3921A100 6,719,317.50 51,200.00 51,200.00 51,200.00
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PARTNERRE LTD COMMON STOCK G6852T105 467,512.40 77,700.00 77,700.00 77,700.00
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SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 899,100.00 38,000.00 38,000.00 38,000.00
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TRANSOCEAN SEDCO FOREX INC COMMON STOCK G90078109 2,403,505.39 16,000.00 16,000.00 16,000.00
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XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,735,525.00 49,400.00 49,400.00 49,400.00
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STOLT COMEX SEAWAY COMMON STOCK L8873E103 2,009,000.00 143,500.00 143,500.00 143,500.00
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BREEZECOM LIMITED COMMON STOCK M20385106 508,300.00 13,600.00 13,600.00 13,600.00
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GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 1,852,550.00 15,800.00 15,800.00 15,800.00
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CNH GLOBAL N.V. COMMON STOCK N20935107 505,600.00 51,200.00 51,200.00 51,200.00
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STEINER LEISURE LTD. COMMON STOCK P8744Y102 1,495,725.00 77,700.00 77,700.00 77,700.00
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ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 1,064,000.00 38,000.00 38,000.00 38,000.00
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FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 1,126,992.00 16,000.00 16,000.00 16,000.00
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Total in U.S. Currency 4,081,078,349.78 107,603,182.98 107,603,182.98 107,603,182.98
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</TABLE>
