<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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5/12/00
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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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Name of Issuer Title of Class Number Value Amount (A) Sole See Ins(A)VSole
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<S> <C> <C> <C> <C> <C>
AAR CORP COMMON STOCK 000361105 199,242.78 199,242.78 199,242.78 199,242.78
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ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 4,357,431.55 4,357,431.55 4,357,431.55 4,357,431.55
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ABN AMRO HOLDING NV ADR SPONSORED 000937102 1,696,875.00 1,696,875.00 1,696,875.00 1,696,875.00
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ABM INDUSTRIES COMMON STOCK 000957100 232,885.00 232,885.00 232,885.00 232,885.00
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AFLAC INC COMMON STOCK 001055102 2,560,766.65 2,560,766.65 2,560,766.65 2,560,766.65
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AGL RESOURCES INC COMMON STOCK 001204106 448,350.00 448,350.00 448,350.00 448,350.00
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AES CORP COMMON STOCK 00130H105 3,445,155.00 3,445,155.00 3,445,155.00 3,445,155.00
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AK STEEL HOLDING CORP COMMON STOCK 001547108 109,663.75 109,663.75 109,663.75 109,663.75
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AMFM INC COMMON STOCK 001693100 715,990.63 715,990.63 715,990.63 715,990.63
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AMR CORP COMMON STOCK 001765106 1,002,468.75 1,002,468.75 1,002,468.75 1,002,468.75
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AT&T CORP COMMON STOCK 001957109 40,941,225.00 40,941,225.00 40,941,225.00 40,941,225.00
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AT&T CORP COMMON STOCK 001957208 4,831,837.50 4,831,837.50 4,831,837.50 4,831,837.50
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APP FINANCE VI MAURITIUS CONVERTIBLE BOND 00202NAA3 375,000.00 375,000.00 375,000.00 375,000.00
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AT&T CANADA INC COMMONSTOCK 00207Q202 1,830,000.00 1,830,000.00 1,830,000.00 1,830,000.00
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ABBOTT LABORATORIES COMMON STOCK 002824100 13,270,425.20 13,270,425.20 13,270,425.20 13,270,425.20
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ACCREDO HEALTH INC COMMON STOCK 00437V104 2,226,000.00 2,226,000.00 2,226,000.00 2,226,000.00
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ACCRUE SOFTWARE INC COMMONSTOCK 00437W102 1,222,753.20 1,222,753.20 1,222,753.20 1,222,753.20
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AC NIELSEN CORP COMMON STOCK 004833109 429,210.00 429,210.00 429,210.00 429,210.00
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ACTEL CORP COMMON STOCK 004934105 1,045,629.10 1,045,629.10 1,045,629.10 1,045,629.10
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ACXIOM CORP COMMON STOCK 005125109 272,982.50 272,982.50 272,982.50 272,982.50
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ADAPTIVE BROADBAND CORPORATION COMMON STOCK 00650M104 806,245.00 806,245.00 806,245.00 806,245.00
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ADAPTEC INC COMMON STOCK 00651F108 856,316.25 856,316.25 856,316.25 856,316.25
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ADELPHIA COMMUNICATIONS CORP COMMON STOCK 006848105 455,700.00 455,700.00 455,700.00 455,700.00
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ADOBE SYSTEMS INC COMMON STOCK 00724F101 2,811,741.12 2,811,741.12 2,811,741.12 2,811,741.12
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ADTRAN INC COMMON STOCK 00738A106 220,511.27 220,511.27 220,511.27 220,511.27
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ADVANCED DIGITAL INFO CORP COMMON STOCK 007525108 1,185,050.00 1,185,050.00 1,185,050.00 1,185,050.00
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ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 167,332.50 167,332.50 167,332.50 167,332.50
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ADVO INC COMMON STOCK 007585102 806,250.00 806,250.00 806,250.00 806,250.00
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ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 94,470.00 94,470.00 94,470.00 94,470.00
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AEROFLEX INC COMMON STOCK 007768104 2,677,950.00 2,677,950.00 2,677,950.00 2,677,950.00
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ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1,785,469.98 1,785,469.98 1,785,469.98 1,785,469.98
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ADVANCED ENERGY INDS COMMON STOCK 007973100 897,600.00 897,600.00 897,600.00 897,600.00
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AETNA INC COMMON STOCK 008117103 1,686,870.60 1,686,870.60 1,686,870.60 1,686,870.60
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AFFILIATED COMPUTER SERVICES COMMON STOCK
CLASS A 008190100 2,683,560.00 2,683,560.00 2,683,560.00 2,683,560.00
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AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 2,436,750.00 2,436,750.00 2,436,750.00 2,436,750.00
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AFFYMETRIX INC COMMON STOCK 00826T108 742,185.00 742,185.00 742,185.00 742,185.00
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AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,374,928.95 1,374,928.95 1,374,928.95 1,374,928.95
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AIRNET COMMUNICATIONS CORP COMMONSTOCK 00941P106 1,037,628.90 1,037,628.90 1,037,628.90 1,037,628.90
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AKZO NOBEL NV ADR SPONSORED 010199305 861,240.00 861,240.00 861,240.00 861,240.00
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ALAMOSA PCS HOLDINGS INC COMMON STOCK 011593100 834,275.00 834,275.00 834,275.00 834,275.00
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ALBERTO-CULVER CO COMMON STOCK 013068101 287,410.84 287,410.84 287,410.84 287,410.84
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ALBERTSON'S INC COMMON STOCK 013104104 2,783,521.00 2,783,521.00 2,783,521.00 2,783,521.00
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ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,576,542.50 1,576,542.50 1,576,542.50 1,576,542.50
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ALCOA INC COMMON STOCK 013817101 5,551,717.00 5,551,717.00 5,551,717.00 5,551,717.00
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ALKERMES INC COMMON STOCK 01642T108 1,341,250.00 1,341,250.00 1,341,250.00 1,341,250.00
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ALLAIRE CORP COMMON STOCK 016714107 2,389,750.00 2,389,750.00 2,389,750.00 2,389,750.00
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ALLEGHENY ENERGY INC COMMON STOCK 017361106 291,054.72 291,054.72 291,054.72 291,054.72
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ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 560,331.66 560,331.66 560,331.66 560,331.66
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ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 665,156.25 665,156.25 665,156.25 665,156.25
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ALLEN GROUP INC COMMON STOCK 018091108 192,200.22 192,200.22 192,200.22 192,200.22
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ALLERGAN INC COMMON STOCK 018490102 1,382,000.00 1,382,000.00 1,382,000.00 1,382,000.00
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ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 310,689.60 310,689.60 310,689.60 310,689.60
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ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 833,243.31 833,243.31 833,243.31 833,243.31
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ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 755,955.00 755,955.00 755,955.00 755,955.00
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ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 263,858.02 263,858.02 263,858.02 263,858.02
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ALLMERICA FINL CORP COMMON STOCK 019754100 2,252,670.00 2,252,670.00 2,252,670.00 2,252,670.00
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ALLSTATE CORP COMMON STOCK 020002101 4,224,629.79 4,224,629.79 4,224,629.79 4,224,629.79
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ALLTEL CORP COMMON STOCK 020039103 7,357,821.91 7,357,821.91 7,357,821.91 7,357,821.91
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ALPHA INDUSTRIES INC COMMON STOCK 020753109 1,875,300.00 1,875,300.00 1,875,300.00 1,875,300.00
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ALPHARMA INC COMMON STOCK 020813101 482,674.50 482,674.50 482,674.50 482,674.50
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ALTERA CORP COMMON STOCK 021441100 1,686,825.00 1,686,825.00 1,686,825.00 1,686,825.00
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ALZA CORP COMMON STOCK 022615108 813,968.54 813,968.54 813,968.54 813,968.54
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AMAZON.COM INC COMMON STOCK 023135106 1,708,500.00 1,708,500.00 1,708,500.00 1,708,500.00
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AMBAC INC COMMON STOCK 023139108 333,986.25 333,986.25 333,986.25 333,986.25
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AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 179,118.75 179,118.75 179,118.75 179,118.75
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AMERADA HESS CORP COMMON STOCK 023551104 3,346,282.50 3,346,282.50 3,346,282.50 3,346,282.50
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AMEREN CORP COMMON STOCK 023608102 898,627.04 898,627.04 898,627.04 898,627.04
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AMERICA ONLINE INC COMMON STOCK 02364J104 34,768,519.00 34,768,519.00 34,768,519.00 34,768,519.00
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AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,232,129.96 1,232,129.96 1,232,129.96 1,232,129.96
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AMERICAN EXPRESS CO COMMON STOCK 025816109 14,938,381.10 14,938,381.10 14,938,381.10 14,938,381.10
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AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 209,566.11 209,566.11 209,566.11 209,566.11
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AMERICAN GENERAL CORP COMMON STOCK 026351106 4,595,402.75 4,595,402.75 4,595,402.75 4,595,402.75
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AMERICAN GREETINGS CORP COMMON STOCK 026375105 253,675.00 253,675.00 253,675.00 253,675.00
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AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 19,771,537.50 19,771,537.50 19,771,537.50 19,771,537.50
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AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 37,648,290.00 37,648,290.00 37,648,290.00 37,648,290.00
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AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 797,378.40 797,378.40 797,378.40 797,378.40
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AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 781,611.25 781,611.25 781,611.25 781,611.25
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AMERICAN STANDARD COS INC COMMON STOCK 029712106 249,380.00 249,380.00 249,380.00 249,380.00
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AMERICAN STATES WATER CO COMMON STOCK 029899101 585,182.50 585,182.50 585,182.50 585,182.50
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AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 907,800.00 907,800.00 907,800.00 907,800.00
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AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 218,975.00 218,975.00 218,975.00 218,975.00
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AMERICAN XTAL TECHNOLOGY INC COMMON STOCK 030514103 1,372,376.25 1,372,376.25 1,372,376.25 1,372,376.25
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AMERICREDIT CORP COMMON STOCK 03060R101 1,062,889.92 1,062,889.92 1,062,889.92 1,062,889.92
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AMERISOURCE HEALTH CORP COMMON STOCK
CLASS A 03071P102 1,747,500.00 1,747,500.00 1,747,500.00 1,747,500.00
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AMES DEPARTMENT STORES INC COMMON STOCK 030789507 318,077.90 318,077.90 318,077.90 318,077.90
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AMGEN INC COMMON STOCK 031162100 13,974,780.60 13,974,780.60 13,974,780.60 13,974,780.60
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AMSOUTH BANCORP COMMON STOCK 032165102 1,235,543.83 1,235,543.83 1,235,543.83 1,235,543.83
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ANADARKO PETROLEUM CORP COMMON STOCK 032511107 1,036,811.60 1,036,811.60 1,036,811.60 1,036,811.60
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ANADIGICS INC COMMON STOCK 032515108 1,999,800.00 1,999,800.00 1,999,800.00 1,999,800.00
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ANALOG DEVICES INC COMMON STOCK 032654105 10,619,038.30 10,619,038.30 10,619,038.30 10,619,038.30
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ANALOGIC CORP COMMON STOCK 032657207 210,187.50 210,187.50 210,187.50 210,187.50
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ANAREN MICROWAVE INC COMMON STOCK 032744104 2,694,087.50 2,694,087.50 2,694,087.50 2,694,087.50
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ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 174,625.00 174,625.00 174,625.00 174,625.00
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ANDREW CORP COMMON STOCK 034425108 628,993.88 628,993.88 628,993.88 628,993.88
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ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 9,026,872.50 9,026,872.50 9,026,872.50 9,026,872.50
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ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 448,787.50 448,787.50 448,787.50 448,787.50
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ANNTAYLOR STORES CORP COMMON STOCK 036115103 322,000.00 322,000.00 322,000.00 322,000.00
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AON CORP COMMON STOCK 037389103 1,761,978.75 1,761,978.75 1,761,978.75 1,761,978.75
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APACHE CORP COMMON STOCK 037411105 3,618,815.00 3,618,815.00 3,618,815.00 3,618,815.00
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APEX INC COMMON STOCK 037548104 341,921.25 341,921.25 341,921.25 341,921.25
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APOGEE ENTERPRISES INC COMMON STOCK 037598109 47,496.96 47,496.96 47,496.96 47,496.96
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APOLLO GROUP INC COMMON STOCK
CLASS A 037604105 205,765.10 205,765.10 205,765.10 205,765.10
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APPLE COMPUTER INC COMMON STOCK 037833100 6,579,412.34 6,579,412.34 6,579,412.34 6,579,412.34
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APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 338,343.75 338,343.75 338,343.75 338,343.75
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APPLIED MATERIALS INC COMMON STOCK 038222105 15,328,820.00 15,328,820.00 15,328,820.00 15,328,820.00
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APPLIED POWER INC COMMON STOCK 038225108 494,332.50 494,332.50 494,332.50 494,332.50
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APPNET INC COMMON STOCK 03831Q101 2,021,000.00 2,021,000.00 2,021,000.00 2,021,000.00
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APTARGROUP INC COMMON STOCK 038336103 432,596.27 432,596.27 432,596.27 432,596.27
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ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,329,857.13 1,329,857.13 1,329,857.13 1,329,857.13
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ARCTIC CAT INC COMMON STOCK 039670104 113,775.00 113,775.00 113,775.00 113,775.00
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ARIBA INC COMMON STOCK 04033V104 634,115.63 634,115.63 634,115.63 634,115.63
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ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK 042476101 686,757.50 686,757.50 686,757.50 686,757.50
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ARROW ELECTRONICS INC COMMON STOCK 042735100 321,127.50 321,127.50 321,127.50 321,127.50
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ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 313,786.09 313,786.09 313,786.09 313,786.09
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ASHLAND INC COMMON STOCK 044204105 513,592.32 513,592.32 513,592.32 513,592.32
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ASIA PULP & PAPER SPONSERED ADRS 04516V100 471,262.50 471,262.50 471,262.50 471,262.50
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ASPECT DEVELOPMENT INC COMMON STOCK 045234101 1,673,750.00 1,673,750.00 1,673,750.00 1,673,750.00
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ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 799,797.96 799,797.96 799,797.96 799,797.96
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ASPEN TECHNOLOGY INC COMMON STOCK 045327103 452,200.00 452,200.00 452,200.00 452,200.00
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ASSOCIATES FIRST CAPITAL CORP COMMON STOCK
CLASS A 046008108 3,307,686.23 3,307,686.23 3,307,686.23 3,307,686.23
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ASTEC INDUSTRIES INC COMMON STOCK 046224101 225,777.00 225,777.00 225,777.00 225,777.00
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ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 1,822,500.00 1,822,500.00 1,822,500.00 1,822,500.00
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ASYST TECHNOLOGIES INC COMMON STOCK 04648X107 1,509,300.00 1,509,300.00 1,509,300.00 1,509,300.00
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ATLANTIC COAST AIRLINES HLDG COMMON STOCK 048396105 209,070.00 209,070.00 209,070.00 209,070.00
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ATLANTIC RICHFIELD CO COMMON STOCK 048825103 8,840,000.00 8,840,000.00 8,840,000.00 8,840,000.00
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ATLAS AIR INC COMMON STOCK 049164106 350,400.00 350,400.00 350,400.00 350,400.00
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ATMEL CORP COMMON STOCK 049513104 1,074,832.50 1,074,832.50 1,074,832.50 1,074,832.50
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ATMOS ENERGY CORP COMMON STOCK 049560105 230,396.25 230,396.25 230,396.25 230,396.25
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ATWOOD OCEANICS INC COMMON STOCK 050095108 2,042,409.60 2,042,409.60 2,042,409.60 2,042,409.60
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AUDIOVOX CORP COMMON STOCK 050757103 418,800.00 418,800.00 418,800.00 418,800.00
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AUSPEX SYSTEMS INC COMMON STOCK 052116100 131,340.00 131,340.00 131,340.00 131,340.00
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AUTODESK INC COMMON STOCK 052769106 595,595.00 595,595.00 595,595.00 595,595.00
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AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 8,150,390.00 8,150,390.00 8,150,390.00 8,150,390.00
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AUTOZONE INC COMMON STOCK 053332102 810,855.00 810,855.00 810,855.00 810,855.00
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AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 553,037.50 553,037.50 553,037.50 553,037.50
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AVERY DENNISON CORP COMMON STOCK 053611109 2,235,479.82 2,235,479.82 2,235,479.82 2,235,479.82
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AVID TECHNOLOGY INC COMMON STOCK 05367P100 185,900.00 185,900.00 185,900.00 185,900.00
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AVNET INC COMMON STOCK 053807103 262,080.00 262,080.00 262,080.00 262,080.00
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AVON PRODUCTS INC COMMON STOCK 054303102 1,494,949.28 1,494,949.28 1,494,949.28 1,494,949.28
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AXA - SPONS ADR COMMON STOCK 054536107 2,150,610.00 2,150,610.00 2,150,610.00 2,150,610.00
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AZTAR CORP COMMON STOCK 054802103 181,260.00 181,260.00 181,260.00 181,260.00
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BB&T CORPORATION COMMON STOCK 054937107 2,069,011.26 2,069,011.26 2,069,011.26 2,069,011.26
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BISYS GROUP INC COMMON STOCK 055472104 813,295.00 813,295.00 813,295.00 813,295.00
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BJ SERVICES COMPANY COMMON STOCK 055482103 4,964,400.00 4,964,400.00 4,964,400.00 4,964,400.00
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BJ WHOLESALE COMMON STOCK 05548J106 2,779,841.25 2,779,841.25 2,779,841.25 2,779,841.25
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BMC INDUSTRIES INC COMMON STOCK 055607105 67,334.08 67,334.08 67,334.08 67,334.08
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BP AMOCO PLC SPONSORED ADR 055622104 2,798,383.76 2,798,383.76 2,798,383.76 2,798,383.76
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BMC SOFTWARE INC COMMON STOCK 055921100 2,554,662.50 2,554,662.50 2,554,662.50 2,554,662.50
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BAKER HUGHES INC COMMON STOCK 057224107 4,416,439.50 4,416,439.50 4,416,439.50 4,416,439.50
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BAKER HUGHES INC CONVERTIBLE BOND 057224AHO 3,836,750.00 3,836,750.00 3,836,750.00 3,836,750.00
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BALDOR ELECTRIC CO COMMON STOCK 057741100 289,226.81 289,226.81 289,226.81 289,226.81
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BALL CORPORATION COMMON STOCK 058498106 225,689.86 225,689.86 225,689.86 225,689.86
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BANK OF AMERICA CORP COMMON STOCK 060505104 22,800,027.10 22,800,027.10 22,800,027.10 22,800,027.10
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BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 9,657,969.75 9,657,969.75 9,657,969.75 9,657,969.75
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BANK ONE CORP COMMON STOCK 06423A103 9,946,337.50 9,946,337.50 9,946,337.50 9,946,337.50
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BANK OF TOKYO-MITSUBISHI ADR 065379109 1,915,245.00 1,915,245.00 1,915,245.00 1,915,245.00
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BANKNORTH GROUP INC COMMON STOCK 06646L100 278,576.68 278,576.68 278,576.68 278,576.68
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BARD (CR) INC COMMON STOCK 067383109 421,301.43 421,301.43 421,301.43 421,301.43
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BARRICK GOLD CORP COMMON STOCK 067901108 2,291,494.21 2,291,494.21 2,291,494.21 2,291,494.21
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BARR LABS INC COMMON STOCK 068306109 426,300.00 426,300.00 426,300.00 426,300.00
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BARRA INC COMMON STOCK 068313105 209,686.25 209,686.25 209,686.25 209,686.25
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BARRETT RESOURCES CORP COMMON STOCK 068480201 428,398.44 428,398.44 428,398.44 428,398.44
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BAUSCH & LOMB INC COMMON STOCK 071707103 646,596.93 646,596.93 646,596.93 646,596.93
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BAXTER INTERNATIONAL INC COMMON STOCK 071813109 5,010,571.91 5,010,571.91 5,010,571.91 5,010,571.91
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BE AEROSPACE INC COMMON STOCK 073302101 63,332.50 63,332.50 63,332.50 63,332.50
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BEAR STEARNS CO COMMON STOCK 073902108 1,092,673.13 1,092,673.13 1,092,673.13 1,092,673.13
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BECKMAN COULTER INC COMMON STOCK 075811109 872,943.20 872,943.20 872,943.20 872,943.20
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BECTON DICKINSON & CO COMMON STOCK 075887109 1,813,423.04 1,813,423.04 1,813,423.04 1,813,423.04
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BED BATH & BEYOND INC COMMON STOCK 075896100 1,179,281.25 1,179,281.25 1,179,281.25 1,179,281.25
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BELDEN INC COMMON STOCK 077459105 292,875.00 292,875.00 292,875.00 292,875.00
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BELL ATLANTIC CORP COMMON STOCK 077853109 22,583,670.40 22,583,670.40 22,583,670.40 22,583,670.40
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BELLSOUTH CORP COMMON STOCK 079860102 22,406,780.00 22,406,780.00 22,406,780.00 22,406,780.00
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BELO (AH) CORP COMMON STOCK 080555105 201,093.75 201,093.75 201,093.75 201,093.75
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BEMIS COMPANY INC COMMON STOCK 081437105 411,525.00 411,525.00 411,525.00 411,525.00
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BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 263,810.00 263,810.00 263,810.00 263,810.00
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BERGEN BRUNSWIG CORP COMMON STOCK 083739102 86,535.00 86,535.00 86,535.00 86,535.00
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BERINGER WINE ESTATES COMMON STOCK
CLASS B 084102102 312,112.50 312,112.50 312,112.50 312,112.50
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BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 655,200.00 655,200.00 655,200.00 655,200.00
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BEST BUY INC COMMON STOCK 086516101 3,732,400.00 3,732,400.00 3,732,400.00 3,732,400.00
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BESTFOODS COMMON STOCK 08658U101 2,778,292.20 2,778,292.20 2,778,292.20 2,778,292.20
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BETHLEHEM STEEL CORP COMMON STOCK 087509105 163,620.00 163,620.00 163,620.00 163,620.00
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BILLING CONCEPTS CORP COMMON STOCK 090063108 120,722.27 120,722.27 120,722.27 120,722.27
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BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 202,697.65 202,697.65 202,697.65 202,697.65
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BINDVIEW DEVELOPMENT CORP. COMMON STOCK 090327107 2,031,454.80 2,031,454.80 2,031,454.80 2,031,454.80
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BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 363,630.00 363,630.00 363,630.00 363,630.00
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BIOGEN INC COMMON STOCK 090597105 2,625,902.50 2,625,902.50 2,625,902.50 2,625,902.50
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BIOMATRIX INC COMMON STOCK 09060P102 256,530.00 256,530.00 256,530.00 256,530.00
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BIOMET INC COMMON STOCK 090613100 873,727.50 873,727.50 873,727.50 873,727.50
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BIRMINGHAM STEEL CORP COMMON STOCK 091250100 67,086.25 67,086.25 67,086.25 67,086.25
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BLACK & DECKER CORP COMMON STOCK 091797100 696,775.10 696,775.10 696,775.10 696,775.10
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BLACK BOX CORP COMMON STOCK 091826107 603,028.14 603,028.14 603,028.14 603,028.14
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H&R BLOCK INC COMMON STOCK 093671105 1,870,997.50 1,870,997.50 1,870,997.50 1,870,997.50
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BOB EVANS FARMS INC COMMON STOCK 096761101 1,387,500.00 1,387,500.00 1,387,500.00 1,387,500.00
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BOEING CO (THE) COMMON STOCK 097023105 9,968,022.62 9,968,022.62 9,968,022.62 9,968,022.62
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BOISE CASCADE CORP COMMON STOCK 097383103 422,212.50 422,212.50 422,212.50 422,212.50
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BOMBAY COMPANY INC COMMON STOCK 097924104 51,998.40 51,998.40 51,998.40 51,998.40
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BORDERS GROUP INC COMMON STOCK 099709107 929,988.57 929,988.57 929,988.57 929,988.57
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BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,873,751.04 1,873,751.04 1,873,751.04 1,873,751.04
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BOWATER INC COMMON STOCK 102183100 263,672.50 263,672.50 263,672.50 263,672.50
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BOWNE & COMPANY INC COMMON STOCK 103043105 207,931.25 207,931.25 207,931.25 207,931.25
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BRADY CORPORATION CL A COMMON STOCK 104674106 1,850,324.71 1,850,324.71 1,850,324.71 1,850,324.71
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BRIGGS & STRATTON CORP COMMON STOCK 109043109 205,625.00 205,625.00 205,625.00 205,625.00
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BRIGHTPOINT INC COMMON STOCK 109473108 288,977.50 288,977.50 288,977.50 288,977.50
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BRINKER INTERNATIONAL INC COMMON STOCK 109641100 382,368.56 382,368.56 382,368.56 382,368.56
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BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 25,816,848.80 25,816,848.80 25,816,848.80 25,816,848.80
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BRITISH AIRWAYS PLC ADR 110419306 1,343,750.00 1,343,750.00 1,343,750.00 1,343,750.00
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BRITISH TELECOMMUNICATIONS PLC ADR 111021408 2,633,750.00 2,633,750.00 2,633,750.00 2,633,750.00
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BROADWING INC COMMON STOCK 111620100 761,589.76 761,589.76 761,589.76 761,589.76
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BROOKS AUTOMATION INC COMMON STOCK 11434A100 1,875,000.00 1,875,000.00 1,875,000.00 1,875,000.00
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BROWN-FORMAN CORP COMMON STOCK CLASS B115637209 1,983,684.28 1,983,684.28 1,983,684.28 1,983,684.28
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BRUNSWICK CORP COMMON STOCK 117043109 489,521.45 489,521.45 489,521.45 489,521.45
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BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 273,892.50 273,892.50 273,892.50 273,892.50
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BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 2,142,939.00 2,142,939.00 2,142,939.00 2,142,939.00
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BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,711,990.00 1,711,990.00 1,711,990.00 1,711,990.00
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BURNS INTERNATIONAL SERVICES COMMON STOCK 122374101 476,700.00 476,700.00 476,700.00 476,700.00
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BURR BROWN CORP COMMON STOCK 122574106 1,341,703.13 1,341,703.13 1,341,703.13 1,341,703.13
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BUSINESS OBJECTS SA COMMON STOCK 12328X107 955,200.00 955,200.00 955,200.00 955,200.00
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C&D TECHNOLOGY INC COMMON STOCK 124661109 342,790.00 342,790.00 342,790.00 342,790.00
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CBS CORPORATION COMMON STOCK 12490K107 9,150,033.75 9,150,033.75 9,150,033.75 9,150,033.75
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C COR ELECTRONICS INC COMMON STOCK 125010108 2,628,360.00 2,628,360.00 2,628,360.00 2,628,360.00
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C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 1,309,159.76 1,309,159.76 1,309,159.76 1,309,159.76
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CDW COMPUTER CENTERS INC COMMON STOCK 125129106 350,413.55 350,413.55 350,413.55 350,413.55
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CEC ENTERTAINMENT INC COMMON STOCK 125137109 966,192.50 966,192.50 966,192.50 966,192.50
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CH ENERGY GROUP INC COMMON STOCK 12541M102 223,863.75 223,863.75 223,863.75 223,863.75
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C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 798,267.50 798,267.50 798,267.50 798,267.50
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CIGNA CORP COMMON STOCK 125509109 2,774,343.75 2,774,343.75 2,774,343.75 2,774,343.75
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C.I.T. GROUP INC CLASS A SHARES 125577106 526,500.00 526,500.00 526,500.00 526,500.00
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CKE RESTAURANTS INC COMMON STOCK 12561E105 141,882.00 141,882.00 141,882.00 141,882.00
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CK WITCO CORP COMMON STOCK 12562C108 302,594.65 302,594.65 302,594.65 302,594.65
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CMS ENERGY CORP COMMON STOCK 125896100 447,687.50 447,687.50 447,687.50 447,687.50
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CNA SURETY COMMON STOCK 12612L108 267,590.40 267,590.40 267,590.40 267,590.40
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CNET NETWORKS INC COMMON STOCK 12613R104 456,183.00 456,183.00 456,183.00 456,183.00
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CSG SYS INTL INC COMMON STOCK 126349109 236,250.08 236,250.08 236,250.08 236,250.08
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CSX CORP COMMON STOCK 126408103 1,083,115.00 1,083,115.00 1,083,115.00 1,083,115.00
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CTC COMMUNICATIONS GROUP INC COMMON STOCK 126419100 2,314,537.50 2,314,537.50 2,314,537.50 2,314,537.50
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CTS CORP COMMON STOCK 126501105 2,237,250.00 2,237,250.00 2,237,250.00 2,237,250.00
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CUNO INCORPORATED COMMON STOCK 126583103 805,612.50 805,612.50 805,612.50 805,612.50
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CVS CORP COMMON STOCK 126650100 3,117,646.00 3,117,646.00 3,117,646.00 3,117,646.00
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CABLE & WIRELESS PLC ADR 126830207 2,195,200.00 2,195,200.00 2,195,200.00 2,195,200.00
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CABLETRON SYSTEMS INC COMMON STOCK 126920107 1,134,667.52 1,134,667.52 1,134,667.52 1,134,667.52
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CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 425,569.98 425,569.98 425,569.98 425,569.98
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CABOT CORP COMMON STOCK 127055101 1,814,750.00 1,814,750.00 1,814,750.00 1,814,750.00
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CABOT OIL AND GAS CORP COMMON STOCK 127097103 196,875.80 196,875.80 196,875.80 196,875.80
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CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 477,665.00 477,665.00 477,665.00 477,665.00
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CAL DIVE INT'L INC COMMON STOCK 127914109 349,667.50 349,667.50 349,667.50 349,667.50
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CALLAWAY GOLF CO COMMON STOCK 131193104 2,080,100.00 2,080,100.00 2,080,100.00 2,080,100.00
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CALPINE CORP COMMON STOCK 131347106 560,240.00 560,240.00 560,240.00 560,240.00
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CAMBREX CORP COMMON STOCK 132011107 477,195.00 477,195.00 477,195.00 477,195.00
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CAMBRIDGE TECHNOLOGY PARTNERS COMMON STOCK 132524109 609,340.66 609,340.66 609,340.66 609,340.66
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CAMPBELL SOUP CO COMMON STOCK 134429109 3,931,387.50 3,931,387.50 3,931,387.50 3,931,387.50
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CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 410,550.00 410,550.00 410,550.00 410,550.00
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CANON INC SPONSORED ADR COMMON STOCK 138006309 3,234,375.00 3,234,375.00 3,234,375.00 3,234,375.00
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CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 4,118,267.67 4,118,267.67 4,118,267.67 4,118,267.67
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CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 156,928.75 156,928.75 156,928.75 156,928.75
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CARDINAL HEALTH INC COMMON STOCK 14149Y108 3,682,294.50 3,682,294.50 3,682,294.50 3,682,294.50
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CARLTON COMMUNICATIONS PLC COMMON STOCK
SPONSORED ADR 142872209 2,056,250.00 2,056,250.00 2,056,250.00 2,056,250.00
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CARNIVAL CORP COMMON STOCK 143658102 4,190,250.56 4,190,250.56 4,190,250.56 4,190,250.56
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CAROLINA FIRST CORP COMMON STOCK 143877108 147,393.75 147,393.75 147,393.75 147,393.75
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CAROLINA POWER & LIGHT CO COMMON STOCK 144141108 1,091,180.68 1,091,180.68 1,091,180.68 1,091,180.68
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CASEYS GENERAL STORES INC COMMON STOCK 147528103 249,581.25 249,581.25 249,581.25 249,581.25
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CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 138,249.69 138,249.69 138,249.69 138,249.69
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CATALINA MARKETING CORP COMMON STOCK 148867104 3,073,950.00 3,073,950.00 3,073,950.00 3,073,950.00
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CATERPILLAR INC COMMON STOCK 149123101 2,976,704.76 2,976,704.76 2,976,704.76 2,976,704.76
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CATO CORP COMMON STOCK 149205106 136,182.50 136,182.50 136,182.50 136,182.50
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CELGENE CORP COMMON STOCK 151020104 1,592,992.00 1,592,992.00 1,592,992.00 1,592,992.00
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CENDANT CORPORATION COMMON STOCK 151313103 3,356,344.00 3,356,344.00 3,356,344.00 3,356,344.00
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CENTEX CORP COMMON STOCK 152312104 306,698.56 306,698.56 306,698.56 306,698.56
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CENTOCOR INC DEBENTURES 152342AE1 830,625.00 830,625.00 830,625.00 830,625.00
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CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 772,055.50 772,055.50 772,055.50 772,055.50
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CENTRAL NEWSPAPERS INC COMMON STOCK
CLASS A 154647101 3,732,375.00 3,732,375.00 3,732,375.00 3,732,375.00
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CENTRAL PKG CORP COMMON STOCK 154785109 327,600.00 327,600.00 327,600.00 327,600.00
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CENTURA BANKS INC COMMON STOCK 15640T100 801,251.88 801,251.88 801,251.88 801,251.88
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CENTURYTEL INC COMMON STOCK 156700106 3,703,775.63 3,703,775.63 3,703,775.63 3,703,775.63
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CEPHALON INC COMMON STOCK 156708109 2,034,375.00 2,034,375.00 2,034,375.00 2,034,375.00
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CERIDIAN CORP COMMON STOCK 15677T106 2,001,971.58 2,001,971.58 2,001,971.58 2,001,971.58
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CERNER CORP COMMON STOCK 156782104 400,680.00 400,680.00 400,680.00 400,680.00
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CHAMPION ENTERPRISES INC COMMON STOCK 158496109 119,772.50 119,772.50 119,772.50 119,772.50
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CHAMPION INTERNATIONAL CORP COMMON STOCK 158525105 2,764,740.00 2,764,740.00 2,764,740.00 2,764,740.00
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CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 420,924.00 420,924.00 420,924.00 420,924.00
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CHARMING SHOPPES INC COMMON STOCK 161133103 300,842.30 300,842.30 300,842.30 300,842.30
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CHARTER COMMUNICATIONS INC-A COMMON STOCK 16117M107 823,860.00 823,860.00 823,860.00 823,860.00
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CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 19,019,756.90 19,019,756.90 19,019,756.90 19,019,756.90
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CHEAP TICKETS INC. COMMON STOCK 162672109 271,200.00 271,200.00 271,200.00 271,200.00
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CHECKFREE HOLDINGS CORP COMMON STOCK 162816102 364,485.00 364,485.00 364,485.00 364,485.00
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CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 110,550.00 110,550.00 110,550.00 110,550.00
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CHEESECAKE FACTORY INC COMMON STOCK 163072101 373,376.25 373,376.25 373,376.25 373,376.25
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CHESAPEAKE CORP COMMON STOCK 165159104 224,079.96 224,079.96 224,079.96 224,079.96
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CHEVRON CORP COMMON STOCK 166751107 16,770,382.70 16,770,382.70 16,770,382.70 16,770,382.70
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CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 136,705.00 136,705.00 136,705.00 136,705.00
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CHIRON CORP COMMON STOCK 170040109 858,348.75 858,348.75 858,348.75 858,348.75
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CHITTENDEN CORP COMMON STOCK 170228100 757,018.50 757,018.50 757,018.50 757,018.50
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CHOICEPOINT INC COMMON STOCK 170388102 488,491.25 488,491.25 488,491.25 488,491.25
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CHRIS-CRAFT INDUSTRIES INC COMMON STOCK 170520100 205,517.95 205,517.95 205,517.95 205,517.95
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CHUBB CAPITAL CORP COMMON STOCK 171232101 4,130,065.06 4,130,065.06 4,130,065.06 4,130,065.06
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CIBER INC COMMON STOCK 17163B102 2,737,775.00 2,737,775.00 2,737,775.00 2,737,775.00
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CIENA CORPORATION COMMON STOCK 171779101 1,087,828.13 1,087,828.13 1,087,828.13 1,087,828.13
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CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,300,733.88 1,300,733.88 1,300,733.88 1,300,733.88
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CINERGY CORP COMMON STOCK 172474108 731,193.50 731,193.50 731,193.50 731,193.50
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CIRCUIT CITY STORES INC COMMON STOCK 172737108 10,305,528.75 10,305,528.75 10,305,528.75 10,305,528.75
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CIRRUS LOGIC CONV DEBENTURES 172755AC4 585,000.00 585,000.00 585,000.00 585,000.00
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CISCO SYSTEMS INC COMMON STOCK 17275R102 121,380,458.60 121,380,458.60 121,380,458.60 121,380,458.60
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CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 1,826,697.10 1,826,697.10 1,826,697.10 1,826,697.10
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CINTAS CORP COMMON STOCK 172908105 619,742.41 619,742.41 619,742.41 619,742.41
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CITIGROUP INC COMMON STOCK 172967101 49,691,415.70 49,691,415.70 49,691,415.70 49,691,415.70
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CITRIX SYS INC COMMON STOCK 177376100 3,260,825.00 3,260,825.00 3,260,825.00 3,260,825.00
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CITY NATIONAL CORP COMMON STOCK 178566105 3,072,254.40 3,072,254.40 3,072,254.40 3,072,254.40
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CLARCOR INC COMMON STOCK 179895107 185,132.50 185,132.50 185,132.50 185,132.50
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CLAYTON HOMES INC COMMON STOCK 184190106 134,561.25 134,561.25 134,561.25 134,561.25
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CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 7,164,353.76 7,164,353.76 7,164,353.76 7,164,353.76
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CLOROX CO COMMON STOCK 189054109 3,003,390.00 3,003,390.00 3,003,390.00 3,003,390.00
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COASTAL CORP COMMON STOCK 190441105 3,188,260.00 3,188,260.00 3,188,260.00 3,188,260.00
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COCA-COLA BOTTLING CO COMMON STOCK 191098102 204,336.82 204,336.82 204,336.82 204,336.82
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COCA-COLA CO COMMON STOCK 191216100 24,634,884.50 24,634,884.50 24,634,884.50 24,634,884.50
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COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 1,945,108.02 1,945,108.02 1,945,108.02 1,945,108.02
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COEUR D'ALENE MINES CO COMMON STOCK 192108108 36,859.35 36,859.35 36,859.35 36,859.35
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COGNEX CORP COMMON STOCK 192422103 1,063,171.41 1,063,171.41 1,063,171.41 1,063,171.41
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COHERENT INC COMMON STOCK 192479103 573,040.00 573,040.00 573,040.00 573,040.00
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COHU INC COMMON STOCK 192576106 366,845.60 366,845.60 366,845.60 366,845.60
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COLGATE-PALMOLIVE CO COMMON STOCK 194162103 9,867,034.38 9,867,034.38 9,867,034.38 9,867,034.38
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COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,031,542.50 1,031,542.50 1,031,542.50 1,031,542.50
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COLUMBIA/HCA HEALTHCARE CORP COMMON STOCK 197677107 3,019,797.54 3,019,797.54 3,019,797.54 3,019,797.54
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COMCAST CORP COMMON STOCK
SPECIAL CLASS A 200300200 8,975,588.75 8,975,588.75 8,975,588.75 8,975,588.75
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COMDISCO INC COMMON STOCK 200336105 1,254,694.38 1,254,694.38 1,254,694.38 1,254,694.38
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COMERICA INC COMMON STOCK 200340107 1,392,343.75 1,392,343.75 1,392,343.75 1,392,343.75
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COMMERCE BANCORP INC COMMON STOCK 200519106 1,002,996.00 1,002,996.00 1,002,996.00 1,002,996.00
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COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 777,135.63 777,135.63 777,135.63 777,135.63
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COMMSCOPE INC COMMON STOCK 203372107 1,552,162.50 1,552,162.50 1,552,162.50 1,552,162.50
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COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 354,720.00 354,720.00 354,720.00 354,720.00
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CIA TELECOM CHILE SPONSORED ADR 204449300 366,275.00 366,275.00 366,275.00 366,275.00
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COMPAQ COMPUTER CORP COMMON STOCK 204493100 10,616,692.10 10,616,692.10 10,616,692.10 10,616,692.10
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COMPASS BANCSHARES INC COMMON STOCK 20449H109 215,319.60 215,319.60 215,319.60 215,319.60
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COMPLETE BUSINESS SOLUTIONS COMMON STOCK 20452F107 469,875.00 469,875.00 469,875.00 469,875.00
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COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 8,068,667.78 8,068,667.78 8,068,667.78 8,068,667.78
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COMPUTER SCIENCES CORP COMMON STOCK 205363104 2,805,772.50 2,805,772.50 2,805,772.50 2,805,772.50
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COMPUWARE CORP COMMON STOCK 205638109 1,611,664.24 1,611,664.24 1,611,664.24 1,611,664.24
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COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 6,111,315.00 6,111,315.00 6,111,315.00 6,111,315.00
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CONAGRA INC COMMON STOCK 205887102 1,935,115.63 1,935,115.63 1,935,115.63 1,935,115.63
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COM21 INC COMMON STOCK 205937105 1,132,700.00 1,132,700.00 1,132,700.00 1,132,700.00
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CONCORD COMMUNICATIONS COMMON STOCK 206186108 224,396.22 224,396.22 224,396.22 224,396.22
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CONCORD EFS INC COMMON STOCK 206197105 2,786,157.39 2,786,157.39 2,786,157.39 2,786,157.39
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CONE MILLS CORP COMMON STOCK 206814105 47,432.00 47,432.00 47,432.00 47,432.00
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CONEXANT SYSTEMS INC COMMON STOCK 207142100 3,240,440.00 3,240,440.00 3,240,440.00 3,240,440.00
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CONMED CORP COMMON STOCK 207410101 1,113,379.35 1,113,379.35 1,113,379.35 1,113,379.35
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CONOCO INC CLASS A 208251306 931,440.63 931,440.63 931,440.63 931,440.63
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CONOCO INC COMMON STOCK 208251405 3,404,127.50 3,404,127.50 3,404,127.50 3,404,127.50
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CONSECO INC COMMON STOCK 208464107 815,160.74 815,160.74 815,160.74 815,160.74
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CONSOLIDATED EDISON INC COMMON STOCK 209115104 1,486,250.00 1,486,250.00 1,486,250.00 1,486,250.00
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CONSOLIDATED PAPERS INC COMMON STOCK 209759109 1,839,210.45 1,839,210.45 1,839,210.45 1,839,210.45
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CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 120,350.06 120,350.06 120,350.06 120,350.06
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CONSOLIDATED STORES CORP COMMON STOCK 210149100 1,151,309.25 1,151,309.25 1,151,309.25 1,151,309.25
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CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,180,650.00 1,180,650.00 1,180,650.00 1,180,650.00
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CONVERGYS CORP COMMON STOCK 212485106 556,586.25 556,586.25 556,586.25 556,586.25
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COOPER CAMERON CORP COMMON STOCK 216640102 742,312.50 742,312.50 742,312.50 742,312.50
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COOPER INDUSTRIES INC COMMON STOCK 216669101 770,035.00 770,035.00 770,035.00 770,035.00
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COOPER TIRE & RUBBER CO COMMON STOCK 216831107 205,765.56 205,765.56 205,765.56 205,765.56
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COORS (ADOLPH) CO COMMON STOCK 217016104 379,149.16 379,149.16 379,149.16 379,149.16
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COPART INC COMMON STOCK 217204106 416,500.00 416,500.00 416,500.00 416,500.00
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COPPER MOUNTAIN NETWORKS INC COMMON STOCK 217510106 245,811.00 245,811.00 245,811.00 245,811.00
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COR THERAPEUTICS INC COMMON STOCK 217753102 738,315.20 738,315.20 738,315.20 738,315.20
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CORN PRODUCTS INTL INC COMMON STOCK 219023108 940,102.34 940,102.34 940,102.34 940,102.34
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CORNING INC COMMON STOCK 219350105 13,515,010.00 13,515,010.00 13,515,010.00 13,515,010.00
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CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 487,200.00 487,200.00 487,200.00 487,200.00
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CORUS GROUP PLC-SPONS ADR COMMON STOCK 22087M101 1,256,250.00 1,256,250.00 1,256,250.00 1,256,250.00
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COST PLUS INC COMMON STOCK 221485105 1,972,930.20 1,972,930.20 1,972,930.20 1,972,930.20
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COSTCO WHOLESALE CORP COMMON STOCK 22160K105 7,467,851.27 7,467,851.27 7,467,851.27 7,467,851.27
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COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 657,815.00 657,815.00 657,815.00 657,815.00
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COVAD COMMUNICATIONS GROUP COMMON STOCK 222814204 652,500.00 652,500.00 652,500.00 652,500.00
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COVANCE INC COMMON STOCK 222816100 415,756.25 415,756.25 415,756.25 415,756.25
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COVENTRY HEALTH CARE INC COMMON STOCK 222862104 219,810.00 219,810.00 219,810.00 219,810.00
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CRANE CO COMMON STOCK 224399105 619,916.22 619,916.22 619,916.22 619,916.22
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CREE,INC COMMON STOCK 225447101 857,850.00 857,850.00 857,850.00 857,850.00
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CROSS TIMBERS OIL CO COMMON STOCK 227573102 282,792.30 282,792.30 282,792.30 282,792.30
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CROWN CASTLE INTL CORP COMMON STOCK 228227104 2,935,312.50 2,935,312.50 2,935,312.50 2,935,312.50
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CROWN CORK & SEAL CO INC COMMON STOCK 228255105 442,560.00 442,560.00 442,560.00 442,560.00
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CULLEN/FROST BANKERS INC COMMON STOCK 229899109 620,476.39 620,476.39 620,476.39 620,476.39
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CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 338,058.00 338,058.00 338,058.00 338,058.00
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CYBERSOURCE CORP COMMON STOCK 23251J106 372,500.00 372,500.00 372,500.00 372,500.00
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CYBEX COMPUTER PRODUCTS CORP COMMON STOCK 232522102 322,258.13 322,258.13 322,258.13 322,258.13
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CYGNUS INC COMMON STOCK 232560102 156,165.00 156,165.00 156,165.00 156,165.00
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CYMER INC COMMON STOCK 232572107 850,000.00 850,000.00 850,000.00 850,000.00
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CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 510,379.20 510,379.20 510,379.20 510,379.20
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CYTEC INDUSTRIES INC COMMON STOCK 232820100 938,350.00 938,350.00 938,350.00 938,350.00
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DPL INC COMMON STOCK 233293109 274,364.44 274,364.44 274,364.44 274,364.44
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DQE INC COMMON STOCK 23329J104 1,518,653.50 1,518,653.50 1,518,653.50 1,518,653.50
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DR HORTON INC COMMON STOCK 23331A109 833,420.91 833,420.91 833,420.91 833,420.91
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D S T SYSTEMS INC DEL COMMON STOCK 233326107 394,167.59 394,167.59 394,167.59 394,167.59
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DSP GROUP INC COMMON STOCK 23332B106 699,600.00 699,600.00 699,600.00 699,600.00
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DTE ENERGY COMPANY COMMON STOCK 233331107 889,140.00 889,140.00 889,140.00 889,140.00
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DVI INC COMMON STOCK 233343102 183,825.00 183,825.00 183,825.00 183,825.00
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DAIN RAUSCHER CORP COMMON STOCK 233856103 1,120,269.63 1,120,269.63 1,120,269.63 1,120,269.63
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DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 1,442,232.50 1,442,232.50 1,442,232.50 1,442,232.50
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DANA CORP COMMON STOCK 235811106 1,635,635.24 1,635,635.24 1,635,635.24 1,635,635.24
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DANAHER CORP COMMON STOCK 235851102 3,767,625.00 3,767,625.00 3,767,625.00 3,767,625.00
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DARDEN RESTAURANTS INC COMMON STOCK 237194105 486,980.08 486,980.08 486,980.08 486,980.08
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DATASCOPE CORP COMMON STOCK 238113104 214,630.00 214,630.00 214,630.00 214,630.00
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DAVOX CORP COMMON STOCK 239208101 478,825.00 478,825.00 478,825.00 478,825.00
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DEERE & CO COMMON STOCK 244199105 1,885,560.00 1,885,560.00 1,885,560.00 1,885,560.00
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DELL COMPUTER CORP COMMON STOCK 247025109 31,155,629.30 31,155,629.30 31,155,629.30 31,155,629.30
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DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1,915,824.00 1,915,824.00 1,915,824.00 1,915,824.00
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DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 275,015.25 275,015.25 275,015.25 275,015.25
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DELTA & PINE LAND CO COMMON STOCK 247357106 339,937.00 339,937.00 339,937.00 339,937.00
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DELTA AIR LINES INC COMMON STOCK 247361108 1,449,997.50 1,449,997.50 1,449,997.50 1,449,997.50
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DELUXE CORP COMMON STOCK 248019101 989,245.00 989,245.00 989,245.00 989,245.00
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DENDRITE INTL INC COMMON STOCK 248239105 365,141.28 365,141.28 365,141.28 365,141.28
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DEPARTMENT 56 INC COMMON STOCK 249509100 756,893.20 756,893.20 756,893.20 756,893.20
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DESCARTES SYSTEMS GROUP INC COMMON STOCK 249906108 1,724,775.00 1,724,775.00 1,724,775.00 1,724,775.00
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DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3,409,052.40 3,409,052.40 3,409,052.40 3,409,052.40
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DEVRY INC COMMON STOCK 251893103 577,365.00 577,365.00 577,365.00 577,365.00
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DEXTER CORP COMMON STOCK 252165105 664,620.00 664,620.00 664,620.00 664,620.00
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DIAGEO PLC - SPONSORED ADR COMMON STOCK 25243Q205 1,355,625.00 1,355,625.00 1,355,625.00 1,355,625.00
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DIAL CORP COMMON STOCK 25247D101 137,637.50 137,637.50 137,637.50 137,637.50
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DIAMOND OFFSHORE DRILL COMMON STOCK 25271C102 1,118,236.00 1,118,236.00 1,118,236.00 1,118,236.00
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DIAMOND OFFSHORE DRILL CONVERTIBLE BOND 25271CAA0 349,500.00 349,500.00 349,500.00 349,500.00
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DIEBOLD INC COMMON STOCK 253651103 652,630.00 652,630.00 652,630.00 652,630.00
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DIGITAL MICROWAVE CORP COMMON STOCK 253859102 3,093,126.25 3,093,126.25 3,093,126.25 3,093,126.25
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DILLARDS INC COMMON STOCK 254067101 497,876.73 497,876.73 497,876.73 497,876.73
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DIME BANCORP INC COMMON STOCK 25429Q102 521,145.00 521,145.00 521,145.00 521,145.00
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DIMON INC. COMMON STOCK 254394109 45,481.25 45,481.25 45,481.25 45,481.25
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DIONEX CORP COMMON STOCK 254546104 619,544.97 619,544.97 619,544.97 619,544.97
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DISNEY (WALT) COMPANY HOLDING COMMON STOCK 254687106 21,215,445.00 21,215,445.00 21,215,445.00 21,215,445.00
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DIXIE GROUP CONVERTIBLE
DEBENTURES 255519AA8 55,440.00 55,440.00 55,440.00 55,440.00
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DOLLAR GENERAL CORP COMMON STOCK 256669102 1,500,323.75 1,500,323.75 1,500,323.75 1,500,323.75
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DOLLAR TREE STORES INC COMMON STOCK 256747106 310,143.75 310,143.75 310,143.75 310,143.75
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DOMINION RESOURCES COMMON STOCK 25746U109 1,940,837.88 1,940,837.88 1,940,837.88 1,940,837.88
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DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,374,304.68 1,374,304.68 1,374,304.68 1,374,304.68
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DOVER CORP COMMON STOCK 260003108 2,063,412.50 2,063,412.50 2,063,412.50 2,063,412.50
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DOW CHEMICAL CO COMMON STOCK 260543103 6,309,900.00 6,309,900.00 6,309,900.00 6,309,900.00
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DOW JONES & COMPANY INC COMMON STOCK 260561105 2,384,876.52 2,384,876.52 2,384,876.52 2,384,876.52
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DOWNEY FINANCIAL CORP COMMON STOCK 261018105 264,180.00 264,180.00 264,180.00 264,180.00
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DRIL-QUIP COMMON STOCK 262037104 2,653,137.50 2,653,137.50 2,653,137.50 2,653,137.50
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DSET CORP COMMON STOCK 262504103 1,104,376.30 1,104,376.30 1,104,376.30 1,104,376.30
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DSL.NET INC COMMON STOCK 262506108 240,475.80 240,475.80 240,475.80 240,475.80
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EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 14,531,319.00 14,531,319.00 14,531,319.00 14,531,319.00
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DUKE ENERGY CORP COMMON STOCK 264399106 6,289,605.00 6,289,605.00 6,289,605.00 6,289,605.00
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DUN & BRADSTREET CORP COMMON STOCK 26483B106 2,167,485.00 2,167,485.00 2,167,485.00 2,167,485.00
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DUPONT PHOTOMASKS COMMON STOCK 26613X101 405,559.00 405,559.00 405,559.00 405,559.00
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DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 241,315.20 241,315.20 241,315.20 241,315.20
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DURA PHARMACEUTICALS INC CONVERTIBLE BOND 26632SAA7 1,076,343.75 1,076,343.75 1,076,343.75 1,076,343.75
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DUSA PHARMACEUTICALS INC COMMONSTOCK 266898$Z1 349,500.45 349,500.45 349,500.45 349,500.45
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DUSA PHARMACEUTICALS INC COMMONSTOCK 266898105 1,338,078.30 1,338,078.30 1,338,078.30 1,338,078.30
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DYCOM INDUSTRIES INC COMMON STOCK 267475101 3,766,912.50 3,766,912.50 3,766,912.50 3,766,912.50
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DYNEGY INC COMMON STOCK 26816Q101 833,006.25 833,006.25 833,006.25 833,006.25
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ELG INC COMMON STOCK 268484102 297,096.25 297,096.25 297,096.25 297,096.25
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EMC CORP COMMON STOCK 268648102 29,883,500.00 29,883,500.00 29,883,500.00 29,883,500.00
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ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 475,043.75 475,043.75 475,043.75 475,043.75
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ENI SPA SPONSORED ADR 26874R108 1,268,750.00 1,268,750.00 1,268,750.00 1,268,750.00
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E PIPHANY INC COMMON STOCK 26881V100 534,248.00 534,248.00 534,248.00 534,248.00
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ESAT TELECOM GROUP PLC-ADR COMMON STOCK 26883Y102 1,218,475.00 1,218,475.00 1,218,475.00 1,218,475.00
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E_TEK DYNAMIC COMMON STOCK 269240107 1,411,500.00 1,411,500.00 1,411,500.00 1,411,500.00
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E TRADE GROUP INC COMMON STOCK 269246104 2,818,193.75 2,818,193.75 2,818,193.75 2,818,193.75
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EARTHGRAINS COMPANY COMMON STOCK 270319106 279,650.00 279,650.00 279,650.00 279,650.00
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EASTERN ENTERPRISES COMMON STOCK 27637F100 349,071.25 349,071.25 349,071.25 349,071.25
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EASTERN UTILITIES ASSOCIATES COMMON STOCK 277173100 285,512.50 285,512.50 285,512.50 285,512.50
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EASTMAN CHEMICAL CO COMMON STOCK 277432100 756,665.00 756,665.00 756,665.00 756,665.00
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EASTMAN KODAK CO COMMON STOCK 277461109 5,364,939.36 5,364,939.36 5,364,939.36 5,364,939.36
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EATON CORP COMMON STOCK 278058102 2,000,700.00 2,000,700.00 2,000,700.00 2,000,700.00
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EATON VANCE CORP COMMON STOCK 278265103 668,958.46 668,958.46 668,958.46 668,958.46
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ECHOSTAR COMMUNICATION COMMON STOCK 278762109 4,025,050.00 4,025,050.00 4,025,050.00 4,025,050.00
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ECOLAB INC COMMON STOCK 278865100 998,987.01 998,987.01 998,987.01 998,987.01
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EDISON INTERNATIONAL COMMON STOCK 281020107 1,216,975.76 1,216,975.76 1,216,975.76 1,216,975.76
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EDO CORP CONVERTIBLE BONDS 281347AB0 196,875.00 196,875.00 196,875.00 196,875.00
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J.D. EDWARDS & CO COMMON STOCK 281667105 488,430.00 488,430.00 488,430.00 488,430.00
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EDWARDS (AG) INC COMMON STOCK 281760108 338,600.00 338,600.00 338,600.00 338,600.00
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EFFICIENT NETWORKS INC COMMON STOCK 282056100 420,525.00 420,525.00 420,525.00 420,525.00
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EINSTEIN/NOAH BAGEL CONVERTIBLE BOND 282577AC9 100,000.00 100,000.00 100,000.00 100,000.00
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EL PASO ENERGY CORPORATION COMMON STOCK 283905107 1,952,858.00 1,952,858.00 1,952,858.00 1,952,858.00
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ELAN CORPORATION PLC ADR SPONSORED 284131208 1,719,500.00 1,719,500.00 1,719,500.00 1,719,500.00
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ELCOR CORP COMMON STOCK 284443108 301,530.00 301,530.00 301,530.00 301,530.00
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ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 676,280.00 676,280.00 676,280.00 676,280.00
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ELECTROGLAS INC COMMON STOCK 285324109 303,797.50 303,797.50 303,797.50 303,797.50
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ELECTRONIC ARTS INC COMMON STOCK 285512109 1,286,349.09 1,286,349.09 1,286,349.09 1,286,349.09
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ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 7,086,244.80 7,086,244.80 7,086,244.80 7,086,244.80
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ELOYALTY CORPORATION COMMON STOCK 290151109 1,394,777.50 1,394,777.50 1,394,777.50 1,394,777.50
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EMBOTELLADORA ANDINA-B ADR 29081P303 492,560.40 492,560.40 492,560.40 492,560.40
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EMERSON ELECTRIC CO COMMON STOCK 291011104 4,888,293.75 4,888,293.75 4,888,293.75 4,888,293.75
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EMISPHERE TECHNOLOGIES INC COMMON STOCK 291345106 1,400,625.00 1,400,625.00 1,400,625.00 1,400,625.00
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EMMIS BROADCASTING CORP COMMON STOCK
CLASS A 291525103 2,399,400.00 2,399,400.00 2,399,400.00 2,399,400.00
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EMPRESAS ICA SOCIEDAD CONVERTIBLE
SUBORDINATED DEBEN 292448AC1 206,500.00 206,500.00 206,500.00 206,500.00
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ENDESA SA SPONSORED ADR 29258N107 2,812,440.00 2,812,440.00 2,812,440.00 2,812,440.00
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ENDOSONICS CORP COMMON STOCK 29264K105 419,748.00 419,748.00 419,748.00 419,748.00
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ENERGEN CORP COMMON STOCK 29265N108 211,962.10 211,962.10 211,962.10 211,962.10
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ENERGY EAST CORPORATION COMMON STOCK 29266M109 231,800.40 231,800.40 231,800.40 231,800.40
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ENGELHARD CORP COMMON STOCK 292845104 406,862.50 406,862.50 406,862.50 406,862.50
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ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 238,712.50 238,712.50 238,712.50 238,712.50
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ENRON CORP COMMON STOCK 293561106 14,114,012.40 14,114,012.40 14,114,012.40 14,114,012.40
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ENTERGY CORP COMMON STOCK 29364G103 1,507,746.84 1,507,746.84 1,507,746.84 1,507,746.84
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ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 918,842.40 918,842.40 918,842.40 918,842.40
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ENZON INC COMMON STOCK 293904108 806,501.80 806,501.80 806,501.80 806,501.80
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ENZO BIOCHEM INC COMMON STOCK 294100102 782,268.00 782,268.00 782,268.00 782,268.00
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EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 151,300.00 151,300.00 151,300.00 151,300.00
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EQUIFAX INC COMMON STOCK 294429105 3,099,437.50 3,099,437.50 3,099,437.50 3,099,437.50
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ESPEED INC-CL A COMMONSTOCK 296643109 628,500.00 628,500.00 628,500.00 628,500.00
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ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 453,500.00 453,500.00 453,500.00 453,500.00
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ETOYS INC COMMON STOCK 297862104 168,017.00 168,017.00 168,017.00 168,017.00
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EVERGREEN RES INC COMMON STOCK 299900308 1,368,984.20 1,368,984.20 1,368,984.20 1,368,984.20
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EXAR CORP COMMON STOCK 300645108 1,595,832.60 1,595,832.60 1,595,832.60 1,595,832.60
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EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 1,862,819.20 1,862,819.20 1,862,819.20 1,862,819.20
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EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 1,470,750.00 1,470,750.00 1,470,750.00 1,470,750.00
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EXXON MOBIL CORP COMMON STOCK 30231G102 66,482,339.40 66,482,339.40 66,482,339.40 66,482,339.40
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FMC CORP COMMON STOCK 302491303 370,075.00 370,075.00 370,075.00 370,075.00
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FPL GROUP INC COMMON STOCK 302571104 1,747,131.66 1,747,131.66 1,747,131.66 1,747,131.66
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FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 379,409.24 379,409.24 379,409.24 379,409.24
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FAIR ISAAC & CO INC COMMON STOCK 303250104 240,636.25 240,636.25 240,636.25 240,636.25
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FAMILY DOLLAR STORES INC COMMON STOCK 307000109 3,442,721.04 3,442,721.04 3,442,721.04 3,442,721.04
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FARGO ELECTRONICS COMMON STOCK 30744P102 281,044.60 281,044.60 281,044.60 281,044.60
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FEDDERS CORP COMMON STOCK 313135105 87,823.98 87,823.98 87,823.98 87,823.98
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FHLMC COMMON STOCK 313400301 6,513,605.67 6,513,605.67 6,513,605.67 6,513,605.67
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FANNIE MAE COMMON STOCK 313586109 14,202,653.20 14,202,653.20 14,202,653.20 14,202,653.20
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FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 1,861,215.00 1,861,215.00 1,861,215.00 1,861,215.00
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FEDERATED INVESTORS INC-CL B COMMON STOCK 314211103 3,353,913.60 3,353,913.60 3,353,913.60 3,353,913.60
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FEDEX CORPORATION COMMON STOCK 31428X106 2,396,862.00 2,396,862.00 2,396,862.00 2,396,862.00
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FERRO CORP COMMON STOCK 315405100 585,480.44 585,480.44 585,480.44 585,480.44
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FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 405,050.71 405,050.71 405,050.71 405,050.71
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FIELDCREST CANNON INC CONVERTIBLE
DEBENTURES 316549AB0 28,750.00 28,750.00 28,750.00 28,750.00
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FIFTH THIRD BANCORP COMMON STOCK 316773100 6,026,706.00 6,026,706.00 6,026,706.00 6,026,706.00
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FILENET CORP COMMON STOCK 316869106 1,929,585.00 1,929,585.00 1,929,585.00 1,929,585.00
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FIRST AMERICAN FINANCIAL CORP COMMON STOCK 318522307 410,571.78 410,571.78 410,571.78 410,571.78
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FIRSTBANK CORP COMMON STOCK 318672102 218,726.25 218,726.25 218,726.25 218,726.25
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FIRST DATA CORP COMMON STOCK 319963104 3,934,444.50 3,934,444.50 3,934,444.50 3,934,444.50
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FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 983,580.00 983,580.00 983,580.00 983,580.00
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HEXCEL CORP CONVERTIBLE BOND 328291AA6 67,000.00 67,000.00 67,000.00 67,000.00
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FIRST SECURITY CORP COMMON STOCK 336294103 225,264.00 225,264.00 225,264.00 225,264.00
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FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 253,290.64 253,290.64 253,290.64 253,290.64
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FIRST UNION CORP COMMON STOCK 337358105 7,799,218.75 7,799,218.75 7,799,218.75 7,799,218.75
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FIRSTCOM CORPORATION COMMON STOCK 33763T104 1,982,846.00 1,982,846.00 1,982,846.00 1,982,846.00
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FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 5,477,263.85 5,477,263.85 5,477,263.85 5,477,263.85
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FISERV INC COMMON STOCK 337738108 1,372,274.67 1,372,274.67 1,372,274.67 1,372,274.67
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FIRSTENERGY CORP COMMON STOCK 337932107 1,974,658.13 1,974,658.13 1,974,658.13 1,974,658.13
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FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 9,612,092.50 9,612,092.50 9,612,092.50 9,612,092.50
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FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 213,875.00 213,875.00 213,875.00 213,875.00
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FLEMING COMPANIES INC COMMON STOCK 339130106 260,120.74 260,120.74 260,120.74 260,120.74
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FLORIDA PROGRESS CORP COMMON STOCK 341109106 946,401.25 946,401.25 946,401.25 946,401.25
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FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 229,600.00 229,600.00 229,600.00 229,600.00
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FLUOR CORP COMMON STOCK 343861100 504,060.00 504,060.00 504,060.00 504,060.00
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FOCAL COMMUNICATIONS CORP COMMON STOCK 344155106 750,400.00 750,400.00 750,400.00 750,400.00
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FOOTSTAR INC COMMON STOCK 344912100 257,922.50 257,922.50 257,922.50 257,922.50
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FORD MOTOR CO COMMON STOCK 345370100 11,820,968.20 11,820,968.20 11,820,968.20 11,820,968.20
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FOREST LABORATORIES INC COMMON STOCK 345838106 3,142,555.00 3,142,555.00 3,142,555.00 3,142,555.00
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FORT JAMES CORP COMMON STOCK 347471104 2,505,140.00 2,505,140.00 2,505,140.00 2,505,140.00
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FORTUNE BRANDS INC COMMON STOCK 349631101 2,030,250.00 2,030,250.00 2,030,250.00 2,030,250.00
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FOSSIL INC COMMON STOCK 349882100 1,001,697.38 1,001,697.38 1,001,697.38 1,001,697.38
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FOSTER WHEELER CORP COMMON STOCK 350244109 120,150.00 120,150.00 120,150.00 120,150.00
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FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 93,280.00 93,280.00 93,280.00 93,280.00
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FRANKLIN RESOURCES INC COMMON STOCK 354613101 3,533,622.16 3,533,622.16 3,533,622.16 3,533,622.16
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FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 424,268.79 424,268.79 424,268.79 424,268.79
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FREMONT GENERAL CORP COMMON STOCK 357288109 181,315.98 181,315.98 181,315.98 181,315.98
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FRIEDE GOLDMAN HALTER INC COMMON STOCK 358430106 119,941.25 119,941.25 119,941.25 119,941.25
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FRITZ COMPANIES INC COMMON STOCK 358846103 162,000.00 162,000.00 162,000.00 162,000.00
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FUJI PHOTO FILM COMPANY LTD ADR 359586302 2,860,000.00 2,860,000.00 2,860,000.00 2,860,000.00
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FURNITURE BRANDS INTL INC COMMON STOCK 360921100 512,062.64 512,062.64 512,062.64 512,062.64
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GATX CORP COMMON STOCK 361448103 935,560.00 935,560.00 935,560.00 935,560.00
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GPU INC COMMON STOCK 36225X100 721,605.00 721,605.00 721,605.00 721,605.00
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GTE CORP COMMON STOCK 362320103 18,793,345.00 18,793,345.00 18,793,345.00 18,793,345.00
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GALILEO INTERNATIONAL INC COMMON STOCK 363547100 2,836,909.80 2,836,909.80 2,836,909.80 2,836,909.80
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GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 2,923,050.00 2,923,050.00 2,923,050.00 2,923,050.00
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GANNETT COMPANY INC COMMON STOCK 364730101 4,302,727.50 4,302,727.50 4,302,727.50 4,302,727.50
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GAP INC COMMON STOCK 364760108 9,006,756.78 9,006,756.78 9,006,756.78 9,006,756.78
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GATEWAY INC COMMON STOCK 367626108 3,570,610.00 3,570,610.00 3,570,610.00 3,570,610.00
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GENCORP INC COMMON STOCK 368682100 141,515.00 141,515.00 141,515.00 141,515.00
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GENE LOGIC INC COMMON STOCK 368689105 1,059,962.40 1,059,962.40 1,059,962.40 1,059,962.40
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GENENTECH INC COMMON STOCK 368710406 2,869,000.00 2,869,000.00 2,869,000.00 2,869,000.00
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GENERAL BINDING CORP COMMON STOCK 369154109 357,484.93 357,484.93 357,484.93 357,484.93
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GENERAL COMMUNICATION INC COMMON STOCK CLASS A369385109 118,787.50 118,787.50 118,787.50 118,787.50
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GENERAL DYNAMICS CORP COMMON STOCK 369550108 2,116,365.00 2,116,365.00 2,116,365.00 2,116,365.00
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GENERAL ELECTRIC CO COMMON STOCK 369604103 115,871,925.60 115,871,925.60 115,871,925.60 115,871,925.60
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GENERAL MILLS INC COMMON STOCK 370334104 5,035,782.92 5,035,782.92 5,035,782.92 5,035,782.92
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GENERAL MOTORS CORP COMMON STOCK 370442105 11,244,213.40 11,244,213.40 11,244,213.40 11,244,213.40
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GENERAL MOTORS CORP COMMON STOCK
CLASS H 370442832 4,043,137.50 4,043,137.50 4,043,137.50 4,043,137.50
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GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 281,865.00 281,865.00 281,865.00 281,865.00
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GENTEX CORP COMMON STOCK 371901109 1,202,661.90 1,202,661.90 1,202,661.90 1,202,661.90
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GENUINE PARTS CO COMMON STOCK 372460105 1,997,621.25 1,997,621.25 1,997,621.25 1,997,621.25
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GEON CO COMMON STOCK 37246W105 225,750.00 225,750.00 225,750.00 225,750.00
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GENZYME CORP GENERAL DIVISION
COM STK 372917104 394,985.00 394,985.00 394,985.00 394,985.00
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GEORGIA-PACIFIC CORP COMMON STOCK 373298108 1,425,418.86 1,425,418.86 1,425,418.86 1,425,418.86
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GETTY IMAGES INC COMMON STOCK 374276103 1,498,572.90 1,498,572.90 1,498,572.90 1,498,572.90
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GILEAD SCIENCES INC COMMON STOCK 375558103 2,957,077.50 2,957,077.50 2,957,077.50 2,957,077.50
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GILLETTE CO COMMON STOCK 375766102 11,279,116.10 11,279,116.10 11,279,116.10 11,279,116.10
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GLAXO WELLCOME PLC ADR SPONSORED 37733W105 2,005,920.00 2,005,920.00 2,005,920.00 2,005,920.00
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GLOBAL MARINE INC COMMON STOCK 379352404 422,240.00 422,240.00 422,240.00 422,240.00
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GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,062,229.22 1,062,229.22 1,062,229.22 1,062,229.22
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GOODRICH (BF) CO (THE) COMMON STOCK 382388106 675,005.11 675,005.11 675,005.11 675,005.11
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GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 772,792.80 772,792.80 772,792.80 772,792.80
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GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 87,899.00 87,899.00 87,899.00 87,899.00
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GOTO.COM INC COMMON STOCK 38348T107 574,868.00 574,868.00 574,868.00 574,868.00
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W.R. GRACE & CO COMMON STOCK 38388F108 199,693.38 199,693.38 199,693.38 199,693.38
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GRACO INC COMMON STOCK 384109104 959,900.00 959,900.00 959,900.00 959,900.00
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GRAINGER (WW) INC COMMON STOCK 384802104 1,065,470.00 1,065,470.00 1,065,470.00 1,065,470.00
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GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 2,858,380.00 2,858,380.00 2,858,380.00 2,858,380.00
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GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 373,625.00 373,625.00 373,625.00 373,625.00
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GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 198,801.25 198,801.25 198,801.25 198,801.25
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GREY ADVERTISING INC COMMON STOCK 397838103 815,955.00 815,955.00 815,955.00 815,955.00
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GRIFFON CORP COMMON STOCK 398433102 103,118.40 103,118.40 103,118.40 103,118.40
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GUIDANT CORP COMMON STOCK 401698105 5,663,301.54 5,663,301.54 5,663,301.54 5,663,301.54
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GYMBOREE CORP COMMON STOCK 403777105 43,518.75 43,518.75 43,518.75 43,518.75
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HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 792,350.00 792,350.00 792,350.00 792,350.00
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HNC SOFTWARE INC COMMON STOCK 40425P107 1,142,182.70 1,142,182.70 1,142,182.70 1,142,182.70
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HSBC HOLDINGS PLC COMMON STOCK 404280406 3,656,220.00 3,656,220.00 3,656,220.00 3,656,220.00
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HA-LO INDUSTRIES INC COMMON STOCK 404429102 167,343.75 167,343.75 167,343.75 167,343.75
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HADCO CORP COMMON STOCK 404681108 1,342,261.25 1,342,261.25 1,342,261.25 1,342,261.25
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HAIN FOOD GROUP INC COMMON STOCK 405219106 226,496.00 226,496.00 226,496.00 226,496.00
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HALLIBURTON CO COMMON STOCK 406216101 4,027,840.00 4,027,840.00 4,027,840.00 4,027,840.00
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HANNAFORD BROTHERS CO COMMON STOCK 410550107 297,950.00 297,950.00 297,950.00 297,950.00
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HARBINGER CORP COMMON STOCK 41145C103 501,241.25 501,241.25 501,241.25 501,241.25
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HARCOURT GENERAL INC COMMON STOCK 41163G101 566,200.00 566,200.00 566,200.00 566,200.00
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HARLAND (JOHN H) CO COMMON STOCK 412693103 181,170.00 181,170.00 181,170.00 181,170.00
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HARLEY-DAVIDSON INC COMMON STOCK 412822108 3,001,565.63 3,001,565.63 3,001,565.63 3,001,565.63
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HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,080,000.00 1,080,000.00 1,080,000.00 1,080,000.00
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HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 2,999,990.44 2,999,990.44 2,999,990.44 2,999,990.44
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HARRIS CORP COMMON STOCK 413875105 229,146.06 229,146.06 229,146.06 229,146.06
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HARSCO CORP COMMON STOCK 415864107 787,665.14 787,665.14 787,665.14 787,665.14
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HARTE-HANKS,INC COMMON STOCK 416196103 1,699,710.04 1,699,710.04 1,699,710.04 1,699,710.04
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HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 2,689,722.50 2,689,722.50 2,689,722.50 2,689,722.50
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HARTMARX CORP COMMON STOCK 417119104 35,585.00 35,585.00 35,585.00 35,585.00
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HASBRO INC COMMON STOCK 418056107 5,437,245.00 5,437,245.00 5,437,245.00 5,437,245.00
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HEALTHSOUTH CORP COMMON STOCK 421924101 456,328.73 456,328.73 456,328.73 456,328.73
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HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 193,750.00 193,750.00 193,750.00 193,750.00
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HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 889,200.00 889,200.00 889,200.00 889,200.00
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HEARTLAND EXPRESS INC COMMON STOCK 422347104 183,777.86 183,777.86 183,777.86 183,777.86
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HEINZ (HJ) CO COMMON STOCK 423074103 4,311,945.00 4,311,945.00 4,311,945.00 4,311,945.00
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HELIX TECHNOLOGY CORP COMMON STOCK 423319102 595,214.42 595,214.42 595,214.42 595,214.42
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HELLER FINANCIAL INC COMMON STOCK 423328103 2,673,250.00 2,673,250.00 2,673,250.00 2,673,250.00
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HELMERICH & PAYNE INC COMMON STOCK 423452101 366,420.00 366,420.00 366,420.00 366,420.00
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HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 2,955,826.25 2,955,826.25 2,955,826.25 2,955,826.25
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HERCULES INC COMMON STOCK 427056106 1,203,247.50 1,203,247.50 1,203,247.50 1,203,247.50
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HERSHEY FOODS CORP COMMON STOCK 427866108 3,654,300.00 3,654,300.00 3,654,300.00 3,654,300.00
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HERTZ CORP COMMON STOCK 428040109 1,754,193.00 1,754,193.00 1,754,193.00 1,754,193.00
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HEWLETT-PACKARD CO COMMON STOCK 428236103 29,696,671.80 29,696,671.80 29,696,671.80 29,696,671.80
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HEXCEL CORP CONVERTIBLE
DEBENTURES 428290AA8 48,000.00 48,000.00 48,000.00 48,000.00
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HIBERNIA CORP COMMON STOCK 428656102 160,545.00 160,545.00 160,545.00 160,545.00
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HILLENBRAND INDUSTRIES INC COMMON STOCK 431573104 202,980.00 202,980.00 202,980.00 202,980.00
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HILTON HOTELS CORP COMMON STOCK 432848109 1,207,597.25 1,207,597.25 1,207,597.25 1,207,597.25
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HITACHI LTD ADR 433578507 1,828,125.00 1,828,125.00 1,828,125.00 1,828,125.00
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HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 585,502.50 585,502.50 585,502.50 585,502.50
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HOME DEPOT INC COMMON STOCK 437076102 32,620,552.50 32,620,552.50 32,620,552.50 32,620,552.50
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HOMEGROCER.COM COMMON STOCK 43740K100 467,912.50 467,912.50 467,912.50 467,912.50
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HOMESTAKE MINING CO COMMON STOCK 437614100 333,180.00 333,180.00 333,180.00 333,180.00
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HOMESTORE COM INC COMMON STOCK 437852106 292,500.00 292,500.00 292,500.00 292,500.00
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HON INDUSTRIES INC COMMON STOCK 438092108 593,022.50 593,022.50 593,022.50 593,022.50
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HONDA MOTOR CO LTD SPONSORED ADR 438128308 1,625,000.00 1,625,000.00 1,625,000.00 1,625,000.00
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HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 11,440,613.20 11,440,613.20 11,440,613.20 11,440,613.20
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HOOPER HOLMES INC COMMON STOCK 439104100 495,465.28 495,465.28 495,465.28 495,465.28
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HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 1,125,210.11 1,125,210.11 1,125,210.11 1,125,210.11
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HORMEL FOOD CORPORATION COMMON STOCK 440452100 226,830.60 226,830.60 226,830.60 226,830.60
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HOTJOBS.COM LTD COMMON STOCK 441474103 1,588,225.00 1,588,225.00 1,588,225.00 1,588,225.00
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HOUGHTON MIFFLIN CO COMMON STOCK 441560109 2,937,489.14 2,937,489.14 2,937,489.14 2,937,489.14
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HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 3,778,101.18 3,778,101.18 3,778,101.18 3,778,101.18
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HUBBELL INC COMMON STOCK
CLASS B 443510201 1,275,127.50 1,275,127.50 1,275,127.50 1,275,127.50
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HUDSON UNITED BANCORP COMMON STOCK 444165104 1,096,321.22 1,096,321.22 1,096,321.22 1,096,321.22
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HUGHES SUPPLY INC COMMON STOCK 444482103 162,595.00 162,595.00 162,595.00 162,595.00
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HUMANA INC COMMON STOCK 444859102 261,184.64 261,184.64 261,184.64 261,184.64
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HUNT CORP COMMON STOCK 445591100 206,444.70 206,444.70 206,444.70 206,444.70
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HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,217,155.25 1,217,155.25 1,217,155.25 1,217,155.25
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HUSSMAN INTERNATIONAL INC COMMON STOCK 448110106 1,915,102.65 1,915,102.65 1,915,102.65 1,915,102.65
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HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 189,821.25 189,821.25 189,821.25 189,821.25
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ICN PHARMACEUTICALS INC COMMON STOCK 448924100 202,195.00 202,195.00 202,195.00 202,195.00
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HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 921,700.00 921,700.00 921,700.00 921,700.00
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IBP INC COMMON STOCK 449223106 162,540.00 162,540.00 162,540.00 162,540.00
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IDEC PHARMACEUTICALS C COMMON STOCK 449370105 1,845,135.00 1,845,135.00 1,845,135.00 1,845,135.00
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IMC GLOBAL INC COMMON STOCK 449669100 530,347.57 530,347.57 530,347.57 530,347.57
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IMS HEALTH INC COMMON STOCK 449934108 1,271,291.22 1,271,291.22 1,271,291.22 1,271,291.22
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ISS GROUP INC COMMON STOCK 450306105 3,460,050.00 3,460,050.00 3,460,050.00 3,460,050.00
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ITC DELTACOM INC COMMON STOCK 45031T104 741,000.00 741,000.00 741,000.00 741,000.00
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IBASIS INC COMMON STOCK 450732102 1,157,948.40 1,157,948.40 1,157,948.40 1,157,948.40
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ITT INDUSTRIES INC COMMON STOCK 450911102 584,276.22 584,276.22 584,276.22 584,276.22
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IDEX CORP COMMON STOCK 45167R104 1,492,755.00 1,492,755.00 1,492,755.00 1,492,755.00
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IDEXX LABORATORIES INC COMMON STOCK 45168D104 604,247.04 604,247.04 604,247.04 604,247.04
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IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 197,427.17 197,427.17 197,427.17 197,427.17
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ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 3,521,800.75 3,521,800.75 3,521,800.75 3,521,800.75
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IMMUNE RESPONSE CORP COMMON STOCK 45252T106 131,100.00 131,100.00 131,100.00 131,100.00
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IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 635,325.00 635,325.00 635,325.00 635,325.00
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IMMUNOMEDICS INC COMMON STOCK 452907108 869,864.40 869,864.40 869,864.40 869,864.40
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INACOM CORP COMMON STOCK 45323G109 54,219.00 54,219.00 54,219.00 54,219.00
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INCO LTD COMMON STOCK 453258402 748,045.20 748,045.20 748,045.20 748,045.20
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INCYTE PHARMACEUTICALS INC COMMON STOCK 45337C102 1,267,836.50 1,267,836.50 1,267,836.50 1,267,836.50
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INFINITY BROADCASTING CORP COMMON STOCK
- CLASS A 45662S102 744,625.00 744,625.00 744,625.00 744,625.00
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INET TECHNOLOGIES COMMON STOCK 45662V105 809,936.10 809,936.10 809,936.10 809,936.10
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INFORMIX CORP COMMON STOCK 456779107 1,110,050.98 1,110,050.98 1,110,050.98 1,110,050.98
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INGERSOLL-RAND CO COMMON STOCK 456866102 1,536,802.50 1,536,802.50 1,536,802.50 1,536,802.50
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INFORMATION RESOURCES INC COMMON STOCK 456905108 296,720.00 296,720.00 296,720.00 296,720.00
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INHALE THERAPEUTIC SYS COMMON STOCK 457191104 1,452,750.00 1,452,750.00 1,452,750.00 1,452,750.00
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INPUT/OUTPUT INC COMMON STOCK 457652105 135,362.50 135,362.50 135,362.50 135,362.50
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INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 2,956,498.18 2,956,498.18 2,956,498.18 2,956,498.18
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INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 343,000.00 343,000.00 343,000.00 343,000.00
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INTEGRATED DEVICE TECHNLGY INC COMMON STOCK 458118106 1,005,682.50 1,005,682.50 1,005,682.50 1,005,682.50
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INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 1,316,108.80 1,316,108.80 1,316,108.80 1,316,108.80
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INTEL CORP COMMON STOCK 458140100 99,883,565.50 99,883,565.50 99,883,565.50 99,883,565.50
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INTER-TEL INC COMMON STOCK 458372109 578,981.25 578,981.25 578,981.25 578,981.25
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INTERFACE INC COMMON STOCK 458665106 579,657.50 579,657.50 579,657.50 579,657.50
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INTEREP NATL RADIO SALES-A COMMONSTOCK 45866V109 476,114.40 476,114.40 476,114.40 476,114.40
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INTERIM SERVICES INC COMMON STOCK 45868P100 521,963.44 521,963.44 521,963.44 521,963.44
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INTERMEDIA COMMUNICATIONS INC COMMON STOCK 458801107 483,120.00 483,120.00 483,120.00 483,120.00
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INTERMET CORP COMMON STOCK 45881K104 100,375.00 100,375.00 100,375.00 100,375.00
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INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 47,341,718.00 47,341,718.00 47,341,718.00 47,341,718.00
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INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 2,641,921.70 2,641,921.70 2,641,921.70 2,641,921.70
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INTL FIBERCOM INC COMMON STOCK 45950T101 2,215,875.00 2,215,875.00 2,215,875.00 2,215,875.00
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INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 3,773,538.00 3,773,538.00 3,773,538.00 3,773,538.00
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INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 241,953.75 241,953.75 241,953.75 241,953.75
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INTERNATIONAL PAPER CO COMMON STOCK 460146103 6,012,488.25 6,012,488.25 6,012,488.25 6,012,488.25
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INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 1,452,562.50 1,452,562.50 1,452,562.50 1,452,562.50
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INTERNATIONAL SPEEDWAY CORP COMMON STOCK 460335201 222,887.52 222,887.52 222,887.52 222,887.52
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INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 2,814,210.00 2,814,210.00 2,814,210.00 2,814,210.00
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INTRAWEST CORPORATION COMMON STOCK 460915200 987,187.50 987,187.50 987,187.50 987,187.50
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INTRANET SOLUTIONS INC COMMON STOCK 460939309 2,921,460.00 2,921,460.00 2,921,460.00 2,921,460.00
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INTERVOICE-BRITE INC COMMON STOCK 461142101 2,498,553.75 2,498,553.75 2,498,553.75 2,498,553.75
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INTEVAC INC CONV NOTE 461148AC2 103,000.00 103,000.00 103,000.00 103,000.00
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INTIMATE BRANDS INC COMMON STOCK 461156101 346,163.00 346,163.00 346,163.00 346,163.00
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INTUIT INC COMMON STOCK 461202103 3,776,887.50 3,776,887.50 3,776,887.50 3,776,887.50
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INVACARE CORP COMMON STOCK 461203101 364,912.10 364,912.10 364,912.10 364,912.10
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INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 532,980.00 532,980.00 532,980.00 532,980.00
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INVITROGEN CORP COMMONSTOCK 46185R100 1,056,728.40 1,056,728.40 1,056,728.40 1,056,728.40
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INVESTORS FINANCIAL SERVICES COMMON STOCK 461915100 377,977.50 377,977.50 377,977.50 377,977.50
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IONA TECHNOLOGIES PLC ADR 46206P109 3,500,200.00 3,500,200.00 3,500,200.00 3,500,200.00
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I2 TECHNOLOGIES INC COMMON STOCK 465754109 1,294,525.00 1,294,525.00 1,294,525.00 1,294,525.00
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IVAX CORP COMMON STOCK 465823102 407,251.25 407,251.25 407,251.25 407,251.25
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JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 842,400.00 842,400.00 842,400.00 842,400.00
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JLG INDUSTRIES INC COMMON STOCK 466210101 176,112.50 176,112.50 176,112.50 176,112.50
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JABIL CIRCUIT INC COMMON STOCK 466313103 710,165.00 710,165.00 710,165.00 710,165.00
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JACK IN THE BOX INC COMMON STOCK 466367109 362,730.24 362,730.24 362,730.24 362,730.24
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JACOBSON STORES INC CONVERTIBLE
DEBENTURES 469834AC9 68,250.00 68,250.00 68,250.00 68,250.00
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JAKKS PACIFIC INC COMMON STOCK 47012E106 1,446,810.20 1,446,810.20 1,446,810.20 1,446,810.20
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JEFFERIES GROUP - NEW COMMON STOCK 472319102 242,932.50 242,932.50 242,932.50 242,932.50
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JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,479,340.45 1,479,340.45 1,479,340.45 1,479,340.45
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JOHNSON & JOHNSON COMMON STOCK 478160104 22,103,089.70 22,103,089.70 22,103,089.70 22,103,089.70
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JOHNSON CONTROLS INC COMMON STOCK 478366107 1,116,380.30 1,116,380.30 1,116,380.30 1,116,380.30
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JONES APPAREL GROUP INC COMMON STOCK 480074103 3,035,870.63 3,035,870.63 3,035,870.63 3,035,870.63
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JONES PHARMA INC COMMON STOCK 480236108 2,182,140.00 2,182,140.00 2,182,140.00 2,182,140.00
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JUSTIN INDUSTRIES INC COMMON STOCK 482171105 199,800.00 199,800.00 199,800.00 199,800.00
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KLA-TENCOR CORP COMMON STOCK 482480100 7,832,722.50 7,832,722.50 7,832,722.50 7,832,722.50
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K MART CORP COMMON STOCK 482584109 999,989.01 999,989.01 999,989.01 999,989.01
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KAMAN CORP COMMON STOCK 483548103 99,255.00 99,255.00 99,255.00 99,255.00
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KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 4,389,661.96 4,389,661.96 4,389,661.96 4,389,661.96
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KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 222,516.06 222,516.06 222,516.06 222,516.06
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KEANE INC COMMON STOCK 486665102 2,066,712.50 2,066,712.50 2,066,712.50 2,066,712.50
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KELLOGG CO COMMON STOCK 487836108 2,959,687.50 2,959,687.50 2,959,687.50 2,959,687.50
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KELLWOOD CO COMMON STOCK 488044108 216,890.70 216,890.70 216,890.70 216,890.70
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KEMET CORP COMMON STOCK 488360108 1,215,665.00 1,215,665.00 1,215,665.00 1,215,665.00
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KENT ELECTRONICS CORP COMMON STOCK 490553104 364,545.63 364,545.63 364,545.63 364,545.63
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KENT ELECTRONICS CONVERTIBLE BOND 490553AA2 710,000.00 710,000.00 710,000.00 710,000.00
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KERR-MCGEE CORP COMMON STOCK 492386107 1,238,564.25 1,238,564.25 1,238,564.25 1,238,564.25
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KEY ENERGY SERVICES INC CONVERTIBLE BOND 492914AF3 298,500.00 298,500.00 298,500.00 298,500.00
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KEYCORP COMMON STOCK 493267108 2,072,862.00 2,072,862.00 2,072,862.00 2,072,862.00
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KEYSPAN CORPORATION COMMON STOCK 49337W100 353,876.25 353,876.25 353,876.25 353,876.25
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KIMBERLY-CLARK CORP COMMON STOCK 494368103 9,061,640.00 9,061,640.00 9,061,640.00 9,061,640.00
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KINDER MORGAN INC COMMON STOCK 49455P101 366,735.00 366,735.00 366,735.00 366,735.00
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KIRBY CORP COMMON STOCK 497266106 214,287.50 214,287.50 214,287.50 214,287.50
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KNIGHT-RIDDER INC COMMON STOCK 499040103 2,336,480.19 2,336,480.19 2,336,480.19 2,336,480.19
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KOHLS CORP COMMON STOCK 500255104 4,638,125.00 4,638,125.00 4,638,125.00 4,638,125.00
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KOMAG INC COMMON STOCK 500453105 90,230.92 90,230.92 90,230.92 90,230.92
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KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 500472204 2,569,680.00 2,569,680.00 2,569,680.00 2,569,680.00
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KOREA ELECTRIC POWER - SP ADR 500631106 1,696,627.60 1,696,627.60 1,696,627.60 1,696,627.60
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KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 1,430,625.00 1,430,625.00 1,430,625.00 1,430,625.00
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KROGER CO COMMON STOCK 501044101 3,113,215.74 3,113,215.74 3,113,215.74 3,113,215.74
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KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 672,010.38 672,010.38 672,010.38 672,010.38
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KYOCERA CORP ADR SPONSORED 501556203 3,320,000.00 3,320,000.00 3,320,000.00 3,320,000.00
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LG&E ENERGY CORP COMMON STOCK 501917108 282,963.75 282,963.75 282,963.75 282,963.75
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LSI LOGIC CORP COMMON STOCK 502161102 4,581,185.00 4,581,185.00 4,581,185.00 4,581,185.00
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LTX CORP COMMON STOCK 502392103 1,102,562.80 1,102,562.80 1,102,562.80 1,102,562.80
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LA-Z-BOY INC COMMON STOCK 505336107 418,200.00 418,200.00 418,200.00 418,200.00
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LABOR READY INC COMMON STOCK 505401208 184,168.75 184,168.75 184,168.75 184,168.75
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LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 68,085.00 68,085.00 68,085.00 68,085.00
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LANDSTAR SYSTEM INC COMMON STOCK 515098101 229,950.00 229,950.00 229,950.00 229,950.00
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LASER VISION CENTERS INC COMMON STOCK 51807H100 75,543.93 75,543.93 75,543.93 75,543.93
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LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 3,231,377.38 3,231,377.38 3,231,377.38 3,231,377.38
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LEAP WIRELESS INTERNATIONAL IN COMMON STOCK 521863100 2,171,114.00 2,171,114.00 2,171,114.00 2,171,114.00
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LEE ENTERPRISES INC COMMON STOCK 523768109 4,082,292.50 4,082,292.50 4,082,292.50 4,082,292.50
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LEGATO SYS INC COMMON STOCK 524651106 361,016.25 361,016.25 361,016.25 361,016.25
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LEGGETT & PLATT INC COMMON STOCK 524660107 4,075,540.00 4,075,540.00 4,075,540.00 4,075,540.00
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LEGG MASON INC COMMON STOCK 524901105 237,875.00 237,875.00 237,875.00 237,875.00
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LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 2,478,350.00 2,478,350.00 2,478,350.00 2,478,350.00
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LENNOX INTL INC COMMON STOCK 526107107 221,624.38 221,624.38 221,624.38 221,624.38
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LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 1,469,925.00 1,469,925.00 1,469,925.00 1,469,925.00
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LEXMARK INTL GROUP INC COMMON STOCK 529771107 2,878,515.00 2,878,515.00 2,878,515.00 2,878,515.00
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LIBBEY INC COMMON STOCK 529898108 1,796,073.75 1,796,073.75 1,796,073.75 1,796,073.75
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LIBERATE TECHNOLOGIES COMMON STOCK 530129105 476,900.00 476,900.00 476,900.00 476,900.00
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LIBERTY PROPERTY TRUST COMMON STOCK 531172104 646,299.00 646,299.00 646,299.00 646,299.00
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ELI LILLY & CO COMMON STOCK 532457108 14,596,470.00 14,596,470.00 14,596,470.00 14,596,470.00
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LILLY INDUSTRIES INC COMMON STOCK 532491107 125,853.75 125,853.75 125,853.75 125,853.75
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LIMITED INC COMMON STOCK 532716107 1,923,764.50 1,923,764.50 1,923,764.50 1,923,764.50
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LINCOLN NATIONAL CORP COMMON STOCK 534187109 2,362,085.00 2,362,085.00 2,362,085.00 2,362,085.00
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LINENS N THINGS INC COMMON STOCK 535679104 3,596,250.00 3,596,250.00 3,596,250.00 3,596,250.00
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LIPOSOME COMPANY INC COMMON STOCK 536310105 303,768.52 303,768.52 303,768.52 303,768.52
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LITTELFUSE INC COMMON STOCK 537008104 1,603,221.90 1,603,221.90 1,603,221.90 1,603,221.90
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LIZ CLAIBORNE INC COMMON STOCK 539320101 1,602,045.64 1,602,045.64 1,602,045.64 1,602,045.64
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L90 INC COMMON STOCK 539441105 252,700.00 252,700.00 252,700.00 252,700.00
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LOCKHEED MARTIN CORP COMMON STOCK 539830109 3,550,724.38 3,550,724.38 3,550,724.38 3,550,724.38
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LOEWS CORP COMMON STOCK 540424108 1,115,500.00 1,115,500.00 1,115,500.00 1,115,500.00
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LONGS DRUG STORES CORP COMMON STOCK 543162101 3,095,592.50 3,095,592.50 3,095,592.50 3,095,592.50
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LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 2,080,800.00 2,080,800.00 2,080,800.00 2,080,800.00
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LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 313,991.25 313,991.25 313,991.25 313,991.25
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LOWE'S COMPANIES COMMON STOCK 548661107 4,739,466.25 4,739,466.25 4,739,466.25 4,739,466.25
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LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 41,151,624.80 41,151,624.80 41,151,624.80 41,151,624.80
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LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 165,790.00 165,790.00 165,790.00 165,790.00
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MAF BANCORP INC COMMON STOCK 55261R108 170,287.24 170,287.24 170,287.24 170,287.24
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MBIA INC COMMON STOCK 55262C100 5,634,149.64 5,634,149.64 5,634,149.64 5,634,149.64
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MBNA CORP COMMON STOCK 55262L100 6,507,064.50 6,507,064.50 6,507,064.50 6,507,064.50
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MCN CORP COMMON STOCK 55267J100 202,500.00 202,500.00 202,500.00 202,500.00
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MCI WORLDCOM INC COMMON STOCK 55268B106 27,256,527.40 27,256,527.40 27,256,527.40 27,256,527.40
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MGIC INVESTMENT CORP COMMON STOCK 552848103 2,787,201.25 2,787,201.25 2,787,201.25 2,787,201.25
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MSC INDUSTRIAL DIRECT CO INC COMMON STOCK
CLASS A 553530106 918,000.00 918,000.00 918,000.00 918,000.00
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MACDERMID INC COMMON STOCK 554273102 369,410.00 369,410.00 369,410.00 369,410.00
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MACROMEDIA INC COMMON STOCK 556100105 1,869,458.40 1,869,458.40 1,869,458.40 1,869,458.40
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MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 66,886.80 66,886.80 66,886.80 66,886.80
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MAGNA INTERNATIONAL CONVERTIBLE
DEBENTURE 559222AG9 430,625.00 430,625.00 430,625.00 430,625.00
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MALLINCKRODT INC COMMON STOCK 561232109 425,500.00 425,500.00 425,500.00 425,500.00
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MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 312,430.79 312,430.79 312,430.79 312,430.79
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MANOR CARE INC COMMON STOCK 564055101 296,730.00 296,730.00 296,730.00 296,730.00
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MANPOWER INC COMMON STOCK 56418H100 3,099,150.00 3,099,150.00 3,099,150.00 3,099,150.00
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MANUGISTICS GROUP INC COMMON STOCK 565011103 356,775.00 356,775.00 356,775.00 356,775.00
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MARCHFIRST INC COMMON STOCK 566244109 2,269,336.33 2,269,336.33 2,269,336.33 2,269,336.33
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MARCUS CORP (THE) COMMON STOCK 566330106 168,827.85 168,827.85 168,827.85 168,827.85
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MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 6,667,808.84 6,667,808.84 6,667,808.84 6,667,808.84
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MARSHALL & ILSLEY CORP COMMON STOCK 571834100 578,655.00 578,655.00 578,655.00 578,655.00
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MARRIOTT INTERNATIONAL COMMON STOCK 571903202 1,656,270.00 1,656,270.00 1,656,270.00 1,656,270.00
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MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 1,400,775.00 1,400,775.00 1,400,775.00 1,400,775.00
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MASCO CORP COMMON STOCK 574599106 1,941,555.00 1,941,555.00 1,941,555.00 1,941,555.00
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MASCOTECH INC COMMON STOCK 574670105 231,827.50 231,827.50 231,827.50 231,827.50
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MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 1,515,000.00 1,515,000.00 1,515,000.00 1,515,000.00
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MATTEL INC COMMON STOCK 577081102 928,485.96 928,485.96 928,485.96 928,485.96
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MAXTOR CORP CONVERTIBLE
DEBENTURES 577729AA4 280,000.00 280,000.00 280,000.00 280,000.00
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MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 7,357,048.86 7,357,048.86 7,357,048.86 7,357,048.86
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MAY DEPARTMENT STORES CO COMMON STOCK 577778103 2,825,347.50 2,825,347.50 2,825,347.50 2,825,347.50
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MAVERICK TUBE CORP COMMON STOCK 577914104 483,311.30 483,311.30 483,311.30 483,311.30
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MAXIMUS INC COMMON STOCK 577933104 284,870.00 284,870.00 284,870.00 284,870.00
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MAYTAG CORP COMMON STOCK 578592107 596,250.00 596,250.00 596,250.00 596,250.00
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MCCLATCHY NEWSPAPERS INC COMMON STOCK
CLASS A 579489105 766,350.00 766,350.00 766,350.00 766,350.00
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MCCORMICK & COMPANY INC COMMON STOCK 579780206 5,145,165.00 5,145,165.00 5,145,165.00 5,145,165.00
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MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 117,961.08 117,961.08 117,961.08 117,961.08
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MCDONALD'S CORP COMMON STOCK 580135101 10,781,045.20 10,781,045.20 10,781,045.20 10,781,045.20
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MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 1,895,075.00 1,895,075.00 1,895,075.00 1,895,075.00
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MCKESSON HBOC INC COMMON STOCK 58155Q103 1,244,880.00 1,244,880.00 1,244,880.00 1,244,880.00
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MCLEODUSA INC COMMON STOCK 582266102 1,144,962.00 1,144,962.00 1,144,962.00 1,144,962.00
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MEAD CORP COMMON STOCK 582834107 761,626.60 761,626.60 761,626.60 761,626.60
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MEDIAONE GROUP INC COMMON STOCK 58440J104 12,660,705.00 12,660,705.00 12,660,705.00 12,660,705.00
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MEDIAPLEX INC COMMON STOCK 58446B105 832,000.00 832,000.00 832,000.00 832,000.00
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MEDICAL MANAGER CORPORATION COMMON STOCK 58461U103 305,039.40 305,039.40 305,039.40 305,039.40
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MEDICIS PHARMACEUTICAL CORP COMMON STOCK
- CLASS A 584690309 1,013,200.00 1,013,200.00 1,013,200.00 1,013,200.00
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MEDIMMUNE INC COMMON STOCK 584699102 3,519,066.25 3,519,066.25 3,519,066.25 3,519,066.25
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MEDQUIST INC COMMON STOCK 584949101 434,448.26 434,448.26 434,448.26 434,448.26
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MEDTRONIC INC COMMON STOCK 585055106 13,780,538.10 13,780,538.10 13,780,538.10 13,780,538.10
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MELLON FINANCIAL CORP COMMON STOCK 58551A108 6,124,967.00 6,124,967.00 6,124,967.00 6,124,967.00
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THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 3,534,410.63 3,534,410.63 3,534,410.63 3,534,410.63
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MENTOR CORP COMMON STOCK 587188103 287,550.00 287,550.00 287,550.00 287,550.00
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MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,201,697.84 1,201,697.84 1,201,697.84 1,201,697.84
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MERCK & COMPANY INC COMMON STOCK 589331107 34,533,485.90 34,533,485.90 34,533,485.90 34,533,485.90
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MERCURY COMPUTER SYSTEMS INC COMMON STOCK 589378108 459,425.00 459,425.00 459,425.00 459,425.00
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MERCURY INTERACTIVE CORP COMMON STOCK 589405109 4,125,755.00 4,125,755.00 4,125,755.00 4,125,755.00
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MEREDITH CORP COMMON STOCK 589433101 307,879.44 307,879.44 307,879.44 307,879.44
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MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 551,636.93 551,636.93 551,636.93 551,636.93
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MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 9,523,500.00 9,523,500.00 9,523,500.00 9,523,500.00
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MESA AIR GROUP INC COMMON STOCK 590479101 92,500.00 92,500.00 92,500.00 92,500.00
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METHODE ELECTRONICS INC COMMON STOCK 591520200 805,980.00 805,980.00 805,980.00 805,980.00
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MICHAEL FOODS INC COMMON STOCK 594079105 862,890.00 862,890.00 862,890.00 862,890.00
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MICHAELS STORES INC COMMON STOCK 594087108 881,830.00 881,830.00 881,830.00 881,830.00
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MICREL INC COMMON STOCK 594793101 1,757,760.00 1,757,760.00 1,757,760.00 1,757,760.00
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MICROS SYSTEMS INC COMMON STOCK 594901100 468,251.28 468,251.28 468,251.28 468,251.28
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MICROSOFT CORP COMMON STOCK 594918104 125,244,844.00 125,244,844.00 125,244,844.00 125,244,844.00
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MICROSTRATEGY INC COMMON STOCK 594972101 1,131,806.00 1,131,806.00 1,131,806.00 1,131,806.00
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MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 923,787.50 923,787.50 923,787.50 923,787.50
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MICRON TECHNOLOGY INC COMMON STOCK 595112103 7,219,800.00 7,219,800.00 7,219,800.00 7,219,800.00
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MIDWAY GAMES INC COMMON STOCK 598148104 223,885.25 223,885.25 223,885.25 223,885.25
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MILACRON INC COMMON STOCK 598709103 556,979.46 556,979.46 556,979.46 556,979.46
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MILLENNIUM PHARMACEUTICALS COMMON STOCK 599902103 658,466.25 658,466.25 658,466.25 658,466.25
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MILLER (HERMAN) INC COMMON STOCK 600544100 4,548,040.00 4,548,040.00 4,548,040.00 4,548,040.00
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MILLIPORE CORP COMMON STOCK 601073109 2,975,923.01 2,975,923.01 2,975,923.01 2,975,923.01
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MINIMED INC COMMON STOCK 60365K108 378,140.00 378,140.00 378,140.00 378,140.00
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MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 9,546,983.60 9,546,983.60 9,546,983.60 9,546,983.60
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MIRAGE RESORTS INC COMMON STOCK 60462E104 796,700.00 796,700.00 796,700.00 796,700.00
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MISSION CRITICAL SOFTWARE COMMON STOCK 605047109 1,833,750.00 1,833,750.00 1,833,750.00 1,833,750.00
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MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 77,391.13 77,391.13 77,391.13 77,391.13
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MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 476,561.25 476,561.25 476,561.25 476,561.25
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MOLECULAR DEVICES CORP COMMON STOCK 60851C107 1,089,850.00 1,089,850.00 1,089,850.00 1,089,850.00
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MOLEX INC COMMON STOCK 608554101 2,446,761.25 2,446,761.25 2,446,761.25 2,446,761.25
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MOLEX INC COMMON STOCK
- CLASS A 608554200 1,636,328.13 1,636,328.13 1,636,328.13 1,636,328.13
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MONSANTO CO COMMON STOCK 611662107 6,929,325.00 6,929,325.00 6,929,325.00 6,929,325.00
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MONTANA POWER CO COMMON STOCK 612085100 1,367,040.00 1,367,040.00 1,367,040.00 1,367,040.00
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MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 9,138,180.00 9,138,180.00 9,138,180.00 9,138,180.00
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MORGAN KEEGAN INC COMMON STOCK 617410105 222,250.00 222,250.00 222,250.00 222,250.00
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MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 22,781,408.50 22,781,408.50 22,781,408.50 22,781,408.50
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MORRISON KNUDSEN CORP COMMON STOCK 61844A109 168,371.25 168,371.25 168,371.25 168,371.25
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MOTOROLA INC COMMON STOCK 620076109 25,191,832.50 25,191,832.50 25,191,832.50 25,191,832.50
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MUELLER INDUSTRIES INC COMMON STOCK 624756102 471,420.00 471,420.00 471,420.00 471,420.00
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MURPHY OIL CORP COMMON STOCK 626717102 240,296.25 240,296.25 240,296.25 240,296.25
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MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 1,977,600.00 1,977,600.00 1,977,600.00 1,977,600.00
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MYLAN LABORATORIES INC COMMON STOCK 628530107 2,374,900.00 2,374,900.00 2,374,900.00 2,374,900.00
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NABI INC CONVERTIBLE BOND 628716AB8 425,906.25 425,906.25 425,906.25 425,906.25
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NBTY INC COMMON STOCK 628782104 397,744.22 397,744.22 397,744.22 397,744.22
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NCR CORP COMMON STOCK 62886E108 981,497.63 981,497.63 981,497.63 981,497.63
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NFO WORLDWIDE INC COMMON STOCK 62910N108 218,350.00 218,350.00 218,350.00 218,350.00
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NPS PHARMACEUTICALS INC COMMON STOCK 62936P$Z1 395,842.50 395,842.50 395,842.50 395,842.50
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NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 555,787.80 555,787.80 555,787.80 555,787.80
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NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 837,408.00 837,408.00 837,408.00 837,408.00
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NABORS INDUSTRIES INC COMMON STOCK 629568106 508,825.32 508,825.32 508,825.32 508,825.32
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NATIONAL AUSTRALIA BANK LTD ADR 632525408 2,458,106.00 2,458,106.00 2,458,106.00 2,458,106.00
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NATIONAL CITY CORP COMMON STOCK 635405103 3,307,837.50 3,307,837.50 3,307,837.50 3,307,837.50
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NATIONAL COMMERCE BANCORP COMMON STOCK 635449101 191,290.00 191,290.00 191,290.00 191,290.00
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NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 1,274,840.00 1,274,840.00 1,274,840.00 1,274,840.00
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NATIONAL DATA CORP COMMON STOCK 635621105 1,470,560.00 1,470,560.00 1,470,560.00 1,470,560.00
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NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 375,250.00 375,250.00 375,250.00 375,250.00
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NATIONAL INFO CONSORTIUM INC. COMMON STOCK 636491102 917,400.00 917,400.00 917,400.00 917,400.00
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NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 1,317,521.59 1,317,521.59 1,317,521.59 1,317,521.59
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NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 2,210,387.50 2,210,387.50 2,210,387.50 2,210,387.50
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NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 603,636.92 603,636.92 603,636.92 603,636.92
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NATURAL MICROSYSTEMS CORP COMMON STOCK 638882100 2,966,950.00 2,966,950.00 2,966,950.00 2,966,950.00
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NAUTICA ENTERPRISES INC COMMON STOCK 639089101 178,600.00 178,600.00 178,600.00 178,600.00
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NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 542,891.25 542,891.25 542,891.25 542,891.25
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NETWORKS ASSOCIATES INC COMMON STOCK 640938106 424,700.25 424,700.25 424,700.25 424,700.25
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NETOBJECTS INC COMMON STOCK 64114L102 1,003,275.00 1,003,275.00 1,003,275.00 1,003,275.00
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NETRO CORP COMMON STOCK 64114R109 754,174.00 754,174.00 754,174.00 754,174.00
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NETIQ CORP COMMON STOCK 64115P102 1,282,790.40 1,282,790.40 1,282,790.40 1,282,790.40
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NETWORK APPLIANCE INC COMMON STOCK 64120L104 5,365,510.00 5,365,510.00 5,365,510.00 5,365,510.00
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NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 744,335.12 744,335.12 744,335.12 744,335.12
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NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 685,282.50 685,282.50 685,282.50 685,282.50
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NEW YORK TIMES CO COMMON STOCK 650111107 1,553,890.03 1,553,890.03 1,553,890.03 1,553,890.03
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NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,147,501.45 3,147,501.45 3,147,501.45 3,147,501.45
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NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,809,072.50 2,809,072.50 2,809,072.50 2,809,072.50
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NEWMONT MINING CORP COMMON STOCK 651639106 1,951,121.52 1,951,121.52 1,951,121.52 1,951,121.52
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NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 767,140.00 767,140.00 767,140.00 767,140.00
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NEXTCARD INC COMMON STOCK 65332K107 229,440.00 229,440.00 229,440.00 229,440.00
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NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 12,169,101.30 12,169,101.30 12,169,101.30 12,169,101.30
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NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,038,420.00 1,038,420.00 1,038,420.00 1,038,420.00
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NICE SYSTEMS LTD ADR SPONSORED ADR 653656108 1,923,750.00 1,923,750.00 1,923,750.00 1,923,750.00
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NICOR INC COMMON STOCK 654086107 333,981.18 333,981.18 333,981.18 333,981.18
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NIKE INC COMMON STOCK 654106103 2,318,855.00 2,318,855.00 2,318,855.00 2,318,855.00
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99 CENTS ONLY STORES COMMON STOCK 65440K106 579,565.50 579,565.50 579,565.50 579,565.50
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NIPPON TELEGRAPH & TELEPHONE C COMMON STOCK 654624105 3,546,540.00 3,546,540.00 3,546,540.00 3,546,540.00
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NISOURCE INC COMMON STOCK 65473P105 201,150.00 201,150.00 201,150.00 201,150.00
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NOKIA CORP AB ADR SPONSORED 654902204 1,672,825.00 1,672,825.00 1,672,825.00 1,672,825.00
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NOBLE DRILLING CORP COMMON STOCK 655042109 512,990.06 512,990.06 512,990.06 512,990.06
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NORAM ENERGY CORP CONVERTIBLE
SUB DEBENTURES 655419AC3 112,293.75 112,293.75 112,293.75 112,293.75
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NORDSTROM INC COMMON STOCK 655664100 839,865.00 839,865.00 839,865.00 839,865.00
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NORFOLK SOUTHERN CORP COMMON STOCK 655844108 2,287,062.50 2,287,062.50 2,287,062.50 2,287,062.50
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NORTEL INVERSORA - ADR COMMON STOCK 656567401 649,687.50 649,687.50 649,687.50 649,687.50
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NORTEL NETWORKS CORP COMMON STOCK 656569100 44,714,502.00 44,714,502.00 44,714,502.00 44,714,502.00
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NORTH AMERICAN VACCINE INC COMMON STOCK 657201109 38,128.53 38,128.53 38,128.53 38,128.53
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NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,433,753.75 1,433,753.75 1,433,753.75 1,433,753.75
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NORTHEAST UTILITIES COMMON STOCK 664397106 290,465.00 290,465.00 290,465.00 290,465.00
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NORTHERN STATES POWER CO COMMON STOCK 665772109 654,881.25 654,881.25 654,881.25 654,881.25
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NORTHERN TRUST CORP COMMON STOCK 665859104 3,535,181.65 3,535,181.65 3,535,181.65 3,535,181.65
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NORTHROP GRUMMAN CORP COMMON STOCK 666807102 788,761.30 788,761.30 788,761.30 788,761.30
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NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 216,255.00 216,255.00 216,255.00 216,255.00
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NORTHWESTERN CORPORATION COMMON STOCK 668074107 207,693.75 207,693.75 207,693.75 207,693.75
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NOVA CORP/GEORGIA COMMON STOCK 669784100 3,319,376.25 3,319,376.25 3,319,376.25 3,319,376.25
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NOVELL INC COMMON STOCK 670006105 3,467,060.00 3,467,060.00 3,467,060.00 3,467,060.00
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NOVELLUS SYSTEMS INC COMMON STOCK 670008101 619,058.75 619,058.75 619,058.75 619,058.75
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NOVO-NORDISK AS ADR 670100205 1,372,500.00 1,372,500.00 1,372,500.00 1,372,500.00
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NSTAR COMMON STOCK 67019E107 967,260.00 967,260.00 967,260.00 967,260.00
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NUCOR CORP COMMON STOCK 670346105 923,500.00 923,500.00 923,500.00 923,500.00
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NVIDIA CORP COMMON STOCK 67066G104 246,693.28 246,693.28 246,693.28 246,693.28
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OM GROUP INC COMMON STOCK 670872100 1,329,055.00 1,329,055.00 1,329,055.00 1,329,055.00
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OTG SOFTWARE INC COMMON STOCK 671059103 870,739.20 870,739.20 870,739.20 870,739.20
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OAK TECHNOLOGY INC COMMON STOCK 671802106 2,369,675.00 2,369,675.00 2,369,675.00 2,369,675.00
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OAKWOOD HOMES CORP COMMON STOCK 674098108 78,489.08 78,489.08 78,489.08 78,489.08
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OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,696,312.50 1,696,312.50 1,696,312.50 1,696,312.50
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OCEAN ENERGY INC COMMON STOCK 67481E106 2,412,958.75 2,412,958.75 2,412,958.75 2,412,958.75
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OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 190,875.00 190,875.00 190,875.00 190,875.00
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OFFICE DEPOT INC COMMON STOCK 676220106 811,386.47 811,386.47 811,386.47 811,386.47
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OFFICEMAX INC COMMON STOCK 67622M108 70,525.00 70,525.00 70,525.00 70,525.00
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OGDEN CORP CONVERT SUB BONDS 676346AD1 413,106.21 413,106.21 413,106.21 413,106.21
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OLD KENT FINANCIAL CORP COMMON STOCK 679833103 830,967.70 830,967.70 830,967.70 830,967.70
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OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 165,412.50 165,412.50 165,412.50 165,412.50
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OLIN CORP COMMON STOCK 680665205 436,117.50 436,117.50 436,117.50 436,117.50
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OMNICARE INC COMMON STOCK 681904108 2,209,275.92 2,209,275.92 2,209,275.92 2,209,275.92
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OMNICOM GROUP INC COMMON STOCK 681919106 5,748,244.24 5,748,244.24 5,748,244.24 5,748,244.24
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OMNOVA SOLUTIONS INC COMMON STOCK 682129101 102,712.50 102,712.50 102,712.50 102,712.50
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ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 631,346.10 631,346.10 631,346.10 631,346.10
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OPEN MARKET INC COMMON STOCK 68370M100 1,305,525.00 1,305,525.00 1,305,525.00 1,305,525.00
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ORACLE CORP COMMON STOCK 68389X105 48,839,724.50 48,839,724.50 48,839,724.50 48,839,724.50
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ORBITAL SCIENCES CORP COMMON STOCK 685564106 250,200.00 250,200.00 250,200.00 250,200.00
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ORGANOGENESIS INC COMMON STOCK 685906109 163,198.86 163,198.86 163,198.86 163,198.86
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O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 1,367,768.67 1,367,768.67 1,367,768.67 1,367,768.67
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ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 400,500.00 400,500.00 400,500.00 400,500.00
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OSHKOSH TRUCK CORP COMMON STOCK 688239201 608,815.20 608,815.20 608,815.20 608,815.20
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OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 2,295,318.58 2,295,318.58 2,295,318.58 2,295,318.58
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OWENS & MINOR INC COMMON STOCK 690732102 151,406.25 151,406.25 151,406.25 151,406.25
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OWENS CORNING COMMON STOCK 69073F103 232,693.75 232,693.75 232,693.75 232,693.75
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OWENS-ILLINOIS INC COMMON STOCK 690768403 539,493.75 539,493.75 539,493.75 539,493.75
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PC HOLDINGS S.A. ADR COMMON STOCK ADR 693200107 725,039.62 725,039.62 725,039.62 725,039.62
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P-COM INC COMMON STOCK 693262107 1,106,300.00 1,106,300.00 1,106,300.00 1,106,300.00
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PECO ENERGY CO COMMON STOCK 693304107 1,446,606.25 1,446,606.25 1,446,606.25 1,446,606.25
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PG&E CORP COMMON STOCK 69331C108 1,709,505.00 1,709,505.00 1,709,505.00 1,709,505.00
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PE CORP CELERA GENOMICS COMMON STOCK 69332S102 4,990,015.00 4,990,015.00 4,990,015.00 4,990,015.00
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PMC SIERRA INC COMMON STOCK 69344F106 2,851,618.00 2,851,618.00 2,851,618.00 2,851,618.00
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PNC BANK CORP COMMON STOCK 693475105 2,808,489.15 2,808,489.15 2,808,489.15 2,808,489.15
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PPG INDUSTRIES INC COMMON STOCK 693506107 2,937,580.36 2,937,580.36 2,937,580.36 2,937,580.36
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PPL CORPORATION COMMON STOCK 69351T106 643,205.58 643,205.58 643,205.58 643,205.58
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PACCAR INC COMMON STOCK 693718108 835,000.00 835,000.00 835,000.00 835,000.00
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PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 529,875.00 529,875.00 529,875.00 529,875.00
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PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 2,340,030.00 2,340,030.00 2,340,030.00 2,340,030.00
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PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 202,043.63 202,043.63 202,043.63 202,043.63
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PACTIV CORPORATION COMMON STOCK 695257105 318,937.50 318,937.50 318,937.50 318,937.50
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PAINE WEBBER GROUP INC COMMON STOCK 695629105 1,334,080.00 1,334,080.00 1,334,080.00 1,334,080.00
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PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 971,724.00 971,724.00 971,724.00 971,724.00
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PALL CORP COMMON STOCK 696429307 2,100,103.20 2,100,103.20 2,100,103.20 2,100,103.20
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PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 2,191,922.34 2,191,922.34 2,191,922.34 2,191,922.34
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PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 103,807.00 103,807.00 103,807.00 103,807.00
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PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 336,685.44 336,685.44 336,685.44 336,685.44
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PARKER HANNIFIN CORP COMMON STOCK 701094104 974,550.08 974,550.08 974,550.08 974,550.08
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PATHOGENESIS CORP COMMON STOCK 70321E104 425,425.00 425,425.00 425,425.00 425,425.00
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PATTERSON DENTAL CO COMMON STOCK 703412106 569,542.50 569,542.50 569,542.50 569,542.50
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PATTERSON ENERGY INC COMMON STOCK 703414102 612,775.00 612,775.00 612,775.00 612,775.00
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PAXAR CORP COMMON STOCK 704227107 195,782.13 195,782.13 195,782.13 195,782.13
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PAYCHEX INC COMMON STOCK 704326107 2,748,168.63 2,748,168.63 2,748,168.63 2,748,168.63
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PENNEY J C CO INC COMMON STOCK 708160106 1,215,585.00 1,215,585.00 1,215,585.00 1,215,585.00
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PENTAIR INC COMMON STOCK 709631105 2,838,949.20 2,838,949.20 2,838,949.20 2,838,949.20
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PEOPLES ENERGY CORP COMMON STOCK 711030106 212,362.38 212,362.38 212,362.38 212,362.38
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PEOPLESOFT INC COMMON STOCK 712713106 1,144,400.00 1,144,400.00 1,144,400.00 1,144,400.00
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PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 778,000.00 778,000.00 778,000.00 778,000.00
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PEPSICO INC COMMON STOCK 713448108 10,688,644.10 10,688,644.10 10,688,644.10 10,688,644.10
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PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 203,275.00 203,275.00 203,275.00 203,275.00
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PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 3,426,868.20 3,426,868.20 3,426,868.20 3,426,868.20
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PERKINELMER INC COMMON STOCK 714046109 680,295.00 680,295.00 680,295.00 680,295.00
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PHARMACIA & UPJOHN INC COMMON STOCK 716941109 10,167,418.50 10,167,418.50 10,167,418.50 10,167,418.50
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PFIZER INC COMMON STOCK 717081103 31,537,284.30 31,537,284.30 31,537,284.30 31,537,284.30
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PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 182,411.49 182,411.49 182,411.49 182,411.49
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PHELPS DODGE CORP COMMON STOCK 717265102 1,591,677.50 1,591,677.50 1,591,677.50 1,591,677.50
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PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 329,276.88 329,276.88 329,276.88 329,276.88
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PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 11,944,497.50 11,944,497.50 11,944,497.50 11,944,497.50
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PHILIPPINE LONG DIST -SP ADR COMMON STOCK 718252604 629,591.90 629,591.90 629,591.90 629,591.90
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PHILLIPS PETROLEUM CO COMMON STOCK 718507106 2,539,587.50 2,539,587.50 2,539,587.50 2,539,587.50
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PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 91,475.30 91,475.30 91,475.30 91,475.30
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PHOTRONICS INC COMMON STOCK 719405102 374,307.20 374,307.20 374,307.20 374,307.20
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PICTURETEL CORP COMMON STOCK 720035302 154,700.00 154,700.00 154,700.00 154,700.00
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PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 361,740.56 361,740.56 361,740.56 361,740.56
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PIER 1 IMPORTS INC COMMON STOCK 720279108 882,443.00 882,443.00 882,443.00 882,443.00
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PILOT NETWORK SERVICES INC COMMONSTOCK 721596104 1,219,987.80 1,219,987.80 1,219,987.80 1,219,987.80
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PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 234,806.72 234,806.72 234,806.72 234,806.72
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PINNACLE HOLDINGS INC COMMON STOCK 72346N101 4,668,625.00 4,668,625.00 4,668,625.00 4,668,625.00
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PINNACLE SYS INC COMMON STOCK 723481107 712,215.00 712,215.00 712,215.00 712,215.00
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PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 510,748.44 510,748.44 510,748.44 510,748.44
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PIONEER GROUP INC COMMON STOCK 723684106 269,467.50 269,467.50 269,467.50 269,467.50
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PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 186,243.75 186,243.75 186,243.75 186,243.75
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PITNEY BOWES INC COMMON STOCK 724479100 4,072,326.31 4,072,326.31 4,072,326.31 4,072,326.31
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PLACER DOME INC COMMON STOCK 725906101 563,631.25 563,631.25 563,631.25 563,631.25
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PLANTRONICS INC COMMON STOCK 727493108 666,287.05 666,287.05 666,287.05 666,287.05
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PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 1,209,000.00 1,209,000.00 1,209,000.00 1,209,000.00
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PLEXUS CORP COMMON STOCK 729132100 2,965,478.75 2,965,478.75 2,965,478.75 2,965,478.75
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POGO PRODUCING CO COMMON STOCK 730448107 510,117.32 510,117.32 510,117.32 510,117.32
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POLARIS INDUSTRIES INC COMMON STOCK 731068102 326,856.25 326,856.25 326,856.25 326,856.25
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POLAROID CORP COMMON STOCK 731095105 230,137.50 230,137.50 230,137.50 230,137.50
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POLYCOM INC COMMON STOCK 73172K104 2,014,517.28 2,014,517.28 2,014,517.28 2,014,517.28
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PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 2,798,325.00 2,798,325.00 2,798,325.00 2,798,325.00
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POTLATCH CORP COMMON STOCK 737628107 268,750.00 268,750.00 268,750.00 268,750.00
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POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 256,793.75 256,793.75 256,793.75 256,793.75
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POWERGEN PLC ADR SPONSORED 738905405 1,402,500.00 1,402,500.00 1,402,500.00 1,402,500.00
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POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 885,000.00 885,000.00 885,000.00 885,000.00
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PRAXAIR INC COMMON STOCK 74005P104 1,398,600.00 1,398,600.00 1,398,600.00 1,398,600.00
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PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 297,760.61 297,760.61 297,760.61 297,760.61
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PRECISION DRILLING CORP COMMON STOCK 74022D100 1,682,100.00 1,682,100.00 1,682,100.00 1,682,100.00
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PREMIER PARKS INC COMMON STOCK 740540208 1,504,020.00 1,504,020.00 1,504,020.00 1,504,020.00
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PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 470,783.20 470,783.20 470,783.20 470,783.20
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T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 1,920,885.00 1,920,885.00 1,920,885.00 1,920,885.00
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PRICELINE.COM INC COMMON STOCK 741503106 1,185,750.00 1,185,750.00 1,185,750.00 1,185,750.00
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PRIMUS KNOWLEDGE SOLUTIONS COMMON STOCK 74163Q100 920,200.00 920,200.00 920,200.00 920,200.00
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PRIMARK CORP COMMON STOCK 741903108 214,037.00 214,037.00 214,037.00 214,037.00
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PRIME HOSPITALITY CORP COMMON STOCK 741917108 154,425.00 154,425.00 154,425.00 154,425.00
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PRIMUS TELECOMMUNICATIONS GP COMMON STOCK 741929103 2,336,252.40 2,336,252.40 2,336,252.40 2,336,252.40
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PRIDE INTERNATIONAL INC COMMON STOCK 741932107 612,045.96 612,045.96 612,045.96 612,045.96
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PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 486,822.00 486,822.00 486,822.00 486,822.00
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PROCTER & GAMBLE CO COMMON STOCK 742718109 16,048,687.50 16,048,687.50 16,048,687.50 16,048,687.50
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PROFESSIONAL DETAILING INC COMMONSTOCK 74312N107 1,472,500.00 1,472,500.00 1,472,500.00 1,472,500.00
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PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 399,230.00 399,230.00 399,230.00 399,230.00
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PROGRESS SOFTWARE CORP COMMON STOCK 743312100 515,614.00 515,614.00 515,614.00 515,614.00
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PROGRESSIVE CORP COMMON STOCK 743315103 1,184,285.34 1,184,285.34 1,184,285.34 1,184,285.34
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PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 1,591,040.00 1,591,040.00 1,591,040.00 1,591,040.00
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PROSOFTTRAINING.COM COMMON STOCK 743477101 1,344,695.20 1,344,695.20 1,344,695.20 1,344,695.20
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PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,412,365.00 2,412,365.00 2,412,365.00 2,412,365.00
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PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 1,573,305.00 1,573,305.00 1,573,305.00 1,573,305.00
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PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 174,746.25 174,746.25 174,746.25 174,746.25
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PROVINCE HEALTHCARE CO COMMON STOCK 743977100 2,144,012.50 2,144,012.50 2,144,012.50 2,144,012.50
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PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,631,234.38 2,631,234.38 2,631,234.38 2,631,234.38
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PROXIM INC COMMON STOCK 744284100 1,835,520.00 1,835,520.00 1,835,520.00 1,835,520.00
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PSINET INC COMMON STOCK 74437C101 1,122,495.00 1,122,495.00 1,122,495.00 1,122,495.00
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PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,374,896.25 1,374,896.25 1,374,896.25 1,374,896.25
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PURCHASEPRO.COM INC COMMON STOCK 746144104 290,000.00 290,000.00 290,000.00 290,000.00
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QLT PHOTOTHERAPEUTICS INC. COMMON STOCK 746927102 668,525.00 668,525.00 668,525.00 668,525.00
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QRS CORP COMMON STOCK 74726X105 1,321,390.00 1,321,390.00 1,321,390.00 1,321,390.00
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QLOGIC CORP COMMON STOCK 747277101 2,299,435.00 2,299,435.00 2,299,435.00 2,299,435.00
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QUAKER OATS CO COMMON STOCK 747402105 1,720,537.50 1,720,537.50 1,720,537.50 1,720,537.50
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QUALCOMM INC COMMON STOCK 747525103 23,904,104.60 23,904,104.60 23,904,104.60 23,904,104.60
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QUANTUM CORP COMMON STOCK 747906204 182,516.73 182,516.73 182,516.73 182,516.73
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QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 417,165.90 417,165.90 417,165.90 417,165.90
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QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 2,621,425.00 2,621,425.00 2,621,425.00 2,621,425.00
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R H DONNELLEY CORP COMMON STOCK 74955W307 870,400.00 870,400.00 870,400.00 870,400.00
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RPM INC (OHIO) COMMON STOCK 749685103 112,211.00 112,211.00 112,211.00 112,211.00
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RSA SECURITY INC COMMON STOCK 749719100 888,575.80 888,575.80 888,575.80 888,575.80
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RADIAN GROUP INC COMMON STOCK 750236101 2,907,982.50 2,907,982.50 2,907,982.50 2,907,982.50
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RADISYS CORP COMMON STOCK 750459109 426,887.50 426,887.50 426,887.50 426,887.50
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RALCORP HOLDINGS INC COMMON STOCK 751028101 193,575.00 193,575.00 193,575.00 193,575.00
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RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 1,761,307.50 1,761,307.50 1,761,307.50 1,761,307.50
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RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 644,895.00 644,895.00 644,895.00 644,895.00
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RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 425,063.75 425,063.75 425,063.75 425,063.75
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RAYTHEON CO COMMON STOCK 755111408 1,278,887.50 1,278,887.50 1,278,887.50 1,278,887.50
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READ-RITE CORP COMMON STOCK 755246105 101,520.42 101,520.42 101,520.42 101,520.42
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READERS DIGEST ASSOCIATION INC COMMON STOCK
CLASS A 755267101 1,242,370.00 1,242,370.00 1,242,370.00 1,242,370.00
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REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 111,370.00 111,370.00 111,370.00 111,370.00
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REGENT COMMUNICATIONS INC COMMON STOCK 758865109 1,233,787.50 1,233,787.50 1,233,787.50 1,233,787.50
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REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 410,616.18 410,616.18 410,616.18 410,616.18
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REGIS CORP COMMON STOCK 758932107 268,097.20 268,097.20 268,097.20 268,097.20
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REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,177,030.76 1,177,030.76 1,177,030.76 1,177,030.76
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RELIANCE STEEL AND ALUMINUM CO COMMON STOCK 759509102 276,778.75 276,778.75 276,778.75 276,778.75
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RELIANT ENERGY INC COMMON STOCK 75952J108 2,237,061.65 2,237,061.65 2,237,061.65 2,237,061.65
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RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 288,953.75 288,953.75 288,953.75 288,953.75
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REMEC INC COMMON STOCK 759543101 5,868,100.00 5,868,100.00 5,868,100.00 5,868,100.00
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REMEDY CORP COMMON STOCK 759548100 541,306.25 541,306.25 541,306.25 541,306.25
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RENAL CARE GROUP INC COMMON STOCK 759930100 1,113,410.58 1,113,410.58 1,113,410.58 1,113,410.58
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REPSOL SA ADR SPONSORED 76026T205 2,557,440.00 2,557,440.00 2,557,440.00 2,557,440.00
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REPUBLIC SERVICES INC COMMON STOCK 760759100 1,943,504.90 1,943,504.90 1,943,504.90 1,943,504.90
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RESMED INC COMMON STOCK 761152107 481,781.25 481,781.25 481,781.25 481,781.25
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RESPIRONICS INC COMMON STOCK 761230101 851,000.00 851,000.00 851,000.00 851,000.00
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REYNOLDS METALS CO COMMON STOCK 761763101 897,462.50 897,462.50 897,462.50 897,462.50
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RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 177,072.00 177,072.00 177,072.00 177,072.00
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RHYTHMS NETCONNECTIONS INC COMMON STOCK 762430205 1,435,668.00 1,435,668.00 1,435,668.00 1,435,668.00
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RICHARDSON ELECTRONICS LTD CONVERTIBLE
DEBENTURES 763165AB3 36,875.00 36,875.00 36,875.00 36,875.00
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RIGGS NATIONAL CORP COMMON STOCK 766570105 149,900.10 149,900.10 149,900.10 149,900.10
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RITE AID CORP COMMON STOCK 767754104 303,820.00 303,820.00 303,820.00 303,820.00
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ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 3,369,924.48 3,369,924.48 3,369,924.48 3,369,924.48
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ROCKWELL INTL NEW COMMON STOCK 773903109 1,818,403.88 1,818,403.88 1,818,403.88 1,818,403.88
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ROGERS COMMUNICATIONS,INC CL.B COMMON
STOCK 775109200 1,401,164.00 1,401,164.00 1,401,164.00 1,401,164.00
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ROGERS COMMUNICATIONS,INC CONVERTIBLE
DEBENTURES 775109AE1 306,750.00 306,750.00 306,750.00 306,750.00
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ROHM & HAAS CO COMMON STOCK 775371107 2,068,547.25 2,068,547.25 2,068,547.25 2,068,547.25
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ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 209,996.93 209,996.93 209,996.93 209,996.93
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ROPER INDUSTRIES INC COMMON STOCK 776696106 455,434.54 455,434.54 455,434.54 455,434.54
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ROSS STORES INC COMMON STOCK 778296103 202,842.66 202,842.66 202,842.66 202,842.66
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ROUSE CO (THE) COMMON STOCK 779273101 4,529,200.00 4,529,200.00 4,529,200.00 4,529,200.00
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ROWAN COMPANIES INC COMMON STOCK 779382100 580,792.01 580,792.01 580,792.01 580,792.01
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ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 29,697,387.00 29,697,387.00 29,697,387.00 29,697,387.00
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RUBY TUESDAY INC COMMON STOCK 781182100 520,975.00 520,975.00 520,975.00 520,975.00
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RUSSELL CORP COMMON STOCK 782352108 375,403.76 375,403.76 375,403.76 375,403.76
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RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 151,079.60 151,079.60 151,079.60 151,079.60
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RYDER SYSTEM INC COMMON STOCK 783549108 314,895.56 314,895.56 314,895.56 314,895.56
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SBC COMMUNICATIONS INC COMMON STOCK 78387G103 36,259,146.00 36,259,146.00 36,259,146.00 36,259,146.00
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SCI SYSTEMS INC COMMON STOCK 783890106 4,435,185.04 4,435,185.04 4,435,185.04 4,435,185.04
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SEI INVESTMENTS CO COMMON STOCK 784117103 898,421.04 898,421.04 898,421.04 898,421.04
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SLM HOLDING CORP COMMON STOCK 78442A109 1,126,278.72 1,126,278.72 1,126,278.72 1,126,278.72
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SLI INC COMMON STOCK 78442T108 266,560.00 266,560.00 266,560.00 266,560.00
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SPX CORP COMMON STOCK 784635104 1,051,524.57 1,051,524.57 1,051,524.57 1,051,524.57
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S1 CORPORATION COMMONSTOCK 78463B101 1,182,480.60 1,182,480.60 1,182,480.60 1,182,480.60
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S3 INC COMMON STOCK 784849101 708,330.00 708,330.00 708,330.00 708,330.00
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SABRE HOLDINGS CORPORATION COMMON STOCK 785905100 1,007,715.23 1,007,715.23 1,007,715.23 1,007,715.23
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SAFECO CORP COMMON STOCK 786429100 1,778,591.52 1,778,591.52 1,778,591.52 1,778,591.52
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SAFEWAY INC COMMON STOCK 786514208 4,879,760.00 4,879,760.00 4,879,760.00 4,879,760.00
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SAGA SYSTEMS INC COMMON STOCK 786610105 454,025.00 454,025.00 454,025.00 454,025.00
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SAGENT TECHNOLOGY INC COMMON STOCK 786693101 1,089,093.60 1,089,093.60 1,089,093.60 1,089,093.60
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ST JUDE MEDICAL INC COMMON STOCK 790849103 461,931.55 461,931.55 461,931.55 461,931.55
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ST PAUL COMPANIES INC COMMON STOCK 792860108 3,249,382.50 3,249,382.50 3,249,382.50 3,249,382.50
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SAKS INCORPORATED COMMON STOCK 79377W108 200,013.00 200,013.00 200,013.00 200,013.00
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SALEM COMMUNICATIONS CORP COMMON STOCK 794093104 759,193.20 759,193.20 759,193.20 759,193.20
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SALTON INC COMMON STOCK 795757103 221,212.50 221,212.50 221,212.50 221,212.50
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SAN PAOLO-IMI SPA-SPON ADR COMMON STOCK 799175104 1,995,000.00 1,995,000.00 1,995,000.00 1,995,000.00
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SANMINA CORP COMMON STOCK 800907107 2,367,372.48 2,367,372.48 2,367,372.48 2,367,372.48
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SANTA FE SNYDER CORP COMMON STOCK 80218K105 169,785.00 169,785.00 169,785.00 169,785.00
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SAP AG COMMON STOCK 803054204 4,097,774.50 4,097,774.50 4,097,774.50 4,097,774.50
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SARA LEE CORP COMMON STOCK 803111103 3,474,180.00 3,474,180.00 3,474,180.00 3,474,180.00
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SAWTEK INC COMMON STOCK 805468105 212,350.48 212,350.48 212,350.48 212,350.48
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SCANA CORP COMMON STOCK 80589M102 239,233.88 239,233.88 239,233.88 239,233.88
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SCHEIN (HENRY) INC COMMON STOCK 806407102 265,466.80 265,466.80 265,466.80 265,466.80
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SCHERING-PLOUGH CORP COMMON STOCK 806605101 11,468,572.50 11,468,572.50 11,468,572.50 11,468,572.50
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SCHLUMBERGER LTD COMMON STOCK 806857108 10,692,634.50 10,692,634.50 10,692,634.50 10,692,634.50
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SCHOLASTIC CORP CONVERTIBLE BOND 807066AA3 570,750.00 570,750.00 570,750.00 570,750.00
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SCHULER HOMES INC CONVERTIBLE
SUB DEBENTURES 808188AA4 369,000.00 369,000.00 369,000.00 369,000.00
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SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 10,541,409.80 10,541,409.80 10,541,409.80 10,541,409.80
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SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 2,125,139.50 2,125,139.50 2,125,139.50 2,125,139.50
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SCOTTISH POWER PLC SPONSORED ADR 81013T705 2,484,894.54 2,484,894.54 2,484,894.54 2,484,894.54
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SCOTTS CO COMMON STOCK 810186106 1,327,620.00 1,327,620.00 1,327,620.00 1,327,620.00
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SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 2,761,257.50 2,761,257.50 2,761,257.50 2,761,257.50
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SEAGRAM COMPANY LTD COMMON STOCK 811850106 6,348,055.00 6,348,055.00 6,348,055.00 6,348,055.00
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SEACOR SMIT INC COMMON STOCK 811904101 303,082.50 303,082.50 303,082.50 303,082.50
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SEALED AIR CORPORATION COMMON STOCK 81211K100 970,120.94 970,120.94 970,120.94 970,120.94
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SEARS ROEBUCK & CO COMMON STOCK 812387108 2,637,960.00 2,637,960.00 2,637,960.00 2,637,960.00
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SEITEL INC COMMON STOCK 816074306 83,735.35 83,735.35 83,735.35 83,735.35
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SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 203,890.90 203,890.90 203,890.90 203,890.90
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SEMTECH CORP COMMON STOCK 816850101 2,658,573.00 2,658,573.00 2,658,573.00 2,658,573.00
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SEMPRA ENERGY COMMON STOCK 816851109 728,089.00 728,089.00 728,089.00 728,089.00
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SENSORMATIC ELECTRONICS CORP COMMON STOCK 817265101 488,229.12 488,229.12 488,229.12 488,229.12
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SEPRACOR INC COMMON STOCK 817315104 2,468,326.80 2,468,326.80 2,468,326.80 2,468,326.80
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SHANDONG HUANENG POWER COMMON STOCK 819419102 286,325.00 286,325.00 286,325.00 286,325.00
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SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 301,912.50 301,912.50 301,912.50 301,912.50
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SHAW INDUSTRIES INC COMMON STOCK 820286102 194,545.47 194,545.47 194,545.47 194,545.47
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SHELL TRANSPORT AND TRADING CO ADR 822703609 2,453,100.00 2,453,100.00 2,453,100.00 2,453,100.00
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SHERWIN-WILLIAMS CO COMMON STOCK 824348106 772,621.14 772,621.14 772,621.14 772,621.14
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SHIRE PHARMACEUTICALS GR-ADR 82481R106 2,793,125.00 2,793,125.00 2,793,125.00 2,793,125.00
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SHOPKO STORES INC COMMON STOCK 824911101 1,338,705.00 1,338,705.00 1,338,705.00 1,338,705.00
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SHOPNOW.COM INC. COMMON STOCK 82508R105 897,975.00 897,975.00 897,975.00 897,975.00
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SIEBEL SYSTEMS INC COMMON STOCK 826170102 2,177,336.51 2,177,336.51 2,177,336.51 2,177,336.51
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SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 57,071.72 57,071.72 57,071.72 57,071.72
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SIGMA ALDRICH CORP COMMON STOCK 826552101 577,812.50 577,812.50 577,812.50 577,812.50
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SIGCORP INC COMMON STOCK 826912107 595,000.00 595,000.00 595,000.00 595,000.00
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SILICON GRAPHICS INC COMMON STOCK 827056102 414,136.02 414,136.02 414,136.02 414,136.02
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SILICON VALLEY BANCSHARES COMMON STOCK 827064106 712,281.25 712,281.25 712,281.25 712,281.25
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SILICON VALLEY GROUP INC COMMON STOCK 827066101 407,000.00 407,000.00 407,000.00 407,000.00
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SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,291,104.00 1,291,104.00 1,291,104.00 1,291,104.00
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SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 208,165.00 208,165.00 208,165.00 208,165.00
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SIZELER PROPERTIES INVEST INC CONVERTIBLE
SUB DEBENTURES 830137AA3 228,750.00 228,750.00 228,750.00 228,750.00
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SKILLSOFT CORPORATION COMMONSTOCK 83066P101 735,268.60 735,268.60 735,268.60 735,268.60
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SKYWEST INC COMMON STOCK 830879102 428,810.00 428,810.00 428,810.00 428,810.00
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SMARTFORCE PLC COMMON STOCK SPS ADR83170A206 1,628,562.50 1,628,562.50 1,628,562.50 1,628,562.50
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SMITH (AO) CORP COMMON STOCK 831865209 184,320.00 184,320.00 184,320.00 184,320.00
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SMITH INTERNATIONAL INC COMMON STOCK 832110100 3,961,025.00 3,961,025.00 3,961,025.00 3,961,025.00
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SMITHFIELD FOODS INC COMMON STOCK 832248108 501,600.00 501,600.00 501,600.00 501,600.00
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SMITHKLINE BEECHAM PLC ADR 832378301 1,981,860.00 1,981,860.00 1,981,860.00 1,981,860.00
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SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 711,900.00 711,900.00 711,900.00 711,900.00
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SNAP-ON INC COMMON STOCK 833034101 331,003.68 331,003.68 331,003.68 331,003.68
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SOLA INTERNATIONAL INC COMMON STOCK 834092108 66,640.00 66,640.00 66,640.00 66,640.00
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SOLECTRON CORP COMMON STOCK 834182107 5,047,812.00 5,047,812.00 5,047,812.00 5,047,812.00
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SOLUTIA INC COMMON STOCK 834376105 143,647.50 143,647.50 143,647.50 143,647.50
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SONIC CORP COMMON STOCK 835451105 857,830.00 857,830.00 857,830.00 857,830.00
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SONOCO PRODUCTS CO COMMON STOCK 835495102 224,824.50 224,824.50 224,824.50 224,824.50
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SONY CORP - SPONSORED ADR COMMON STOCK 835699307 2,801,250.00 2,801,250.00 2,801,250.00 2,801,250.00
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SOUTHDOWN INC COMMON STOCK 841297104 205,320.00 205,320.00 205,320.00 205,320.00
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SOUTHERN CO COMMON STOCK 842587107 4,268,872.50 4,268,872.50 4,268,872.50 4,268,872.50
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SOUTHERN UNION CO COMMON STOCK 844030106 382,209.98 382,209.98 382,209.98 382,209.98
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SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,012,443.47 1,012,443.47 1,012,443.47 1,012,443.47
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SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,227,508.36 2,227,508.36 2,227,508.36 2,227,508.36
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SOUTHWEST BANCORP OF TEXAS COMMON STOCK 84476R109 241,018.80 241,018.80 241,018.80 241,018.80
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SOUTHWEST GAS CORP COMMON STOCK 844895102 260,386.92 260,386.92 260,386.92 260,386.92
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SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 71,483.75 71,483.75 71,483.75 71,483.75
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SOVEREIGN BANCORP INC COMMON STOCK 845905108 158,121.42 158,121.42 158,121.42 158,121.42
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SPARTECH CORP COMMON STOCK 847220209 498,437.50 498,437.50 498,437.50 498,437.50
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SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 2,616,990.00 2,616,990.00 2,616,990.00 2,616,990.00
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SPEEDFAM-IPEC INC COMMON STOCK 847705100 812,291.25 812,291.25 812,291.25 812,291.25
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SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 35,432.46 35,432.46 35,432.46 35,432.46
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SPRINGS INDUSTRIES INC COMMON STOCK 851783100 520,980.00 520,980.00 520,980.00 520,980.00
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SPRINT CORP COMMON
STOCK 852061100 12,084,030.00 12,084,030.00 12,084,030.00 12,084,030.00
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SPRINT PCS GROUP
COMMON STOCK 852061506 12,930,469.80 12,930,469.80 12,930,469.80 12,930,469.80
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STAFFMARK INC COMMON STOCK 852389105 101,355.49 101,355.49 101,355.49 101,355.49
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STANDARD PACIFIC CORP COMMON STOCK 85375C101 128,800.00 128,800.00 128,800.00 128,800.00
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STANLEY WORKS (THE) COMMON STOCK 854616109 1,622,062.50 1,622,062.50 1,622,062.50 1,622,062.50
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STAPLES INC COMMON STOCK 855030102 1,992,840.00 1,992,840.00 1,992,840.00 1,992,840.00
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STARBUCKS CORP COMMON STOCK 855244109 776,591.96 776,591.96 776,591.96 776,591.96
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STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 1,557,990.00 1,557,990.00 1,557,990.00 1,557,990.00
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STATE STREET CORP COMMON STOCK 857477103 4,150,609.38 4,150,609.38 4,150,609.38 4,150,609.38
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STATEN ISLAND BANCORP INC COMMON STOCK 857550107 301,400.00 301,400.00 301,400.00 301,400.00
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STEEL DYNAMICS INC COMMON STOCK 858119100 246,270.60 246,270.60 246,270.60 246,270.60
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STEIN MART INC COMMON STOCK 858375108 160,297.50 160,297.50 160,297.50 160,297.50
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STERLING SOFTWARE INC COMMON STOCK 859547101 246,135.00 246,135.00 246,135.00 246,135.00
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STEWART ENTERPRISES INC COMMON STOCK 860370105 49,962.44 49,962.44 49,962.44 49,962.44
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STILLWATER MINING CO COMMON STOCK 86074Q102 674,000.00 674,000.00 674,000.00 674,000.00
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STONE ENERGY CORP COMMON STOCK 861642106 402,372.50 402,372.50 402,372.50 402,372.50
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STRIDE RITE CORP COMMON STOCK 863314100 159,788.84 159,788.84 159,788.84 159,788.84
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STRYKER CORP COMMON STOCK 863667101 636,120.00 636,120.00 636,120.00 636,120.00
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STURM RUGER COMPANY INC COMMON STOCK 864159108 102,375.00 102,375.00 102,375.00 102,375.00
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SUMMIT BANCORP COMMON STOCK 866005101 966,262.50 966,262.50 966,262.50 966,262.50
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SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 185,693.75 185,693.75 185,693.75 185,693.75
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SUN MICROSYSTEMS INC COMMON STOCK 866810104 33,458,061.70 33,458,061.70 33,458,061.70 33,458,061.70
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SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 4,879,187.50 4,879,187.50 4,879,187.50 4,879,187.50
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SUNOCO INC COMMON STOCK 86764P109 680,268.75 680,268.75 680,268.75 680,268.75
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SUNTRUST BANKS INC COMMON STOCK 867914103 3,915,334.50 3,915,334.50 3,915,334.50 3,915,334.50
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SUPERVALU INC COMMON STOCK 868536103 562,997.01 562,997.01 562,997.01 562,997.01
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SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 226,516.80 226,516.80 226,516.80 226,516.80
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SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 5,408,500.00 5,408,500.00 5,408,500.00 5,408,500.00
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SYMANTEC CORP COMMON STOCK 871503108 876,708.75 876,708.75 876,708.75 876,708.75
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SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 690,762.30 690,762.30 690,762.30 690,762.30
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SYNOPSYS INC COMMON STOCK 871607107 318,337.50 318,337.50 318,337.50 318,337.50
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SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,115,701.25 1,115,701.25 1,115,701.25 1,115,701.25
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SYSCO CORP COMMON STOCK 871829107 2,501,658.70 2,501,658.70 2,501,658.70 2,501,658.70
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TECO ENERGY INC COMMON STOCK 872375100 662,024.22 662,024.22 662,024.22 662,024.22
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TJX COMPANIES INC COMMON STOCK 872540109 3,972,360.48 3,972,360.48 3,972,360.48 3,972,360.48
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TNP ENTERPRISES INC COMMON STOCK 872594106 265,500.72 265,500.72 265,500.72 265,500.72
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TRW INC COMMON STOCK 872649108 2,553,525.00 2,553,525.00 2,553,525.00 2,553,525.00
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TSI INTERNATIONAL SOFTWARE INC COMMON STOCK 872879101 2,558,309.60 2,558,309.60 2,558,309.60 2,558,309.60
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TMP WORLDWIDE INC COMMON STOCK 872941109 559,800.00 559,800.00 559,800.00 559,800.00
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TALK COM INC COMMON STOCK 874264104 998,160.00 998,160.00 998,160.00 998,160.00
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TANDY CORP COMMON STOCK 875382103 4,282,285.00 4,282,285.00 4,282,285.00 4,282,285.00
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TARGET CORP COMMON STOCK 87612E106 9,962,680.00 9,962,680.00 9,962,680.00 9,962,680.00
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TECH DATA CORP COMMON STOCK 878237106 1,891,956.25 1,891,956.25 1,891,956.25 1,891,956.25
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TECHNE CORP COMMON STOCK 878377100 619,620.00 619,620.00 619,620.00 619,620.00
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TECHNITROL INC COMMON STOCK 878555101 421,147.50 421,147.50 421,147.50 421,147.50
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TEKELEC COMMON STOCK 879101103 2,524,500.00 2,524,500.00 2,524,500.00 2,524,500.00
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TEKTRONIX INC COMMON STOCK 879131100 1,173,200.00 1,173,200.00 1,173,200.00 1,173,200.00
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TELCOM SEMICONDUCTOR INC COMMON STOCK 87921P107 1,367,300.00 1,367,300.00 1,367,300.00 1,367,300.00
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TELECOM ITALIA SPA ADR 87927W106 3,040,000.00 3,040,000.00 3,040,000.00 3,040,000.00
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TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2,413,702.88 2,413,702.88 2,413,702.88 2,413,702.88
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TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 203,287.50 203,287.50 203,287.50 203,287.50
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TELEFLEX INC COMMON STOCK 879369106 1,515,850.00 1,515,850.00 1,515,850.00 1,515,850.00
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TELEFONOS DE MEXICO SA ADR SPONSORED
CLASS L 879403780 3,376,800.00 3,376,800.00 3,376,800.00 3,376,800.00
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TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 649,350.00 649,350.00 649,350.00 649,350.00
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TELLABS INC COMMON STOCK 879664100 5,385,761.84 5,385,761.84 5,385,761.84 5,385,761.84
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TELXON CORP CONV SUBORDINATED
NOTES 879700AC6 85,125.00 85,125.00 85,125.00 85,125.00
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TEMPLE-INLAND INC COMMON STOCK 879868107 591,268.44 591,268.44 591,268.44 591,268.44
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TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,524,831.00 1,524,831.00 1,524,831.00 1,524,831.00
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TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 116,197.68 116,197.68 116,197.68 116,197.68
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TERADYNE INC COMMON STOCK 880770102 2,988,142.50 2,988,142.50 2,988,142.50 2,988,142.50
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TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 4,589,376.00 4,589,376.00 4,589,376.00 4,589,376.00
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TETRA TECH INC COMMON STOCK 88162G103 2,922,437.50 2,922,437.50 2,922,437.50 2,922,437.50
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TEXACO INC COMMON STOCK 881694103 9,349,840.50 9,349,840.50 9,349,840.50 9,349,840.50
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TEXAS INDUSTRIES INC COMMON STOCK 882491103 290,396.25 290,396.25 290,396.25 290,396.25
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TEXAS INSTRUMENTS INC COMMON STOCK 882508104 31,929,600.00 31,929,600.00 31,929,600.00 31,929,600.00
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TEXAS UTILITIES CO COMMON STOCK 882848104 1,736,481.69 1,736,481.69 1,736,481.69 1,736,481.69
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TEXTRON INC COMMON STOCK 883203101 3,700,591.25 3,700,591.25 3,700,591.25 3,700,591.25
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THERAGENICS CORP COMMON STOCK 883375107 530,720.00 530,720.00 530,720.00 530,720.00
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THERMO ELECTRON CORP COMMON STOCK 883556102 682,256.88 682,256.88 682,256.88 682,256.88
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THERMO ELECTRON CORP CONVERTIBLE BOND 883556AF9 3,562,650.00 3,562,650.00 3,562,650.00 3,562,650.00
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THERMO TERRATECH INC CONVERTIBLE BOND 883598AA2 531,000.00 531,000.00 531,000.00 531,000.00
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THOMAS & BETTS CORP COMMON STOCK 884315102 347,192.50 347,192.50 347,192.50 347,192.50
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3COM CORP COMMON STOCK 885535104 4,043,937.50 4,043,937.50 4,043,937.50 4,043,937.50
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3DO CO (THE) COMMON STOCK 88553W105 210,207.90 210,207.90 210,207.90 210,207.90
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THREE FIVE SYSTEMS INC COMMON STOCK 88554L108 322,140.00 322,140.00 322,140.00 322,140.00
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TIBCO SOFTWARE INC COMMON STOCK 88632Q103 503,262.50 503,262.50 503,262.50 503,262.50
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TIDEWATER INC COMMON STOCK 886423102 664,234.56 664,234.56 664,234.56 664,234.56
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TIFFANY & CO COMMON STOCK 886547108 573,667.50 573,667.50 573,667.50 573,667.50
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TIMBERLAND CO (THE) COMMON STOCK 887100105 475,830.00 475,830.00 475,830.00 475,830.00
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TIME WARNER INC COMMON STOCK 887315109 31,004,000.00 31,004,000.00 31,004,000.00 31,004,000.00
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TIMES MIRROR CO (THE) COMMON STOCK
CLASS A 887364107 1,191,452.34 1,191,452.34 1,191,452.34 1,191,452.34
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TIMKEN CO (THE) COMMON STOCK 887389104 216,775.00 216,775.00 216,775.00 216,775.00
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TITAN CORP COMMON STOCK 888266103 2,743,800.00 2,743,800.00 2,743,800.00 2,743,800.00
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TOLL BROTHERS INC COMMON STOCK 889478103 324,000.00 324,000.00 324,000.00 324,000.00
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TORCHMARK CORP COMMON STOCK 891027104 782,781.25 782,781.25 782,781.25 782,781.25
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TOSCO CORP COMMON STOCK 891490302 922,241.10 922,241.10 922,241.10 922,241.10
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TOTAL SA ADR 89151E109 3,313,125.00 3,313,125.00 3,313,125.00 3,313,125.00
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TOWER AUTOMOTIVE INC COMMON STOCK 891707101 874,097.50 874,097.50 874,097.50 874,097.50
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TOYOTA MOTOR CREDIT CORP ADR 892331307 1,664,000.00 1,664,000.00 1,664,000.00 1,664,000.00
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TOYS R US INC COMMON STOCK 892335100 2,486,786.68 2,486,786.68 2,486,786.68 2,486,786.68
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TRANSWITCH CORP COMMON STOCK 894065101 3,109,643.75 3,109,643.75 3,109,643.75 3,109,643.75
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TREDEGAR CORPORATION INC COMMON STOCK 894650100 445,807.35 445,807.35 445,807.35 445,807.35
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TRIARC COMPANIES INC COMMON STOCK 895927101 206,000.00 206,000.00 206,000.00 206,000.00
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TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 993,580.19 993,580.19 993,580.19 993,580.19
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TRIBUNE CO COMMON STOCK 896047107 2,627,345.32 2,627,345.32 2,627,345.32 2,627,345.32
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TRIGON HEALTHCARE INC COMMON STOCK 89618L100 819,032.50 819,032.50 819,032.50 819,032.50
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TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 258,272.50 258,272.50 258,272.50 258,272.50
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TRIMERIS INC COMMONSTOCK 896263100 1,223,456.50 1,223,456.50 1,223,456.50 1,223,456.50
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TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 264,600.00 264,600.00 264,600.00 264,600.00
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TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 839,704.32 839,704.32 839,704.32 839,704.32
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TRUSTCO BANK CORP COMMON STOCK 898349105 277,215.64 277,215.64 277,215.64 277,215.64
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TUBOSCOPE VETCO INTERNATIONAL COMMON STOCK 898600101 336,600.00 336,600.00 336,600.00 336,600.00
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TUMBLEWEED COMMUNICATIONS CORP COMMON STOCK 899690101 1,365,237.90 1,365,237.90 1,365,237.90 1,365,237.90
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TUPPERWARE CORPORATION COMMON STOCK 899896104 565,753.36 565,753.36 565,753.36 565,753.36
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24/7 MEDIA INC COMMON STOCK 901314104 1,260,050.00 1,260,050.00 1,260,050.00 1,260,050.00
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TYCO INTERNATIONAL LTD COMMON STOCK 902124106 21,268,844.60 21,268,844.60 21,268,844.60 21,268,844.60
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TYSON FOODS INC COMMON STOCK 902494103 242,970.00 242,970.00 242,970.00 242,970.00
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USX-MARATHON GROUP COMMON STOCK 902905827 2,645,814.24 2,645,814.24 2,645,814.24 2,645,814.24
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UST INC COMMON STOCK 902911106 1,510,000.00 1,510,000.00 1,510,000.00 1,510,000.00
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U S BANCORP COMMON STOCK 902973106 3,496,193.75 3,496,193.75 3,496,193.75 3,496,193.75
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U S FOODSERVICE INC COMMON STOCK 90331R101 4,060,002.50 4,060,002.50 4,060,002.50 4,060,002.50
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USX-US STEEL GROUP COMMON STOCK 90337T101 623,500.00 623,500.00 623,500.00 623,500.00
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US ONCOLOGY INC COMMON STOCK 90338W103 168,525.00 168,525.00 168,525.00 168,525.00
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ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 207,973.50 207,973.50 207,973.50 207,973.50
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UNILEVER NV COMMON STOCK 904784709 8,497,671.88 8,497,671.88 8,497,671.88 8,497,671.88
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UNICOM CORP COMMON STOCK 904911104 4,848,660.00 4,848,660.00 4,848,660.00 4,848,660.00
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UNION CARBIDE CORP COMMON STOCK 905581104 1,655,477.68 1,655,477.68 1,655,477.68 1,655,477.68
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UNION PACIFIC CORP COMMON STOCK 907818108 3,738,237.25 3,738,237.25 3,738,237.25 3,738,237.25
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UNION PACIFIC RESOURCES COMMON STOCK 907834105 778,592.00 778,592.00 778,592.00 778,592.00
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UNION PLANTERS CORP COMMON STOCK 908068109 913,668.24 913,668.24 913,668.24 913,668.24
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UNISYS CORP COMMON STOCK 909214108 1,678,665.00 1,678,665.00 1,678,665.00 1,678,665.00
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UNIT CORP COMMON STOCK 909218109 1,540,000.00 1,540,000.00 1,540,000.00 1,540,000.00
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UNITED BANKSHARES INC COMMON STOCK 909907107 416,240.00 416,240.00 416,240.00 416,240.00
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UNITED HEALTHCARE CORP COMMON STOCK 910581107 2,141,133.75 2,141,133.75 2,141,133.75 2,141,133.75
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UNITED ILLUMINATING CO COMMON STOCK 910637107 247,667.50 247,667.50 247,667.50 247,667.50
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UNITED RENTALS INC COMMON STOCK 911363109 1,143,675.00 1,143,675.00 1,143,675.00 1,143,675.00
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US CELLULAR CORP COMMON STOCK 911684108 639,000.00 639,000.00 639,000.00 639,000.00
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US AIR GROUP INC COMMON STOCK 911905107 426,079.84 426,079.84 426,079.84 426,079.84
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US HOME CORP COMMON STOCK 911920106 234,460.00 234,460.00 234,460.00 234,460.00
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U S WEST INC COMMON STOCK 91273H101 9,502,763.38 9,502,763.38 9,502,763.38 9,502,763.38
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US TRUST CORP COMMON STOCK 91288L105 1,566,810.00 1,566,810.00 1,566,810.00 1,566,810.00
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UNITED STATIONERS INC COMMON STOCK 913004107 1,206,220.60 1,206,220.60 1,206,220.60 1,206,220.60
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UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 6,990,441.00 6,990,441.00 6,990,441.00 6,990,441.00
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UNITED WATER RESOURCES INC COMMON STOCK 913190104 600,132.50 600,132.50 600,132.50 600,132.50
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UNITRIN INC COMMON STOCK 913275103 272,287.50 272,287.50 272,287.50 272,287.50
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UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 663,950.00 663,950.00 663,950.00 663,950.00
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UNIVISION COMMUNICATIONS INC CL.A COMMON STOCK 914906102 2,493,910.00 2,493,910.00 2,493,910.00 2,493,910.00
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UNOCAL CORP COMMON STOCK 915289102 3,214,785.00 3,214,785.00 3,214,785.00 3,214,785.00
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UNOVA INC COMMON STOCK 91529B106 352,350.00 352,350.00 352,350.00 352,350.00
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UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 1,939,173.00 1,939,173.00 1,939,173.00 1,939,173.00
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US FREIGHTWAYS CORP COMMON STOCK 916906100 441,007.86 441,007.86 441,007.86 441,007.86
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US INTERNET WORKING INC COMMON STOCK 917311805 970,687.50 970,687.50 970,687.50 970,687.50
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VF CORP COMMON STOCK 918204108 607,324.88 607,324.88 607,324.88 607,324.88
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VALENCE TECHNOLOGY INC COMMON STOCK 918914102 358,142.40 358,142.40 358,142.40 358,142.40
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VALERO ENERGY CORP COMMON STOCK 91913Y100 856,887.50 856,887.50 856,887.50 856,887.50
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VALMONT INDUSTRIES INC COMMON STOCK 920253101 175,777.50 175,777.50 175,777.50 175,777.50
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VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCK 922207105 718,962.50 718,962.50 718,962.50 718,962.50
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VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 1,904,387.50 1,904,387.50 1,904,387.50 1,904,387.50
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VERITY INC COMMON STOCK 92343C106 562,350.00 562,350.00 562,350.00 562,350.00
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VERITAS DGC INC COMMON STOCK 92343P107 469,687.50 469,687.50 469,687.50 469,687.50
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VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 534,593.04 534,593.04 534,593.04 534,593.04
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VIACOM INC COMMON STOCK
CLASS B 925524308 10,048,400.30 10,048,400.30 10,048,400.30 10,048,400.30
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VIATEL INC COMMON STOCK 925529208 1,485,535.20 1,485,535.20 1,485,535.20 1,485,535.20
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VIAD CORP COMMON STOCK 92552R109 2,754,150.00 2,754,150.00 2,754,150.00 2,754,150.00
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VIASAT INC COMMON STOCK 92552V100 928,800.00 928,800.00 928,800.00 928,800.00
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VICOR CORP COMMON STOCK 925815102 329,580.00 329,580.00 329,580.00 329,580.00
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VINTAGE PETROLEUM INC COMMON STOCK 927460105 556,657.50 556,657.50 556,657.50 556,657.50
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VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 1,321,816.88 1,321,816.88 1,321,816.88 1,321,816.88
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VISUAL NETWORKS INC COMMON STOCK 928444108 2,043,000.00 2,043,000.00 2,043,000.00 2,043,000.00
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VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 1,430,275.00 1,430,275.00 1,430,275.00 1,430,275.00
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VITRA TECHNOLOGY INC COMMON STOCK 92849Q104 322,598.40 322,598.40 322,598.40 322,598.40
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VIVENDI (EX-GEN EAUX)- SP ADR COMMON STOCK 92851S105 1,395,000.00 1,395,000.00 1,395,000.00 1,395,000.00
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VODAFONE GROUP PLC ADR 92857T107 552,008.47 552,008.47 552,008.47 552,008.47
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VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 4,706,790.48 4,706,790.48 4,706,790.48 4,706,790.48
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VOLT INFORMATION SCIENCES INC COMMON STOCK 928703107 242,934.12 242,934.12 242,934.12 242,934.12
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VULCAN MATERIALS CO COMMON STOCK 929160109 1,128,807.68 1,128,807.68 1,128,807.68 1,128,807.68
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WICOR INC COMMON STOCK 929253102 517,390.00 517,390.00 517,390.00 517,390.00
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WABASH NATIONAL CORP COMMON STOCK 929566107 140,066.85 140,066.85 140,066.85 140,066.85
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WACHOVIA CORP COMMON STOCK 929771103 2,906,855.05 2,906,855.05 2,906,855.05 2,906,855.05
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WADDELL & REED FINANCIAL INC COMMON STOCK
CLASS B 930059100 3,596,520.00 3,596,520.00 3,596,520.00 3,596,520.00
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WADDELL & REED FINANCIAL INC COMMON STOCK
CLASS A 930059209 1,248,000.00 1,248,000.00 1,248,000.00 1,248,000.00
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WAL-MART STORES INC COMMON STOCK 931142103 56,117,437.50 56,117,437.50 56,117,437.50 56,117,437.50
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WALGREEN CO COMMON STOCK 931422109 5,508,955.00 5,508,955.00 5,508,955.00 5,508,955.00
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WARNER-LAMBERT CO COMMON STOCK 934488107 21,566,512.50 21,566,512.50 21,566,512.50 21,566,512.50
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WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 576,092.53 576,092.53 576,092.53 576,092.53
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WASHINGTON MUTUAL INC COMMON STOCK 939322103 3,279,640.00 3,279,640.00 3,279,640.00 3,279,640.00
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WASHINGTON POST CO COMMON STOCK 939640108 432,800.00 432,800.00 432,800.00 432,800.00
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WASTE MANAGEMENT INC COMMON STOCK 94106L109 2,907,953.71 2,907,953.71 2,907,953.71 2,907,953.71
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WATERS CORP COMMON STOCK 941848103 3,309,937.50 3,309,937.50 3,309,937.50 3,309,937.50
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WATSCO INC COMMON STOCK 942622200 131,923.68 131,923.68 131,923.68 131,923.68
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WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 1,777,977.60 1,777,977.60 1,777,977.60 1,777,977.60
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WATTS INDUSTRIES INC COMMON STOCK 942749102 143,302.50 143,302.50 143,302.50 143,302.50
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WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 601,687.83 601,687.83 601,687.83 601,687.83
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WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 3,251,982.50 3,251,982.50 3,251,982.50 3,251,982.50
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WELLS FARGO COMPANY COMMON STOCK 949746101 18,478,552.40 18,478,552.40 18,478,552.40 18,478,552.40
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WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,397,344.14 1,397,344.14 1,397,344.14 1,397,344.14
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WERNER ENTERPRISES INC COMMON STOCK 950755108 358,224.00 358,224.00 358,224.00 358,224.00
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WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 855,659.97 855,659.97 855,659.97 855,659.97
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WESTELL TECHNOLOGIES I COMMON STOCK 957541105 1,676,625.00 1,676,625.00 1,676,625.00 1,676,625.00
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WESTERN WIRELESS CORP COMMON STOCK
CLASS A 95988E204 3,115,216.00 3,115,216.00 3,115,216.00 3,115,216.00
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WESTVACO CORP COMMON STOCK 961548104 712,890.00 712,890.00 712,890.00 712,890.00
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WESTWOOD ONE INC COMMON STOCK 961815107 382,800.00 382,800.00 382,800.00 382,800.00
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WEYERHAEUSER CO COMMON STOCK 962166104 2,838,030.00 2,838,030.00 2,838,030.00 2,838,030.00
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WHIRLPOOL CORP COMMON STOCK 963320106 932,137.50 932,137.50 932,137.50 932,137.50
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WHITMAN CORPORATION COMMON STOCK 96647R107 2,663,221.33 2,663,221.33 2,663,221.33 2,663,221.33
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WHITNEY HOLDING CORP COMMON STOCK 966612103 327,555.00 327,555.00 327,555.00 327,555.00
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WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,733,598.89 2,733,598.89 2,733,598.89 2,733,598.89
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WILD OATS MARKETS INC COMMON STOCK 96808B107 1,677,925.00 1,677,925.00 1,677,925.00 1,677,925.00
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WILEY (JOHN) & SONS INC COMMON STOCK 968223206 241,200.00 241,200.00 241,200.00 241,200.00
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WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 1,064,917.50 1,064,917.50 1,064,917.50 1,064,917.50
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WILLIAMS COMPANIES INC COMMON STOCK 969457100 4,053,407.94 4,053,407.94 4,053,407.94 4,053,407.94
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WILMINGTON TRUST CO COMMON STOCK 971807102 668,107.50 668,107.50 668,107.50 668,107.50
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WIND RIVER SYSTEMS COMMON STOCK 973149107 358,875.00 358,875.00 358,875.00 358,875.00
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WINN-DIXIE STORES INC COMMON STOCK 974280109 604,101.96 604,101.96 604,101.96 604,101.96
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WINSTAR COMMUNICATIONS COMMON STOCK 975515107 1,336,500.00 1,336,500.00 1,336,500.00 1,336,500.00
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WISCONSIN ENERGY CORP COMMON STOCK 976657106 224,091.88 224,091.88 224,091.88 224,091.88
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WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 198,000.00 198,000.00 198,000.00 198,000.00
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WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 710,696.25 710,696.25 710,696.25 710,696.25
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WRIGLEY (WM) JR CO COMMON STOCK 982526105 1,896,488.28 1,896,488.28 1,896,488.28 1,896,488.28
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XILINX INC COMMON STOCK 983919101 8,924,649.24 8,924,649.24 8,924,649.24 8,924,649.24
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XIRCOM INC COMMON STOCK 983922105 488,030.00 488,030.00 488,030.00 488,030.00
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XEROX CORP COMMON STOCK 984121103 5,164,640.00 5,164,640.00 5,164,640.00 5,164,640.00
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XPEDIOR INC COMMON STOCK 98413B100 249,750.00 249,750.00 249,750.00 249,750.00
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YAHOO INC COMMON STOCK 984332106 20,337,071.30 20,337,071.30 20,337,071.30 20,337,071.30
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YELLOW CORP COMMON STOCK 985509108 204,281.96 204,281.96 204,281.96 204,281.96
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YOUNG & RUBICAM INC COMMON STOCK 987425105 700,770.00 700,770.00 700,770.00 700,770.00
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ZALE CORP COMMON STOCK 988858106 733,285.98 733,285.98 733,285.98 733,285.98
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ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 694,500.00 694,500.00 694,500.00 694,500.00
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ZIONS BANCORP COMMON STOCK 989701107 1,735,762.50 1,735,762.50 1,735,762.50 1,735,762.50
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ZIXIT CORPORATION COMMON STOCK 98974P100 500,946.56 500,946.56 500,946.56 500,946.56
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ZORAN CORP COMMON STOCK 98975F101 867,204.80 867,204.80 867,204.80 867,204.80
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DAIMLERCHRYSLER AG COMMON STOCK D1668R123 1,177,866.00 1,177,866.00 1,177,866.00 1,177,866.00
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ACE LTD COMMON STOCK G0070K103 2,461,350.00 2,461,350.00 2,461,350.00 2,461,350.00
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AMDOCS LTD COMMON STOCK G02602103 876,875.30 876,875.30 876,875.30 876,875.30
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ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 382,200.00 382,200.00 382,200.00 382,200.00
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GEMSTAR INTL GROUP LTD COMMON STOCK G3788V106 2,150,000.00 2,150,000.00 2,150,000.00 2,150,000.00
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GLOBAL CROSSING LTD COMMON STOCK G3921A100 6,719,317.50 6,719,317.50 6,719,317.50 6,719,317.50
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PARTNERRE LTD COMMON STOCK G6852T105 467,512.40 467,512.40 467,512.40 467,512.40
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SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 899,100.00 899,100.00 899,100.00 899,100.00
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TRANSOCEAN SEDCO FOREX INC COMMON STOCK G90078109 2,403,505.39 2,403,505.39 2,403,505.39 2,403,505.39
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XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,735,525.00 2,735,525.00 2,735,525.00 2,735,525.00
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STOLT COMEX SEAWAY COMMON STOCK L8873E103 2,009,000.00 2,009,000.00 2,009,000.00 2,009,000.00
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BREEZECOM LIMITED COMMON STOCK M20385106 508,300.00 508,300.00 508,300.00 508,300.00
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GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 1,852,550.00 1,852,550.00 1,852,550.00 1,852,550.00
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CNH GLOBAL N.V. COMMON STOCK N20935107 505,600.00 505,600.00 505,600.00 505,600.00
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STEINER LEISURE LTD. COMMON STOCK P8744Y102 1,495,725.00 1,495,725.00 1,495,725.00 1,495,725.00
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ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 1,064,000.00 1,064,000.00 1,064,000.00 1,064,000.00
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FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 1,126,992.00 1,126,992.00 1,126,992.00 1,126,992.00
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Total in U.S. Currency 4,081,078,349.78 4,081,078,349.78 4,081,078,349.78 4,081,078,349.78
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Total in U.S. Currency 8,162,156,699.56 8,162,156,699.56 8,162,156,699.56 8,162,156,699.56
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</TABLE>
