<TABLE>
<S> <C> <C> <C> <C> <C> <C>
GW Capital Management, LLC
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2ND 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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7/31/00
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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 Managers(Shares)
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Name of Issuer Title of Class Number Value Amount (A) Sole See Inst(A) Sole
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AAR CORP COMMON STOCK 000361105 156,480.00 13,040.00 13,040.00 13,040.00
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ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 6,179,155.13 73,671.00 73,671.00 73,671.00
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ABN AMRO HOLDING NV ADR SPONSORED 000937102 1,842,150.00 75,000.00 75,000.00 75,000.00
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ABM INDUSTRIES COMMON STOCK 000957100 248,630.00 10,810.00 10,810.00 10,810.00
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AFLAC INC COMMON STOCK 001055102 2,531,312.45 55,104.00 55,104.00 55,104.00
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AGL RESOURCES INC COMMON STOCK 001204106 383,922.33 24,090.00 24,090.00 24,090.00
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AES CORP COMMON STOCK 00130H105 5,231,864.38 114,671.00 114,671.00 114,671.00
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AK STEEL HOLDING CORP COMMON STOCK 001547108 88,080.00 11,010.00 11,010.00 11,010.00
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AMFM INC COMMON STOCK 001693100 2,120,025.00 30,725.00 30,725.00 30,725.00
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AMR CORP COMMON STOCK 001765106 828,799.95 31,350.00 31,350.00 31,350.00
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AT&T CORP - LIBERTY MEDIA-A COMMON STOCK 001957109 26,645,169.40 842,535.00 842,535.00 842,535.00
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AT&T CORP - LIBERTY MEDIA-A COMMON STOCK 001957208 2,797,843.75 115,375.00 115,375.00 115,375.00
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APP FINANCE VI MAURITIUS CONVERTIBLE BOND 00202NAA3 450,312.50 2,750,000.00 2,750,000.00 2,750,000.00
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AT&T CANADA INC COMMONSTOCK 00207Q202 1,095,171.00 33,000.00 33,000.00 33,000.00
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AVT CORPORATION COMMON STOCK 002420107 112,100.00 15,200.00 15,200.00 15,200.00
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ABBOTT LABORATORIES COMMON STOCK 002824100 17,457,831.90 391,765.00 391,765.00 391,765.00
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ABERCROMBIE & FITCH CO COMMON STOCK 002896207 122,966.83 10,090.00 10,090.00 10,090.00
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CLASS A
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ABGENIX INC COMMON STOCK 00339B107 910,928.40 7,600.00 7,600.00 7,600.00
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ACCELERATED NETWORKS INC COMMON STOCK 00429P107 202,497.60 4,800.00 4,800.00 4,800.00
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ACCREDO HEALTH INC COMMON STOCK 00437V104 1,855,979.40 53,700.00 53,700.00 53,700.00
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ACCRUE SOFTWARE INC COMMONSTOCK 00437W102 1,054,350.00 29,700.00 29,700.00 29,700.00
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AC NIELSEN CORP COMMON STOCK 004833109 686,312.00 31,196.00 31,196.00 31,196.00
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ACTEL CORP COMMON STOCK 004934105 1,409,812.50 30,900.00 30,900.00 30,900.00
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ACUSON CORP COMMON STOCK 005113105 434,025.00 32,150.00 32,150.00 32,150.00
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ACXIOM CORP COMMON STOCK 005125109 234,077.50 8,590.00 8,590.00 8,590.00
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ADAC LABORATORIES COMMON STOCK 005313200 237,600.00 9,900.00 9,900.00 9,900.00
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ADAPTIVE BROADBAND CORPORATION COMMON STOCK 00650M104 672,525.00 18,300.00 18,300.00 18,300.00
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ADAPTEC INC COMMON STOCK 00651F108 495,267.50 21,770.00 21,770.00 21,770.00
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ADELPHIA COMMUNICATIONS CORP COMMON STOCK 006848105 656,250.00 14,000.00 14,000.00 14,000.00
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ADMINISTAFF INC COMMON STOCK 007094105 412,750.00 6,500.00 6,500.00 6,500.00
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ADOBE SYSTEMS INC COMMON STOCK 00724F101 3,231,800.00 24,860.00 24,860.00 24,860.00
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ADTRAN INC COMMON STOCK 00738A106 232,913.75 3,890.00 3,890.00 3,890.00
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ADVANCE PARADIGM COMMON STOCK 007491103 212,175.00 10,350.00 10,350.00 10,350.00
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ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 234,424.89 29,190.00 29,190.00 29,190.00
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ADVO INC COMMON STOCK 007585102 1,333,500.00 31,750.00 31,750.00 31,750.00
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ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 60,964.64 62,980.00 62,980.00 62,980.00
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AEROFLEX INC COMMON STOCK 007768104 4,456,923.90 89,700.00 89,700.00 89,700.00
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ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 2,455,777.50 31,790.00 31,790.00 31,790.00
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ADVANCED ENERGY INDS COMMON STOCK 007973100 1,214,102.20 20,600.00 20,600.00 20,600.00
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AETNA INC COMMON STOCK 008117103 1,880,165.60 29,292.00 29,292.00 29,292.00
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AFFILIATED COMPUTER SERVICES COMMON STOCK 008190100 2,391,043.84 72,320.00 72,320.00 72,320.00
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CLASS A
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AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 2,334,150.00 51,300.00 51,300.00 51,300.00
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AFFYMETRIX INC COMMON STOCK 00826T108 1,188,900.00 7,200.00 7,200.00 7,200.00
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AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 7,085,015.00 96,068.00 96,068.00 96,068.00
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AGILE SOFTWARE CORP COMMON STOCK 00846X105 2,311,464.90 32,700.00 32,700.00 32,700.00
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AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,468,191.80 47,650.00 47,650.00 47,650.00
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ALBERTO-CULVER CO COMMON STOCK 013068101 353,602.34 11,570.00 11,570.00 11,570.00
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ALBERTSON'S INC COMMON STOCK 013104104 2,991,535.75 89,971.00 89,971.00 89,971.00
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ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,414,840.00 45,640.00 45,640.00 45,640.00
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ALCOA INC COMMON STOCK 013817101 5,192,334.00 179,046.00 179,046.00 179,046.00
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ALKERMES INC COMMON STOCK 01642T108 1,413,750.00 30,000.00 30,000.00 30,000.00
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ALLEGHENY ENERGY INC COMMON STOCK 017361106 298,387.50 10,900.00 10,900.00 10,900.00
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ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 997,740.00 55,430.00 55,430.00 55,430.00
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ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 720,000.00 11,250.00 11,250.00 11,250.00
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ALLEN GROUP INC COMMON STOCK 018091108 241,604.42 13,660.00 13,660.00 13,660.00
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ALLERGAN INC COMMON STOCK 018490102 2,014,480.00 27,040.00 27,040.00 27,040.00
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ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 255,375.00 22,700.00 22,700.00 22,700.00
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ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 505,977.20 20,600.00 20,600.00 20,600.00
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ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 723,996.00 27,846.00 27,846.00 27,846.00
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ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 875,332.26 12,980.00 12,980.00 12,980.00
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ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 395,100.00 39,510.00 39,510.00 39,510.00
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ALLMERICA FINL CORP COMMON STOCK 019754100 2,811,490.00 53,680.00 53,680.00 53,680.00
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ALLSTATE CORP COMMON STOCK 020002101 3,578,156.00 160,816.00 160,816.00 160,816.00
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ALLTEL CORP COMMON STOCK 020039103 7,286,949.99 117,651.00 117,651.00 117,651.00
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ALPHA INDUSTRIES INC COMMON STOCK 020753109 2,118,500.96 48,080.00 48,080.00 48,080.00
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ALPHARMA INC COMMON STOCK 020813101 1,060,989.00 17,044.00 17,044.00 17,044.00
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ALTERA CORP COMMON STOCK 021441100 4,169,223.30 40,900.00 40,900.00 40,900.00
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ALTEON WEBSYSTEMS INC COMMON STOCK 02145A109 1,550,961.00 15,500.00 15,500.00 15,500.00
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ALZA CORP COMMON STOCK 022615108 1,523,651.25 25,770.00 25,770.00 25,770.00
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AMBAC INC COMMON STOCK 023139108 377,106.56 6,880.00 6,880.00 6,880.00
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AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 218,625.00 13,250.00 13,250.00 13,250.00
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AMERADA HESS CORP COMMON STOCK 023551104 2,610,790.00 42,280.00 42,280.00 42,280.00
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AMEREN CORP COMMON STOCK 023608102 966,836.25 28,647.00 28,647.00 28,647.00
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AMERICA ONLINE INC COMMON STOCK 02364J104 27,198,111.00 515,604.00 515,604.00 515,604.00
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AMERICAN CAPITAL STRATEGIES COMMON STOCK 024937104 413,037.50 17,300.00 17,300.00 17,300.00
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AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,984,875.00 67,000.00 67,000.00 67,000.00
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AMERICAN EXPRESS CO COMMON STOCK 025816109 15,311,718.80 293,750.00 293,750.00 293,750.00
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AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 225,185.00 15,530.00 15,530.00 15,530.00
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AMERICAN GENERAL CORP COMMON STOCK 026351106 4,939,658.00 80,978.00 80,978.00 80,978.00
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AMERICAN GREETINGS CORP COMMON STOCK 026375105 256,500.00 13,500.00 13,500.00 13,500.00
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AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 20,838,625.00 354,700.00 354,700.00 354,700.00
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AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 39,476,475.00 335,970.00 335,970.00 335,970.00
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AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 669,691.20 20,400.00 20,400.00 20,400.00
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AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 1,640,642.40 40,200.00 40,200.00 40,200.00
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AMERICAN STANDARD COS INC COMMON STOCK 029712106 286,590.00 6,990.00 6,990.00 6,990.00
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AMERICAN STATES WATER CO COMMON STOCK 029899101 603,032.50 20,270.00 20,270.00 20,270.00
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AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 241,000.00 9,640.00 9,640.00 9,640.00
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AMERICAN XTAL TECHNOLOGY INC COMMON STOCK 030514103 2,828,117.50 65,390.00 65,390.00 65,390.00
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AMERICREDIT CORP COMMON STOCK 03060R101 1,119,620.00 65,860.00 65,860.00 65,860.00
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AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 4,343,100.00 140,100.00 140,100.00 140,100.00
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CLASS A
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AMES DEPARTMENT STORES INC COMMON STOCK 030789507 108,112.50 13,950.00 13,950.00 13,950.00
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AMGEN INC COMMON STOCK 031162100 15,654,861.30 222,845.00 222,845.00 222,845.00
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AMSOUTH BANCORP COMMON STOCK 032165102 1,287,042.75 81,717.00 81,717.00 81,717.00
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ANADARKO PETROLEUM CORP COMMON STOCK 032511107 1,311,699.20 26,600.00 26,600.00 26,600.00
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ANADIGICS INC COMMON STOCK 032515108 793,644.60 23,300.00 23,300.00 23,300.00
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ANALOG DEVICES INC COMMON STOCK 032654105 11,988,012.00 157,737.00 157,737.00 157,737.00
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ANALOGIC CORP COMMON STOCK 032657207 256,000.00 6,400.00 6,400.00 6,400.00
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ANALYSTS INTERNATIONAL CORP COMMON STOCK 032681108 101,314.56 10,880.00 10,880.00 10,880.00
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ANAREN MICROWAVE INC COMMON STOCK 032744104 3,838,594.50 29,250.00 29,250.00 29,250.00
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ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 182,212.80 11,900.00 11,900.00 11,900.00
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ANCHOR GAMING CO COMMON STOCK 033037102 262,215.39 5,470.00 5,470.00 5,470.00
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ANDREW CORP COMMON STOCK 034425108 711,413.71 21,197.00 21,197.00 21,197.00
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ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 10,266,475.00 137,460.00 137,460.00 137,460.00
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ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 471,700.00 17,800.00 17,800.00 17,800.00
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ANNTAYLOR STORES CORP COMMON STOCK 036115103 506,812.50 15,300.00 15,300.00 15,300.00
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AON CORP COMMON STOCK 037389103 1,659,797.97 53,435.00 53,435.00 53,435.00
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APACHE CORP COMMON STOCK 037411105 3,407,567.28 57,940.00 57,940.00 57,940.00
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APEX INC COMMON STOCK 037548104 459,812.50 10,510.00 10,510.00 10,510.00
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APOGEE ENTERPRISES INC COMMON STOCK 037598109 47,209.47 13,370.00 13,370.00 13,370.00
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APOLLO GROUP INC COMMON STOCK 037604105 208,600.00 7,450.00 7,450.00 7,450.00
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CLASS A
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APPLE COMPUTER INC COMMON STOCK 037833100 4,328,270.00 82,640.00 82,640.00 82,640.00
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APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 388,902.96 12,830.00 12,830.00 12,830.00
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APPLICA INCORPORATED COMMON STOCK 03815A106 124,432.00 11,000.00 11,000.00 11,000.00
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APPLIED MATERIALS INC COMMON STOCK 038222105 15,092,687.50 166,540.00 166,540.00 166,540.00
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APPLIED POWER INC COMMON STOCK 038225108 641,357.50 19,145.00 19,145.00 19,145.00
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APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 644,343.75 6,525.00 6,525.00 6,525.00
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APPNET INC COMMON STOCK 03831Q101 1,728,000.00 48,000.00 48,000.00 48,000.00
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APTARGROUP INC COMMON STOCK 038336103 467,370.00 17,310.00 17,310.00 17,310.00
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ARCH CHEMICALS INC COMMON STOCK 03937R102 234,062.50 10,700.00 10,700.00 10,700.00
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ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,227,275.15 125,079.00 125,079.00 125,079.00
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ARCTIC CAT INC COMMON STOCK 039670104 143,687.50 12,100.00 12,100.00 12,100.00
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ARMSTRONG HOLDINGS INC COMMON STOCK 042384107 583,693.44 38,120.00 38,120.00 38,120.00
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ARROW ELECTRONICS INC COMMON STOCK 042735100 295,120.00 9,520.00 9,520.00 9,520.00
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ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 2,099,489.60 20,800.00 20,800.00 20,800.00
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ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 508,125.24 18,270.00 18,270.00 18,270.00
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ARTHROCARE CORP COMMON STOCK 043136100 1,118,250.00 21,000.00 21,000.00 21,000.00
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ASHLAND INC COMMON STOCK 044204105 517,515.12 14,760.00 14,760.00 14,760.00
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ASIA PULP & PAPER SPONSERED ADRS 04516V100 598,328.40 118,200.00 118,200.00 118,200.00
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ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 985,944.96 25,080.00 25,080.00 25,080.00
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ASPEN TECHNOLOGY INC COMMON STOCK 045327103 492,800.00 12,800.00 12,800.00 12,800.00
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ASSOCIATES FIRST CAPITAL CORP COMMON STOCK 046008108 3,369,067.38 150,998.00 150,998.00 150,998.00
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CLASS A
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ASTEC INDUSTRIES INC COMMON STOCK 046224101 598,850.00 23,600.00 23,600.00 23,600.00
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ASTORIA FINANCIAL CORP COMMON STOCK 046265104 696,795.00 27,060.00 27,060.00 27,060.00
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ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 1,860,000.00 40,000.00 40,000.00 40,000.00
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ATLANTIC COAST AIRLINES HLDG COMMON STOCK 048396105 288,290.00 9,080.00 9,080.00 9,080.00
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ATLAS AIR INC COMMON STOCK 049164106 2,417,975.00 67,400.00 67,400.00 67,400.00
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ATMEL CORP COMMON STOCK 049513104 807,931.25 21,910.00 21,910.00 21,910.00
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ATMOS ENERGY CORP COMMON STOCK 049560105 268,975.00 15,370.00 15,370.00 15,370.00
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ATWOOD OCEANICS INC COMMON STOCK 050095108 1,881,500.00 42,400.00 42,400.00 42,400.00
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AUDIOVOX CORP COMMON STOCK 050757103 244,888.20 11,100.00 11,100.00 11,100.00
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AUSPEX SYSTEMS INC COMMON STOCK 052116100 72,277.68 14,640.00 14,640.00 14,640.00
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AUTODESK INC COMMON STOCK 052769106 415,897.13 11,990.00 11,990.00 11,990.00
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AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 8,212,125.84 153,320.00 153,320.00 153,320.00
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AUTOZONE INC COMMON STOCK 053332102 614,240.00 27,920.00 27,920.00 27,920.00
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AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 793,250.00 19,000.00 19,000.00 19,000.00
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AVERY DENNISON CORP COMMON STOCK 053611109 2,477,583.75 36,910.00 36,910.00 36,910.00
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AVID TECHNOLOGY INC COMMON STOCK 05367P100 145,200.00 12,100.00 12,100.00 12,100.00
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AVNET INC COMMON STOCK 053807103 258,330.00 4,360.00 4,360.00 4,360.00
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AVON PRODUCTS INC COMMON STOCK 054303102 2,191,180.00 49,240.00 49,240.00 49,240.00
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AXA - SPONS ADR COMMON STOCK 054536107 2,386,860.00 30,000.00 30,000.00 30,000.00
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AZTAR CORP COMMON STOCK 054802103 312,790.00 20,180.00 20,180.00 20,180.00
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BB&T CORPORATION COMMON STOCK 054937107 1,726,878.75 72,330.00 72,330.00 72,330.00
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BISYS GROUP INC COMMON STOCK 055472104 1,456,320.00 23,680.00 23,680.00 23,680.00
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BJ SERVICES COMPANY COMMON STOCK 055482103 2,928,125.00 46,850.00 46,850.00 46,850.00
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BJ WHOLESALE COMMON STOCK 05548J106 2,386,890.00 72,330.00 72,330.00 72,330.00
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BMC INDUSTRIES INC COMMON STOCK 055607105 53,374.68 13,140.00 13,140.00 13,140.00
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BP AMOCO PLC SPONSORED ADR 055622104 6,087,315.56 107,622.00 107,622.00 107,622.00
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BMC SOFTWARE INC COMMON STOCK 055921100 2,431,293.76 66,640.00 66,640.00 66,640.00
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BAKER HUGHES INC COMMON STOCK 057224107 3,520,576.00 110,018.00 110,018.00 110,018.00
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BAKER HUGHES INC CONVERTIBLE BOND 057224AHO 4,013,910.00 5,150,000.00 5,150,000.00 5,150,000.00
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BALDOR ELECTRIC CO COMMON STOCK 057741100 305,692.13 16,413.00 16,413.00 16,413.00
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BALL CORPORATION COMMON STOCK 058498106 210,181.11 6,530.00 6,530.00 6,530.00
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BANK OF AMERICA CORP COMMON STOCK 060505104 17,619,379.00 409,753.00 409,753.00 409,753.00
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BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 10,951,912.50 235,525.00 235,525.00 235,525.00
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BANK ONE CORP COMMON STOCK 06423A103 7,858,314.58 295,848.00 295,848.00 295,848.00
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BANK OF TOKYO-MITSUBISHI ADR 065379109 1,636,875.00 135,000.00 135,000.00 135,000.00
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BANKNORTH GROUP INC COMMON STOCK 06646R107 222,253.68 14,515.00 14,515.00 14,515.00
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BARD (CR) INC COMMON STOCK 067383109 509,643.75 10,590.00 10,590.00 10,590.00
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BARRICK GOLD CORP COMMON STOCK 067901108 2,575,933.93 141,636.00 141,636.00 141,636.00
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BARR LABS INC COMMON STOCK 068306109 762,924.30 17,025.00 17,025.00 17,025.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BARRA INC COMMON STOCK 068313105 346,438.38 6,990.00 6,990.00 6,990.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BARRETT RESOURCES CORP COMMON STOCK 068480201 483,035.19 15,870.00 15,870.00 15,870.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB INC COMMON STOCK 071707103 865,826.25 11,190.00 11,190.00 11,190.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 6,244,912.15 88,817.16 88,817.16 88,817.16
------------------------------------------------------------------------------------------------------------------------------
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BE AEROSPACE INC COMMON STOCK 073302101 82,362.50 11,980.00 11,980.00 11,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS CO COMMON STOCK 073902108 955,252.13 22,949.00 22,949.00 22,949.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BECKMAN COULTER INC COMMON STOCK 075811109 862,198.75 14,770.00 14,770.00 14,770.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BECTON DICKINSON & CO COMMON STOCK 075887109 2,362,087.58 82,340.00 82,340.00 82,340.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND INC COMMON STOCK 075896100 1,053,062.50 29,050.00 29,050.00 29,050.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BELDEN INC COMMON STOCK 077459105 301,093.75 11,750.00 11,750.00 11,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BELL ATLANTIC CORP COMMON STOCK 077853109 18,348,314.80 361,102.00 361,102.00 361,102.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP COMMON STOCK 079860102 17,669,767.50 414,540.00 414,540.00 414,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BELO (AH) CORP COMMON STOCK 080555105 204,281.60 11,800.00 11,800.00 11,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BEMIS COMPANY INC COMMON STOCK 081437105 381,980.00 11,360.00 11,360.00 11,360.00
------------------------------------------------------------------------------------------------------------------------------
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BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 293,592.86 8,030.00 8,030.00 8,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 73,150.00 13,300.00 13,300.00 13,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BERINGER WINE ESTATES COMMON STOCK 084102102 342,526.40 9,700.00 9,700.00 9,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS B
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 325,600.00 185.00 185.00 185.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BEST BUY INC COMMON STOCK 086516101 2,675,475.00 42,300.00 42,300.00 42,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BESTFOODS COMMON STOCK 08658U101 3,936,862.50 56,850.00 56,850.00 56,850.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BETHLEHEM STEEL CORP COMMON STOCK 087509105 97,491.94 27,370.00 27,370.00 27,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BILLING CONCEPTS CORP COMMON STOCK 090063108 90,381.69 20,370.00 20,370.00 20,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 442,714.00 16,746.00 16,746.00 16,746.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 350,246.72 26,560.00 26,560.00 26,560.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BIOGEN INC COMMON STOCK 090597105 1,959,510.00 30,380.00 30,380.00 30,380.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BIOMATRIX INC COMMON STOCK 09060P102 259,282.50 11,460.00 11,460.00 11,460.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BIOMET INC COMMON STOCK 090613100 954,006.34 24,820.00 24,820.00 24,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BIRMINGHAM STEEL CORP COMMON STOCK 091250100 56,923.75 14,690.00 14,690.00 14,690.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER CORP COMMON STOCK 091797100 701,719.20 17,850.00 17,850.00 17,850.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BLACK BOX CORP COMMON STOCK 091826107 768,750.41 9,710.00 9,710.00 9,710.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
H&R BLOCK INC COMMON STOCK 093671105 1,641,736.25 50,710.00 50,710.00 50,710.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BOB EVANS FARMS INC COMMON STOCK 096761101 1,877,132.79 125,670.00 125,670.00 125,670.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BOEING CO (THE) COMMON STOCK 097023105 8,577,606.36 205,147.00 205,147.00 205,147.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE CORP COMMON STOCK 097383103 309,206.25 11,950.00 11,950.00 11,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BOMBAY COMPANY INC COMMON STOCK 097924104 51,397.50 17,500.00 17,500.00 17,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BORDERS GROUP INC COMMON STOCK 099709107 843,149.16 54,180.00 54,180.00 54,180.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,856,308.94 84,620.00 84,620.00 84,620.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BOWATER INC COMMON STOCK 102183100 227,243.75 5,150.00 5,150.00 5,150.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BOWNE & COMPANY INC COMMON STOCK 103043105 178,600.50 17,750.00 17,750.00 17,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BRADY CORPORATION CL A COMMON STOCK 104674106 2,113,475.00 65,030.00 65,030.00 65,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BRIGHTPOINT INC COMMON STOCK 109473108 235,356.64 27,190.00 27,190.00 27,190.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 316,485.00 10,820.00 10,820.00 10,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 24,824,402.50 426,170.00 426,170.00 426,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BRITISH AIRWAYS PLC ADR 110419306 1,725,000.00 30,000.00 30,000.00 30,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 2,248,250.00 17,000.00 17,000.00 17,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BROADWING INC COMMON STOCK 111620100 544,677.00 21,000.00 21,000.00 21,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BROOKS AUTOMATION INC COMMON STOCK 11434A100 1,918,110.00 30,000.00 30,000.00 30,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BROWN-FORMAN CORP COMMON STOCK 115637209 2,012,400.00 37,440.00 37,440.00 37,440.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS B
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BRUNSWICK CORP COMMON STOCK 117043109 404,940.90 24,450.00 24,450.00 24,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 369,419.08 16,840.00 16,840.00 16,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 2,038,090.07 88,856.00 88,856.00 88,856.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,708,627.50 44,670.00 44,670.00 44,670.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BURNS INTERNATIONAL SERVICES COMMON STOCK 122374101 567,500.00 45,400.00 45,400.00 45,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BURR BROWN CORP COMMON STOCK 122574106 486,314.07 5,610.00 5,610.00 5,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BUSINESS OBJECTS SA COMMON STOCK 12328X107 2,053,312.50 23,300.00 23,300.00 23,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
C&D TECHNOLOGY INC COMMON STOCK 124661109 713,030.00 12,620.00 12,620.00 12,620.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
C COR ELECTRONICS INC COMMON STOCK 125010108 2,036,880.00 75,440.00 75,440.00 75,440.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
C-CUBE MICROSYSTEMS INC-NEW COMMON STOCK 12501N108 737,507.50 37,580.00 37,580.00 37,580.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 543,750.00 8,700.00 8,700.00 8,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CEC ENTERTAINMENT INC COMMON STOCK 125137109 334,918.75 13,070.00 13,070.00 13,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CH ENERGY GROUP INC COMMON STOCK 12541M102 277,265.29 8,170.00 8,170.00 8,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 1,040,985.00 21,030.00 21,030.00 21,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CIGNA CORP COMMON STOCK 125509109 3,237,437.50 34,625.00 34,625.00 34,625.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CKE RESTAURANTS INC COMMON STOCK 12561E105 73,068.00 24,356.00 24,356.00 24,356.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORP COMMON STOCK 125896100 502,237.50 22,700.00 22,700.00 22,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CNA SURETY COMMON STOCK 12612L108 226,803.00 19,000.00 19,000.00 19,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CNET NETWORKS INC COMMON STOCK 12613R104 933,356.00 38,000.00 38,000.00 38,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
C P & L ENERGY INC COMMON STOCK 12614C106 1,058,392.18 33,140.00 33,140.00 33,140.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CSG SYS INTL INC COMMON STOCK 126349109 289,279.92 5,160.00 5,160.00 5,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CSX CORP COMMON STOCK 126408103 968,034.03 45,690.00 45,690.00 45,690.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CTC COMMUNICATIONS GROUP INC COMMON STOCK 126419100 1,594,800.00 44,300.00 44,300.00 44,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CTS CORP COMMON STOCK 126501105 1,586,250.00 35,250.00 35,250.00 35,250.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CUNO INCORPORATED COMMON STOCK 126583103 730,750.00 31,600.00 31,600.00 31,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CVS CORP COMMON STOCK 126650100 3,236,000.00 80,900.00 80,900.00 80,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CABLE & WIRELESS PLC ADR 126830207 2,162,678.40 43,200.00 43,200.00 43,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CABLETRON SYSTEMS INC COMMON STOCK 126920107 959,752.50 38,010.00 38,010.00 38,010.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 466,990.00 13,940.00 13,940.00 13,940.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CACHEFLOW INC COMMON STOCK 126946102 1,686,798.80 27,400.00 27,400.00 27,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CABOT OIL AND GAS CORP COMMON STOCK 127097103 290,261.90 13,700.00 13,700.00 13,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 462,075.00 10,100.00 10,100.00 10,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 494,297.50 24,260.00 24,260.00 24,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CAL DIVE INT'L INC COMMON STOCK 127914109 422,116.73 7,790.00 7,790.00 7,790.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CALIFORNIA AMPLIFIER INC COMMON STOCK 129900106 1,281,000.00 28,000.00 28,000.00 28,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CALLAWAY GOLF CO COMMON STOCK 131193104 2,436,523.44 149,370.00 149,370.00 149,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CALPINE CORP COMMON STOCK 131347106 829,107.50 12,610.00 12,610.00 12,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CAMBREX CORP COMMON STOCK 132011107 547,650.00 12,170.00 12,170.00 12,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CAMBRIDGE TECHNOLOGY PARTNERS COMMON STOCK 132524109 387,863.82 44,490.00 44,490.00 44,490.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CAMPBELL SOUP CO COMMON STOCK 134429109 3,636,256.25 124,850.00 124,850.00 124,850.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 1,480,056.69 51,000.00 51,000.00 51,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 441,323.75 8,750.00 8,750.00 8,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CANON INC SPONSORED ADR COMMON STOCK 138006309 3,778,125.00 75,000.00 75,000.00 75,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 3,414,258.75 76,510.00 76,510.00 76,510.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 190,726.25 12,610.00 12,610.00 12,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH INC COMMON STOCK 14149Y108 5,725,232.00 77,368.00 77,368.00 77,368.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CARLTON COMMUNICATIONS PLC COMMON STOCK 142872209 2,275,000.00 35,000.00 35,000.00 35,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPONSORED ADR
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP COMMON STOCK 143658102 3,375,060.00 173,080.00 173,080.00 173,080.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CASEYS GENERAL STORES INC COMMON STOCK 147528103 252,631.25 24,350.00 24,350.00 24,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 90,830.50 12,316.00 12,316.00 12,316.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CATALINA MARKETING CORP COMMON STOCK 148867104 3,174,240.00 31,120.00 31,120.00 31,120.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC COMMON STOCK 149123101 2,451,872.50 72,380.00 72,380.00 72,380.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CATO CORP COMMON STOCK 149205106 147,521.25 12,690.00 12,690.00 12,690.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CELGENE CORP COMMON STOCK 151020104 1,931,100.00 32,800.00 32,800.00 32,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CENDANT CORPORATION COMMON STOCK 151313103 2,092,286.00 149,449.00 149,449.00 149,449.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CENTEX CORP COMMON STOCK 152312104 290,930.00 12,380.00 12,380.00 12,380.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CENTRAL NEWSPAPERS INC COMMON STOCK 154647101 5,445,825.00 86,100.00 86,100.00 86,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CENTRAL PKG CORP COMMON STOCK 154785109 418,786.16 17,680.00 17,680.00 17,680.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC COMMON STOCK 15640T100 654,644.73 19,290.00 19,290.00 19,290.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CENTURYTEL INC COMMON STOCK 156700106 2,957,368.75 102,865.00 102,865.00 102,865.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CEPHALON INC COMMON STOCK 156708109 2,888,968.75 48,250.00 48,250.00 48,250.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CERIDIAN CORP COMMON STOCK 15677T106 2,501,004.28 103,940.00 103,940.00 103,940.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CERNER CORP COMMON STOCK 156782104 450,715.00 16,540.00 16,540.00 16,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 111,296.25 22,830.00 22,830.00 22,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 1,003,007.00 43,609.00 43,609.00 43,609.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHARMING SHOPPES INC COMMON STOCK 161133103 269,419.70 52,900.00 52,900.00 52,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHARTER COMMUNICATIONS INC-A COMMON STOCK 16117M107 945,127.50 57,500.00 57,500.00 57,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 15,012,918.60 325,928.50 325,928.50 325,928.50
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHECKFREE HOLDINGS CORP COMMON STOCK 162816102 290,809.68 5,640.00 5,640.00 5,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 108,750.00 14,500.00 14,500.00 14,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHEESECAKE FACTORY INC COMMON STOCK 163072101 409,887.50 14,905.00 14,905.00 14,905.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE CORP COMMON STOCK 165159104 293,583.75 9,910.00 9,910.00 9,910.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORP COMMON STOCK 166751107 14,734,388.80 173,730.00 173,730.00 173,730.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 125,117.86 31,780.00 31,780.00 31,780.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHIRON CORP COMMON STOCK 170040109 839,325.00 17,670.00 17,670.00 17,670.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHITTENDEN CORP COMMON STOCK 170228100 342,118.00 14,000.00 14,000.00 14,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHOICEPOINT INC COMMON STOCK 170388102 874,736.50 19,657.00 19,657.00 19,657.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHRIS-CRAFT INDUSTRIES INC COMMON STOCK 170520100 231,415.19 3,503.00 3,503.00 3,503.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CHUBB CAPITAL CORP COMMON STOCK 171232101 3,772,102.50 61,335.00 61,335.00 61,335.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CIBER INC COMMON STOCK 17163B102 1,531,037.50 115,550.00 115,550.00 115,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,042,796.73 33,171.00 33,171.00 33,171.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CINERGY CORP COMMON STOCK 172474108 842,193.63 33,109.00 33,109.00 33,109.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CIRCLE INTERNATIONAL GROUP COMMON STOCK 172574105 218,587.50 8,700.00 8,700.00 8,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CIRCUIT CITY STORES INC COMMON STOCK 172737108 4,141,405.73 124,790.00 124,790.00 124,790.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CIRRUS LOGIC CONVERTIBLE 172755AC4 572,812.50 650,000.00 650,000.00 650,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CISCO SYSTEMS INC COMMON STOCK 17275R102 98,051,249.70 1,542,608.00 1,542,608.00 1,542,608.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 1,897,079.10 54,300.00 54,300.00 54,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CINTAS CORP COMMON STOCK 172908105 607,720.16 16,565.00 16,565.00 16,565.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC COMMON STOCK 172967101 50,147,099.30 832,317.00 832,317.00 832,317.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CITRIX SYS INC COMMON STOCK 177376100 731,346.94 38,620.00 38,620.00 38,620.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP COMMON STOCK 178566105 3,078,850.00 88,600.00 88,600.00 88,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLARCOR INC COMMON STOCK 179895107 237,108.75 11,930.00 11,930.00 11,930.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLAYTON HOMES INC COMMON STOCK 184190106 110,160.00 13,770.00 13,770.00 13,770.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 8,050,350.00 107,338.00 107,338.00 107,338.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLOROX CO COMMON STOCK 189054109 4,127,722.94 92,112.00 92,112.00 92,112.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COASTAL CORP COMMON STOCK 190441105 5,514,361.88 90,585.00 90,585.00 90,585.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COCA-COLA CO COMMON STOCK 191216100 30,714,435.80 534,750.00 534,750.00 534,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 1,422,569.52 87,210.00 87,210.00 87,210.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COEUR D'ALENE MINES CO COMMON STOCK 192108108 45,450.05 18,650.00 18,650.00 18,650.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COGNEX CORP COMMON STOCK 192422103 1,088,302.50 21,030.00 21,030.00 21,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COHERENT INC COMMON STOCK 192479103 1,024,952.50 12,220.00 12,220.00 12,220.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COHU INC COMMON STOCK 192576106 266,983.20 9,900.00 9,900.00 9,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 9,797,046.88 163,625.00 163,625.00 163,625.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC COMMON STOCK 195493309 326,700.00 36,300.00 36,300.00 36,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,096,593.75 16,710.00 16,710.00 16,710.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP COMMON STOCK 200300200 9,030,690.00 222,980.00 222,980.00 222,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPECIAL CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMDISCO STOCK COMMON STOCK 200336105 336,464.96 15,080.00 15,080.00 15,080.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMERICA INC COMMON STOCK 200340107 1,527,320.63 34,035.00 34,035.00 34,035.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMERCE BANCORP INC COMMON STOCK 200519106 1,242,368.00 27,008.00 27,008.00 27,008.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMERCE ONE INC COMMON STOCK 200693109 708,084.00 15,600.00 15,600.00 15,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 836,379.69 53,745.00 53,745.00 53,745.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMSCOPE INC COMMON STOCK 203372107 1,088,345.00 26,545.00 26,545.00 26,545.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 381,211.44 23,370.00 23,370.00 23,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CIA VALE DO RIO DOCE -SP ADR COMMON STOCK 204412100 953,155.00 33,740.00 33,740.00 33,740.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CIA TELECOM CHILE SPONSORED ADR 204449300 291,812.50 16,100.00 16,100.00 16,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMPAQ COMPUTER CORP COMMON STOCK 204493100 10,010,948.31 391,634.00 391,634.00 391,634.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMPASS BANCSHARES INC COMMON STOCK 20449H109 203,549.66 11,930.00 11,930.00 11,930.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMPLETE BUSINESS SOLUTIONS COMMON STOCK 20452F107 449,587.20 25,600.00 25,600.00 25,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 6,254,078.85 122,181.00 122,181.00 122,181.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES CORP COMMON STOCK 205363104 3,223,490.92 43,160.00 43,160.00 43,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMPUTER TASK GROUP INC COMMON STOCK 205477102 50,721.24 10,020.00 10,020.00 10,020.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMPUWARE CORP COMMON STOCK 205638109 779,370.00 75,120.00 75,120.00 75,120.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 2,968,560.00 31,920.00 31,920.00 31,920.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CONAGRA INC COMMON STOCK 205887102 1,994,933.61 104,655.00 104,655.00 104,655.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COM21 INC COMMON STOCK 205937105 1,262,500.00 50,500.00 50,500.00 50,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CONCORD COMMUNICATIONS COMMON STOCK 206186108 319,398.75 8,010.00 8,010.00 8,010.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CONCORD EFS INC COMMON STOCK 206197105 3,462,940.00 133,190.00 133,190.00 133,190.00
------------------------------------------------------------------------------------------------------------------------------
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CONE MILLS CORP COMMON STOCK 206814105 75,481.40 12,200.00 12,200.00 12,200.00
------------------------------------------------------------------------------------------------------------------------------
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CONEXANT SYSTEMS INC COMMON STOCK 207142100 2,194,932.50 45,140.00 45,140.00 45,140.00
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CONMED CORP COMMON STOCK 207410101 929,559.38 35,925.00 35,925.00 35,925.00
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CONOCO INC COMMON STOCK 208251405 3,179,403.53 129,444.00 129,444.00 129,444.00
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CONSECO INC COMMON STOCK 208464107 658,846.50 67,574.00 67,574.00 67,574.00
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CONSOLIDATED EDISON INC COMMON STOCK 209115104 1,426,443.75 48,150.00 48,150.00 48,150.00
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CONSOLIDATED PAPERS INC COMMON STOCK 209759109 521,008.50 14,250.00 14,250.00 14,250.00
------------------------------------------------------------------------------------------------------------------------------
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CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 126,477.00 14,053.00 14,053.00 14,053.00
------------------------------------------------------------------------------------------------------------------------------
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CONSOLIDATED STORES CORP COMMON STOCK 210149100 1,209,768.00 100,814.00 100,814.00 100,814.00
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CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,199,584.08 36,840.00 36,840.00 36,840.00
------------------------------------------------------------------------------------------------------------------------------
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CONVERGYS CORP COMMON STOCK 212485106 1,644,437.50 31,700.00 31,700.00 31,700.00
------------------------------------------------------------------------------------------------------------------------------
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COOPER COMPANIES INC COMMON STOCK 216648402 254,261.25 6,990.00 6,990.00 6,990.00
------------------------------------------------------------------------------------------------------------------------------
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COOPER INDUSTRIES INC COMMON STOCK 216669101 937,818.16 28,801.00 28,801.00 28,801.00
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COOPER TIRE & RUBBER CO COMMON STOCK 216831107 168,877.50 15,180.00 15,180.00 15,180.00
------------------------------------------------------------------------------------------------------------------------------
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COORS (ADOLPH) CO COMMON STOCK 217016104 473,715.00 7,830.00 7,830.00 7,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COPART INC COMMON STOCK 217204106 417,600.00 26,100.00 26,100.00 26,100.00
------------------------------------------------------------------------------------------------------------------------------
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COR THERAPEUTICS INC COMMON STOCK 217753102 1,109,056.00 13,000.00 13,000.00 13,000.00
------------------------------------------------------------------------------------------------------------------------------
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CORN PRODUCTS INTL INC COMMON STOCK 219023108 1,393,105.00 52,570.00 52,570.00 52,570.00
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CORNING INC COMMON STOCK 219350105 18,247,598.10 67,615.00 67,615.00 67,615.00
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CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 676,587.50 11,300.00 11,300.00 11,300.00
------------------------------------------------------------------------------------------------------------------------------
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CORUS GROUP PLC-SPONS ADR COMMON STOCK 22087M101 1,078,125.00 75,000.00 75,000.00 75,000.00
------------------------------------------------------------------------------------------------------------------------------
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COST PLUS INC COMMON STOCK 221485105 1,837,402.35 64,050.00 64,050.00 64,050.00
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COSTCO WHOLESALE CORP COMMON STOCK 22160K105 4,205,916.00 127,452.00 127,452.00 127,452.00
------------------------------------------------------------------------------------------------------------------------------
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COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 713,544.48 23,540.00 23,540.00 23,540.00
------------------------------------------------------------------------------------------------------------------------------
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COVAD COMMUNICATIONS GROUP COMMON STOCK 222814204 362,812.50 22,500.00 22,500.00 22,500.00
------------------------------------------------------------------------------------------------------------------------------
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COVENTRY HEALTH CARE INC COMMON STOCK 222862104 377,982.08 28,360.00 28,360.00 28,360.00
------------------------------------------------------------------------------------------------------------------------------
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CRANE CO COMMON STOCK 224399105 678,547.92 27,910.00 27,910.00 27,910.00
------------------------------------------------------------------------------------------------------------------------------
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CREE,INC COMMON STOCK 225447101 1,134,750.00 8,500.00 8,500.00 8,500.00
------------------------------------------------------------------------------------------------------------------------------
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CROMPTON CORPORATION COMMON STOCK 227116100 136,501.75 11,143.00 11,143.00 11,143.00
------------------------------------------------------------------------------------------------------------------------------
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CROSS TIMBERS OIL CO COMMON STOCK 227573102 494,493.75 22,350.00 22,350.00 22,350.00
------------------------------------------------------------------------------------------------------------------------------
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CROWN CASTLE INTL CORP COMMON STOCK 228227104 3,996,750.00 109,500.00 109,500.00 109,500.00
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CROWN CORK & SEAL CO INC COMMON STOCK 228255105 396,900.00 26,460.00 26,460.00 26,460.00
------------------------------------------------------------------------------------------------------------------------------
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CULLEN/FROST BANKERS INC COMMON STOCK 229899109 667,535.44 25,370.00 25,370.00 25,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 234,350.00 8,600.00 8,600.00 8,600.00
------------------------------------------------------------------------------------------------------------------------------
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CYBEX COMPUTER PRODUCTS CORP COMMON STOCK 232522102 222,095.00 5,165.00 5,165.00 5,165.00
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CYGNUS INC COMMON STOCK 232560102 179,122.50 12,570.00 12,570.00 12,570.00
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CYMER INC COMMON STOCK 232572107 955,000.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
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CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 498,972.50 11,810.00 11,810.00 11,810.00
------------------------------------------------------------------------------------------------------------------------------
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CYTEC INDUSTRIES INC COMMON STOCK 232820100 516,452.04 20,920.00 20,920.00 20,920.00
------------------------------------------------------------------------------------------------------------------------------
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DPL INC COMMON STOCK 233293109 283,996.40 12,946.00 12,946.00 12,946.00
------------------------------------------------------------------------------------------------------------------------------
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DQE INC COMMON STOCK 23329J104 263,070.00 6,660.00 6,660.00 6,660.00
------------------------------------------------------------------------------------------------------------------------------
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DR HORTON INC COMMON STOCK 23331A109 901,940.81 66,505.00 66,505.00 66,505.00
------------------------------------------------------------------------------------------------------------------------------
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D S T SYSTEMS INC DEL COMMON STOCK 233326107 478,826.25 6,290.00 6,290.00 6,290.00
------------------------------------------------------------------------------------------------------------------------------
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DSP GROUP INC COMMON STOCK 23332B106 464,800.00 8,300.00 8,300.00 8,300.00
------------------------------------------------------------------------------------------------------------------------------
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DTE ENERGY COMPANY COMMON STOCK 233331107 906,468.92 29,660.00 29,660.00 29,660.00
------------------------------------------------------------------------------------------------------------------------------
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DAIN RAUSCHER CORP COMMON STOCK 233856103 2,454,540.00 37,190.00 37,190.00 37,190.00
------------------------------------------------------------------------------------------------------------------------------
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DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 1,823,970.00 44,760.00 44,760.00 44,760.00
------------------------------------------------------------------------------------------------------------------------------
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DANA CORP COMMON STOCK 235811106 1,057,824.54 49,928.00 49,928.00 49,928.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DANAHER CORP COMMON STOCK 235851102 3,660,809.85 74,050.00 74,050.00 74,050.00
------------------------------------------------------------------------------------------------------------------------------
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DARDEN RESTAURANTS INC COMMON STOCK 237194105 416,650.00 25,640.00 25,640.00 25,640.00
------------------------------------------------------------------------------------------------------------------------------
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DATASCOPE CORP COMMON STOCK 238113104 261,360.00 7,260.00 7,260.00 7,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DAVOX CORP COMMON STOCK 239208101 353,180.10 27,300.00 27,300.00 27,300.00
------------------------------------------------------------------------------------------------------------------------------
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DEERE & CO COMMON STOCK 244199105 1,857,770.00 50,210.00 50,210.00 50,210.00
------------------------------------------------------------------------------------------------------------------------------
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DELL COMPUTER CORP COMMON STOCK 247025109 27,559,490.60 558,880.00 558,880.00 558,880.00
------------------------------------------------------------------------------------------------------------------------------
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DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1,704,321.92 117,039.00 117,039.00 117,039.00
------------------------------------------------------------------------------------------------------------------------------
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DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 327,627.80 9,654.00 9,654.00 9,654.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DELTA & PINE LAND CO COMMON STOCK 247357106 468,960.14 18,712.00 18,712.00 18,712.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DELTA AIR LINES INC COMMON STOCK 247361108 1,280,735.46 25,330.00 25,330.00 25,330.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DELUXE CORP COMMON STOCK 248019101 547,345.26 23,230.00 23,230.00 23,230.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DENDRITE INTL INC COMMON STOCK 248239105 637,591.68 19,140.00 19,140.00 19,140.00
------------------------------------------------------------------------------------------------------------------------------
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DEPARTMENT 56 INC COMMON STOCK 249509100 554,400.00 50,400.00 50,400.00 50,400.00
------------------------------------------------------------------------------------------------------------------------------
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DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3,966,240.33 70,590.00 70,590.00 70,590.00
------------------------------------------------------------------------------------------------------------------------------
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DEVRY INC COMMON STOCK 251893103 530,194.04 20,055.00 20,055.00 20,055.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEXTER CORP COMMON STOCK 252165105 359,520.00 7,490.00 7,490.00 7,490.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIAGEO PLC - SPONSORED ADR COMMON STOCK 25243Q205 1,600,290.00 45,000.00 45,000.00 45,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIAGNOSTIC PRODUCTS CORP COMMON STOCK 252450101 213,440.00 6,670.00 6,670.00 6,670.00
------------------------------------------------------------------------------------------------------------------------------
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DIAMOND OFFSHORE DRILL COMMON STOCK 25271C102 1,334,750.00 38,000.00 38,000.00 38,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE DRILL CONVERTIBLE BOND 25271CAA0 314,421.00 300,000.00 300,000.00 300,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC COMMON STOCK 253651103 674,909.50 24,212.00 24,212.00 24,212.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIGEX INC COMMON STOCK 253756100 1,182,103.80 17,400.00 17,400.00 17,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIGITAL LIGHTWAVE INC COMMON STOCK 253855100 2,281,350.00 22,700.00 22,700.00 22,700.00
------------------------------------------------------------------------------------------------------------------------------
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DIGITAL MICROWAVE CORP COMMON STOCK 253859102 4,937,568.75 129,510.00 129,510.00 129,510.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DILLARDS INC COMMON STOCK 254067101 331,852.50 27,090.00 27,090.00 27,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIME BANCORP INC COMMON STOCK 25429Q102 173,407.50 11,010.00 11,010.00 11,010.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIMON INC. COMMON STOCK 254394109 45,581.25 21,450.00 21,450.00 21,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIONEX CORP COMMON STOCK 254546104 679,717.50 25,410.00 25,410.00 25,410.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DISNEY (WALT) COMPANY HOLDING COMMON STOCK 254687106 19,291,892.70 497,060.00 497,060.00 497,060.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DIXIE GROUP CONVERTIBLE 255519AA8 48,640.00 76,000.00 76,000.00 76,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,332,961.50 68,357.00 68,357.00 68,357.00
------------------------------------------------------------------------------------------------------------------------------
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DOLLAR TREE STORES INC COMMON STOCK 256747106 400,861.97 10,132.50 10,132.50 10,132.50
------------------------------------------------------------------------------------------------------------------------------
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DOMINION RESOURCES COMMON STOCK 25746U109 2,113,480.25 49,294.00 49,294.00 49,294.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,442,614.28 63,940.00 63,940.00 63,940.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DOUBLECLICK INC COMMON STOCK 258609304 1,334,375.00 35,000.00 35,000.00 35,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DOVER CORP COMMON STOCK 260003108 1,711,716.40 42,200.00 42,200.00 42,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DOW CHEMICAL CO COMMON STOCK 260543103 4,879,728.55 161,650.00 161,650.00 161,650.00
------------------------------------------------------------------------------------------------------------------------------
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DOW JONES & COMPANY INC COMMON STOCK 260561105 2,264,157.50 30,910.00 30,910.00 30,910.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 401,128.00 13,832.00 13,832.00 13,832.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DRIL-QUIP COMMON STOCK 262037104 2,664,750.00 57,000.00 57,000.00 57,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DSET CORP COMMON STOCK 262504103 962,887.50 31,700.00 31,700.00 31,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 11,066,518.80 252,949.00 252,949.00 252,949.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DUKE ENERGY CORP COMMON STOCK 264399106 6,439,265.25 114,222.00 114,222.00 114,222.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DUN & BRADSTREET CORP COMMON STOCK 26483B106 1,998,597.50 69,820.00 69,820.00 69,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DUPONT PHOTOMASKS COMMON STOCK 26613X101 575,400.00 8,400.00 8,400.00 8,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 310,500.00 21,600.00 21,600.00 21,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS INC CONVERTIBLE BOND 26632SAA7 1,081,350.00 1,335,000.00 1,335,000.00 1,335,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DUSA PHARMACEUTICALS INC COMMONSTOCK 266898105 2,127,540.00 72,120.00 72,120.00 72,120.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DYCOM INDUSTRIES INC COMMON STOCK 267475101 3,641,820.00 79,170.00 79,170.00 79,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DYNEGY INC COMMON STOCK 26816Q101 1,026,387.80 15,025.00 15,025.00 15,025.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EGL INC COMMON STOCK 268484102 424,657.50 13,810.00 13,810.00 13,810.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EMC CORP COMMON STOCK 268648102 40,425,469.50 525,436.00 525,436.00 525,436.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 488,475.68 13,640.00 13,640.00 13,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENI SPA SPONSORED ADR 26874R108 1,454,675.00 25,000.00 25,000.00 25,000.00
------------------------------------------------------------------------------------------------------------------------------
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ESS TECHNOLOGY INC COMMON STOCK 269151106 293,625.00 20,250.00 20,250.00 20,250.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
E_TEK DYNAMIC COMMON STOCK 269240107 2,341,331.50 8,875.00 8,875.00 8,875.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
E TRADE GROUP INC COMMON STOCK 269246104 1,795,200.00 108,800.00 108,800.00 108,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EARTHGRAINS COMPANY COMMON STOCK 270319106 400,402.20 20,600.00 20,600.00 20,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EASTERN ENTERPRISES COMMON STOCK 27637F100 373,590.00 5,930.00 5,930.00 5,930.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EASTMAN CHEMICAL CO COMMON STOCK 277432100 765,432.50 16,030.00 16,030.00 16,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO COMMON STOCK 277461109 5,710,512.50 95,975.00 95,975.00 95,975.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EATON CORP COMMON STOCK 278058102 1,852,550.00 27,650.00 27,650.00 27,650.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EATON VANCE CORP COMMON STOCK 278265103 799,200.00 17,280.00 17,280.00 17,280.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ECHOSTAR COMMUNICATION COMMON STOCK 278762109 1,509,770.40 45,600.00 45,600.00 45,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ECOLAB INC COMMON STOCK 278865100 1,059,752.06 27,130.00 27,130.00 27,130.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EDISON INTERNATIONAL COMMON STOCK 281020107 1,414,090.00 68,980.00 68,980.00 68,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EDO CORP CONVERTIBLE BOND 281347AB0 192,187.50 250,000.00 250,000.00 250,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EDWARDS (AG) INC COMMON STOCK 281760108 345,345.00 8,855.00 8,855.00 8,855.00
------------------------------------------------------------------------------------------------------------------------------
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EFFICIENT NETWORKS INC COMMON STOCK 282056100 492,865.40 6,700.00 6,700.00 6,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EINSTEIN/NOAH BAGEL CONVERTIBLE BOND 282577AC9 115,000.00 250,000.00 250,000.00 250,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 2,443,346.02 47,968.00 47,968.00 47,968.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ELAN CORPORATION PLC ADR SPONSORED 284131208 1,910,839.65 39,450.00 39,450.00 39,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ELANTEC SEMICONDUCTOR INC COMMON STOCK 284155108 1,274,137.50 18,300.00 18,300.00 18,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ELCOR CORP COMMON STOCK 284443108 214,820.00 9,340.00 9,340.00 9,340.00
------------------------------------------------------------------------------------------------------------------------------
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ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 577,246.41 13,110.00 13,110.00 13,110.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ELECTROGLAS INC COMMON STOCK 285324109 218,655.00 10,170.00 10,170.00 10,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS INC COMMON STOCK 285512109 2,145,077.17 29,410.00 29,410.00 29,410.00
------------------------------------------------------------------------------------------------------------------------------
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ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 3,974,437.50 96,350.00 96,350.00 96,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ELOYALTY CORPORATION COMMON STOCK 290151109 548,505.00 43,020.00 43,020.00 43,020.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EMBOTELLADORA ANDINA-B ADR 29081P303 398,735.40 41,700.00 41,700.00 41,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EMERSON ELECTRIC CO COMMON STOCK 291011104 5,400,241.88 89,445.00 89,445.00 89,445.00
------------------------------------------------------------------------------------------------------------------------------
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EMISPHERE TECHNOLOGIES INC COMMON STOCK 291345106 1,491,315.00 35,000.00 35,000.00 35,000.00
------------------------------------------------------------------------------------------------------------------------------
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EMMIS BROADCASTING CORP COMMON STOCK 291525103 1,597,075.00 38,600.00 38,600.00 38,600.00
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CLASS A
------------------------------------------------------------------------------------------------------------------------------
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EMPRESAS ICA SOCIEDAD CONVERTIBLE 292448AC1 175,000.00 350,000.00 350,000.00 350,000.00
------------------------------------------------------------------------------------------------------------------------------
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SUB DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENDESA SA SPONSORED ADR 29258N107 2,340,000.00 120,000.00 120,000.00 120,000.00
------------------------------------------------------------------------------------------------------------------------------
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ENDOSONICS CORP COMMON STOCK 29264K105 374,062.50 66,500.00 66,500.00 66,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENERGEN CORP COMMON STOCK 29265N108 316,274.00 14,500.00 14,500.00 14,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENERGY EAST CORPORATION COMMON STOCK 29266M109 233,890.74 12,270.00 12,270.00 12,270.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 182,554.75 10,003.00 10,003.00 10,003.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENGELHARD CORP COMMON STOCK 292845104 453,849.20 26,600.00 26,600.00 26,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 264,500.00 18,400.00 18,400.00 18,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENRON CORP COMMON STOCK 293561106 11,034,402.00 171,076.00 171,076.00 171,076.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENTERGY CORP COMMON STOCK 29364G103 1,910,947.04 70,289.00 70,289.00 70,289.00
------------------------------------------------------------------------------------------------------------------------------
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ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 2,077,025.00 25,100.00 25,100.00 25,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ENZO BIOCHEM INC COMMON STOCK 294100102 851,874.00 12,346.00 12,346.00 12,346.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 49,000.00 19,600.00 19,600.00 19,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EPRESENCE INC COMMON STOCK 294348107 81,200.00 11,200.00 11,200.00 11,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EQUIFAX INC COMMON STOCK 294429105 3,295,687.50 125,550.00 125,550.00 125,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ERICSSON (LM) TEL-SP ADR 294821400 659,500.00 32,975.00 32,975.00 32,975.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ESPEED INC-CL A COMMONSTOCK 296643109 225,872.40 5,200.00 5,200.00 5,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 459,360.00 19,140.00 19,140.00 19,140.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EVERGREEN RES INC COMMON STOCK 299900308 1,676,775.00 56,600.00 56,600.00 56,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EXABYTE CORP COMMON STOCK 300615101 49,230.00 10,940.00 10,940.00 10,940.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EXAR CORP COMMON STOCK 300645108 3,060,263.70 35,100.00 35,100.00 35,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 1,923,750.00 40,500.00 40,500.00 40,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
EXPRESS SCRIPTS INC COMMON STOCK 302182100 234,832.50 3,780.00 3,780.00 3,780.00
------------------------------------------------------------------------------------------------------------------------------
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EXXON MOBIL CORP COMMON STOCK 30231G102 65,477,007.00 834,102.00 834,102.00 834,102.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FMC CORP COMMON STOCK 302491303 385,700.00 6,650.00 6,650.00 6,650.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC COMMON STOCK 302571104 1,828,035.00 36,930.00 36,930.00 36,930.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FYI INC COMMON STOCK 302712104 249,283.80 7,400.00 7,400.00 7,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 444,090.00 15,720.00 15,720.00 15,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FAIR ISAAC & CO INC COMMON STOCK 303250104 311,960.00 7,090.00 7,090.00 7,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 3,379,726.74 172,770.00 172,770.00 172,770.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FEDDERS CORP COMMON STOCK 313135105 99,908.28 17,190.00 17,190.00 17,190.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FHLMC COMMON STOCK 313400301 5,836,455.00 144,110.00 144,110.00 144,110.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FANNIE MAE COMMON STOCK 313586109 12,823,128.70 245,715.00 245,715.00 245,715.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 1,504,575.00 44,580.00 44,580.00 44,580.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FEDERATED INVESTORS INC-CL B COMMON STOCK 314211103 3,790,202.20 108,100.00 108,100.00 108,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FEDEX CORPORATION COMMON STOCK 31428X106 2,289,804.00 60,258.00 60,258.00 60,258.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FERRO CORP COMMON STOCK 315405100 691,740.00 32,940.00 32,940.00 32,940.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 599,278.51 32,726.00 32,726.00 32,726.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIELDCREST CANNON INC CONVERTIBLE 316549AB0 35,000.00 125,000.00 125,000.00 125,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD BANCORP COMMON STOCK 316773100 5,063,921.50 80,062.00 80,062.00 80,062.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FILENET CORP COMMON STOCK 316869106 1,289,190.00 70,160.00 70,160.00 70,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIRST AMERICAN CORPORATION COMMON STOCK 318522307 439,950.88 30,740.00 30,740.00 30,740.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIRSTBANK CORP COMMON STOCK 318672102 243,347.82 13,110.00 13,110.00 13,110.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP COMMON STOCK 319963104 5,278,313.50 106,364.00 106,364.00 106,364.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 982,545.00 42,260.00 42,260.00 42,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEXCEL CORP CONVERTIBLE BOND 328291AA6 86,000.00 100,000.00 100,000.00 100,000.00
------------------------------------------------------------------------------------------------------------------------------
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FIRST SECURITY CORP COMMON STOCK 336294103 263,129.92 19,402.00 19,402.00 19,402.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 212,656.08 12,840.00 12,840.00 12,840.00
------------------------------------------------------------------------------------------------------------------------------
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FIRST UNION CORP COMMON STOCK 337358105 5,179,008.76 208,730.00 208,730.00 208,730.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIRSTCOM CORPORATION COMMON STOCK 33763T104 798,286.00 53,000.00 53,000.00 53,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 4,884,193.55 231,896.00 231,896.00 231,896.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FISERV INC COMMON STOCK 337738108 1,112,044.00 25,712.00 25,712.00 25,712.00
------------------------------------------------------------------------------------------------------------------------------
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FIRSTENERGY CORP COMMON STOCK 337932107 2,207,558.38 94,441.00 94,441.00 94,441.00
------------------------------------------------------------------------------------------------------------------------------
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FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 8,705,190.00 256,035.00 256,035.00 256,035.00
------------------------------------------------------------------------------------------------------------------------------
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FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 223,725.00 15,700.00 15,700.00 15,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FLEMING COMPANIES INC COMMON STOCK 339130106 250,398.54 19,170.00 19,170.00 19,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FLORIDA PROGRESS CORP COMMON STOCK 341109106 967,031.25 20,630.00 20,630.00 20,630.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 320,625.00 9,000.00 9,000.00 9,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP COMMON STOCK 343861100 504,735.00 15,960.00 15,960.00 15,960.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FOOTSTAR INC COMMON STOCK 344912100 313,547.50 9,430.00 9,430.00 9,430.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FORD MOTOR CO COMMON STOCK 345370100 10,745,270.00 249,890.00 249,890.00 249,890.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FOREST LABORATORIES INC COMMON STOCK 345838106 3,471,370.00 34,370.00 34,370.00 34,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FORT JAMES CORP COMMON STOCK 347471104 2,566,181.25 110,970.00 110,970.00 110,970.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS INC COMMON STOCK 349631101 2,488,620.42 107,910.00 107,910.00 107,910.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FOSSIL INC COMMON STOCK 349882100 1,011,501.48 52,040.00 52,040.00 52,040.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FOSTER WHEELER CORP COMMON STOCK 350244109 169,050.00 19,600.00 19,600.00 19,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 157,560.00 12,120.00 12,120.00 12,120.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FOUNDRY NETWORKS INC. COMMON STOCK 35063R100 1,138,150.00 10,300.00 10,300.00 10,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC COMMON STOCK 354613101 3,143,205.00 103,480.00 103,480.00 103,480.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 306,859.50 33,174.00 33,174.00 33,174.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FREMONT GENERAL CORP COMMON STOCK 357288109 132,834.38 33,740.00 33,740.00 33,740.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FRIEDE GOLDMAN HALTER INC COMMON STOCK 358430106 212,218.00 23,746.00 23,746.00 23,746.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FRITZ COMPANIES INC COMMON STOCK 358846103 182,522.40 17,700.00 17,700.00 17,700.00
------------------------------------------------------------------------------------------------------------------------------
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FUJI PHOTO FILM COMPANY LTD ADR 359586302 2,754,375.00 65,000.00 65,000.00 65,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
G&K SERVICES INC COMMON STOCK 361268105 245,607.60 9,800.00 9,800.00 9,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GATX CORP COMMON STOCK 361448103 1,033,600.00 30,400.00 30,400.00 30,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GPU INC COMMON STOCK 36225X100 688,998.52 25,460.00 25,460.00 25,460.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GTE CORP COMMON STOCK 362320103 15,937,245.00 256,020.00 256,020.00 256,020.00
------------------------------------------------------------------------------------------------------------------------------
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GALILEO INTERNATIONAL INC COMMON STOCK 363547100 2,650,290.00 126,960.00 126,960.00 126,960.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 3,176,880.00 75,640.00 75,640.00 75,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GANNETT COMPANY INC COMMON STOCK 364730101 3,429,620.08 57,340.00 57,340.00 57,340.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GAP INC COMMON STOCK 364760108 5,509,843.75 176,315.00 176,315.00 176,315.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GATEWAY INC COMMON STOCK 367626108 4,487,222.50 79,070.00 79,070.00 79,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENCORP INC COMMON STOCK 368682100 160,480.00 20,060.00 20,060.00 20,060.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENE LOGIC INC COMMON STOCK 368689105 1,077,747.40 30,200.00 30,200.00 30,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENENTECH INC COMMON STOCK 368710406 3,530,300.00 20,525.00 20,525.00 20,525.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENERAL BINDING CORP COMMON STOCK 369154109 250,000.18 37,386.00 37,386.00 37,386.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENERAL COMMUNICATION INC COMMON STOCK 369385109 125,562.50 24,500.00 24,500.00 24,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS CORP COMMON STOCK 369550108 2,180,915.00 41,740.00 41,740.00 41,740.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENERAL ELECTRIC CO COMMON STOCK 369604103 114,489,540.00 2,160,180.00 2,160,180.00 2,160,180.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENERAL MILLS INC COMMON STOCK 370334104 5,043,645.00 131,860.00 131,860.00 131,860.00
------------------------------------------------------------------------------------------------------------------------------
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GENERAL MOTORS CORP COMMON STOCK 370442105 6,432,108.36 110,780.00 110,780.00 110,780.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENERAL MOTORS CORP COMMON STOCK 370442832 3,977,268.75 45,325.00 45,325.00 45,325.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS H
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 271,990.00 18,440.00 18,440.00 18,440.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENTEX CORP COMMON STOCK 371901109 903,243.75 35,950.00 35,950.00 35,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENUINE PARTS CO COMMON STOCK 372460105 1,759,400.00 87,970.00 87,970.00 87,970.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GEON CO COMMON STOCK 37246W105 216,450.00 11,700.00 11,700.00 11,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GENZYME CORP GENERAL DIVISION 372917104 497,487.69 8,370.00 8,370.00 8,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMON STOCK
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GEORGIA-PACIFIC CORP COMMON STOCK 373298108 930,037.50 35,430.00 35,430.00 35,430.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GERBER SCIENTIFIC INC COMMON STOCK 373730100 123,050.00 10,700.00 10,700.00 10,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES INC COMMON STOCK 375558103 3,162,217.50 44,460.00 44,460.00 44,460.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GILLETTE CO COMMON STOCK 375766102 10,836,898.40 310,184.00 310,184.00 310,184.00
------------------------------------------------------------------------------------------------------------------------------
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GLAXO WELLCOME PLC ADR SPONSORED 37733W105 2,023,420.00 35,000.00 35,000.00 35,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GLOBAL MARINE INC COMMON STOCK 379352404 488,198.84 17,320.00 17,320.00 17,320.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,332,919.92 32,660.00 32,660.00 32,660.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GOODRICH (BF) CO (THE) COMMON STOCK 382388106 760,604.46 22,330.00 22,330.00 22,330.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 651,000.00 32,550.00 32,550.00 32,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 87,450.00 15,900.00 15,900.00 15,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
W.R. GRACE & CO COMMON STOCK 38388F108 167,810.00 13,840.00 13,840.00 13,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GRACO INC COMMON STOCK 384109104 1,553,500.00 47,800.00 47,800.00 47,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GRAINGER (WW) INC COMMON STOCK 384802104 605,147.68 19,640.00 19,640.00 19,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GRANT PRIDECO INC COMMON STOCK 38821G101 268,475.00 10,739.00 10,739.00 10,739.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 1,867,005.00 59,270.00 59,270.00 59,270.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 362,081.25 18,450.00 18,450.00 18,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 189,562.50 10,110.00 10,110.00 10,110.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GREY ADVERTISING INC COMMON STOCK 397838103 1,214,640.00 2,410.00 2,410.00 2,410.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GRIFFON CORP COMMON STOCK 398433102 79,536.60 14,300.00 14,300.00 14,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 131,400.00 10,950.00 10,950.00 10,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GUIDANT CORP COMMON STOCK 401698105 4,197,352.50 84,795.00 84,795.00 84,795.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GYMBOREE CORP COMMON STOCK 403777105 35,250.00 11,750.00 11,750.00 11,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HCA- THE HEALTHCARE COMPANY COMMON STOCK 404119109 3,505,366.13 115,403.00 115,403.00 115,403.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 1,128,725.00 59,800.00 59,800.00 59,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HNC SOFTWARE INC COMMON STOCK 40425P107 812,012.50 13,150.00 13,150.00 13,150.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HSBC HOLDINGS PLC COMMON STOCK 404280406 3,476,220.00 60,000.00 60,000.00 60,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HSB GROUP INC COMMON STOCK 40428N109 610,361.25 19,610.00 19,610.00 19,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HS RESOURCES INC COMMON STOCK 404297103 276,000.00 9,200.00 9,200.00 9,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HA-LO INDUSTRIES INC COMMON STOCK 404429102 175,218.75 31,150.00 31,150.00 31,150.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 517,286.70 14,100.00 14,100.00 14,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO COMMON STOCK 406216101 5,811,786.86 123,165.00 123,165.00 123,165.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HANNAFORD BROTHERS CO COMMON STOCK 410550107 311,937.50 4,340.00 4,340.00 4,340.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HANOVER COMPRESSOR CO COMMON STOCK 410768105 217,740.00 5,730.00 5,730.00 5,730.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARCOURT GENERAL INC COMMON STOCK 41163G101 1,294,125.00 23,800.00 23,800.00 23,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARLAND (JOHN H) CO COMMON STOCK 412693103 204,935.64 13,720.00 13,720.00 13,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARLEY-DAVIDSON INC COMMON STOCK 412822108 2,867,480.00 74,480.00 74,480.00 74,480.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,130,940.00 18,540.00 18,540.00 18,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 4,704,962.64 224,720.00 224,720.00 224,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP COMMON STOCK 413875105 703,142.50 21,470.00 21,470.00 21,470.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARSCO CORP COMMON STOCK 415864107 696,150.00 27,300.00 27,300.00 27,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARTE-HANKS,INC COMMON STOCK 416196103 2,084,000.00 83,360.00 83,360.00 83,360.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 2,723,572.53 48,690.00 48,690.00 48,690.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HARTMARX CORP COMMON STOCK 417119104 36,226.68 14,140.00 14,140.00 14,140.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HASBRO INC COMMON STOCK 418056107 5,034,172.26 334,230.00 334,230.00 334,230.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH CORP COMMON STOCK 421924101 575,276.23 80,044.00 80,044.00 80,044.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 196,250.00 250,000.00 250,000.00 250,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 836,098.62 64,010.00 64,010.00 64,010.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEARTLAND EXPRESS INC COMMON STOCK 422347104 204,983.11 12,284.00 12,284.00 12,284.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 593,375.00 9,400.00 9,400.00 9,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEINZ (HJ) CO COMMON STOCK 423074103 5,308,625.00 121,340.00 121,340.00 121,340.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HELIX TECHNOLOGY CORP COMMON STOCK 423319102 433,290.00 11,110.00 11,110.00 11,110.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HELLER FINANCIAL INC COMMON STOCK 423328103 2,451,800.00 119,600.00 119,600.00 119,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HELMERICH & PAYNE INC COMMON STOCK 423452101 356,183.75 9,530.00 9,530.00 9,530.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 3,857,519.75 76,958.00 76,958.00 76,958.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HERCULES INC COMMON STOCK 427056106 1,046,494.04 74,420.00 74,420.00 74,420.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HERSHEY FOODS CORP COMMON STOCK 427866108 3,601,610.00 74,260.00 74,260.00 74,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HERTZ CORP COMMON STOCK 428040109 1,445,193.00 51,500.00 51,500.00 51,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEWLETT-PACKARD CO COMMON STOCK 428236103 25,873,600.50 207,196.00 207,196.00 207,196.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HEXCEL CORP CONVERTIBLE 428290AA8 53,437.50 75,000.00 75,000.00 75,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HIBERNIA CORP COMMON STOCK 428656102 172,042.50 15,820.00 15,820.00 15,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HILB ROGAL & HAMILTON CO COMMON STOCK 431294107 223,037.41 6,430.00 6,430.00 6,430.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HILTON HOTELS CORP COMMON STOCK 432848109 1,557,365.63 166,119.00 166,119.00 166,119.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HITACHI LTD ADR 433578507 2,161,875.00 15,000.00 15,000.00 15,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC COMMON STOCK 437076102 24,996,964.10 500,570.00 500,570.00 500,570.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HOMEGROCER.COM COMMON STOCK 43740K100 295,519.00 49,000.00 49,000.00 49,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HOMESTAKE MINING CO COMMON STOCK 437614100 372,143.75 54,130.00 54,130.00 54,130.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HOMESTORE COM INC COMMON STOCK 437852106 1,255,041.00 43,000.00 43,000.00 43,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HON INDUSTRIES INC COMMON STOCK 438092108 541,910.00 23,060.00 23,060.00 23,060.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HONDA MOTOR CO LTD SPONSORED ADR 438128308 1,375,000.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 5,573,446.78 165,448.00 165,448.00 165,448.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HOOPER HOLMES INC COMMON STOCK 439104100 258,240.00 32,280.00 32,280.00 32,280.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 1,059,150.00 70,610.00 70,610.00 70,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HORMEL FOOD CORPORATION COMMON STOCK 440452100 236,881.08 14,090.00 14,090.00 14,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 2,983,299.30 63,900.00 63,900.00 63,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 4,145,684.81 99,747.00 99,747.00 99,747.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUBBELL INC COMMON STOCK 443510201 1,185,750.00 46,500.00 46,500.00 46,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS B
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUDSON UNITED BANCORP COMMON STOCK 444165104 1,076,572.13 47,982.00 47,982.00 47,982.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUGHES SUPPLY INC COMMON STOCK 444482103 222,977.50 11,290.00 11,290.00 11,290.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUMANA INC COMMON STOCK 444859102 169,260.00 34,720.00 34,720.00 34,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUMAN GENOME SCIENCES INC CONVERTIBLE BOND 444903AG3 620,625.00 750,000.00 750,000.00 750,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUNT CORP COMMON STOCK 445591100 239,662.50 23,100.00 23,100.00 23,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 822,192.38 51,998.00 51,998.00 51,998.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 169,147.50 11,870.00 11,870.00 11,870.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ICN PHARMACEUTICALS INC COMMON STOCK 448924100 219,714.80 7,900.00 7,900.00 7,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 877,745.22 27,060.00 27,060.00 27,060.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IBP INC COMMON STOCK 449223106 162,705.98 10,540.00 10,540.00 10,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IDEC PHARMACEUTICALS C COMMON STOCK 449370105 2,329,816.32 19,860.00 19,860.00 19,860.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IMC GLOBAL INC COMMON STOCK 449669100 546,650.00 42,050.00 42,050.00 42,050.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IMS HEALTH INC COMMON STOCK 449934108 1,110,780.00 61,710.00 61,710.00 61,710.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ISS GROUP INC COMMON STOCK 450306105 4,206,068.40 42,600.00 42,600.00 42,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ITC DELTACOM INC COMMON STOCK 45031T104 684,978.40 30,700.00 30,700.00 30,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ITT INDUSTRIES INC COMMON STOCK 450911102 1,440,078.75 47,410.00 47,410.00 47,410.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IDEX CORP COMMON STOCK 45167R104 1,962,525.16 62,180.00 62,180.00 62,180.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IDEXX LABORATORIES INC COMMON STOCK 45168D104 1,112,182.50 48,620.00 48,620.00 48,620.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 3,559,251.00 62,443.00 62,443.00 62,443.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IMMUNE RESPONSE CORP COMMON STOCK 45252T106 145,725.00 13,400.00 13,400.00 13,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 483,748.40 15,700.00 15,700.00 15,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INCO LTD COMMON STOCK 453258402 577,331.25 37,550.00 37,550.00 37,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INCYTE GENOMICS INC COMMON STOCK 45337C102 1,117,743.20 13,600.00 13,600.00 13,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INET TECHNOLOGIES COMMON STOCK 45662V105 1,068,725.00 19,700.00 19,700.00 19,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INFORMATICA CORP COMMON STOCK 45666Q102 1,466,672.30 17,900.00 17,900.00 17,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INFORMIX CORP COMMON STOCK 456779107 205,633.05 27,650.00 27,650.00 27,650.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ING GROEP N.V. SPONSORED ADR COMMON STOCK 456837103 2,700,000.00 40,000.00 40,000.00 40,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND CO COMMON STOCK 456866102 1,349,582.50 33,530.00 33,530.00 33,530.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INFORMATION RESOURCES INC COMMON STOCK 456905108 74,763.63 18,990.00 18,990.00 18,990.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INHALE THERAPEUTIC SYS COMMON STOCK 457191104 2,100,387.60 20,700.00 20,700.00 20,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INPUT/OUTPUT INC COMMON STOCK 457652105 205,862.80 24,400.00 24,400.00 24,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 5,085,410.88 85,740.00 85,740.00 85,740.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 322,787.50 11,900.00 11,900.00 11,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTEGRATED DEVICE TECHNLGY INC COMMON STOCK 458118106 1,250,190.00 20,880.00 20,880.00 20,880.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 1,706,200.00 44,900.00 44,900.00 44,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTEL CORP COMMON STOCK 458140100 99,734,513.10 746,030.00 746,030.00 746,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTER-TEL INC COMMON STOCK 458372109 362,198.10 22,550.00 22,550.00 22,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERFACE INC COMMON STOCK 458665106 528,305.08 138,590.00 138,590.00 138,590.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERIM SERVICES INC COMMON STOCK 45868P100 550,605.00 31,020.00 31,020.00 31,020.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERMET CORP COMMON STOCK 45881K104 83,875.00 12,200.00 12,200.00 12,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 41,329,635.00 377,226.00 377,226.00 377,226.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 2,244,403.45 74,350.00 74,350.00 74,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTL FIBERCOM INC COMMON STOCK 45950T101 3,475,650.00 136,300.00 136,300.00 136,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 4,121,280.00 155,520.00 155,520.00 155,520.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 287,898.56 16,630.00 16,630.00 16,630.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL PAPER CO COMMON STOCK 460146103 5,032,297.50 168,801.07 168,801.07 168,801.07
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 2,447,200.00 43,700.00 43,700.00 43,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL SPEEDWAY CORP COMMON STOCK 460335201 218,046.25 5,270.00 5,270.00 5,270.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERNET CAPITAL GROUP COMMON STOCK 46059C106 1,406,570.00 38,000.00 38,000.00 38,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 2,690,080.00 62,560.00 62,560.00 62,560.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTRAWEST CORPORATION COMMON STOCK 460915200 1,111,500.00 58,500.00 58,500.00 58,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTRANET SOLUTIONS INC COMMON STOCK 460939309 3,012,821.25 78,510.00 78,510.00 78,510.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTERVOICE-BRITE INC COMMON STOCK 461142101 100,595.46 15,330.00 15,330.00 15,330.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTEVAC INC CONVERTIBLE NOTE 461148AC2 90,500.00 200,000.00 200,000.00 200,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INTUIT INC COMMON STOCK 461202103 3,638,931.25 87,950.00 87,950.00 87,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INVACARE CORP COMMON STOCK 461203101 383,250.00 14,600.00 14,600.00 14,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 765,905.00 19,390.00 19,390.00 19,390.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INVITROGEN CORP COMMON STOCK 46185R100 1,481,499.10 19,700.00 19,700.00 19,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
INVESTORS FINANCIAL SERVICES COMMON STOCK 461915100 575,461.50 14,500.00 14,500.00 14,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IONA TECHNOLOGIES PLC ADR 46206P109 3,294,900.00 52,300.00 52,300.00 52,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IONICS INC COMMON STOCK 462218108 245,612.50 8,020.00 8,020.00 8,020.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ITO-YOKADO CO LTD ADR 465714301 1,238,740.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
IVAX CORP COMMON STOCK 465823102 636,817.50 15,345.00 15,345.00 15,345.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JDS UNIPHASE CORP COMMON STOCK 46612J101 1,177,771.88 9,825.00 9,825.00 9,825.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 1,178,081.80 61,400.00 61,400.00 61,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JLG INDUSTRIES INC COMMON STOCK 466210101 254,125.00 21,400.00 21,400.00 21,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT INC COMMON STOCK 466313103 3,417,921.88 68,875.00 68,875.00 68,875.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JACK IN THE BOX INC COMMON STOCK 466367109 460,980.00 18,720.00 18,720.00 18,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JACOBSON STORES INC CONVERTIBLE 469834AC9 68,250.00 100,000.00 100,000.00 100,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JAKKS PACIFIC INC COMMON STOCK 47012E106 998,575.00 67,700.00 67,700.00 67,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JAN BELL MARKETING INC COMMON STOCK 470760109 25,555.00 10,760.00 10,760.00 10,760.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JEFFERIES GROUP - NEW COMMON STOCK 472319102 242,647.74 12,020.00 12,020.00 12,020.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,214,806.43 21,525.00 21,525.00 21,525.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON COMMON STOCK 478160104 31,405,923.10 308,279.00 308,279.00 308,279.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,049,330.40 20,450.00 20,450.00 20,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JONES APPAREL GROUP INC COMMON STOCK 480074103 1,625,330.50 69,163.00 69,163.00 69,163.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JONES PHARMA INC COMMON STOCK 480236108 3,412,217.28 85,440.00 85,440.00 85,440.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
JUSTIN INDUSTRIES INC COMMON STOCK 482171105 275,625.00 12,600.00 12,600.00 12,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP COMMON STOCK 482480100 4,074,158.34 69,570.00 69,570.00 69,570.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
K MART CORP COMMON STOCK 482584109 680,041.96 99,830.00 99,830.00 99,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KAMAN CORP COMMON STOCK 483548103 118,411.96 11,080.00 11,080.00 11,080.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 4,787,324.26 53,980.00 53,980.00 53,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 199,704.96 10,080.00 10,080.00 10,080.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KEANE INC COMMON STOCK 486665102 1,775,196.25 82,090.00 82,090.00 82,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KELLOGG CO COMMON STOCK 487836108 3,269,525.00 109,900.00 109,900.00 109,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KELLWOOD CO COMMON STOCK 488044108 241,881.25 11,450.00 11,450.00 11,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KEMET CORP COMMON STOCK 488360108 1,059,621.36 42,280.00 42,280.00 42,280.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CORP COMMON STOCK 490553104 1,063,990.28 35,690.00 35,690.00 35,690.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CONVERTIBLE BOND 490553AA2 702,120.00 800,000.00 800,000.00 800,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KERR-MCGEE CORP COMMON STOCK 492386107 1,223,060.62 20,752.00 20,752.00 20,752.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE CORP CONVERTIBLE BOND 492386AL1 476,250.00 500,000.00 500,000.00 500,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KEY ENERGY SERVICES INC CONVERTIBLE BOND 492914AF3 314,000.00 400,000.00 400,000.00 400,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KEYCORP COMMON STOCK 493267108 1,936,952.25 109,898.00 109,898.00 109,898.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KEYSPAN CORPORATION COMMON STOCK 49337W100 405,592.50 13,190.00 13,190.00 13,190.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KIMBERLY-CLARK CORP COMMON STOCK 494368103 8,991,523.13 156,715.00 156,715.00 156,715.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC COMMON STOCK 49455P101 390,204.98 11,290.00 11,290.00 11,290.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KIRBY CORP COMMON STOCK 497266106 253,937.50 11,950.00 11,950.00 11,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,359,907.19 44,370.00 44,370.00 44,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KOHLS CORP COMMON STOCK 500255104 6,275,890.63 112,825.00 112,825.00 112,825.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KOMAG INC COMMON STOCK 500453105 46,147.50 26,370.00 26,370.00 26,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 500472204 2,850,000.00 60,000.00 60,000.00 60,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KOREA ELECTRIC POWER - SP ADR 500631106 2,531,400.10 137,300.00 137,300.00 137,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 2,307,487.50 47,700.00 47,700.00 47,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KROGER CO COMMON STOCK 501044101 4,563,965.94 206,870.00 206,870.00 206,870.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KROLL-O'GARA COMPANY COMMON STOCK 501050108 71,550.90 10,700.00 10,700.00 10,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 700,031.25 11,790.00 11,790.00 11,790.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
KYOCERA CORP ADR SPONSORED 501556203 3,006,710.00 17,500.00 17,500.00 17,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LG&E ENERGY CORP COMMON STOCK 501917108 306,555.00 12,840.00 12,840.00 12,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LSI LOGIC CORP COMMON STOCK 502161102 3,446,680.00 63,680.00 63,680.00 63,680.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LTX CORP COMMON STOCK 502392103 1,715,406.70 49,100.00 49,100.00 49,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LA-Z-BOY INC COMMON STOCK 505336107 420,000.00 30,000.00 30,000.00 30,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LABOR READY INC COMMON STOCK 505401208 136,143.75 20,550.00 20,550.00 20,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING CO COMMON STOCK 512815101 433,120.00 10,000.00 10,000.00 10,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 101,830.00 11,980.00 11,980.00 11,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LANDSTAR SYSTEM INC COMMON STOCK 515098101 256,116.60 4,300.00 4,300.00 4,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LASER VISION CENTERS INC COMMON STOCK 51807H100 74,800.83 12,090.00 12,090.00 12,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 3,770,077.50 54,540.00 54,540.00 54,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LEAP WIRELESS INTERNATIONAL IN COMMON STOCK 521863100 1,880,000.00 40,000.00 40,000.00 40,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LEE ENTERPRISES INC COMMON STOCK 523768109 3,715,000.32 159,360.00 159,360.00 159,360.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LEGGETT & PLATT INC COMMON STOCK 524660107 3,640,890.00 220,660.00 220,660.00 220,660.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LEGG MASON INC COMMON STOCK 524901105 309,750.00 6,195.00 6,195.00 6,195.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 2,368,778.10 25,050.00 25,050.00 25,050.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LENNOX INTL INC COMMON STOCK 526107107 370,052.63 27,928.50 27,928.50 27,928.50
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 574,200.00 6,525.00 6,525.00 6,525.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL GROUP INC COMMON STOCK 529771107 1,803,645.00 26,820.00 26,820.00 26,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LIBBEY INC COMMON STOCK 529898108 2,245,858.75 69,910.00 69,910.00 69,910.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 1,182,727.20 45,600.00 45,600.00 45,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ELI LILLY & CO COMMON STOCK 532457108 25,377,238.80 254,090.00 254,090.00 254,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LILLY INDUSTRIES INC COMMON STOCK 532491107 335,792.54 11,170.00 11,170.00 11,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LIMITED INC COMMON STOCK 532716107 1,936,216.00 89,536.00 89,536.00 89,536.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LINCARE HOLDINGS INC COMMON STOCK 532791100 2,028,361.25 82,370.00 82,370.00 82,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATIONAL CORP COMMON STOCK 534187109 2,489,373.75 68,910.00 68,910.00 68,910.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 4,091,968.00 64,000.00 64,000.00 64,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LINENS N THINGS INC COMMON STOCK 535679104 2,682,662.50 98,900.00 98,900.00 98,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LITTELFUSE INC COMMON STOCK 537008104 1,695,400.00 34,600.00 34,600.00 34,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LIZ CLAIBORNE INC COMMON STOCK 539320101 1,236,217.50 35,070.00 35,070.00 35,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP COMMON STOCK 539830109 4,281,062.48 172,540.00 172,540.00 172,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP COMMON STOCK 540424108 1,218,600.00 20,310.00 20,310.00 20,310.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LONGS DRUG STORES CORP COMMON STOCK 543162101 2,994,322.50 137,670.00 137,670.00 137,670.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 3,409,876.80 108,900.00 108,900.00 108,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 233,051.25 21,430.00 21,430.00 21,430.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LOWE'S COMPANIES COMMON STOCK 548661107 3,841,966.03 93,565.00 93,565.00 93,565.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LUBY'S INC COMMON STOCK 549282101 86,400.00 10,800.00 10,800.00 10,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 42,163,366.50 711,618.00 711,618.00 711,618.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 194,132.50 11,590.00 11,590.00 11,590.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAF BANCORP INC COMMON STOCK 55261R108 204,058.14 11,220.00 11,220.00 11,220.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MBIA INC COMMON STOCK 55262C100 5,103,967.04 105,920.00 105,920.00 105,920.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MBNA CORP COMMON STOCK 55262L100 6,647,767.88 245,079.00 245,079.00 245,079.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MDC HOLDINGS INC COMMON STOCK 552676108 193,700.00 10,400.00 10,400.00 10,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MGIC INVESTMENT CORP COMMON STOCK 552848103 2,797,795.00 61,490.00 61,490.00 61,490.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MGI PHARMA INC COMMON STOCK 552880106 1,472,768.00 51,200.00 51,200.00 51,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK 553530106 1,067,787.00 51,000.00 51,000.00 51,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MACDERMID INC COMMON STOCK 554273102 353,440.00 15,040.00 15,040.00 15,040.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MACROMEDIA INC COMMON STOCK 556100105 3,144,261.24 32,520.00 32,520.00 32,520.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAGNA INTERNATIONAL CONVERTIBLE 559222AG9 541,500.00 600,000.00 600,000.00 600,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MALLINCKRODT INC COMMON STOCK 561232109 616,805.40 14,200.00 14,200.00 14,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 319,528.75 11,945.00 11,945.00 11,945.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MANOR CARE INC COMMON STOCK 564055101 148,260.00 21,180.00 21,180.00 21,180.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MANPOWER INC COMMON STOCK 56418H100 2,824,320.00 88,260.00 88,260.00 88,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MANUFACTURERS SERVICES LTD COMMON STOCK 565005105 1,223,439.00 59,500.00 59,500.00 59,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MARCHFIRST INC COMMON STOCK 566244109 265,720.00 14,560.00 14,560.00 14,560.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MARCUS CORP (THE) COMMON STOCK 566330106 173,993.75 14,350.00 14,350.00 14,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 6,273,530.59 60,070.00 60,070.00 60,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 424,130.00 10,220.00 10,220.00 10,220.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 1,795,166.36 49,780.00 49,780.00 49,780.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 1,418,934.33 35,090.00 35,090.00 35,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MASCO CORP COMMON STOCK 574599106 1,681,752.82 93,110.00 93,110.00 93,110.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MASCOTECH INC COMMON STOCK 574670105 231,701.16 21,430.00 21,430.00 21,430.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 1,285,000.00 5,000.00 5,000.00 5,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MATTEL INC COMMON STOCK 577081102 1,167,853.91 88,561.00 88,561.00 88,561.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAXTOR CORP CONVERTIBLE 577729AA4 280,000.00 400,000.00 400,000.00 400,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 9,585,910.70 141,100.00 141,100.00 141,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 2,355,240.00 98,135.00 98,135.00 98,135.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAVERICK TUBE CORP COMMON STOCK 577914104 611,625.00 21,000.00 21,000.00 21,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAXIMUS INC COMMON STOCK 577933104 222,135.00 10,040.00 10,040.00 10,040.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MAYTAG CORP COMMON STOCK 578592107 597,375.00 16,200.00 16,200.00 16,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MCCLATCHY NEWSPAPERS INC COMMON STOCK 579489105 920,875.00 27,800.00 27,800.00 27,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & COMPANY INC COMMON STOCK 579780206 5,218,525.00 160,570.00 160,570.00 160,570.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 110,502.48 12,540.00 12,540.00 12,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MCDONALD'S CORP COMMON STOCK 580135101 9,117,620.34 276,820.00 276,820.00 276,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 2,173,500.00 40,250.00 40,250.00 40,250.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MCKESSON HBOC INC COMMON STOCK 58155Q103 1,228,583.16 58,680.00 58,680.00 58,680.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MCLEODUSA INC COMMON STOCK 582266102 3,007,889.80 145,400.00 145,400.00 145,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEAD CORP COMMON STOCK 582834107 545,400.00 21,600.00 21,600.00 21,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEDAREX INC COMMON STOCK 583916101 507,000.00 6,000.00 6,000.00 6,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 1,512,210.00 26,530.00 26,530.00 26,530.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC COMMON STOCK 584699102 7,015,200.00 94,800.00 94,800.00 94,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEDQUIST INC COMMON STOCK 584949101 232,288.00 6,832.00 6,832.00 6,832.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC COMMON STOCK 585055106 13,060,009.00 262,186.00 262,186.00 262,186.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MELLON FINANCIAL CORP COMMON STOCK 58551A108 7,343,002.86 201,526.00 201,526.00 201,526.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEMBERWORKS INC COMMON STOCK 586002107 269,000.00 8,000.00 8,000.00 8,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 787,725.16 35,305.00 35,305.00 35,305.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MENTOR CORP COMMON STOCK 587188103 319,447.25 11,750.00 11,750.00 11,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,152,531.92 38,660.00 38,660.00 38,660.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MERCATOR SOFTWARE INC COMMON STOCK 587587106 2,598,750.00 37,800.00 37,800.00 37,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MERCK & COMPANY INC COMMON STOCK 589331107 42,562,965.40 555,471.00 555,471.00 555,471.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MERCURY COMPUTER SYSTEMS INC COMMON STOCK 589378108 339,276.00 10,500.00 10,500.00 10,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 7,675,661.25 79,335.00 79,335.00 79,335.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MEREDITH CORP COMMON STOCK 589433101 358,425.00 10,620.00 10,620.00 10,620.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 922,656.00 43,936.00 43,936.00 43,936.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 9,246,000.00 80,400.00 80,400.00 80,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MESA AIR GROUP INC COMMON STOCK 590479101 86,836.70 15,700.00 15,700.00 15,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
METHODE ELECTRONICS INC COMMON STOCK 591520200 670,530.00 17,360.00 17,360.00 17,360.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MICHAEL FOODS INC COMMON STOCK 594079105 1,315,405.00 53,690.00 53,690.00 53,690.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MICHAELS STORES INC COMMON STOCK 594087108 689,012.48 15,040.00 15,040.00 15,040.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MICREL INC COMMON STOCK 594793101 367,477.02 8,460.00 8,460.00 8,460.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP COMMON STOCK 594918104 88,008,000.00 1,100,100.00 1,100,100.00 1,100,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 946,223.60 16,240.00 16,240.00 16,240.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC COMMON STOCK 595112103 10,127,130.00 115,000.00 115,000.00 115,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MIDWAY GAMES INC COMMON STOCK 598148104 147,510.41 18,297.00 18,297.00 18,297.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MILACRON INC COMMON STOCK 598709103 559,410.00 38,580.00 38,580.00 38,580.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MILLENNIUM PHARMACEUTICALS COMMON STOCK 599902103 1,013,587.50 9,060.00 9,060.00 9,060.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MILLER (HERMAN) INC COMMON STOCK 600544100 4,108,691.25 158,790.00 158,790.00 158,790.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MILLIPORE CORP COMMON STOCK 601073109 1,886,636.25 25,030.00 25,030.00 25,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MINIMED INC COMMON STOCK 60365K108 377,600.00 3,200.00 3,200.00 3,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 10,254,750.00 124,300.00 124,300.00 124,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 59,664.75 12,561.00 12,561.00 12,561.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 1,708,918.90 24,700.00 24,700.00 24,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MOLEX INC COMMON STOCK 608554101 1,960,949.38 40,747.00 40,747.00 40,747.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MOLEX INC COMMON STOCK 608554200 1,290,625.00 36,875.00 36,875.00 36,875.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MONTANA POWER CO COMMON STOCK 612085100 777,393.68 22,015.00 22,015.00 22,015.00
------------------------------------------------------------------------------------------------------------------------------
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MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 7,285,870.00 66,160.00 66,160.00 66,160.00
------------------------------------------------------------------------------------------------------------------------------
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MORGAN KEEGAN INC COMMON STOCK 617410105 206,500.00 14,000.00 14,000.00 14,000.00
------------------------------------------------------------------------------------------------------------------------------
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MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 21,721,090.50 260,914.00 260,914.00 260,914.00
------------------------------------------------------------------------------------------------------------------------------
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MORRISON KNUDSEN CORP COMMON STOCK 61844A109 182,917.50 25,230.00 25,230.00 25,230.00
------------------------------------------------------------------------------------------------------------------------------
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MOTOROLA INC COMMON STOCK 620076109 13,539,985.80 465,900.00 465,900.00 465,900.00
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MUELLER INDUSTRIES INC COMMON STOCK 624756102 465,360.00 16,620.00 16,620.00 16,620.00
------------------------------------------------------------------------------------------------------------------------------
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MURPHY OIL CORP COMMON STOCK 626717102 265,683.39 4,470.00 4,470.00 4,470.00
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MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 1,722,197.76 99,480.00 99,480.00 99,480.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
MYLAN LABORATORIES INC COMMON STOCK 628530107 234,330.00 12,840.00 12,840.00 12,840.00
------------------------------------------------------------------------------------------------------------------------------
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MYRIAD GENETICS INC COMMON STOCK 62855J104 473,849.60 3,200.00 3,200.00 3,200.00
------------------------------------------------------------------------------------------------------------------------------
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NABI INC CONVERTIBLE BOND 628716AB8 446,250.00 525,000.00 525,000.00 525,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NBTY INC COMMON STOCK 628782104 209,482.50 32,860.00 32,860.00 32,860.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NCR CORP COMMON STOCK 62886E108 932,969.46 23,961.00 23,961.00 23,961.00
------------------------------------------------------------------------------------------------------------------------------
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NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 1,768,175.00 66,100.00 66,100.00 66,100.00
------------------------------------------------------------------------------------------------------------------------------
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NVR INC COMMON STOCK 62944T105 250,800.00 4,400.00 4,400.00 4,400.00
------------------------------------------------------------------------------------------------------------------------------
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NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 1,763,301.01 67,984.00 67,984.00 67,984.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NABORS INDUSTRIES INC COMMON STOCK 629568106 598,077.18 14,390.00 14,390.00 14,390.00
------------------------------------------------------------------------------------------------------------------------------
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NATIONAL AUSTRALIA BANK LTD ADR 632525408 3,144,500.00 38,000.00 38,000.00 38,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP COMMON STOCK 635405103 2,642,562.56 154,880.00 154,880.00 154,880.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE BANCORP COMMON STOCK 635449101 171,381.54 10,670.00 10,670.00 10,670.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 1,301,185.00 26,420.00 26,420.00 26,420.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL DATA CORP COMMON STOCK 635621105 364,780.00 15,860.00 15,860.00 15,860.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 277,312.50 8,700.00 8,700.00 8,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 1,521,203.75 34,870.00 34,870.00 34,870.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 2,399,673.75 42,285.00 42,285.00 42,285.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 447,720.00 22,960.00 22,960.00 22,960.00
------------------------------------------------------------------------------------------------------------------------------
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NATURAL MICROSYSTEMS CORP COMMON STOCK 638882100 3,328,135.20 29,600.00 29,600.00 29,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 178,472.90 16,700.00 16,700.00 16,700.00
------------------------------------------------------------------------------------------------------------------------------
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NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 407,844.06 13,130.00 13,130.00 13,130.00
------------------------------------------------------------------------------------------------------------------------------
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NETWORKS ASSOCIATES INC COMMON STOCK 640938106 280,339.63 13,759.00 13,759.00 13,759.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NETIQ CORP COMMON STOCK 64115P102 4,168,251.38 69,907.78 69,907.78 69,907.78
------------------------------------------------------------------------------------------------------------------------------
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NETWORK EQUIPMENT TECHNOLOGIES COMMON STOCK 641208103 103,236.12 10,260.00 10,260.00 10,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NETWORK APPLIANCE INC COMMON STOCK 64120L104 5,471,182.50 67,965.00 67,965.00 67,965.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 730,800.00 24,360.00 24,360.00 24,360.00
------------------------------------------------------------------------------------------------------------------------------
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NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 648,195.86 17,030.00 17,030.00 17,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NEW YORK TIMES CO COMMON STOCK 650111107 1,405,805.00 35,590.00 35,590.00 35,590.00
------------------------------------------------------------------------------------------------------------------------------
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NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,153,190.50 122,454.00 122,454.00 122,454.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,241,471.25 57,290.00 57,290.00 57,290.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING CORP COMMON STOCK 651639106 1,811,310.00 83,760.00 83,760.00 83,760.00
------------------------------------------------------------------------------------------------------------------------------
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NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 926,835.00 25,220.00 25,220.00 25,220.00
------------------------------------------------------------------------------------------------------------------------------
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NEWS CORPORATION LTD SPONSORED ADR 652487703 1,090,000.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
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NEXTCARD INC COMMON STOCK 65332K107 144,500.00 17,000.00 17,000.00 17,000.00
------------------------------------------------------------------------------------------------------------------------------
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NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 12,446,659.50 203,420.00 203,420.00 203,420.00
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NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,012,104.94 72,620.00 72,620.00 72,620.00
------------------------------------------------------------------------------------------------------------------------------
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NICE SYSTEMS LTD ADR SPONSORED ADR 653656108 1,929,675.00 25,000.00 25,000.00 25,000.00
------------------------------------------------------------------------------------------------------------------------------
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NICOR INC COMMON STOCK 654086107 467,842.50 14,340.00 14,340.00 14,340.00
------------------------------------------------------------------------------------------------------------------------------
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NIKE INC COMMON STOCK 654106103 2,262,117.84 56,820.00 56,820.00 56,820.00
------------------------------------------------------------------------------------------------------------------------------
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99 CENTS ONLY STORES COMMON STOCK 65440K106 648,606.75 16,266.00 16,266.00 16,266.00
------------------------------------------------------------------------------------------------------------------------------
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NIPPON TELEGRAPH & TELEPHONE C COMMON STOCK 654624105 3,418,750.00 50,000.00 50,000.00 50,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC COMMON STOCK 65473P105 220,520.00 11,840.00 11,840.00 11,840.00
------------------------------------------------------------------------------------------------------------------------------
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NOBLE AFFILIATES INC COMMON STOCK 654894104 208,600.00 5,600.00 5,600.00 5,600.00
------------------------------------------------------------------------------------------------------------------------------
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NOKIA CORP AB ADR SPONSORED 654902204 3,159,763.68 63,275.00 63,275.00 63,275.00
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NOBLE DRILLING CORP COMMON STOCK 655042109 543,256.53 13,190.00 13,190.00 13,190.00
------------------------------------------------------------------------------------------------------------------------------
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NORAM ENERGY CORP CONVERTIBLE 655419AC3 376,275.00 432,500.00 432,500.00 432,500.00
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SUB DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
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NORDSTROM INC COMMON STOCK 655664100 682,013.75 28,270.00 28,270.00 28,270.00
------------------------------------------------------------------------------------------------------------------------------
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NORFOLK SOUTHERN CORP COMMON STOCK 655844108 2,424,625.00 163,000.00 163,000.00 163,000.00
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NORTEL NETWORKS CORP COMMON STOCK 656568102 49,089,426.80 719,259.00 719,259.00 719,259.00
------------------------------------------------------------------------------------------------------------------------------
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NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,218,318.75 80,550.00 80,550.00 80,550.00
------------------------------------------------------------------------------------------------------------------------------
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NORTHEAST UTILITIES COMMON STOCK 664397106 319,290.00 14,680.00 14,680.00 14,680.00
------------------------------------------------------------------------------------------------------------------------------
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NORTHERN STATES POWER CO COMMON STOCK 665772109 663,142.95 32,850.00 32,850.00 32,850.00
------------------------------------------------------------------------------------------------------------------------------
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NORTHERN TRUST CORP COMMON STOCK 665859104 3,358,825.75 51,625.00 51,625.00 51,625.00
------------------------------------------------------------------------------------------------------------------------------
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NORTHROP GRUMMAN CORP COMMON STOCK 666807102 954,000.00 14,400.00 14,400.00 14,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 272,751.25 12,190.00 12,190.00 12,190.00
------------------------------------------------------------------------------------------------------------------------------
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NORTHWESTERN CORPORATION COMMON STOCK 668074107 258,306.25 11,170.00 11,170.00 11,170.00
------------------------------------------------------------------------------------------------------------------------------
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NOVA CORP/GEORGIA COMMON STOCK 669784100 3,092,346.53 110,690.00 110,690.00 110,690.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NOVELL INC COMMON STOCK 670006105 633,810.00 68,520.00 68,520.00 68,520.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 1,532,830.20 27,100.00 27,100.00 27,100.00
------------------------------------------------------------------------------------------------------------------------------
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NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 2,692,653.34 89,570.00 89,570.00 89,570.00
------------------------------------------------------------------------------------------------------------------------------
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NOVO-NORDISK AS ADR 670100205 1,690,000.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
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NSTAR COMMON STOCK 67019E107 956,551.37 23,510.00 23,510.00 23,510.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NUCOR CORP COMMON STOCK 670346105 583,095.59 17,570.00 17,570.00 17,570.00
------------------------------------------------------------------------------------------------------------------------------
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NUMERICAL TECHNOLOGIES INC COMMON STOCK 67053T101 1,074,612.50 22,100.00 22,100.00 22,100.00
------------------------------------------------------------------------------------------------------------------------------
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NVIDIA CORP COMMON STOCK 67066G104 392,813.16 6,180.00 6,180.00 6,180.00
------------------------------------------------------------------------------------------------------------------------------
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OM GROUP INC COMMON STOCK 670872100 871,640.00 19,810.00 19,810.00 19,810.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
OTG SOFTWARE INC COMMON STOCK 671059103 759,749.20 26,600.00 26,600.00 26,600.00
------------------------------------------------------------------------------------------------------------------------------
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OAK TECHNOLOGY INC COMMON STOCK 671802106 3,169,614.00 147,000.00 147,000.00 147,000.00
------------------------------------------------------------------------------------------------------------------------------
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OAKWOOD HOMES CORP COMMON STOCK 674098108 41,114.28 22,690.00 22,690.00 22,690.00
------------------------------------------------------------------------------------------------------------------------------
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OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,691,805.15 80,325.00 80,325.00 80,325.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
OCEAN ENERGY INC COMMON STOCK 67481E106 2,390,764.87 168,518.00 168,518.00 168,518.00
------------------------------------------------------------------------------------------------------------------------------
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OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 206,720.00 10,880.00 10,880.00 10,880.00
------------------------------------------------------------------------------------------------------------------------------
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OFFICE DEPOT INC COMMON STOCK 676220106 409,856.25 65,577.00 65,577.00 65,577.00
------------------------------------------------------------------------------------------------------------------------------
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OFFICEMAX INC COMMON STOCK 67622M108 55,900.00 11,180.00 11,180.00 11,180.00
------------------------------------------------------------------------------------------------------------------------------
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OFFSHORE LOGISTICS INC COMMON STOCK 676255102 145,762.50 10,140.00 10,140.00 10,140.00
------------------------------------------------------------------------------------------------------------------------------
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OGDEN CORP EURODOLLAR CONVE 676346AD1 420,131.25 495,000.00 495,000.00 495,000.00
------------------------------------------------------------------------------------------------------------------------------
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SUB BONDS
------------------------------------------------------------------------------------------------------------------------------
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OLD KENT FINANCIAL CORP COMMON STOCK 679833103 770,074.99 28,787.85 28,787.85 28,787.85
------------------------------------------------------------------------------------------------------------------------------
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OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 835,065.00 50,610.00 50,610.00 50,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
OLIN CORP COMMON STOCK 680665205 489,555.00 29,670.00 29,670.00 29,670.00
------------------------------------------------------------------------------------------------------------------------------
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OMNICARE INC COMMON STOCK 681904108 1,664,326.92 183,660.00 183,660.00 183,660.00
------------------------------------------------------------------------------------------------------------------------------
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OMNICOM GROUP INC COMMON STOCK 681919106 6,318,503.59 70,945.00 70,945.00 70,945.00
------------------------------------------------------------------------------------------------------------------------------
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OMNOVA SOLUTIONS INC COMMON STOCK 682129101 120,375.00 19,260.00 19,260.00 19,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ON ASSIGNMENT INC COMMON STOCK 682159108 329,400.00 10,800.00 10,800.00 10,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ORACLE CORP COMMON STOCK 68389X105 51,715,194.60 615,203.00 615,203.00 615,203.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ORATEC INTERVENTIONS INC COMMON STOCK 68554M108 1,134,750.00 34,000.00 34,000.00 34,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ORBITAL SCIENCES CORP COMMON STOCK 685564106 219,122.26 17,980.00 17,980.00 17,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ORGANOGENESIS INC COMMON STOCK 685906109 191,341.01 16,730.00 16,730.00 16,730.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 1,372,376.25 98,910.00 98,910.00 98,910.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 535,307.50 23,660.00 23,660.00 23,660.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
OSHKOSH TRUCK CORP COMMON STOCK 688239201 1,111,825.00 31,100.00 31,100.00 31,100.00
------------------------------------------------------------------------------------------------------------------------------
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OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 2,111,265.00 72,180.00 72,180.00 72,180.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
OWENS & MINOR INC COMMON STOCK 690732102 270,695.25 15,750.00 15,750.00 15,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
OWENS CORNING COMMON STOCK 69073F103 109,242.50 11,810.00 11,810.00 11,810.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
OWENS-ILLINOIS INC COMMON STOCK 690768403 353,765.49 30,270.00 30,270.00 30,270.00
------------------------------------------------------------------------------------------------------------------------------
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PC HOLDINGS S.A. ADR COMMON STOCK 693200107 775,293.46 42,338.00 42,338.00 42,338.00
------------------------------------------------------------------------------------------------------------------------------
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ADR
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
P-COM INC COMMON STOCK 693262107 213,831.20 37,600.00 37,600.00 37,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PECO ENERGY CO COMMON STOCK 693304107 1,416,160.56 35,130.00 35,130.00 35,130.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PG&E CORP COMMON STOCK 69331C108 1,970,123.13 80,005.00 80,005.00 80,005.00
------------------------------------------------------------------------------------------------------------------------------
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PE CORP CELERA GENOMICS COMMON STOCK 69332S102 3,240,061.88 49,185.00 49,185.00 49,185.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PMC SIERRA INC COMMON STOCK 69344F106 2,487,618.00 14,000.00 14,000.00 14,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PMI GROUP INC (THE) COMMON STOCK 69344M101 209,237.50 4,405.00 4,405.00 4,405.00
------------------------------------------------------------------------------------------------------------------------------
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PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 2,827,734.38 60,325.00 60,325.00 60,325.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PPG INDUSTRIES INC COMMON STOCK 693506107 2,339,673.60 52,800.00 52,800.00 52,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PPL CORPORATION COMMON STOCK 69351T106 662,958.08 30,221.00 30,221.00 30,221.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PACCAR INC COMMON STOCK 693718108 638,960.70 16,100.00 16,100.00 16,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 684,192.60 27,300.00 27,300.00 27,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 290,250.00 15,480.00 15,480.00 15,480.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 207,103.47 3,441.00 3,441.00 3,441.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PACKETEER INC COMMON STOCK 695210104 911,612.50 31,300.00 31,300.00 31,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PACTIV CORPORATION COMMON STOCK 695257105 276,018.75 35,050.00 35,050.00 35,050.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP INC COMMON STOCK 695629105 1,384,110.00 30,420.00 30,420.00 30,420.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PALL CORP COMMON STOCK 696429307 1,722,350.00 93,100.00 93,100.00 93,100.00
------------------------------------------------------------------------------------------------------------------------------
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PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 631,070.00 57,370.00 57,370.00 57,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 115,700.20 12,100.00 12,100.00 12,100.00
------------------------------------------------------------------------------------------------------------------------------
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PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 363,781.95 29,850.00 29,850.00 29,850.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PARKER HANNIFIN CORP COMMON STOCK 701094104 804,532.50 23,490.00 23,490.00 23,490.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PATHOGENESIS CORP COMMON STOCK 70321E104 686,400.00 26,400.00 26,400.00 26,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PATTERSON DENTAL CO COMMON STOCK 703412106 835,890.00 16,390.00 16,390.00 16,390.00
------------------------------------------------------------------------------------------------------------------------------
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PATTERSON ENERGY INC COMMON STOCK 703414102 456,000.00 16,000.00 16,000.00 16,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PAXAR CORP COMMON STOCK 704227107 263,103.42 22,041.00 22,041.00 22,041.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INC COMMON STOCK 704326107 3,211,152.00 76,456.00 76,456.00 76,456.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEGASUS COMMUNICATION CORP COMMON STOCK 705904100 2,639,535.60 53,800.00 53,800.00 53,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEGASUS SOLUTIONS INC COMMON STOCK 705906105 129,412.50 11,900.00 11,900.00 11,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PENNEY J C CO INC COMMON STOCK 708160106 1,488,234.64 80,720.00 80,720.00 80,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PENTAIR INC COMMON STOCK 709631105 3,074,655.00 86,610.00 86,610.00 86,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PENTON MEDIA INC COMMON STOCK 709668107 542,500.00 15,500.00 15,500.00 15,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEOPLES ENERGY CORP COMMON STOCK 711030106 240,870.00 7,440.00 7,440.00 7,440.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEOPLESOFT INC COMMON STOCK 712713106 963,460.00 57,520.00 57,520.00 57,520.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEP BOYS - MANNY MOE & JACK COMMON STOCK 713278109 153,600.00 25,600.00 25,600.00 25,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 732,593.70 25,100.00 25,100.00 25,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEPSICO INC COMMON STOCK 713448108 13,275,998.10 298,760.00 298,760.00 298,760.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 435,937.50 46,500.00 46,500.00 46,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 3,364,639.00 97,000.00 97,000.00 97,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 208,000.00 6,500.00 6,500.00 6,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PERKINELMER INC COMMON STOCK 714046109 676,458.75 10,230.00 10,230.00 10,230.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PFIZER INC COMMON STOCK 717081103 70,295,952.00 1,464,499.00 1,464,499.00 1,464,499.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 255,570.00 12,170.00 12,170.00 12,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHARMACIA CORPORATION COMMON STOCK 71713U102 18,696,376.70 361,723.00 361,723.00 361,723.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHELPS DODGE CORP COMMON STOCK 717265102 1,177,861.04 31,674.00 31,674.00 31,674.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 407,273.50 19,867.00 19,867.00 19,867.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 13,879,176.20 522,520.00 522,520.00 522,520.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHILIPPINE LONG DIST -SP ADR COMMON STOCK 718252604 509,425.00 28,700.00 28,700.00 28,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 2,671,204.90 52,700.00 52,700.00 52,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 124,450.00 13,100.00 13,100.00 13,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHOENIX TECHNOLOGIES LTD COMMON STOCK 719153108 207,162.40 12,700.00 12,700.00 12,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PHOTRONICS INC COMMON STOCK 719405102 406,613.75 14,330.00 14,330.00 14,330.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 405,867.36 15,280.00 15,280.00 15,280.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PIER 1 IMPORTS INC COMMON STOCK 720279108 840,372.00 86,192.00 86,192.00 86,192.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 249,959.82 12,860.00 12,860.00 12,860.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 4,563,000.00 84,500.00 84,500.00 84,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PINNACLE SYS INC COMMON STOCK 723481107 551,307.68 24,520.00 24,520.00 24,520.00
------------------------------------------------------------------------------------------------------------------------------
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PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 603,652.50 17,820.00 17,820.00 17,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PIONEER GROUP INC COMMON STOCK 723684106 558,926.25 13,190.00 13,190.00 13,190.00
------------------------------------------------------------------------------------------------------------------------------
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PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 195,068.75 13,225.00 13,225.00 13,225.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES INC COMMON STOCK 724479100 3,777,200.00 94,430.00 94,430.00 94,430.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PLACER DOME INC COMMON STOCK 725906101 650,885.34 68,070.00 68,070.00 68,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PLANTRONICS INC COMMON STOCK 727493108 920,535.00 7,970.00 7,970.00 7,970.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 1,278,256.00 113,000.00 113,000.00 113,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PLEXUS CORP COMMON STOCK 729132100 4,425,080.00 39,160.00 39,160.00 39,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
POGO PRODUCING CO COMMON STOCK 730448107 437,190.00 19,760.00 19,760.00 19,760.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
POLARIS INDUSTRIES INC COMMON STOCK 731068102 369,600.00 11,550.00 11,550.00 11,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
POLYCOM INC COMMON STOCK 73172K104 2,901,828.12 30,840.00 30,840.00 30,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 2,531,250.00 225,000.00 225,000.00 225,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
POTLATCH CORP COMMON STOCK 737628107 207,031.25 6,250.00 6,250.00 6,250.00
------------------------------------------------------------------------------------------------------------------------------
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POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 292,500.00 11,700.00 11,700.00 11,700.00
------------------------------------------------------------------------------------------------------------------------------
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POWERGEN PLC ADR SPONSORED 738905405 1,575,000.00 45,000.00 45,000.00 45,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 267,080.00 6,070.00 6,070.00 6,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC COMMON STOCK 74005P104 1,231,677.30 32,900.00 32,900.00 32,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 329,521.25 11,030.00 11,030.00 11,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRECISION DRILLING CORP COMMON STOCK 74022D100 1,946,700.00 50,400.00 50,400.00 50,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PREMIER PARKS INC COMMON STOCK 740540208 1,633,222.50 71,790.00 71,790.00 71,790.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 628,800.00 26,200.00 26,200.00 26,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 2,054,025.00 48,330.00 48,330.00 48,330.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRICELINE.COM INC COMMON STOCK 741503106 1,150,915.20 30,300.00 30,300.00 30,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRIMARK CORP COMMON STOCK 741903108 364,007.00 9,772.00 9,772.00 9,772.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRIME HOSPITALITY CORP COMMON STOCK 741917108 204,782.90 21,700.00 21,700.00 21,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRIMUS TELECOMMUNICATIONS GP COMMON STOCK 741929103 1,203,950.00 48,400.00 48,400.00 48,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 787,792.50 31,830.00 31,830.00 31,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 816,540.26 10,988.00 10,988.00 10,988.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO COMMON STOCK 742718109 16,419,872.50 286,810.00 286,810.00 286,810.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROFESSIONAL DETAILING INC COMMONSTOCK 74312N107 2,006,251.80 58,900.00 58,900.00 58,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 403,655.00 24,280.00 24,280.00 24,280.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 744,385.50 41,500.00 41,500.00 41,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROGRESSIVE CORP COMMON STOCK 743315103 1,122,580.00 15,170.00 15,170.00 15,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 193,680.00 10,760.00 10,760.00 10,760.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROSOFTTRAINING.COM COMMON STOCK 743477101 1,286,118.00 76,500.00 76,500.00 76,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,255,403.75 84,710.00 84,710.00 84,710.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 3,125,859.35 18,950.00 18,950.00 18,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 171,031.50 12,669.00 12,669.00 12,669.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 2,705,762.50 74,900.00 74,900.00 74,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,670,750.00 29,675.00 29,675.00 29,675.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROXICOM INC COMMON STOCK 744282104 2,532,587.50 52,900.00 52,900.00 52,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PROXIM INC COMMON STOCK 744284100 617,560.32 6,240.00 6,240.00 6,240.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,551,546.25 44,810.00 44,810.00 44,810.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QLT INC. COMMON STOCK 746927102 1,546,240.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QLOGIC CORP COMMON STOCK 747277101 484,234.46 7,330.00 7,330.00 7,330.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUAKER OATS CO COMMON STOCK 747402105 2,026,872.50 26,980.00 26,980.00 26,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUALCOMM INC COMMON STOCK 747525103 9,160,200.00 152,670.00 152,670.00 152,670.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUANTA SERVICES INC COMMON STOCK 74762E102 314,875.00 5,725.00 5,725.00 5,725.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUANTUM CORP DLT & STORAGE 747906204 153,345.21 15,830.00 15,830.00 15,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMON STOCK
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 184,370.00 10,000.00 10,000.00 10,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 317,687.50 4,250.00 4,250.00 4,250.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUIKSILVER INC COMMON STOCK 74838C106 167,135.88 10,740.00 10,740.00 10,740.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 339,706.25 24,050.00 24,050.00 24,050.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 3,632,119.70 73,100.00 73,100.00 73,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
R H DONNELLEY CORP COMMON STOCK 74955W307 1,071,437.50 55,300.00 55,300.00 55,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RPM INC (OHIO) COMMON STOCK 749685103 105,411.38 10,411.00 10,411.00 10,411.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RSA SECURITY INC COMMON STOCK 749719100 1,339,987.50 19,350.00 19,350.00 19,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RTI INTERNATIONAL METALS COMMON STOCK 74973W107 113,750.00 10,000.00 10,000.00 10,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RADIAN GROUP INC COMMON STOCK 750236101 3,687,705.00 71,260.00 71,260.00 71,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RADIOSHACK CORPORATION COMMON STOCK 750438103 4,959,215.00 104,680.00 104,680.00 104,680.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RADISYS CORP COMMON STOCK 750459109 471,025.00 8,300.00 8,300.00 8,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RALCORP HOLDINGS INC COMMON STOCK 751028101 177,012.50 14,450.00 14,450.00 14,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 1,274,771.78 63,940.00 63,940.00 63,940.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 819,704.34 8,820.00 8,820.00 8,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 508,162.50 22,585.00 22,585.00 22,585.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO COMMON STOCK 755111408 1,360,012.50 70,650.00 70,650.00 70,650.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
READ-RITE CORP COMMON STOCK 755246105 53,365.08 24,060.00 24,060.00 24,060.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
READERS DIGEST ASSOCIATION INC COMMON STOCK 755267101 1,352,692.50 34,030.00 34,030.00 34,030.00
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CLASS A
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RECKSON ASSOCS RLTY CO COMMON STOCK 75621K106 921,500.00 38,800.00 38,800.00 38,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REDBACK NETWORKS COMMON STOCK 757209101 2,937,000.00 16,500.00 16,500.00 16,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 188,694.08 11,840.00 11,840.00 11,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REGAL-BELOIT CORP COMMON STOCK 758750103 161,101.86 10,030.00 10,030.00 10,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REGENT COMMUNICATIONS INC COMMON STOCK 758865109 426,212.80 49,600.00 49,600.00 49,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 512,468.28 17,190.00 17,190.00 17,190.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REGIS CORP COMMON STOCK 758932107 243,750.00 19,500.00 19,500.00 19,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,025,490.38 51,597.00 51,597.00 51,597.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RELIANCE STEEL AND ALUMINUM CO COMMON STOCK 759509102 257,613.75 13,470.00 13,470.00 13,470.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RELIANT ENERGY INC COMMON STOCK 75952J108 2,774,393.70 93,850.00 93,850.00 93,850.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 463,018.71 8,830.00 8,830.00 8,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REMEC INC COMMON STOCK 759543101 3,806,437.50 90,900.00 90,900.00 90,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REMEDY CORP COMMON STOCK 759548100 855,762.50 15,350.00 15,350.00 15,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REMINGTON OIL & GAS CORP COMMON STOCK 759594302 76,875.00 10,250.00 10,250.00 10,250.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RENAL CARE GROUP INC COMMON STOCK 759930100 1,311,658.92 53,640.00 53,640.00 53,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REPSOL SA ADR SPONSORED 76026T205 2,377,440.00 120,000.00 120,000.00 120,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
REPUBLIC SERVICES INC COMMON STOCK 760759100 3,179,200.00 198,700.00 198,700.00 198,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RESMED INC COMMON STOCK 761152107 398,575.00 14,900.00 14,900.00 14,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RESPIRONICS INC COMMON STOCK 761230101 1,085,400.00 60,300.00 60,300.00 60,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 284,566.28 10,186.00 10,186.00 10,186.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RHYTHMS NETCONNECTIONS INC COMMON STOCK 762430205 489,918.00 39,000.00 39,000.00 39,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RICHARDSON ELECTRONICS LTD CONVERTIBLE 763165AB3 42,000.00 50,000.00 50,000.00 50,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RIGGS NATIONAL CORP COMMON STOCK 766570105 172,962.50 13,700.00 13,700.00 13,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RITE AID CORP COMMON STOCK 767754104 353,298.08 53,840.00 53,840.00 53,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROADWAY EXPRESS INC COMMON STOCK 769742107 222,651.50 9,500.00 9,500.00 9,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 3,752,025.00 131,650.00 131,650.00 131,650.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROCKEFELLER CENTER PPTYS INC CONVERTIBLE 773102AA6 924,000.00 1,100,000.00 1,100,000.00 1,100,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROCKWELL INTL NEW COMMON STOCK 773903109 2,396,835.00 76,090.00 76,090.00 76,090.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROGERS COMMUNICATIONS,INC CL.B COMMON STOC 775109200 1,368,000.00 48,000.00 48,000.00 48,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROGERS COMMUNICATIONS,INC CONVERTIBLE 775109AE1 293,019.00 300,000.00 300,000.00 300,000.00
------------------------------------------------------------------------------------------------------------------------------
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DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO COMMON STOCK 775371107 1,554,363.00 45,054.00 45,054.00 45,054.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 197,635.13 28,490.00 28,490.00 28,490.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROPER INDUSTRIES INC COMMON STOCK 776696106 379,762.50 14,820.00 14,820.00 14,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROUSE CO (THE) COMMON STOCK 779273101 5,383,125.00 217,500.00 217,500.00 217,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROWAN COMPANIES INC COMMON STOCK 779382100 593,223.75 19,530.00 19,530.00 19,530.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 30,265,110.40 491,620.00 491,620.00 491,620.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RUBY TUESDAY INC COMMON STOCK 781182100 701,462.08 55,840.00 55,840.00 55,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RUSSELL CORP COMMON STOCK 782352108 534,600.00 26,730.00 26,730.00 26,730.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 132,460.90 15,700.00 15,700.00 15,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
RYDER SYSTEM INC COMMON STOCK 783549108 236,333.76 12,480.00 12,480.00 12,480.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 36,953,362.25 854,413.00 854,413.00 854,413.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCI SYSTEMS INC COMMON STOCK 783890106 2,685,485.11 68,530.00 68,530.00 68,530.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEI INVESTMENTS CO COMMON STOCK 784117103 1,020,779.68 25,640.00 25,640.00 25,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SLM HOLDING CORP COMMON STOCK 78442A109 1,217,076.87 32,510.00 32,510.00 32,510.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SLI INC COMMON STOCK 78442T108 198,607.50 16,380.00 16,380.00 16,380.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPS TECHNOLOGIES INC COMMON STOCK 784626103 254,584.40 6,200.00 6,200.00 6,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPX CORP COMMON STOCK 784635104 1,209,249.06 9,999.00 9,999.00 9,999.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
S3 INC COMMON STOCK 784849101 656,817.50 44,530.00 44,530.00 44,530.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SABRE HOLDINGS CORPORATION COMMON STOCK 785905100 763,287.00 26,782.00 26,782.00 26,782.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAFECO CORP COMMON STOCK 786429100 1,304,992.50 65,660.00 65,660.00 65,660.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC COMMON STOCK 786514208 5,292,711.25 117,290.00 117,290.00 117,290.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAGA SYSTEMS INC COMMON STOCK 786610105 176,605.40 14,200.00 14,200.00 14,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ST JUDE MEDICAL INC COMMON STOCK 790849103 798,041.50 17,396.00 17,396.00 17,396.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ST MARY LAND & EXPLORATION CO COMMON STOCK 792228108 231,341.00 5,500.00 5,500.00 5,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ST PAUL COMPANIES INC COMMON STOCK 792860108 3,109,470.00 91,120.00 91,120.00 91,120.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAKS INCORPORATED COMMON STOCK 79377W108 149,037.00 14,194.00 14,194.00 14,194.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SALTON INC COMMON STOCK 795757103 206,500.00 5,600.00 5,600.00 5,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAN PAOLO-IMI SPA-SPON ADR COMMON STOCK 799175104 2,476,250.00 70,000.00 70,000.00 70,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SANMINA CORP COMMON STOCK 800907107 5,556,645.00 64,990.00 64,990.00 64,990.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SANTA FE SNYDER CORP COMMON STOCK 80218K105 780,438.75 68,610.00 68,610.00 68,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAP AG COMMON STOCK 803054204 3,608,610.43 76,882.00 76,882.00 76,882.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAPIENT CORP COMMON STOCK 803062108 1,315,325.10 12,300.00 12,300.00 12,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP COMMON STOCK 803111103 3,482,146.72 180,310.00 180,310.00 180,310.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SAWTEK INC COMMON STOCK 805468105 244,062.88 4,240.00 4,240.00 4,240.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCANA CORP COMMON STOCK 80589M102 250,176.25 10,370.00 10,370.00 10,370.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCHERING-PLOUGH CORP COMMON STOCK 806605101 16,403,410.00 324,820.00 324,820.00 324,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD COMMON STOCK 806857108 10,475,708.30 140,378.00 140,378.00 140,378.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCHOLASTIC CORP CONVERTIBLE BOND 807066AA3 615,582.00 600,000.00 600,000.00 600,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCHULER HOMES INC CONVERTIBLE SUB 808188AA4 360,000.00 450,000.00 450,000.00 450,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 9,671,760.50 287,636.00 287,636.00 287,636.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 2,458,500.00 33,000.00 33,000.00 33,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCOTTISH POWER PLC SPONSORED ADR 81013T705 2,351,289.84 70,320.00 70,320.00 70,320.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCOTTS CO COMMON STOCK 810186106 1,022,365.00 28,010.00 28,010.00 28,010.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SCRIPPS HOWARD BROADCASTING CO COMMON STOCK 811054204 541,750.00 11,000.00 11,000.00 11,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 2,592,150.00 47,130.00 47,130.00 47,130.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEAGRAM COMPANY LTD COMMON STOCK 811850106 5,248,420.00 90,490.00 90,490.00 90,490.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEACOR SMIT INC COMMON STOCK 811904101 205,621.41 5,315.00 5,315.00 5,315.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEALED AIR CORPORATION COMMON STOCK 81211K100 904,097.25 17,262.00 17,262.00 17,262.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK & CO COMMON STOCK 812387108 2,559,105.00 78,440.00 78,440.00 78,440.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEITEL INC COMMON STOCK 816074306 92,218.75 11,350.00 11,350.00 11,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 240,350.00 12,650.00 12,650.00 12,650.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEMTECH CORP COMMON STOCK 816850101 3,649,051.64 47,710.00 47,710.00 47,710.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEMPRA ENERGY COMMON STOCK 816851109 723,656.00 42,568.00 42,568.00 42,568.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SENSORMATIC ELECTRONICS CORP COMMON STOCK 817265101 346,599.04 21,920.00 21,920.00 21,920.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC COMMON STOCK 817315104 4,320,787.50 35,820.00 35,820.00 35,820.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SERVICEMASTER COMPANY COMMON STOCK 81760N109 709,800.00 62,400.00 62,400.00 62,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHANDONG HUANENG POWER COMMON STOCK 819419102 320,724.20 76,600.00 76,600.00 76,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 417,199.64 5,720.00 5,720.00 5,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHAW GROUP INC COMMON STOCK 820280105 348,725.00 7,400.00 7,400.00 7,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHAW INDUSTRIES INC COMMON STOCK 820286102 158,062.50 12,645.00 12,645.00 12,645.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHELL TRANSPORT AND TRADING CO ADR 822703609 2,496,850.00 50,000.00 50,000.00 50,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 720,781.74 34,020.00 34,020.00 34,020.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHIRE PHARMACEUTICALS GR-ADR 82481R106 2,827,187.50 54,500.00 54,500.00 54,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SHOPKO STORES INC COMMON STOCK 824911101 802,882.50 52,220.00 52,220.00 52,220.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYSTEMS INC COMMON STOCK 826170102 7,094,501.75 43,375.00 43,375.00 43,375.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 41,303.52 12,960.00 12,960.00 12,960.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SIGMA ALDRICH CORP COMMON STOCK 826552101 514,800.00 17,600.00 17,600.00 17,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 959,915.00 22,520.00 22,520.00 22,520.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SILICON VALLEY GROUP INC COMMON STOCK 827066101 426,937.50 16,500.00 16,500.00 16,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,193,571.85 53,796.00 53,796.00 53,796.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 280,656.44 5,870.00 5,870.00 5,870.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SIZELER PROPERTIES INVEST INC CONVERTIBLE SUB 830137AA3 221,875.00 250,000.00 250,000.00 250,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SKYWEST INC COMMON STOCK 830879102 450,673.92 12,160.00 12,160.00 12,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SMARTFORCE PLC ADR 83170A206 1,944,000.00 40,500.00 40,500.00 40,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SMITH (AO) CORP COMMON STOCK 831865209 237,425.58 11,340.00 11,340.00 11,340.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SMITH INTERNATIONAL INC COMMON STOCK 832110100 2,369,302.48 32,540.00 32,540.00 32,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC COMMON STOCK 832248108 771,143.76 27,480.00 27,480.00 27,480.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SMITHKLINE BEECHAM PLC ADR 832378301 1,955,610.00 30,000.00 30,000.00 30,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 832,200.00 35,040.00 35,040.00 35,040.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SNAP-ON INC COMMON STOCK 833034101 325,890.00 12,240.00 12,240.00 12,240.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOLA INTERNATIONAL INC COMMON STOCK 834092108 58,402.50 11,980.00 11,980.00 11,980.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOLECTRON CORP COMMON STOCK 834182107 5,175,750.00 123,600.00 123,600.00 123,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOLUTIA INC COMMON STOCK 834376105 149,325.00 10,860.00 10,860.00 10,860.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SONIC CORP COMMON STOCK 835451105 942,350.00 32,080.00 32,080.00 32,080.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SONOCO PRODUCTS CO COMMON STOCK 835495102 200,623.43 9,757.00 9,757.00 9,757.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SONY CORP - SPONSORED ADR COMMON STOCK 835699307 1,886,240.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTH FINANCIAL GROUP INC COMMON STOCK 837841105 302,035.00 20,830.00 20,830.00 20,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTHDOWN INC COMMON STOCK 841297104 205,012.50 3,550.00 3,550.00 3,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO COMMON STOCK 842587107 4,475,204.64 191,970.00 191,970.00 191,970.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTHERN UNION CO COMMON STOCK 844030106 379,314.86 23,989.05 23,989.05 23,989.05
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 893,732.75 39,502.00 39,502.00 39,502.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 1,951,079.11 103,030.00 103,030.00 103,030.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST BANCORP OF TEXAS COMMON STOCK 84476R109 288,425.00 13,900.00 13,900.00 13,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST GAS CORP COMMON STOCK 844895102 267,050.00 15,260.00 15,260.00 15,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 74,937.50 11,990.00 11,990.00 11,990.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SOVEREIGN BANCORP INC COMMON STOCK 845905108 156,510.06 22,260.00 22,260.00 22,260.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPARTECH CORP COMMON STOCK 847220209 529,200.00 19,600.00 19,600.00 19,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 3,442,705.00 126,920.00 126,920.00 126,920.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPEEDFAM-IPEC INC COMMON STOCK 847705100 257,709.79 14,170.00 14,170.00 14,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 17,358.75 15,430.00 15,430.00 15,430.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP COMMON STOC 852061100 9,650,985.00 189,235.00 189,235.00 189,235.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SPRINT PCS GROUP 852061506 12,243,910.00 205,780.00 205,780.00 205,780.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
COMMOM STOCK
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STAFFMARK INC COMMON STOCK 852389105 94,086.09 14,070.00 14,070.00 14,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STANDARD PACIFIC CORP COMMON STOCK 85375C101 138,800.00 13,880.00 13,880.00 13,880.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STANLEY WORKS (THE) COMMON STOCK 854616109 1,441,625.00 60,700.00 60,700.00 60,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STAPLES INC COMMON STOCK 855030102 1,550,445.75 100,842.00 100,842.00 100,842.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STARBUCKS CORP COMMON STOCK 855244109 1,451,106.00 38,000.00 38,000.00 38,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STARTEK INC COMMON STOCK 85569C107 352,625.00 7,000.00 7,000.00 7,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 1,932,619.82 59,352.00 59,352.00 59,352.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STATE STREET CORP COMMON STOCK 857477103 3,849,520.29 36,295.00 36,295.00 36,295.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 313,725.00 17,800.00 17,800.00 17,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STEEL DYNAMICS INC COMMON STOCK 858119100 209,332.20 23,100.00 23,100.00 23,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STEIN MART INC COMMON STOCK 858375108 213,507.50 20,830.00 20,830.00 20,830.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STERIS CORP COMMON STOCK 859152100 517,856.25 58,350.00 58,350.00 58,350.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STEWART ENTERPRISES INC COMMON STOCK 860370105 37,252.05 10,550.00 10,550.00 10,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STILLWATER MINING CO COMMON STOCK 86074Q102 525,443.75 18,850.00 18,850.00 18,850.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STONE ENERGY CORP COMMON STOCK 861642106 544,920.00 9,120.00 9,120.00 9,120.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STRIDE RITE CORP COMMON STOCK 863314100 128,747.50 21,020.00 21,020.00 21,020.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STRYKER CORP COMMON STOCK 863667101 843,062.50 19,270.00 19,270.00 19,270.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
STURM RUGER COMPANY INC COMMON STOCK 864159108 115,375.00 13,000.00 13,000.00 13,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP COMMON STOCK 866005101 906,446.25 36,810.00 36,810.00 36,810.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 433,181.25 22,950.00 22,950.00 22,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS INC COMMON STOCK 866810104 33,738,991.10 371,015.00 371,015.00 371,015.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 3,864,460.00 124,660.00 124,660.00 124,660.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUNOCO INC COMMON STOCK 86764P109 705,016.15 23,950.00 23,950.00 23,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUNRISE MEDICAL INC COMMON STOCK 867910101 52,162.50 10,700.00 10,700.00 10,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC COMMON STOCK 867914103 2,855,346.13 62,498.00 62,498.00 62,498.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC COMMON STOCK 868536103 517,152.06 27,130.00 27,130.00 27,130.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 273,600.00 19,200.00 19,200.00 19,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYBASE INC COMMON STOCK 871130100 550,390.00 23,930.00 23,930.00 23,930.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 3,620,048.64 182,720.00 182,720.00 182,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYMANTEC CORP COMMON STOCK 871503108 318,228.30 5,900.00 5,900.00 5,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 729,972.00 13,518.00 13,518.00 13,518.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYNCOR INTERNATIONAL CORP COMMON STOCK 87157J106 428,400.00 5,950.00 5,950.00 5,950.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYNOPSYS INC COMMON STOCK 871607107 241,588.38 6,990.00 6,990.00 6,990.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,038,288.75 58,910.00 58,910.00 58,910.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYSCO CORP COMMON STOCK 871829107 2,906,625.00 69,000.00 69,000.00 69,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
SYSTEMS & COMPUTER TECHNOLOGY COMMON STOCK 871873105 318,000.00 15,900.00 15,900.00 15,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TBC CORP COMMON STOCK 872180104 46,943.75 10,150.00 10,150.00 10,150.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TCF FINANCIAL CORP COMMON STOCK 872275102 203,441.04 7,920.00 7,920.00 7,920.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TECO ENERGY INC COMMON STOCK 872375100 246,561.98 12,290.00 12,290.00 12,290.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TJX COMPANIES INC COMMON STOCK 872540109 3,293,250.00 175,640.00 175,640.00 175,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRW INC COMMON STOCK 872649108 1,116,906.25 25,750.00 25,750.00 25,750.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TMP WORLDWIDE INC COMMON STOCK 872941109 1,328,616.00 18,000.00 18,000.00 18,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TXU CORPORATION COMMON STOCK 873168108 1,613,443.50 54,693.00 54,693.00 54,693.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TALK COM INC COMMON STOCK 874264104 186,478.02 32,085.00 32,085.00 32,085.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TARGET CORP COMMON STOCK 87612E106 8,682,890.00 149,705.00 149,705.00 149,705.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TECH DATA CORP COMMON STOCK 878237106 2,773,156.92 63,660.00 63,660.00 63,660.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TECHNE CORP COMMON STOCK 878377100 1,323,400.00 10,180.00 10,180.00 10,180.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TECHNITROL INC COMMON STOCK 878555101 781,781.25 8,070.00 8,070.00 8,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEKELEC COMMON STOCK 879101103 3,517,651.00 73,000.00 73,000.00 73,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX INC COMMON STOCK 879131100 1,557,700.00 21,050.00 21,050.00 21,050.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELCOM SEMICONDUCTOR INC COMMON STOCK 87921P107 2,309,450.00 57,200.00 57,200.00 57,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELECOM ITALIA SPA ADR 87927W106 2,751,240.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 730,865.63 7,525.00 7,525.00 7,525.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 219,425.00 13,100.00 13,100.00 13,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELEFLEX INC COMMON STOCK 879369106 1,529,385.00 42,780.00 42,780.00 42,780.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO SA ADR SPONSORED 879403780 3,164,725.00 55,400.00 55,400.00 55,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS L
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 607,515.00 6,060.00 6,060.00 6,060.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELLABS INC COMMON STOCK 879664100 7,222,498.80 105,535.00 105,535.00 105,535.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TELXON CORP CONVERTIBLE SUB 879700AC6 87,625.00 100,000.00 100,000.00 100,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
NOTES
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEMPLE-INLAND INC COMMON STOCK 879868107 1,876,140.00 44,670.00 44,670.00 44,670.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,752,219.00 64,897.00 64,897.00 64,897.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 85,260.00 16,240.00 16,240.00 16,240.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TERADYNE INC COMMON STOCK 880770102 2,640,855.00 35,930.00 35,930.00 35,930.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 3,603,405.00 65,000.00 65,000.00 65,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TETRA TECH INC COMMON STOCK 88162G103 3,203,643.75 140,050.00 140,050.00 140,050.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEXACO INC COMMON STOCK 881694103 8,368,557.00 157,156.00 157,156.00 157,156.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEXAS INDUSTRIES INC COMMON STOCK 882491103 295,391.25 10,230.00 10,230.00 10,230.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 27,491,628.30 400,245.00 400,245.00 400,245.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COMMON STOCK 883203101 2,562,983.28 47,190.00 47,190.00 47,190.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
THERAGENICS CORP COMMON STOCK 883375107 122,265.36 14,280.00 14,280.00 14,280.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
THERMO ELECTRON CORP COMMON STOCK 883556102 682,092.87 32,385.00 32,385.00 32,385.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
THERMO ELECTRON CORP CONVERTIBLE BOND 883556AF9 3,611,587.50 3,915,000.00 3,915,000.00 3,915,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
THERMO TERRATECH INC CONVERTIBLE BOND 883598AA2 534,000.00 600,000.00 600,000.00 600,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
THOMAS & BETTS CORP COMMON STOCK 884315102 340,233.75 17,790.00 17,790.00 17,790.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
3COM CORP COMMON STOCK 885535104 4,189,337.50 72,700.00 72,700.00 72,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
THREE FIVE SYSTEMS INC COMMON STOCK 88554L108 611,446.50 10,363.50 10,363.50 10,363.50
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TIDEWATER INC COMMON STOCK 886423102 3,195,360.00 88,760.00 88,760.00 88,760.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TIFFANY & CO COMMON STOCK 886547108 1,026,000.00 15,200.00 15,200.00 15,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TIMBERLAND CO (THE) COMMON STOCK 887100105 689,000.76 9,730.00 9,730.00 9,730.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC COMMON STOCK 887315109 22,877,140.00 301,015.00 301,015.00 301,015.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TIMKEN CO (THE) COMMON STOCK 887389104 239,145.00 12,840.00 12,840.00 12,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TITAN CORP COMMON STOCK 888266103 2,722,590.00 60,840.00 60,840.00 60,840.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TOLL BROTHERS INC COMMON STOCK 889478103 364,900.00 17,800.00 17,800.00 17,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TOLLGRADE COMMUNICATIONS INC COMMON STOCK 889542106 2,000,750.00 15,100.00 15,100.00 15,100.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TORCHMARK CORP COMMON STOCK 891027104 801,093.15 32,450.00 32,450.00 32,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TORO CO COMMON STOCK 891092108 204,209.40 6,200.00 6,200.00 6,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TOSCO CORP COMMON STOCK 891490302 855,022.40 30,200.00 30,200.00 30,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TOTAL FINA ELF S.A. ADR 89151E109 3,456,540.00 45,000.00 45,000.00 45,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 286,000.00 22,880.00 22,880.00 22,880.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TOYOTA MOTOR CREDIT CORP ADR 892331307 1,490,992.00 16,000.00 16,000.00 16,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TOYS R US INC COMMON STOCK 892335100 2,357,442.18 161,890.00 161,890.00 161,890.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRANSWITCH CORP COMMON STOCK 894065101 2,713,894.92 35,160.00 35,160.00 35,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TREDEGAR CORPORATION INC COMMON STOCK 894650100 352,450.00 18,550.00 18,550.00 18,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRIARC COMPANIES INC COMMON STOCK 895927101 241,900.00 11,800.00 11,800.00 11,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 861,257.75 30,487.00 30,487.00 30,487.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRIBUNE CO COMMON STOCK 896047107 4,352,600.00 124,360.00 124,360.00 124,360.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 493,963.96 9,580.00 9,580.00 9,580.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 553,039.96 11,330.00 11,330.00 11,330.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRIMERIS INC COMMON STOCK 896263100 1,832,349.40 26,200.00 26,200.00 26,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 361,696.86 3,780.00 3,780.00 3,780.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 1,063,040.00 24,160.00 24,160.00 24,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TRUSTCO BANK CORP COMMON STOCK 898349105 321,500.00 25,720.00 25,720.00 25,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TUMBLEWEED COMMUNICATIONS CORP COMMON STOCK 899690101 1,307,487.50 25,700.00 25,700.00 25,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORPORATION COMMON STOCK 899896104 692,560.00 31,480.00 31,480.00 31,480.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 19,271,818.40 406,793.00 406,793.00 406,793.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC COMMON STOCK 902494103 196,087.50 22,410.00 22,410.00 22,410.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UGI CORP COMMON STOCK 902681105 270,600.00 13,200.00 13,200.00 13,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
USX-MARATHON GROUP COMMON STOCK 902905827 2,583,140.34 103,070.00 103,070.00 103,070.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UST INC COMMON STOCK 902911106 1,461,943.98 99,540.00 99,540.00 99,540.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
U S BANCORP COMMON STOCK 902973106 2,997,725.50 155,726.00 155,726.00 155,726.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
USA NETWORKS INC COMMON STOCK 902984103 723,356.25 33,450.00 33,450.00 33,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
USX-US STEEL GROUP COMMON STOCK 90337T101 457,367.68 24,640.00 24,640.00 24,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
US ONCOLOGY INC COMMON STOCK 90338W103 222,250.00 44,450.00 44,450.00 44,450.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 213,035.83 8,586.00 8,586.00 8,586.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ULTRATECH STEPPER INC COMMON STOCK 904034105 151,130.00 10,160.00 10,160.00 10,160.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNILEVER NV COMMON STOCK 904784709 7,468,025.00 173,675.00 173,675.00 173,675.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNICOM CORP COMMON STOCK 904911104 4,245,511.38 109,740.00 109,740.00 109,740.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNION CARBIDE CORP COMMON STOCK 905581104 1,385,505.00 27,990.00 27,990.00 27,990.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNION PACIFIC CORP COMMON STOCK 907818108 3,626,327.49 97,516.00 97,516.00 97,516.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNION PACIFIC RESOURCES COMMON STOCK 907834105 1,157,112.00 52,596.00 52,596.00 52,596.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNION PLANTERS CORP COMMON STOCK 908068109 780,922.96 27,953.00 27,953.00 27,953.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNISOURCE ENERGY CORP HLD CO COMMON STOCK 909205106 235,500.00 15,700.00 15,700.00 15,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP COMMON STOCK 909214108 1,305,192.06 89,630.00 89,630.00 89,630.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNIT CORP COMMON STOCK 909218109 1,890,000.00 140,000.00 140,000.00 140,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITED BANKSHARES INC COMMON STOCK 909907107 369,559.84 20,320.00 20,320.00 20,320.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITED ILLUMINATING CO COMMON STOCK 910637107 306,687.50 7,010.00 7,010.00 7,010.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITED RENTALS INC COMMON STOCK 911363109 1,135,387.50 66,300.00 66,300.00 66,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
US AIR GROUP INC COMMON STOCK 911905107 535,080.00 13,720.00 13,720.00 13,720.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
U S WEST INC COMMON STOCK 91273H101 9,693,780.25 113,047.00 113,047.00 113,047.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITED STATIONERS INC COMMON STOCK 913004107 1,142,837.50 35,300.00 35,300.00 35,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 5,730,362.63 97,331.00 97,331.00 97,331.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITED WATER RESOURCES INC COMMON STOCK 913190104 668,553.75 19,170.00 19,170.00 19,170.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITED HEALTH GROUP INC COMMON STOCK 91324P102 2,882,057.50 33,610.00 33,610.00 33,610.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNITRIN INC COMMON STOCK 913275103 204,743.75 6,970.00 6,970.00 6,970.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 953,025.00 14,550.00 14,550.00 14,550.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNIVISION COMMUNICATIONS INC CL.A COMMON STOC 914906102 2,349,450.00 22,700.00 22,700.00 22,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNOCAL CORP COMMON STOCK 915289102 5,646,653.13 170,465.00 170,465.00 170,465.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 2,364,687.88 117,869.00 117,869.00 117,869.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
US FREIGHTWAYS CORP COMMON STOCK 916906100 652,857.96 26,580.00 26,580.00 26,580.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
URBAN SHOPPING CENTERS INC COMMON STOCK 917060105 377,294.40 11,200.00 11,200.00 11,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
US INTERNET WORKING INC COMMON STOCK 917311805 776,606.00 38,000.00 38,000.00 38,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VF CORP COMMON STOCK 918204108 562,915.68 23,640.00 23,640.00 23,640.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 209,306.25 5,490.00 5,490.00 5,490.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VALENCE TECHNOLOGY INC COMMON STOCK 918914102 304,210.50 16,500.00 16,500.00 16,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VALMONT INDUSTRIES INC COMMON STOCK 920253101 222,401.25 11,190.00 11,190.00 11,190.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VARCO INTERNATIONAL INC COMMON STOCK 922122106 211,092.56 9,079.25 9,079.25 9,079.25
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCK 922207105 1,080,366.40 17,200.00 17,200.00 17,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 1,026,640.00 26,240.00 26,240.00 26,240.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VECTREN CORPORATION COMMON STOCK 92240G101 652,533.00 37,828.00 37,828.00 37,828.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VERITAS SOFTWARE CORP COMMON STOCK 923436109 10,035,732.00 88,800.00 88,800.00 88,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VERITY INC COMMON STOCK 92343C106 581,400.00 15,300.00 15,300.00 15,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VERISIGN INC COMMON STOCK 92343E102 1,111,950.00 6,300.00 6,300.00 6,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VERITAS DGC INC COMMON STOCK 92343P107 873,600.00 33,600.00 33,600.00 33,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 1,354,068.75 12,850.00 12,850.00 12,850.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VIACOM INC COMMON STOCK 925524308 24,630,266.10 361,216.45 361,216.45 361,216.45
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CLASS B
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VIAD CORP COMMON STOCK 92552R109 3,373,005.00 123,780.00 123,780.00 123,780.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VIASAT INC COMMON STOCK 92552V100 802,900.00 14,800.00 14,800.00 14,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VICOR CORP COMMON STOCK 925815102 720,956.52 20,710.00 20,710.00 20,710.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VINTAGE PETROLEUM INC COMMON STOCK 927460105 687,238.52 30,460.00 30,460.00 30,460.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VIRATA CORP COMMON STOCK 927646109 1,586,025.00 26,600.00 26,600.00 26,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 1,204,461.81 31,749.00 31,749.00 31,749.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VISTEON CORP COMMON STOCK 92839U107 396,616.03 32,710.60 32,710.60 32,710.60
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS INC COMMON STOCK 928444108 347,700.00 12,200.00 12,200.00 12,200.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 1,726,132.33 23,465.00 23,465.00 23,465.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
VITRA TECHNOLOGY INC COMMON STOCK 92849Q104 1,308,075.00 21,400.00 21,400.00 21,400.00
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VODAFONE AIRTOUCH PLC-SP ADR ADR 92857T107 1,209,338.85 29,185.00 29,185.00 29,185.00
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VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 3,618,550.04 31,115.00 31,115.00 31,115.00
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VOLT INFORMATION SCIENCES INC COMMON STOCK 928703107 242,416.32 7,360.00 7,360.00 7,360.00
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VULCAN MATERIALS CO COMMON STOCK 929160109 1,047,538.98 24,540.00 24,540.00 24,540.00
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------------------------------------------------------------------------------------------------------------------------------
WABASH NATIONAL CORP COMMON STOCK 929566107 131,903.85 11,050.00 11,050.00 11,050.00
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------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP COMMON STOCK 929771103 2,329,495.00 42,940.00 42,940.00 42,940.00
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WADDELL & REED FINANCIAL INC CLASS A 930059100 4,450,619.68 135,640.00 135,640.00 135,640.00
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WADDELL & REED FINANCIAL INC CLASS B 930059209 1,394,976.00 48,000.00 48,000.00 48,000.00
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WAL-MART STORES INC COMMON STOCK 931142103 55,422,284.40 961,775.00 961,775.00 961,775.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
WALGREEN CO COMMON STOCK 931422109 7,497,639.78 232,940.00 232,940.00 232,940.00
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------------------------------------------------------------------------------------------------------------------------------
WASHINGTON FEDERAL INC COMMON STOCK 938824109 463,550.00 25,400.00 25,400.00 25,400.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 509,873.78 21,190.00 21,190.00 21,190.00
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------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUTUAL INC COMMON STOCK 939322103 3,317,015.63 114,875.00 114,875.00 114,875.00
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------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST CO COMMON STOCK 939640108 485,170.00 1,015.00 1,015.00 1,015.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
WASTE MANAGEMENT INC COMMON STOCK 94106L109 3,994,959.00 210,261.00 210,261.00 210,261.00
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------------------------------------------------------------------------------------------------------------------------------
WATERS CORP COMMON STOCK 941848103 4,393,382.40 35,200.00 35,200.00 35,200.00
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------------------------------------------------------------------------------------------------------------------------------
WATSCO INC COMMON STOCK 942622200 163,000.00 13,040.00 13,040.00 13,040.00
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WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 2,295,125.00 42,700.00 42,700.00 42,700.00
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WATTS INDUSTRIES INC COMMON STOCK 942749102 161,347.50 12,780.00 12,780.00 12,780.00
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WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 427,541.07 10,739.00 10,739.00 10,739.00
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WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 3,327,755.78 45,940.00 45,940.00 45,940.00
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------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO COMPANY COMMON STOCK 949746101 17,688,793.80 456,485.00 456,485.00 456,485.00
------------------------------------------------------------------------------------------------------------------------------
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WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,199,103.84 67,320.00 67,320.00 67,320.00
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------------------------------------------------------------------------------------------------------------------------------
WERNER ENTERPRISES INC COMMON STOCK 950755108 263,289.86 22,772.00 22,772.00 22,772.00
------------------------------------------------------------------------------------------------------------------------------
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WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 323,408.82 8,610.00 8,610.00 8,610.00
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WESTELL TECHNOLOGIES I COMMON STOCK 957541105 1,194,000.00 79,600.00 79,600.00 79,600.00
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WESTERN WIRELESS CORP COMMON STOCK 95988E204 4,414,500.00 81,000.00 81,000.00 81,000.00
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CLASS A
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WESTVACO CORP COMMON STOCK 961548104 522,540.72 21,060.00 21,060.00 21,060.00
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WESTWOOD ONE INC COMMON STOCK 961815107 379,470.00 11,120.00 11,120.00 11,120.00
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WEYERHAEUSER CO COMMON STOCK 962166104 2,076,470.00 48,290.00 48,290.00 48,290.00
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WHIRLPOOL CORP COMMON STOCK 963320106 708,700.00 15,200.00 15,200.00 15,200.00
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WHITMAN CORPORATION COMMON STOCK 96647R107 2,143,721.25 173,230.00 173,230.00 173,230.00
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WHITNEY HOLDING CORP COMMON STOCK 966612103 370,587.08 10,840.00 10,840.00 10,840.00
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WHOLE FOODS MARKET INC COMMON STOCK 966837106 1,915,637.44 46,370.00 46,370.00 46,370.00
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WILEY (JOHN) & SONS INC COMMON STOCK 968223206 288,000.00 12,800.00 12,800.00 12,800.00
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WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 715,040.00 26,240.00 26,240.00 26,240.00
------------------------------------------------------------------------------------------------------------------------------
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WILLIAMS COMPANIES INC COMMON STOCK 969457100 3,816,653.29 91,555.00 91,555.00 91,555.00
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WILMINGTON TRUST CO COMMON STOCK 971807102 765,225.00 17,900.00 17,900.00 17,900.00
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WINN-DIXIE STORES INC COMMON STOCK 974280109 430,504.96 30,080.00 30,080.00 30,080.00
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WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 135,844.80 10,400.00 10,400.00 10,400.00
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WISCONSIN ENERGY CORP COMMON STOCK 976657106 236,159.04 11,920.00 11,920.00 11,920.00
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WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 200,462.50 20,300.00 20,300.00 20,300.00
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WORLDCOM INC COMMON STOCK 98157D106 27,420,863.80 597,730.00 597,730.00 597,730.00
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WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 588,315.00 56,030.00 56,030.00 56,030.00
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WRIGLEY (WM) JR CO COMMON STOCK 982526105 1,883,592.63 23,490.00 23,490.00 23,490.00
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WYNN'S INTERNATIONAL INC COMMON STOCK 983195108 205,884.53 9,075.00 9,075.00 9,075.00
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X-RITE INC COMMON STOCK 983857103 92,618.75 10,150.00 10,150.00 10,150.00
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XILINX INC COMMON STOCK 983919101 8,724,326.54 105,670.00 105,670.00 105,670.00
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XIRCOM INC COMMON STOCK 983922105 959,025.00 20,190.00 20,190.00 20,190.00
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XEROX CORP COMMON STOCK 984121103 4,067,830.00 196,040.00 196,040.00 196,040.00
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XPEDIOR INC COMMON STOCK 98413B100 223,754.40 16,200.00 16,200.00 16,200.00
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YAHOO INC COMMON STOCK 984332106 14,257,393.10 115,095.00 115,095.00 115,095.00
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YELLOW CORP COMMON STOCK 985509108 182,605.00 12,380.00 12,380.00 12,380.00
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YOUNG & RUBICAM INC COMMON STOCK 987425105 864,095.57 15,110.00 15,110.00 15,110.00
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ZALE CORP COMMON STOCK 988858106 621,960.00 17,040.00 17,040.00 17,040.00
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ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 677,530.48 15,290.00 15,290.00 15,290.00
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ZIONS BANCORP COMMON STOCK 989701107 389,147.20 8,480.00 8,480.00 8,480.00
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ZIXIT CORPORATION COMMON STOCK 98974P100 376,787.16 8,180.00 8,180.00 8,180.00
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ZORAN CORP COMMON STOCK 98975F101 1,542,925.80 23,400.00 23,400.00 23,400.00
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DAIMLERCHRYSLER AG COMMON STOCK D1668R123 1,301,550.00 25,000.00 25,000.00 25,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ACE LTD COMMON STOCK G0070K103 3,012,800.00 107,600.00 107,600.00 107,600.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
AMDOCS LTD COMMON STOCK G02602103 2,095,275.00 27,300.00 27,300.00 27,300.00
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ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 644,350.00 26,300.00 26,300.00 26,300.00
------------------------------------------------------------------------------------------------------------------------------
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GEMSTAR INTL GROUP LTD COMMON STOCK G3788V106 2,753,098.88 44,800.00 44,800.00 44,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GLOBAL CROSSING LTD COMMON STOCK G3921A100 4,813,503.50 182,936.00 182,936.00 182,936.00
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SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 848,981.25 24,300.00 24,300.00 24,300.00
------------------------------------------------------------------------------------------------------------------------------
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TRANSOCEAN SEDCO FOREX INC COMMON STOCK G90078109 2,460,292.92 46,041.00 46,041.00 46,041.00
------------------------------------------------------------------------------------------------------------------------------
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XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,197,475.00 40,600.00 40,600.00 40,600.00
------------------------------------------------------------------------------------------------------------------------------
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STOLT OFFSHORE SA COMMON STOCK L8873E103 2,026,937.50 143,500.00 143,500.00 143,500.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
BREEZECOM LIMITED COMMON STOCK M20385106 2,492,550.00 57,300.00 57,300.00 57,300.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 818,625.00 11,800.00 11,800.00 11,800.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
CNH GLOBAL N.V. COMMON STOCK N20935107 473,600.00 51,200.00 51,200.00 51,200.00
------------------------------------------------------------------------------------------------------------------------------
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STEINER LEISURE LTD. COMMON STOCK P8744Y102 1,757,962.50 77,700.00 77,700.00 77,700.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 349,650.00 18,900.00 18,900.00 18,900.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 1,373,740.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Total in U.S. Currency 3,987,158,087.25 114,742,587.21 114,742,587.21 114,742,587.21
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
