GW Capital Management, LLC
4TH Quarter 1999
Form 13F
<TABLE>
--------------------------
SEC USE ONLY
Today's Date
2/14/2000
Item 6:
Item 5: Investment Item 8:
Item 3: Item 4: Shares or Discretion Item 7: Voting
Authority
Item 1: Item 2: CUSIP Fair Market Principal Managers (Shares)
Name of Issuer Title of Class Number Value Amount (A) Sole See Instr (A)sole
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<S> <C> <C> <C> <C> <C>
AAR CORP COMMON STOCK 000361105 228,517.38 12,740.00 12,740.00 12,740.00
ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 3,800,812.07 52,380.20 52,380.20 52,380.20
ABM INDUSTRIES COMMON STOCK 000957100 210,066.25 10,310.00 10,310.00 10,310.00
AFLAC INC COMMON STOCK 001055102 2,686,072.79 56,924.00 56,924.00 56,924.00
AGL RESOURCES INC COMMON STOCK 001204106 337,960.00 19,880.00 19,880.00 19,880.00
AHL SERVICES INC COMMON STOCK 001296102 695,137.50 33,300.00 33,300.00 33,300.00
AES CORP COMMON STOCK 00130H105 3,302,305.50 44,178.00 44,178.00 44,178.00
AMFM INC COMMON STOCK 001693100 3,525,162.50 45,050.00 45,050.00 45,050.00
AMR CORP COMMON STOCK 001765106 2,119,880.00 31,640.00 31,640.00 31,640.00
AT&T CORP COMMON STOCK 001957109 37,757,695.50 743,994.00 743,994.00 743,994.00
AT&T CORP COMMON STOCK 001957208 4,951,437.50 87,250.00 87,250.00 87,250.00
APP FINANCE VI MAURITIUS CONVERTIBLE BOND 00202NAA3 352,500.00 2,000,000.00 2,000,000.00 2,000,000.00
ABBOTT LABORATORIES COMMON STOCK 002824100 14,398,797.40 396,530.00 396,530.00 396,530.00
ABERCROMBIE & FITCH CO COMMON STOCK
CLASS A 002896207 265,535.65 9,950.00 9,950.00 9,950.00
ABOUT.COM INC COMMON STOCK 003736105 735,950.00 8,200.00 8,200.00 8,200.00
ACCLAIM ENTERTAINMENT INC COMMON STOCK 004325205 311,087.50 60,700.00 60,700.00 60,700.00
ACCREDO HEALTH INC COMMON STOCK 00437V104 1,045,500.00 34,000.00 34,000.00 34,000.00
AC NIELSEN CORP COMMON STOCK 004833109 1,075,029.00 43,656.00 43,656.00 43,656.00
ACTEL CORP COMMON STOCK 004934105 681,600.00 28,400.00 28,400.00 28,400.00
ADAPTIVE BROADBAND CORPORATION COMMON STOCK 00650M104 555,066.24 7,520.00 7,520.00 7,520.00
ADAPTEC INC COMMON STOCK 00651F108 1,087,275.00 21,800.00 21,800.00 21,800.00
ADOBE SYSTEMS INC COMMON STOCK 00724F101 1,802,300.00 26,800.00 26,800.00 26,800.00
ADVANCE PARADIGM COMMON STOCK 007491103 210,229.50 9,750.00 9,750.00 9,750.00
ADVANCED DIGITAL INFO CORP COMMON STOCK 007525108 841,212.50 17,300.00 17,300.00 17,300.00
ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 65,475.00 26,190.00 26,190.00 26,190.00
ADVO INC COMMON STOCK 007585102 587,812.50 24,750.00 24,750.00 24,750.00
ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 110,215.00 62,980.00 62,980.00 62,980.00
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 911,515.50 31,500.00 31,500.00 31,500.00
ADVANCED ENERGY INDS COMMON STOCK 007973100 1,507,050.00 30,600.00 30,600.00 30,600.00
AETNA INC COMMON STOCK 008117103 1,789,444.34 32,062.00 32,062.00 32,062.00
AFFILIATED COMPUTER SERVICES COMMON STOCK
CLASS A 008190100 3,256,800.00 70,800.00 70,800.00 70,800.00
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 1,932,888.60 47,800.00 47,800.00 47,800.00
AFFYMETRIX INC COMMON STOCK 00826T108 1,306,589.90 7,700.00 7,700.00 7,700.00
AGENCY. COM LTD COMMONSTOCK 008447104 867,000.00 17,000.00 17,000.00 17,000.00
AGRIBRANDS INTERNATIONAL INC COMMON STOCK 00849R105 223,560.00 4,860.00 4,860.00 4,860.00
AIR EXPRESS INTERNATIONAL CORP COMMON STOCK 009104100 504,875.00 15,625.00 15,625.00 15,625.00
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,646,551.72 49,060.00 49,060.00 49,060.00
AKZO NOBEL NV ADR SPONSORED 010199305 1,492,500.00 30,000.00 30,000.00 30,000.00
ALBERTO-CULVER CO COMMON STOCK 013068101 308,195.28 11,940.00 11,940.00 11,940.00
ALBERTSON'S INC COMMON STOCK 013104104 2,923,494.75 90,651.00 90,651.00 90,651.00
ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,930,434.69 46,870.00 46,870.00 46,870.00
ALCOA INC COMMON STOCK 013817101 6,582,564.00 79,308.00 79,308.00 79,308.00
ALKERMES INC COMMON STOCK 01642T108 1,016,887.50 20,700.00 20,700.00 20,700.00
ALLEGHENY ENERGY INC COMMON STOCK 017361106 286,340.31 10,630.00 10,630.00 10,630.00
ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 446,271.93 19,890.00 19,890.00 19,890.00
ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 507,375.00 5,500.00 5,500.00 5,500.00
ALLEN GROUP INC COMMON STOCK 018091108 148,687.32 12,860.00 12,860.00 12,860.00
ALLERGAN INC COMMON STOCK 018490102 2,119,350.00 42,600.00 42,600.00 42,600.00
ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 152,662.50 20,700.00 20,700.00 20,700.00
ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 207,515.00 7,546.00 7,546.00 7,546.00
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 812,548.48 13,040.00 13,040.00 13,040.00
ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 356,004.80 40,400.00 40,400.00 40,400.00
ALLMERICA FINL CORP COMMON STOCK 019754100 2,216,656.25 39,850.00 39,850.00 39,850.00
ALLSTATE CORP COMMON STOCK 020002101 4,375,344.00 182,306.00 182,306.00 182,306.00
ALLTEL CORP COMMON STOCK 020039103 9,702,988.70 117,346.00 117,346.00 117,346.00
ALPHA INDUSTRIES INC COMMON STOCK 020753109 518,100.48 9,040.00 9,040.00 9,040.00
ALPHARMA INC COMMON STOCK 020813101 419,245.50 13,634.00 13,634.00 13,634.00
ALTERA CORP COMMON STOCK 021441100 953,572.88 19,240.00 19,240.00 19,240.00
ALZA CORP COMMON STOCK 022615108 756,902.50 21,860.00 21,860.00 21,860.00
AMAZON.COM INC COMMON STOCK 023135106 1,431,150.00 18,800.00 18,800.00 18,800.00
AMBAC INC COMMON STOCK 023139108 350,174.77 6,710.00 6,710.00 6,710.00
AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 200,756.25 12,450.00 12,450.00 12,450.00
AMERADA HESS CORP COMMON STOCK 023551104 2,977,672.50 52,470.00 52,470.00 52,470.00
AMEREN CORP COMMON STOCK 023608102 960,459.25 29,327.00 29,327.00 29,327.00
AMERICA ONLINE INC COMMON STOCK 02364J104 41,644,920.40 552,049.00 552,049.00 552,049.00
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,334,472.50 41,540.00 41,540.00 41,540.00
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 201,600.00 4,480.00 4,480.00 4,480.00
AMERICAN EXPRESS CO COMMON STOCK 025816109 16,447,943.80 98,935.00 98,935.00 98,935.00
AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 240,053.21 14,830.00 14,830.00 14,830.00
AMERICAN GENERAL CORP COMMON STOCK 026351106 6,109,303.25 80,518.00 80,518.00 80,518.00
AMERICAN GREETINGS CORP COMMON STOCK 026375105 324,843.75 13,750.00 13,750.00 13,750.00
AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 14,483,632.60 367,260.00 367,260.00 367,260.00
AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 37,500,993.80 346,830.00 346,830.00 346,830.00
AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 592,987.50 18,900.00 18,900.00 18,900.00
AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 489,783.75 18,570.00 18,570.00 18,570.00
AMERICAN STANDARD COS INC COMMON STOCK 029712106 312,867.50 6,820.00 6,820.00 6,820.00
AMERICAN STATES WATER CO COMMON STOCK 029899101 736,920.00 20,470.00 20,470.00 20,470.00
AMERICREDIT CORP COMMON STOCK 03060R101 953,860.00 51,560.00 51,560.00 51,560.00
AMERISOURCE HEALTH CORP COMMON STOCK
CLASS A 03071P102 1,761,692.00 116,000.00 116,000.00 116,000.00
AMERUS LIFE HOLDINGS INC COMMON STOCK 030732101 395,600.00 17,200.00 17,200.00 17,200.00
AMES DEPARTMENT STORES INC COMMON STOCK 030789507 589,205.40 20,450.00 20,450.00 20,450.00
AMGEN INC COMMON STOCK 031162100 14,467,434.30 240,875.00 240,875.00 240,875.00
AMRESCO INC COMMON STOCK 031909104 31,635.00 22,500.00 22,500.00 22,500.00
AMSOUTH BANCORP COMMON STOCK 032165102 1,616,163.34 83,687.00 83,687.00 83,687.00
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 941,850.00 27,600.00 27,600.00 27,600.00
ANADIGICS INC COMMON STOCK 032515108 1,646,826.30 34,900.00 34,900.00 34,900.00
ANALOG DEVICES INC COMMON STOCK 032654105 7,901,838.00 84,966.00 84,966.00 84,966.00
ANALYSTS INTERNATIONAL CORP COMMON STOCK 032681108 131,000.00 10,480.00 10,480.00 10,480.00
ANAREN MICROWAVE INC COMMON STOCK 032744104 1,304,412.50 24,100.00 24,100.00 24,100.00
ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 175,450.00 11,600.00 11,600.00 11,600.00
ANCHOR GAMING CO COMMON STOCK 033037102 237,600.39 5,470.00 5,470.00 5,470.00
ANDREW CORP COMMON STOCK 034425108 520,710.69 27,497.00 27,497.00 27,497.00
ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 10,990,586.30 155,070.00 155,070.00 155,070.00
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 346,500.00 16,800.00 16,800.00 16,800.00
ANNTAYLOR STORES CORP COMMON STOCK 036115103 499,336.50 14,500.00 14,500.00 14,500.00
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 402,900.00 63,200.00 63,200.00 63,200.00
AON CORP COMMON STOCK 037389103 2,198,200.00 54,955.00 54,955.00 54,955.00
APACHE CORP COMMON STOCK 037411105 2,232,841.65 60,450.00 60,450.00 60,450.00
APEX INC COMMON STOCK 037548104 309,922.50 9,610.00 9,610.00 9,610.00
APOGEE ENTERPRISES INC COMMON STOCK 037598109 64,641.74 12,770.00 12,770.00 12,770.00
APOLLO GROUP INC COMMON STOCK
CLASS A 037604105 368,940.18 18,390.00 18,390.00 18,390.00
APPLE COMPUTER INC COMMON STOCK 037833100 5,712,748.78 55,565.00 55,565.00 55,565.00
APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 369,635.00 12,530.00 12,530.00 12,530.00
APPLIED MATERIALS INC COMMON STOCK 038222105 10,814,002.30 85,360.00 85,360.00 85,360.00
APPLIED POWER INC COMMON STOCK 038225108 982,878.75 26,745.00 26,745.00 26,745.00
APPNET INC COMMON STOCK 03831Q101 918,750.00 21,000.00 21,000.00 21,000.00
APTARGROUP INC COMMON STOCK 038336103 422,351.25 16,810.00 16,810.00 16,810.00
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,585,394.64 130,089.00 130,089.00 130,089.00
ARCTIC CAT INC COMMON STOCK 039670104 118,000.00 11,800.00 11,800.00 11,800.00
ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK 042476101 1,386,063.75 41,530.00 41,530.00 41,530.00
ARROW ELECTRONICS INC COMMON STOCK 042735100 235,480.00 9,280.00 9,280.00 9,280.00
ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 360,570.00 17,170.00 17,170.00 17,170.00
ASHLAND INC COMMON STOCK 044204105 508,547.28 15,440.00 15,440.00 15,440.00
ASIA PULP & PAPER SPONSERED ADRS 04516V100 503,212.50 63,900.00 63,900.00 63,900.00
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 1,575,500.00 23,000.00 23,000.00 23,000.00
ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 883,442.50 22,580.00 22,580.00 22,580.00
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 306,669.20 11,600.00 11,600.00 11,600.00
ASSOCIATED BANC-CORP COMMON STOCK 045487105 212,350.00 6,200.00 6,200.00 6,200.00
ASSOCIATES FIRST CAPITAL CORP COMMON STOCK
CLASS A 046008108 4,653,397.51 169,603.00 169,603.00 169,603.00
ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 3,131,291.75 75,001.00 75,001.00 75,001.00
ASYST TECHNOLOGIES INC COMMON STOCK 04648X107 1,435,807.80 21,900.00 21,900.00 21,900.00
ATLANTIC COAST AIRLINES HLDG COMMON STOCK 048396105 206,150.00 8,680.00 8,680.00 8,680.00
ATLANTIC RICHFIELD CO COMMON STOCK 048825103 9,553,060.00 110,440.00 110,440.00 110,440.00
ATMEL CORP COMMON STOCK 049513104 575,276.52 19,460.00 19,460.00 19,460.00
ATMOS ENERGY CORP COMMON STOCK 049560105 295,723.39 14,470.00 14,470.00 14,470.00
ATWOOD OCEANICS INC COMMON STOCK 050095108 1,073,775.00 27,800.00 27,800.00 27,800.00
AUSPEX SYSTEMS INC COMMON STOCK 052116100 130,585.00 12,740.00 12,740.00 12,740.00
AUTODESK INC COMMON STOCK 052769106 439,762.50 13,030.00 13,030.00 13,030.00
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 9,476,073.75 175,890.00 175,890.00 175,890.00
AUTOZONE INC COMMON STOCK 053332102 995,532.72 30,810.00 30,810.00 30,810.00
AVERY DENNISON CORP COMMON STOCK 053611109 4,013,955.00 55,080.00 55,080.00 55,080.00
AVID TECHNOLOGY INC COMMON STOCK 05367P100 143,682.00 11,000.00 11,000.00 11,000.00
AVNET INC COMMON STOCK 053807103 243,815.00 4,030.00 4,030.00 4,030.00
AVON PRODUCTS INC COMMON STOCK 054303102 1,798,500.00 54,500.00 54,500.00 54,500.00
AZTAR CORP COMMON STOCK 054802103 219,457.50 20,180.00 20,180.00 20,180.00
BB&T CORPORATION COMMON STOCK 054937107 1,939,245.00 70,840.00 70,840.00 70,840.00
BASF AG-SPONSORED ADR COMMON STOCK 055262505 2,581,250.00 50,000.00 50,000.00 50,000.00
BCE INC COMMON STOCK 05534B109 2,525,236.00 28,000.00 28,000.00 28,000.00
BISYS GROUP INC COMMON STOCK 055472104 817,582.50 12,530.00 12,530.00 12,530.00
BJ SERVICES COMPANY USA COMMON STOCK 055482103 3,609,211.84 86,320.00 86,320.00 86,320.00
BJ WHOLESALE COMMON STOCK 05548J106 2,943,725.00 80,650.00 80,650.00 80,650.00
BMC INDUSTRIES INC COMMON STOCK 055607105 62,107.50 12,740.00 12,740.00 12,740.00
BP AMOCO PLC SPONSORED ADR 055622104 4,800,594.66 80,938.00 80,938.00 80,938.00
BMC SOFTWARE INC COMMON STOCK 055921100 5,287,832.55 66,150.00 66,150.00 66,150.00
BAKER HUGHES INC COMMON STOCK 057224107 3,113,342.72 147,818.00 147,818.00 147,818.00
BAKER HUGHES INC CONVERTIBLE BOND 057224AHO 3,579,250.00 5,150,000.00 5,150,000.00 5,150,000.00
BALDOR ELECTRIC CO COMMON STOCK 057741100 301,110.63 16,613.00 16,613.00 16,613.00
BALL CORPORATION COMMON STOCK 058498106 252,787.50 6,420.00 6,420.00 6,420.00
BANCWEST CORPORATION COMMON STOCK 059790105 208,650.00 10,700.00 10,700.00 10,700.00
BANK OF AMERICA CORPORATION COMMON STOCK 060505104 20,962,507.70 417,688.00 417,688.00 417,688.00
BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 8,611,200.00 215,280.00 215,280.00 215,280.00
BANK ONE CORPORATION COMMON STOCK 06423A103 9,477,783.70 295,608.00 295,608.00 295,608.00
BANK OF TOKYO-MITSUBISHI ADR 065379109 1,045,275.00 75,000.00 75,000.00 75,000.00
BANKNORTH GROUP INC COMMON STOCK 06646L100 291,307.50 10,890.00 10,890.00 10,890.00
BARD (CR) INC COMMON STOCK 067383109 579,820.00 10,940.00 10,940.00 10,940.00
BARNES & NOBLE INC COMMON STOCK 067774109 439,518.75 21,310.00 21,310.00 21,310.00
BARRICK GOLD CORP COMMON STOCK 067901108 2,501,047.92 141,406.00 141,406.00 141,406.00
BARR LABS INC COMMON STOCK 068306109 334,143.75 10,650.00 10,650.00 10,650.00
BARRA INC COMMON STOCK 068313105 209,232.50 6,590.00 6,590.00 6,590.00
BARRETT RESOURCES CORP COMMON STOCK 068480201 446,559.29 15,170.00 15,170.00 15,170.00
BASIN EXPL INC COMMON STOCK 070107107 872,437.50 49,500.00 49,500.00 49,500.00
BAUSCH & LOMB INC COMMON STOCK 071707103 851,356.28 12,440.00 12,440.00 12,440.00
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 4,530,315.50 72,125.00 72,125.00 72,125.00
BAY VIEW CAPITAL CORP COMMON STOCK 07262L101 373,118.10 26,300.00 26,300.00 26,300.00
BE AEROSPACE INC COMMON STOCK 073302101 96,856.76 11,480.00 11,480.00 11,480.00
BEAR STEARNS CO COMMON STOCK 073902108 1,090,509.75 25,509.00 25,509.00 25,509.00
BECKMAN COULTER INC COMMON STOCK 075811109 941,187.50 18,500.00 18,500.00 18,500.00
BECTON DICKINSON & CO COMMON STOCK 075887109 1,845,215.00 68,980.00 68,980.00 68,980.00
BED BATH & BEYOND INC COMMON STOCK 075896100 1,080,725.00 31,100.00 31,100.00 31,100.00
BELDEN INC COMMON STOCK 077459105 238,350.00 11,350.00 11,350.00 11,350.00
BELL ATLANTIC CORP COMMON STOCK 077853109 23,130,813.40 375,732.00 375,732.00 375,732.00
BELLSOUTH CORP COMMON STOCK 079860102 22,499,251.52 480,630.00 480,630.00 480,630.00
BELO (AH) CORP COMMON STOCK 080555105 217,497.42 11,410.00 11,410.00 11,410.00
BEMIS COMPANY INC COMMON STOCK 081437105 388,507.50 11,140.00 11,140.00 11,140.00
BENTON OIL & GAS CO COMMON STOCK 083288100 26,536.90 13,700.00 13,700.00 13,700.00
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 107,806.64 12,970.00 12,970.00 12,970.00
BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 658,800.00 360.00 360.00 360.00
BEST BUY INC COMMON STOCK 086516101 2,318,639.40 46,200.00 46,200.00 46,200.00
BESTFOODS COMMON STOCK 08658U101 3,307,201.04 62,920.00 62,920.00 62,920.00
BETHLEHEM STEEL CORP COMMON STOCK 087509105 234,751.25 28,030.00 28,030.00 28,030.00
BILLING CONCEPTS CORP COMMON STOCK 090063108 112,905.00 17,370.00 17,370.00 17,370.00
BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 234,153.85 15,546.00 15,546.00 15,546.00
BINDVIEW DEVELOPMENT CORP. COMMON STOCK 090327107 2,310,445.50 46,500.00 46,500.00 46,500.00
BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 373,015.00 24,460.00 24,460.00 24,460.00
BIOGEN INC COMMON STOCK 090597105 3,086,785.00 36,530.00 36,530.00 36,530.00
BIOMATRIX INC COMMON STOCK 09060P102 205,205.00 10,660.00 10,660.00 10,660.00
BIOMET INC COMMON STOCK 090613100 963,200.00 24,080.00 24,080.00 24,080.00
BIRMINGHAM STEEL CORP COMMON STOCK 091250100 73,252.48 13,790.00 13,790.00 13,790.00
BLACK & DECKER CORP COMMON STOCK 091797100 969,760.00 18,560.00 18,560.00 18,560.00
BLACK BOX CORP COMMON STOCK 091826107 596,970.00 8,910.00 8,910.00 8,910.00
BLANCH EW HOLDINGS COMMON STOCK 093210102 1,410,587.50 23,030.00 23,030.00 23,030.00
H&R BLOCK INC COMMON STOCK 093671105 1,971,812.50 45,070.00 45,070.00 45,070.00
BOB EVANS FARMS INC COMMON STOCK 096761101 2,491,531.80 161,400.00 161,400.00 161,400.00
BOEING CO (THE) COMMON STOCK 097023105 9,670,313.66 232,672.00 232,672.00 232,672.00
BOISE CASCADE CORP COMMON STOCK 097383103 491,265.00 12,130.00 12,130.00 12,130.00
BOMBAY COMPANY INC COMMON STOCK 097924104 75,600.00 16,800.00 16,800.00 16,800.00
BORDERS GROUP INC COMMON STOCK 099709107 923,565.00 57,500.00 57,500.00 57,500.00
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,940,750.00 88,720.00 88,720.00 88,720.00
BOWATER INC COMMON STOCK 102183100 273,189.36 5,030.00 5,030.00 5,030.00
BOWNE & COMPANY INC COMMON STOCK 103043105 230,175.00 17,050.00 17,050.00 17,050.00
BRADY CORPORATION CL A COMMON STOCK 104674106 2,985,777.26 87,980.00 87,980.00 87,980.00
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 568,212.50 34,700.00 34,700.00 34,700.00
BRIGGS & STRATTON CORP COMMON STOCK 109043109 269,197.50 5,020.00 5,020.00 5,020.00
BRIGHTPOINT INC COMMON STOCK 109473108 324,056.25 24,690.00 24,690.00 24,690.00
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 911,280.00 37,970.00 37,970.00 37,970.00
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 32,003,638.20 498,600.00 498,600.00 498,600.00
BRITISH AIRWAYS PLC ADR 110419306 1,609,375.00 25,000.00 25,000.00 25,000.00
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 3,332,000.00 14,000.00 14,000.00 14,000.00
BROADBASE SOFTWARE INC COMMONSTOCK 11130R100 787,500.00 7,000.00 7,000.00 7,000.00
BROADWING INC COMMON STOCK 111620100 771,056.25 20,910.00 20,910.00 20,910.00
BROOKS AUTOMATION INC COMMON STOCK 11434A100 1,139,670.00 35,000.00 35,000.00 35,000.00
BROWN-FORMAN CORP COMMON STOCK
CLASS B 115637209 2,138,287.50 37,350.00 37,350.00 37,350.00
BRUNSWICK CORP COMMON STOCK 117043109 577,832.50 25,970.00 25,970.00 25,970.00
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 241,570.00 16,240.00 16,240.00 16,240.00
BURLINGTON COAT FACTORY WAREHS COMMON STOCK 121579106 444,000.00 32,000.00 32,000.00 32,000.00
BURLINGTON INDUSTRIES INC COMMON STOCK 121693105 264,160.00 66,040.00 66,040.00 66,040.00
BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 2,948,218.00 121,576.00 121,576.00 121,576.00
BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,539,036.10 46,550.00 46,550.00 46,550.00
BURNS INTERNATIONAL SERVICES COMMON STOCK 122374101 367,608.00 34,000.00 34,000.00 34,000.00
BURR BROWN CORP COMMON STOCK 122574106 923,896.88 25,575.00 25,575.00 25,575.00
BUSINESS OBJECTS SA COMMON STOCK 12328X107 841,837.50 6,300.00 6,300.00 6,300.00
C&D TECHNOLOGY INC COMMON STOCK 124661109 251,175.00 5,910.00 5,910.00 5,910.00
CBT GROUP PLC SPONSORED ADR 124853300 787,250.00 23,500.00 23,500.00 23,500.00
CBS CORPORATION COMMON STOCK 12490K107 10,997,803.40 172,010.00 172,010.00 172,010.00
C-BRIDGE INTERNET SOLUTIONS COMMONSTOCK 12500B105 1,361,500.00 28,000.00 28,000.00 28,000.00
C COR ELECTRONICS INC COMMON STOCK 125010108 2,066,576.25 26,970.00 26,970.00 26,970.00
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 1,175,280.00 18,880.00 18,880.00 18,880.00
CDI CORP COMMON STOCK 125071100 214,712.50 8,900.00 8,900.00 8,900.00
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 325,507.50 4,140.00 4,140.00 4,140.00
CEC ENTERTAINMENT INC COMMON STOCK 125137109 970,992.50 34,220.00 34,220.00 34,220.00
CH ENERGY GROUP INC COMMON STOCK 12541M102 259,710.00 7,870.00 7,870.00 7,870.00
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 930,150.00 23,400.00 23,400.00 23,400.00
CIGNA CORP COMMON STOCK 125509109 3,278,470.59 40,695.00 40,695.00 40,695.00
C.I.T. GROUP INC CLASS A SHARES 125577106 1,204,125.00 57,000.00 57,000.00 57,000.00
CKE RESTAURANTS INC COMMON STOCK 12561E105 141,329.00 24,056.00 24,056.00 24,056.00
CK WITCO CORP COMMON STOCK 12562C108 634,831.00 47,464.00 47,464.00 47,464.00
CMS ENERGY CORP COMMON STOCK 125896100 770,318.90 24,700.00 24,700.00 24,700.00
CNET INC COMMON STOCK 125945105 397,250.00 7,000.00 7,000.00 7,000.00
CNA SURETY COMMON STOCK 12612L108 535,600.00 41,200.00 41,200.00 41,200.00
CNF TRANSPORTATION INC COMMON STOCK 12612W104 617,205.00 17,890.00 17,890.00 17,890.00
CSX CORP COMMON STOCK 126408103 1,463,957.50 46,660.00 46,660.00 46,660.00
CTC COMMUNICATIONS GROUP INC COMMON STOCK 126419100 2,145,825.00 55,000.00 55,000.00 55,000.00
CTS CORP COMMON STOCK 126501105 953,493.75 12,650.00 12,650.00 12,650.00
CUNO INCORPORATED COMMON STOCK 126583103 480,309.60 23,200.00 23,200.00 23,200.00
CVS CORP COMMON STOCK 126650100 3,349,915.56 83,880.00 83,880.00 83,880.00
CABLE & WIRELESS PLC ADR 126830207 2,228,647.70 42,100.00 42,100.00 42,100.00
CABLETRON SYSTEMS INC COMMON STOCK 126920107 1,003,860.00 38,610.00 38,610.00 38,610.00
CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 302,220.00 13,140.00 13,140.00 13,140.00
CABOT OIL & GAS CORP COMMON STOCK 127097103 186,319.20 11,600.00 11,600.00 11,600.00
CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 564,960.00 23,540.00 23,540.00 23,540.00
CAL DIVE INT'L INC COMMON STOCK 127914109 238,168.75 7,190.00 7,190.00 7,190.00
CALIPER TECHNOLOGIES CORP COMMONSTOCK 130876105 867,750.00 13,000.00 13,000.00 13,000.00
CALLAWAY GOLF CO COMMON STOCK 131193104 1,665,761.66 94,180.00 94,180.00 94,180.00
CALPINE CORP COMMON STOCK 131347106 386,560.00 6,040.00 6,040.00 6,040.00
CAMBREX CORP COMMON STOCK 132011107 394,992.39 11,470.00 11,470.00 11,470.00
CAMPBELL SOUP CO COMMON STOCK 134429109 4,914,796.48 127,040.00 127,040.00 127,040.00
CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 425,850.00 8,350.00 8,350.00 8,350.00
CANON INC SPONSORED ADR COMMON STOCK 138006309 3,853,390.00 95,000.00 95,000.00 95,000.00
CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 622,755.70 51,100.00 51,100.00 51,100.00
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 3,888,690.90 80,700.00 80,700.00 80,700.00
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 281,040.00 11,710.00 11,710.00 11,710.00
CARDINAL HEALTH INC COMMON STOCK 14149Y108 2,874,319.25 60,038.00 60,038.00 60,038.00
CARLTON COMMUNICATIONS PLC COMMON STOCK
SPONSORED ADR 142872209 2,619,375.00 55,000.00 55,000.00 55,000.00
CARNIVAL CORP COMMON STOCK 143658102 7,985,799.30 167,025.00 167,025.00 167,025.00
CAROLINA FIRST CORP COMMON STOCK 143877108 217,722.50 11,930.00 11,930.00 11,930.00
CAROLINA POWER & LIGHT CO COMMON STOCK 144141108 1,041,249.77 34,210.00 34,210.00 34,210.00
CASEYS GENERAL STORES INC COMMON STOCK 147528103 254,140.95 24,350.00 24,350.00 24,350.00
CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 114,231.00 11,716.00 11,716.00 11,716.00
CATALINA MARKETING CORP COMMON STOCK 148867104 3,537,320.00 30,560.00 30,560.00 30,560.00
CATERPILLAR INC COMMON STOCK 149123101 3,580,476.96 76,080.00 76,080.00 76,080.00
CATO CORP COMMON STOCK 149205106 153,898.75 12,190.00 12,190.00 12,190.00
CELGENE CORP COMMON STOCK 151020104 1,064,000.00 15,200.00 15,200.00 15,200.00
CENDANT CORPORATION COMMON STOCK 151313103 4,884,326.81 183,884.00 183,884.00 183,884.00
CENTEX CORP COMMON STOCK 152312104 314,512.38 12,740.00 12,740.00 12,740.00
CENTOCOR INC CONVERTIBLE
DEBENTURES 152342AE1 998,437.50 750,000.00 750,000.00 750,000.00
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 911,200.00 45,560.00 45,560.00 45,560.00
CENTRAL NEWSPAPERS INC COMMON STOCK
CLASS A 154647101 4,543,875.00 115,400.00 115,400.00 115,400.00
CENTRAL PKG CORP COMMON STOCK 154785109 326,655.00 17,080.00 17,080.00 17,080.00
CENTURA BANKS INC COMMON STOCK 15640T100 573,183.75 12,990.00 12,990.00 12,990.00
CENTURYTEL INC COMMON STOCK 156700106 4,392,846.88 92,725.00 92,725.00 92,725.00
CEPHALON INC COMMON STOCK 156708109 520,158.10 15,050.00 15,050.00 15,050.00
CERIDIAN CORP COMMON STOCK 15677T106 2,555,097.00 118,500.00 118,500.00 118,500.00
CERNER CORP COMMON STOCK 156782104 307,904.68 15,640.00 15,640.00 15,640.00
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 188,620.86 22,030.00 22,030.00 22,030.00
CHAMPION INTERNATIONAL CORP COMMON STOCK 158525105 2,556,139.99 41,270.00 41,270.00 41,270.00
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 391,565.25 20,474.00 20,474.00 20,474.00
CHARMING SHOPPES INC COMMON STOCK 161133103 350,462.50 52,900.00 52,900.00 52,900.00
CHARTER COMMUNICATIONS INC-A COMMON STOCK 16117M107 1,246,875.00 57,000.00 57,000.00 57,000.00
CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 17,667,655.20 227,421.00 227,421.00 227,421.00
CHEAP TICKETS INC. COMMON STOCK 162672109 368,180.30 26,900.00 26,900.00 26,900.00
CHECKFREE HOLDINGS CORP COMMON STOCK 162816102 549,670.00 5,260.00 5,260.00 5,260.00
CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 142,618.00 14,000.00 14,000.00 14,000.00
CHEESECAKE FACTORY INC COMMON STOCK 163072101 327,950.00 9,370.00 9,370.00 9,370.00
CHESAPEAKE CORP COMMON STOCK 165159104 237,290.00 7,780.00 7,780.00 7,780.00
CHEVRON CORP COMMON STOCK 166751107 15,945,496.90 184,075.00 184,075.00 184,075.00
CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 144,305.00 30,380.00 30,380.00 30,380.00
CHIRON CORP COMMON STOCK 170040109 743,681.25 17,550.00 17,550.00 17,550.00
CHIRON CORP CONVERTIBLE
UBORDINATED NOTES 170040AB5 222,375.00 150,000.00 150,000.00 150,000.00
CHITTENDEN CORP COMMON STOCK 170228100 891,712.50 30,100.00 30,100.00 30,100.00
CHOICEPOINT INC COMMON STOCK 170388102 565,596.25 13,670.00 13,670.00 13,670.00
CHRIS-CRAFT INDUSTRIES INC COMMON STOCK 170520100 232,026.13 3,217.00 3,217.00 3,217.00
CHUBB CAPITAL CORP COMMON STOCK 171232101 3,464,877.36 61,530.00 61,530.00 61,530.00
CIBER INC COMMON STOCK 17163B102 4,107,125.00 149,350.00 149,350.00 149,350.00
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,096,254.24 35,151.00 35,151.00 35,151.00
CINERGY CORP COMMON STOCK 172474108 820,949.63 34,029.00 34,029.00 34,029.00
CIRCUIT CITY STORES INC COMMON STOCK 172737108 7,865,121.48 174,540.00 174,540.00 174,540.00
CISCO SYSTEMS INC COMMON STOCK 17275R102 84,872,887.90 792,279.00 792,279.00 792,279.00
CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 1,641,337.50 25,300.00 25,300.00 25,300.00
CINTAS CORP COMMON STOCK 172908105 888,781.25 16,730.00 16,730.00 16,730.00
CITIGROUP INC COMMON STOCK 172967101 48,255,152.50 868,492.00 868,492.00 868,492.00
CITRIX SYS INC COMMON STOCK 177376100 3,591,600.00 29,200.00 29,200.00 29,200.00
CITY NATIONAL CORP COMMON STOCK 178566105 2,360,265.42 71,660.00 71,660.00 71,660.00
CLARCOR INC COMMON STOCK 179895107 200,340.00 11,130.00 11,130.00 11,130.00
CLARIFY INC COMMON STOCK 180492100 1,386,000.00 11,000.00 11,000.00 11,000.00
CLAYTON HOMES INC COMMON STOCK 184190106 124,483.85 13,550.00 13,550.00 13,550.00
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 8,406,279.00 94,188.00 94,188.00 94,188.00
CLOROX CO COMMON STOCK 189054109 5,132,809.50 101,892.00 101,892.00 101,892.00
COASTAL CORP COMMON STOCK 190441105 1,961,792.32 55,360.00 55,360.00 55,360.00
COCA-COLA CO COMMON STOCK 191216100 35,711,910.00 613,080.00 613,080.00 613,080.00
COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 1,833,387.50 91,100.00 91,100.00 91,100.00
COEUR D'ALENE MINES CO COMMON STOCK 192108108 46,571.35 13,550.00 13,550.00 13,550.00
COGNEX CORP COMMON STOCK 192422103 746,070.00 19,130.00 19,130.00 19,130.00
COHERENT INC COMMON STOCK 192479103 300,135.00 11,220.00 11,220.00 11,220.00
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 11,268,725.00 173,365.00 173,365.00 173,365.00
COLONIAL BANCGROUP INC COMMON STOCK 195493309 370,387.50 35,700.00 35,700.00 35,700.00
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,098,020.00 17,360.00 17,360.00 17,360.00
COLUMBIA/HCA HEALTHCARE CORP COMMON STOCK 197677107 3,537,166.98 120,673.00 120,673.00 120,673.00
COMCAST CORP COMMON STOCK
SPECIAL CLASS A 200300200 9,934,421.76 196,480.00 196,480.00 196,480.00
COMDISCO INC COMMON STOCK 200336105 551,672.50 14,810.00 14,810.00 14,810.00
COMERICA INC COMMON STOCK 200340107 1,562,613.89 33,470.00 33,470.00 33,470.00
COMMERCE BANCORP INC COMMON STOCK 200519106 917,475.09 22,689.00 22,689.00 22,689.00
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 1,021,429.14 57,345.00 57,345.00 57,345.00
COMMERCIAL METALS CO COMMON STOCK 201723103 224,425.38 6,613.00 6,613.00 6,613.00
COMMSCOPE INC COMMON STOCK 203372107 944,107.04 23,420.00 23,420.00 23,420.00
COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 787,027.50 49,970.00 49,970.00 49,970.00
CIA TELECOM CHILE SPONSORED ADR 204449300 293,825.00 16,100.00 16,100.00 16,100.00
COMPAQ COMPUTER CORP COMMON STOCK 204493100 11,040,592.40 407,974.00 407,974.00 407,974.00
COMPASS BANCSHARES INC COMMON STOCK 20449H109 244,539.52 10,960.00 10,960.00 10,960.00
COMPLETE BUSINESS SOLUTIONS COMMON STOCK 20452F107 459,787.50 18,300.00 18,300.00 18,300.00
COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 8,494,198.34 121,455.00 121,455.00 121,455.00
COMPUSA INC COMMON STOCK 204932107 221,092.50 43,140.00 43,140.00 43,140.00
COMPUTER SCIENCES CORP COMMON STOCK 205363104 3,898,550.00 41,200.00 41,200.00 41,200.00
COMPUWARE CORP COMMON STOCK 205638109 3,006,075.00 80,700.00 80,700.00 80,700.00
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 5,011,968.75 34,625.00 34,625.00 34,625.00
CONAGRA INC COMMON STOCK 205887102 2,436,808.81 108,005.00 108,005.00 108,005.00
COMPUTER HORIZONS CORP COMMON STOCK 205908106 283,272.50 17,500.00 17,500.00 17,500.00
CONCORD COMMUNICATIONS COMMON STOCK 206186108 293,318.75 6,610.00 6,610.00 6,610.00
CONCORD EFS INC COMMON STOCK 206197105 951,462.50 36,950.00 36,950.00 36,950.00
CONE MILLS CORP COMMON STOCK 206814105 52,650.00 11,700.00 11,700.00 11,700.00
CONMED CORP COMMON STOCK 207410101 919,209.38 35,525.00 35,525.00 35,525.00
CONOCO INC CLASS A 208251306 936,168.75 37,825.00 37,825.00 37,825.00
CONOCO INC COMMON STOCK 208251405 3,330,862.00 133,904.00 133,904.00 133,904.00
CONSECO INC COMMON STOCK 208464107 1,289,395.25 72,134.00 72,134.00 72,134.00
CONSOLIDATED EDISON INC COMMON STOCK 209115104 1,896,465.00 54,970.00 54,970.00 54,970.00
CONSOLIDATED NATURAL GAS CO COMMON STOCK 209615103 1,335,754.09 20,570.00 20,570.00 20,570.00
CONSOLIDATED PAPERS INC COMMON STOCK 209759109 1,966,935.96 61,830.00 61,830.00 61,830.00
CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 123,838.88 12,231.00 12,231.00 12,231.00
CONSOLIDATED STORES CORP COMMON STOCK 210149100 1,644,890.00 101,224.00 101,224.00 101,224.00
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,197,990.00 41,310.00 41,310.00 41,310.00
CONVERGYS CORP COMMON STOCK 212485106 453,870.00 14,760.00 14,760.00 14,760.00
COOPER CAMERON CORP COMMON STOCK 216640102 557,881.80 11,400.00 11,400.00 11,400.00
COOPER INDUSTRIES INC COMMON STOCK 216669101 1,766,732.97 43,691.00 43,691.00 43,691.00
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 251,481.92 16,160.00 16,160.00 16,160.00
COORS (ADOLPH) CO COMMON STOCK 217016104 415,800.00 7,920.00 7,920.00 7,920.00
COPART INC COMMON STOCK 217204106 543,750.00 12,500.00 12,500.00 12,500.00
COR THERAPEUTICS INC COMMON STOCK 217753102 314,437.50 11,700.00 11,700.00 11,700.00
CORDANT TECHNOLOGIES INC COMMON STOCK 218412104 583,110.00 17,670.00 17,670.00 17,670.00
CORN PRODUCTS INTL INC COMMON STOCK 219023108 1,047,017.50 31,970.00 31,970.00 31,970.00
CORNING INC COMMON STOCK 219350105 7,113,454.29 55,170.00 55,170.00 55,170.00
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 536,400.00 9,600.00 9,600.00 9,600.00
CORUS GROUP PLC-SPONS ADR COMMON STOCK 22087M101 1,940,625.00 75,000.00 75,000.00 75,000.00
COST PLUS INC COMMON STOCK 221485105 1,237,968.75 34,750.00 34,750.00 34,750.00
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 6,737,078.75 73,831.00 73,831.00 73,831.00
COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 613,575.00 24,300.00 24,300.00 24,300.00
COVANCE INC COMMON STOCK 222816100 422,478.90 39,075.00 39,075.00 39,075.00
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 184,680.00 27,360.00 27,360.00 27,360.00
COX COMMUNICATIONS INC COMMON STOCK 224044107 389,803.50 7,569.00 7,569.00 7,569.00
CRANE CO COMMON STOCK 224399105 523,110.00 26,320.00 26,320.00 26,320.00
CREE RESEARCH INC COMMON STOCK 225447101 904,975.00 10,600.00 10,600.00 10,600.00
CROSS TIMBERS OIL CO COMMON STOCK 227573102 204,348.10 22,550.00 22,550.00 22,550.00
CROWN CASTLE INTERNATIONAL COR COMMON STOCK 228227104 1,892,162.50 58,900.00 58,900.00 58,900.00
CROWN CORK & SEAL CO INC COMMON STOCK 228255105 583,763.75 26,090.00 26,090.00 26,090.00
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 630,102.50 24,470.00 24,470.00 24,470.00
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 431,426.16 8,930.00 8,930.00 8,930.00
CUMULUS MEDIA INC -CL A COMMON STOCK 231082108 1,431,150.00 28,200.00 28,200.00 28,200.00
CYBEX COMPUTER PRODUCTS CORP COMMON STOCK 232522102 243,405.00 6,010.00 6,010.00 6,010.00
CYGNUS INC COMMON STOCK 232560102 209,327.50 11,470.00 11,470.00 11,470.00
CYMER INC COMMON STOCK 232572107 782,000.00 17,000.00 17,000.00 17,000.00
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 340,585.00 10,520.00 10,520.00 10,520.00
CYTEC INDUSTRIES INC COMMON STOCK 232820100 706,006.25 30,530.00 30,530.00 30,530.00
CYTYC CORP COMMON STOCK 232946103 1,593,718.20 26,100.00 26,100.00 26,100.00
DII GROUP INC COMMON STOCK 232949107 1,461,940.80 20,600.00 20,600.00 20,600.00
DBT ONLINE INC COMMON STOCK 233044106 214,500.00 8,800.00 8,800.00 8,800.00
DPL INC COMMON STOCK 233293109 265,219.84 15,320.00 15,320.00 15,320.00
DQE INC COMMON STOCK 23329J104 1,179,223.63 34,057.00 34,057.00 34,057.00
DR HORTON INC COMMON STOCK 23331A109 410,285.46 29,705.00 29,705.00 29,705.00
D S T SYSTEMS INC DEL COMMON STOCK 233326107 469,318.80 6,150.00 6,150.00 6,150.00
DTE ENERGY COMPANY COMMON STOCK 233331107 972,938.75 31,010.00 31,010.00 31,010.00
DVI INC COMMON STOCK 233343102 285,515.60 18,800.00 18,800.00 18,800.00
DAIN RAUSCHER CORP COMMON STOCK 233856103 269,235.00 5,790.00 5,790.00 5,790.00
DAISYTEK INTERNATIONAL CORP COMMON STOCK 234053106 776,289.60 33,300.00 33,300.00 33,300.00
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 858,945.21 13,330.00 13,330.00 13,330.00
DANA CORP COMMON STOCK 235811106 1,646,175.76 54,988.00 54,988.00 54,988.00
DANAHER CORP COMMON STOCK 235851102 3,578,943.75 74,175.00 74,175.00 74,175.00
DARDEN RESTAURANTS INC COMMON STOCK 237194105 509,675.00 28,120.00 28,120.00 28,120.00
DATASCOPE CORP COMMON STOCK 238113104 274,400.00 6,860.00 6,860.00 6,860.00
DAVOX CORP COMMON STOCK 239208101 421,937.50 21,500.00 21,500.00 21,500.00
DAY RUNNER INC COMMON STOCK 239545106 120,304.80 30,800.00 30,800.00 30,800.00
DAYTON HUDSON CORP COMMON STOCK 239753106 9,504,216.54 129,420.00 129,420.00 129,420.00
DEERE & CO COMMON STOCK 244199105 2,548,931.88 58,765.00 58,765.00 58,765.00
DELL COMPUTER CORP COMMON STOCK 247025109 31,537,380.00 618,380.00 618,380.00 618,380.00
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1,904,474.25 120,919.00 120,919.00 120,919.00
DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 289,620.00 9,654.00 9,654.00 9,654.00
DELTA & PINE LAND CO COMMON STOCK 247357106 307,746.00 17,712.00 17,712.00 17,712.00
DELTA AIR LINES INC COMMON STOCK 247361108 1,414,660.80 28,400.00 28,400.00 28,400.00
DELTA WOODSIDE INDUSTRIES INC COMMON STOCK 247909104 20,625.00 11,000.00 11,000.00 11,000.00
DELUXE CORP COMMON STOCK 248019101 887,861.32 32,360.00 32,360.00 32,360.00
DENDRITE INTL INC COMMON STOCK 248239105 611,105.00 18,040.00 18,040.00 18,040.00
DEPARTMENT 56 INC COMMON STOCK 249509100 1,167,450.00 51,600.00 51,600.00 51,600.00
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 2,840,000.00 40,000.00 40,000.00 40,000.00
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 2,277,580.00 69,280.00 69,280.00 69,280.00
DEVRY INC COMMON STOCK 251893103 355,923.75 19,110.00 19,110.00 19,110.00
DEXTER CORP COMMON STOCK 252165105 510,390.00 12,840.00 12,840.00 12,840.00
DIAL CORP COMMON STOCK 25247D101 1,901,927.76 78,230.00 78,230.00 78,230.00
DIAMOND OFFSHORE DRILL CONVERTIBLE BOND 25271CAA0 296,625.00 300,000.00 300,000.00 300,000.00
DIEBOLD INC COMMON STOCK 253651103 514,932.00 21,912.00 21,912.00 21,912.00
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 2,789,237.37 119,010.00 119,010.00 119,010.00
DIGITAL IMPACT INC COMMONSTOCK 25385G106 917,287.50 18,300.00 18,300.00 18,300.00
DILLARDS INC COMMON STOCK 254067101 774,777.06 38,380.00 38,380.00 38,380.00
DIME BANCORP INC COMMON STOCK 25429Q102 162,291.25 10,730.00 10,730.00 10,730.00
DIMON INC. COMMON STOCK 254394109 66,462.50 20,450.00 20,450.00 20,450.00
DIONEX CORP COMMON STOCK 254546104 420,519.27 10,210.00 10,210.00 10,210.00
DISNEY (WALT) COMPANY HOLDING COMMON STOCK 254687106 15,157,935.00 518,220.00 518,220.00 518,220.00
DIXIE GROUP CONVERTIBLE
DEBENTURES 255519AA8 58,800.00 84,000.00 84,000.00 84,000.00
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,295,976.50 56,966.00 56,966.00 56,966.00
DOLLAR TREE STORES INC COMMON STOCK 256747106 292,075.11 6,030.00 6,030.00 6,030.00
DOMINION RESOURCES INC COMMON STOCK 257470104 1,606,502.50 40,930.00 40,930.00 40,930.00
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,469,118.52 59,210.00 59,210.00 59,210.00
DOVER CORP COMMON STOCK 260003108 1,976,535.00 43,560.00 43,560.00 43,560.00
DOW CHEMICAL CO COMMON STOCK 260543103 8,135,090.00 60,880.00 60,880.00 60,880.00
DOW JONES & COMPANY INC COMMON STOCK 260561105 2,609,160.00 38,370.00 38,370.00 38,370.00
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 261,058.28 12,932.00 12,932.00 12,932.00
DRIL-QUIP COMMON STOCK 262037104 1,172,475.00 38,600.00 38,600.00 38,600.00
DSET CORP COMMON STOCK 262504103 2,089,262.50 55,900.00 55,900.00 55,900.00
DSL.NET INC COMMON STOCK 262506108 161,694.40 11,200.00 11,200.00 11,200.00
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 18,237,757.30 276,854.00 276,854.00 276,854.00
DUKE ENERGY CORP COMMON STOCK 264399106 7,021,109.00 140,072.00 140,072.00 140,072.00
DUN & BRADSTREET CORP COMMON STOCK 26483B106 2,160,285.00 73,230.00 73,230.00 73,230.00
DUPONT PHOTOMASKS COMMON STOCK 26613X101 347,400.00 7,200.00 7,200.00 7,200.00
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 494,763.50 35,500.00 35,500.00 35,500.00
DURA PHARMACEUTICALS INC CONVERTIBLE BOND 26632SAA7 1,039,631.25 1,335,000.00 1,335,000.00 1,335,000.00
DUSA PHARMACEUTICALS INC COMMONSTOCK 266898105 1,578,900.00 55,400.00 55,400.00 55,400.00
DYCOM INDUSTRIES INC COMMON STOCK 267475101 1,902,597.16 43,180.00 43,180.00 43,180.00
EMC CORP COMMON STOCK 268648102 26,587,407.80 243,363.00 243,363.00 243,363.00
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 304,237.50 13,300.00 13,300.00 13,300.00
ENI SPA SPONSORED ADR 26874R108 1,653,750.00 30,000.00 30,000.00 30,000.00
ESAT TELECOM GROUP PLC-ADR COMMON STOCK 26883Y102 1,116,300.00 12,200.00 12,200.00 12,200.00
E-STAMP CORP COMMON STOCK 269154100 709,775.00 31,900.00 31,900.00 31,900.00
ETEC SYSTEMS INC COMMON STOCK 26922C103 1,120,528.75 24,970.00 24,970.00 24,970.00
E TRADE GROUP INC COMMON STOCK 269246104 616,550.00 23,600.00 23,600.00 23,600.00
EAGLE USA AIRFREIGHT I COMMON STOCK 270018104 573,993.75 13,310.00 13,310.00 13,310.00
EARTHGRAINS COMPANY COMMON STOCK 270319106 665,962.50 41,300.00 41,300.00 41,300.00
EARTHLINK NETWORK INC COMMON STOCK 270322100 403,750.00 9,500.00 9,500.00 9,500.00
EASTERN ENTERPRISES COMMON STOCK 27637F100 327,965.27 5,710.00 5,710.00 5,710.00
EASTERN UTILITIES ASSOCIATES COMMON STOCK 277173100 284,932.80 9,400.00 9,400.00 9,400.00
EASTMAN CHEMICAL CO COMMON STOCK 277432100 803,525.95 16,850.00 16,850.00 16,850.00
EASTMAN KODAK CO COMMON STOCK 277461109 6,852,568.75 103,435.00 103,435.00 103,435.00
EATON CORP COMMON STOCK 278058102 1,143,843.75 15,750.00 15,750.00 15,750.00
EATON VANCE CORP COMMON STOCK 278265103 630,040.00 16,580.00 16,580.00 16,580.00
ECHOSTAR COMMUNICATION COMMON STOCK 278762109 870,187.50 8,925.00 8,925.00 8,925.00
ECOLAB INC COMMON STOCK 278865100 1,086,892.50 27,780.00 27,780.00 27,780.00
EDISON INTERNATIONAL COMMON STOCK 281020107 2,251,296.39 85,970.00 85,970.00 85,970.00
EDO CORP CONVERTIBLE BONDS 281347AB0 195,000.00 250,000.00 250,000.00 250,000.00
J.D. EDWARDS & CO COMMON STOCK 281667105 687,125.00 23,000.00 23,000.00 23,000.00
EDWARDS (AG) INC COMMON STOCK 281760108 284,229.63 8,865.00 8,865.00 8,865.00
EINSTEIN/NOAH BAGEL CONVERTIBLE BOND 282577AC9 120,000.00 250,000.00 250,000.00 250,000.00
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 1,895,112.34 48,828.00 48,828.00 48,828.00
ELCOR CORP COMMON STOCK 284443108 272,330.00 9,040.00 9,040.00 9,040.00
ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 440,190.00 6,030.00 6,030.00 6,030.00
ELECTROGLAS INC COMMON STOCK 285324109 232,688.75 9,170.00 9,170.00 9,170.00
ELECTRONIC ARTS INC COMMON STOCK 285512109 516,600.00 6,150.00 6,150.00 6,150.00
ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 7,358,049.73 109,925.00 109,925.00 109,925.00
EMBOTELLADORA ANDINA-B ADR 29081P303 609,862.50 41,700.00 41,700.00 41,700.00
EMERSON ELECTRIC CO COMMON STOCK 291011104 5,576,850.00 97,200.00 97,200.00 97,200.00
EMMIS BROADCASTING CORP COMMON STOCK
CLASS A 291525103 1,283,792.00 10,300.00 10,300.00 10,300.00
EMPRESAS ICA SOCIEDAD CONVERTIBLE
SUBORDINATED DEBEN 292448AC1 203,000.00 350,000.00 350,000.00 350,000.00
ENDESA SA SPONSORED ADR 29258N107 3,431,790.00 170,000.00 170,000.00 170,000.00
ENDOSONICS CORP COMMON STOCK 29264K105 303,300.00 67,400.00 67,400.00 67,400.00
ENERGEN CORP COMMON STOCK 29265N108 249,255.60 13,800.00 13,800.00 13,800.00
ENERGY EAST CORPORATION COMMON STOCK 29266M109 230,388.84 11,070.00 11,070.00 11,070.00
ENGELHARD CORP COMMON STOCK 292845104 509,813.75 27,010.00 27,010.00 27,010.00
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 284,375.00 17,500.00 17,500.00 17,500.00
ENRON CORP COMMON STOCK 293561106 8,419,756.88 189,741.00 189,741.00 189,741.00
ENTERGY CORP COMMON STOCK 29364G103 1,942,811.75 75,449.00 75,449.00 75,449.00
ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 1,018,929.00 17,000.00 17,000.00 17,000.00
ENZO BIOCHEM INC COMMON STOCK 294100102 518,032.75 11,496.00 11,496.00 11,496.00
EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 95,671.80 18,900.00 18,900.00 18,900.00
EQUIFAX INC COMMON STOCK 294429105 3,065,416.20 130,100.00 130,100.00 130,100.00
ESOFT INC COMMON STOCK 296904105 585,412.50 20,100.00 20,100.00 20,100.00
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 604,048.08 18,840.00 18,840.00 18,840.00
EVERGREEN RES INC COMMON STOCK 299900308 1,117,850.00 56,600.00 56,600.00 56,600.00
EXABYTE CORP COMMON STOCK 300615101 78,300.00 10,440.00 10,440.00 10,440.00
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 1,445,796.00 33,000.00 33,000.00 33,000.00
EXPRESS SCRIPTS INC COMMON STOCK 302182100 236,160.00 3,690.00 3,690.00 3,690.00
EXXON MOBIL CORPORATION COMMON STOCK 30231G102 71,769,221.60 890,857.00 890,857.00 890,857.00
FMC CORP COMMON STOCK 302491303 373,674.24 6,520.00 6,520.00 6,520.00
FPL GROUP INC COMMON STOCK 302571104 1,645,265.16 38,430.00 38,430.00 38,430.00
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 582,058.75 7,310.00 7,310.00 7,310.00
FAIR ISAAC & CO INC COMMON STOCK 303250104 338,670.00 6,390.00 6,390.00 6,390.00
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 2,627,373.84 161,070.00 161,070.00 161,070.00
FDX CORPORATION COMMON STOCK 31304N107 2,615,383.06 63,888.00 63,888.00 63,888.00
FEDDERS CORP COMMON STOCK 313135105 91,245.00 16,590.00 16,590.00 16,590.00
FHLMC COMMON STOCK 313400301 7,000,001.88 148,740.00 148,740.00 148,740.00
FANNIE MAE COMMON STOCK 313586109 17,158,624.20 274,815.00 274,815.00 274,815.00
FEDERAL SIGNAL CORP COMMON STOCK 313855108 438,540.84 27,303.00 27,303.00 27,303.00
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 2,267,705.70 44,850.00 44,850.00 44,850.00
FEDERATED INVESTORS INC COMMON STOCK 314211103 2,449,570.20 122,100.00 122,100.00 122,100.00
FERRO CORP COMMON STOCK 315405100 610,720.00 27,760.00 27,760.00 27,760.00
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 188,686.25 13,126.00 13,126.00 13,126.00
FIELDCREST CANNON INC CONVERTIBLE
DEBENTURES 316549AB0 42,500.00 125,000.00 125,000.00 125,000.00
FIFTH THIRD BANCORP COMMON STOCK 316773100 6,261,969.25 85,342.00 85,342.00 85,342.00
FILENET CORP COMMON STOCK 316869106 1,205,130.00 47,260.00 47,260.00 47,260.00
FINOVA GROUP INC COMMON STOCK 317928109 210,515.00 5,930.00 5,930.00 5,930.00
FIRST AMERICAN FINANCIAL CORP COMMON STOCK 318522307 374,851.18 30,140.00 30,140.00 30,140.00
FIRSTBANK CORP COMMON STOCK 318672102 272,032.50 13,110.00 13,110.00 13,110.00
FIRST DATA CORP COMMON STOCK 319963104 4,420,031.81 89,634.00 89,634.00 89,634.00
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 788,640.00 29,760.00 29,760.00 29,760.00
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 561,687.50 20,900.00 20,900.00 20,900.00
HEXCEL CORP CONVERTIBLE BOND 328291AA6 70,000.00 100,000.00 100,000.00 100,000.00
FIRST SECURITY CORP COMMON STOCK 336294103 482,842.27 18,912.00 18,912.00 18,912.00
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 887,205.00 31,130.00 31,130.00 31,130.00
FIRST UNION CORP COMMON STOCK 337358105 6,935,636.50 211,375.00 211,375.00 211,375.00
FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 204,680.00 4,760.00 4,760.00 4,760.00
FIRSTCOM CORPORATION COMMON STOCK 33763T104 1,286,250.00 35,000.00 35,000.00 35,000.00
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 4,430,884.25 209,746.00 209,746.00 209,746.00
FISERV INC COMMON STOCK 337738108 902,707.34 23,562.00 23,562.00 23,562.00
FIRSTMERIT CORP COMMON STOCK 337915102 653,660.00 28,420.00 28,420.00 28,420.00
FIRSTENERGY CORP COMMON STOCK 337932107 2,181,377.74 96,151.00 96,151.00 96,151.00
FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 9,231,446.16 265,180.00 265,180.00 265,180.00
FLEMING COMPANIES INC COMMON STOCK 339130106 183,167.50 17,870.00 17,870.00 17,870.00
FLORIDA PROGRESS CORP COMMON STOCK 341109106 888,552.00 21,000.00 21,000.00 21,000.00
FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 299,601.90 8,700.00 8,700.00 8,700.00
FLUOR CORP COMMON STOCK 343861100 745,927.50 16,260.00 16,260.00 16,260.00
FOOTSTAR INC COMMON STOCK 344912100 293,715.00 9,630.00 9,630.00 9,630.00
FORD MOTOR CO COMMON STOCK 345370100 13,865,031.20 259,465.00 259,465.00 259,465.00
FOREST LABORATORIES INC COMMON STOCK 345838106 494,567.85 8,050.00 8,050.00 8,050.00
FORT JAMES CORP COMMON STOCK 347471104 2,865,067.50 104,660.00 104,660.00 104,660.00
FORTUNE BRANDS INC COMMON STOCK 349631101 2,070,673.06 62,630.00 62,630.00 62,630.00
FOSSIL INC COMMON STOCK 349882100 340,862.50 14,740.00 14,740.00 14,740.00
FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 117,455.34 11,820.00 11,820.00 11,820.00
FRANKLIN RESOURCES INC COMMON STOCK 354613101 3,858,661.70 120,350.00 120,350.00 120,350.00
FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 767,555.75 36,334.00 36,334.00 36,334.00
FREMONT GENERAL CORP COMMON STOCK 357288109 238,507.50 32,340.00 32,340.00 32,340.00
FRIEDE GOLDMAN HALTER INC COMMON STOCK 358430106 127,959.90 18,446.00 18,446.00 18,446.00
FRITZ COMPANIES INC COMMON STOCK 358846103 177,450.00 16,900.00 16,900.00 16,900.00
FRONTIER INSURANCE GROUP INC COMMON STOCK 359081106 55,198.22 16,060.00 16,060.00 16,060.00
FUJI PHOTO FILM COMPANY LTD ADR 359586302 2,486,250.00 65,000.00 65,000.00 65,000.00
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 811,800.00 36,900.00 36,900.00 36,900.00
G&K SERVICES INC COMMON STOCK 361268105 304,325.00 9,400.00 9,400.00 9,400.00
GATX CORP COMMON STOCK 361448103 1,100,250.00 32,600.00 32,600.00 32,600.00
GPU INC COMMON STOCK 36225X100 790,037.43 26,390.00 26,390.00 26,390.00
GTE CORP COMMON STOCK 362320103 19,757,360.03 280,000.00 280,000.00 280,000.00
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 3,323,007.00 111,000.00 111,000.00 111,000.00
GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 3,242,032.50 50,070.00 50,070.00 50,070.00
GANNETT COMPANY INC COMMON STOCK 364730101 6,341,445.50 77,750.00 77,750.00 77,750.00
GAP INC COMMON STOCK 364760108 8,870,870.00 192,845.00 192,845.00 192,845.00
GATEWAY INC COMMON STOCK 367626108 5,148,109.28 71,440.00 71,440.00 71,440.00
GENCORP INC COMMON STOCK 368682100 190,192.50 19,260.00 19,260.00 19,260.00
GENENTECH INC COMMON STOCK 368710406 978,487.50 7,275.00 7,275.00 7,275.00
GENERAL BINDING CORP COMMON STOCK 369154109 439,285.50 37,386.00 37,386.00 37,386.00
GENERAL COMMUNICATION INC COMMON STOCK
CLASS A 369385109 102,375.00 23,400.00 23,400.00 23,400.00
GENERAL DYNAMICS CORP COMMON STOCK 369550108 2,261,920.00 42,880.00 42,880.00 42,880.00
GENERAL ELECTRIC CO COMMON STOCK 369604103 123,328,786.00 796,955.00 796,955.00 796,955.00
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 4,454,000.00 52,400.00 52,400.00 52,400.00
GENERAL MILLS INC COMMON STOCK 370334104 4,944,940.00 138,320.00 138,320.00 138,320.00
GENERAL MOTORS CORP COMMON STOCK 370442105 10,755,495.40 147,970.00 147,970.00 147,970.00
GENERAL MOTORS CORP COMMON STOCK
CLASS H 370442832 4,720,800.00 49,175.00 49,175.00 49,175.00
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 241,746.48 17,040.00 17,040.00 17,040.00
GENTEX CORP COMMON STOCK 371901109 939,337.50 33,850.00 33,850.00 33,850.00
GENESIS HEALTH VENTURES INC COMMON STOCK 371912106 46,374.38 22,490.00 22,490.00 22,490.00
GENUINE PARTS CO COMMON STOCK 372460105 2,075,771.92 83,660.00 83,660.00 83,660.00
GEON CO COMMON STOCK 37246W105 354,250.00 10,900.00 10,900.00 10,900.00
GENZYME CORP GENERAL DIV
COM STK 372917104 366,750.00 8,150.00 8,150.00 8,150.00
GEORGIA-PACIFIC CORP COMMON STOCK 373298108 1,859,480.00 36,640.00 36,640.00 36,640.00
GERBER SCIENTIFIC INC COMMON STOCK 373730100 223,757.40 10,200.00 10,200.00 10,200.00
GETTY IMAGES INC COMMON STOCK 374276103 1,402,712.50 28,700.00 28,700.00 28,700.00
GILEAD SCIENCES INC COMMON STOCK 375558103 2,070,281.25 38,250.00 38,250.00 38,250.00
GILLETTE CO COMMON STOCK 375766102 10,494,612.30 254,804.00 254,804.00 254,804.00
GLAXO WELLCOME PLC ADR SPONSORED 37733W105 1,955,625.00 35,000.00 35,000.00 35,000.00
GLOBAL INDUSTRIES TECHNLGY INC COMMON STOCK 379335102 130,037.50 10,100.00 10,100.00 10,100.00
GLOBAL MARINE INC COMMON STOCK 379352404 280,630.00 16,880.00 16,880.00 16,880.00
GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,153,070.00 34,420.00 34,420.00 34,420.00
GOODRICH (BF) CO (THE) COMMON STOCK 382388106 646,800.00 23,520.00 23,520.00 23,520.00
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 944,546.37 33,510.00 33,510.00 33,510.00
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 82,237.50 15,300.00 15,300.00 15,300.00
W.R. GRACE & CO COMMON STOCK 38388F108 220,057.50 15,860.00 15,860.00 15,860.00
GRACO INC COMMON STOCK 384109104 1,241,275.00 34,600.00 34,600.00 34,600.00
GRAINGER (WW) INC COMMON STOCK 384802104 955,283.76 19,980.00 19,980.00 19,980.00
GREAT ATLANTIC & PACIFIC TEA C COMMON STOCK 390064103 226,345.00 8,120.00 8,120.00 8,120.00
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 3,758,173.61 98,415.00 98,415.00 98,415.00
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 247,644.80 10,400.00 10,400.00 10,400.00
GREY ADVERTISING INC COMMON STOCK 397838103 938,000.00 2,345.00 2,345.00 2,345.00
GRIC COMMUNICATIONS INC COMMONSTOCK 398081109 1,268,750.00 50,000.00 50,000.00 50,000.00
GRIFFON CORP COMMON STOCK 398433102 109,368.00 14,000.00 14,000.00 14,000.00
GROUPE DANONE ADR SPONSORED 399449107 2,095,290.00 45,000.00 45,000.00 45,000.00
GUIDANT CORP COMMON STOCK 401698105 3,257,100.00 69,300.00 69,300.00 69,300.00
GUILFORD MILLS INC COMMON STOCK 401794102 74,022.50 10,210.00 10,210.00 10,210.00
GYMBOREE CORP COMMON STOCK 403777105 63,281.25 11,250.00 11,250.00 11,250.00
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 866,385.90 65,700.00 65,700.00 65,700.00
HNC SOFTWARE INC COMMON STOCK 40425P107 1,210,837.50 11,450.00 11,450.00 11,450.00
HSBC HOLDINGS PLC COMMON STOCK 404280406 4,282,500.00 60,000.00 60,000.00 60,000.00
HA-LO INDUSTRIES INC COMMON STOCK 404429102 169,125.00 22,550.00 22,550.00 22,550.00
HADCO CORP COMMON STOCK 404681108 1,181,670.00 23,170.00 23,170.00 23,170.00
HALLIBURTON CO COMMON STOCK 406216101 4,220,615.00 104,860.00 104,860.00 104,860.00
HANNAFORD BROTHERS CO COMMON STOCK 410550107 542,712.96 7,830.00 7,830.00 7,830.00
HARBINGER CORP COMMON STOCK 41145C103 569,752.92 17,910.00 17,910.00 17,910.00
HARCOURT GENERAL INC COMMON STOCK 41163G101 609,787.50 15,150.00 15,150.00 15,150.00
HARLAND (JOHN H) CO COMMON STOCK 412693103 254,903.04 13,920.00 13,920.00 13,920.00
HARLEY-DAVIDSON INC COMMON STOCK 412822108 938,508.30 14,650.00 14,650.00 14,650.00
HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,504,150.00 26,800.00 26,800.00 26,800.00
HARMONIC LIGHTWAVES IN COMMON STOCK 413160102 1,186,712.50 12,500.00 12,500.00 12,500.00
HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 4,085,045.24 154,520.00 154,520.00 154,520.00
HARRIS CORP COMMON STOCK 413875105 205,489.90 7,700.00 7,700.00 7,700.00
HARSCO CORP COMMON STOCK 415864107 882,967.50 27,810.00 27,810.00 27,810.00
HARTE-HANKS,INC COMMON STOCK 416196103 1,448,550.00 66,600.00 66,600.00 66,600.00
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 2,552,565.00 53,880.00 53,880.00 53,880.00
HARTMARX CORP COMMON STOCK 417119104 57,436.68 14,140.00 14,140.00 14,140.00
HASBRO INC COMMON STOCK 418056107 5,444,297.82 285,610.00 285,610.00 285,610.00
HEALTHSOUTH CORP COMMON STOCK 421924101 443,674.00 82,544.00 82,544.00 82,544.00
HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 197,500.00 250,000.00 250,000.00 250,000.00
HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 967,547.50 72,340.00 72,340.00 72,340.00
HEALTHCARE REALTY TRUST CO COMMON STOCK 421946104 661,765.63 42,353.00 42,353.00 42,353.00
HEARTLAND EXPRESS INC COMMON STOCK 422347104 217,098.00 13,784.00 13,784.00 13,784.00
HEINZ (HJ) CO COMMON STOCK 423074103 4,989,239.84 125,320.00 125,320.00 125,320.00
HELIX TECHNOLOGY CORP COMMON STOCK 423319102 462,011.72 10,310.00 10,310.00 10,310.00
HELLER FINANCIAL INC COMMON STOCK 423328103 1,825,642.00 91,000.00 91,000.00 91,000.00
HELMERICH & PAYNE INC COMMON STOCK 423452101 471,575.44 21,620.00 21,620.00 21,620.00
HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 1,684,644.37 31,379.00 31,379.00 31,379.00
HERCULES INC COMMON STOCK 427056106 2,084,213.75 74,770.00 74,770.00 74,770.00
HERSHEY FOODS CORP COMMON STOCK 427866108 3,330,225.00 70,110.00 70,110.00 70,110.00
HERTZ CORP COMMON STOCK 428040109 2,330,812.50 46,500.00 46,500.00 46,500.00
HEWLETT-PACKARD CO COMMON STOCK 428236103 27,754,597.50 243,596.00 243,596.00 243,596.00
HEXCEL CORP CONVERTIBLE
DEBENTURES 428290AA8 57,093.75 75,000.00 75,000.00 75,000.00
HIBERNIA CORP COMMON STOCK 428656102 164,050.00 15,440.00 15,440.00 15,440.00
HILLENBRAND INDUSTRIES INC COMMON STOCK 431573104 201,846.19 6,370.00 6,370.00 6,370.00
HILTON HOTELS CORP COMMON STOCK 432848109 1,453,563.07 151,019.54 151,019.54 151,019.54
HITACHI LTD ADR 433578507 3,237,500.00 20,000.00 20,000.00 20,000.00
HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 485,066.68 5,260.00 5,260.00 5,260.00
HOLLYWOOD PARK INC COMMON STOCK 436255103 270,590.22 12,060.00 12,060.00 12,060.00
HOME DEPOT INC COMMON STOCK 437076102 37,458,505.90 546,345.00 546,345.00 546,345.00
HOMESTAKE MINING CO COMMON STOCK 437614100 435,987.72 55,810.00 55,810.00 55,810.00
HON INDUSTRIES INC COMMON STOCK 438092108 513,764.54 23,420.00 23,420.00 23,420.00
HONDA MOTOR CO LTD SPONSORED ADR 438128308 1,530,000.00 20,000.00 20,000.00 20,000.00
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 12,747,673.30 220,980.00 220,980.00 220,980.00
HOOPER HOLMES INC COMMON STOCK 439104100 348,655.00 13,540.00 13,540.00 13,540.00
HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 1,056,217.50 53,820.00 53,820.00 53,820.00
HORMEL FOOD CORPORATION COMMON STOCK 440452100 286,000.00 7,040.00 7,040.00 7,040.00
HOTJOBS.COM LTD COMMON STOCK 441474103 1,612,050.30 36,900.00 36,900.00 36,900.00
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 3,354,710.24 79,520.00 79,520.00 79,520.00
HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 3,802,182.00 102,072.00 102,072.00 102,072.00
HUBBELL INC COMMON STOCK
CLASS B 443510201 1,056,210.00 38,760.00 38,760.00 38,760.00
HUDSON UNITED BANCORP COMMON STOCK 444165104 1,335,665.62 52,252.00 52,252.00 52,252.00
HUGHES SUPPLY INC COMMON STOCK 444482103 232,653.98 10,790.00 10,790.00 10,790.00
HUMANA INC COMMON STOCK 444859102 294,077.04 35,920.00 35,920.00 35,920.00
HUNT CORP COMMON STOCK 445591100 219,450.00 23,100.00 23,100.00 23,100.00
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,316,897.25 55,158.00 55,158.00 55,158.00
HUSSMAN INTERNATIONAL INC COMMON STOCK 448110106 2,425,735.10 161,050.00 161,050.00 161,050.00
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 562,487.50 26,470.00 26,470.00 26,470.00
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 1,768,710.00 40,660.00 40,660.00 40,660.00
IDEC PHARMACEUTICALS C COMMON STOCK 449370105 1,933,560.00 19,680.00 19,680.00 19,680.00
IMC GLOBAL INC COMMON STOCK 449669100 181,271.25 11,070.00 11,070.00 11,070.00
IMS HEALTH INC COMMON STOCK 449934108 3,296,015.95 121,235.00 121,235.00 121,235.00
ISS GROUP INC COMMON STOCK 450306105 1,827,912.50 25,700.00 25,700.00 25,700.00
ITT INDUSTRIES INC COMMON STOCK 450911102 631,624.93 18,890.00 18,890.00 18,890.00
IDEX CORP COMMON STOCK 45167R104 1,742,917.50 57,380.00 57,380.00 57,380.00
IDEXX LABORATORIES INC COMMON STOCK 45168D104 525,997.50 32,620.00 32,620.00 32,620.00
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 217,234.68 31,890.00 31,890.00 31,890.00
ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 4,348,493.01 64,363.00 64,363.00 64,363.00
ILLINOVA CORP COMMON STOCK 452317100 233,172.50 6,710.00 6,710.00 6,710.00
IMMUNE RESPONSE CORP COMMON STOCK 45252T106 52,116.00 12,000.00 12,000.00 12,000.00
IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 859,752.40 20,200.00 20,200.00 20,200.00
IMPERIAL CREDIT INDUSTRIES INC COMMON STOCK 452729106 680,000.00 108,800.00 108,800.00 108,800.00
INACOM CORP COMMON STOCK 45323G109 153,668.99 21,016.00 21,016.00 21,016.00
INCO LTD COMMON STOCK 453258402 1,691,295.00 71,970.00 71,970.00 71,970.00
INCYTE PHARMACEUTICALS INC COMMON STOCK 45337C102 1,920,000.00 32,000.00 32,000.00 32,000.00
INFINITY BROADCASTING CORP COMMON STOCK
- CLASS A 45662S102 1,809,350.00 50,000.00 50,000.00 50,000.00
INET TECHNOLOGIES COMMON STOCK 45662V105 859,462.50 12,300.00 12,300.00 12,300.00
INFONET SERVICES CORPORATION COMMONSTOCK 45666T106 378,000.00 14,400.00 14,400.00 14,400.00
INFORMIX CORP COMMON STOCK 456779107 1,034,670.00 90,960.00 90,960.00 90,960.00
ING GROEP N.V. SPONSORED ADR COMMON STOCK 456837103 3,050,000.00 50,000.00 50,000.00 50,000.00
INGERSOLL-RAND CO COMMON STOCK 456866102 1,925,518.14 34,970.00 34,970.00 34,970.00
INFORMATION RESOURCES INC COMMON STOCK 456905108 580,807.50 62,790.00 62,790.00 62,790.00
INPUT/OUTPUT INC COMMON STOCK 457652105 118,450.80 23,400.00 23,400.00 23,400.00
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 2,386,312.50 58,740.00 58,740.00 58,740.00
INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 327,700.00 11,600.00 11,600.00 11,600.00
INTEGRATED DEVICE TECHNLGY INC COMMON STOCK 458118106 256,070.00 8,830.00 8,830.00 8,830.00
INTEL CORP COMMON STOCK 458140100 66,405,617.60 806,755.00 806,755.00 806,755.00
INTER-TEL INC COMMON STOCK 458372109 1,051,250.00 42,050.00 42,050.00 42,050.00
INTERFACE INC COMMON STOCK 458665106 792,292.50 137,790.00 137,790.00 137,790.00
INTEREP NATL RADIO SALES-A COMMONSTOCK 45866V109 885,425.00 66,200.00 66,200.00 66,200.00
INTERIM SERVICES INC COMMON STOCK 45868P100 1,002,870.00 40,520.00 40,520.00 40,520.00
INTERMET CORP COMMON STOCK 45881K104 136,012.50 11,700.00 11,700.00 11,700.00
INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 44,567,928.00 412,666.00 412,666.00 412,666.00
INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 2,736,120.00 72,480.00 72,480.00 72,480.00
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 4,381,501.52 215,710.00 215,710.00 215,710.00
INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 512,642.50 38,690.00 38,690.00 38,690.00
INTERNATIONAL PAPER CO COMMON STOCK 460146103 8,666,070.66 153,553.00 153,553.00 153,553.00
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 1,125,800.00 43,300.00 43,300.00 43,300.00
INTERNATIONAL SPEEDWAY CORP COMMON STOCK 460335201 258,927.50 5,140.00 5,140.00 5,140.00
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 4,139,330.69 71,755.00 71,755.00 71,755.00
INTRAWEST CORPORATION COMMON STOCK 460915200 908,880.00 52,500.00 52,500.00 52,500.00
INTRANET SOLUTIONS INC COMMON STOCK 460939309 2,175,600.00 58,800.00 58,800.00 58,800.00
INTERTAN INC COMMON STOCK 461120107 640,062.50 24,500.00 24,500.00 24,500.00
INTERVOICE-BRITE INC COMMON STOCK 461142101 2,137,372.50 91,930.00 91,930.00 91,930.00
INTEVAC INC CONVERTIBLE NOTES 461148AC2 109,000.00 200,000.00 200,000.00 200,000.00
INTIMATE BRANDS INC COMMON STOCK 461156101 709,104.38 16,443.00 16,443.00 16,443.00
INTRAWARE INC COMMON STOCK 46118M103 1,814,569.90 22,700.00 22,700.00 22,700.00
INTUIT INC COMMON STOCK 461202103 3,409,815.93 56,890.00 56,890.00 56,890.00
INVACARE CORP COMMON STOCK 461203101 278,861.80 13,900.00 13,900.00 13,900.00
INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 230,575.00 8,020.00 8,020.00 8,020.00
INVITROGEN CORP COMMONSTOCK 46185R100 942,000.00 15,700.00 15,700.00 15,700.00
INVESTORS FINANCIAL SERVICES COMMON STOCK 461915100 309,120.00 6,720.00 6,720.00 6,720.00
IONA TECHNOLOGIES PLC ADR 46206P109 1,640,450.00 30,100.00 30,100.00 30,100.00
IONICS INC COMMON STOCK 462218108 208,687.50 7,420.00 7,420.00 7,420.00
IVAX CORP COMMON STOCK 465823102 263,422.50 10,230.00 10,230.00 10,230.00
JLG INDUSTRIES INC COMMON STOCK 466210101 325,114.80 20,400.00 20,400.00 20,400.00
JSB FINANCIAL INC COMMON STOCK 46624M100 228,250.00 4,400.00 4,400.00 4,400.00
JABIL CIRCUIT INC COMMON STOCK 466313103 620,500.00 8,500.00 8,500.00 8,500.00
JACK IN THE BOX INC COMMON STOCK 466367109 364,504.94 17,620.00 17,620.00 17,620.00
JACOBSON STORES INC CONVERTIBLE
DEBENTURES 469834AC9 68,250.00 100,000.00 100,000.00 100,000.00
JAKKS PACIFIC INC COMMON STOCK 47012E106 1,096,926.90 58,700.00 58,700.00 58,700.00
JAN BELL MARKETING INC COMMON STOCK 470760109 32,660.00 11,360.00 11,360.00 11,360.00
JEFFERIES GROUP - NEW COMMON STOCK 472319102 242,440.00 11,020.00 11,020.00 11,020.00
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,527,093.75 22,375.00 22,375.00 22,375.00
JOHNSON & JOHNSON COMMON STOCK 478160104 31,817,925.60 341,669.00 341,669.00 341,669.00
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,271,725.00 22,360.00 22,360.00 22,360.00
JONES APPAREL GROUP INC COMMON STOCK 480074103 2,585,093.88 95,303.00 95,303.00 95,303.00
JONES PHARMA INC COMMON STOCK 480236108 2,074,551.12 47,760.00 47,760.00 47,760.00
JOSTENS INC COMMON STOCK 481088102 367,840.56 15,130.00 15,130.00 15,130.00
JUPITER COMMUNICATIONS INC COMMON STOCK 482050101 843,975.00 27,900.00 27,900.00 27,900.00
JUST FOR FEET INC COMMON STOCK 48213P106 17,173.80 14,100.00 14,100.00 14,100.00
JUSTIN INDUSTRIES INC COMMON STOCK 482171105 174,037.50 11,700.00 11,700.00 11,700.00
KLA-TENCOR CORP COMMON STOCK 482480100 3,641,962.50 32,700.00 32,700.00 32,700.00
K MART CORP COMMON STOCK 482584109 1,063,150.92 105,660.00 105,660.00 105,660.00
KAMAN CORP COMMON STOCK 483548103 137,505.00 10,680.00 10,680.00 10,680.00
KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 5,014,800.00 67,200.00 67,200.00 67,200.00
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 247,433.01 10,230.00 10,230.00 10,230.00
KEANE INC COMMON STOCK 486665102 2,394,902.50 75,430.00 75,430.00 75,430.00
KELLOGG CO COMMON STOCK 487836108 3,722,705.84 120,820.00 120,820.00 120,820.00
KELLWOOD CO COMMON STOCK 488044108 247,821.75 12,750.00 12,750.00 12,750.00
KEMET CORP COMMON STOCK 488360108 830,042.04 18,420.00 18,420.00 18,420.00
KENT ELECTRONICS CORP COMMON STOCK 490553104 295,522.50 12,990.00 12,990.00 12,990.00
KENT ELECTRONICS CONVERTIBLE BOND 490553AA2 666,000.00 800,000.00 800,000.00 800,000.00
KERR-MCGEE CORP COMMON STOCK 492386107 1,181,534.00 19,057.00 19,057.00 19,057.00
KEY ENERGY SERVICES INC CONVERTIBLE BOND 492914AF3 273,500.00 400,000.00 400,000.00 400,000.00
KEYCORP COMMON STOCK 493267108 2,626,414.50 118,708.00 118,708.00 118,708.00
KEYSPAN CORPORATION COMMON STOCK 49337W100 300,735.39 12,970.00 12,970.00 12,970.00
KIMBERLY-CLARK CORP COMMON STOCK 494368103 11,229,525.00 172,100.00 172,100.00 172,100.00
KINDER MORGAN INC COMMON STOCK 49455P101 220,038.30 10,900.00 10,900.00 10,900.00
KIRBY CORP COMMON STOCK 497266106 232,675.00 11,350.00 11,350.00 11,350.00
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,967,265.00 49,870.00 49,870.00 49,870.00
KOHLS CORP COMMON STOCK 500255104 3,053,510.10 42,300.00 42,300.00 42,300.00
KOMAG INC COMMON STOCK 500453105 79,281.25 25,370.00 25,370.00 25,370.00
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 500472204 2,700,000.00 20,000.00 20,000.00 20,000.00
KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 1,323,075.00 17,700.00 17,700.00 17,700.00
KROGER CO COMMON STOCK 501044101 3,538,307.50 187,460.00 187,460.00 187,460.00
KROLL-O'GARA COMPANY COMMON STOCK 501050108 168,300.00 10,200.00 10,200.00 10,200.00
KRONOS INC COMMON STOCK 501052104 345,000.00 5,750.00 5,750.00 5,750.00
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 459,243.98 10,790.00 10,790.00 10,790.00
KYOCERA CORP ADR SPONSORED 501556203 11,790,000.00 45,000.00 45,000.00 45,000.00
LG&E ENERGY CORP COMMON STOCK 501917108 218,311.24 12,520.00 12,520.00 12,520.00
LSI LOGIC CORP COMMON STOCK 502161102 2,139,075.00 31,690.00 31,690.00 31,690.00
LTX CORP COMMON STOCK 502392103 657,825.00 29,400.00 29,400.00 29,400.00
LA-Z-BOY INC COMMON STOCK 505336107 405,169.20 24,100.00 24,100.00 24,100.00
LABOR READY INC COMMON STOCK 505401208 239,468.75 19,750.00 19,750.00 19,750.00
LANCASTER COLONY CORP COMMON STOCK 513847103 440,827.50 13,308.00 13,308.00 13,308.00
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 99,726.76 11,480.00 11,480.00 11,480.00
LASER VISION CENTERS INC COMMON STOCK 51807H100 121,357.38 11,490.00 11,490.00 11,490.00
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 1,773,785.00 37,640.00 37,640.00 37,640.00
LEAR CORP COMMON STOCK 521865105 207,680.00 6,490.00 6,490.00 6,490.00
LEE ENTERPRISES INC COMMON STOCK 523768109 5,293,557.75 165,750.00 165,750.00 165,750.00
LEGATO SYS INC COMMON STOCK 524651106 562,194.04 8,170.00 8,170.00 8,170.00
LEGGETT & PLATT INC COMMON STOCK 524660107 4,488,907.80 209,400.00 209,400.00 209,400.00
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 2,176,455.90 25,700.00 25,700.00 25,700.00
LEXMARK INTL GROUP INC COMMON STOCK 529771107 2,615,450.00 28,900.00 28,900.00 28,900.00
LIBBEY INC COMMON STOCK 529898108 2,096,162.50 72,910.00 72,910.00 72,910.00
LIBERTY FINANCIAL COMPANIES IN COMMON STOCK 530512102 339,467.60 14,800.00 14,800.00 14,800.00
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 671,725.00 27,700.00 27,700.00 27,700.00
ELI LILLY & CO COMMON STOCK 532457108 16,333,730.00 245,620.00 245,620.00 245,620.00
LILLY INDUSTRIES INC COMMON STOCK 532491107 143,372.79 10,670.00 10,670.00 10,670.00
LIMITED INC COMMON STOCK 532716107 1,986,201.70 45,858.00 45,858.00 45,858.00
LINCARE HOLDINGS INC COMMON STOCK 532791100 1,212,310.65 34,950.00 34,950.00 34,950.00
LINCOLN NATIONAL CORP COMMON STOCK 534187109 2,954,400.00 73,860.00 73,860.00 73,860.00
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 1,429,808.76 19,980.00 19,980.00 19,980.00
LINENS N THINGS INC COMMON STOCK 535679104 1,561,237.50 52,700.00 52,700.00 52,700.00
LIPOSOME COMPANY INC COMMON STOCK 536310105 220,752.27 18,090.00 18,090.00 18,090.00
LITTELFUSE INC COMMON STOCK 537008104 1,060,380.50 43,700.00 43,700.00 43,700.00
LITTON INDUSTRIES INC COMMON STOCK 538021106 1,025,928.75 20,570.00 20,570.00 20,570.00
LIZ CLAIBORNE INC COMMON STOCK 539320101 1,687,481.25 44,850.00 44,850.00 44,850.00
LOCAL FINANCIAL CORP COMMON STOCK 539553107 310,212.50 29,900.00 29,900.00 29,900.00
LOCKHEED MARTIN CORP COMMON STOCK 539830109 3,699,062.50 169,100.00 169,100.00 169,100.00
LOEWS CORP COMMON STOCK 540424108 1,382,449.86 22,780.00 22,780.00 22,780.00
LONGS DRUG STORES CORP COMMON STOCK 543162101 3,214,368.36 124,530.00 124,530.00 124,530.00
LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 978,750.00 54,000.00 54,000.00 54,000.00
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 324,615.00 22,780.00 22,780.00 22,780.00
LOWE'S COMPANIES COMMON STOCK 548661107 4,885,160.00 81,760.00 81,760.00 81,760.00
LUBY'S INC COMMON STOCK 549282101 117,162.50 10,300.00 10,300.00 10,300.00
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 55,451,252.90 741,208.00 741,208.00 741,208.00
LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 144,075.00 11,300.00 11,300.00 11,300.00
MAF BANCORP INC COMMON STOCK 55261R108 232,819.44 11,120.00 11,120.00 11,120.00
MBIA INC COMMON STOCK 55262C100 5,891,706.72 111,560.00 111,560.00 111,560.00
MBNA CORP COMMON STOCK 55262L100 7,353,112.75 269,839.00 269,839.00 269,839.00
MDC HOLDINGS INC COMMON STOCK 552676108 161,576.10 10,300.00 10,300.00 10,300.00
MCN CORP COMMON STOCK 55267J100 547,912.50 23,070.00 23,070.00 23,070.00
MCI WORLDCOM INC COMMON STOCK 55268B106 34,014,546.10 641,034.00 641,034.00 641,034.00
MGIC INVESTMENT CORP COMMON STOCK 552848103 3,423,436.56 56,880.00 56,880.00 56,880.00
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK
CLASS A 553530106 675,750.00 51,000.00 51,000.00 51,000.00
MTI TECHNOLOGY CORP COMMON STOCK 553903105 689,562.50 18,700.00 18,700.00 18,700.00
MACDERMID INC COMMON STOCK 554273102 476,319.20 11,600.00 11,600.00 11,600.00
MACROMEDIA INC COMMON STOCK 556100105 2,343,656.25 32,050.00 32,050.00 32,050.00
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 92,155.20 14,600.00 14,600.00 14,600.00
MAGNA INTERNATIONAL CONVERTIBLE
DEBENTURE 559222AG9 425,000.00 500,000.00 500,000.00 500,000.00
MALLINCKRODT INC COMMON STOCK 561232109 475,589.40 14,950.00 14,950.00 14,950.00
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 406,130.00 11,945.00 11,945.00 11,945.00
MANOR CARE INC COMMON STOCK 564055101 350,240.00 21,890.00 21,890.00 21,890.00
MANPOWER INC COMMON STOCK 56418H100 2,696,583.75 71,670.00 71,670.00 71,670.00
MARCUS CORP (THE) COMMON STOCK 566330106 184,758.75 13,750.00 13,750.00 13,750.00
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 6,827,267.45 71,350.00 71,350.00 71,350.00
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 646,335.48 10,290.00 10,290.00 10,290.00
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 1,682,254.60 53,300.00 53,300.00 53,300.00
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 1,208,680.00 29,480.00 29,480.00 29,480.00
MASCO CORP COMMON STOCK 574599106 2,426,865.00 95,640.00 95,640.00 95,640.00
MASCOTECH INC COMMON STOCK 574670105 260,464.11 20,530.00 20,530.00 20,530.00
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 1,674,000.00 6,000.00 6,000.00 6,000.00
MATTEL INC COMMON STOCK 577081102 1,183,100.63 90,141.00 90,141.00 90,141.00
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 5,709,627.00 121,000.00 121,000.00 121,000.00
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 3,172,916.25 98,385.00 98,385.00 98,385.00
MAVERICK TUBE CORP COMMON STOCK 577914104 360,430.20 14,600.00 14,600.00 14,600.00
MAXIMUS INC COMMON STOCK 577933104 327,152.68 9,640.00 9,640.00 9,640.00
MAYTAG CORP COMMON STOCK 578592107 905,760.00 18,870.00 18,870.00 18,870.00
MCCLATCHY NEWSPAPERS INC COMMON STOCK
CLASS A 579489105 843,375.00 19,500.00 19,500.00 19,500.00
MCCORMICK & COMPANY INC COMMON STOCK 579780206 5,319,895.00 178,820.00 178,820.00 178,820.00
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 114,543.68 12,640.00 12,640.00 12,640.00
MCDONALD'S CORP COMMON STOCK 580135101 14,285,968.10 354,385.00 354,385.00 354,385.00
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 2,584,552.50 41,940.00 41,940.00 41,940.00
MCKESSON HBOC INC COMMON STOCK 58155Q103 1,357,104.30 60,150.00 60,150.00 60,150.00
MCLEODUSA INC COMMON STOCK 582266102 794,812.50 13,500.00 13,500.00 13,500.00
MEAD CORP COMMON STOCK 582834107 954,745.26 21,980.00 21,980.00 21,980.00
MEDIAONE GROUP INC COMMON STOCK 58440J104 12,105,187.10 157,595.00 157,595.00 157,595.00
MEDIAPLEX INC COMMON STOCK 58446B105 1,568,750.00 25,000.00 25,000.00 25,000.00
MEDICIS PHARMACEUTICAL CORP COMMON STOCK
CLASS A 584690309 1,456,897.26 34,230.00 34,230.00 34,230.00
MEDIMMUNE INC COMMON STOCK 584699102 3,979,341.25 23,990.00 23,990.00 23,990.00
MEDQUIST INC COMMON STOCK 584949101 427,962.96 16,580.00 16,580.00 16,580.00
MEDTRONIC INC COMMON STOCK 585055106 11,497,185.20 315,536.00 315,536.00 315,536.00
MELLON FINANCIAL CORP COMMON STOCK 58551A108 7,103,834.47 208,556.00 208,556.00 208,556.00
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 2,937,646.88 100,005.00 100,005.00 100,005.00
MENTOR CORP COMMON STOCK 587188103 290,385.00 11,250.00 11,250.00 11,250.00
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,258,317.80 39,400.00 39,400.00 39,400.00
MERCK & COMPANY INC COMMON STOCK 589331107 39,331,930.10 586,501.00 586,501.00 586,501.00
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 2,841,981.21 26,330.00 26,330.00 26,330.00
MEREDITH CORP COMMON STOCK 589433101 464,393.18 11,140.00 11,140.00 11,140.00
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 520,576.00 32,536.00 32,536.00 32,536.00
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 7,635,240.00 91,440.00 91,440.00 91,440.00
MESA AIR GROUP INC COMMON STOCK 590479101 74,100.00 15,600.00 15,600.00 15,600.00
METAMOR WORLDWIDE INC COMMON STOCK 59133P100 1,298,975.00 44,600.00 44,600.00 44,600.00
METHODE ELECTRONICS INC COMMON STOCK 591520200 525,565.00 16,360.00 16,360.00 16,360.00
MICHAEL FOODS INC COMMON STOCK 594079105 1,632,391.25 66,290.00 66,290.00 66,290.00
MICHAELS STORES INC COMMON STOCK 594087108 619,590.00 21,740.00 21,740.00 21,740.00
MICREL INC COMMON STOCK 594793101 1,082,372.37 19,010.00 19,010.00 19,010.00
MICROS SYSTEMS INC COMMON STOCK 594901100 2,274,760.00 30,740.00 30,740.00 30,740.00
MICROSOFT CORP COMMON STOCK 594918104 145,307,050.00 1,244,600.00 1,244,600.00 1,244,600.00
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 336,710.04 4,920.00 4,920.00 4,920.00
MICROMUSE INC COMMON STOCK 595094103 748,000.00 4,400.00 4,400.00 4,400.00
MICRON TECHNOLOGY INC COMMON STOCK 595112103 4,490,062.50 57,750.00 57,750.00 57,750.00
MIDWEST EXPRESS HOLDINGS COMMON STOCK 597911106 207,187.50 6,500.00 6,500.00 6,500.00
MIDWAY GAMES INC COMMON STOCK 598148104 418,825.69 17,497.00 17,497.00 17,497.00
MILACRON INC COMMON STOCK 598709103 719,242.50 46,780.00 46,780.00 46,780.00
MILLENNIUM PHARMACEUTICALS COMMON STOCK 599902103 518,500.00 4,250.00 4,250.00 4,250.00
MILLER (HERMAN) INC COMMON STOCK 600544100 4,147,360.00 180,320.00 180,320.00 180,320.00
MILLIPORE CORP COMMON STOCK 601073109 2,183,471.25 56,530.00 56,530.00 56,530.00
MINIMED INC COMMON STOCK 60365K108 221,215.00 3,020.00 3,020.00 3,020.00
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 10,644,885.00 108,760.00 108,760.00 108,760.00
MIRAGE RESORTS INC COMMON STOCK 60462E104 631,620.00 41,250.00 41,250.00 41,250.00
MISSION CRITICAL SOFTWARE COMMONSTOCK 605047109 1,400,000.00 20,000.00 20,000.00 20,000.00
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 74,621.41 12,061.00 12,061.00 12,061.00
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 418,665.00 29,380.00 29,380.00 29,380.00
MOLEX INC COMMON STOCK 608554101 1,893,799.30 33,408.00 33,408.00 33,408.00
MOLEX INC COMMON STOCK
CLASS A 608554200 1,923,125.00 42,500.00 42,500.00 42,500.00
MONACO COACH CORP COMMON STOCK 60886R103 222,389.40 8,700.00 8,700.00 8,700.00
MONSANTO CO COMMON STOCK 611662107 4,839,300.00 135,840.00 135,840.00 135,840.00
MONTANA POWER CO COMMON STOCK 612085100 780,021.06 21,630.00 21,630.00 21,630.00
MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 8,539,590.00 67,440.00 67,440.00 67,440.00
MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 20,237,953.00 141,772.00 141,772.00 141,772.00
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 189,284.76 24,230.00 24,230.00 24,230.00
MOTOROLA INC COMMON STOCK 620076109 22,919,462.50 155,650.00 155,650.00 155,650.00
MUELLER INDUSTRIES INC COMMON STOCK 624756102 584,350.00 16,120.00 16,120.00 16,120.00
MURPHY OIL CORP COMMON STOCK 626717102 250,155.00 4,360.00 4,360.00 4,360.00
MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 1,675,820.16 99,680.00 99,680.00 99,680.00
MYLAN LABORATORIES INC COMMON STOCK 628530107 1,927,309.24 76,520.00 76,520.00 76,520.00
NABI INC CONVERTIBLE BOND 628716AB8 390,468.75 525,000.00 525,000.00 525,000.00
NBTY INC COMMON STOCK 628782104 357,959.52 30,960.00 30,960.00 30,960.00
NCO GROUP INC COMMON STOCK 628858102 1,208,012.50 40,100.00 40,100.00 40,100.00
NCR CORP COMMON STOCK 62886E108 353,032.88 9,321.00 9,321.00 9,321.00
NFO WORLDWIDE INC COMMON STOCK 62910N108 231,021.88 10,325.00 10,325.00 10,325.00
NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 741,348.75 69,774.00 69,774.00 69,774.00
NABORS INDUSTRIES INC COMMON STOCK 629568106 413,627.69 13,370.00 13,370.00 13,370.00
NATIONAL AUSTRALIA BANK LTD ADR 632525408 3,431,250.00 45,000.00 45,000.00 45,000.00
NATIONAL CITY CORP COMMON STOCK 635405103 3,826,397.98 161,540.00 161,540.00 161,540.00
NATIONAL COMMERCE BANCORP COMMON STOCK 635449101 235,717.93 10,390.00 10,390.00 10,390.00
NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 832,265.00 22,120.00 22,120.00 22,120.00
NATIONAL DATA CORP COMMON STOCK 635621105 2,313,145.92 68,160.00 68,160.00 68,160.00
NATIONAL INFO CONSORTIUM INC. COMMON STOCK 636491102 588,800.00 18,400.00 18,400.00 18,400.00
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 882,427.50 23,070.00 23,070.00 23,070.00
NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 1,575,481.60 36,800.00 36,800.00 36,800.00
NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 826,885.00 28,030.00 28,030.00 28,030.00
NATURAL MICROSYSTEMS CORP COMMON STOCK 638882100 2,050,365.60 43,800.00 43,800.00 43,800.00
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 180,992.00 16,000.00 16,000.00 16,000.00
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 641,457.50 13,540.00 13,540.00 13,540.00
NETWORKS ASSOCIATES INC COMMON STOCK 640938106 358,112.85 13,419.00 13,419.00 13,419.00
NETIQ CORP COMMON STOCK 64115P102 1,067,271.00 20,500.00 20,500.00 20,500.00
NETRATINGS INC COMMON STOCK 64116M108 1,544,812.50 32,100.00 32,100.00 32,100.00
NETWORK APPLIANCE INC COMMON STOCK 64120L104 2,815,801.80 33,900.00 33,900.00 33,900.00
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 749,655.00 24,680.00 24,680.00 24,680.00
NEW ENGLAND ELECTRIC SYSTEM COMMON STOCK 644001109 294,975.00 5,700.00 5,700.00 5,700.00
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 653,507.26 16,730.00 16,730.00 16,730.00
NEW YORK TIMES CO COMMON STOCK 650111107 1,792,080.00 36,480.00 36,480.00 36,480.00
NEWBRIDGE NETWORKS CORP COMMON STOCK 650901101 943,091.60 41,800.00 41,800.00 41,800.00
NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,433,716.00 118,404.00 118,404.00 118,404.00
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,174,507.50 81,290.00 81,290.00 81,290.00
NEWMONT MINING CORP COMMON STOCK 651639106 1,887,725.00 77,050.00 77,050.00 77,050.00
NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 694,650.00 25,260.00 25,260.00 25,260.00
NEWS CORPORATION LTD SPONSORED ADR 652487703 2,295,000.00 60,000.00 60,000.00 60,000.00
NEXTCARD INC COMMON STOCK 65332K107 288,750.00 10,000.00 10,000.00 10,000.00
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 10,624,453.10 103,025.00 103,025.00 103,025.00
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 959,004.97 68,810.00 68,810.00 68,810.00
NICE SYSTEMS LTD ADR SPONSORED ADR 653656108 1,180,488.00 24,000.00 24,000.00 24,000.00
NICOR INC COMMON STOCK 654086107 329,225.00 10,130.00 10,130.00 10,130.00
NIKE INC COMMON STOCK 654106103 2,964,303.22 59,810.00 59,810.00 59,810.00
99 CENTS ONLY STORES COMMON STOCK 65440K106 443,700.00 11,600.00 11,600.00 11,600.00
NIPPON TELEGRAPH & TELEPHONE C COMMON STOCK 654624105 3,014,375.00 35,000.00 35,000.00 35,000.00
NISOURCE INC COMMON STOCK 65473P105 215,930.00 12,080.00 12,080.00 12,080.00
NOKIA CORP AB ADR SPONSORED 654902204 1,852,500.00 9,750.00 9,750.00 9,750.00
NOBLE DRILLING CORP COMMON STOCK 655042109 413,960.00 12,640.00 12,640.00 12,640.00
NORAM ENERGY CORP CONVERTIBLE SUB
DEBENTURES 655419AC3 113,950.00 132,500.00 132,500.00 132,500.00
NORDSTROM INC COMMON STOCK 655664100 775,658.94 29,620.00 29,620.00 29,620.00
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 3,285,535.00 160,270.00 160,270.00 160,270.00
NORTEL INVERSORA - ADR COMMON STOCK 656567401 610,312.50 31,500.00 31,500.00 31,500.00
NORTEL NETWORKS CORP COMMON STOCK 656569100 34,854,797.00 345,097.00 345,097.00 345,097.00
NORTH AMERICAN VACCINE INC COMMON STOCK 657201109 68,355.00 15,190.00 15,190.00 15,190.00
NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,576,400.00 90,080.00 90,080.00 90,080.00
NORTHEAST UTILITIES COMMON STOCK 664397106 261,959.88 12,740.00 12,740.00 12,740.00
NORTHERN STATES POWER CO COMMON STOCK 665772109 645,450.00 33,100.00 33,100.00 33,100.00
NORTHERN TRUST CORP COMMON STOCK 665859104 3,305,875.00 62,375.00 62,375.00 62,375.00
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 802,280.08 14,840.00 14,840.00 14,840.00
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 254,249.83 11,590.00 11,590.00 11,590.00
NORTHWESTERN CORPORATION COMMON STOCK 668074107 234,740.00 10,670.00 10,670.00 10,670.00
NOVA CORP/GEORGIA COMMON STOCK 669784100 4,814,783.10 152,550.00 152,550.00 152,550.00
NOVELL INC COMMON STOCK 670006105 5,477,758.92 137,160.00 137,160.00 137,160.00
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 465,617.80 3,800.00 3,800.00 3,800.00
NOVO-NORDISK AS ADR 670100205 1,615,625.00 25,000.00 25,000.00 25,000.00
NSTAR COMMON STOCK 67019E107 956,205.00 23,610.00 23,610.00 23,610.00
NUCOR CORP COMMON STOCK 670346105 1,022,791.92 18,660.00 18,660.00 18,660.00
OM GROUP INC COMMON STOCK 670872100 1,016,235.87 29,510.00 29,510.00 29,510.00
OAK INDUSTRIES INC COMMON STOCK 671400505 838,387.50 7,900.00 7,900.00 7,900.00
OAKWOOD HOMES CORP COMMON STOCK 674098108 69,444.73 21,790.00 21,790.00 21,790.00
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,776,926.25 82,170.00 82,170.00 82,170.00
OCEAN ENERGY INC COMMON STOCK 67481E106 1,116,759.50 144,098.00 144,098.00 144,098.00
OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 162,514.56 10,880.00 10,880.00 10,880.00
OFFICE DEPOT INC COMMON STOCK 676220106 769,822.62 70,387.00 70,387.00 70,387.00
OFFICEMAX INC COMMON STOCK 67622M108 60,005.00 10,910.00 10,910.00 10,910.00
OGDEN CORP EURODOLLAR
CONVERT SUB BONDS 676346AD1 421,368.75 495,000.00 495,000.00 495,000.00
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 891,697.63 25,207.00 25,207.00 25,207.00
OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 166,088.75 12,190.00 12,190.00 12,190.00
OLIN CORP COMMON STOCK 680665205 486,582.72 24,560.00 24,560.00 24,560.00
OMNICARE INC COMMON STOCK 681904108 2,181,960.00 181,830.00 181,830.00 181,830.00
OMNICOM GROUP INC COMMON STOCK 681919106 4,000,000.00 40,000.00 40,000.00 40,000.00
OMNOVA SOLUTIONS INC COMMON STOCK 682129101 149,265.00 19,260.00 19,260.00 19,260.00
OMNIPOINT CORP COMMON STOCK 68212D102 509,640.63 4,225.00 4,225.00 4,225.00
ONEMAIN.COM INC COMMON STOCK 68267P109 186,000.00 12,400.00 12,400.00 12,400.00
OPEN MARKET INC COMMONSTOCK 68370M100 925,062.50 20,500.00 20,500.00 20,500.00
ORACLE CORP COMMON STOCK 68389X105 38,027,007.00 339,339.00 339,339.00 339,339.00
ORBITAL SCIENCES CORP COMMON STOCK 685564106 320,751.36 17,280.00 17,280.00 17,280.00
ORGANOGENESIS INC COMMON STOCK 685906109 121,878.61 14,030.00 14,030.00 14,030.00
O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 2,825,315.00 131,410.00 131,410.00 131,410.00
ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 265,717.62 22,260.00 22,260.00 22,260.00
OSHKOSH TRUCK CORP COMMON STOCK 688239201 495,372.80 16,900.00 16,900.00 16,900.00
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 1,744,781.99 67,270.00 67,270.00 67,270.00
OWENS & MINOR INC COMMON STOCK 690732102 134,501.85 15,050.00 15,050.00 15,050.00
OWENS CORNING COMMON STOCK 69073F103 234,447.68 12,140.00 12,140.00 12,140.00
OWENS-ILLINOIS INC COMMON STOCK 690768403 804,490.20 32,100.00 32,100.00 32,100.00
P-COM INC COMMON STOCK 693262107 1,119,523.80 126,600.00 126,600.00 126,600.00
PECO ENERGY CO COMMON STOCK 693304107 1,378,185.00 39,660.00 39,660.00 39,660.00
PG&E CORP COMMON STOCK 69331C108 1,685,407.50 82,215.00 82,215.00 82,215.00
PE CORP CELERA GENOMICS COMMON STOCK 69332S102 3,598,531.92 29,910.00 29,910.00 29,910.00
PMC SIERRA INC COMMON STOCK 69344F106 1,923,744.00 12,000.00 12,000.00 12,000.00
PMI GROUP INC (THE) COMMON STOCK 69344M101 210,135.66 4,305.00 4,305.00 4,305.00
PNC BANK CORP COMMON STOCK 693475105 2,799,717.50 62,915.00 62,915.00 62,915.00
PP&L RESOURCES INC COMMON STOCK 693499105 702,514.13 30,711.00 30,711.00 30,711.00
PPG INDUSTRIES INC COMMON STOCK 693506107 3,881,346.48 62,040.00 62,040.00 62,040.00
PACCAR INC COMMON STOCK 693718108 741,339.76 16,730.00 16,730.00 16,730.00
PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 560,925.00 27,700.00 27,700.00 27,700.00
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 1,857,675.00 58,280.00 58,280.00 58,280.00
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 224,243.00 4,231.00 4,231.00 4,231.00
PACTIV CORPORATION COMMON STOCK 695257105 389,193.75 36,630.00 36,630.00 36,630.00
PAINE WEBBER GROUP INC COMMON STOCK 695629105 1,183,766.00 30,500.00 30,500.00 30,500.00
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 995,927.40 70,200.00 70,200.00 70,200.00
PALL CORP COMMON STOCK 696429307 2,190,267.96 101,580.00 101,580.00 101,580.00
PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 3,618,189.40 133,700.00 133,700.00 133,700.00
PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 349,635.20 29,600.00 29,600.00 29,600.00
PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 367,500.00 29,400.00 29,400.00 29,400.00
PARKER HANNIFIN CORP COMMON STOCK 701094104 1,231,488.00 24,000.00 24,000.00 24,000.00
PATTERSON DENTAL CO COMMON STOCK 703412106 660,261.25 15,490.00 15,490.00 15,490.00
PATTERSON ENERGY INC COMMON STOCK 703414102 595,400.00 45,800.00 45,800.00 45,800.00
PAXAR CORP COMMON STOCK 704227107 181,741.42 21,541.00 21,541.00 21,541.00
PAYCHEX INC COMMON STOCK 704326107 2,222,840.00 55,571.00 55,571.00 55,571.00
PEGASUS SYSTEMS INC COMMON STOCK 705906105 361,872.00 6,000.00 6,000.00 6,000.00
PENNEY J C CO INC COMMON STOCK 708160106 1,636,229.59 82,070.00 82,070.00 82,070.00
PENTAIR INC COMMON STOCK 709631105 2,898,665.00 75,290.00 75,290.00 75,290.00
PEOPLES ENERGY CORP COMMON STOCK 711030106 255,270.00 7,620.00 7,620.00 7,620.00
PEOPLESOFT INC COMMON STOCK 712713106 1,121,011.20 52,600.00 52,600.00 52,600.00
PEP BOYS - MANNY MOE & JACK COMMON STOCK 713278109 102,136.13 11,193.00 11,193.00 11,193.00
PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 486,922.80 29,400.00 29,400.00 29,400.00
PEPSICO INC COMMON STOCK 713448108 11,896,698.80 337,495.00 337,495.00 337,495.00
PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 186,613.20 22,200.00 22,200.00 22,200.00
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 1,839,485.95 21,850.00 21,850.00 21,850.00
PERKINELMER INC COMMON STOCK 714046109 409,783.21 9,830.00 9,830.00 9,830.00
PHARMACYCLICS INC COMMON STOCK 716933106 680,625.00 16,500.00 16,500.00 16,500.00
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 7,800,840.00 173,352.00 173,352.00 173,352.00
PFIZER INC COMMON STOCK 717081103 28,938,020.80 892,130.00 892,130.00 892,130.00
PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 135,018.75 11,370.00 11,370.00 11,370.00
PHELPS DODGE CORP COMMON STOCK 717265102 2,268,757.88 33,799.00 33,799.00 33,799.00
PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 390,301.63 18,867.00 18,867.00 18,867.00
PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 13,035,267.70 562,180.00 562,180.00 562,180.00
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 3,395,750.00 72,250.00 72,250.00 72,250.00
PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 103,900.00 12,500.00 12,500.00 12,500.00
PHOTRONICS INC COMMON STOCK 719405102 314,875.00 11,000.00 11,000.00 11,000.00
PICTURETEL CORP COMMON STOCK 720035302 80,548.16 18,680.00 18,680.00 18,680.00
PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 434,995.00 14,380.00 14,380.00 14,380.00
PIER 1 IMPORTS INC COMMON STOCK 720279108 284,911.50 44,692.00 44,692.00 44,692.00
PILOT NETWORK SERVICES INC COMMONSTOCK 721596104 487,200.00 20,300.00 20,300.00 20,300.00
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 3,923,925.00 92,600.00 92,600.00 92,600.00
PINNACLE SYS INC COMMON STOCK 723481107 452,032.57 11,110.00 11,110.00 11,110.00
PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 556,228.40 18,200.00 18,200.00 18,200.00
PIONEER GROUP INC COMMON STOCK 723684106 191,992.50 12,190.00 12,190.00 12,190.00
PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 180,823.43 12,525.00 12,525.00 12,525.00
PITNEY BOWES INC COMMON STOCK 724479100 3,880,419.84 80,320.00 80,320.00 80,320.00
PLACER DOME INC COMMON STOCK 725906101 749,060.00 69,680.00 69,680.00 69,680.00
PLAINS RESOURCES INC COMMON STOCK 726540503 476,625.00 38,130.00 38,130.00 38,130.00
PLANTRONICS INC COMMON STOCK 727493108 547,449.30 7,650.00 7,650.00 7,650.00
PLAYERS INTERNATIONAL INC COMMON STOCK 727903106 121,872.94 14,830.00 14,830.00 14,830.00
PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 891,750.00 58,000.00 58,000.00 58,000.00
PLEXUS CORP COMMON STOCK 729132100 352,440.00 8,010.00 8,010.00 8,010.00
POGO PRODUCING CO COMMON STOCK 730448107 380,480.00 18,560.00 18,560.00 18,560.00
POLARIS INDUSTRIES INC COMMON STOCK 731068102 407,812.50 11,250.00 11,250.00 11,250.00
POLICY MANAGEMENT SYSTEMS CORP COMMON STOCK 731108106 397,744.72 15,560.00 15,560.00 15,560.00
PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 3,534,375.00 325,000.00 325,000.00 325,000.00
POTLATCH CORP COMMON STOCK 737628107 273,105.00 6,120.00 6,120.00 6,120.00
POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 261,711.17 11,410.00 11,410.00 11,410.00
POWERGEN PLC ADR SPONSORED 738905405 1,739,375.00 55,000.00 55,000.00 55,000.00
POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 547,557.50 9,380.00 9,380.00 9,380.00
PREMIER BANCSHARES INC COMMON STOCK 739909109 201,922.50 14,820.00 14,820.00 14,820.00
PRAXAIR INC COMMON STOCK 74005P104 3,592,779.92 71,410.00 71,410.00 71,410.00
PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 250,320.00 10,430.00 10,430.00 10,430.00
PRECISION DRILLING CORP COMMON STOCK 74022D100 909,319.80 35,400.00 35,400.00 35,400.00
PRECISION RESPONSE CORP COMMON STOCK 740314109 1,515,625.00 62,500.00 62,500.00 62,500.00
PREMIER PARKS INC COMMON STOCK 740540208 2,067,450.00 71,600.00 71,600.00 71,600.00
T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 1,680,633.50 45,500.00 45,500.00 45,500.00
PRIMUS KNOWLEDGE SOLUTIONS COMMON STOCK 74163Q100 589,056.00 13,000.00 13,000.00 13,000.00
PRIMARK CORP COMMON STOCK 741903108 255,091.66 9,172.00 9,172.00 9,172.00
PRIME HOSPITALITY CORP COMMON STOCK 741917108 199,151.20 22,600.00 22,600.00 22,600.00
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 409,938.75 28,030.00 28,030.00 28,030.00
PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 291,916.46 10,088.00 10,088.00 10,088.00
PROCTER & GAMBLE CO COMMON STOCK 742718109 35,692,012.70 325,770.00 325,770.00 325,770.00
PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 599,769.96 22,580.00 22,580.00 22,580.00
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 459,675.00 8,100.00 8,100.00 8,100.00
PROGRESSIVE CORP COMMON STOCK 743315103 1,144,406.25 15,650.00 15,650.00 15,650.00
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 541,680.00 9,760.00 9,760.00 9,760.00
PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,251,017.12 70,760.00 70,760.00 70,760.00
PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 1,532,300.00 21,890.00 21,890.00 21,890.00
PROVANT INC COMMON STOCK 743724106 1,030,200.00 40,800.00 40,800.00 40,800.00
PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 204,195.04 11,795.00 11,795.00 11,795.00
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 682,100.00 35,900.00 35,900.00 35,900.00
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,918,992.41 32,055.00 32,055.00 32,055.00
PROXIM INC COMMON STOCK 744284100 1,709,400.00 15,540.00 15,540.00 15,540.00
PSINET INC COMMON STOCK 74437C101 1,173,250.00 19,000.00 19,000.00 19,000.00
PUBLIC SERVICE COMPANY OF NC I COMMON STOCK 744516105 995,209.60 30,800.00 30,800.00 30,800.00
PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,628,505.36 46,780.00 46,780.00 46,780.00
PULTE CORP COMMON STOCK 745867101 207,450.00 9,220.00 9,220.00 9,220.00
QLT PHOTOTHERAPEUTICS INC. COMMON STOCK 746927102 722,625.00 12,300.00 12,300.00 12,300.00
QRS CORP COMMON STOCK 74726X105 646,800.00 6,160.00 6,160.00 6,160.00
QLOGIC CORP COMMON STOCK 747277101 1,689,878.75 10,570.00 10,570.00 10,570.00
QUAKER OATS CO COMMON STOCK 747402105 3,373,125.00 51,400.00 51,400.00 51,400.00
QUALCOMM INC COMMON STOCK 747525103 26,277,850.00 149,200.00 149,200.00 149,200.00
QUANTUM CORP DLT & STORAGE
COMMON STOCK 747906204 1,087,185.00 71,880.00 71,880.00 71,880.00
QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 265,825.00 9,800.00 9,800.00 9,800.00
QUEST SOFTWARE INC COMMON STOCK 74834T103 754,800.00 7,400.00 7,400.00 7,400.00
QUIKSILVER INC COMMON STOCK 74838C106 667,120.00 43,040.00 43,040.00 43,040.00
QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 459,700.20 24,600.00 24,600.00 24,600.00
QUINTUS CORPORATION COMMON STOCK 748798105 862,450.00 18,800.00 18,800.00 18,800.00
QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 1,032,000.00 24,000.00 24,000.00 24,000.00
R H DONNELLEY CORP COMMON STOCK 74955W307 992,825.00 52,600.00 52,600.00 52,600.00
RPM INC (OHIO) COMMON STOCK 749685103 105,751.25 10,381.00 10,381.00 10,381.00
RSA SECURITY INC COMMON STOCK 749719100 1,375,625.00 17,750.00 17,750.00 17,750.00
RADIAN GROUP INC COMMON STOCK 750236101 2,996,790.00 62,760.00 62,760.00 62,760.00
RALCORP HOLDINGS INC COMMON STOCK 751028101 282,108.55 14,150.00 14,150.00 14,150.00
RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 2,033,202.50 72,940.00 72,940.00 72,940.00
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 412,158.75 8,390.00 8,390.00 8,390.00
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 408,965.00 21,885.00 21,885.00 21,885.00
RAYTHEON CO COMMON STOCK 755111408 1,922,557.56 72,380.00 72,380.00 72,380.00
READ-RITE CORP COMMON STOCK 755246105 109,060.00 22,960.00 22,960.00 22,960.00
READ-RITE CORP CONVERTIBLE BON 755246AA3 346,750.00 950,000.00 950,000.00 950,000.00
READERS DIGEST ASSOCIATION INC COMMON STOCK CL 755267101 1,184,332.50 40,490.00 40,490.00 40,490.00
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 98,571.48 12,040.00 12,040.00 12,040.00
REGAL-BELOIT CORP COMMON STOCK 758750103 460,556.25 22,330.00 22,330.00 22,330.00
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 184,747.50 14,490.00 14,490.00 14,490.00
REGIS CORP COMMON STOCK 758932107 1,968,662.50 104,300.00 104,300.00 104,300.00
REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,313,710.88 52,287.00 52,287.00 52,287.00
REINSURANCE GROUP AMERICA CO COMMON STOCK 759351109 579,975.00 20,900.00 20,900.00 20,900.00
RELIANCE STEEL AND ALUMINUM CO COMMON STOCK 759509102 299,290.49 12,770.00 12,770.00 12,770.00
RELIANT ENERGY INC COMMON STOCK 75952J108 2,192,111.25 95,830.00 95,830.00 95,830.00
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 337,400.07 8,610.00 8,610.00 8,610.00
REMEC INC COMMON STOCK 759543101 2,187,900.00 85,800.00 85,800.00 85,800.00
REMEDY CORP COMMON STOCK 759548100 632,456.25 13,350.00 13,350.00 13,350.00
RENAL CARE GROUP INC COMMON STOCK 759930100 482,460.00 20,640.00 20,640.00 20,640.00
REPSOL SA ADR SPONSORED 76026T205 3,487,500.00 150,000.00 150,000.00 150,000.00
REPUBLIC NEW YORK CORP COMMON STOCK 760719104 1,611,360.00 22,380.00 22,380.00 22,380.00
REPUBLIC SERVICES INC COMMON STOCK 760759100 2,327,312.50 161,900.00 161,900.00 161,900.00
RESMED INC COMMON STOCK 761152107 285,987.50 6,850.00 6,850.00 6,850.00
RESPIRONICS INC COMMON STOCK 761230101 487,641.60 61,200.00 61,200.00 61,200.00
REX STORES CORP COMMON STOCK 761624105 1,337,000.00 38,200.00 38,200.00 38,200.00
REYNOLDS METALS CO COMMON STOCK 761763101 2,217,527.50 28,940.00 28,940.00 28,940.00
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 186,402.00 10,576.00 10,576.00 10,576.00
RICHARDSON ELECTRONICS LTD CONVERTIBLE DEB 763165AB3 36,187.50 50,000.00 50,000.00 50,000.00
RIGGS NATIONAL CORP COMMON STOCK 766570105 172,749.70 13,100.00 13,100.00 13,100.00
RITE AID CORP COMMON STOCK 767754104 1,136,375.46 101,580.00 101,580.00 101,580.00
ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 1,060,221.44 37,120.00 37,120.00 37,120.00
ROCKWELL INTL NEW COMMON STOCK 773903109 2,300,872.50 48,060.00 48,060.00 48,060.00
ROGERS COMMUNICATIONS,INC CL.B COMMON STO 775109200 940,500.00 38,000.00 38,000.00 38,000.00
ROGERS COMMUNICATIONS,INC CONVERTIBLE DEB 775109AE1 258,750.00 300,000.00 300,000.00 300,000.00
ROHM & HAAS CO COMMON STOCK 775371107 1,901,466.26 46,734.00 46,734.00 46,734.00
ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 316,211.13 26,490.00 26,490.00 26,490.00
ROPER INDUSTRIES INC COMMON STOCK 776696106 526,343.04 13,920.00 13,920.00 13,920.00
ROUSE CO (THE) COMMON STOCK 779273101 5,199,875.00 244,700.00 244,700.00 244,700.00
ROWAN COMPANIES INC COMMON STOCK 779382100 387,329.82 17,860.00 17,860.00 17,860.00
ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 31,520,917.40 521,550.00 521,550.00 521,550.00
RUBY TUESDAY INC COMMON STOCK 781182100 972,458.89 53,470.00 53,470.00 53,470.00
RUSS BERRIE & COMPANY INC COMMON STOCK 782233100 249,375.00 9,500.00 9,500.00 9,500.00
RUSSELL CORP COMMON STOCK 782352108 231,652.50 13,830.00 13,830.00 13,830.00
RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 141,950.00 16,700.00 16,700.00 16,700.00
RYDER SYSTEM INC COMMON STOCK 783549108 475,544.02 19,460.00 19,460.00 19,460.00
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 44,646,371.30 915,823.00 915,823.00 915,823.00
SCI SYSTEMS INC COMMON STOCK 783890106 5,312,567.68 64,640.00 64,640.00 64,640.00
SEI INVESTMENTS CO COMMON STOCK 784117103 966,401.80 8,120.00 8,120.00 8,120.00
SLM HOLDING CORP COMMON STOCK 78442A109 1,495,650.00 35,400.00 35,400.00 35,400.00
SLI INC COMMON STOCK 78442T108 223,501.76 16,480.00 16,480.00 16,480.00
SPX CORP COMMON STOCK 784635104 591,463.03 7,319.00 7,319.00 7,319.00
S1 CORPORATION COMMONSTOCK 78463B101 1,156,250.00 14,800.00 14,800.00 14,800.00
S3 INC COMMON STOCK 784849101 407,329.26 35,230.00 35,230.00 35,230.00
SAFECO CORP COMMON STOCK 786429100 1,661,401.25 66,790.00 66,790.00 66,790.00
SAFESKIN CORP COMMON STOCK 786454108 323,131.25 26,650.00 26,650.00 26,650.00
SAFETY-KLEEN CORP COMMON STOCK 78648R203 311,080.00 27,500.00 27,500.00 27,500.00
SAFEWAY INC COMMON STOCK 786514208 3,869,145.60 108,800.00 108,800.00 108,800.00
ST JUDE MEDICAL INC COMMON STOCK 790849103 555,005.08 18,086.00 18,086.00 18,086.00
ST PAUL COMPANIES INC COMMON STOCK 792860108 3,717,023.58 110,340.00 110,340.00 110,340.00
SAKS INCORPORATED COMMON STOCK 79377W108 450,737.77 28,964.00 28,964.00 28,964.00
SALEM COMMUNICATIONS CORP COMMON STOCK 794093104 1,325,825.00 58,600.00 58,600.00 58,600.00
SAN PAOLO-IMI SPA-SPON ADR COMMON STOCK 799175104 2,463,750.00 90,000.00 90,000.00 90,000.00
SANMINA CORP COMMON STOCK 800907107 1,707,862.50 17,100.00 17,100.00 17,100.00
SANTA FE SNYDER CORP COMMON STOCK 80218K105 142,000.00 17,750.00 17,750.00 17,750.00
SAP AG COMMON STOCK 803054204 4,466,919.60 85,800.00 85,800.00 85,800.00
SARA LEE CORP COMMON STOCK 803111103 4,518,738.84 204,820.00 204,820.00 204,820.00
SCANA CORP COMMON STOCK 805898103 269,018.75 10,010.00 10,010.00 10,010.00
SCHEIN (HENRY) INC COMMON STOCK 806407102 539,136.00 40,500.00 40,500.00 40,500.00
SCHERING-PLOUGH CORP COMMON STOCK 806605101 14,269,541.78 338,245.00 338,245.00 338,245.00
SCHLUMBERGER LTD COMMON STOCK 806857108 8,104,106.25 144,073.00 144,073.00 144,073.00
SCHOLASTIC CORP CONVERTIBLE BON 807066AA3 549,750.00 600,000.00 600,000.00 600,000.00
SCHULER HOMES INC CONVERTIBLE
SUB DEBENTURES 808188AA4 366,750.00 450,000.00 450,000.00 450,000.00
SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 7,523,380.38 196,049.00 196,049.00 196,049.00
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 1,315,531.25 23,650.00 23,650.00 23,650.00
SCOTTISH POWER PLC SPONSORED ADR 81013T705 2,195,760.00 78,420.00 78,420.00 78,420.00
SCOTTS CO COMMON STOCK 810186106 966,402.50 24,010.00 24,010.00 24,010.00
SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 2,073,405.86 44,530.00 44,530.00 44,530.00
SEAGRAM COMPANY LTD COMMON STOCK 811850106 4,834,322.46 107,580.00 107,580.00 107,580.00
SEACOR SMIT INC COMMON STOCK 811904101 270,135.00 5,220.00 5,220.00 5,220.00
SEALED AIR CORPORATION COMMON STOCK 81211K100 960,179.98 18,532.00 18,532.00 18,532.00
SEARS ROEBUCK & CO COMMON STOCK 812387108 2,723,807.13 89,490.00 89,490.00 89,490.00
SEITEL INC COMMON STOCK 816074306 75,262.50 11,150.00 11,150.00 11,150.00
SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 217,415.55 12,650.00 12,650.00 12,650.00
SEMTECH CORP COMMON STOCK 816850101 1,381,312.50 26,500.00 26,500.00 26,500.00
SEMPRA ENERGY COMMON STOCK 816851109 894,117.50 51,460.00 51,460.00 51,460.00
SENSORMATIC ELECTRONICS CORP COMMON STOCK 817265101 377,162.31 21,630.00 21,630.00 21,630.00
SEPRACOR INC COMMON STOCK 817315104 1,769,496.08 17,840.00 17,840.00 17,840.00
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 404,218.99 58,270.00 58,270.00 58,270.00
SHANDONG HUANENG POWER COMMON STOCK 819419102 379,887.20 88,100.00 88,100.00 88,100.00
SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 596,472.27 11,710.00 11,710.00 11,710.00
SHAW INDUSTRIES INC COMMON STOCK 820286102 198,674.19 12,870.00 12,870.00 12,870.00
SHELL TRANSPORT AND TRADING CO ADR 822703609 2,462,500.00 50,000.00 50,000.00 50,000.00
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 743,820.00 35,420.00 35,420.00 35,420.00
SHIRE PHARMACEUTICALS GR-ADR 82481R106 1,918,128.23 65,858.48 65,858.48 65,858.48
SHOPKO STORES INC COMMON STOCK 824911101 1,750,760.00 76,120.00 76,120.00 76,120.00
SHONEY'S INC CONVERTIBLE SUB825039AC4 376,000.00 2,350,000.00 2,350,000.00 2,350,000.00
SHOPNOW.COM INC. COMMON STOCK 82508R105 479,106.10 25,300.00 25,300.00 25,300.00
SHOREWOOD PACKAGING CORP COMMON STOCK 825229107 3,260,951.40 172,200.00 172,200.00 172,200.00
SIEBEL SYSTEMS INC COMMON STOCK 826170102 1,559,880.00 18,570.00 18,570.00 18,570.00
SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 82,651.32 12,360.00 12,360.00 12,360.00
SIGMA ALDRICH CORP COMMON STOCK 826552101 648,437.34 21,570.00 21,570.00 21,570.00
SILICON GRAPHICS INC COMMON STOCK 827056102 384,924.76 39,230.00 39,230.00 39,230.00
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 510,345.00 10,310.00 10,310.00 10,310.00
SILICON VALLEY GROUP INC COMMON STOCK 827066101 271,575.00 15,300.00 15,300.00 15,300.00
SILVERSTREAM SOFTWARE INC COMMON STOCK 827907106 654,500.00 5,500.00 5,500.00 5,500.00
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,371,540.85 59,796.00 59,796.00 59,796.00
SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 239,312.50 5,470.00 5,470.00 5,470.00
SIZELER PROPERTIES INVEST INC CONVERTIBLE
SUB DEBENTURES 830137AA3 227,500.00 250,000.00 250,000.00 250,000.00
SKYWEST INC COMMON STOCK 830879102 318,080.00 11,360.00 11,360.00 11,360.00
SMITH (AO) CORP COMMON STOCK 831865209 522,593.75 23,890.00 23,890.00 23,890.00
SMITH INTERNATIONAL INC COMMON STOCK 832110100 2,543,974.40 51,200.00 51,200.00 51,200.00
SMITHFIELD FOODS INC COMMON STOCK 832248108 505,920.00 21,080.00 21,080.00 21,080.00
SMITHKLINE BEECHAM PLC ADR 832378301 3,370,055.10 52,300.00 52,300.00 52,300.00
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 636,020.00 33,040.00 33,040.00 33,040.00
SNAP-ON INC COMMON STOCK 833034101 333,087.48 12,540.00 12,540.00 12,540.00
SOLA INTERNATIONAL INC COMMON STOCK 834092108 159,285.00 11,480.00 11,480.00 11,480.00
SOLECTRON CORP COMMON STOCK 834182107 6,744,362.50 70,900.00 70,900.00 70,900.00
SOLUTIA INC COMMON STOCK 834376105 163,632.20 10,600.00 10,600.00 10,600.00
SONIC CORP COMMON STOCK 835451105 654,930.00 22,980.00 22,980.00 22,980.00
SONOCO PRODUCTS CO COMMON STOCK 835495102 223,791.75 9,837.00 9,837.00 9,837.00
SONY CORP - SPONSORED ADR COMMON STOCK 835699307 4,271,250.00 15,000.00 15,000.00 15,000.00
SOTHEBY'S HOLDINGS INC COMMON STOCK 835898107 816,000.00 27,200.00 27,200.00 27,200.00
SOUTHERN CO COMMON STOCK 842587107 5,187,272.50 220,735.00 220,735.00 220,735.00
SOUTHERN UNION CO COMMON STOCK 844030106 429,566.63 22,461.00 22,461.00 22,461.00
SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,522,386.74 40,262.00 40,262.00 40,262.00
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 1,748,196.00 108,000.00 108,000.00 108,000.00
SOUTHWEST GAS CORP COMMON STOCK 844895102 327,980.00 14,260.00 14,260.00 14,260.00
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 75,397.38 11,490.00 11,490.00 11,490.00
SOVEREIGN BANCORP INC COMMON STOCK 845905108 157,556.42 21,140.00 21,140.00 21,140.00
SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 2,872,918.74 120,020.00 120,020.00 120,020.00
SPEEDFAM-IPEC INC COMMON STOCK 847705100 175,555.09 13,570.00 13,570.00 13,570.00
SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 29,460.00 14,730.00 14,730.00 14,730.00
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 535,555.17 13,410.00 13,410.00 13,410.00
SPRINT CORP COMMON
STOCK 852061100 13,024,198.90 193,490.00 193,490.00 193,490.00
SPRINT PCS GROUP
COMMON STOCK 852061506 9,961,462.50 97,185.00 97,185.00 97,185.00
STAFFMARK INC COMMON STOCK 852389105 102,616.34 13,570.00 13,570.00 13,570.00
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 571,744.90 22,700.00 22,700.00 22,700.00
STANDARD PACIFIC CORP COMMON STOCK 85375C101 149,380.00 13,580.00 13,580.00 13,580.00
STANLEY WORKS (THE) COMMON STOCK 854616109 1,854,495.00 61,560.00 61,560.00 61,560.00
STAPLES INC COMMON STOCK 855030102 2,062,176.50 99,382.00 99,382.00 99,382.00
STARBUCKS CORP COMMON STOCK 855244109 425,830.00 17,560.00 17,560.00 17,560.00
STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 1,394,772.00 59,352.00 59,352.00 59,352.00
STATE STREET CORP COMMON STOCK 857477103 2,491,414.20 34,100.00 34,100.00 34,100.00
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 439,200.00 24,400.00 24,400.00 24,400.00
STEIN MART INC COMMON STOCK 858375108 116,754.11 20,530.00 20,530.00 20,530.00
STERLING COMM INC COMMON STOCK 859205106 289,527.00 8,500.00 8,500.00 8,500.00
STERLING SOFTWARE INC COMMON STOCK 859547101 257,040.00 8,160.00 8,160.00 8,160.00
STEWART ENTERPRISES INC COMMON STOCK 860370105 49,922.50 10,510.00 10,510.00 10,510.00
STILLWATER MINING CO COMMON STOCK 86074Q102 556,218.75 17,450.00 17,450.00 17,450.00
STONE ENERGY CORP COMMON STOCK 861642106 301,743.75 8,470.00 8,470.00 8,470.00
STRIDE RITE CORP COMMON STOCK 863314100 137,930.00 21,220.00 21,220.00 21,220.00
STRYKER CORP COMMON STOCK 863667101 653,778.75 9,390.00 9,390.00 9,390.00
STURM RUGER COMPANY INC COMMON STOCK 864159108 110,050.00 12,400.00 12,400.00 12,400.00
SUMMIT BANCORP COMMON STOCK 866005101 1,143,843.75 37,350.00 37,350.00 37,350.00
SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 251,854.85 21,550.00 21,550.00 21,550.00
SUN COMMUNITIES INC COMMON STOCK 866674104 621,209.10 19,300.00 19,300.00 19,300.00
SUN MICROSYSTEMS INC COMMON STOCK 866810104 29,178,648.80 376,805.00 376,805.00 376,805.00
SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 2,762,362.50 116,310.00 116,310.00 116,310.00
SUNOCO INC COMMON STOCK 86764P109 717,925.00 30,550.00 30,550.00 30,550.00
SUNRISE MEDICAL INC COMMON STOCK 867910101 63,107.40 10,200.00 10,200.00 10,200.00
SUNTRUST BANKS INC COMMON STOCK 867914103 5,464,567.36 79,413.00 79,413.00 79,413.00
SUPERVALU INC COMMON STOCK 868536103 1,264,000.00 63,200.00 63,200.00 63,200.00
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 271,462.50 17,100.00 17,100.00 17,100.00
SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 5,205,500.82 210,860.00 210,860.00 210,860.00
SYKES ENTERPRISES INC COMMON STOCK 871237103 1,519,391.25 34,630.00 34,630.00 34,630.00
SYMANTEC CORP COMMON STOCK 871503108 330,645.00 5,640.00 5,640.00 5,640.00
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 544,217.84 8,562.00 8,562.00 8,562.00
SYNOPSYS INC COMMON STOCK 871607107 2,724,735.00 40,820.00 40,820.00 40,820.00
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,189,518.75 59,850.00 59,850.00 59,850.00
SYSCO CORP COMMON STOCK 871829107 2,937,874.12 74,260.00 74,260.00 74,260.00
TCBY ENTERPRISES INC COMMON STOCK 872245105 40,254.72 10,560.00 10,560.00 10,560.00
TCF FINANCIAL CORP COMMON STOCK 872275102 200,243.75 8,050.00 8,050.00 8,050.00
TECO ENERGY INC COMMON STOCK 872375100 679,740.44 36,620.00 36,620.00 36,620.00
TJ INTERNATIONAL CORP COMMON STOCK 872534102 297,780.00 7,090.00 7,090.00 7,090.00
TJX COMPANIES INC COMMON STOCK 872540109 3,132,992.10 153,300.00 153,300.00 153,300.00
TNP ENTERPRISES INC COMMON STOCK 872594106 254,100.00 6,160.00 6,160.00 6,160.00
TRW INC COMMON STOCK 872649108 2,341,839.33 45,090.00 45,090.00 45,090.00
TSI INTERNATIONAL SOFTWARE INC COMMON STOCK 872879101 1,177,800.00 20,800.00 20,800.00 20,800.00
TV GUIDE INC COMMON STOCK 87307Q109 731,000.00 17,000.00 17,000.00 17,000.00
TALK COM INC COMMON STOCK 874264104 924,775.00 52,100.00 52,100.00 52,100.00
TANDY CORP COMMON STOCK 875382103 4,534,303.60 92,185.00 92,185.00 92,185.00
TECH DATA CORP COMMON STOCK 878237106 1,452,001.25 53,530.00 53,530.00 53,530.00
TECHNE CORP COMMON STOCK 878377100 510,975.36 9,280.00 9,280.00 9,280.00
TECHNITROL INC COMMON STOCK 878555101 330,635.00 7,430.00 7,430.00 7,430.00
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 1,713,480.00 52,320.00 52,320.00 52,320.00
TEKELEC COMMON STOCK 879101103 2,562,750.00 113,900.00 113,900.00 113,900.00
TEKTRONIX INC COMMON STOCK 879131100 825,316.25 21,230.00 21,230.00 21,230.00
TELECOM ITALIA SPA ADR 87927W106 3,500,000.00 25,000.00 25,000.00 25,000.00
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2,190,925.00 17,050.00 17,050.00 17,050.00
TELEFLEX INC COMMON STOCK 879369106 1,314,790.88 41,990.00 41,990.00 41,990.00
TELEFONOS DE MEXICO SA ADR SPONSORED
CLASS L 879403780 3,960,000.00 35,200.00 35,200.00 35,200.00
TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 747,180.00 5,930.00 5,930.00 5,930.00
TELESP PARTICIPACOES S.A. ADR COMMON STOCK 87952K100 779,540.30 31,900.00 31,900.00 31,900.00
TELLABS INC COMMON STOCK 879664100 6,199,501.40 96,585.00 96,585.00 96,585.00
TELXON CORP CONVERTIBLE
SUBORDINATED NOTES 879700AC6 83,250.00 100,000.00 100,000.00 100,000.00
TEMPLE-INLAND INC COMMON STOCK 879868107 787,287.78 11,940.00 11,940.00 11,940.00
TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,565,264.50 66,607.00 66,607.00 66,607.00
TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 144,708.48 15,540.00 15,540.00 15,540.00
TERADYNE INC COMMON STOCK 880770102 2,415,600.00 36,600.00 36,600.00 36,600.00
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 4,372,907.00 61,000.00 61,000.00 61,000.00
TETRA TECH INC COMMON STOCK 88162G103 675,731.25 43,950.00 43,950.00 43,950.00
TEXACO INC COMMON STOCK 881694103 9,929,374.15 182,821.00 182,821.00 182,821.00
TEXAS INDUSTRIES INC COMMON STOCK 882491103 409,876.88 9,630.00 9,630.00 9,630.00
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 20,180,031.30 208,310.00 208,310.00 208,310.00
TEXAS UTILITIES CO COMMON STOCK 882848104 2,104,310.23 59,173.00 59,173.00 59,173.00
TEXTRON INC COMMON STOCK 883203101 4,027,601.24 52,520.00 52,520.00 52,520.00
THERAGENICS CORP COMMON STOCK 883375107 499,134.96 55,080.00 55,080.00 55,080.00
THERMO ELECTRON CORP COMMON STOCK 883556102 507,525.00 33,835.00 33,835.00 33,835.00
THERMO ELECTRON CORP CONVERTIBLE BOND 883556AF9 3,303,281.25 3,915,000.00 3,915,000.00 3,915,000.00
THERMO TERRATECH INC CONVERTIBLE BOND 883598AA2 492,750.00 600,000.00 600,000.00 600,000.00
THOMAS & BETTS CORP COMMON STOCK 884315102 393,337.50 12,340.00 12,340.00 12,340.00
3COM CORP COMMON STOCK 885535104 3,871,860.00 82,380.00 82,380.00 82,380.00
THREE FIVE SYSTEMS INC COMMON STOCK 88554L108 228,370.00 5,570.00 5,570.00 5,570.00
TIDEWATER INC COMMON STOCK 886423102 535,320.00 14,870.00 14,870.00 14,870.00
TIFFANY & CO COMMON STOCK 886547108 619,395.00 6,940.00 6,940.00 6,940.00
TIMBERLAND CO (THE) COMMON STOCK 887100105 509,186.25 9,630.00 9,630.00 9,630.00
TIME WARNER INC COMMON STOCK 887315109 23,662,270.40 326,660.00 326,660.00 326,660.00
TIMES MIRROR CO (THE) COMMON STOCK
CLASS A 887364107 862,290.00 12,870.00 12,870.00 12,870.00
TIMKEN CO (THE) COMMON STOCK 887389104 268,542.18 13,140.00 13,140.00 13,140.00
TOLL BROTHERS INC COMMON STOCK 889478103 312,900.00 16,800.00 16,800.00 16,800.00
TOPPS COMPANY INC COMMON STOCK 890786106 863,200.00 83,200.00 83,200.00 83,200.00
TORCHMARK CORP COMMON STOCK 891027104 1,153,761.40 39,700.00 39,700.00 39,700.00
TORO CO COMMON STOCK 891092108 216,409.60 5,800.00 5,800.00 5,800.00
TOSCO CORP COMMON STOCK 891490302 834,640.90 30,700.00 30,700.00 30,700.00
TOTAL SA ADR 89151E109 3,116,250.00 45,000.00 45,000.00 45,000.00
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 668,113.36 43,280.00 43,280.00 43,280.00
TOYS R US INC COMMON STOCK 892335100 1,846,248.00 129,000.00 129,000.00 129,000.00
TRANSWITCH CORP COMMON STOCK 894065101 1,531,058.20 21,100.00 21,100.00 21,100.00
TREDEGAR CORPORATION INC COMMON STOCK 894650100 354,782.05 17,150.00 17,150.00 17,150.00
TRIARC COMPANIES INC COMMON STOCK 895927101 200,287.50 10,900.00 10,900.00 10,900.00
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 1,318,155.38 34,127.00 34,127.00 34,127.00
TRIBUNE CO COMMON STOCK 896047107 2,801,554.56 50,880.00 50,880.00 50,880.00
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 690,300.00 23,400.00 23,400.00 23,400.00
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 225,548.75 10,430.00 10,430.00 10,430.00
TRIMERIS INC COMMONSTOCK 896263100 841,050.00 35,600.00 35,600.00 35,600.00
TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 999,201.32 22,360.00 22,360.00 22,360.00
TRUSTCO BANK CORP COMMON STOCK 898349105 327,540.00 24,720.00 24,720.00 24,720.00
TUBOSCOPE VETCO INTERNATIONAL COMMON STOCK 898600101 325,437.50 20,500.00 20,500.00 20,500.00
TUMBLEWEED COMMUNICATIONS CORP COMMON STOCK 899690101 1,245,825.00 14,700.00 14,700.00 14,700.00
TUPPERWARE CORPORATION COMMON STOCK 899896104 661,220.48 39,040.00 39,040.00 39,040.00
24/7 MEDIA INC COMMON STOCK 901314104 1,800,000.00 32,000.00 32,000.00 32,000.00
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 16,411,975.40 422,173.00 422,173.00 422,173.00
TYSON FOODS INC COMMON STOCK 902494103 360,587.50 22,190.00 22,190.00 22,190.00
UST CORP COMMON STOCK 902900109 625,792.50 19,710.00 19,710.00 19,710.00
USX-MARATHON GROUP COMMON STOCK 902905827 2,292,434.82 92,860.00 92,860.00 92,860.00
UST INC COMMON STOCK 902911106 2,484,445.68 98,640.00 98,640.00 98,640.00
U S BANCORP COMMON STOCK 902973106 3,705,290.07 155,606.00 155,606.00 155,606.00
USG CORP COMMON STOCK 903293405 226,200.00 4,800.00 4,800.00 4,800.00
U S FOODSERVICE INC COMMON STOCK 90331R101 2,626,735.00 156,820.00 156,820.00 156,820.00
USX-US STEEL GROUP COMMON STOCK 90337T101 1,130,580.00 34,260.00 34,260.00 34,260.00
US ONCOLOGY INC COMMON STOCK 90338W103 195,752.05 39,650.00 39,650.00 39,650.00
UNILEVER NV COMMON STOCK 904784709 9,468,499.60 173,935.00 173,935.00 173,935.00
UNICOM CORP COMMON STOCK 904911104 4,467,560.00 133,360.00 133,360.00 133,360.00
UNION CARBIDE CORP COMMON STOCK 905581104 1,915,057.50 28,690.00 28,690.00 28,690.00
UNION PACIFIC CORP COMMON STOCK 907818108 4,202,003.63 96,321.00 96,321.00 96,321.00
UNION PACIFIC RESOURCES COMMON STOCK 907834105 687,939.00 53,956.00 53,956.00 53,956.00
UNION PLANTERS CORP COMMON STOCK 908068109 1,342,159.42 34,033.00 34,033.00 34,033.00
UNISYS CORP COMMON STOCK 909214108 2,115,187.51 66,230.00 66,230.00 66,230.00
UNIT CORP COMMON STOCK 909218109 1,076,180.00 140,000.00 140,000.00 140,000.00
UNITED BANKSHARES INC COMMON STOCK 909907107 470,815.00 19,720.00 19,720.00 19,720.00
UNITED HEALTHCARE CORP COMMON STOCK 910581107 2,097,906.25 39,490.00 39,490.00 39,490.00
UNITED ILLUMINATING CO COMMON STOCK 910637107 339,588.75 6,610.00 6,610.00 6,610.00
UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 543,375.00 7,875.00 7,875.00 7,875.00
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 511,068.28 15,940.00 15,940.00 15,940.00
U S WEST INC COMMON STOCK 91273H101 11,211,624.00 155,717.00 155,717.00 155,717.00
US TRUST CORP COMMON STOCK 91288L105 696,825.03 8,690.00 8,690.00 8,690.00
UNITED STATIONERS INC COMMON STOCK 913004107 282,763.80 9,900.00 9,900.00 9,900.00
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 7,303,465.00 112,361.00 112,361.00 112,361.00
UNITED WATER RESOURCES INC COMMON STOCK 913190104 614,340.39 17,970.00 17,970.00 17,970.00
UNITRIN INC COMMON STOCK 913275103 261,117.50 6,940.00 6,940.00 6,940.00
UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 1,053,400.00 22,900.00 22,900.00 22,900.00
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 509,400.00 14,150.00 14,150.00 14,150.00
UNIVISION COMMUNICATIONS INC CL.A COMMON STOCK 914906102 2,282,857.58 22,340.00 22,340.00 22,340.00
UNOCAL CORP COMMON STOCK 915289102 3,662,956.68 109,140.00 109,140.00 109,140.00
UNOVA INC COMMON STOCK 91529B106 430,300.00 33,100.00 33,100.00 33,100.00
UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 2,929,793.50 91,379.00 91,379.00 91,379.00
US FREIGHTWAYS CORP COMMON STOCK 916906100 583,117.50 12,180.00 12,180.00 12,180.00
US INTERNET WORKING INC COMMON STOCK 917311805 859,462.50 12,300.00 12,300.00 12,300.00
VF CORP COMMON STOCK 918204108 761,400.00 25,380.00 25,380.00 25,380.00
VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 1,097,232.50 25,970.00 25,970.00 25,970.00
VALENCE TECHNOLOGY INC COMMON STOCK 918914102 279,300.00 14,700.00 14,700.00 14,700.00
VALERO ENERGY CORP COMMON STOCK 91913Y100 569,816.25 28,670.00 28,670.00 28,670.00
VALMONT INDUSTRIES INC COMMON STOCK 920253101 173,308.98 10,790.00 10,790.00 10,790.00
VANTIVE CORP COMMON STOCK 922091103 232,906.25 12,850.00 12,850.00 12,850.00
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 1,277,146.08 42,840.00 42,840.00 42,840.00
VERITAS SOFTWARE CORP COMMON STOCK 923436109 3,584,565.63 25,045.00 25,045.00 25,045.00
VERITY INC COMMON STOCK 92343C106 591,611.80 13,900.00 13,900.00 13,900.00
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 413,700.00 11,820.00 11,820.00 11,820.00
VIACOM INC COMMON STOCK
CLASS B 925524308 11,585,833.30 191,701.00 191,701.00 191,701.00
VIATEL INC COMMON STOCK 925529208 1,640,925.00 30,600.00 30,600.00 30,600.00
VIAD CORP COMMON STOCK 92552R109 3,149,038.75 112,970.00 112,970.00 112,970.00
VIASAT INC COMMON STOCK 92552V100 643,387.50 12,900.00 12,900.00 12,900.00
VICOR CORP COMMON STOCK 925815102 769,905.00 19,010.00 19,010.00 19,010.00
VINTAGE PETROLEUM INC COMMON STOCK 927460105 348,109.32 28,860.00 28,860.00 28,860.00
VISIO CORP COMMON STOCK 927914101 660,725.00 13,910.00 13,910.00 13,910.00
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 693,631.13 21,933.00 21,933.00 21,933.00
VISUAL NETWORKS INC COMMON STOCK 928444108 1,188,750.00 15,000.00 15,000.00 15,000.00
VISX INC COMMON STOCK 92844S105 323,955.00 6,260.00 6,260.00 6,260.00
VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 773,970.12 14,760.00 14,760.00 14,760.00
VODAFONE GROUP PLC ADR 92857T107 491,782.50 9,935.00 9,935.00 9,935.00
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 7,517,631.40 52,825.00 52,825.00 52,825.00
VORNADO REALTY TRUST COMMON STOCK 929042109 500,500.00 15,400.00 15,400.00 15,400.00
VULCAN MATERIALS CO COMMON STOCK 929160109 1,026,380.90 25,700.00 25,700.00 25,700.00
WICOR INC COMMON STOCK 929253102 507,561.93 17,390.00 17,390.00 17,390.00
WABASH NATIONAL CORP COMMON STOCK 929566107 158,250.00 10,550.00 10,550.00 10,550.00
WACHOVIA CORP COMMON STOCK 929771103 2,950,860.00 43,395.00 43,395.00 43,395.00
WADDELL & REED FINANCIAL INC CLASS A 930059100 2,305,625.00 85,000.00 85,000.00 85,000.00
WADDELL & REED FINANCIAL INC CLASS B 930059209 804,000.00 32,000.00 32,000.00 32,000.00
WAL-MART STORES INC COMMON STOCK 931142103 73,590,820.60 1,064,605.00 1,064,605.00 1,064,605.00
WALGREEN CO COMMON STOCK 931422109 6,611,085.00 226,020.00 226,020.00 226,020.00
WARNACO GROUP INC COMMON STOCK 934390105 343,135.44 27,870.00 27,870.00 27,870.00
WARNER-LAMBERT CO COMMON STOCK 934488107 19,592,365.80 239,115.00 239,115.00 239,115.00
WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 593,175.00 21,570.00 21,570.00 21,570.00
WASHINGTON MUTUAL INC COMMON STOCK 939322103 3,248,830.00 124,955.00 124,955.00 124,955.00
WASHINGTON POST CO COMMON STOCK 939640108 500,287.50 900.00 900.00 900.00
WASTE MANAGEMENT INC COMMON STOCK 94106L109 3,593,990.76 209,111.00 209,111.00 209,111.00
WATERS CORP COMMON STOCK 941848103 1,750,590.00 33,030.00 33,030.00 33,030.00
WATSCO INC COMMON STOCK 942622200 156,549.48 13,540.00 13,540.00 13,540.00
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 1,217,608.00 34,000.00 34,000.00 34,000.00
WATTS INDUSTRIES INC COMMON STOCK 942749102 179,655.00 12,180.00 12,180.00 12,180.00
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 418,100.45 10,469.00 10,469.00 10,469.00
WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 3,132,007.50 47,500.00 47,500.00 47,500.00
WELLS FARGO COMPANY COMMON STOCK 949746101 19,110,930.60 472,610.00 472,610.00 472,610.00
WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 979,481.25 47,490.00 47,490.00 47,490.00
WERNER ENTERPRISES INC COMMON STOCK 950755108 308,970.26 21,972.00 21,972.00 21,972.00
WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 1,466,141.25 38,710.00 38,710.00 38,710.00
WESTERN WIRELESS CORP COMMON STOCK
CLASS A 95988E204 5,673,750.00 85,000.00 85,000.00 85,000.00
WESTVACO CORP COMMON STOCK 961548104 700,458.75 21,470.00 21,470.00 21,470.00
WESTWOOD ONE INC COMMON STOCK 961815107 408,120.00 5,370.00 5,370.00 5,370.00
WEYERHAEUSER CO COMMON STOCK 962166104 5,102,242.60 71,050.00 71,050.00 71,050.00
WHIRLPOOL CORP COMMON STOCK 963320106 2,046,199.90 31,450.00 31,450.00 31,450.00
WHITMAN CORPORATION COMMON STOCK 96647R107 4,024,918.98 299,540.00 299,540.00 299,540.00
WHITNEY HOLDING CORP COMMON STOCK 966612103 386,927.28 10,440.00 10,440.00 10,440.00
WHITTMAN HART INC COMMON STOCK 966834103 1,404,438.75 26,190.00 26,190.00 26,190.00
WHOLE FOODS MARKET INC COMMON STOCK 966837106 3,063,996.25 66,070.00 66,070.00 66,070.00
WILD OATS MARKETS INC COMMON STOCK 96808B107 915,213.75 41,250.00 41,250.00 41,250.00
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 1,424,687.16 30,680.00 30,680.00 30,680.00
WILLIAMS COMPANIES INC COMMON STOCK 969457100 2,843,030.05 93,025.00 93,025.00 93,025.00
WILLIAMS-SONOMA INC COMMON STOCK 969904101 247,020.00 5,370.00 5,370.00 5,370.00
WILMINGTON TRUST CO COMMON STOCK 971807102 401,922.50 8,330.00 8,330.00 8,330.00
WINN-DIXIE STORES INC COMMON STOCK 974280109 761,435.97 31,810.00 31,810.00 31,810.00
WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 204,632.40 10,200.00 10,200.00 10,200.00
WISCONSIN CENTRAL TRANSPT CORP COMMON STOCK 976592105 332,162.64 24,720.00 24,720.00 24,720.00
WISCONSIN ENERGY CORP COMMON STOCK 976657106 219,450.00 11,400.00 11,400.00 11,400.00
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 207,803.00 19,000.00 19,000.00 19,000.00
WORLDGATE COMMUNICATIONS INC COMMON STOCK 98156L307 1,227,099.60 25,800.00 25,800.00 25,800.00
WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 962,417.82 58,110.00 58,110.00 58,110.00
WRIGLEY (WM) JR CO COMMON STOCK 982526105 2,171,290.66 26,180.00 26,180.00 26,180.00
XILINX INC COMMON STOCK 983919101 5,638,032.00 124,000.00 124,000.00 124,000.00
XIRCOM INC COMMON STOCK 983922105 2,151,750.00 28,690.00 28,690.00 28,690.00
XEROX CORP COMMON STOCK 984121103 4,455,273.06 196,380.00 196,380.00 196,380.00
YAHOO INC COMMON STOCK 984332106 27,140,292.10 62,725.00 62,725.00 62,725.00
YELLOW CORP COMMON STOCK 985509108 193,001.76 11,480.00 11,480.00 11,480.00
ZALE CORP COMMON STOCK 988858106 785,610.00 16,240.00 16,240.00 16,240.00
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 847,665.00 14,490.00 14,490.00 14,490.00
ZIONS BANCORP COMMON STOCK 989701107 489,476.49 8,270.00 8,270.00 8,270.00
ZIXIT CORPORATION COMMON STOCK 98974P100 284,507.50 7,180.00 7,180.00 7,180.00
ZORAN CORP COMMON STOCK 98975F101 1,232,075.00 22,100.00 22,100.00 22,100.00
DAIMLERCHRYSLER AG COMMON STOCK D1668R123 1,799,750.00 23,000.00 23,000.00 23,000.00
ACE LTD COMMON STOCK G0070K103 1,977,743.24 118,520.00 118,520.00 118,520.00
ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 410,162.50 15,700.00 15,700.00 15,700.00
GEMSTAR INTL GROUP LTD COMMON STOCK G3788V106 2,208,750.00 31,000.00 31,000.00 31,000.00
GLOBAL CROSSING LTD COMMON STOCK G3921A100 8,115,800.00 162,316.00 162,316.00 162,316.00
PARTNERRE LTD COMMON STOCK G6852T105 411,949.90 12,700.00 12,700.00 12,700.00
SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 646,875.00 25,000.00 25,000.00 25,000.00
TRANSOCEAN SEDCO FOREX INC COMMON STOCK G90078109 1,212,413.99 35,990.56 35,990.56 35,990.56
XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,884,250.00 55,600.00 55,600.00 55,600.00
AUDIOCODES LTD COMMON STOCK M15342104 1,232,800.00 13,400.00 13,400.00 13,400.00
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 829,900.00 34,400.00 34,400.00 34,400.00
GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 1,104,375.00 9,300.00 9,300.00 9,300.00
CNH GLOBAL N.V. COMMON STOCK N20935107 681,574.40 51,200.00 51,200.00 51,200.00
STEINER LEISURE LTD. COMMON STOCK P8744Y102 795,969.90 47,700.00 47,700.00 47,700.00
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 1,824,544.00 37,000.00 37,000.00 37,000.00
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Total in U.S. Currency 4,074,310,370.94 109,541,873.78 109,541,873.78 109,541,873.78
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