<TABLE>
<S> <C> <C> <C> <C> <C> <C>--------------------------------------------------------------------------------------
GW Capital Management, LLC
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3RD Quarter 2000
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Form 13F
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SEC USE ONLY
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Today's Date
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10/23/00
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Item 6:
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Item 5: Investment Item 8:
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Item 3: Item 4: Shares or Discretion Item 7: Voting Authority
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Item 1: Item 2: CUSIP Fair Market Principal Managers(Shares)
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Name of Issuer Title of Class Number Value Amount (A) Sole See Inst(A) Sole
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AAR CORP COMMON STOCK 000361105 147,994.78 12,940.00 12,940.00 12,940.00
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ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 4,416,574.94 164,246.00 164,246.00 164,246.00
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ABN AMRO HOLDING NV ADR SPONSORED 000937102 2,081,250.00 90,000.00 90,000.00 90,000.00
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ABM INDUSTRIES COMMON STOCK 000957100 299,328.87 11,010.00 11,010.00 11,010.00
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AFLAC INC COMMON STOCK 001055102 3,389,136.05 52,904.00 52,904.00 52,904.00
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AGL RESOURCES INC COMMON STOCK 001204106 977,621.26 48,730.00 48,730.00 48,730.00
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AES CORP COMMON STOCK 00130H105 7,620,351.00 111,246.00 111,246.00 111,246.00
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AK STEEL HOLDING CORP COMMON STOCK 001547108 111,562.50 11,900.00 11,900.00 11,900.00
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AMR CORP COMMON STOCK 001765106 975,706.95 29,850.00 29,850.00 29,850.00
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AT&T CORP - LIBERTY MEDIA-A COMMON STOCK 001957109 23,219,703.80 790,458.00 790,458.00 790,458.00
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AT&T CORP - LIBERTY MEDIA-A COMMON STOCK 001957208 2,116,800.00 117,600.00 117,600.00 117,600.00
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APP FINANCE VI MAURITIUS CONVERTIBLE 00202NAA3 336,875.00 2,750,000.00 2,750,000.00 2,750,000.00
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BOND
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AT&T CANADA INC COMMONSTOCK 00207Q202 1,067,500.00 35,000.00 35,000.00 35,000.00
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AVT CORPORATION COMMON STOCK 002420107 82,317.60 14,800.00 14,800.00 14,800.00
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AXT INC COMMON STOCK 00246W103 2,829,836.16 67,680.00 67,680.00 67,680.00
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ABBOTT LABORATORIES COMMON STOCK 002824100 17,554,183.00 369,080.00 369,080.00 369,080.00
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ABERCROMBIE & FITCH CO COMMON STOCK 002896207 209,110.14 10,970.00 10,970.00 10,970.00
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CLASS A
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ABGENIX INC COMMON STOCK 00339B107 1,228,342.40 15,200.00 15,200.00 15,200.00
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ACCREDO HEALTH INC COMMON STOCK 00437V104 2,624,587.50 53,700.00 53,700.00 53,700.00
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AC NIELSEN CORP COMMON STOCK 004833109 4,263,205.23 179,036.00 179,036.00 179,036.00
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ACTEL CORP COMMON STOCK 004934105 1,146,390.30 31,900.00 31,900.00 31,900.00
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ACUSON CORP COMMON STOCK 005113105 1,478,067.50 64,970.00 64,970.00 64,970.00
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ACXIOM CORP COMMON STOCK 005125109 310,197.50 9,770.00 9,770.00 9,770.00
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ADAC LABORATORIES COMMON STOCK 005313200 214,363.60 10,300.00 10,300.00 10,300.00
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ADAPTIVE BROADBAND CORPORATION COMMON STOCK 00650M104 351,000.00 18,000.00 18,000.00 18,000.00
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ADAPTEC INC COMMON STOCK 00651F108 1,346,540.00 67,327.00 67,327.00 67,327.00
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ADMINISTAFF INC COMMON STOCK 007094105 484,480.00 6,400.00 6,400.00 6,400.00
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ADOBE SYSTEMS INC COMMON STOCK 00724F101 3,778,474.50 24,338.00 24,338.00 24,338.00
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ADVANCE PARADIGM COMMON STOCK 007491103 504,134.65 11,950.00 11,950.00 11,950.00
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ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 217,086.03 29,190.00 29,190.00 29,190.00
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ADVO INC COMMON STOCK 007585102 1,618,650.00 49,050.00 49,050.00 49,050.00
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ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 37,347.14 62,980.00 62,980.00 62,980.00
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AEROFLEX INC COMMON STOCK 007768104 5,506,781.25 113,250.00 113,250.00 113,250.00
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ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1,473,727.50 62,380.00 62,380.00 62,380.00
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ADVANCED ENERGY INDS COMMON STOCK 007973100 1,059,300.00 32,100.00 32,100.00 32,100.00
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AETNA INC COMMON STOCK 008117103 1,631,077.70 28,092.00 28,092.00 28,092.00
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AFFILIATED COMPUTER SERVICES COMMON STOCK 008190100 5,175,030.00 103,760.00 103,760.00 103,760.00
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CLASS A
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AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 3,313,733.40 58,200.00 58,200.00 58,200.00
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AFFYMETRIX INC COMMON STOCK 00826T108 822,937.50 16,500.00 16,500.00 16,500.00
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AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 4,460,705.42 91,152.00 91,152.00 91,152.00
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AGILE SOFTWARE CORP COMMON STOCK 00846X105 3,120,813.90 34,700.00 34,700.00 34,700.00
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AGRIBRANDS INTERNATIONAL INC COMMON STOCK 00849R105 203,292.50 4,660.00 4,660.00 4,660.00
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AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,719,360.00 47,760.00 47,760.00 47,760.00
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ALBERTO-CULVER CO COMMON STOCK 013068101 321,830.04 11,170.00 11,170.00 11,170.00
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ALBERTSON'S INC COMMON STOCK 013104104 3,347,211.00 159,391.00 159,391.00 159,391.00
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ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,262,810.68 43,640.00 43,640.00 43,640.00
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ALCOA INC COMMON STOCK 013817101 5,727,320.93 226,269.00 226,269.00 226,269.00
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ALKERMES INC COMMON STOCK 01642T108 1,351,875.00 35,000.00 35,000.00 35,000.00
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ALLEGHENY ENERGY INC COMMON STOCK 017361106 465,499.53 12,190.00 12,190.00 12,190.00
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ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 1,339,981.25 73,930.00 73,930.00 73,930.00
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ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 1,424,812.50 38,250.00 38,250.00 38,250.00
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ALLEN GROUP INC COMMON STOCK 018091108 226,278.32 13,360.00 13,360.00 13,360.00
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ALLERGAN INC COMMON STOCK 018490102 2,933,341.38 34,740.00 34,740.00 34,740.00
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ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 346,175.00 22,700.00 22,700.00 22,700.00
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ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 395,512.50 19,900.00 19,900.00 19,900.00
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ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 1,257,426.25 42,806.00 42,806.00 42,806.00
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ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1,550,520.00 18,880.00 18,880.00 18,880.00
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ALLIED CAPITAL CORP COMMON STOCK 01903Q108 641,175.00 30,900.00 30,900.00 30,900.00
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ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 362,059.67 39,410.00 39,410.00 39,410.00
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ALLMERICA FINL CORP COMMON STOCK 019754100 3,620,112.94 56,620.00 56,620.00 56,620.00
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ALLSTATE CORP COMMON STOCK 020002101 5,424,336.00 156,096.00 156,096.00 156,096.00
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ALLTEL CORP COMMON STOCK 020039103 5,123,510.91 98,176.00 98,176.00 98,176.00
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ALPHA INDUSTRIES INC COMMON STOCK 020753109 2,230,379.76 65,480.00 65,480.00 65,480.00
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ALPHARMA INC COMMON STOCK 020813101 1,173,233.25 19,194.00 19,194.00 19,194.00
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ALTERA CORP COMMON STOCK 021441100 3,861,638.00 80,872.00 80,872.00 80,872.00
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ALTEON WEBSYSTEMS INC COMMON STOCK 02145A109 1,680,045.00 15,500.00 15,500.00 15,500.00
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ALZA CORP COMMON STOCK 022615108 3,085,455.00 35,670.00 35,670.00 35,670.00
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AMBAC INC COMMON STOCK 023139108 566,955.00 7,740.00 7,740.00 7,740.00
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AMERADA HESS CORP COMMON STOCK 023551104 2,455,249.16 36,680.00 36,680.00 36,680.00
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AMEREN CORP COMMON STOCK 023608102 1,149,343.13 27,447.00 27,447.00 27,447.00
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AMERICA ONLINE INC COMMON STOCK 02364J104 28,009,340.00 521,104.00 521,104.00 521,104.00
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AMERICAN CAPITAL STRATEGIES COMMON STOCK 024937104 926,350.00 38,800.00 38,800.00 38,800.00
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AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 2,511,825.00 64,200.00 64,200.00 64,200.00
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AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 2,007,495.00 63,730.00 63,730.00 63,730.00
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AMERICAN EXPRESS CO COMMON STOCK 025816109 17,309,072.30 284,923.00 284,923.00 284,923.00
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AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 249,713.75 15,730.00 15,730.00 15,730.00
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AMERICAN GENERAL CORP COMMON STOCK 026351106 6,168,864.00 79,088.00 79,088.00 79,088.00
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AMERICAN GREETINGS CORP COMMON STOCK 026375105 224,000.00 12,800.00 12,800.00 12,800.00
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AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 20,860,065.60 368,800.00 368,800.00 368,800.00
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AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 46,762,619.60 488,704.00 488,704.00 488,704.00
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AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 343,740.00 20,000.00 20,000.00 20,000.00
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AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 753,454.30 39,269.00 39,269.00 39,269.00
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AMERICAN STANDARD COS INC COMMON STOCK 029712106 335,054.98 7,540.00 7,540.00 7,540.00
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AMERICAN STATES WATER CO COMMON STOCK 029899101 1,075,992.50 35,570.00 35,570.00 35,570.00
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AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 298,220.84 10,820.00 10,820.00 10,820.00
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AMERICREDIT CORP COMMON STOCK 03060R101 4,718,253.12 163,760.00 163,760.00 163,760.00
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AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 6,420,200.00 136,600.00 136,600.00 136,600.00
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CLASS A
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AMES DEPARTMENT STORES INC COMMON STOCK 030789507 81,801.15 14,150.00 14,150.00 14,150.00
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AMGEN INC COMMON STOCK 031162100 15,747,121.80 225,513.00 225,513.00 225,513.00
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AMSOUTH BANCORP COMMON STOCK 032165102 938,962.50 75,117.00 75,117.00 75,117.00
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ANADARKO PETROLEUM CORP COMMON STOCK 032511107 4,109,952.86 61,841.00 61,841.00 61,841.00
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ANALOG DEVICES INC COMMON STOCK 032654105 11,999,313.40 145,337.00 145,337.00 145,337.00
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ANALOGIC CORP COMMON STOCK 032657207 242,153.10 6,300.00 6,300.00 6,300.00
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ANALYSTS INTERNATIONAL CORP COMMON STOCK 032681108 79,253.64 10,980.00 10,980.00 10,980.00
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ANAREN MICROWAVE INC COMMON STOCK 032744104 3,967,031.25 29,250.00 29,250.00 29,250.00
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ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 174,125.70 11,100.00 11,100.00 11,100.00
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ANCHOR GAMING CO COMMON STOCK 033037102 435,204.14 5,470.00 5,470.00 5,470.00
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ANDREW CORP COMMON STOCK 034425108 531,517.54 20,297.00 20,297.00 20,297.00
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ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 9,171,972.24 216,770.00 216,770.00 216,770.00
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ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 521,337.50 17,900.00 17,900.00 17,900.00
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ANNTAYLOR STORES CORP COMMON STOCK 036115103 530,430.60 13,800.00 13,800.00 13,800.00
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AON CORP COMMON STOCK 037389103 1,999,198.75 50,935.00 50,935.00 50,935.00
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APACHE CORP COMMON STOCK 037411105 3,951,915.00 66,840.00 66,840.00 66,840.00
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APOGEE ENTERPRISES INC COMMON STOCK 037598109 76,603.89 13,470.00 13,470.00 13,470.00
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APOLLO GROUP INC COMMON STOCK 037604105 337,222.88 8,457.00 8,457.00 8,457.00
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CLASS A
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APPLE COMPUTER INC COMMON STOCK 037833100 2,046,919.00 79,492.00 79,492.00 79,492.00
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APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 297,390.00 12,930.00 12,930.00 12,930.00
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APPLICA INCORPORATED COMMON STOCK 03815A106 68,675.70 11,100.00 11,100.00 11,100.00
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APPLIED MATERIALS INC COMMON STOCK 038222105 9,746,029.22 164,318.00 164,318.00 164,318.00
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APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 1,494,780.58 7,219.00 7,219.00 7,219.00
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APTARGROUP INC COMMON STOCK 038336103 411,955.77 17,210.00 17,210.00 17,210.00
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ARCH CHEMICALS INC COMMON STOCK 03937R102 193,450.00 10,600.00 10,600.00 10,600.00
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ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,089,147.32 126,277.95 126,277.95 126,277.95
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ARCTIC CAT INC COMMON STOCK 039670104 147,712.50 11,700.00 11,700.00 11,700.00
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ARMSTRONG HOLDINGS INC COMMON STOCK 042384107 335,668.44 28,120.00 28,120.00 28,120.00
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ARROW ELECTRONICS INC COMMON STOCK 042735100 367,869.60 10,800.00 10,800.00 10,800.00
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ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 1,023,300.00 10,800.00 10,800.00 10,800.00
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ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 532,113.75 18,270.00 18,270.00 18,270.00
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ASHLAND INC COMMON STOCK 044204105 466,901.82 13,860.00 13,860.00 13,860.00
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ASIA PULP & PAPER SPONSERED ADRS 04516V100 206,850.00 118,200.00 118,200.00 118,200.00
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ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 513,150.00 24,880.00 24,880.00 24,880.00
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ASPEN TECHNOLOGY INC COMMON STOCK 045327103 559,550.00 12,400.00 12,400.00 12,400.00
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ASSOCIATES FIRST CAPITAL CORP COMMON STOCK 046008108 5,525,124.00 145,398.00 145,398.00 145,398.00
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CLASS A
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ASTEC INDUSTRIES INC COMMON STOCK 046224101 217,646.30 19,900.00 19,900.00 19,900.00
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ASTORIA FINANCIAL CORP COMMON STOCK 046265104 1,027,038.75 26,590.00 26,590.00 26,590.00
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ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 2,102,480.00 40,000.00 40,000.00 40,000.00
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AT&T LATIN AMERICA CORP COMMON STOCK 04649A106 404,976.00 48,000.00 48,000.00 48,000.00
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CLASS A
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ATLANTIC COAST AIRLINES HLDG COMMON STOCK 048396105 330,882.36 10,280.00 10,280.00 10,280.00
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ATLAS AIR INC COMMON STOCK 049164106 2,480,286.25 58,705.00 58,705.00 58,705.00
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ATMEL CORP COMMON STOCK 049513104 774,537.00 51,000.00 51,000.00 51,000.00
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ATMOS ENERGY CORP COMMON STOCK 049560105 319,068.75 15,470.00 15,470.00 15,470.00
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ATWOOD OCEANICS INC COMMON STOCK 050095108 2,655,461.90 63,700.00 63,700.00 63,700.00
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AUDIOVOX CORP COMMON STOCK 050757103 165,682.00 11,000.00 11,000.00 11,000.00
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AUSPEX SYSTEMS INC COMMON STOCK 052116100 178,695.00 14,440.00 14,440.00 14,440.00
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AUTODESK INC COMMON STOCK 052769106 291,558.75 11,490.00 11,490.00 11,490.00
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AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 10,164,665.60 151,995.00 151,995.00 151,995.00
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AUTOZONE INC COMMON STOCK 053332102 574,434.84 25,320.00 25,320.00 25,320.00
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AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 953,740.00 20,000.00 20,000.00 20,000.00
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AVANT! CORP COMMON STOCK 053487104 342,370.00 18,760.00 18,760.00 18,760.00
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AVERY DENNISON CORP COMMON STOCK 053611109 2,212,551.25 47,710.00 47,710.00 47,710.00
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AVID TECHNOLOGY INC COMMON STOCK 05367P100 170,800.00 12,200.00 12,200.00 12,200.00
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AVISTA CORP COMMON STOCK 05379B107 510,750.00 22,700.00 22,700.00 22,700.00
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AVNET INC COMMON STOCK 053807103 283,182.50 4,990.00 4,990.00 4,990.00
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AVOCENT CORPORATION COMMON STOCK 053893103 1,332,371.25 24,170.00 24,170.00 24,170.00
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AVON PRODUCTS INC COMMON STOCK 054303102 1,963,635.00 48,040.00 48,040.00 48,040.00
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AXA - SPONS ADR COMMON STOCK 054536107 1,940,610.00 30,000.00 30,000.00 30,000.00
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AWARE INC COMMON STOCK 05453N100 419,650.00 10,900.00 10,900.00 10,900.00
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AZTAR CORP COMMON STOCK 054802103 302,580.00 19,680.00 19,680.00 19,680.00
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BB&T CORPORATION COMMON STOCK 054937107 2,407,891.25 79,930.00 79,930.00 79,930.00
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BASF AG-SPONSORED ADR COMMON STOCK 055262505 2,295,531.00 63,000.00 63,000.00 63,000.00
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BISYS GROUP INC COMMON STOCK 055472104 2,657,986.56 34,380.00 34,380.00 34,380.00
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BJ SERVICES COMPANY COMMON STOCK 055482103 3,801,669.38 62,195.00 62,195.00 62,195.00
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BJ WHOLESALE COMMON STOCK 05548J106 2,610,221.25 76,490.00 76,490.00 76,490.00
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BMC INDUSTRIES INC COMMON STOCK 055607105 91,712.50 13,340.00 13,340.00 13,340.00
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BP AMOCO PLC SPONSORED ADR 055622104 3,684,666.00 69,522.00 69,522.00 69,522.00
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BMC SOFTWARE INC COMMON STOCK 055921100 1,326,586.50 69,364.00 69,364.00 69,364.00
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BAKER HUGHES INC COMMON STOCK 057224107 3,461,460.75 93,238.00 93,238.00 93,238.00
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BAKER HUGHES INC CONVERTIBLE 057224AHO 4,237,420.00 5,150,000.00 5,150,000.00 5,150,000.00
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BOND
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BALDOR ELECTRIC CO COMMON STOCK 057741100 331,349.66 16,313.00 16,313.00 16,313.00
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BANK OF AMERICA CORP COMMON STOCK 060505104 18,670,797.10 356,483.00 356,483.00 356,483.00
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BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 13,031,611.90 232,450.00 232,450.00 232,450.00
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BANK ONE CORP COMMON STOCK 06423A103 11,284,216.50 292,148.00 292,148.00 292,148.00
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BANK OF TOKYO-MITSUBISHI ADR 065379109 2,220,530.00 190,000.00 190,000.00 190,000.00
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BANKNORTH GROUP INC COMMON STOCK 06646R107 280,369.38 15,685.00 15,685.00 15,685.00
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BARD (CR) INC COMMON STOCK 067383109 430,527.50 10,190.00 10,190.00 10,190.00
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BARRICK GOLD CORP COMMON STOCK 067901108 2,268,224.00 148,736.00 148,736.00 148,736.00
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BARR LABS INC COMMON STOCK 068306109 1,095,805.80 16,525.00 16,525.00 16,525.00
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BARRA INC COMMON STOCK 068313105 415,194.78 6,690.00 6,690.00 6,690.00
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BARRETT RESOURCES CORP COMMON STOCK 068480201 603,857.64 15,970.00 15,970.00 15,970.00
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BAUSCH & LOMB INC COMMON STOCK 071707103 2,915,991.93 74,890.00 74,890.00 74,890.00
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BAXTER INTERNATIONAL INC COMMON STOCK 071813109 6,574,912.56 82,380.00 82,380.00 82,380.00
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BE AEROSPACE INC COMMON STOCK 073302101 196,402.50 12,180.00 12,180.00 12,180.00
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BEAR STEARNS CO COMMON STOCK 073902108 1,344,987.00 21,349.00 21,349.00 21,349.00
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BECKMAN COULTER INC COMMON STOCK 075811109 1,641,991.25 21,290.00 21,290.00 21,290.00
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BECTON DICKINSON & CO COMMON STOCK 075887109 2,178,937.54 82,420.00 82,420.00 82,420.00
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BED BATH & BEYOND INC COMMON STOCK 075896100 1,396,400.67 57,253.00 57,253.00 57,253.00
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BELDEN INC COMMON STOCK 077459105 282,318.75 11,950.00 11,950.00 11,950.00
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BELLSOUTH CORP COMMON STOCK 079860102 16,335,060.00 405,840.00 405,840.00 405,840.00
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BELO (AH) CORP COMMON STOCK 080555105 1,288,746.30 69,900.00 69,900.00 69,900.00
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BEMIS COMPANY INC COMMON STOCK 081437105 342,452.50 10,660.00 10,660.00 10,660.00
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BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 2,697,240.00 51,870.00 51,870.00 51,870.00
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BERGEN BRUNSWIG CORP COMMON STOCK 083739102 170,747.07 14,610.00 14,610.00 14,610.00
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BERINGER WINE ESTATES COMMON STOCK 084102102 527,839.00 9,500.00 9,500.00 9,500.00
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CLASS B
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BEST BUY INC COMMON STOCK 086516101 2,672,250.00 42,000.00 42,000.00 42,000.00
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BESTFOODS COMMON STOCK 08658U101 4,084,912.50 56,150.00 56,150.00 56,150.00
-----------------------------------------------------------------------------------------------------------------------------------
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BETHLEHEM STEEL CORP COMMON STOCK 087509105 78,810.00 26,270.00 26,270.00 26,270.00
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BILLING CONCEPTS CORP COMMON STOCK 090063108 64,919.19 20,370.00 20,370.00 20,370.00
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BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 535,872.00 16,746.00 16,746.00 16,746.00
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BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 301,479.32 26,360.00 26,360.00 26,360.00
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BIOGEN INC COMMON STOCK 090597105 1,836,161.00 30,101.00 30,101.00 30,101.00
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BIOMATRIX INC COMMON STOCK 09060P102 200,550.00 11,460.00 11,460.00 11,460.00
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BIOMET INC COMMON STOCK 090613100 1,245,615.00 35,589.00 35,589.00 35,589.00
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BIRMINGHAM STEEL CORP COMMON STOCK 091250100 40,546.83 15,090.00 15,090.00 15,090.00
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BLACK & DECKER CORP COMMON STOCK 091797100 565,794.85 16,550.00 16,550.00 16,550.00
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BLACK BOX CORP COMMON STOCK 091826107 1,473,816.25 31,610.00 31,610.00 31,610.00
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H&R BLOCK INC COMMON STOCK 093671105 2,817,082.62 76,010.00 76,010.00 76,010.00
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BLUE MARTINI SOFTWARE INC COMMON STOCK 095698106 1,056,900.00 31,200.00 31,200.00 31,200.00
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BOB EVANS FARMS INC COMMON STOCK 096761101 2,871,200.00 155,200.00 155,200.00 155,200.00
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BOEING CO (THE) COMMON STOCK 097023105 11,412,135.00 181,145.00 181,145.00 181,145.00
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BOISE CASCADE CORP COMMON STOCK 097383103 306,791.10 11,550.00 11,550.00 11,550.00
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BOMBAY COMPANY INC COMMON STOCK 097924104 39,479.40 16,200.00 16,200.00 16,200.00
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BORDERS GROUP INC COMMON STOCK 099709107 793,712.15 56,950.00 56,950.00 56,950.00
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BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,331,725.74 81,020.00 81,020.00 81,020.00
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BOWATER INC COMMON STOCK 102183100 254,939.13 5,490.00 5,490.00 5,490.00
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BOWNE & COMPANY INC COMMON STOCK 103043105 157,462.50 16,150.00 16,150.00 16,150.00
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BRADY CORPORATION CL A COMMON STOCK 104674106 4,120,957.50 136,230.00 136,230.00 136,230.00
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BRIGHTPOINT INC COMMON STOCK 109473108 135,786.69 26,990.00 26,990.00 26,990.00
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BRINKER INTERNATIONAL INC COMMON STOCK 109641100 348,847.50 11,580.00 11,580.00 11,580.00
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BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 24,414,939.40 427,395.00 427,395.00 427,395.00
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BRITISH AIRWAYS PLC ADR 110419306 1,282,500.00 30,000.00 30,000.00 30,000.00
-----------------------------------------------------------------------------------------------------------------------------------
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BRITISH TELECOMMUNICATIONS PLC ADR 111021408 2,355,364.00 22,000.00 22,000.00 22,000.00
-----------------------------------------------------------------------------------------------------------------------------------
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BROADCOM CORP COMMON STOCK 111320107 12,248,437.50 50,250.00 50,250.00 50,250.00
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CLASS A
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BROADWING INC COMMON STOCK 111620100 607,864.36 23,780.00 23,780.00 23,780.00
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BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 111621108 407,100.00 1,725.00 1,725.00 1,725.00
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BROOKS AUTOMATION INC COMMON STOCK 11434A100 1,202,437.50 36,300.00 36,300.00 36,300.00
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BROWN-FORMAN CORP COMMON STOCK 115637209 2,022,465.00 36,940.00 36,940.00 36,940.00
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CLASS B
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BRUNSWICK CORP COMMON STOCK 117043109 431,612.50 23,650.00 23,650.00 23,650.00
-----------------------------------------------------------------------------------------------------------------------------------
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BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 349,430.00 16,840.00 16,840.00 16,840.00
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BURLINGTON COAT FACTORY WAREHS COMMON STOCK 121579106 307,708.00 21,500.00 21,500.00 21,500.00
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BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 1,736,948.47 80,556.00 80,556.00 80,556.00
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BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,585,492.84 43,070.00 43,070.00 43,070.00
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BUSINESS OBJECTS SA COMMON STOCK 12328X107 2,860,468.60 25,300.00 25,300.00 25,300.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
C&D TECHNOLOGY INC COMMON STOCK 124661109 710,510.00 12,520.00 12,520.00 12,520.00
-----------------------------------------------------------------------------------------------------------------------------------
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C COR ELECTRONICS INC COMMON STOCK 125010108 1,228,634.88 80,240.00 80,240.00 80,240.00
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C-CUBE MICROSYSTEMS INC-NEW COMMON STOCK 12501N108 862,640.00 42,080.00 42,080.00 42,080.00
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CDW COMPUTER CENTERS INC COMMON STOCK 125129106 667,230.00 9,670.00 9,670.00 9,670.00
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CEC ENTERTAINMENT INC COMMON STOCK 125137109 418,240.00 13,070.00 13,070.00 13,070.00
-----------------------------------------------------------------------------------------------------------------------------------
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CH ENERGY GROUP INC COMMON STOCK 12541M102 317,803.75 7,970.00 7,970.00 7,970.00
-----------------------------------------------------------------------------------------------------------------------------------
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C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 939,504.53 16,670.00 16,670.00 16,670.00
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CIGNA CORP COMMON STOCK 125509109 3,387,258.00 32,445.00 32,445.00 32,445.00
-----------------------------------------------------------------------------------------------------------------------------------
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C.I.T. GROUP INC COMMON STOCK 125577106 917,000.00 52,400.00 52,400.00 52,400.00
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CLASS A
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CKE RESTAURANTS INC COMMON STOCK 12561E105 74,884.27 24,456.00 24,456.00 24,456.00
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CMS ENERGY CORP COMMON STOCK 125896100 589,920.30 21,900.00 21,900.00 21,900.00
-----------------------------------------------------------------------------------------------------------------------------------
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CNET NETWORKS INC COMMON STOCK 12613R104 1,012,481.84 41,565.00 41,565.00 41,565.00
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C P & L ENERGY INC COMMON STOCK 12614C106 1,331,482.78 31,940.00 31,940.00 31,940.00
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CSX CORP COMMON STOCK 126408103 955,147.48 43,790.00 43,790.00 43,790.00
-----------------------------------------------------------------------------------------------------------------------------------
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CTC COMMUNICATIONS GROUP INC COMMON STOCK 126419100 1,856,925.00 91,700.00 91,700.00 91,700.00
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CTS CORP COMMON STOCK 126501105 2,118,656.25 41,850.00 41,850.00 41,850.00
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CUNO INCORPORATED COMMON STOCK 126583103 1,094,700.00 49,200.00 49,200.00 49,200.00
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CVS CORP COMMON STOCK 126650100 3,612,336.00 78,000.00 78,000.00 78,000.00
-----------------------------------------------------------------------------------------------------------------------------------
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CABLETRON SYSTEMS INC COMMON STOCK 126920107 1,084,231.25 36,910.00 36,910.00 36,910.00
-----------------------------------------------------------------------------------------------------------------------------------
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CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 504,717.12 20,760.00 20,760.00 20,760.00
-----------------------------------------------------------------------------------------------------------------------------------
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CACHEFLOW INC COMMON STOCK 126946102 2,059,200.00 14,400.00 14,400.00 14,400.00
-----------------------------------------------------------------------------------------------------------------------------------
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CABOT CORP COMMON STOCK 127055101 231,315.10 7,300.00 7,300.00 7,300.00
-----------------------------------------------------------------------------------------------------------------------------------
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CABOT OIL AND GAS CORP COMMON STOCK 127097103 285,250.00 14,000.00 14,000.00 14,000.00
-----------------------------------------------------------------------------------------------------------------------------------
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CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 441,600.00 9,200.00 9,200.00 9,200.00
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 697,658.92 27,160.00 27,160.00 27,160.00
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CAL DIVE INT'L INC COMMON STOCK 127914109 1,898,036.53 33,190.00 33,190.00 33,190.00
-----------------------------------------------------------------------------------------------------------------------------------
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CALIFORNIA AMPLIFIER INC COMMON STOCK 129900106 963,700.00 41,900.00 41,900.00 41,900.00
-----------------------------------------------------------------------------------------------------------------------------------
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CALIFORNIA PIZZA KITCHEN INC COMMON STOCK 13054D109 1,080,800.00 38,600.00 38,600.00 38,600.00
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CALLAWAY GOLF CO COMMON STOCK 131193104 2,306,711.25 150,030.00 150,030.00 150,030.00
-----------------------------------------------------------------------------------------------------------------------------------
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CALPINE CORP COMMON STOCK 131347106 1,990,953.13 19,075.00 19,075.00 19,075.00
-----------------------------------------------------------------------------------------------------------------------------------
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CAMBREX CORP COMMON STOCK 132011107 1,319,790.00 35,670.00 35,670.00 35,670.00
-----------------------------------------------------------------------------------------------------------------------------------
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CAMPBELL SOUP CO COMMON STOCK 134429109 3,155,456.25 121,950.00 121,950.00 121,950.00
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CANADIAN NATURAL RESOURCES LTD COMMON STOCK 136385101 1,711,750.63 51,000.00 51,000.00 51,000.00
-----------------------------------------------------------------------------------------------------------------------------------
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CANON INC SPONSORED ADR COMMON STOCK 138006309 2,876,250.00 65,000.00 65,000.00 65,000.00
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CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 6,714,391.77 95,835.00 95,835.00 95,835.00
-----------------------------------------------------------------------------------------------------------------------------------
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CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 138,385.62 12,510.00 12,510.00 12,510.00
-----------------------------------------------------------------------------------------------------------------------------------
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CARDINAL HEALTH INC COMMON STOCK 14149Y108 4,909,193.92 55,668.00 55,668.00 55,668.00
-----------------------------------------------------------------------------------------------------------------------------------
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CARLTON COMMUNICATIONS PLC COMMON STOCK 142872209 1,222,500.00 30,000.00 30,000.00 30,000.00
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SPONSORED ADR
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CARNIVAL CORP COMMON STOCK 143658102 4,399,995.00 178,680.00 178,680.00 178,680.00
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CARRAMERICA REALTY CORP COMMON STOCK 144418100 1,355,200.00 44,800.00 44,800.00 44,800.00
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CASEYS GENERAL STORES INC COMMON STOCK 147528103 311,350.00 23,950.00 23,950.00 23,950.00
----------------------------------------------------------------------------------------------------------------------------------
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CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 91,516.99 12,516.00 12,516.00 12,516.00
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CATALINA MARKETING CORP COMMON STOCK 148867104 3,580,395.00 95,160.00 95,160.00 95,160.00
----------------------------------------------------------------------------------------------------------------------------------
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CATERPILLAR INC COMMON STOCK 149123101 2,349,101.25 69,603.00 69,603.00 69,603.00
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CATO CORP COMMON STOCK 149205106 149,875.00 11,990.00 11,990.00 11,990.00
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CELL THERAPEUTICS INC COMMON STOCK 150934107 2,280,695.40 34,200.00 34,200.00 34,200.00
----------------------------------------------------------------------------------------------------------------------------------
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CELGENE CORP COMMON STOCK 151020104 2,088,450.00 35,100.00 35,100.00 35,100.00
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CENDANT CORPORATION COMMON STOCK 151313103 1,578,495.38 145,149.00 145,149.00 145,149.00
----------------------------------------------------------------------------------------------------------------------------------
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CENTEX CORP COMMON STOCK 152312104 378,432.50 11,780.00 11,780.00 11,780.00
----------------------------------------------------------------------------------------------------------------------------------
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CENTRAL PKG CORP COMMON STOCK 154785109 348,294.96 17,580.00 17,580.00 17,580.00
----------------------------------------------------------------------------------------------------------------------------------
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CENTURA BANKS INC COMMON STOCK 15640T100 735,207.28 19,190.00 19,190.00 19,190.00
----------------------------------------------------------------------------------------------------------------------------------
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CENTURYTEL INC COMMON STOCK 156700106 2,805,796.25 102,965.00 102,965.00 102,965.00
----------------------------------------------------------------------------------------------------------------------------------
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CEPHALON INC COMMON STOCK 156708109 2,728,125.00 56,250.00 56,250.00 56,250.00
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CERIDIAN CORP COMMON STOCK 15677T106 3,031,818.48 108,040.00 108,040.00 108,040.00
----------------------------------------------------------------------------------------------------------------------------------
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CERNER CORP COMMON STOCK 156782104 758,780.58 16,340.00 16,340.00 16,340.00
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CHAMPION ENTERPRISES INC COMMON STOCK 158496109 97,027.50 22,830.00 22,830.00 22,830.00
----------------------------------------------------------------------------------------------------------------------------------
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CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 1,019,592.84 41,829.45 41,829.45 41,829.45
----------------------------------------------------------------------------------------------------------------------------------
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CHARMING SHOPPES INC COMMON STOCK 161133103 795,745.00 152,500.00 152,500.00 152,500.00
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CHARTER COMMUNICATIONS INC-A COMMON STOCK 16117M107 1,398,790.00 86,000.00 86,000.00 86,000.00
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CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 14,733,098.80 318,988.00 318,988.00 318,988.00
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CHECKFREE CORP COMMON STOCK 162813109 345,592.50 8,250.00 8,250.00 8,250.00
----------------------------------------------------------------------------------------------------------------------------------
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CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 110,405.20 14,600.00 14,600.00 14,600.00
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CHEESECAKE FACTORY INC COMMON STOCK 163072101 648,966.25 15,005.00 15,005.00 15,005.00
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CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 288,378.38 40,125.00 40,125.00 40,125.00
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CHEVRON CORP COMMON STOCK 166751107 14,191,993.80 166,475.00 166,475.00 166,475.00
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CHICOS FAS INC COMMON STOCK 168615102 285,600.00 8,400.00 8,400.00 8,400.00
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CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 100,875.00 32,280.00 32,280.00 32,280.00
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CHIRON CORP COMMON STOCK 170040109 917,415.00 20,387.00 20,387.00 20,387.00
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CHITTENDEN CORP COMMON STOCK 170228100 328,793.60 12,800.00 12,800.00 12,800.00
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CHOICEPOINT INC COMMON STOCK 170388102 892,589.88 19,457.00 19,457.00 19,457.00
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CHRIS-CRAFT INDUSTRIES INC COMMON STOCK 170520100 323,980.88 3,933.00 3,933.00 3,933.00
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CHUBB CAPITAL CORP COMMON STOCK 171232101 4,743,939.38 59,955.00 59,955.00 59,955.00
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CIBER INC COMMON STOCK 17163B102 695,887.50 84,350.00 84,350.00 84,350.00
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CIENA CORPORATION COMMON STOCK 171779101 1,424,250.76 11,597.00 11,597.00 11,597.00
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CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,142,070.50 32,171.00 32,171.00 32,171.00
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CINERGY CORP COMMON STOCK 172474108 1,048,362.96 31,709.00 31,709.00 31,709.00
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CIRCLE INTERNATIONAL GROUP COMMON STOCK 172574105 257,125.00 8,500.00 8,500.00 8,500.00
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CIRCUIT CITY STORES INC COMMON STOCK 172737108 3,035,770.00 131,990.00 131,990.00 131,990.00
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CIRRUS LOGIC INC COMMON STOCK 172755100 297,905.68 7,390.00 7,390.00 7,390.00
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CISCO SYSTEMS INC COMMON STOCK 17275R102 87,088,807.00 1,576,268.00 1,576,268.00 1,576,268.00
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CINTAS CORP COMMON STOCK 172908105 811,952.12 18,639.00 18,639.00 18,639.00
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CITIGROUP INC COMMON STOCK 172967101 58,038,260.10 1,073,550.00 1,073,550.00 1,073,550.00
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CITRIX SYS INC COMMON STOCK 177376100 753,649.09 37,566.00 37,566.00 37,566.00
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CITY NATIONAL CORP COMMON STOCK 178566105 4,118,970.00 106,640.00 106,640.00 106,640.00
----------------------------------------------------------------------------------------------------------------------------------
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CLARCOR INC COMMON STOCK 179895107 230,685.00 11,830.00 11,830.00 11,830.00
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CLAYTON HOMES INC COMMON STOCK 184190106 148,800.00 14,880.00 14,880.00 14,880.00
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CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 6,606,997.00 116,938.00 116,938.00 116,938.00
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CLOROX CO COMMON STOCK 189054109 3,458,193.54 87,412.00 87,412.00 87,412.00
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COASTAL CORP COMMON STOCK 190441105 7,765,335.00 104,760.00 104,760.00 104,760.00
----------------------------------------------------------------------------------------------------------------------------------
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COCA-COLA CO COMMON STOCK 191216100 27,610,624.10 500,873.00 500,873.00 500,873.00
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COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 1,330,898.87 83,510.00 83,510.00 83,510.00
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COGNEX CORP COMMON STOCK 192422103 821,472.71 20,830.00 20,830.00 20,830.00
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COHERENT INC COMMON STOCK 192479103 880,600.00 12,950.00 12,950.00 12,950.00
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COLGATE-PALMOLIVE CO COMMON STOCK 194162103 5,725,360.00 121,300.00 121,300.00 121,300.00
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COLONIAL BANCGROUP INC COMMON STOCK 195493309 736,625.00 71,000.00 71,000.00 71,000.00
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COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,122,510.00 15,810.00 15,810.00 15,810.00
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COMCAST CORP COMMON STOCK 200300200 9,057,925.31 221,265.00 221,265.00 221,265.00
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CLASS A
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COMDISCO STOCK COMMON STOCK 200336105 318,335.40 16,700.00 16,700.00 16,700.00
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COMERICA INC COMMON STOCK 200340107 1,917,025.79 32,805.00 32,805.00 32,805.00
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COMMERCE BANCORP INC COMMON STOCK 200519106 1,903,180.40 32,708.00 32,708.00 32,708.00
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COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 1,639,873.13 85,745.00 85,745.00 85,745.00
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COMMSCOPE INC COMMON STOCK 203372107 1,065,382.50 43,485.00 43,485.00 43,485.00
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COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 377,056.14 21,470.00 21,470.00 21,470.00
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CIA VALE DO RIO DOCE -SP ADR COMMON STOCK 204412100 841,374.38 33,740.00 33,740.00 33,740.00
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COMPANIA DE TELECOM DE CHILE SPONSORED ADR 204449300 1,126,942.50 64,860.00 64,860.00 64,860.00
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COMPAQ COMPUTER CORP COMMON STOCK 204493100 12,258,730.80 444,479.00 444,479.00 444,479.00
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COMPASS BANCSHARES INC COMMON STOCK 20449H109 261,885.00 13,430.00 13,430.00 13,430.00
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COMPLETE BUSINESS SOLUTIONS COMMON STOCK 20452F107 577,800.00 42,800.00 42,800.00 42,800.00
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COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 3,004,330.55 119,281.00 119,281.00 119,281.00
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COMPUTER SCIENCES CORP COMMON STOCK 205363104 2,499,255.00 33,660.00 33,660.00 33,660.00
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COMPUTER TASK GROUP INC COMMON STOCK 205477102 31,625.00 10,120.00 10,120.00 10,120.00
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COMPUWARE CORP COMMON STOCK 205638109 610,269.50 72,868.00 72,868.00 72,868.00
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COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 3,940,164.00 36,483.00 36,483.00 36,483.00
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CONAGRA INC COMMON STOCK 205887102 2,133,393.08 106,340.00 106,340.00 106,340.00
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CONCORD COMMUNICATIONS COMMON STOCK 206186108 206,965.00 7,810.00 7,810.00 7,810.00
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CONCORD EFS INC COMMON STOCK 206197105 5,136,143.79 144,619.00 144,619.00 144,619.00
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CONCURRENT COMPUTER CORP COMMON STOCK 206710204 908,200.00 47,800.00 47,800.00 47,800.00
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CONE MILLS CORP COMMON STOCK 206814105 55,800.00 12,400.00 12,400.00 12,400.00
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CONEXANT SYSTEMS INC COMMON STOCK 207142100 1,943,000.00 46,400.00 46,400.00 46,400.00
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CONOCO INC COMMON STOCK 208251405 3,352,148.03 124,444.00 124,444.00 124,444.00
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CONSECO INC COMMON STOCK 208464107 495,426.75 64,974.00 64,974.00 64,974.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED EDISON INC COMMON STOCK 209115104 1,591,931.25 46,650.00 46,650.00 46,650.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 113,224.00 14,153.00 14,153.00 14,153.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED STORES CORP COMMON STOCK 210149100 1,392,039.00 103,114.00 103,114.00 103,114.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 475,230.00 8,750.00 8,750.00 8,750.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,658,665.00 33,340.00 33,340.00 33,340.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CONVERGYS CORP COMMON STOCK 212485106 1,201,237.50 30,900.00 30,900.00 30,900.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON CORP COMMON STOCK 216640102 432,911.13 5,875.00 5,875.00 5,875.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COOPER COMPANIES INC COMMON STOCK 216648402 243,733.75 6,890.00 6,890.00 6,890.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COOPER INDUSTRIES INC COMMON STOCK 216669101 1,068,110.25 30,301.00 30,301.00 30,301.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 144,691.56 14,380.00 14,380.00 14,380.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COORS (ADOLPH) CO COMMON STOCK 217016104 469,479.41 7,430.00 7,430.00 7,430.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COPART INC COMMON STOCK 217204106 360,750.00 26,000.00 26,000.00 26,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COR THERAPEUTICS INC COMMON STOCK 217753102 1,607,649.60 25,800.00 25,800.00 25,800.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CORN PRODUCTS INTL INC COMMON STOCK 219023108 1,503,092.50 66,070.00 66,070.00 66,070.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CORNING INC COMMON STOCK 219350105 20,757,330.00 69,890.00 69,890.00 69,890.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 909,650.00 22,600.00 22,600.00 22,600.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CORUS GROUP PLC-SPONS ADR COMMON STOCK 22087M101 775,000.00 100,000.00 100,000.00 100,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CORVIS CORP COMMON STOCK 221009103 233,500.95 3,825.00 3,825.00 3,825.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COST PLUS INC COMMON STOCK 221485105 1,893,356.25 62,850.00 62,850.00 62,850.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 3,127,141.00 89,508.00 89,508.00 89,508.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 862,210.00 22,840.00 22,840.00 22,840.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 430,457.50 28,460.00 28,460.00 28,460.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CRANE CO COMMON STOCK 224399105 1,176,003.75 51,410.00 51,410.00 51,410.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CREE,INC COMMON STOCK 225447101 1,092,750.00 9,400.00 9,400.00 9,400.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CROMPTON CORPORATION COMMON STOCK 227116100 97,122.38 12,333.00 12,333.00 12,333.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CROSS TIMBERS OIL CO COMMON STOCK 227573102 642,284.83 33,475.00 33,475.00 33,475.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CROWN CASTLE INTL CORP COMMON STOCK 228227104 3,892,068.60 125,300.00 125,300.00 125,300.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CROWN CORK & SEAL CO INC COMMON STOCK 228255105 267,816.22 25,060.00 25,060.00 25,060.00
-----------------------------------------------------------------------------------------------------------------------------------
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CULLEN/FROST BANKERS INC COMMON STOCK 229899109 811,525.00 24,970.00 24,970.00 24,970.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 248,477.10 8,300.00 8,300.00 8,300.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CYGNUS INC COMMON STOCK 232560102 141,570.00 12,870.00 12,870.00 12,870.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CYMER INC COMMON STOCK 232572107 785,587.20 25,600.00 25,600.00 25,600.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 549,034.02 13,210.00 13,210.00 13,210.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CYTEC INDUSTRIES INC COMMON STOCK 232820100 984,719.65 29,450.00 29,450.00 29,450.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CYTYC CORP COMMON STOCK 232946103 336,375.00 7,800.00 7,800.00 7,800.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DMC STRATEX NETWORKS INC COMMON STOCK 23322L106 1,710,763.62 106,510.00 106,510.00 106,510.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DPL INC COMMON STOCK 233293109 436,016.00 14,656.00 14,656.00 14,656.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DQE INC COMMON STOCK 23329J104 258,405.00 6,440.00 6,440.00 6,440.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DR HORTON INC COMMON STOCK 23331A109 1,826,384.29 106,265.45 106,265.45 106,265.45
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
D S T SYSTEMS INC DEL COMMON STOCK 233326107 815,450.00 6,940.00 6,940.00 6,940.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DSP GROUP INC COMMON STOCK 23332B106 963,527.50 25,780.00 25,780.00 25,780.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DTE ENERGY COMPANY COMMON STOCK 233331107 1,088,595.00 28,460.00 28,460.00 28,460.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DAIN RAUSCHER CORP COMMON STOCK 233856103 4,053,870.00 43,590.00 43,590.00 43,590.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 1,865,985.00 56,760.00 56,760.00 56,760.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DANA CORP COMMON STOCK 235811106 1,004,652.00 46,728.00 46,728.00 46,728.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DANAHER CORP COMMON STOCK 235851102 3,578,268.75 71,925.00 71,925.00 71,925.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DARDEN RESTAURANTS INC COMMON STOCK 237194105 504,482.88 24,240.00 24,240.00 24,240.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DATASCOPE CORP COMMON STOCK 238113104 243,210.00 7,260.00 7,260.00 7,260.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DEERE & CO COMMON STOCK 244199105 1,553,440.00 46,720.00 46,720.00 46,720.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DELL COMPUTER CORP COMMON STOCK 247025109 16,122,779.60 523,263.00 523,263.00 523,263.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1,688,539.88 111,639.00 111,639.00 111,639.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 395,037.00 9,754.00 9,754.00 9,754.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DELTA & PINE LAND CO COMMON STOCK 247357106 475,517.74 18,512.00 18,512.00 18,512.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DELTA AIR LINES INC COMMON STOCK 247361108 1,088,518.75 24,530.00 24,530.00 24,530.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DELUXE CORP COMMON STOCK 248019101 291,070.96 14,330.00 14,330.00 14,330.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DENDRITE INTL INC COMMON STOCK 248239105 510,500.48 19,040.00 19,040.00 19,040.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DEPARTMENT 56 INC COMMON STOCK 249509100 667,262.20 50,600.00 50,600.00 50,600.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 5,474,973.30 91,022.00 91,022.00 91,022.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DEVRY INC COMMON STOCK 251893103 829,255.00 22,040.00 22,040.00 22,040.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIAGEO PLC - SPONSORED ADR COMMON STOCK 25243Q205 1,765,600.00 50,000.00 50,000.00 50,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIAGNOSTIC PRODUCTS CORP COMMON STOCK 252450101 357,678.75 6,670.00 6,670.00 6,670.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIAL CORP COMMON STOCK 25247D101 2,697,930.00 232,080.00 232,080.00 232,080.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE DRILL COMMON STOCK 25271C102 2,550,200.00 62,200.00 62,200.00 62,200.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE DRILL CONVERTIBLE 25271CAA0 338,325.00 300,000.00 300,000.00 300,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
BOND
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIAMOND TECH PARTNERS COMMON STOCK 252762109 2,509,650.00 33,800.00 33,800.00 33,800.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC COMMON STOCK 253651103 206,439.86 7,772.00 7,772.00 7,772.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIGITAL LIGHTWAVE INC COMMON STOCK 253855100 1,320,628.40 18,200.00 18,200.00 18,200.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DILLARDS INC COMMON STOCK 254067101 197,518.75 18,590.00 18,590.00 18,590.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIME BANCORP INC COMMON STOCK 25429Q102 263,056.40 12,200.00 12,200.00 12,200.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIMON INC. COMMON STOCK 254394109 70,362.50 21,650.00 21,650.00 21,650.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIONEX CORP COMMON STOCK 254546104 1,190,913.75 43,110.00 43,110.00 43,110.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DISNEY (WALT) COMPANY HOLDING COMMON STOCK 254687106 17,749,262.30 464,033.00 464,033.00 464,033.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DIXIE GROUP CONVERTIBLE 255519AA8 47,880.00 76,000.00 76,000.00 76,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DEBENTURES
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,099,754.75 65,657.00 65,657.00 65,657.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOLLAR TREE STORES INC COMMON STOCK 256747106 486,500.63 11,994.00 11,994.00 11,994.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOMINION RESOURCES COMMON STOCK 25746U109 2,848,463.66 49,059.00 49,059.00 49,059.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DONALDSON LUFKIN & JEN COMMON STOCK 257661108 1,341,555.00 15,000.00 15,000.00 15,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,548,388.48 63,040.00 63,040.00 63,040.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOUBLECLICK INC COMMON STOCK 258609304 1,392,000.00 43,500.00 43,500.00 43,500.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOVER CORP COMMON STOCK 260003108 1,905,642.20 40,600.00 40,600.00 40,600.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOW CHEMICAL CO COMMON STOCK 260543103 4,203,131.35 168,550.00 168,550.00 168,550.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOW JONES & COMPANY INC COMMON STOCK 260561105 1,700,655.00 28,110.00 28,110.00 28,110.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 538,464.00 13,632.00 13,632.00 13,632.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DRIL-QUIP COMMON STOCK 262037104 2,272,875.00 57,000.00 57,000.00 57,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DSET CORP COMMON STOCK 262504103 882,750.00 42,800.00 42,800.00 42,800.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 10,612,927.30 256,122.00 256,122.00 256,122.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DUKE ENERGY CORP COMMON STOCK 264399106 11,612,865.30 135,427.00 135,427.00 135,427.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DUN & BRADSTREET CORP COMMON STOCK 26483B106 3,595,911.54 104,420.00 104,420.00 104,420.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DUPONT PHOTOMASKS COMMON STOCK 26613X101 757,875.00 12,900.00 12,900.00 12,900.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 760,562.50 21,500.00 21,500.00 21,500.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS INC CONVERTIBLE 26632SAA7 1,308,300.00 1,335,000.00 1,335,000.00 1,335,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
BOND
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DUSA PHARMACEUTICALS INC COMMONSTOCK 266898105 2,222,161.44 72,120.00 72,120.00 72,120.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DYCOM INDUSTRIES INC COMMON STOCK 267475101 3,341,238.75 80,270.00 80,270.00 80,270.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
DYNEGY INC COMMON STOCK 26816Q101 2,348,970.00 41,210.00 41,210.00 41,210.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EGL INC COMMON STOCK 268484102 414,727.50 13,710.00 13,710.00 13,710.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EMC CORP COMMON STOCK 268648102 52,363,871.60 528,261.00 528,261.00 528,261.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 579,870.00 15,160.00 15,160.00 15,160.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ENI SPA SPONSORED ADR 26874R108 1,323,425.00 25,000.00 25,000.00 25,000.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ESS TECHNOLOGY INC COMMON STOCK 269151106 298,405.20 20,850.00 20,850.00 20,850.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
E TRADE GROUP INC COMMON STOCK 269246104 1,958,304.18 119,140.00 119,140.00 119,140.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EARTHGRAINS CO COMMON STOCK 270319106 374,271.10 20,300.00 20,300.00 20,300.00
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EASTERN ENTERPRISES COMMON STOCK 27637F100 352,880.36 5,530.00 5,530.00 5,530.00
--------------------------------------------------------------------------------------------------------------------------------
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EASTMAN CHEMICAL CO COMMON STOCK 277432100 566,244.21 15,330.00 15,330.00 15,330.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO COMMON STOCK 277461109 3,735,688.88 91,393.00 91,393.00 91,393.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EATON CORP COMMON STOCK 278058102 1,673,118.75 27,150.00 27,150.00 27,150.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EATON VANCE CORP COMMON STOCK 278265103 860,880.00 16,880.00 16,880.00 16,880.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ECHOSTAR COMMUNICATION COMMON STOCK 278762109 2,413,787.25 45,759.00 45,759.00 45,759.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ECOLAB INC COMMON STOCK 278865100 913,450.46 25,330.00 25,330.00 25,330.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EDGEWATER TECHNOLOGY INC COMMON STOCK 280358102 74,392.50 14,170.00 14,170.00 14,170.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EDISON INTERNATIONAL COMMON STOCK 281020107 1,252,962.56 64,880.00 64,880.00 64,880.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EDO CORP CONVERTIBLE 281347AB0 192,500.00 250,000.00 250,000.00 250,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
BOND
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EDWARDS (AG) INC COMMON STOCK 281760108 472,377.36 9,030.00 9,030.00 9,030.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 2,863,590.50 46,468.00 46,468.00 46,468.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELAN CORPORATION PLC ADR SPONSORED 284131208 2,159,887.50 39,450.00 39,450.00 39,450.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELANTEC SEMICONDUCTOR INC COMMON STOCK 284155108 1,524,262.50 15,300.00 15,300.00 15,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 453,463.75 12,910.00 12,910.00 12,910.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELECTROGLAS INC COMMON STOCK 285324109 171,814.34 10,070.00 10,070.00 10,070.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS INC COMMON STOCK 285512109 3,086,233.75 62,506.00 62,506.00 62,506.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 3,865,725.00 93,150.00 93,150.00 93,150.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONICS FOR IMAGING INC COMMON STOCK 286082102 878,700.00 34,800.00 34,800.00 34,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELOYALTY CORPORATION COMMON STOCK 290151109 408,255.00 32,020.00 32,020.00 32,020.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EMBOTELLADORA ANDINA-B ADR 29081P303 427,425.00 41,700.00 41,700.00 41,700.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EMERSON ELECTRIC CO COMMON STOCK 291011104 5,787,125.00 86,375.00 86,375.00 86,375.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EMISPHERE TECHNOLOGIES INC COMMON STOCK 291345106 1,047,795.00 35,000.00 35,000.00 35,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EMMIS BROADCASTING CORP COMMON STOCK 291525103 1,423,125.00 57,500.00 57,500.00 57,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EMPRESAS ICA SOCIEDAD CONVERTIBLE 292448AC1 187,250.00 350,000.00 350,000.00 350,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
SUB DEBENTURE
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENDESA SA SPONSORED ADR 29258N107 2,906,250.00 155,000.00 155,000.00 155,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENERGEN CORP COMMON STOCK 29265N108 431,375.00 14,500.00 14,500.00 14,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENERGY EAST CORPORATION COMMON STOCK 29266M109 327,383.75 14,470.00 14,470.00 14,470.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 254,383.50 10,383.00 10,383.00 10,383.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENGELHARD CORP COMMON STOCK 292845104 412,750.00 25,400.00 25,400.00 25,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 237,900.00 18,300.00 18,300.00 18,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENRON CORP COMMON STOCK 293561106 14,788,997.00 168,776.00 168,776.00 168,776.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENTERGY CORP COMMON STOCK 29364G103 1,731,715.25 46,489.00 46,489.00 46,489.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENTRAVISION COMMUNICATIONS COMMON STOCK 29382R107 2,300,450.00 132,400.00 132,400.00 132,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ENZO BIOCHEM INC COMMON STOCK 294100102 598,781.00 12,346.00 12,346.00 12,346.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 70,000.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EPRESENCE INC COMMON STOCK 294348107 76,950.00 11,400.00 11,400.00 11,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EQUIFAX INC COMMON STOCK 294429105 2,953,642.05 109,650.00 109,650.00 109,650.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 536,229.28 18,940.00 18,940.00 18,940.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EVERGREEN RES INC COMMON STOCK 299900308 1,966,850.00 56,600.00 56,600.00 56,600.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EVOLVE SOFTWARE INC COMMON STOCK 30049P104 900,000.00 37,500.00 37,500.00 37,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EXABYTE CORP COMMON STOCK 300615101 125,325.00 11,140.00 11,140.00 11,140.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EXAR CORP COMMON STOCK 300645108 4,271,300.00 35,300.00 35,300.00 35,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EXE TECHNOLOGIES INC COMMON STOCK 301504106 1,062,000.00 70,800.00 70,800.00 70,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 2,005,259.00 44,500.00 44,500.00 44,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EXPRESS SCRIPTS INC COMMON STOCK 302182100 304,172.50 4,210.00 4,210.00 4,210.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORP COMMON STOCK 30231G102 73,539,265.60 825,125.00 825,125.00 825,125.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FMC CORP COMMON STOCK 302491303 405,725.10 6,050.00 6,050.00 6,050.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC COMMON STOCK 302571104 2,758,541.25 41,955.00 41,955.00 41,955.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FYI INC COMMON STOCK 302712104 280,312.50 7,500.00 7,500.00 7,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 591,072.00 15,720.00 15,720.00 15,720.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FAIR ISAAC & CO INC COMMON STOCK 303250104 298,382.13 6,990.00 6,990.00 6,990.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 4,612,492.50 239,610.00 239,610.00 239,610.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FASTENAL CO COMMON STOCK 311900104 242,601.25 4,210.00 4,210.00 4,210.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FEDDERS CORP COMMON STOCK 313135105 66,223.75 17,090.00 17,090.00 17,090.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FHLMC COMMON STOCK 313400301 7,504,346.22 138,810.00 138,810.00 138,810.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FANNIE MAE COMMON STOCK 313586109 19,031,155.00 266,170.00 266,170.00 266,170.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 1,081,052.50 41,380.00 41,380.00 41,380.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FEDERATED INVESTORS INC-CL B COMMON STOCK 314211103 4,222,350.00 170,600.00 170,600.00 170,600.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FEDEX CORPORATION COMMON STOCK 31428X106 2,516,649.72 56,758.00 56,758.00 56,758.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FERRO CORP COMMON STOCK 315405100 637,814.52 33,460.00 33,460.00 33,460.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 805,018.50 32,526.00 32,526.00 32,526.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD BANCORP COMMON STOCK 316773100 5,944,675.25 110,342.00 110,342.00 110,342.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FILENET CORP COMMON STOCK 316869106 301,176.72 16,560.00 16,560.00 16,560.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRST AMERICAN CORPORATION COMMON STOCK 318522307 639,610.00 30,640.00 30,640.00 30,640.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRSTBANK CORP COMMON STOCK 318672102 317,925.37 13,010.00 13,010.00 13,010.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP COMMON STOCK 319963104 3,156,756.47 80,814.00 80,814.00 80,814.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 1,764,172.50 66,260.00 66,260.00 66,260.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
HEXCEL CORP CONVERTIBLE 328291AA6 100,000.00 100,000.00 100,000.00 100,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
BOND
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRST SECURITY CORP COMMON STOCK 336294103 354,981.74 21,762.00 21,762.00 21,762.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 291,227.25 14,250.00 14,250.00 14,250.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP COMMON STOCK 337358105 6,523,178.36 202,665.00 202,665.00 202,665.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 212,698.75 4,990.00 4,990.00 4,990.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 4,973,873.00 222,296.00 222,296.00 222,296.00
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FISERV INC COMMON STOCK 337738108 815,138.25 13,614.00 13,614.00 13,614.00
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FIRSTMERIT CORP COMMON STOCK 337915102 226,846.93 9,890.00 9,890.00 9,890.00
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FIRSTENERGY CORP COMMON STOCK 337932107 2,199,163.62 81,641.00 81,641.00 81,641.00
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FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 9,743,955.00 249,845.00 249,845.00 249,845.00
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FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 214,279.60 15,800.00 15,800.00 15,800.00
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FLEMING COMPANIES INC COMMON STOCK 339130106 247,786.14 18,970.00 18,970.00 18,970.00
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FLORIDA PROGRESS CORP COMMON STOCK 341109106 1,039,153.31 19,630.00 19,630.00 19,630.00
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FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 354,933.00 9,000.00 9,000.00 9,000.00
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FLOWERS INDUSTRIES INC COMMON STOCK 343496105 213,037.50 10,925.00 10,925.00 10,925.00
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FLUOR CORP COMMON STOCK 343861100 451,800.00 15,060.00 15,060.00 15,060.00
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FOCAL COMMUNICATIONS CORP COMMON STOCK 344155106 727,082.70 47,100.00 47,100.00 47,100.00
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FOOTSTAR INC COMMON STOCK 344912100 298,239.76 9,230.00 9,230.00 9,230.00
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FORD MOTOR CO COMMON STOCK 345370860 9,572,745.28 378,190.00 378,190.00 378,190.00
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FOREST LABORATORIES INC COMMON STOCK 345838106 1,117,051.38 9,740.00 9,740.00 9,740.00
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FORT JAMES CORP COMMON STOCK 347471104 3,336,453.54 109,170.00 109,170.00 109,170.00
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FORTUNE BRANDS INC COMMON STOCK 349631101 3,190,865.00 120,410.00 120,410.00 120,410.00
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FORWARD AIR CORP COMMON STOCK 349853101 362,426.10 10,300.00 10,300.00 10,300.00
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FOSSIL INC COMMON STOCK 349882100 780,615.68 58,640.00 58,640.00 58,640.00
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FOSTER WHEELER CORP COMMON STOCK 350244109 144,275.00 19,900.00 19,900.00 19,900.00
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FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 224,770.00 13,520.00 13,520.00 13,520.00
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FRANKLIN COVEY CO COMMON STOCK 353469109 73,120.00 10,000.00 10,000.00 10,000.00
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FRANKLIN RESOURCES INC COMMON STOCK 354613101 4,984,157.40 112,180.00 112,180.00 112,180.00
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FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 271,180.49 30,774.00 30,774.00 30,774.00
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FREMONT GENERAL CORP COMMON STOCK 357288109 116,651.78 33,940.00 33,940.00 33,940.00
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FRIEDE GOLDMAN HALTER INC COMMON STOCK 358430106 166,281.85 23,546.00 23,546.00 23,546.00
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FRITZ COMPANIES INC COMMON STOCK 358846103 211,200.00 17,600.00 17,600.00 17,600.00
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FUJI PHOTO FILM COMPANY LTD ADR 359586302 2,345,000.00 70,000.00 70,000.00 70,000.00
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G&K SERVICES INC COMMON STOCK 361268105 275,007.60 9,800.00 9,800.00 9,800.00
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GATX CORP COMMON STOCK 361448103 2,179,175.00 52,040.00 52,040.00 52,040.00
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GPU INC COMMON STOCK 36225X100 786,921.62 24,260.00 24,260.00 24,260.00
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GALILEO INTERNATIONAL INC COMMON STOCK 363547100 1,307,115.00 84,330.00 84,330.00 84,330.00
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GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 2,816,715.00 47,640.00 47,640.00 47,640.00
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GANNETT COMPANY INC COMMON STOCK 364730101 2,895,920.00 54,640.00 54,640.00 54,640.00
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GAP INC COMMON STOCK 364760108 3,449,726.88 171,415.00 171,415.00 171,415.00
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GATEWAY INC COMMON STOCK 367626108 3,545,052.50 75,830.00 75,830.00 75,830.00
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GENCORP INC COMMON STOCK 368682100 167,862.50 20,660.00 20,660.00 20,660.00
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GENENTECH INC COMMON STOCK 368710406 3,031,340.28 16,325.00 16,325.00 16,325.00
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GENERAL BINDING CORP COMMON STOCK 369154109 439,446.75 59,586.00 59,586.00 59,586.00
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GENERAL COMMUNICATION INC COMMON STOCK 369385109 181,762.40 25,400.00 25,400.00 25,400.00
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CLASS A
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GENERAL DYNAMICS CORP COMMON STOCK 369550108 2,489,867.68 39,640.00 39,640.00 39,640.00
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GENERAL ELECTRIC CO COMMON STOCK 369604103 123,787,937.20 2,145,855.00 2,145,855.00 2,145,855.00
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GENERAL MILLS INC COMMON STOCK 370334104 4,024,280.00 113,360.00 113,360.00 113,360.00
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GENERAL MOTORS CORP COMMON STOCK 370442105 9,301,695.00 143,103.00 143,103.00 143,103.00
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GENERAL MOTORS CORP COMMON STOCK 370442832 4,850,131.00 130,450.00 130,450.00 130,450.00
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CLASS H
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GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 222,290.88 18,240.00 18,240.00 18,240.00
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GENTEX CORP COMMON STOCK 371901109 891,250.00 35,650.00 35,650.00 35,650.00
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GENUINE PARTS CO COMMON STOCK 372460105 1,636,853.94 85,870.00 85,870.00 85,870.00
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GENZYME CORP COMMON STOCK 372917104 662,163.96 9,711.00 9,711.00 9,711.00
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GEORGIA-PACIFIC CORP COMMON STOCK 373298108 799,705.00 34,030.00 34,030.00 34,030.00
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GEORGIA-PACIFIC CORP COMMON STOCK 373298702 233,275.00 8,680.00 8,680.00 8,680.00
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GERBER SCIENTIFIC INC COMMON STOCK 373730100 90,562.50 10,500.00 10,500.00 10,500.00
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GILEAD SCIENCES INC COMMON STOCK 375558103 4,409,417.40 40,200.00 40,200.00 40,200.00
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GILLETTE CO COMMON STOCK 375766102 10,713,131.00 346,984.00 346,984.00 346,984.00
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GLAXO WELLCOME PLC ADR SPONSORED 37733W105 1,813,110.00 30,000.00 30,000.00 30,000.00
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GLOBAL MARINE INC COMMON STOCK 379352404 600,827.50 19,460.00 19,460.00 19,460.00
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GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,687,042.50 31,460.00 31,460.00 31,460.00
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GOODRICH (BF) CO (THE) COMMON STOCK 382388106 800,590.41 20,430.00 20,430.00 20,430.00
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GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 643,500.00 35,750.00 35,750.00 35,750.00
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GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 61,810.90 15,700.00 15,700.00 15,700.00
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W.R. GRACE & CO COMMON STOCK 38388F108 91,025.00 13,240.00 13,240.00 13,240.00
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GRACO INC COMMON STOCK 384109104 2,718,675.00 84,300.00 84,300.00 84,300.00
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GRAINGER (WW) INC COMMON STOCK 384802104 490,455.68 18,640.00 18,640.00 18,640.00
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GRANT PRIDECO INC COMMON STOCK 38821G101 259,492.77 11,829.00 11,829.00 11,829.00
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GREAT ATLANTIC & PACIFIC TEA C COMMON STOCK 390064103 205,753.20 18,600.00 18,600.00 18,600.00
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GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 2,197,520.64 74,970.00 74,970.00 74,970.00
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GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 1,101,093.75 39,150.00 39,150.00 39,150.00
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GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 331,503.75 11,190.00 11,190.00 11,190.00
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GREY GLOBAL GROUP INC COMMON STOCK 39787M108 3,898,422.49 6,290.00 6,290.00 6,290.00
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GRIFFON CORP COMMON STOCK 398433102 108,136.60 14,300.00 14,300.00 14,300.00
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GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 111,468.75 10,250.00 10,250.00 10,250.00
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GUIDANT CORP COMMON STOCK 401698105 7,708,063.92 109,045.00 109,045.00 109,045.00
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GYMBOREE CORP COMMON STOCK 403777105 63,884.75 11,750.00 11,750.00 11,750.00
------------------------------------------------------------------------------------------------------------------------------------
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HCA- THE HEALTHCARE COMPANY COMMON STOCK 404119109 4,139,548.88 111,503.00 111,503.00 111,503.00
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HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 3,209,296.00 158,000.00 158,000.00 158,000.00
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HNC SOFTWARE INC COMMON STOCK 40425P107 1,129,005.60 13,800.00 13,800.00 13,800.00
------------------------------------------------------------------------------------------------------------------------------------
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HSBC HOLDINGS PLC COMMON STOCK 404280406 4,284,000.00 60,000.00 60,000.00 60,000.00
------------------------------------------------------------------------------------------------------------------------------------
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HSB GROUP INC COMMON STOCK 40428N109 908,430.00 22,640.00 22,640.00 22,640.00
------------------------------------------------------------------------------------------------------------------------------------
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HS RESOURCES INC COMMON STOCK 404297103 295,900.00 8,800.00 8,800.00 8,800.00
------------------------------------------------------------------------------------------------------------------------------------
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HA-LO INDUSTRIES INC COMMON STOCK 404429102 124,600.00 31,150.00 31,150.00 31,150.00
------------------------------------------------------------------------------------------------------------------------------------
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HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 491,750.00 14,000.00 14,000.00 14,000.00
------------------------------------------------------------------------------------------------------------------------------------
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HALLIBURTON CO COMMON STOCK 406216101 6,093,390.56 124,515.00 124,515.00 124,515.00
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HANOVER COMPRESSOR CO COMMON STOCK 410768105 213,431.76 6,480.00 6,480.00 6,480.00
------------------------------------------------------------------------------------------------------------------------------------
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HARCOURT GENERAL INC COMMON STOCK 41163G101 1,699,200.00 28,800.00 28,800.00 28,800.00
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HARLAND (JOHN H) CO COMMON STOCK 412693103 211,611.84 13,820.00 13,820.00 13,820.00
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HARLEY-DAVIDSON INC COMMON STOCK 412822108 3,531,020.63 73,755.00 73,755.00 73,755.00
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HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,442,008.00 36,880.00 36,880.00 36,880.00
------------------------------------------------------------------------------------------------------------------------------------
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HARMONIC LIGHTWAVES IN COMMON STOCK 413160102 744,000.00 31,000.00 31,000.00 31,000.00
------------------------------------------------------------------------------------------------------------------------------------
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HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 5,888,300.00 214,120.00 214,120.00 214,120.00
------------------------------------------------------------------------------------------------------------------------------------
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HARRIS CORP COMMON STOCK 413875105 1,146,864.21 40,330.00 40,330.00 40,330.00
------------------------------------------------------------------------------------------------------------------------------------
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HARSCO CORP COMMON STOCK 415864107 649,505.28 29,440.00 29,440.00 29,440.00
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HARTE-HANKS,INC COMMON STOCK 416196103 2,935,370.00 107,720.00 107,720.00 107,720.00
------------------------------------------------------------------------------------------------------------------------------------
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HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 5,166,857.08 70,840.00 70,840.00 70,840.00
------------------------------------------------------------------------------------------------------------------------------------
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HARTMARX CORP COMMON STOCK 417119104 42,720.00 14,240.00 14,240.00 14,240.00
------------------------------------------------------------------------------------------------------------------------------------
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HASBRO INC COMMON STOCK 418056107 7,211,371.61 630,530.00 630,530.00 630,530.00
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HEALTHSOUTH CORP COMMON STOCK 421924101 625,170.00 76,944.00 76,944.00 76,944.00
------------------------------------------------------------------------------------------------------------------------------------
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HEALTHSOUTH CORP CONVERTIBLE 421924AF8 210,000.00 250,000.00 250,000.00 250,000.00
------------------------------------------------------------------------------------------------------------------------------------
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BOND
------------------------------------------------------------------------------------------------------------------------------------
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HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 2,018,972.12 97,010.00 97,010.00 97,010.00
------------------------------------------------------------------------------------------------------------------------------------
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HEARTLAND EXPRESS INC COMMON STOCK 422347104 213,434.50 12,284.00 12,284.00 12,284.00
------------------------------------------------------------------------------------------------------------------------------------
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HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 467,512.50 9,100.00 9,100.00 9,100.00
------------------------------------------------------------------------------------------------------------------------------------
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HEINZ (HJ) CO COMMON STOCK 423074103 4,336,254.00 117,000.00 117,000.00 117,000.00
------------------------------------------------------------------------------------------------------------------------------------
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HELIX TECHNOLOGY CORP COMMON STOCK 423319102 328,923.75 11,010.00 11,010.00 11,010.00
------------------------------------------------------------------------------------------------------------------------------------
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HELLER FINANCIAL INC COMMON STOCK 423328103 4,272,875.20 149,600.00 149,600.00 149,600.00
------------------------------------------------------------------------------------------------------------------------------------
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HELMERICH & PAYNE INC COMMON STOCK 423452101 363,778.75 10,070.00 10,070.00 10,070.00
------------------------------------------------------------------------------------------------------------------------------------
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HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 3,433,478.25 79,158.00 79,158.00 79,158.00
------------------------------------------------------------------------------------------------------------------------------------
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HERCULES INC COMMON STOCK 427056106 1,200,907.50 85,020.00 85,020.00 85,020.00
------------------------------------------------------------------------------------------------------------------------------------
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HERSHEY FOODS CORP COMMON STOCK 427866108 4,214,172.50 77,860.00 77,860.00 77,860.00
------------------------------------------------------------------------------------------------------------------------------------
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HERTZ CORP COMMON STOCK 428040109 1,317,625.00 41,500.00 41,500.00 41,500.00
------------------------------------------------------------------------------------------------------------------------------------
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HEWLETT-PACKARD CO COMMON STOCK 428236103 19,353,343.00 199,519.00 199,519.00 199,519.00
------------------------------------------------------------------------------------------------------------------------------------
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HEXCEL CORP CONVERTIBLE 428290AA8 58,125.00 75,000.00 75,000.00 75,000.00
------------------------------------------------------------------------------------------------------------------------------------
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DEBENTURE
------------------------------------------------------------------------------------------------------------------------------------
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HIBERNIA CORP COMMON STOCK 428656102 211,312.50 17,250.00 17,250.00 17,250.00
------------------------------------------------------------------------------------------------------------------------------------
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HILB ROGAL & HAMILTON CO COMMON STOCK 431294107 268,047.41 6,430.00 6,430.00 6,430.00
------------------------------------------------------------------------------------------------------------------------------------
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HILLENBRAND INDUSTRIES INC COMMON STOCK 431573104 306,090.00 6,840.00 6,840.00 6,840.00
------------------------------------------------------------------------------------------------------------------------------------
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HILTON HOTELS CORP COMMON STOCK 432848109 1,884,825.68 163,019.00 163,019.00 163,019.00
------------------------------------------------------------------------------------------------------------------------------------
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HITACHI LTD ADR 433578507 1,713,750.00 15,000.00 15,000.00 15,000.00
------------------------------------------------------------------------------------------------------------------------------------
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HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 330,876.25 11,870.00 11,870.00 11,870.00
------------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC COMMON STOCK 437076102 26,047,764.40 490,893.00 490,893.00 490,893.00
------------------------------------------------------------------------------------------------------------------------------------
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HOMESTAKE MINING CO COMMON STOCK 437614100 272,473.11 52,530.00 52,530.00 52,530.00
------------------------------------------------------------------------------------------------------------------------------------
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HOMESTORE COM INC COMMON STOCK 437852106 2,127,125.00 45,500.00 45,500.00 45,500.00
------------------------------------------------------------------------------------------------------------------------------------
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HON INDUSTRIES INC COMMON STOCK 438092108 768,546.25 31,210.00 31,210.00 31,210.00
------------------------------------------------------------------------------------------------------------------------------------
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HONDA MOTOR CO LTD SPONSORED ADR 438128308 1,463,740.00 20,000.00 20,000.00 20,000.00
------------------------------------------------------------------------------------------------------------------------------------
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HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 5,720,341.88 160,571.00 160,571.00 160,571.00
------------------------------------------------------------------------------------------------------------------------------------
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HOOPER HOLMES INC COMMON STOCK 439104100 1,121,038.80 117,880.00 117,880.00 117,880.00
------------------------------------------------------------------------------------------------------------------------------------
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HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 3,241,431.25 197,950.00 197,950.00 197,950.00
------------------------------------------------------------------------------------------------------------------------------------
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HORMEL FOOD CORPORATION COMMON STOCK 440452100 255,477.97 15,310.00 15,310.00 15,310.00
------------------------------------------------------------------------------------------------------------------------------------
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HOUGHTON MIFFLIN CO COMMON STOCK 441560109 2,532,410.00 64,520.00 64,520.00 64,520.00
------------------------------------------------------------------------------------------------------------------------------------
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HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 5,437,812.00 96,032.00 96,032.00 96,032.00
------------------------------------------------------------------------------------------------------------------------------------
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HUBBELL INC COMMON STOCK 443510201 1,178,916.48 47,040.00 47,040.00 47,040.00
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CLASS B
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HUDSON UNITED BANCORP COMMON STOCK 444165104 1,839,327.75 66,582.00 66,582.00 66,582.00
------------------------------------------------------------------------------------------------------------------------------------
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HUGHES SUPPLY INC COMMON STOCK 444482103 225,433.80 11,490.00 11,490.00 11,490.00
------------------------------------------------------------------------------------------------------------------------------------
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HUMANA INC COMMON STOCK 444859102 356,040.00 33,120.00 33,120.00 33,120.00
------------------------------------------------------------------------------------------------------------------------------------
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HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 744,437.50 4,300.00 4,300.00 4,300.00
------------------------------------------------------------------------------------------------------------------------------------
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HUMAN GENOME SCIENCES INC CONVERTIBLE 444903AG3 730,312.50 750,000.00 750,000.00 750,000.00
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BOND
------------------------------------------------------------------------------------------------------------------------------------
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HUNT CORP COMMON STOCK 445591100 164,587.50 23,100.00 23,100.00 23,100.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 836,806.51 56,976.00 56,976.00 56,976.00
------------------------------------------------------------------------------------------------------------------------------------
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HUSKY ENERGY INC COMMON STCOK 448055103 533,115.11 57,500.00 57,500.00 57,500.00
------------------------------------------------------------------------------------------------------------------------------------
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HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 252,112.14 11,970.00 11,970.00 11,970.00
------------------------------------------------------------------------------------------------------------------------------------
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ICN PHARMACEUTICALS INC COMMON STOCK 448924100 284,952.50 8,570.00 8,570.00 8,570.00
------------------------------------------------------------------------------------------------------------------------------------
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HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 402,615.00 15,560.00 15,560.00 15,560.00
------------------------------------------------------------------------------------------------------------------------------------
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IBP INC COMMON STOCK 449223106 211,137.36 11,530.00 11,530.00 11,530.00
------------------------------------------------------------------------------------------------------------------------------------
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IDEC PHARMACEUTICALS C COMMON STOCK 449370105 2,682,992.70 15,300.00 15,300.00 15,300.00
------------------------------------------------------------------------------------------------------------------------------------
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IMC GLOBAL INC COMMON STOCK 449669100 1,098,230.00 75,740.00 75,740.00 75,740.00
------------------------------------------------------------------------------------------------------------------------------------
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IMS HEALTH INC COMMON STOCK 449934108 1,245,207.50 60,010.00 60,010.00 60,010.00
------------------------------------------------------------------------------------------------------------------------------------
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ITC DELTACOM INC COMMON STOCK 45031T104 594,550.00 51,700.00 51,700.00 51,700.00
------------------------------------------------------------------------------------------------------------------------------------
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ITT INDUSTRIES INC COMMON STOCK 450911102 2,128,191.57 65,610.00 65,610.00 65,610.00
------------------------------------------------------------------------------------------------------------------------------------
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IDEX CORP COMMON STOCK 45167R104 3,488,772.56 124,880.00 124,880.00 124,880.00
------------------------------------------------------------------------------------------------------------------------------------
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IDEXX LABORATORIES INC COMMON STOCK 45168D104 1,688,460.00 63,120.00 63,120.00 63,120.00
------------------------------------------------------------------------------------------------------------------------------------
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ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 3,366,077.63 60,243.00 60,243.00 60,243.00
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IMMUNE RESPONSE CORP COMMON STOCK 45252T106 90,750.00 13,200.00 13,200.00 13,200.00
------------------------------------------------------------------------------------------------------------------------------------
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IMPERIAL BANCORP COMMON STOCK 452556103 407,362.50 21,300.00 21,300.00 21,300.00
------------------------------------------------------------------------------------------------------------------------------------
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INCO LTD COMMON STOCK 453258402 582,918.75 36,150.00 36,150.00 36,150.00
------------------------------------------------------------------------------------------------------------------------------------
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INCYTE GENOMICS INC COMMON STOCK 45337C102 1,396,605.00 33,960.00 33,960.00 33,960.00
------------------------------------------------------------------------------------------------------------------------------------
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INFOCUS CORPORATION COMMON STOCK 45665B106 217,300.00 4,100.00 4,100.00 4,100.00
------------------------------------------------------------------------------------------------------------------------------------
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INFORMATICA CORP COMMON STOCK 45666Q102 1,743,775.00 18,700.00 18,700.00 18,700.00
------------------------------------------------------------------------------------------------------------------------------------
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INFORMIX CORP COMMON STOCK 456779107 126,555.00 30,680.00 30,680.00 30,680.00
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ING GROEP N.V. SPONSORED ADR COMMON STOCK 456837103 2,635,000.00 40,000.00 40,000.00 40,000.00
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INGERSOLL-RAND CO COMMON STOCK 456866102 1,088,403.75 32,130.00 32,130.00 32,130.00
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INFORMATION RESOURCES INC COMMON STOCK 456905108 96,662.28 14,190.00 14,190.00 14,190.00
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INHALE THERAPEUTIC SYS COMMON STOCK 457191104 2,333,925.00 41,400.00 41,400.00 41,400.00
------------------------------------------------------------------------------------------------------------------------------------
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INPUT/OUTPUT INC COMMON STOCK 457652105 234,850.00 24,400.00 24,400.00 24,400.00
------------------------------------------------------------------------------------------------------------------------------------
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INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 3,102,685.00 113,860.00 113,860.00 113,860.00
------------------------------------------------------------------------------------------------------------------------------------
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INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 396,775.00 11,800.00 11,800.00 11,800.00
------------------------------------------------------------------------------------------------------------------------------------
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INTEGRATED DEVICE TECHNLGY INC COMMON STOCK 458118106 2,125,845.00 23,490.00 23,490.00 23,490.00
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INTEL CORP COMMON STOCK 458140100 60,760,235.90 1,461,918.00 1,461,918.00 1,461,918.00
------------------------------------------------------------------------------------------------------------------------------------
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INTER-TEL INC COMMON STOCK 458372109 145,031.25 12,750.00 12,750.00 12,750.00
------------------------------------------------------------------------------------------------------------------------------------
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INTERFACE INC COMMON STOCK 458665106 1,101,097.92 138,190.00 138,190.00 138,190.00
------------------------------------------------------------------------------------------------------------------------------------
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INTERMET CORP COMMON STOCK 45881K104 89,175.00 12,300.00 12,300.00 12,300.00
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INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 43,498,012.50 386,649.00 386,649.00 386,649.00
------------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 1,294,837.50 70,950.00 70,950.00 70,950.00
------------------------------------------------------------------------------------------------------------------------------------
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INTL FIBERCOM INC COMMON STOCK 45950T101 2,139,637.50 146,300.00 146,300.00 146,300.00
------------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 8,173,228.75 243,070.00 243,070.00 243,070.00
------------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 240,643.75 13,850.00 13,850.00 13,850.00
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INTERNATIONAL PAPER CO COMMON STOCK 460146103 4,597,579.43 160,267.00 160,267.00 160,267.00
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INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 1,132,588.80 22,400.00 22,400.00 22,400.00
------------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL SPEEDWAY CORP COMMON STOCK 460335201 226,590.00 5,810.00 5,810.00 5,810.00
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INTERNET CAPITAL GROUP COMMON STOCK 46059C106 723,635.50 41,500.00 41,500.00 41,500.00
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------------------------------------------------------------------------------------------------------------------------------------
INTERNET SECURITY SYSTEMS INC COMMON STOCK 46060X107 3,711,175.00 49,400.00 49,400.00 49,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 2,117,293.92 62,160.00 62,160.00 62,160.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INTERSTATE BAKERIES CO COMMON STOCK 46072H108 823,241.25 56,290.00 56,290.00 56,290.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INTRAWEST CORPORATION COMMON STOCK 460915200 972,562.50 58,500.00 58,500.00 58,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INTRANET SOLUTIONS INC COMMON STOCK 460939309 3,925,500.00 78,510.00 78,510.00 78,510.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INTERVOICE-BRITE INC COMMON STOCK 461142101 168,315.00 16,030.00 16,030.00 16,030.00
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------------------------------------------------------------------------------------------------------------------------------------
INTEVAC INC CONVERTIBLE 461148AC2 100,250.00 200,000.00 200,000.00 200,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
NOTE
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INTUIT INC COMMON STOCK 461202103 6,719,673.00 117,889.00 117,889.00 117,889.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INVACARE CORP COMMON STOCK 461203101 2,447,925.00 76,200.00 76,200.00 76,200.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 966,874.77 24,210.00 24,210.00 24,210.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INVITROGEN CORP COMMON STOCK 46185R100 3,534,912.50 49,700.00 49,700.00 49,700.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
INVESTORS FINANCIAL SERVICES COMMON STOCK 461915100 909,000.00 14,400.00 14,400.00 14,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
IONA TECHNOLOGIES PLC ADR 46206P109 3,885,050.00 55,900.00 55,900.00 55,900.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
IPALCO ENTERPRISES INC COMMON STOCK 462613100 213,881.25 9,350.00 9,350.00 9,350.00
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------------------------------------------------------------------------------------------------------------------------------------
ISHARES S&P SMALLCAP 600 COMMON STOCK 464287804 630,112.00 5,800.00 5,800.00 5,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
I SHARES
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ITO-YOKADO CO LTD ADR 465714301 1,828,750.00 35,000.00 35,000.00 35,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
IVAX CORP COMMON STOCK 465823102 808,450.00 17,575.00 17,575.00 17,575.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JDS UNIPHASE CORP COMMON STOCK 46612J101 19,523,512.50 206,190.00 206,190.00 206,190.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JLG INDUSTRIES INC COMMON STOCK 466210101 257,145.70 21,100.00 21,100.00 21,100.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT INC COMMON STOCK 466313103 4,014,211.25 70,735.00 70,735.00 70,735.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JACK IN THE BOX INC COMMON STOCK 466367109 397,013.24 18,520.00 18,520.00 18,520.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JACOBSON STORES INC CONVERTIBLE 469834AC9 70,000.00 100,000.00 100,000.00 100,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
DEBENTURE
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JEFFERIES GROUP - NEW COMMON STOCK 472319102 314,975.00 11,720.00 11,720.00 11,720.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,399,921.88 20,625.00 20,625.00 20,625.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON COMMON STOCK 478160104 26,505,921.50 282,167.00 282,167.00 282,167.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,050,443.25 19,750.00 19,750.00 19,750.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
JONES APPAREL GROUP INC COMMON STOCK 480074103 1,342,304.50 50,653.00 50,653.00 50,653.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP COMMON STOCK 482480100 4,564,343.34 110,820.00 110,820.00 110,820.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
K MART CORP COMMON STOCK 482584109 574,380.00 95,730.00 95,730.00 95,730.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KAMAN CORP COMMON STOCK 483548103 141,147.50 11,180.00 11,180.00 11,180.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 258,056.46 9,580.00 9,580.00 9,580.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KEANE INC COMMON STOCK 486665102 1,523,196.00 87,540.00 87,540.00 87,540.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KELLOGG CO COMMON STOCK 487836108 2,367,907.30 97,900.00 97,900.00 97,900.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KELLWOOD CO COMMON STOCK 488044108 210,787.50 11,550.00 11,550.00 11,550.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KEMET CORP COMMON STOCK 488360108 1,165,222.50 42,180.00 42,180.00 42,180.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CORP COMMON STOCK 490553104 1,465,686.25 61,390.00 61,390.00 61,390.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CONVERTIBLE 490553AA2 659,408.00 800,000.00 800,000.00 800,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
BOND
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KERR-MCGEE CORP COMMON STOCK 492386107 1,324,138.75 19,987.00 19,987.00 19,987.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE CORP CONVERTIBLE 492386AL1 490,625.00 500,000.00 500,000.00 500,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
BOND
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KEY ENERGY SERVICES INC CONVERTIBLE 492914AF3 328,000.00 400,000.00 400,000.00 400,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
BOND
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP COMMON STOCK 493267108 2,174,250.18 85,898.00 85,898.00 85,898.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KEYSPAN CORPORATION COMMON STOCK 49337W100 1,075,350.00 26,800.00 26,800.00 26,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KIMBERLY-CLARK CORP COMMON STOCK 494368103 7,516,202.04 134,670.00 134,670.00 134,670.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC COMMON STOCK 49455P101 515,396.83 12,590.00 12,590.00 12,590.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KING PHARMACEUTICALS INC COMMON STOCK 495582108 6,154,280.47 184,056.00 184,056.00 184,056.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KIRBY CORP COMMON STOCK 497266106 234,518.75 11,950.00 11,950.00 11,950.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,203,716.44 43,370.00 43,370.00 43,370.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KOHLS CORP COMMON STOCK 500255104 4,314,987.60 74,800.00 74,800.00 74,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KOREA ELECTRIC POWER SPONSORED ADR 500631106 1,793,412.60 137,300.00 137,300.00 137,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 1,603,912.50 47,700.00 47,700.00 47,700.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KROGER CO COMMON STOCK 501044101 3,717,540.74 164,770.00 164,770.00 164,770.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KROLL-O'GARA COMPANY COMMON STOCK 501050108 65,400.00 10,900.00 10,900.00 10,900.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 312,565.76 23,480.00 23,480.00 23,480.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
KYOCERA CORP SPONSORED ADR 501556203 2,632,647.50 17,500.00 17,500.00 17,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LG&E ENERGY CORP COMMON STOCK 501917108 348,227.25 14,250.00 14,250.00 14,250.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LSI LOGIC CORP COMMON STOCK 502161102 2,257,515.00 77,180.00 77,180.00 77,180.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 208,089.50 3,683.00 3,683.00 3,683.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LA-Z-BOY INC COMMON STOCK 505336107 423,754.20 29,100.00 29,100.00 29,100.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LABOR READY INC COMMON STOCK 505401208 84,786.75 20,250.00 20,250.00 20,250.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORP COMMON STOCK 512807108 544,362.00 26,000.00 26,000.00 26,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING CO COMMON STOCK 512815101 1,942,987.50 51,300.00 51,300.00 51,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 73,433.36 10,780.00 10,780.00 10,780.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LASER VISION CENTERS INC COMMON STOCK 51807H100 52,941.17 12,190.00 12,190.00 12,190.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 2,784,250.00 51,800.00 51,800.00 51,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LEAP WIRELESS INTERNATIONAL IN COMMON STOCK 521863100 2,502,480.00 40,000.00 40,000.00 40,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LEE ENTERPRISES INC COMMON STOCK 523768109 7,388,823.75 255,890.00 255,890.00 255,890.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LEGGETT & PLATT INC COMMON STOCK 524660107 4,904,249.92 310,160.00 310,160.00 310,160.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LEGG MASON INC COMMON STOCK 524901105 386,240.63 6,645.00 6,645.00 6,645.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 4,469,437.50 30,250.00 30,250.00 30,250.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LENNOX INTL INC COMMON STOCK 526107107 254,325.00 27,128.00 27,128.00 27,128.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL INC COMMON STOCK 529771107 960,750.00 25,620.00 25,620.00 25,620.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LIBBEY INC COMMON STOCK 529898108 4,024,773.75 129,310.00 129,310.00 129,310.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 1,432,750.00 52,100.00 52,100.00 52,100.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
ELI LILLY & CO COMMON STOCK 532457108 18,511,913.80 228,190.00 228,190.00 228,190.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LILLY INDUSTRIES INC COMMON STOCK 532491107 329,515.00 11,170.00 11,170.00 11,170.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LIMITED INC COMMON STOCK 532716107 1,900,332.43 86,136.00 86,136.00 86,136.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LINCARE HOLDINGS INC COMMON STOCK 532791100 2,550,848.04 88,920.00 88,920.00 88,920.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATIONAL CORP COMMON STOCK 534187109 3,229,668.75 67,110.00 67,110.00 67,110.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 4,077,825.50 62,978.00 62,978.00 62,978.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LINENS N THINGS INC COMMON STOCK 535679104 2,511,750.00 98,500.00 98,500.00 98,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LITTELFUSE INC COMMON STOCK 537008104 2,844,014.60 95,800.00 95,800.00 95,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LITTON INDUSTRIES INC COMMON STOCK 538021106 223,881.87 5,010.00 5,010.00 5,010.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LIZ CLAIBORNE INC COMMON STOCK 539320101 2,108,645.00 54,770.00 54,770.00 54,770.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP COMMON STOCK 539830109 5,762,726.40 174,840.00 174,840.00 174,840.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP COMMON STOCK 540424108 1,643,321.25 19,710.00 19,710.00 19,710.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LONGS DRUG STORES CORP COMMON STOCK 543162101 2,615,726.25 136,770.00 136,770.00 136,770.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 3,855,512.50 97,300.00 97,300.00 97,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 189,527.81 20,630.00 20,630.00 20,630.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LOWE'S COMPANIES COMMON STOCK 548661107 4,117,954.38 91,765.00 91,765.00 91,765.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LUBY'S INC COMMON STOCK 549282101 57,900.80 10,900.00 10,900.00 10,900.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 21,399,298.50 700,193.00 700,193.00 700,193.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 150,957.36 12,780.00 12,780.00 12,780.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MAF BANCORP INC COMMON STOCK 55261R108 274,122.50 11,020.00 11,020.00 11,020.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MBIA INC COMMON STOCK 55262C100 9,610,410.00 135,120.00 135,120.00 135,120.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP COMMON STOCK 55262L100 9,282,504.00 241,104.00 241,104.00 241,104.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MDC HOLDINGS INC COMMON STOCK 552676108 265,200.00 10,200.00 10,200.00 10,200.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCN ENERGY GROUP INC COMMON STOCK 55267J100 257,531.25 10,050.00 10,050.00 10,050.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MDU RESOURCES GROUP INC COMMON STOCK 552690109 999,600.00 33,600.00 33,600.00 33,600.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MGIC INVESTMENT CORP COMMON STOCK 552848103 3,514,076.25 57,490.00 57,490.00 57,490.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MGI PHARMA INC COMMON STOCK 552880106 1,536,000.00 51,200.00 51,200.00 51,200.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK 553530106 793,000.00 52,000.00 52,000.00 52,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MACDERMID INC COMMON STOCK 554273102 313,740.00 14,940.00 14,940.00 14,940.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MACROMEDIA INC COMMON STOCK 556100105 1,968,580.32 24,360.00 24,360.00 24,360.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MAGNA INTERNATIONAL CONVERTIBLE 559222AG9 533,250.00 600,000.00 600,000.00 600,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
DEBENTURE
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MALLINCKRODT INC COMMON STOCK 561232109 611,375.00 13,400.00 13,400.00 13,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MANDALAY RESORT GROUP COMMON STOCK 562567107 216,531.25 8,450.00 8,450.00 8,450.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 231,866.25 12,045.00 12,045.00 12,045.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MANOR CARE INC COMMON STOCK 564055101 318,132.36 20,280.00 20,280.00 20,280.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MANPOWER INC COMMON STOCK 56418H100 2,753,608.14 86,220.00 86,220.00 86,220.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MANUFACTURERS SERVICES LTD COMMON STOCK 565005105 754,062.50 63,500.00 63,500.00 63,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MARCHFIRST INC COMMON STOCK 566244109 710,307.36 45,280.00 45,280.00 45,280.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MARCUS CORP (THE) COMMON STOCK 566330106 151,725.00 14,450.00 14,450.00 14,450.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MARINE DRILLING COMPANIES INC COMMON STOCK 568240204 2,304,953.40 80,700.00 80,700.00 80,700.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 8,910,180.00 67,120.00 67,120.00 67,120.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 576,437.50 11,500.00 11,500.00 11,500.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 1,748,247.26 47,980.00 47,980.00 47,980.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 1,478,756.40 38,630.00 38,630.00 38,630.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MASCO CORP COMMON STOCK 574599106 1,704,373.75 91,510.00 91,510.00 91,510.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MASCOTECH INC COMMON STOCK 574670105 356,579.86 21,530.00 21,530.00 21,530.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 1,313,125.00 5,000.00 5,000.00 5,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MATTEL INC COMMON STOCK 577081102 951,577.41 85,061.00 85,061.00 85,061.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MATTHEWS INTERNATIONAL CORP COMMON STOCK 577128101 846,000.00 28,800.00 28,800.00 28,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MAXTOR CORP CONVERTIBLE 577729AA4 280,000.00 400,000.00 400,000.00 400,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
DEBENTURE
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 10,952,543.20 136,163.00 136,163.00 136,163.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 2,190,117.50 106,835.00 106,835.00 106,835.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MAXIMUS INC COMMON STOCK 577933104 224,347.50 10,140.00 10,140.00 10,140.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MAYTAG CORP COMMON STOCK 578592107 484,567.20 15,600.00 15,600.00 15,600.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCCLATCHY NEWSPAPERS INC COMMON STOCK 579489105 1,266,732.00 36,000.00 36,000.00 36,000.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & COMPANY INC COMMON STOCK 579780206 7,467,845.00 251,020.00 251,020.00 251,020.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCDATA CORP COMMON STOCK 580031102 712,762.00 5,800.00 5,800.00 5,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 130,240.00 11,840.00 11,840.00 11,840.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCDONALD'S CORP COMMON STOCK 580135101 8,447,620.64 279,843.00 279,843.00 279,843.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 2,475,739.90 38,950.00 38,950.00 38,950.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCKESSON HBOC INC COMMON STOCK 58155Q103 1,741,422.76 56,980.00 56,980.00 56,980.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MCLEODUSA INC COMMON STOCK 582266102 1,850,699.03 129,311.00 129,311.00 129,311.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MEAD CORP COMMON STOCK 582834107 476,850.00 20,400.00 20,400.00 20,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MEDAREX INC COMMON STOCK 583916101 1,560,249.60 13,300.00 13,300.00 13,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 2,246,595.00 36,530.00 36,530.00 36,530.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
CLASS A
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC COMMON STOCK 584699102 6,554,585.25 84,849.00 84,849.00 84,849.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC COMMON STOCK 585055106 13,329,206.90 257,261.00 257,261.00 257,261.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINANCIAL CORP COMMON STOCK 58551A108 8,937,668.25 192,726.00 192,726.00 192,726.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MEMBERWORKS INC COMMON STOCK 586002107 256,425.00 7,800.00 7,800.00 7,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 1,364,779.96 48,205.00 48,205.00 48,205.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MENTOR CORP COMMON STOCK 587188103 177,187.50 11,250.00 11,250.00 11,250.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,445,306.72 39,820.00 39,820.00 39,820.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MERCK & COMPANY INC COMMON STOCK 589331107 40,035,121.60 537,839.00 537,839.00 537,839.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MERCURY COMPUTER SYSTEMS INC COMMON STOCK 589378108 289,244.80 10,400.00 10,400.00 10,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 7,308,468.75 46,625.00 46,625.00 46,625.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MEREDITH CORP COMMON STOCK 589433101 301,490.00 10,220.00 10,220.00 10,220.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 1,016,550.00 50,200.00 50,200.00 50,200.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 11,777,700.00 178,450.00 178,450.00 178,450.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MESA AIR GROUP INC COMMON STOCK 590479101 86,394.40 15,800.00 15,800.00 15,800.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
METHODE ELECTRONICS INC COMMON STOCK 591520200 760,393.92 17,160.00 17,160.00 17,160.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MICHAEL FOODS INC COMMON STOCK 594079105 1,327,466.25 56,790.00 56,790.00 56,790.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MICHAELS STORES INC COMMON STOCK 594087108 642,400.00 16,060.00 16,060.00 16,060.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MICREL INC COMMON STOCK 594793101 618,410.00 9,230.00 9,230.00 9,230.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP COMMON STOCK 594918104 65,156,682.00 1,080,327.00 1,080,327.00 1,080,327.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 1,132,902.49 34,266.00 34,266.00 34,266.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC COMMON STOCK 595112103 5,257,800.00 114,300.00 114,300.00 114,300.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MID ATLANTIC MEDICAL SERVICES COMMON STOCK 59523C107 346,362.50 22,900.00 22,900.00 22,900.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
S & P MID-CAP 400 COMMON STOCK 595635103 683,721.75 6,959.00 6,959.00 6,959.00
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SPDR
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MIDWAY GAMES INC COMMON STOCK 598148104 128,079.00 18,297.00 18,297.00 18,297.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MILACRON INC COMMON STOCK 598709103 480,563.20 36,100.00 36,100.00 36,100.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MILLENNIUM PHARMACEUTICALS COMMON STOCK 599902103 1,523,426.66 10,430.00 10,430.00 10,430.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MILLER (HERMAN) INC COMMON STOCK 600544100 6,854,887.66 213,801.00 213,801.00 213,801.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MILLIPORE CORP COMMON STOCK 601073109 451,917.21 9,330.00 9,330.00 9,330.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MINIMED INC COMMON STOCK 60365K108 639,031.25 7,150.00 7,150.00 7,150.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 11,092,008.40 121,723.00 121,723.00 121,723.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 51,044.00 12,761.00 12,761.00 12,761.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 53,944.80 10,400.00 10,400.00 10,400.00
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 3,478,050.00 35,400.00 35,400.00 35,400.00
------------------------------------------------------------------------------------------------------------------------------------
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MOLEX INC COMMON STOCK 608554101 2,129,085.51 39,111.00 39,111.00 39,111.00
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MOLEX INC COMMON STOCK 608554200 1,632,617.80 39,400.00 39,400.00 39,400.00
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CLASS A
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MONTANA POWER CO COMMON STOCK 612085100 391,155.00 11,720.00 11,720.00 11,720.00
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MONY GROUP INC COMMON STOCK 615337102 202,166.25 5,070.00 5,070.00 5,070.00
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MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 10,518,572.60 64,383.00 64,383.00 64,383.00
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MORGAN KEEGAN INC COMMON STOCK 617410105 241,500.00 13,800.00 13,800.00 13,800.00
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MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 23,802,331.20 260,314.00 260,314.00 260,314.00
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MORRISON MANAGEMENT SPECIAL COMMON STOCK 618459101 487,575.00 16,500.00 16,500.00 16,500.00
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MOTOROLA INC COMMON STOCK 620076109 13,987,987.50 495,150.00 495,150.00 495,150.00
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MUELLER INDUSTRIES INC COMMON STOCK 624756102 370,659.24 16,520.00 16,520.00 16,520.00
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MURPHY OIL CORP COMMON STOCK 626717102 324,060.00 5,000.00 5,000.00 5,000.00
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MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 1,502,245.76 68,480.00 68,480.00 68,480.00
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MYERS INDUSTRIES INC COMMON STOCK 628464109 132,883.64 10,474.00 10,474.00 10,474.00
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MYLAN LABORATORIES INC COMMON STOCK 628530107 367,420.68 13,640.00 13,640.00 13,640.00
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MYRIAD GENETICS INC COMMON STOCK 62855J104 1,109,400.00 12,900.00 12,900.00 12,900.00
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NABI INC CONVERTIBLE 628716AB8 387,187.50 525,000.00 525,000.00 525,000.00
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BOND
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NBTY INC COMMON STOCK 628782104 215,261.76 32,960.00 32,960.00 32,960.00
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NCR CORP COMMON STOCK 62886E108 875,763.73 23,161.00 23,161.00 23,161.00
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NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 2,828,100.00 50,000.00 50,000.00 50,000.00
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NVR INC COMMON STOCK 62944T105 340,200.00 4,200.00 4,200.00 4,200.00
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NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 1,857,744.00 65,184.00 65,184.00 65,184.00
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NABORS INDUSTRIES INC COMMON STOCK 629568106 844,164.00 16,110.00 16,110.00 16,110.00
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NATIONAL AUSTRALIA BANK LTD ADR 632525408 2,636,250.00 38,000.00 38,000.00 38,000.00
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NATIONAL CITY CORP COMMON STOCK 635405103 3,459,907.50 156,380.00 156,380.00 156,380.00
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NATIONAL COMMERCE BANCORP COMMON STOCK 635449101 446,788.17 22,410.00 22,410.00 22,410.00
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NATIONAL DATA CORP COMMON STOCK 635621105 520,398.32 15,860.00 15,860.00 15,860.00
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NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 314,783.98 10,175.00 10,175.00 10,175.00
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NATIONAL FUEL GAS CO COMMON STOCK 636180101 247,794.04 4,420.00 4,420.00 4,420.00
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NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 2,028,426.25 45,970.00 45,970.00 45,970.00
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NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 1,423,240.00 35,360.00 35,360.00 35,360.00
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NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 437,406.32 22,360.00 22,360.00 22,360.00
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NATURAL MICROSYSTEMS CORP COMMON STOCK 638882100 2,227,154.40 41,400.00 41,400.00 41,400.00
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NAUTICA ENTERPRISES INC COMMON STOCK 639089101 196,771.77 15,210.00 15,210.00 15,210.00
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NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 351,161.01 11,730.00 11,730.00 11,730.00
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NETWORKS ASSOCIATES INC COMMON STOCK 640938106 345,370.63 15,265.00 15,265.00 15,265.00
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NETEGRITY INC COMMON STOCK 64110P107 686,000.00 9,800.00 9,800.00 9,800.00
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NETRO CORP COMMON STOCK 64114R109 1,410,150.00 23,800.00 23,800.00 23,800.00
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NETIQ CORP COMMON STOCK 64115P102 4,881,069.60 74,308.00 74,308.00 74,308.00
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NETRATINGS INC COMMON STOCK 64116M108 281,250.00 15,000.00 15,000.00 15,000.00
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NETWORK EQUIPMENT TECHNOLOGIES COMMON STOCK 641208103 110,717.32 10,360.00 10,360.00 10,360.00
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NETWORK APPLIANCE INC COMMON STOCK 64120L104 9,254,048.50 72,652.00 72,652.00 72,652.00
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NEW ERA OF NETWORKS INC COMMON STOCK 644312100 810,122.40 33,300.00 33,300.00 33,300.00
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NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 972,156.25 23,930.00 23,930.00 23,930.00
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NEW YORK TIMES CO COMMON STOCK 650111107 1,304,765.28 33,190.00 33,190.00 33,190.00
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NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,126,475.85 137,054.00 137,054.00 137,054.00
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NEWFIELD EXPLORATION CO COMMON STOCK 651290108 3,038,856.83 65,090.00 65,090.00 65,090.00
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NEWMONT MINING CORP COMMON STOCK 651639106 951,320.00 55,960.00 55,960.00 55,960.00
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NEWPORT CORP COMMON STOCK 651824104 684,839.50 4,300.00 4,300.00 4,300.00
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NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 1,753,651.25 40,430.00 40,430.00 40,430.00
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NEWS CORPORATION LTD SPONSORED ADR 652487703 1,121,240.00 20,000.00 20,000.00 20,000.00
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NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 9,589,079.50 205,114.00 205,114.00 205,114.00
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NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,085,490.00 68,920.00 68,920.00 68,920.00
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NICE SYSTEMS LTD ADR SPONSORED ADR 653656108 1,800,000.00 25,000.00 25,000.00 25,000.00
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NICOR INC COMMON STOCK 654086107 497,209.38 13,740.00 13,740.00 13,740.00
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NIKE INC COMMON STOCK 654106103 2,152,130.64 53,720.00 53,720.00 53,720.00
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99 CENTS ONLY STORES COMMON STOCK 65440K106 821,360.44 16,366.00 16,366.00 16,366.00
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NIPPON TELEGRAPH & TELEPHONE C COMMON STOCK 654624105 3,038,000.00 62,000.00 62,000.00 62,000.00
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NISOURCE INC COMMON STOCK 65473P105 324,918.75 13,330.00 13,330.00 13,330.00
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NOBLE AFFILIATES INC COMMON STOCK 654894104 228,318.75 6,150.00 6,150.00 6,150.00
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NOKIA CORP AB ADR SPONSORED 654902204 3,036,660.30 76,275.00 76,275.00 76,275.00
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NOBLE DRILLING CORP COMMON STOCK 655042109 1,557,750.00 31,000.00 31,000.00 31,000.00
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NORAM ENERGY CORP CONVERTIBLE 655419AC3 402,225.00 432,500.00 432,500.00 432,500.00
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SUB DEBENTURE
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NORDSTROM INC COMMON STOCK 655664100 401,032.74 25,770.00 25,770.00 25,770.00
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NORFOLK SOUTHERN CORP COMMON STOCK 655844108 2,936,700.00 200,800.00 200,800.00 200,800.00
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NORTEL NETWORKS CORP COMMON STOCK 656568102 42,761,584.95 717,934.00 717,934.00 717,934.00
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NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,840,071.25 85,090.00 85,090.00 85,090.00
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NORTHEAST UTILITIES COMMON STOCK 664397106 355,666.80 16,400.00 16,400.00 16,400.00
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NORTHERN TRUST CORP COMMON STOCK 665859104 4,463,746.88 50,225.00 50,225.00 50,225.00
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NORTHROP GRUMMAN CORP COMMON STOCK 666807102 1,299,512.50 14,300.00 14,300.00 14,300.00
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NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 279,597.50 12,290.00 12,290.00 12,290.00
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NORTHWESTERN CORPORATION COMMON STOCK 668074107 215,865.00 11,070.00 11,070.00 11,070.00
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NOVA CORP/GEORGIA COMMON STOCK 669784100 1,845,047.50 107,740.00 107,740.00 107,740.00
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NOVARTIS AG SPONSORED ADR 66987V109 2,011,724.00 52,000.00 52,000.00 52,000.00
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NOVELL INC COMMON STOCK 670006105 645,736.07 64,983.00 64,983.00 64,983.00
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NOVELLUS SYSTEMS INC COMMON STOCK 670008101 1,215,268.20 26,100.00 26,100.00 26,100.00
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NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 3,346,042.50 78,270.00 78,270.00 78,270.00
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NOVO-NORDISK AS ADR 670100205 1,332,000.00 12,000.00 12,000.00 12,000.00
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NSTAR COMMON STOCK 67019E107 1,068,637.50 26,550.00 26,550.00 26,550.00
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NUCOR CORP COMMON STOCK 670346105 484,108.75 16,070.00 16,070.00 16,070.00
------------------------------------------------------------------------------------------------------------------------------------
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NVIDIA CORP COMMON STOCK 67066G104 592,775.00 7,240.00 7,240.00 7,240.00
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NYFIX INC COMMON STOCK 670712108 532,525.00 11,900.00 11,900.00 11,900.00
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OM GROUP INC COMMON STOCK 670872100 1,016,898.75 23,310.00 23,310.00 23,310.00
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OTG SOFTWARE INC COMMON STOCK 671059103 1,414,275.00 34,600.00 34,600.00 34,600.00
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OAK TECHNOLOGY INC COMMON STOCK 671802106 2,753,925.00 100,600.00 100,600.00 100,600.00
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OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,607,762.52 73,710.00 73,710.00 73,710.00
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OCEAN ENERGY INC COMMON STOCK 67481E106 2,784,186.45 180,358.00 180,358.00 180,358.00
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OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 182,542.50 10,980.00 10,980.00 10,980.00
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OFFICE DEPOT INC COMMON STOCK 676220106 475,571.12 60,877.00 60,877.00 60,877.00
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OFFICEMAX INC COMMON STOCK 67622M108 43,349.54 12,170.00 12,170.00 12,170.00
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OFFSHORE LOGISTICS INC COMMON STOCK 676255102 181,252.50 10,140.00 10,140.00 10,140.00
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OGDEN CORP CONVERTIBLE 676346AD1 436,837.50 495,000.00 495,000.00 495,000.00
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SUB DEBENTURE
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OLD KENT FINANCIAL CORP COMMON STOCK 679833103 792,497.62 27,387.00 27,387.00 27,387.00
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OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 1,718,026.80 71,400.00 71,400.00 71,400.00
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OLIN CORP COMMON STOCK 680665205 458,253.97 28,310.00 28,310.00 28,310.00
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OMNICARE INC COMMON STOCK 681904108 3,088,582.50 191,540.00 191,540.00 191,540.00
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OMNICOM GROUP INC COMMON STOCK 681919106 5,378,739.07 73,745.00 73,745.00 73,745.00
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OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 1,610,502.44 44,505.00 44,505.00 44,505.00
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OMNOVA SOLUTIONS INC COMMON STOCK 682129101 106,567.92 19,160.00 19,160.00 19,160.00
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ON ASSIGNMENT INC COMMON STOCK 682159108 348,262.50 11,100.00 11,100.00 11,100.00
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ONEOK INC COMMON STOCK 682680103 230,947.50 5,810.00 5,810.00 5,810.00
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ORACLE CORP COMMON STOCK 68389X105 48,143,025.00 611,340.00 611,340.00 611,340.00
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ORBITAL SCIENCES CORP COMMON STOCK 685564106 153,095.00 18,280.00 18,280.00 18,280.00
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ORGANOGENESIS INC COMMON STOCK 685906109 244,461.00 16,630.00 16,630.00 16,630.00
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O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 1,516,758.75 103,710.00 103,710.00 103,710.00
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ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 778,168.32 23,360.00 23,360.00 23,360.00
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OSHKOSH TRUCK CORP COMMON STOCK 688239201 1,999,500.00 51,600.00 51,600.00 51,600.00
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OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 2,087,268.75 76,950.00 76,950.00 76,950.00
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OWENS & MINOR INC COMMON STOCK 690732102 252,787.50 16,050.00 16,050.00 16,050.00
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OWENS CORNING COMMON STOCK 69073F103 29,163.75 11,110.00 11,110.00 11,110.00
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OWENS-ILLINOIS INC COMMON STOCK 690768403 268,897.50 29,070.00 29,070.00 29,070.00
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OXFORD HEALTH PLANS INC COMMON STOCK 691471106 286,133.54 9,310.00 9,310.00 9,310.00
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P-COM INC COMMON STOCK 693262107 247,775.00 37,400.00 37,400.00 37,400.00
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PECO ENERGY CO COMMON STOCK 693304107 2,060,924.86 34,030.00 34,030.00 34,030.00
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PG&E CORP COMMON STOCK 69331C108 1,864,938.64 77,105.00 77,105.00 77,105.00
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PE CORP CELERA GENOMICS COMMON STOCK 69332S102 4,899,990.00 42,060.00 42,060.00 42,060.00
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PMC SIERRA INC COMMON STOCK 69344F106 2,864,331.75 13,307.00 13,307.00 13,307.00
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PMI GROUP INC (THE) COMMON STOCK 69344M101 341,798.75 5,045.00 5,045.00 5,045.00
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PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 3,758,625.00 57,825.00 57,825.00 57,825.00
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PPG INDUSTRIES INC COMMON STOCK 693506107 2,039,911.80 51,400.00 51,400.00 51,400.00
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PPL CORPORATION COMMON STOCK 69351T106 1,203,276.75 28,821.00 28,821.00 28,821.00
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PACCAR INC COMMON STOCK 693718108 561,748.73 15,157.00 15,157.00 15,157.00
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PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 1,160,950.00 43,400.00 43,400.00 43,400.00
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PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 290,250.00 15,480.00 15,480.00 15,480.00
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PACKETEER INC COMMON STOCK 695210104 1,490,924.10 39,300.00 39,300.00 39,300.00
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PACTIV CORPORATION COMMON STOCK 695257105 377,561.25 33,750.00 33,750.00 33,750.00
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PAINE WEBBER GROUP INC COMMON STOCK 695629105 2,024,675.00 29,720.00 29,720.00 29,720.00
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PALL CORP COMMON STOCK 696429307 1,830,216.60 91,800.00 91,800.00 91,800.00
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PALM INC COMMON STOCK 696642107 8,918,402.26 168,472.00 168,472.00 168,472.00
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PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 595,180.60 54,419.00 54,419.00 54,419.00
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PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 105,400.00 12,400.00 12,400.00 12,400.00
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PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 276,456.25 4,970.00 4,970.00 4,970.00
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PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 499,125.00 33,000.00 33,000.00 33,000.00
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PARKER HANNIFIN CORP COMMON STOCK 701094104 755,662.50 22,390.00 22,390.00 22,390.00
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PATTERSON DENTAL CO COMMON STOCK 703412106 728,550.00 32,380.00 32,380.00 32,380.00
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PATTERSON ENERGY INC COMMON STOCK 703414102 1,185,937.50 34,500.00 34,500.00 34,500.00
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PAXAR CORP COMMON STOCK 704227107 189,830.82 21,241.00 21,241.00 21,241.00
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PAYCHEX INC COMMON STOCK 704326107 3,947,475.00 75,190.00 75,190.00 75,190.00
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PEGASUS COMMUNICATION CORP COMMON STOCK 705904100 3,009,837.60 62,300.00 62,300.00 62,300.00
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PEGASUS SOLUTIONS INC COMMON STOCK 705906105 228,875.40 11,700.00 11,700.00 11,700.00
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PENNEY J C CO INC COMMON STOCK 708160106 927,478.24 78,520.00 78,520.00 78,520.00
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PENTAIR INC COMMON STOCK 709631105 2,213,562.50 82,750.00 82,750.00 82,750.00
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PENTON MEDIA INC COMMON STOCK 709668107 420,750.00 15,300.00 15,300.00 15,300.00
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PEOPLES ENERGY CORP COMMON STOCK 711030106 234,960.00 7,040.00 7,040.00 7,040.00
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PEOPLESOFT INC COMMON STOCK 712713106 1,572,266.42 56,279.00 56,279.00 56,279.00
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PEP BOYS - MANNY MOE & JACK COMMON STOCK 713278109 129,000.00 25,800.00 25,800.00 25,800.00
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PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 1,364,814.80 45,400.00 45,400.00 45,400.00
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PEPSICO INC COMMON STOCK 713448108 13,411,760.00 291,560.00 291,560.00 291,560.00
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PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 1,017,497.40 80,200.00 80,200.00 80,200.00
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PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 2,829,187.80 149,400.00 149,400.00 149,400.00
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PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 255,850.00 6,800.00 6,800.00 6,800.00
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PERKINELMER INC COMMON STOCK 714046109 1,026,006.25 9,830.00 9,830.00 9,830.00
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PFIZER INC COMMON STOCK 717081103 63,453,245.90 1,412,049.00 1,412,049.00 1,412,049.00
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PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 323,259.54 12,170.00 12,170.00 12,170.00
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PHARMACIA CORPORATION COMMON STOCK 71713U102 22,395,462.30 372,098.00 372,098.00 372,098.00
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PHELPS DODGE CORP COMMON STOCK 717265102 1,297,339.50 31,074.00 31,074.00 31,074.00
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PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 456,018.73 19,667.00 19,667.00 19,667.00
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PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 14,758,033.90 501,343.00 501,343.00 501,343.00
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PHILIPPINE LONG DIST -SP ADR COMMON STOCK 718252604 491,487.50 28,700.00 28,700.00 28,700.00
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PHILLIPS PETROLEUM CO COMMON STOCK 718507106 3,286,845.00 52,380.00 52,380.00 52,380.00
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PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 136,118.40 13,200.00 13,200.00 13,200.00
------------------------------------------------------------------------------------------------------------------------------------
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PHOENIX TECHNOLOGIES LTD COMMON STOCK 719153108 199,212.50 12,500.00 12,500.00 12,500.00
------------------------------------------------------------------------------------------------------------------------------------
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PHOTRONICS INC COMMON STOCK 719405102 295,116.36 13,530.00 13,530.00 13,530.00
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PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 467,950.00 15,280.00 15,280.00 15,280.00
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PIER 1 IMPORTS INC COMMON STOCK 720279108 1,288,281.50 94,992.00 94,992.00 94,992.00
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PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 275,355.00 12,660.00 12,660.00 12,660.00
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PINNACLE HOLDINGS INC COMMON STOCK 72346N101 1,853,100.00 69,600.00 69,600.00 69,600.00
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PINNACLE SYS INC COMMON STOCK 723481107 269,100.00 23,920.00 23,920.00 23,920.00
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PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 860,805.00 16,920.00 16,920.00 16,920.00
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PIONEER GROUP INC COMMON STOCK 723684106 571,144.32 12,990.00 12,990.00 12,990.00
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PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 153,787.08 10,840.00 10,840.00 10,840.00
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PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 180,713.65 13,325.00 13,325.00 13,325.00
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PITNEY BOWES INC COMMON STOCK 724479100 3,787,135.11 96,030.00 96,030.00 96,030.00
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PLACER DOME INC COMMON STOCK 725906101 616,896.69 65,370.00 65,370.00 65,370.00
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PLANTRONICS INC COMMON STOCK 727493108 897,180.00 23,610.00 23,610.00 23,610.00
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PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 1,334,756.00 113,000.00 113,000.00 113,000.00
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PLEXUS CORP COMMON STOCK 729132100 3,326,190.00 47,180.00 47,180.00 47,180.00
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POGO PRODUCING CO COMMON STOCK 730448107 491,260.00 19,360.00 19,360.00 19,360.00
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POLARIS INDUSTRIES INC COMMON STOCK 731068102 400,087.50 11,350.00 11,350.00 11,350.00
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POLYCOM INC COMMON STOCK 73172K104 3,772,977.12 56,340.00 56,340.00 56,340.00
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POLYMEDICA CORP COMMON STOCK 731738100 273,971.25 6,390.00 6,390.00 6,390.00
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POLYONE CORP COMMON STOCK 73179P106 340,008.00 46,500.00 46,500.00 46,500.00
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PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 2,936,250.00 290,000.00 290,000.00 290,000.00
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POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 309,800.10 12,300.00 12,300.00 12,300.00
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POWERGEN PLC SPONSORED ADR 738905405 1,417,500.00 45,000.00 45,000.00 45,000.00
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POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 255,144.96 6,720.00 6,720.00 6,720.00
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PRAXAIR INC COMMON STOCK 74005P104 1,177,312.50 31,500.00 31,500.00 31,500.00
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PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 346,707.76 10,730.00 10,730.00 10,730.00
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PRECISION CASTPARTS CORP COMMON STOCK 740189105 213,365.00 5,560.00 5,560.00 5,560.00
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PRECISION DRILLING CORP COMMON STOCK 74022D100 2,329,875.00 65,400.00 65,400.00 65,400.00
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PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 543,400.00 20,800.00 20,800.00 20,800.00
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T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 1,986,843.21 42,330.00 42,330.00 42,330.00
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PRIME HOSPITALITY CORP COMMON STOCK 741917108 221,737.50 21,900.00 21,900.00 21,900.00
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PRIDE INTERNATIONAL INC COMMON STOCK 741932107 838,195.00 31,630.00 31,630.00 31,630.00
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PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 837,835.00 10,988.00 10,988.00 10,988.00
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PROCTER & GAMBLE CO COMMON STOCK 742718109 19,144,111.00 285,733.00 285,733.00 285,733.00
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PROFESSIONAL DETAILING INC COMMONSTOCK 74312N107 1,675,800.00 29,400.00 29,400.00 29,400.00
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PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 237,790.00 24,080.00 24,080.00 24,080.00
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PROGRESS SOFTWARE CORP COMMON STOCK 743312100 889,712.50 65,300.00 65,300.00 65,300.00
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PROGRESSIVE CORP COMMON STOCK 743315103 1,192,918.75 14,570.00 14,570.00 14,570.00
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PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 165,720.36 10,660.00 10,660.00 10,660.00
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PROSOFTTRAINING.COM COMMON STOCK 743477101 1,090,125.00 76,500.00 76,500.00 76,500.00
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PROTECTIVE LIFE CORP COMMON STOCK 743674103 3,234,566.25 108,270.00 108,270.00 108,270.00
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PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 4,721,190.00 39,180.00 39,180.00 39,180.00
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PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 223,093.25 13,319.00 13,319.00 13,319.00
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PROVINCE HEALTHCARE CO COMMON STOCK 743977100 3,899,848.05 97,650.00 97,650.00 97,650.00
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PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 3,679,825.00 28,975.00 28,975.00 28,975.00
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PROXIM INC COMMON STOCK 744284100 546,460.00 12,280.00 12,280.00 12,280.00
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PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,917,519.17 42,910.00 42,910.00 42,910.00
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PUGET SOUND ENERGY INC COMMON STOCK 745332106 234,718.75 9,250.00 9,250.00 9,250.00
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PULTE CORP COMMON STOCK 745867101 264,330.00 8,010.00 8,010.00 8,010.00
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QLT INC. COMMON STOCK 746927102 1,545,075.00 21,800.00 21,800.00 21,800.00
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QLOGIC CORP COMMON STOCK 747277101 1,404,568.00 15,961.00 15,961.00 15,961.00
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QUAKER OATS CO COMMON STOCK 747402105 2,111,055.00 26,680.00 26,680.00 26,680.00
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QUALCOMM INC COMMON STOCK 747525103 11,618,310.00 163,064.00 163,064.00 163,064.00
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QUANTUM CORP COMMON STOCK 747906204 245,058.74 16,270.00 16,270.00 16,270.00
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QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 288,750.00 10,000.00 10,000.00 10,000.00
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QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 573,750.00 5,000.00 5,000.00 5,000.00
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QUESTAR CORP COMMON STOCK 748356102 241,408.16 8,680.00 8,680.00 8,680.00
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QUIKSILVER INC COMMON STOCK 74838C106 208,670.00 10,840.00 10,840.00 10,840.00
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QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 367,459.41 23,057.00 23,057.00 23,057.00
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QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 19,597,905.30 407,763.00 407,763.00 407,763.00
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R H DONNELLEY CORP COMMON STOCK 74955W307 2,093,487.50 99,100.00 99,100.00 99,100.00
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RPM INC (OHIO) COMMON STOCK 749685103 2,051,645.86 226,401.00 226,401.00 226,401.00
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RSA SECURITY INC COMMON STOCK 749719100 830,156.25 19,250.00 19,250.00 19,250.00
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RTI INTERNATIONAL METALS COMMON STOCK 74973W107 145,813.70 10,100.00 10,100.00 10,100.00
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RADIAN GROUP INC COMMON STOCK 750236101 3,541,050.00 52,460.00 52,460.00 52,460.00
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RADIOSHACK CORPORATION COMMON STOCK 750438103 5,575,845.00 86,280.00 86,280.00 86,280.00
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RADISYS CORP COMMON STOCK 750459109 910,116.00 18,000.00 18,000.00 18,000.00
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RALCORP HOLDINGS INC COMMON STOCK 751028101 202,693.75 14,350.00 14,350.00 14,350.00
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RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 1,450,591.88 61,240.00 61,240.00 61,240.00
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RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 1,427,737.50 20,580.00 20,580.00 20,580.00
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RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 734,001.05 22,285.00 22,285.00 22,285.00
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RAYTHEON CO COMMON STOCK 755111408 1,929,450.45 67,850.00 67,850.00 67,850.00
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READ-RITE CORP COMMON STOCK 755246105 335,925.00 29,860.00 29,860.00 29,860.00
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READERS DIGEST ASSOCIATION INC COMMON STOCK 755267101 1,144,815.04 32,420.00 32,420.00 32,420.00
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CLASS A
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RECKSON ASSOCS RLTY CO COMMON STOCK 75621K106 1,624,350.00 63,700.00 63,700.00 63,700.00
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REDBACK NETWORKS COMMON STOCK 757209101 2,606,598.30 15,900.00 15,900.00 15,900.00
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REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 211,446.88 11,240.00 11,240.00 11,240.00
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REGAL-BELOIT CORP COMMON STOCK 758750103 171,804.80 10,130.00 10,130.00 10,130.00
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REGENT COMMUNICATIONS INC COMMON STOCK 758865109 422,155.80 75,900.00 75,900.00 75,900.00
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REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 577,136.25 17,690.00 17,690.00 17,690.00
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REGIS CORP COMMON STOCK 758932107 292,500.00 19,500.00 19,500.00 19,500.00
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REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,116,132.34 49,197.00 49,197.00 49,197.00
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RELIANCE STEEL AND ALUMINUM CO COMMON STOCK 759509102 281,598.94 13,370.00 13,370.00 13,370.00
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RELIANT ENERGY INC COMMON STOCK 75952J108 4,123,620.00 88,680.00 88,680.00 88,680.00
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REMEC INC COMMON STOCK 759543101 4,358,147.85 148,050.00 148,050.00 148,050.00
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REMEDY CORP COMMON STOCK 759548100 287,843.75 15,250.00 15,250.00 15,250.00
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REMINGTON OIL & GAS CORP COMMON STOCK 759594302 109,066.65 10,450.00 10,450.00 10,450.00
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RENAL CARE GROUP INC COMMON STOCK 759930100 1,583,870.00 85,040.00 85,040.00 85,040.00
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REPSOL YPF SA SPONSORED ADR 76026T205 1,831,200.00 100,000.00 100,000.00 100,000.00
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REPUBLIC SERVICES INC COMMON STOCK 760759100 2,947,875.00 224,600.00 224,600.00 224,600.00
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RESMED INC COMMON STOCK 761152107 462,500.00 14,800.00 14,800.00 14,800.00
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RESPIRONICS INC COMMON STOCK 761230101 1,677,043.50 100,500.00 100,500.00 100,500.00
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RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 356,556.00 11,056.00 11,056.00 11,056.00
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RICHARDSON ELECTRONICS LTD CONVERTABLE 763165AB3 41,000.00 50,000.00 50,000.00 50,000.00
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DEBENTURE
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RIGGS NATIONAL CORP COMMON STOCK 766570105 169,050.00 13,800.00 13,800.00 13,800.00
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ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 4,897,457.53 141,190.00 141,190.00 141,190.00
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ROBOTIC VISION SYSTEMS INC COMMON STOCK 771074101 102,649.60 17,200.00 17,200.00 17,200.00
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ROCKWELL INTL NEW COMMON STOCK 773903109 2,761,522.50 91,290.00 91,290.00 91,290.00
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ROGERS COMMUNICATIONS,INC COMMON STOCK 775109200 1,208,037.00 51,000.00 51,000.00 51,000.00
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ROGERS COMMUNICATIONS,INC CONVERTIBLE 775109AE1 271,104.00 300,000.00 300,000.00 300,000.00
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DEBENTURE
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ROHM & HAAS CO COMMON STOCK 775371107 1,257,047.75 43,254.00 43,254.00 43,254.00
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ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 177,304.08 28,090.00 28,090.00 28,090.00
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ROPER INDUSTRIES INC COMMON STOCK 776696106 481,875.24 14,520.00 14,520.00 14,520.00
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ROUSE CO (THE) COMMON STOCK 779273101 7,378,858.30 295,900.00 295,900.00 295,900.00
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ROWAN COMPANIES INC COMMON STOCK 779382100 546,070.00 18,830.00 18,830.00 18,830.00
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ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 28,649,586.30 477,995.00 477,995.00 477,995.00
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RUBY TUESDAY INC COMMON STOCK 781182100 330,075.00 29,340.00 29,340.00 29,340.00
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RUDDICK CORP COMMON STOCK 781258108 637,140.00 45,920.00 45,920.00 45,920.00
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RUSSELL CORP COMMON STOCK 782352108 1,059,338.75 66,730.00 66,730.00 66,730.00
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RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 121,454.60 15,800.00 15,800.00 15,800.00
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RYDER SYSTEM INC COMMON STOCK 783549108 219,031.56 11,880.00 11,880.00 11,880.00
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SBC COMMUNICATIONS INC COMMON STOCK 78387G103 41,795,350.00 835,907.00 835,907.00 835,907.00
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SCI SYSTEMS INC COMMON STOCK 783890106 2,679,350.00 65,350.00 65,350.00 65,350.00
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SCP POOL CORP COMMON STOCK 784028102 245,887.50 8,300.00 8,300.00 8,300.00
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SDL INC COMMON STOCK 784076101 1,379,222.21 4,459.00 4,459.00 4,459.00
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SEI INVESTMENTS CO COMMON STOCK 784117103 415,656.25 5,875.00 5,875.00 5,875.00
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SLI INC COMMON STOCK 78442T108 123,426.56 16,880.00 16,880.00 16,880.00
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SPS TECHNOLOGIES INC COMMON STOCK 784626103 300,700.00 6,200.00 6,200.00 6,200.00
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SPX CORP COMMON STOCK 784635104 1,535,616.40 10,819.00 10,819.00 10,819.00
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S3 INC COMMON STOCK 784849101 456,099.76 44,230.00 44,230.00 44,230.00
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SABRE HOLDINGS CORPORATION COMMON STOCK 785905100 746,053.73 25,782.00 25,782.00 25,782.00
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SAFECO CORP COMMON STOCK 786429100 1,870,985.00 68,660.00 68,660.00 68,660.00
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SAFEWAY INC COMMON STOCK 786514208 4,628,549.18 99,140.00 99,140.00 99,140.00
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SAGA SYSTEMS INC COMMON STOCK 786610105 150,150.00 14,300.00 14,300.00 14,300.00
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ST JUDE MEDICAL INC COMMON STOCK 790849103 3,554,496.00 69,696.00 69,696.00 69,696.00
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ST MARY LAND & EXPLORATION CO COMMON STOCK 792228108 253,682.00 11,000.00 11,000.00 11,000.00
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ST PAUL COMPANIES INC COMMON STOCK 792860108 4,550,757.92 92,285.00 92,285.00 92,285.00
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SAKS INCORPORATED COMMON STOCK 79377W108 152,213.25 15,414.00 15,414.00 15,414.00
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SAN PAOLO-IMI SPA-SPON ADR COMMON STOCK 799175104 2,279,340.00 70,000.00 70,000.00 70,000.00
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SANMINA CORP COMMON STOCK 800907107 4,981,505.38 53,207.00 53,207.00 53,207.00
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SAP AG COMMON STOCK 803054204 5,189,493.00 84,382.00 84,382.00 84,382.00
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SAPIENT CORP COMMON STOCK 803062108 976,488.00 24,000.00 24,000.00 24,000.00
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SARA LEE CORP COMMON STOCK 803111103 3,562,927.92 175,410.00 175,410.00 175,410.00
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SCANA CORP COMMON STOCK 80589M102 356,915.00 11,560.00 11,560.00 11,560.00
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SCHERING-PLOUGH CORP COMMON STOCK 806605101 14,604,255.00 314,070.00 314,070.00 314,070.00
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SCHLUMBERGER LTD COMMON STOCK 806857108 12,911,295.70 156,858.00 156,858.00 156,858.00
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SCHOLASTIC CORP CONVERTIBLE 807066AA3 649,866.00 600,000.00 600,000.00 600,000.00
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BOND
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SCHULER HOMES INC CONVERTIBLE 808188AA4 400,500.00 450,000.00 450,000.00 450,000.00
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SUB DEBENTURE
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SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 10,107,240.50 284,711.00 284,711.00 284,711.00
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SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 2,048,725.00 32,200.00 32,200.00 32,200.00
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SCOTTISH POWER PLC SPONSORED ADR 81013T705 1,503,100.00 50,000.00 50,000.00 50,000.00
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SCOTTS CO COMMON STOCK 810186106 1,822,735.00 54,410.00 54,410.00 54,410.00
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SCRIPPS HOWARD BROADCASTING CO COMMON STOCK 811054204 1,922,400.00 35,600.00 35,600.00 35,600.00
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SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 3,155,370.00 45,730.00 45,730.00 45,730.00
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SEAGRAM COMPANY LTD COMMON STOCK 811850106 5,002,188.33 87,090.00 87,090.00 87,090.00
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SEACOR SMIT INC COMMON STOCK 811904101 387,686.88 8,315.00 8,315.00 8,315.00
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SEALED AIR CORPORATION COMMON STOCK 81211K100 767,530.50 16,962.00 16,962.00 16,962.00
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SEARS ROEBUCK & CO COMMON STOCK 812387108 2,387,408.80 73,640.00 73,640.00 73,640.00
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SEITEL INC COMMON STOCK 816074306 164,593.75 11,450.00 11,450.00 11,450.00
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SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 220,756.25 12,350.00 12,350.00 12,350.00
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SEMTECH CORP COMMON STOCK 816850101 3,039,450.00 70,480.00 70,480.00 70,480.00
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SEMPRA ENERGY COMMON STOCK 816851109 844,301.22 40,568.00 40,568.00 40,568.00
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SENSORMATIC ELECTRONICS CORP COMMON STOCK 817265101 848,850.00 56,590.00 56,590.00 56,590.00
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SEPRACOR INC COMMON STOCK 817315104 3,764,037.16 30,680.00 30,680.00 30,680.00
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SERVICEMASTER COMPANY COMMON STOCK 81760N109 3,901,612.50 395,100.00 395,100.00 395,100.00
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SHANDONG HUANENG POWER COMMON STOCK 819419102 499,110.00 65,500.00 65,500.00 65,500.00
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SHAW GROUP INC COMMON STOCK 820280105 592,200.00 8,400.00 8,400.00 8,400.00
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SHAW INDUSTRIES INC COMMON STOCK 820286102 254,097.50 13,735.00 13,735.00 13,735.00
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SHELL TRANSPORT AND TRADING CO ADR 822703609 2,446,850.00 50,000.00 50,000.00 50,000.00
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SHERWIN-WILLIAMS CO COMMON STOCK 824348106 692,977.50 32,420.00 32,420.00 32,420.00
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SHIRE PHARMACEUTICALS ADR 82481R106 2,684,500.00 52,000.00 52,000.00 52,000.00
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SHOPKO STORES INC COMMON STOCK 824911101 148,570.00 14,320.00 14,320.00 14,320.00
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SIEBEL SYSTEMS INC COMMON STOCK 826170102 10,389,528.10 93,337.00 93,337.00 93,337.00
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SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 61,680.92 13,160.00 13,160.00 13,160.00
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SIGMA ALDRICH CORP COMMON STOCK 826552101 526,581.00 15,957.00 15,957.00 15,957.00
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SIGNALSOFT CORP COMMON STOCK 82668M102 2,258,750.00 55,600.00 55,600.00 55,600.00
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SILICON IMAGE INC COMMON STOCK 82705T102 1,163,682.80 46,900.00 46,900.00 46,900.00
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SILICON VALLEY BANCSHARES COMMON STOCK 827064106 1,049,376.68 18,020.00 18,020.00 18,020.00
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SILICON VALLEY GROUP INC COMMON STOCK 827066101 431,516.80 16,400.00 16,400.00 16,400.00
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SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,157,694.05 49,396.00 49,396.00 49,396.00
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SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 257,843.99 5,770.00 5,770.00 5,770.00
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SIZELER PROPERTIES INVEST INC CONVERTIBLE 830137AA3 223,750.00 250,000.00 250,000.00 250,000.00
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SUB DEBENTURE
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SKYWEST INC COMMON STOCK 830879102 677,525.00 13,220.00 13,220.00 13,220.00
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SMARTFORCE PLC ADR 83170A206 2,108,187.50 44,500.00 44,500.00 44,500.00
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SMITH (AO) CORP COMMON STOCK 831865209 142,453.08 11,340.00 11,340.00 11,340.00
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SMITH INTERNATIONAL INC COMMON STOCK 832110100 4,465,927.31 54,755.00 54,755.00 54,755.00
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SMITHFIELD FOODS INC COMMON STOCK 832248108 713,475.00 27,180.00 27,180.00 27,180.00
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SMITHKLINE BEECHAM PLC ADR 832378301 2,058,750.00 30,000.00 30,000.00 30,000.00
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SMTC CORP COMMON STOCK 832682108 1,040,600.00 48,400.00 48,400.00 48,400.00
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SMUCKER JM CO COMMON STOCK 832696306 1,498,348.56 61,630.00 61,630.00 61,630.00
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SNAP-ON INC COMMON STOCK 833034101 278,974.08 11,840.00 11,840.00 11,840.00
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SOLA INTERNATIONAL INC COMMON STOCK 834092108 74,540.46 11,580.00 11,580.00 11,580.00
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SOLECTRON CORP COMMON STOCK 834182107 6,344,493.75 137,550.00 137,550.00 137,550.00
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SOLUTIA INC COMMON STOCK 834376105 132,518.75 11,650.00 11,650.00 11,650.00
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SONIC CORP COMMON STOCK 835451105 1,171,170.00 37,180.00 37,180.00 37,180.00
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SONOCO PRODUCTS CO COMMON STOCK 835495102 197,544.09 10,937.00 10,937.00 10,937.00
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SONY CORP - SPONSORED ADR COMMON STOCK 835699307 2,321,551.00 23,000.00 23,000.00 23,000.00
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SOUTH FINANCIAL GROUP INC COMMON STOCK 837841105 262,978.75 20,830.00 20,830.00 20,830.00
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SOUTHDOWN INC COMMON STOCK 841297104 276,450.00 3,880.00 3,880.00 3,880.00
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SOUTHERN CO COMMON STOCK 842587107 5,909,210.48 182,175.00 182,175.00 182,175.00
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SOUTHERN UNION CO COMMON STOCK 844030106 473,269.06 23,888.00 23,888.00 23,888.00
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SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,194,668.87 38,002.00 38,002.00 38,002.00
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SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,413,602.50 99,530.00 99,530.00 99,530.00
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SOUTHWEST BANCORP OF TEXAS COMMON STOCK 84476R109 451,080.60 13,800.00 13,800.00 13,800.00
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SOUTHWEST GAS CORP COMMON STOCK 844895102 317,404.92 15,160.00 15,160.00 15,160.00
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SOUTHWEST SECS GROUP I COMMON STOCK 845224104 222,592.50 7,610.00 7,610.00 7,610.00
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SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 106,662.50 12,190.00 12,190.00 12,190.00
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SOVEREIGN BANCORP INC COMMON STOCK 845905108 228,937.50 24,750.00 24,750.00 24,750.00
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SPARTECH CORP COMMON STOCK 847220209 311,240.00 20,000.00 20,000.00 20,000.00
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SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 3,380,144.04 136,920.00 136,920.00 136,920.00
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SPEEDFAM-IPEC INC COMMON STOCK 847705100 164,349.69 14,370.00 14,370.00 14,370.00
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SPHERION CORP COMMON STOCK 848420105 365,510.94 30,620.00 30,620.00 30,620.00
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SPRINT CORP COMMON STOCK 852061100 6,573,509.12 224,260.00 224,260.00 224,260.00
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SPRINT PCS GROUP COMMON STOCK 852061506 6,578,683.06 187,630.00 187,630.00 187,630.00
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STANCORP FINANCIAL GROUP COMMON STOCK 852891100 893,475.00 20,900.00 20,900.00 20,900.00
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STANDARD PACIFIC CORP COMMON STOCK 85375C101 260,640.00 14,480.00 14,480.00 14,480.00
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STANLEY WORKS (THE) COMMON STOCK 854616109 1,374,495.20 59,600.00 59,600.00 59,600.00
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STAPLES INC COMMON STOCK 855030102 1,287,498.62 90,752.00 90,752.00 90,752.00
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STARBUCKS CORP COMMON STOCK 855244109 1,509,215.66 37,672.00 37,672.00 37,672.00
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STARTEK INC COMMON STOCK 85569C107 200,100.00 6,900.00 6,900.00 6,900.00
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STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 1,686,000.00 53,952.00 53,952.00 53,952.00
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STATE STREET CORP COMMON STOCK 857477103 4,581,850.00 35,245.00 35,245.00 35,245.00
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STATEN ISLAND BANCORP INC COMMON STOCK 857550107 350,000.00 17,500.00 17,500.00 17,500.00
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STEEL DYNAMICS INC COMMON STOCK 858119100 206,707.50 22,500.00 22,500.00 22,500.00
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STEIN MART INC COMMON STOCK 858375108 225,213.96 20,830.00 20,830.00 20,830.00
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STERIS CORP COMMON STOCK 859152100 1,518,120.00 126,510.00 126,510.00 126,510.00
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STEWART ENTERPRISES INC COMMON STOCK 860370105 22,352.98 11,540.00 11,540.00 11,540.00
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STILLWATER MINING CO COMMON STOCK 86074Q102 499,441.50 18,450.00 18,450.00 18,450.00
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STILWELL FINANCIAL INC COMMON STOCK 860831106 4,443,960.00 102,160.00 102,160.00 102,160.00
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STONE ENERGY CORP COMMON STOCK 861642106 496,100.00 9,020.00 9,020.00 9,020.00
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STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 149,995.72 11,060.00 11,060.00 11,060.00
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STRIDE RITE CORP COMMON STOCK 863314100 105,390.84 20,820.00 20,820.00 20,820.00
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STRYKER CORP COMMON STOCK 863667101 924,433.61 21,530.00 21,530.00 21,530.00
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STURM RUGER COMPANY INC COMMON STOCK 864159108 108,068.40 13,200.00 13,200.00 13,200.00
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SUMMIT BANCORP COMMON STOCK 866005101 1,197,495.00 34,710.00 34,710.00 34,710.00
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SUN MICROSYSTEMS INC COMMON STOCK 866810104 43,413,487.50 371,850.00 371,850.00 371,850.00
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SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 6,510,420.84 152,070.00 152,070.00 152,070.00
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SUNOCO INC COMMON STOCK 86764P109 615,510.45 22,850.00 22,850.00 22,850.00
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SUNRISE MEDICAL INC COMMON STOCK 867910101 64,200.00 10,700.00 10,700.00 10,700.00
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SUNTRUST BANKS INC COMMON STOCK 867914103 2,953,751.98 59,298.00 59,298.00 59,298.00
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SUPERVALU INC COMMON STOCK 868536103 396,582.46 26,330.00 26,330.00 26,330.00
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SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 286,700.00 18,800.00 18,800.00 18,800.00
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SWIFT ENERGY CO COMMON STOCK 870738101 440,557.20 10,600.00 10,600.00 10,600.00
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SYBASE INC COMMON STOCK 871130100 1,164,030.00 50,610.00 50,610.00 50,610.00
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SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 4,925,040.00 205,210.00 205,210.00 205,210.00
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SYMANTEC CORP COMMON STOCK 871503108 292,600.00 6,650.00 6,650.00 6,650.00
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SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 540,420.61 15,038.00 15,038.00 15,038.00
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SYMMETRICOM INC COMMON STOCK 871543104 170,390.63 10,905.00 10,905.00 10,905.00
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SYNCOR INTERNATIONAL CORP COMMON STOCK 87157J106 427,019.20 11,600.00 11,600.00 11,600.00
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SYNOPSYS INC COMMON STOCK 871607107 302,772.75 7,994.00 7,994.00 7,994.00
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SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,203,633.47 56,810.00 56,810.00 56,810.00
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SYSCO CORP COMMON STOCK 871829107 4,084,718.40 88,200.00 88,200.00 88,200.00
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SYSTEMS & COMPUTER TECHNOLOGY COMMON STOCK 871873105 277,479.60 15,800.00 15,800.00 15,800.00
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TBC CORP COMMON STOCK 872180104 49,968.75 10,250.00 10,250.00 10,250.00
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TCF FINANCIAL CORP COMMON STOCK 872275102 334,486.25 8,890.00 8,890.00 8,890.00
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TECO ENERGY INC COMMON STOCK 872375100 399,337.50 13,890.00 13,890.00 13,890.00
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THQ INC COMMON STOCK 872443403 215,760.00 9,280.00 9,280.00 9,280.00
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TJX COMPANIES INC COMMON STOCK 872540109 4,012,650.00 178,340.00 178,340.00 178,340.00
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TRW INC COMMON STOCK 872649108 1,005,468.75 24,750.00 24,750.00 24,750.00
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TMP WORLDWIDE INC COMMON STOCK 872941109 1,690,500.00 21,000.00 21,000.00 21,000.00
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TTM TECHNOLOGIES INC COMMON STOCK 87305R109 620,400.00 26,400.00 26,400.00 26,400.00
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TXU CORPORATION COMMON STOCK 873168108 2,083,997.63 52,593.00 52,593.00 52,593.00
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TALK COM INC COMMON STOCK 874264104 167,802.51 38,085.00 38,085.00 38,085.00
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TARGET CORP COMMON STOCK 87612E106 6,415,475.00 250,360.00 250,360.00 250,360.00
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TECH DATA CORP COMMON STOCK 878237106 3,090,825.00 72,300.00 72,300.00 72,300.00
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TECHNE CORP COMMON STOCK 878377100 1,117,760.00 9,980.00 9,980.00 9,980.00
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TECHNITROL INC COMMON STOCK 878555101 804,970.00 7,970.00 7,970.00 7,970.00
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TEKELEC COMMON STOCK 879101103 3,616,250.00 110,000.00 110,000.00 110,000.00
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TEKTRONIX INC COMMON STOCK 879131100 1,924,140.60 25,050.00 25,050.00 25,050.00
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TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 595,415.63 7,525.00 7,525.00 7,525.00
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TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 1,147,525.00 39,400.00 39,400.00 39,400.00
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TELEFLEX INC COMMON STOCK 879369106 1,533,468.75 44,610.00 44,610.00 44,610.00
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TELEFONICA SA SPONSORED ADR SPONSORED ADR 879382208 1,001,037.95 16,842.00 16,842.00 16,842.00
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TELEFONOS DE MEXICO SA SPONSORED ADR 879403780 2,946,559.80 55,400.00 55,400.00 55,400.00
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CLASS L
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TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 731,727.00 6,610.00 6,610.00 6,610.00
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TELLABS INC COMMON STOCK 879664100 3,952,028.75 82,765.00 82,765.00 82,765.00
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TELXON CORP CONVERTIBLE 879700AC6 88,625.00 100,000.00 100,000.00 100,000.00
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SUB NOTE
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TEMPLE-INLAND INC COMMON STOCK 879868107 381,401.25 10,070.00 10,070.00 10,070.00
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TENET HEALTHCARE CORP COMMON STOCK 88033G100 2,291,515.88 62,997.00 62,997.00 62,997.00
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TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 88,905.18 17,140.00 17,140.00 17,140.00
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TERADYNE INC COMMON STOCK 880770102 1,226,050.00 35,030.00 35,030.00 35,030.00
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TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 5,489,025.00 75,000.00 75,000.00 75,000.00
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TETRA TECH INC COMMON STOCK 88162G103 4,272,161.15 149,575.00 149,575.00 149,575.00
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TEXACO INC COMMON STOCK 881694103 7,965,352.50 151,721.00 151,721.00 151,721.00
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TEXAS INDUSTRIES INC COMMON STOCK 882491103 322,893.75 10,130.00 10,130.00 10,130.00
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TEXAS INSTRUMENTS INC COMMON STOCK 882508104 16,479,116.00 349,230.00 349,230.00 349,230.00
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TEXTRON INC COMMON STOCK 883203101 1,318,713.75 28,590.00 28,590.00 28,590.00
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THERAGENICS CORP COMMON STOCK 883375107 93,470.00 14,380.00 14,380.00 14,380.00
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THERMO ELECTRON CORP COMMON STOCK 883556102 899,210.00 34,585.00 34,585.00 34,585.00
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THERMO ELECTRON CORP CONVERTIBLE 883556AF9 3,719,250.00 3,915,000.00 3,915,000.00 3,915,000.00
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BOND
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THERMO TERRATECH INC CONVERTIBLE 883598AA2 565,500.00 600,000.00 600,000.00 600,000.00
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BOND
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THOMAS & BETTS CORP COMMON STOCK 884315102 297,998.33 17,090.00 17,090.00 17,090.00
------------------------------------------------------------------------------------------------------------------------------------
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3COM CORP COMMON STOCK 885535104 746,335.93 38,898.00 38,898.00 38,898.00
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THREE FIVE SYSTEMS INC COMMON STOCK 88554L108 300,192.75 10,263.00 10,263.00 10,263.00
------------------------------------------------------------------------------------------------------------------------------------
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TIDEWATER INC COMMON STOCK 886423102 4,800,705.00 105,510.00 105,510.00 105,510.00
------------------------------------------------------------------------------------------------------------------------------------
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TIFFANY & CO COMMON STOCK 886547108 1,122,154.20 29,100.00 29,100.00 29,100.00
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TIMBERLAND CO (THE) COMMON STOCK 887100105 789,660.00 19,260.00 19,260.00 19,260.00
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TIME WARNER INC COMMON STOCK 887315109 23,327,498.80 298,115.00 298,115.00 298,115.00
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TIMKEN CO (THE) COMMON STOCK 887389104 167,528.88 12,240.00 12,240.00 12,240.00
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TITAN CORP COMMON STOCK 888266103 402,930.00 24,420.00 24,420.00 24,420.00
------------------------------------------------------------------------------------------------------------------------------------
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TITAN INTERNATIONAL INC COMMON STOCK 88830M102 57,615.00 10,020.00 10,020.00 10,020.00
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TOLL BROTHERS INC COMMON STOCK 889478103 601,562.50 17,500.00 17,500.00 17,500.00
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TOLLGRADE COMMUNICATIONS INC COMMON STOCK 889542106 1,166,020.80 8,400.00 8,400.00 8,400.00
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TORCHMARK CORP COMMON STOCK 891027104 871,906.20 31,350.00 31,350.00 31,350.00
------------------------------------------------------------------------------------------------------------------------------------
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TOSCO CORP COMMON STOCK 891490302 901,304.30 28,900.00 28,900.00 28,900.00
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TOTAL FINA ELF S.A. ADR 89151E109 3,304,665.00 45,000.00 45,000.00 45,000.00
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TOWER AUTOMOTIVE INC COMMON STOCK 891707101 214,500.00 22,880.00 22,880.00 22,880.00
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TOYOTA MOTOR CREDIT CORP ADR 892331307 1,256,000.00 16,000.00 16,000.00 16,000.00
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TOYS R US INC COMMON STOCK 892335100 2,308,962.50 142,090.00 142,090.00 142,090.00
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TRANSWITCH CORP COMMON STOCK 894065101 4,187,100.00 65,680.00 65,680.00 65,680.00
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TREDEGAR CORPORATION INC COMMON STOCK 894650100 314,212.80 18,150.00 18,150.00 18,150.00
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TRIARC COMPANIES INC COMMON STOCK 895927101 261,025.00 10,600.00 10,600.00 10,600.00
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TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 899,976.88 29,387.00 29,387.00 29,387.00
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TRIBUNE CO COMMON STOCK 896047107 4,304,042.50 98,660.00 98,660.00 98,660.00
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TRIGON HEALTHCARE INC COMMON STOCK 89618L100 620,231.60 11,800.00 11,800.00 11,800.00
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TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 251,271.25 11,230.00 11,230.00 11,230.00
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TRIMERIS INC COMMON STOCK 896263100 1,832,349.40 26,200.00 26,200.00 26,200.00
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TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 314,451.31 8,630.00 8,630.00 8,630.00
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TRITON PCS HOLDINGS INC CL A COMMON STOCK 89677M106 715,000.00 26,000.00 26,000.00 26,000.00
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TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 860,145.00 24,060.00 24,060.00 24,060.00
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TRUSTCO BANK CORP COMMON STOCK 898349105 316,664.64 25,720.00 25,720.00 25,720.00
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TUCKER ANTHONY SUTRO CORP COMMON STOCK 898647102 279,125.00 11,000.00 11,000.00 11,000.00
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TUMBLEWEED COMMUNICATIONS CORP COMMON STOCK 899690101 1,310,700.00 25,700.00 25,700.00 25,700.00
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TUPPERWARE CORPORATION COMMON STOCK 899896104 345,240.00 19,180.00 19,180.00 19,180.00
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TURNSTONE SYSTEMS INC COMMON STOCK 900423104 579,687.50 12,500.00 12,500.00 12,500.00
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TUT SYSTEMS INC COMMON STOCK 901103101 1,924,757.60 22,300.00 22,300.00 22,300.00
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TYCO INTERNATIONAL LTD COMMON STOCK 902124106 21,430,496.30 413,118.00 413,118.00 413,118.00
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TYSON FOODS INC COMMON STOCK 902494103 243,900.00 24,390.00 24,390.00 24,390.00
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UGI CORP COMMON STOCK 902681105 317,675.00 13,100.00 13,100.00 13,100.00
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UIL HOLDINGS CORPORATION COMMON STOCK 902748102 360,573.37 7,010.00 7,010.00 7,010.00
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USX-MARATHON GROUP COMMON STOCK 902905827 2,823,312.50 99,500.00 99,500.00 99,500.00
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UST INC COMMON STOCK 902911106 2,258,677.50 98,740.00 98,740.00 98,740.00
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U S BANCORP COMMON STOCK 902973106 3,385,791.50 148,826.00 148,826.00 148,826.00
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USX-US STEEL GROUP COMMON STOCK 90337T101 267,898.68 17,640.00 17,640.00 17,640.00
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US ONCOLOGY INC COMMON STOCK 90338W103 204,121.55 45,050.00 45,050.00 45,050.00
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USA EDUCATION INC COMMON STOCK 90390U102 1,606,795.52 33,345.00 33,345.00 33,345.00
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ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 1,460,483.50 57,556.00 57,556.00 57,556.00
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ULTRATECH STEPPER INC COMMON STOCK 904034105 163,189.92 10,160.00 10,160.00 10,160.00
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UNILEVER NV COMMON STOCK 904784709 8,157,868.75 169,075.00 169,075.00 169,075.00
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UNICOM CORP COMMON STOCK 904911104 3,957,812.28 70,440.00 70,440.00 70,440.00
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UNION CARBIDE CORP COMMON STOCK 905581104 1,015,097.50 26,890.00 26,890.00 26,890.00
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UNION PACIFIC CORP COMMON STOCK 907818108 3,775,773.25 97,126.00 97,126.00 97,126.00
------------------------------------------------------------------------------------------------------------------------------------
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UNION PLANTERS CORP COMMON STOCK 908068109 887,813.89 26,853.00 26,853.00 26,853.00
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UNISOURCE ENERGY CORP HLD CO COMMON STOCK 909205106 258,725.00 15,800.00 15,800.00 15,800.00
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UNISYS CORP COMMON STOCK 909214108 1,040,962.50 92,530.00 92,530.00 92,530.00
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UNIT CORP COMMON STOCK 909218109 2,065,000.00 140,000.00 140,000.00 140,000.00
------------------------------------------------------------------------------------------------------------------------------------
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UNITED BANKSHARES INC COMMON STOCK 909907107 394,855.00 20,120.00 20,120.00 20,120.00
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UNITED RENTALS INC COMMON STOCK 911363109 1,664,625.00 69,000.00 69,000.00 69,000.00
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US AIR GROUP INC COMMON STOCK 911905107 408,464.54 13,420.00 13,420.00 13,420.00
------------------------------------------------------------------------------------------------------------------------------------
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UNITED STATIONERS INC COMMON STOCK 913004107 1,048,125.00 39,000.00 39,000.00 39,000.00
------------------------------------------------------------------------------------------------------------------------------------
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UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 6,499,389.50 93,854.00 93,854.00 93,854.00
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UNITED HEALTH GROUP INC COMMON STOCK 91324P102 3,160,987.50 32,010.00 32,010.00 32,010.00
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UNITRIN INC COMMON STOCK 913275103 235,434.41 7,430.00 7,430.00 7,430.00
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UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 1,237,281.25 14,450.00 14,450.00 14,450.00
------------------------------------------------------------------------------------------------------------------------------------
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UNIVISION COMMUNICATIONS INC COMMON STOCK 914906102 851,402.50 22,780.00 22,780.00 22,780.00
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CLASS A
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UNOCAL CORP COMMON STOCK 915289102 6,157,178.75 173,750.00 173,750.00 173,750.00
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UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 3,160,155.25 115,969.00 115,969.00 115,969.00
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US FREIGHTWAYS CORP COMMON STOCK 916906100 752,754.66 33,180.00 33,180.00 33,180.00
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URBAN SHOPPING CENTERS INC COMMON STOCK 917060105 1,330,000.00 28,000.00 28,000.00 28,000.00
------------------------------------------------------------------------------------------------------------------------------------
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US INTERNET WORKING INC COMMON STOCK 917311805 206,133.90 30,900.00 30,900.00 30,900.00
------------------------------------------------------------------------------------------------------------------------------------
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UTILICORP UNITED INC COMMON STOCK 918005109 260,302.50 10,060.00 10,060.00 10,060.00
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VF CORP COMMON STOCK 918204108 563,851.08 22,840.00 22,840.00 22,840.00
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VALENCE TECHNOLOGY INC COMMON STOCK 918914102 315,675.00 18,300.00 18,300.00 18,300.00
------------------------------------------------------------------------------------------------------------------------------------
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VALERO ENERGY CORP COMMON STOCK 91913Y100 241,030.95 6,850.00 6,850.00 6,850.00
------------------------------------------------------------------------------------------------------------------------------------
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VALMONT INDUSTRIES INC COMMON STOCK 920253101 222,401.25 11,190.00 11,190.00 11,190.00
------------------------------------------------------------------------------------------------------------------------------------
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VARCO INTERNATIONAL INC COMMON STOCK 922122106 211,408.30 10,158.00 10,158.00 10,158.00
------------------------------------------------------------------------------------------------------------------------------------
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VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCK 922207105 950,899.80 25,400.00 25,400.00 25,400.00
------------------------------------------------------------------------------------------------------------------------------------
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VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 1,700,838.68 37,640.00 37,640.00 37,640.00
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VECTREN CORPORATION COMMON STOCK 92240G101 1,782,438.94 87,753.00 87,753.00 87,753.00
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VERITAS SOFTWARE CORP COMMON STOCK 923436109 13,901,232.00 97,896.00 97,896.00 97,896.00
------------------------------------------------------------------------------------------------------------------------------------
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VERITY INC COMMON STOCK 92343C106 535,305.00 15,000.00 15,000.00 15,000.00
------------------------------------------------------------------------------------------------------------------------------------
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VERISIGN INC COMMON STOCK 92343E102 1,969,105.20 9,721.00 9,721.00 9,721.00
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VERITAS DGC INC COMMON STOCK 92343P107 1,487,361.80 51,400.00 51,400.00 51,400.00
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VERIZON COMMUNICATIONS COMMON STOCK 92343V104 31,860,018.00 657,762.00 657,762.00 657,762.00
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VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 2,195,310.00 25,980.00 25,980.00 25,980.00
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VIACOM INC COMMON STOCK 925524308 20,180,218.50 344,961.00 344,961.00 344,961.00
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CLASS B
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VIAD CORP COMMON STOCK 92552R109 3,887,614.32 146,360.00 146,360.00 146,360.00
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VIASAT INC COMMON STOCK 92552V100 1,123,225.00 50,200.00 50,200.00 50,200.00
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VICOR CORP COMMON STOCK 925815102 1,096,392.50 20,210.00 20,210.00 20,210.00
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VINTAGE PETROLEUM INC COMMON STOCK 927460105 686,140.00 30,160.00 30,160.00 30,160.00
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VIRATA CORP COMMON STOCK 927646109 1,930,850.00 29,200.00 29,200.00 29,200.00
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VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 1,256,506.50 40,862.00 40,862.00 40,862.00
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VISTEON CORP COMMON STOCK 92839U107 393,507.13 26,017.00 26,017.00 26,017.00
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VISUAL NETWORKS INC COMMON STOCK 928444108 98,430.00 15,000.00 15,000.00 15,000.00
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VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 2,649,788.98 29,794.00 29,794.00 29,794.00
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VITRA TECHNOLOGY INC COMMON STOCK 92849Q104 1,165,625.00 25,000.00 25,000.00 25,000.00
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VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 3,953,768.09 34,066.00 34,066.00 34,066.00
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VULCAN MATERIALS CO COMMON STOCK 929160109 946,001.98 23,540.00 23,540.00 23,540.00
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WABASH NATIONAL CORP COMMON STOCK 929566107 101,743.75 11,150.00 11,150.00 11,150.00
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WACHOVIA CORP COMMON STOCK 929771103 2,361,013.55 41,650.00 41,650.00 41,650.00
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WADDELL & REED FINANCIAL INC COMMON STOCK 930059100 4,231,810.00 136,510.00 136,510.00 136,510.00
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CLASS A
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WADDELL & REED FINANCIAL INC COMMON STOCK 930059209 1,513,800.00 52,200.00 52,200.00 52,200.00
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CLASS B
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WAL-MART STORES INC COMMON STOCK 931142103 46,918,169.40 974,923.00 974,923.00 974,923.00
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WALGREEN CO COMMON STOCK 931422109 8,613,216.48 227,040.00 227,040.00 227,040.00
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WASHINGTON FEDERAL INC COMMON STOCK 938824109 568,750.00 25,000.00 25,000.00 25,000.00
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WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 914,287.50 34,020.00 34,020.00 34,020.00
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WASHINGTON GROUP INTL INC COMMON STOCK 938862109 287,411.81 25,130.00 25,130.00 25,130.00
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WASHINGTON MUTUAL INC COMMON STOCK 939322103 4,345,678.86 109,155.00 109,155.00 109,155.00
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WASHINGTON POST CO COMMON STOCK 939640108 512,038.75 970.00 970.00 970.00
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WASTE MANAGEMENT INC COMMON STOCK 94106L109 3,507,644.36 201,161.00 201,161.00 201,161.00
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WATERS CORP COMMON STOCK 941848103 5,838,400.00 65,600.00 65,600.00 65,600.00
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WATSCO INC COMMON STOCK 942622200 135,210.60 13,140.00 13,140.00 13,140.00
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WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 2,387,400.00 36,800.00 36,800.00 36,800.00
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WATTS INDUSTRIES INC COMMON STOCK 942749102 128,800.00 12,880.00 12,880.00 12,880.00
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WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 512,947.00 11,929.00 11,929.00 11,929.00
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WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 4,602,240.00 47,940.00 47,940.00 47,940.00
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WELLS FARGO COMPANY COMMON STOCK 949746101 20,145,212.00 438,540.00 438,540.00 438,540.00
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WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,629,435.64 81,220.00 81,220.00 81,220.00
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WERNER ENTERPRISES INC COMMON STOCK 950755108 267,571.00 22,772.00 22,772.00 22,772.00
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WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 334,786.27 8,710.00 8,710.00 8,710.00
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WESTERN WIRELESS CORP COMMON STOCK 95988E204 3,954,375.00 111,000.00 111,000.00 111,000.00
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CLASS A
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WESTVACO CORP COMMON STOCK 961548104 538,009.92 20,160.00 20,160.00 20,160.00
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WESTWOOD ONE INC COMMON STOCK 961815107 263,889.47 12,310.00 12,310.00 12,310.00
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WET SEAL INC COMMON STOCK 961840105 412,254.36 26,280.00 26,280.00 26,280.00
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WEYERHAEUSER CO COMMON STOCK 962166104 1,772,058.75 43,890.00 43,890.00 43,890.00
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WHIRLPOOL CORP COMMON STOCK 963320106 552,025.00 14,200.00 14,200.00 14,200.00
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WHITMAN CORPORATION COMMON STOCK 96647R107 1,252,627.08 108,340.00 108,340.00 108,340.00
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WHITNEY HOLDING CORP COMMON STOCK 966612103 397,253.28 10,940.00 10,940.00 10,940.00
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WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,639,789.79 49,170.00 49,170.00 49,170.00
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WILEY (JOHN) & SONS INC COMMON STOCK 968223206 816,557.20 35,600.00 35,600.00 35,600.00
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WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 608,720.00 21,740.00 21,740.00 21,740.00
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WILLIAMS COMPANIES INC COMMON STOCK 969457100 3,728,773.75 88,255.00 88,255.00 88,255.00
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WILLIAMS-SONOMA INC COMMON STOCK 969904101 207,110.00 5,960.00 5,960.00 5,960.00
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WILMINGTON TRUST CO COMMON STOCK 971807102 1,433,396.25 26,730.00 26,730.00 26,730.00
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WIND RIVER SYSTEMS COMMON STOCK 973149107 383,496.00 8,000.00 8,000.00 8,000.00
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WINN-DIXIE STORES INC COMMON STOCK 974280109 402,212.50 27,980.00 27,980.00 27,980.00
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WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 127,500.00 10,200.00 10,200.00 10,200.00
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WISCONSIN ENERGY CORP COMMON STOCK 976657106 265,560.84 13,320.00 13,320.00 13,320.00
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WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 188,102.40 20,200.00 20,200.00 20,200.00
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WORLDCOM INC COMMON STOCK 98157D106 18,233,049.40 600,265.00 600,265.00 600,265.00
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WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 450,281.25 48,030.00 48,030.00 48,030.00
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WRIGLEY (WM) JR CO COMMON STOCK 982526105 1,736,351.25 23,190.00 23,190.00 23,190.00
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X-RITE INC COMMON STOCK 983857103 89,687.50 10,250.00 10,250.00 10,250.00
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XCEL ENERGY INC COMMON STOCK 98389B100 1,859,632.50 67,623.00 67,623.00 67,623.00
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XILINX INC COMMON STOCK 983919101 8,550,255.63 99,857.00 99,857.00 99,857.00
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XIRCOM INC COMMON STOCK 983922105 363,347.50 14,390.00 14,390.00 14,390.00
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XEROX CORP COMMON STOCK 984121103 2,874,432.08 190,840.00 190,840.00 190,840.00
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YAHOO INC COMMON STOCK 984332106 10,127,754.00 111,294.00 111,294.00 111,294.00
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YELLOW CORP COMMON STOCK 985509108 178,172.50 11,780.00 11,780.00 11,780.00
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YOUNG & RUBICAM INC COMMON STOCK 987425105 733,095.00 14,810.00 14,810.00 14,810.00
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ZALE CORP COMMON STOCK 988858106 552,726.48 17,040.00 17,040.00 17,040.00
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ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 706,030.78 14,690.00 14,690.00 14,690.00
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ZIONS BANCORP COMMON STOCK 989701107 493,501.00 9,650.00 9,650.00 9,650.00
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ZIXIT CORPORATION COMMON STOCK 98974P100 246,440.00 8,080.00 8,080.00 8,080.00
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ZORAN CORP COMMON STOCK 98975F101 1,984,125.00 40,700.00 40,700.00 40,700.00
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DAIMLERCHRYSLER AG COMMON STOCK D1668R123 887,800.00 20,000.00 20,000.00 20,000.00
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ACE LTD COMMON STOCK G0070K103 4,321,425.00 110,100.00 110,100.00 110,100.00
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AMDOCS LTD COMMON STOCK G02602103 2,027,187.50 32,500.00 32,500.00 32,500.00
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ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 663,437.50 27,500.00 27,500.00 27,500.00
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APW LIMITED COMMON STOCK G04397108 3,156,318.75 64,745.00 64,745.00 64,745.00
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EVEREST RE GROUP LTD COMMON STOCK G3223R108 247,995.00 5,010.00 5,010.00 5,010.00
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GLOBAL CROSSING LTD COMMON STOCK G3921A100 5,467,346.00 176,366.00 176,366.00 176,366.00
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TRANSOCEAN SEDCO FOREX INC COMMON STOCK G90078109 2,716,330.75 46,334.00 46,334.00 46,334.00
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TYCOM LTD COMMON STOCK G9144B106 2,025,240.63 52,775.00 52,775.00 52,775.00
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XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,837,100.00 38,600.00 38,600.00 38,600.00
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STOLT OFFSHORE SA COMMON STOCK L8873E103 2,134,562.50 143,500.00 143,500.00 143,500.00
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BREEZECOM LIMITED COMMON STOCK M20385106 1,663,318.50 50,500.00 50,500.00 50,500.00
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PRECISE SOFTWARE SOLUTIONS LTD COMMON STOCK M41450103 2,052,750.00 47,600.00 47,600.00 47,600.00
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GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 907,125.00 11,800.00 11,800.00 11,800.00
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STEINER LEISURE LTD. COMMON STOCK P8744Y102 1,738,537.50 77,700.00 77,700.00 77,700.00
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FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 1,806,750.00 22,000.00 22,000.00 22,000.00
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Total in U.S. Currency 4,132,310,371.42 120,380,993.81 20,380,993.85 120,380,993.85
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</TABLE>
