<TABLE>
GW Capital Management, LLC
1ST Quarter 2000
Form 13F
---------------------
SEC USE ONLY
Today's Date
5/26/00
Item 6:
Item 5: Investment Item 8:
Item 3: Item 4: Shares or Discretion Item 7: Voting Authority
Item 1: Item 2: CUSIP Fair Market Principal Managers (Shares)
Name of Issuer Title of Class Number Value Amount (A) Sole See Inst(A) Sole
- -------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON STOCK 000361105 199,242.78 11,940.00 11,940.00 11,940.00
ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 4,357,431.55 80,880.40 80,880.40 80,880.40
ABN AMRO HOLDING NV ADR SPONSORED 000937102 1,696,875.00 75,000.00 75,000.00 75,000.00
ABM INDUSTRIES COMMON STOCK 000957100 232,885.00 9,910.00 9,910.00 9,910.00
AFLAC INC COMMON STOCK 001055102 2,560,766.65 56,204.00 56,204.00 56,204.00
AGL RESOURCES INC COMMON STOCK 001204106 448,350.00 24,400.00 24,400.00 24,400.00
AES CORP COMMON STOCK 00130H105 3,445,155.00 43,748.00 43,748.00 43,748.00
AK STEEL HOLDING CORP COMMON STOCK 001547108 109,663.75 10,570.00 10,570.00 10,570.00
AMFM INC COMMON STOCK 001693100 715,990.63 11,525.00 11,525.00 11,525.00
AMR CORP COMMON STOCK 001765106 1,002,468.75 31,450.00 31,450.00 31,450.00
AT&T CORP COMMON STOCK 001957109 40,941,225.00 727,844.00 727,844.00 727,844.00
AT&T CORP COMMON STOCK 001957208 4,831,837.50 81,550.00 81,550.00 81,550.00
APP FINANCE VI MAURITIUS CONVERTIBLE 00202NAA3 375,000.00 2,000,000.00 2,000,000.00 2,000,000.00
BOND
AT&T CANADA INC COMMONSTOCK 00207Q202 1,830,000.00 30,000.00 30,000.00 30,000.00
ABBOTT LABORATORIES COMMON STOCK 002824100 13,270,425.20 377,140.00 377,140.00 377,140.00
ACCREDO HEALTH INC COMMON STOCK 00437V104 2,226,000.00 67,200.00 67,200.00 67,200.00
ACCRUE SOFTWARE INC COMMONSTOCK 00437W102 1,222,753.20 26,700.00 26,700.00 26,700.00
AC NIELSEN CORP COMMON STOCK 004833109 429,210.00 19,076.00 19,076.00 19,076.00
ACTEL CORP COMMON STOCK 004934105 1,045,629.10 29,300.00 29,300.00 29,300.00
ACXIOM CORP COMMON STOCK 005125109 272,982.50 8,210.00 8,210.00 8,210.00
ADAPTIVE BROADBAND CORPORATION COMMON STOCK 00650M104 806,245.00 15,070.00 15,070.00 15,070.00
ADAPTEC INC COMMON STOCK 00651F108 856,316.25 22,170.00 22,170.00 22,170.00
ADELPHIA COMMUNICATIONS CORP COMMON STOCK 006848105 455,700.00 9,300.00 9,300.00 9,300.00
ADOBE SYSTEMS INC COMMON STOCK 00724F101 2,811,741.12 25,260.00 25,260.00 25,260.00
ADTRAN INC COMMON STOCK 00738A106 220,511.27 3,710.00 3,710.00 3,710.00
ADVANCED DIGITAL INFO CORP COMMON STOCK 007525108 1,185,050.00 34,600.00 34,600.00 34,600.00
ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 167,332.50 24,790.00 24,790.00 24,790.00
ADVO INC COMMON STOCK 007585102 806,250.00 32,250.00 32,250.00 32,250.00
ADVANTICA RESTAURANT GROUP COMMON STOCK 00758B109 94,470.00 62,980.00 62,980.00 62,980.00
AEROFLEX INC COMMON STOCK 007768104 2,677,950.00 54,100.00 54,100.00 54,100.00
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1,785,469.98 31,290.00 31,290.00 31,290.00
ADVANCED ENERGY INDS COMMON STOCK 007973100 897,600.00 17,600.00 17,600.00 17,600.00
AETNA INC COMMON STOCK 008117103 1,686,870.60 30,292.00 30,292.00 30,292.00
AFFILIATED COMPUTER SERVICES COMMON STOCK 008190100 2,683,560.00 70,620.00 70,620.00 70,620.00
CLASS A
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 2,436,750.00 51,300.00 51,300.00 51,300.00
AFFYMETRIX INC COMMON STOCK 00826T108 742,185.00 5,000.00 5,000.00 5,000.00
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,374,928.95 48,350.00 48,350.00 48,350.00
AIRNET COMMUNICATIONS CORP COMMONSTOCK 00941P106 1,037,628.90 29,700.00 29,700.00 29,700.00
AKZO NOBEL NV ADR SPONSORED 010199305 861,240.00 20,000.00 20,000.00 20,000.00
ALAMOSA PCS HOLDINGS INC COMMON STOCK 011593100 834,275.00 22,100.00 22,100.00 22,100.00
ALBERTO-CULVER CO COMMON STOCK 013068101 287,410.84 12,070.00 12,070.00 12,070.00
ALBERTSON'S INC COMMON STOCK 013104104 2,783,521.00 89,791.00 89,791.00 89,791.00
ALCAN ALUMINIUM LTD COMMON STOCK 013716105 1,576,542.50 46,540.00 46,540.00 46,540.00
ALCOA INC COMMON STOCK 013817101 5,551,717.00 79,028.00 79,028.00 79,028.00
ALKERMES INC COMMON STOCK 01642T108 1,341,250.00 14,500.00 14,500.00 14,500.00
ALLAIRE CORP COMMON STOCK 016714107 2,389,750.00 31,600.00 31,600.00 31,600.00
ALLEGHENY ENERGY INC COMMON STOCK 017361106 291,054.72 10,560.00 10,560.00 10,560.00
ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 560,331.66 27,930.00 27,930.00 27,930.00
ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 665,156.25 8,250.00 8,250.00 8,250.00
ALLEN GROUP INC COMMON STOCK 018091108 192,200.22 12,060.00 12,060.00 12,060.00
ALLERGAN INC COMMON STOCK 018490102 1,382,000.00 27,640.00 27,640.00 27,640.00
ALLIANCE PHARMACEUTICAL CORP COMMON STOCK 018773101 310,689.60 20,800.00 20,800.00 20,800.00
ALLIANT ENERGY CORPORATION COMMON STOCK 018802108 833,243.31 27,376.00 27,376.00 27,376.00
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 755,955.00 12,840.00 12,840.00 12,840.00
ALLIED WASTE INDUSTRIES INC COMMON STOCK 019589308 263,858.02 40,210.00 40,210.00 40,210.00
ALLMERICA FINL CORP COMMON STOCK 019754100 2,252,670.00 44,170.00 44,170.00 44,170.00
ALLSTATE CORP COMMON STOCK 020002101 4,224,629.79 177,416.00 177,416.00 177,416.00
ALLTEL CORP COMMON STOCK 020039103 7,357,821.91 116,676.00 116,676.00 116,676.00
ALPHA INDUSTRIES INC COMMON STOCK 020753109 1,875,300.00 19,740.00 19,740.00 19,740.00
ALPHARMA INC COMMON STOCK 020813101 482,674.50 13,134.00 13,134.00 13,134.00
ALTERA CORP COMMON STOCK 021441100 1,686,825.00 18,900.00 18,900.00 18,900.00
ALZA CORP COMMON STOCK 022615108 813,968.54 21,670.00 21,670.00 21,670.00
AMAZON.COM INC COMMON STOCK 023135106 1,708,500.00 25,500.00 25,500.00 25,500.00
AMBAC INC COMMON STOCK 023139108 333,986.25 6,630.00 6,630.00 6,630.00
AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 179,118.75 11,650.00 11,650.00 11,650.00
AMERADA HESS CORP COMMON STOCK 023551104 3,346,282.50 51,780.00 51,780.00 51,780.00
AMEREN CORP COMMON STOCK 023608102 898,627.04 29,047.00 29,047.00 29,047.00
AMERICA ONLINE INC COMMON STOCK 02364J104 34,768,519.00 517,004.00 517,004.00 517,004.00
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 1,232,129.96 41,330.00 41,330.00 41,330.00
AMERICAN EXPRESS CO COMMON STOCK 025816109 14,938,381.10 100,300.00 100,300.00 100,300.00
AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 209,566.11 14,030.00 14,030.00 14,030.00
AMERICAN GENERAL CORP COMMON STOCK 026351106 4,595,402.75 81,878.00 81,878.00 81,878.00
AMERICAN GREETINGS CORP COMMON STOCK 026375105 253,675.00 13,900.00 13,900.00 13,900.00
AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 19,771,537.50 368,700.00 368,700.00 368,700.00
AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874107 37,648,290.00 343,820.00 343,820.00 343,820.00
AMERICAN MANAGEMNT SYSTEMS INC COMMON STOCK 027352103 797,378.40 18,200.00 18,200.00 18,200.00
AMERICAN POWER CONVERSION CORP COMMON STOCK 029066107 781,611.25 18,230.00 18,230.00 18,230.00
AMERICAN STANDARD COS INC COMMON STOCK 029712106 249,380.00 6,740.00 6,740.00 6,740.00
AMERICAN STATES WATER CO COMMON STOCK 029899101 585,182.50 19,670.00 19,670.00 19,670.00
AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 907,800.00 20,400.00 20,400.00 20,400.00
AMERICAN WATER WORKS CO INC COMMON STOCK 030411102 218,975.00 9,220.00 9,220.00 9,220.00
AMERICAN XTAL TECHNOLOGY INC COMMON STOCK 030514103 1,372,376.25 42,390.00 42,390.00 42,390.00
AMERICREDIT CORP COMMON STOCK 03060R101 1,062,889.92 65,160.00 65,160.00 65,160.00
AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 1,747,500.00 116,500.00 116,500.00 116,500.00
CLASS A
AMES DEPARTMENT STORES INC COMMON STOCK 030789507 318,077.90 12,950.00 12,950.00 12,950.00
AMGEN INC COMMON STOCK 031162100 13,974,780.60 227,695.00 227,695.00 227,695.00
AMSOUTH BANCORP COMMON STOCK 032165102 1,235,543.83 82,717.00 82,717.00 82,717.00
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 1,036,811.60 26,800.00 26,800.00 26,800.00
ANADIGICS INC COMMON STOCK 032515108 1,999,800.00 30,300.00 30,300.00 30,300.00
ANALOG DEVICES INC COMMON STOCK 032654105 10,619,038.30 131,812.00 131,812.00 131,812.00
ANALOGIC CORP COMMON STOCK 032657207 210,187.50 5,700.00 5,700.00 5,700.00
ANAREN MICROWAVE INC COMMON STOCK 032744104 2,694,087.50 28,100.00 28,100.00 28,100.00
ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 174,625.00 11,000.00 11,000.00 11,000.00
ANDREW CORP COMMON STOCK 034425108 628,993.88 27,497.00 27,497.00 27,497.00
ANHEUSER-BUSCH COMPANIES INC COMMON STOCK 035229103 9,026,872.50 145,010.00 145,010.00 145,010.00
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 448,787.50 16,100.00 16,100.00 16,100.00
ANNTAYLOR STORES CORP COMMON STOCK 036115103 322,000.00 14,000.00 14,000.00 14,000.00
AON CORP COMMON STOCK 037389103 1,761,978.75 54,635.00 54,635.00 54,635.00
APACHE CORP COMMON STOCK 037411105 3,618,815.00 72,740.00 72,740.00 72,740.00
APEX INC COMMON STOCK 037548104 341,921.25 9,210.00 9,210.00 9,210.00
APOGEE ENTERPRISES INC COMMON STOCK 037598109 47,496.96 11,970.00 11,970.00 11,970.00
APOLLO GROUP INC COMMON STOCK 037604105 205,765.10 7,300.00 7,300.00 7,300.00
CLASS A
APPLE COMPUTER INC COMMON STOCK 037833100 6,579,412.34 48,445.00 48,445.00 48,445.00
APPLEBEES INTERNATIONAL INC COMMON STOCK 037899101 338,343.75 12,030.00 12,030.00 12,030.00
APPLIED MATERIALS INC COMMON STOCK 038222105 15,328,820.00 162,640.00 162,640.00 162,640.00
APPLIED POWER INC COMMON STOCK 038225108 494,332.50 17,345.00 17,345.00 17,345.00
APPNET INC COMMON STOCK 03831Q101 2,021,000.00 43,000.00 43,000.00 43,000.00
APTARGROUP INC COMMON STOCK 038336103 432,596.27 16,210.00 16,210.00 16,210.00
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,329,857.13 128,179.00 128,179.00 128,179.00
ARCTIC CAT INC COMMON STOCK 039670104 113,775.00 11,100.00 11,100.00 11,100.00
ARIBA INC COMMON STOCK 04033V104 634,115.63 3,025.00 3,025.00 3,025.00
ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK 042476101 686,757.50 38,420.00 38,420.00 38,420.00
ARROW ELECTRONICS INC COMMON STOCK 042735100 321,127.50 9,110.00 9,110.00 9,110.00
ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 313,786.09 16,570.00 16,570.00 16,570.00
ASHLAND INC COMMON STOCK 044204105 513,592.32 15,360.00 15,360.00 15,360.00
ASIA PULP & PAPER SPONSERED ADRS 04516V100 471,262.50 63,900.00 63,900.00 63,900.00
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 1,673,750.00 26,000.00 26,000.00 26,000.00
ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 799,797.96 21,580.00 21,580.00 21,580.00
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 452,200.00 11,200.00 11,200.00 11,200.00
ASSOCIATES FIRST CAPITAL CORP COMMON STOCK 046008108 3,307,686.23 154,298.00 154,298.00 154,298.00
CLASS A
ASTEC INDUSTRIES INC COMMON STOCK 046224101 225,777.00 8,500.00 8,500.00 8,500.00
ASTRAZENECA GROUP PLC SPONSORED ADR 046353108 1,822,500.00 45,000.00 45,000.00 45,000.00
ASYST TECHNOLOGIES INC COMMON STOCK 04648X107 1,509,300.00 25,800.00 25,800.00 25,800.00
ATLANTIC COAST AIRLINES HLDG COMMON STOCK 048396105 209,070.00 8,080.00 8,080.00 8,080.00
ATLANTIC RICHFIELD CO COMMON STOCK 048825103 8,840,000.00 104,000.00 104,000.00 104,000.00
ATLAS AIR INC COMMON STOCK 049164106 350,400.00 12,800.00 12,800.00 12,800.00
ATMEL CORP COMMON STOCK 049513104 1,074,832.50 20,820.00 20,820.00 20,820.00
ATMOS ENERGY CORP COMMON STOCK 049560105 230,396.25 14,070.00 14,070.00 14,070.00
ATWOOD OCEANICS INC COMMON STOCK 050095108 2,042,409.60 30,800.00 30,800.00 30,800.00
AUDIOVOX CORP COMMON STOCK 050757103 418,800.00 9,600.00 9,600.00 9,600.00
AUSPEX SYSTEMS INC COMMON STOCK 052116100 131,340.00 11,940.00 11,940.00 11,940.00
AUTODESK INC COMMON STOCK 052769106 595,595.00 13,090.00 13,090.00 13,090.00
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 8,150,390.00 168,920.00 168,920.00 168,920.00
AUTOZONE INC COMMON STOCK 053332102 810,855.00 29,220.00 29,220.00 29,220.00
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 553,037.50 15,100.00 15,100.00 15,100.00
AVERY DENNISON CORP COMMON STOCK 053611109 2,235,479.82 36,610.00 36,610.00 36,610.00
AVID TECHNOLOGY INC COMMON STOCK 05367P100 185,900.00 10,400.00 10,400.00 10,400.00
AVNET INC COMMON STOCK 053807103 262,080.00 4,160.00 4,160.00 4,160.00
AVON PRODUCTS INC COMMON STOCK 054303102 1,494,949.28 51,440.00 51,440.00 51,440.00
AXA - SPONS ADR COMMON STOCK 054536107 2,150,610.00 30,000.00 30,000.00 30,000.00
AZTAR CORP COMMON STOCK 054802103 181,260.00 19,080.00 19,080.00 19,080.00
BB&T CORPORATION COMMON STOCK 054937107 2,069,011.26 73,730.00 73,730.00 73,730.00
BISYS GROUP INC COMMON STOCK 055472104 813,295.00 12,230.00 12,230.00 12,230.00
BJ SERVICES COMPANY COMMON STOCK 055482103 4,964,400.00 67,200.00 67,200.00 67,200.00
BJ WHOLESALE COMMON STOCK 05548J106 2,779,841.25 71,970.00 71,970.00 71,970.00
BMC INDUSTRIES INC COMMON STOCK 055607105 67,334.08 11,840.00 11,840.00 11,840.00
BP AMOCO PLC SPONSORED ADR 055622104 2,798,383.76 52,738.00 52,738.00 52,738.00
BMC SOFTWARE INC COMMON STOCK 055921100 2,554,662.50 51,740.00 51,740.00 51,740.00
BAKER HUGHES INC COMMON STOCK 057224107 4,416,439.50 145,998.00 145,998.00 145,998.00
BAKER HUGHES INC CONVERTIBLE 057224AHO 3,836,750.00 5,150,000.00 5,150,000.00 5,150,000.00
BOND
BALDOR ELECTRIC CO COMMON STOCK 057741100 289,226.81 16,013.00 16,013.00 16,013.00
BALL CORPORATION COMMON STOCK 058498106 225,689.86 6,530.00 6,530.00 6,530.00
BANK OF AMERICA CORP COMMON STOCK 060505104 22,800,027.10 434,808.00 434,808.00 434,808.00
BANK OF NEW YORK COMPANY INC COMMON STOCK 064057102 9,657,969.75 232,375.00 232,375.00 232,375.00
BANK ONE CORP COMMON STOCK 06423A103 9,946,337.50 289,348.00 289,348.00 289,348.00
BANK OF TOKYO-MITSUBISHI ADR 065379109 1,915,245.00 135,000.00 135,000.00 135,000.00
BANKNORTH GROUP INC COMMON STOCK 06646L100 278,576.68 10,390.00 10,390.00 10,390.00
BARD (CR) INC COMMON STOCK 067383109 421,301.43 10,890.00 10,890.00 10,890.00
BARRICK GOLD CORP COMMON STOCK 067901108 2,291,494.21 146,076.00 146,076.00 146,076.00
BARR LABS INC COMMON STOCK 068306109 426,300.00 10,150.00 10,150.00 10,150.00
BARRA INC COMMON STOCK 068313105 209,686.25 6,190.00 6,190.00 6,190.00
BARRETT RESOURCES CORP COMMON STOCK 068480201 428,398.44 14,370.00 14,370.00 14,370.00
BAUSCH & LOMB INC COMMON STOCK 071707103 646,596.93 12,390.00 12,390.00 12,390.00
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 5,010,571.91 79,930.00 79,930.00 79,930.00
BE AEROSPACE INC COMMON STOCK 073302101 63,332.50 10,780.00 10,780.00 10,780.00
BEAR STEARNS CO COMMON STOCK 073902108 1,092,673.13 23,949.00 23,949.00 23,949.00
BECKMAN COULTER INC COMMON STOCK 075811109 872,943.20 13,600.00 13,600.00 13,600.00
BECTON DICKINSON & CO COMMON STOCK 075887109 1,813,423.04 68,920.00 68,920.00 68,920.00
BED BATH & BEYOND INC COMMON STOCK 075896100 1,179,281.25 29,950.00 29,950.00 29,950.00
BELDEN INC COMMON STOCK 077459105 292,875.00 10,650.00 10,650.00 10,650.00
BELL ATLANTIC CORP COMMON STOCK 077853109 22,583,670.40 369,467.00 369,467.00 369,467.00
BELLSOUTH CORP COMMON STOCK 079860102 22,406,780.00 476,740.00 476,740.00 476,740.00
BELO (AH) CORP COMMON STOCK 080555105 201,093.75 11,250.00 11,250.00 11,250.00
BEMIS COMPANY INC COMMON STOCK 081437105 411,525.00 11,160.00 11,160.00 11,160.00
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 263,810.00 7,130.00 7,130.00 7,130.00
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 86,535.00 12,820.00 12,820.00 12,820.00
BERINGER WINE ESTATES COMMON STOCK 084102102 312,112.50 8,700.00 8,700.00 8,700.00
CLASS B
BERKSHIRE HATHAWAY INC COMMON STOCK 084670207 655,200.00 360.00 360.00 360.00
BEST BUY INC COMMON STOCK 086516101 3,732,400.00 43,400.00 43,400.00 43,400.00
BESTFOODS COMMON STOCK 08658U101 2,778,292.20 59,350.00 59,350.00 59,350.00
BETHLEHEM STEEL CORP COMMON STOCK 087509105 163,620.00 27,270.00 27,270.00 27,270.00
BILLING CONCEPTS CORP COMMON STOCK 090063108 120,722.27 17,170.00 17,170.00 17,170.00
BINDLEY WESTERN INDUSTRIES INC COMMON STOCK 090324104 202,697.65 14,946.00 14,946.00 14,946.00
BINDVIEW DEVELOPMENT CORP. COMMON STOCK 090327107 2,031,454.80 65,400.00 65,400.00 65,400.00
BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 363,630.00 23,460.00 23,460.00 23,460.00
BIOGEN INC COMMON STOCK 090597105 2,625,902.50 37,580.00 37,580.00 37,580.00
BIOMATRIX INC COMMON STOCK 09060P102 256,530.00 10,060.00 10,060.00 10,060.00
BIOMET INC COMMON STOCK 090613100 873,727.50 24,020.00 24,020.00 24,020.00
BIRMINGHAM STEEL CORP COMMON STOCK 091250100 67,086.25 13,090.00 13,090.00 13,090.00
BLACK & DECKER CORP COMMON STOCK 091797100 696,775.10 18,550.00 18,550.00 18,550.00
BLACK BOX CORP COMMON STOCK 091826107 603,028.14 8,710.00 8,710.00 8,710.00
H&R BLOCK INC COMMON STOCK 093671105 1,870,997.50 41,810.00 41,810.00 41,810.00
BOB EVANS FARMS INC COMMON STOCK 096761101 1,387,500.00 111,000.00 111,000.00 111,000.00
BOEING CO (THE) COMMON STOCK 097023105 9,968,022.62 262,752.00 262,752.00 262,752.00
BOISE CASCADE CORP COMMON STOCK 097383103 422,212.50 12,150.00 12,150.00 12,150.00
BOMBAY COMPANY INC COMMON STOCK 097924104 51,998.40 15,700.00 15,700.00 15,700.00
BORDERS GROUP INC COMMON STOCK 099709107 929,988.57 54,110.00 54,110.00 54,110.00
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,873,751.04 87,920.00 87,920.00 87,920.00
BOWATER INC COMMON STOCK 102183100 263,672.50 4,940.00 4,940.00 4,940.00
BOWNE & COMPANY INC COMMON STOCK 103043105 207,931.25 16,150.00 16,150.00 16,150.00
BRADY CORPORATION CL A COMMON STOCK 104674106 1,850,324.71 59,330.00 59,330.00 59,330.00
BRIGGS & STRATTON CORP COMMON STOCK 109043109 205,625.00 5,000.00 5,000.00 5,000.00
BRIGHTPOINT INC COMMON STOCK 109473108 288,977.50 23,590.00 23,590.00 23,590.00
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 382,368.56 12,880.00 12,880.00 12,880.00
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 25,816,848.80 447,045.00 447,045.00 447,045.00
BRITISH AIRWAYS PLC ADR 110419306 1,343,750.00 25,000.00 25,000.00 25,000.00
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 2,633,750.00 14,000.00 14,000.00 14,000.00
BROADWING INC COMMON STOCK 111620100 761,589.76 20,480.00 20,480.00 20,480.00
BROOKS AUTOMATION INC COMMON STOCK 11434A100 1,875,000.00 30,000.00 30,000.00 30,000.00
BROWN-FORMAN CORP COMMON STOCK 115637209 1,983,684.28 36,440.00 36,440.00 36,440.00
CLASS B
BRUNSWICK CORP COMMON STOCK 117043109 489,521.45 25,850.00 25,850.00 25,850.00
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 273,892.50 15,540.00 15,540.00 15,540.00
BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 2,142,939.00 96,856.00 96,856.00 96,856.00
BURLINGTON RESOURCES INC COMMON STOCK 122014103 1,711,990.00 46,270.00 46,270.00 46,270.00
BURNS INTERNATIONAL SERVICES COMMON STOCK 122374101 476,700.00 45,400.00 45,400.00 45,400.00
BURR BROWN CORP COMMON STOCK 122574106 1,341,703.13 24,675.00 24,675.00 24,675.00
BUSINESS OBJECTS SA COMMON STOCK 12328X107 955,200.00 9,600.00 9,600.00 9,600.00
C&D TECHNOLOGY INC COMMON STOCK 124661109 342,790.00 5,810.00 5,810.00 5,810.00
CBS CORPORATION COMMON STOCK 12490K107 9,150,033.75 161,590.00 161,590.00 161,590.00
C COR ELECTRONICS INC COMMON STOCK 125010108 2,628,360.00 53,640.00 53,640.00 53,640.00
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 1,309,159.76 17,980.00 17,980.00 17,980.00
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 350,413.55 4,150.00 4,150.00 4,150.00
CEC ENTERTAINMENT INC COMMON STOCK 125137109 966,192.50 35,620.00 35,620.00 35,620.00
CH ENERGY GROUP INC COMMON STOCK 12541M102 223,863.75 7,370.00 7,370.00 7,370.00
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 798,267.50 21,430.00 21,430.00 21,430.00
CIGNA CORP COMMON STOCK 125509109 2,774,343.75 36,625.00 36,625.00 36,625.00
C.I.T. GROUP INC CLASS A SHARE 125577106 526,500.00 27,000.00 27,000.00 27,000.00
CKE RESTAURANTS INC COMMON STOCK 12561E105 141,882.00 22,256.00 22,256.00 22,256.00
CK WITCO CORP COMMON STOCK 12562C108 302,594.65 29,704.00 29,704.00 29,704.00
CMS ENERGY CORP COMMON STOCK 125896100 447,687.50 24,700.00 24,700.00 24,700.00
CNA SURETY COMMON STOCK 12612L108 267,590.40 19,200.00 19,200.00 19,200.00
CNET NETWORKS INC COMMON STOCK 12613R104 456,183.00 9,000.00 9,000.00 9,000.00
CSG SYS INTL INC COMMON STOCK 126349109 236,250.08 4,840.00 4,840.00 4,840.00
CSX CORP COMMON STOCK 126408103 1,083,115.00 46,090.00 46,090.00 46,090.00
CTC COMMUNICATIONS GROUP INC COMMON STOCK 126419100 2,314,537.50 54,300.00 54,300.00 54,300.00
CTS CORP COMMON STOCK 126501105 2,237,250.00 39,250.00 39,250.00 39,250.00
CUNO INCORPORATED COMMON STOCK 126583103 805,612.50 29,700.00 29,700.00 29,700.00
CVS CORP COMMON STOCK 126650100 3,117,646.00 83,000.00 83,000.00 83,000.00
CABLE & WIRELESS PLC ADR 126830207 2,195,200.00 39,200.00 39,200.00 39,200.00
CABLETRON SYSTEMS INC COMMON STOCK 126920107 1,134,667.52 38,710.00 38,710.00 38,710.00
CABLE DESIGN TECHNOLOGIES CO COMMON STOCK 126924109 425,569.98 12,540.00 12,540.00 12,540.00
CABOT CORP COMMON STOCK 127055101 1,814,750.00 59,500.00 59,500.00 59,500.00
CABOT OIL AND GAS CORP COMMON STOCK 127097103 196,875.80 10,900.00 10,900.00 10,900.00
CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 477,665.00 23,020.00 23,020.00 23,020.00
CAL DIVE INT'L INC COMMON STOCK 127914109 349,667.50 6,890.00 6,890.00 6,890.00
CALLAWAY GOLF CO COMMON STOCK 131193104 2,080,100.00 134,200.00 134,200.00 134,200.00
CALPINE CORP COMMON STOCK 131347106 560,240.00 5,960.00 5,960.00 5,960.00
CAMBREX CORP COMMON STOCK 132011107 477,195.00 10,970.00 10,970.00 10,970.00
CAMBRIDGE TECHNOLOGY PARTNERS COMMON STOCK 132524109 609,340.66 44,930.00 44,930.00 44,930.00
CAMPBELL SOUP CO COMMON STOCK 134429109 3,931,387.50 127,850.00 127,850.00 127,850.00
CANANDAIGUA BRANDS INC-CL A COMMON STOCK 137219200 410,550.00 8,050.00 8,050.00 8,050.00
CANON INC SPONSORED ADR COMMON STOCK 138006309 3,234,375.00 75,000.00 75,000.00 75,000.00
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 4,118,267.67 85,910.00 85,910.00 85,910.00
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 156,928.75 11,110.00 11,110.00 11,110.00
CARDINAL HEALTH INC COMMON STOCK 14149Y108 3,682,294.50 80,268.00 80,268.00 80,268.00
CARLTON COMMUNICATIONS PLC COMMON STOCK 142872209 2,056,250.00 35,000.00 35,000.00 35,000.00
SPONSORED ADR
CARNIVAL CORP COMMON STOCK 143658102 4,190,250.56 168,880.00 168,880.00 168,880.00
CAROLINA FIRST CORP COMMON STOCK 143877108 147,393.75 11,230.00 11,230.00 11,230.00
CAROLINA POWER & LIGHT CO COMMON STOCK 144141108 1,091,180.68 33,640.00 33,640.00 33,640.00
CASEYS GENERAL STORES INC COMMON STOCK 147528103 249,581.25 22,950.00 22,950.00 22,950.00
CASH AMERICA INTERNATIONAL INC COMMON STOCK 14754D100 138,249.69 11,116.00 11,116.00 11,116.00
CATALINA MARKETING CORP COMMON STOCK 148867104 3,073,950.00 30,360.00 30,360.00 30,360.00
CATERPILLAR INC COMMON STOCK 149123101 2,976,704.76 75,480.00 75,480.00 75,480.00
CATO CORP COMMON STOCK 149205106 136,182.50 11,590.00 11,590.00 11,590.00
CELGENE CORP COMMON STOCK 151020104 1,592,992.00 16,000.00 16,000.00 16,000.00
CENDANT CORPORATION COMMON STOCK 151313103 3,356,344.00 181,424.00 181,424.00 181,424.00
CENTEX CORP COMMON STOCK 152312104 306,698.56 12,880.00 12,880.00 12,880.00
CENTOCOR INC DEBENTURES 152342AE1 830,625.00 750,000.00 750,000.00 750,000.00
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 772,055.50 45,250.00 45,250.00 45,250.00
CENTRAL NEWSPAPERS INC COMMON STOCK 154647101 3,732,375.00 111,000.00 111,000.00 111,000.00
CLASS A
CENTRAL PKG CORP COMMON STOCK 154785109 327,600.00 16,380.00 16,380.00 16,380.00
CENTURA BANKS INC COMMON STOCK 15640T100 801,251.88 17,490.00 17,490.00 17,490.00
CENTURYTEL INC COMMON STOCK 156700106 3,703,775.63 99,765.00 99,765.00 99,765.00
CEPHALON INC COMMON STOCK 156708109 2,034,375.00 54,250.00 54,250.00 54,250.00
CERIDIAN CORP COMMON STOCK 15677T106 2,001,971.58 104,340.00 104,340.00 104,340.00
CERNER CORP COMMON STOCK 156782104 400,680.00 14,840.00 14,840.00 14,840.00
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 119,772.50 20,830.00 20,830.00 20,830.00
CHAMPION INTERNATIONAL CORP COMMON STOCK 158525105 2,764,740.00 51,920.00 51,920.00 51,920.00
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 420,924.00 20,044.00 20,044.00 20,044.00
CHARMING SHOPPES INC COMMON STOCK 161133103 300,842.30 52,900.00 52,900.00 52,900.00
CHARTER COMMUNICATIONS INC-A COMMON STOCK 16117M107 823,860.00 57,500.00 57,500.00 57,500.00
CHASE MANHATTAN CORP (NEW) COMMON STOCK 16161A108 19,019,756.90 218,149.00 218,149.00 218,149.00
CHEAP TICKETS INC. COMMON STOCK 162672109 271,200.00 19,200.00 19,200.00 19,200.00
CHECKFREE HOLDINGS CORP COMMON STOCK 162816102 364,485.00 5,170.00 5,170.00 5,170.00
CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 110,550.00 13,200.00 13,200.00 13,200.00
CHEESECAKE FACTORY INC COMMON STOCK 163072101 373,376.25 8,970.00 8,970.00 8,970.00
CHESAPEAKE CORP COMMON STOCK 165159104 224,079.96 7,580.00 7,580.00 7,580.00
CHEVRON CORP COMMON STOCK 166751107 16,770,382.70 181,425.00 181,425.00 181,425.00
CHIQUITA BRANDS INTERNAT'L INC COMMON STOCK 170032106 136,705.00 28,780.00 28,780.00 28,780.00
CHIRON CORP COMMON STOCK 170040109 858,348.75 17,210.00 17,210.00 17,210.00
CHITTENDEN CORP COMMON STOCK 170228100 757,018.50 25,500.00 25,500.00 25,500.00
CHOICEPOINT INC COMMON STOCK 170388102 488,491.25 13,070.00 13,070.00 13,070.00
CHRIS-CRAFT INDUSTRIES INC COMMON STOCK 170520100 205,517.95 3,227.00 3,227.00 3,227.00
CHUBB CAPITAL CORP COMMON STOCK 171232101 4,130,065.06 61,130.00 61,130.00 61,130.00
CIBER INC COMMON STOCK 17163B102 2,737,775.00 133,550.00 133,550.00 133,550.00
CIENA CORPORATION COMMON STOCK 171779101 1,087,828.13 8,625.00 8,625.00 8,625.00
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 1,300,733.88 34,571.00 34,571.00 34,571.00
CINERGY CORP COMMON STOCK 172474108 731,193.50 34,009.00 34,009.00 34,009.00
CIRCUIT CITY STORES INC COMMON STOCK 172737108 10,305,528.75 169,290.00 169,290.00 169,290.00
CIRRUS LOGIC DEBENTURES 172755AC4 585,000.00 650,000.00 650,000.00 650,000.00
CISCO SYSTEMS INC COMMON STOCK 17275R102 121,380,458.60 1,570,008.00 1,570,008.00 1,570,008.00
CITADEL COMMUNICATIONS CORP COMMON STOCK 172853202 1,826,697.10 43,300.00 43,300.00 43,300.00
CINTAS CORP COMMON STOCK 172908105 619,742.41 15,815.00 15,815.00 15,815.00
CITIGROUP INC COMMON STOCK 172967101 49,691,415.70 837,797.00 837,797.00 837,797.00
CITRIX SYS INC COMMON STOCK 177376100 3,260,825.00 49,220.00 49,220.00 49,220.00
CITY NATIONAL CORP COMMON STOCK 178566105 3,072,254.40 91,200.00 91,200.00 91,200.00
CLARCOR INC COMMON STOCK 179895107 185,132.50 10,430.00 10,430.00 10,430.00
CLAYTON HOMES INC COMMON STOCK 184190106 134,561.25 13,290.00 13,290.00 13,290.00
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 7,164,353.76 103,738.00 103,738.00 103,738.00
CLOROX CO COMMON STOCK 189054109 3,003,390.00 92,412.00 92,412.00 92,412.00
COASTAL CORP COMMON STOCK 190441105 3,188,260.00 69,310.00 69,310.00 69,310.00
COCA-COLA BOTTLING CO COMMON STOCK 191098102 204,336.82 3,860.00 3,860.00 3,860.00
COCA-COLA CO COMMON STOCK 191216100 24,634,884.50 524,850.00 524,850.00 524,850.00
COCA-COLA ENTERPRISES INC COMMON STOCK 191219104 1,945,108.02 90,210.00 90,210.00 90,210.00
COEUR D'ALENE MINES CO COMMON STOCK 192108108 36,859.35 12,550.00 12,550.00 12,550.00
COGNEX CORP COMMON STOCK 192422103 1,063,171.41 18,430.00 18,430.00 18,430.00
COHERENT INC COMMON STOCK 192479103 573,040.00 11,020.00 11,020.00 11,020.00
COHU INC COMMON STOCK 192576106 366,845.60 8,800.00 8,800.00 8,800.00
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 9,867,034.38 175,025.00 175,025.00 175,025.00
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1,031,542.50 17,410.00 17,410.00 17,410.00
COLUMBIA/HCA HEALTHCARE CORP COMMON STOCK 197677107 3,019,797.54 119,303.00 119,303.00 119,303.00
COMCAST CORP COMMON STOCK 200300200 8,975,588.75 206,930.00 206,930.00 206,930.00
CLASS A
COMDISCO INC COMMON STOCK 200336105 1,254,694.38 28,435.00 28,435.00 28,435.00
COMERICA INC COMMON STOCK 200340107 1,392,343.75 33,250.00 33,250.00 33,250.00
COMMERCE BANCORP INC COMMON STOCK 200519106 1,002,996.00 27,108.00 27,108.00 27,108.00
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 777,135.63 46,745.00 46,745.00 46,745.00
COMMSCOPE INC COMMON STOCK 203372107 1,552,162.50 34,020.00 34,020.00 34,020.00
COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 354,720.00 22,170.00 22,170.00 22,170.00
CIA TELECOM CHILE SPONSORED ADR 204449300 366,275.00 16,100.00 16,100.00 16,100.00
COMPAQ COMPUTER CORP COMMON STOCK 204493100 10,616,692.10 398,749.00 398,749.00 398,749.00
COMPASS BANCSHARES INC COMMON STOCK 20449H109 215,319.60 10,800.00 10,800.00 10,800.00
COMPLETE BUSINESS SOLUTIONS COMMON STOCK 20452F107 469,875.00 21,000.00 21,000.00 21,000.00
COMPUTER ASSOCIATES INT'L INC COMMON STOCK 204912109 8,068,667.78 136,325.00 136,325.00 136,325.00
COMPUTER SCIENCES CORP COMMON STOCK 205363104 2,805,772.50 35,460.00 35,460.00 35,460.00
COMPUWARE CORP COMMON STOCK 205638109 1,611,664.24 76,520.00 76,520.00 76,520.00
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 6,111,315.00 32,335.00 32,335.00 32,335.00
CONAGRA INC COMMON STOCK 205887102 1,935,115.63 106,765.00 106,765.00 106,765.00
COM21 INC COMMON STOCK 205937105 1,132,700.00 24,100.00 24,100.00 24,100.00
CONCORD COMMUNICATIONS COMMON STOCK 206186108 224,396.22 6,310.00 6,310.00 6,310.00
CONCORD EFS INC COMMON STOCK 206197105 2,786,157.39 121,470.00 121,470.00 121,470.00
CONE MILLS CORP COMMON STOCK 206814105 47,432.00 11,000.00 11,000.00 11,000.00
CONEXANT SYSTEMS INC COMMON STOCK 207142100 3,240,440.00 45,640.00 45,640.00 45,640.00
CONMED CORP COMMON STOCK 207410101 1,113,379.35 44,425.00 44,425.00 44,425.00
CONOCO INC CLASS A 208251306 931,440.63 37,825.00 37,825.00 37,825.00
CONOCO INC COMMON STOCK 208251405 3,404,127.50 132,844.00 132,844.00 132,844.00
CONSECO INC COMMON STOCK 208464107 815,160.74 71,274.00 71,274.00 71,274.00
CONSOLIDATED EDISON INC COMMON STOCK 209115104 1,486,250.00 51,250.00 51,250.00 51,250.00
CONSOLIDATED PAPERS INC COMMON STOCK 209759109 1,839,210.45 47,850.00 47,850.00 47,850.00
CONSOLIDATED PRODUCTS INC COMMON STOCK 209798107 120,350.06 12,753.00 12,753.00 12,753.00
CONSOLIDATED STORES CORP COMMON STOCK 210149100 1,151,309.25 101,214.00 101,214.00 101,214.00
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,180,650.00 37,040.00 37,040.00 37,040.00
CONVERGYS CORP COMMON STOCK 212485106 556,586.25 14,410.00 14,410.00 14,410.00
COOPER CAMERON CORP COMMON STOCK 216640102 742,312.50 11,100.00 11,100.00 11,100.00
COOPER INDUSTRIES INC COMMON STOCK 216669101 770,035.00 22,001.00 22,001.00 22,001.00
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 205,765.56 16,380.00 16,380.00 16,380.00
COORS (ADOLPH) CO COMMON STOCK 217016104 379,149.16 7,930.00 7,930.00 7,930.00
COPART INC COMMON STOCK 217204106 416,500.00 23,800.00 23,800.00 23,800.00
COPPER MOUNTAIN NETWORKS INC COMMON STOCK 217510106 245,811.00 3,000.00 3,000.00 3,000.00
COR THERAPEUTICS INC COMMON STOCK 217753102 738,315.20 11,200.00 11,200.00 11,200.00
CORN PRODUCTS INTL INC COMMON STOCK 219023108 940,102.34 39,070.00 39,070.00 39,070.00
CORNING INC COMMON STOCK 219350105 13,515,010.00 69,665.00 69,665.00 69,665.00
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 487,200.00 9,600.00 9,600.00 9,600.00
CORUS GROUP PLC-SPONS ADR COMMON STOCK 22087M101 1,256,250.00 75,000.00 75,000.00 75,000.00
COST PLUS INC COMMON STOCK 221485105 1,972,930.20 58,350.00 58,350.00 58,350.00
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 7,467,851.27 142,077.00 142,077.00 142,077.00
COUNTRYWIDE CREDIT INDUST INC COMMON STOCK 222372104 657,815.00 24,140.00 24,140.00 24,140.00
COVAD COMMUNICATIONS GROUP COMMON STOCK 222814204 652,500.00 9,000.00 9,000.00 9,000.00
COVANCE INC COMMON STOCK 222816100 415,756.25 38,675.00 38,675.00 38,675.00
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 219,810.00 25,860.00 25,860.00 25,860.00
CRANE CO COMMON STOCK 224399105 619,916.22 26,310.00 26,310.00 26,310.00
CREE,INC COMMON STOCK 225447101 857,850.00 7,600.00 7,600.00 7,600.00
CROSS TIMBERS OIL CO COMMON STOCK 227573102 282,792.30 21,650.00 21,650.00 21,650.00
CROWN CASTLE INTL CORP COMMON STOCK 228227104 2,935,312.50 77,500.00 77,500.00 77,500.00
CROWN CORK & SEAL CO INC COMMON STOCK 228255105 442,560.00 27,660.00 27,660.00 27,660.00
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 620,476.39 23,470.00 23,470.00 23,470.00
CUMMINS ENGINE COMPANY INC COMMON STOCK 231021106 338,058.00 9,000.00 9,000.00 9,000.00
CYBERSOURCE CORP COMMON STOCK 23251J106 372,500.00 10,000.00 10,000.00 10,000.00
CYBEX COMPUTER PRODUCTS CORP COMMON STOCK 232522102 322,258.13 8,565.00 8,565.00 8,565.00
CYGNUS INC COMMON STOCK 232560102 156,165.00 10,770.00 10,770.00 10,770.00
CYMER INC COMMON STOCK 232572107 850,000.00 17,000.00 17,000.00 17,000.00
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 510,379.20 10,350.00 10,350.00 10,350.00
CYTEC INDUSTRIES INC COMMON STOCK 232820100 938,350.00 30,640.00 30,640.00 30,640.00
DPL INC COMMON STOCK 233293109 274,364.44 12,366.00 12,366.00 12,366.00
DQE INC COMMON STOCK 23329J104 1,518,653.50 33,377.00 33,377.00 33,377.00
DR HORTON INC COMMON STOCK 23331A109 833,420.91 63,805.00 63,805.00 63,805.00
D S T SYSTEMS INC DEL COMMON STOCK 233326107 394,167.59 6,070.00 6,070.00 6,070.00
DSP GROUP INC COMMON STOCK 23332B106 699,600.00 10,600.00 10,600.00 10,600.00
DTE ENERGY COMPANY COMMON STOCK 233331107 889,140.00 30,660.00 30,660.00 30,660.00
DVI INC COMMON STOCK 233343102 183,825.00 12,900.00 12,900.00 12,900.00
DAIN RAUSCHER CORP COMMON STOCK 233856103 1,120,269.63 16,990.00 16,990.00 16,990.00
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 1,442,232.50 41,060.00 41,060.00 41,060.00
DANA CORP COMMON STOCK 235811106 1,635,635.24 58,028.00 58,028.00 58,028.00
DANAHER CORP COMMON STOCK 235851102 3,767,625.00 73,875.00 73,875.00 73,875.00
DARDEN RESTAURANTS INC COMMON STOCK 237194105 486,980.08 27,340.00 27,340.00 27,340.00
DATASCOPE CORP COMMON STOCK 238113104 214,630.00 6,760.00 6,760.00 6,760.00
DAVOX CORP COMMON STOCK 239208101 478,825.00 17,900.00 17,900.00 17,900.00
DEERE & CO COMMON STOCK 244199105 1,885,560.00 49,620.00 49,620.00 49,620.00
DELL COMPUTER CORP COMMON STOCK 247025109 31,155,629.30 577,630.00 577,630.00 577,630.00
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1,915,824.00 119,739.00 119,739.00 119,739.00
DELPHI FINANCIAL GROUP INC COMMON STOCK 247131105 275,015.25 9,054.00 9,054.00 9,054.00
DELTA & PINE LAND CO COMMON STOCK 247357106 339,937.00 17,212.00 17,212.00 17,212.00
DELTA AIR LINES INC COMMON STOCK 247361108 1,449,997.50 27,230.00 27,230.00 27,230.00
DELUXE CORP COMMON STOCK 248019101 989,245.00 37,330.00 37,330.00 37,330.00
DENDRITE INTL INC COMMON STOCK 248239105 365,141.28 17,440.00 17,440.00 17,440.00
DEPARTMENT 56 INC COMMON STOCK 249509100 756,893.20 51,100.00 51,100.00 51,100.00
DESCARTES SYSTEMS GROUP INC COMMON STOCK 249906108 1,724,775.00 36,600.00 36,600.00 36,600.00
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3,409,052.40 70,200.00 70,200.00 70,200.00
DEVRY INC COMMON STOCK 251893103 577,365.00 18,930.00 18,930.00 18,930.00
DEXTER CORP COMMON STOCK 252165105 664,620.00 12,540.00 12,540.00 12,540.00
DIAGEO PLC - SPONSORED ADR COMMON STOCK 25243Q205 1,355,625.00 45,000.00 45,000.00 45,000.00
DIAL CORP COMMON STOCK 25247D101 137,637.50 10,010.00 10,010.00 10,010.00
DIAMOND OFFSHORE DRILL COMMON STOCK 25271C102 1,118,236.00 28,000.00 28,000.00 28,000.00
DIAMOND OFFSHORE DRILL CONVERTIBLE 25271CAA0 349,500.00 300,000.00 300,000.00 300,000.00
BOND
DIEBOLD INC COMMON STOCK 253651103 652,630.00 23,732.00 23,732.00 23,732.00
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 3,093,126.25 91,310.00 91,310.00 91,310.00
DILLARDS INC COMMON STOCK 254067101 497,876.73 30,290.00 30,290.00 30,290.00
DIME BANCORP INC COMMON STOCK 25429Q102 521,145.00 28,170.00 28,170.00 28,170.00
DIMON INC. COMMON STOCK 254394109 45,481.25 19,150.00 19,150.00 19,150.00
DIONEX CORP COMMON STOCK 254546104 619,544.97 18,810.00 18,810.00 18,810.00
DISNEY (WALT) COMPANY HOLDING COMMON STOCK 254687106 21,215,445.00 512,760.00 512,760.00 512,760.00
DIXIE GROUP CONVERTIBLE 255519AA8 55,440.00 84,000.00 84,000.00 84,000.00
DEBENTURES
DOLLAR GENERAL CORP COMMON STOCK 256669102 1,500,323.75 55,826.00 55,826.00 55,826.00
DOLLAR TREE STORES INC COMMON STOCK 256747106 310,143.75 5,950.00 5,950.00 5,950.00
DOMINION RESOURCES COMMON STOCK 25746U109 1,940,837.88 50,494.00 50,494.00 50,494.00
DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 1,374,304.68 65,640.00 65,640.00 65,640.00
DOVER CORP COMMON STOCK 260003108 2,063,412.50 43,100.00 43,100.00 43,100.00
DOW CHEMICAL CO COMMON STOCK 260543103 6,309,900.00 55,350.00 55,350.00 55,350.00
DOW JONES & COMPANY INC COMMON STOCK 260561105 2,384,876.52 33,210.00 33,210.00 33,210.00
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 264,180.00 12,432.00 12,432.00 12,432.00
DRIL-QUIP COMMON STOCK 262037104 2,653,137.50 56,300.00 56,300.00 56,300.00
DSET CORP COMMON STOCK 262504103 1,104,376.30 59,900.00 59,900.00 59,900.00
DSL.NET INC COMMON STOCK 262506108 240,475.80 10,900.00 10,900.00 10,900.00
EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 14,531,319.00 274,824.00 274,824.00 274,824.00
DUKE ENERGY CORP COMMON STOCK 264399106 6,289,605.00 119,802.00 119,802.00 119,802.00
DUN & BRADSTREET CORP COMMON STOCK 26483B106 2,167,485.00 75,720.00 75,720.00 75,720.00
DUPONT PHOTOMASKS COMMON STOCK 26613X101 405,559.00 7,000.00 7,000.00 7,000.00
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 241,315.20 19,600.00 19,600.00 19,600.00
DURA PHARMACEUTICALS INC CONVERTIBLE 26632SAA7 1,076,343.75 1,335,000.00 1,335,000.00 1,335,000.00
BOND
DUSA PHARMACEUTICALS INC COMMONSTOCK 266898$Z1 349,500.45 16,220.00 16,220.00 16,220.00
DUSA PHARMACEUTICALS INC COMMONSTOCK 266898105 1,338,078.30 55,900.00 55,900.00 55,900.00
DYCOM INDUSTRIES INC COMMON STOCK 267475101 3,766,912.50 77,270.00 77,270.00 77,270.00
DYNEGY INC COMMON STOCK 26816Q101 833,006.25 13,275.00 13,275.00 13,275.00
ELG INC COMMON STOCK 268484102 297,096.25 12,710.00 12,710.00 12,710.00
EMC CORP COMMON STOCK 268648102 29,883,500.00 239,068.00 239,068.00 239,068.00
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 475,043.75 13,150.00 13,150.00 13,150.00
ENI SPA SPONSORED ADR 26874R108 1,268,750.00 25,000.00 25,000.00 25,000.00
E PIPHANY INC COMMON STOCK 26881V100 534,248.00 4,000.00 4,000.00 4,000.00
ESAT TELECOM GROUP PLC-ADR COMMON STOCK 26883Y102 1,218,475.00 12,200.00 12,200.00 12,200.00
E_TEK DYNAMIC COMMON STOCK 269240107 1,411,500.00 6,000.00 6,000.00 6,000.00
E TRADE GROUP INC COMMON STOCK 269246104 2,818,193.75 93,550.00 93,550.00 93,550.00
EARTHGRAINS COMPANY COMMON STOCK 270319106 279,650.00 18,800.00 18,800.00 18,800.00
EASTERN ENTERPRISES COMMON STOCK 27637F100 349,071.25 5,830.00 5,830.00 5,830.00
EASTERN UTILITIES ASSOCIATES COMMON STOCK 277173100 285,512.50 9,100.00 9,100.00 9,100.00
EASTMAN CHEMICAL CO COMMON STOCK 277432100 756,665.00 16,630.00 16,630.00 16,630.00
EASTMAN KODAK CO COMMON STOCK 277461109 5,364,939.36 98,780.00 98,780.00 98,780.00
EATON CORP COMMON STOCK 278058102 2,000,700.00 25,650.00 25,650.00 25,650.00
EATON VANCE CORP COMMON STOCK 278265103 668,958.46 15,580.00 15,580.00 15,580.00
ECHOSTAR COMMUNICATION COMMON STOCK 278762109 4,025,050.00 50,950.00 50,950.00 50,950.00
ECOLAB INC COMMON STOCK 278865100 998,987.01 27,230.00 27,230.00 27,230.00
EDISON INTERNATIONAL COMMON STOCK 281020107 1,216,975.76 73,480.00 73,480.00 73,480.00
EDO CORP CONVERTIBLE 281347AB0 196,875.00 250,000.00 250,000.00 250,000.00
BOND
J.D. EDWARDS & CO COMMON STOCK 281667105 488,430.00 15,000.00 15,000.00 15,000.00
EDWARDS (AG) INC COMMON STOCK 281760108 338,600.00 8,465.00 8,465.00 8,465.00
EFFICIENT NETWORKS INC COMMON STOCK 282056100 420,525.00 2,700.00 2,700.00 2,700.00
EINSTEIN/NOAH BAGEL CONVERTIBLE 282577AC9 100,000.00 250,000.00 250,000.00 250,000.00
BOND
EL PASO ENERGY CORPORATION COMMON STOCK 283905107 1,952,858.00 48,368.00 48,368.00 48,368.00
ELAN CORPORATION PLC ADR SPONSORED 284131208 1,719,500.00 36,200.00 36,200.00 36,200.00
ELCOR CORP COMMON STOCK 284443108 301,530.00 8,740.00 8,740.00 8,740.00
ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 676,280.00 11,660.00 11,660.00 11,660.00
ELECTROGLAS INC COMMON STOCK 285324109 303,797.50 8,870.00 8,870.00 8,870.00
ELECTRONIC ARTS INC COMMON STOCK 285512109 1,286,349.09 18,070.00 18,070.00 18,070.00
ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 7,086,244.80 110,400.00 110,400.00 110,400.00
ELOYALTY CORPORATION COMMON STOCK 290151109 1,394,777.50 58,420.00 58,420.00 58,420.00
EMBOTELLADORA ANDINA-B ADR 29081P303 492,560.40 41,700.00 41,700.00 41,700.00
EMERSON ELECTRIC CO COMMON STOCK 291011104 4,888,293.75 92,450.00 92,450.00 92,450.00
EMISPHERE TECHNOLOGIES INC COMMON STOCK 291345106 1,400,625.00 27,000.00 27,000.00 27,000.00
EMMIS BROADCASTING CORP COMMON STOCK 291525103 2,399,400.00 51,600.00 51,600.00 51,600.00
CLASS A
EMPRESAS ICA SOCIEDAD CONVERTIBLE 292448AC1 206,500.00 350,000.00 350,000.00 350,000.00
SUB DEB
ENDESA SA SPONSORED ADR 29258N107 2,812,440.00 120,000.00 120,000.00 120,000.00
ENDOSONICS CORP COMMON STOCK 29264K105 419,748.00 66,500.00 66,500.00 66,500.00
ENERGEN CORP COMMON STOCK 29265N108 211,962.10 13,300.00 13,300.00 13,300.00
ENERGY EAST CORPORATION COMMON STOCK 29266M109 231,800.40 11,700.00 11,700.00 11,700.00
ENGELHARD CORP COMMON STOCK 292845104 406,862.50 26,900.00 26,900.00 26,900.00
ENHANCE FINANCIAL SERV GRP INC COMMON STOCK 293310108 238,712.50 16,900.00 16,900.00 16,900.00
ENRON CORP COMMON STOCK 293561106 14,114,012.40 188,501.00 188,501.00 188,501.00
ENTERGY CORP COMMON STOCK 29364G103 1,507,746.84 74,689.00 74,689.00 74,689.00
ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 918,842.40 10,800.00 10,800.00 10,800.00
ENZON INC COMMON STOCK 293904108 806,501.80 21,400.00 21,400.00 21,400.00
ENZO BIOCHEM INC COMMON STOCK 294100102 782,268.00 11,096.00 11,096.00 11,096.00
EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 151,300.00 17,800.00 17,800.00 17,800.00
EQUIFAX INC COMMON STOCK 294429105 3,099,437.50 122,750.00 122,750.00 122,750.00
ESPEED INC-CL A COMMONSTOCK 296643109 628,500.00 12,000.00 12,000.00 12,000.00
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 453,500.00 18,140.00 18,140.00 18,140.00
ETOYS INC COMMON STOCK 297862104 168,017.00 19,000.00 19,000.00 19,000.00
EVERGREEN RES INC COMMON STOCK 299900308 1,368,984.20 56,600.00 56,600.00 56,600.00
EXAR CORP COMMON STOCK 300645108 1,595,832.60 22,300.00 22,300.00 22,300.00
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 1,862,819.20 35,200.00 35,200.00 35,200.00
EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 1,470,750.00 37,000.00 37,000.00 37,000.00
EXXON MOBIL CORP COMMON STOCK 30231G102 66,482,339.40 854,397.00 854,397.00 854,397.00
FMC CORP COMMON STOCK 302491303 370,075.00 6,550.00 6,550.00 6,550.00
FPL GROUP INC COMMON STOCK 302571104 1,747,131.66 37,930.00 37,930.00 37,930.00
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 379,409.24 14,020.00 14,020.00 14,020.00
FAIR ISAAC & CO INC COMMON STOCK 303250104 240,636.25 6,190.00 6,190.00 6,190.00
FAMILY DOLLAR STORES INC COMMON STOCK 307000109 3,442,721.04 165,420.00 165,420.00 165,420.00
FARGO ELECTRONICS COMMON STOCK 30744P102 281,044.60 23,300.00 23,300.00 23,300.00
FEDDERS CORP COMMON STOCK 313135105 87,823.98 15,790.00 15,790.00 15,790.00
FHLMC COMMON STOCK 313400301 6,513,605.67 147,410.00 147,410.00 147,410.00
FANNIE MAE COMMON STOCK 313586109 14,202,653.20 251,655.00 251,655.00 251,655.00
FEDERATED DEPARTMENT STORE INC COMMON STOCK 31410H101 1,861,215.00 44,580.00 44,580.00 44,580.00
FEDERATED INVESTORS INC-CL B COMMON STOCK 314211103 3,353,913.60 122,800.00 122,800.00 122,800.00
FEDEX CORPORATION COMMON STOCK 31428X106 2,396,862.00 61,458.00 61,458.00 61,458.00
FERRO CORP COMMON STOCK 315405100 585,480.44 32,870.00 32,870.00 32,870.00
FIDELITY NATIONAL FINANCIAL IN COMMON STOCK 316326107 405,050.71 29,326.00 29,326.00 29,326.00
FIELDCREST CANNON INC CONVERTIBLE 316549AB0 28,750.00 125,000.00 125,000.00 125,000.00
DEBENTURES
FIFTH THIRD BANCORP COMMON STOCK 316773100 6,026,706.00 95,662.00 95,662.00 95,662.00
FILENET CORP COMMON STOCK 316869106 1,929,585.00 64,860.00 64,860.00 64,860.00
FIRST AMERICAN FINANCIAL CORP COMMON STOCK 318522307 410,571.78 28,940.00 28,940.00 28,940.00
FIRSTBANK CORP COMMON STOCK 318672102 218,726.25 12,410.00 12,410.00 12,410.00
FIRST DATA CORP COMMON STOCK 319963104 3,934,444.50 88,914.00 88,914.00 88,914.00
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 983,580.00 40,560.00 40,560.00 40,560.00
HEXCEL CORP CONVERTIBLE 328291AA6 67,000.00 100,000.00 100,000.00 100,000.00
BOND
FIRST SECURITY CORP COMMON STOCK 336294103 225,264.00 18,772.00 18,772.00 18,772.00
FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 253,290.64 12,470.00 12,470.00 12,470.00
FIRST UNION CORP COMMON STOCK 337358105 7,799,218.75 209,375.00 209,375.00 209,375.00
FIRSTCOM CORPORATION COMMON STOCK 33763T104 1,982,846.00 58,000.00 58,000.00 58,000.00
FIRSTAR CORPORATION NEW COMMON STOCK 33763V109 5,477,263.85 238,796.00 238,796.00 238,796.00
FISERV INC COMMON STOCK 337738108 1,372,274.67 36,902.00 36,902.00 36,902.00
FIRSTENERGY CORP COMMON STOCK 337932107 1,974,658.13 95,741.00 95,741.00 95,741.00
FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 9,612,092.50 263,345.00 263,345.00 263,345.00
FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 213,875.00 14,500.00 14,500.00 14,500.00
FLEMING COMPANIES INC COMMON STOCK 339130106 260,120.74 17,270.00 17,270.00 17,270.00
FLORIDA PROGRESS CORP COMMON STOCK 341109106 946,401.25 20,630.00 20,630.00 20,630.00
FLORIDA ROCK INDUSTRIES INC COMMON STOCK 341140101 229,600.00 8,200.00 8,200.00 8,200.00
FLUOR CORP COMMON STOCK 343861100 504,060.00 16,260.00 16,260.00 16,260.00
FOCAL COMMUNICATIONS CORP COMMON STOCK 344155106 750,400.00 13,400.00 13,400.00 13,400.00
FOOTSTAR INC COMMON STOCK 344912100 257,922.50 9,130.00 9,130.00 9,130.00
FORD MOTOR CO COMMON STOCK 345370100 11,820,968.20 257,330.00 257,330.00 257,330.00
FOREST LABORATORIES INC COMMON STOCK 345838106 3,142,555.00 37,190.00 37,190.00 37,190.00
FORT JAMES CORP COMMON STOCK 347471104 2,505,140.00 113,870.00 113,870.00 113,870.00
FORTUNE BRANDS INC COMMON STOCK 349631101 2,030,250.00 81,210.00 81,210.00 81,210.00
FOSSIL INC COMMON STOCK 349882100 1,001,697.38 42,740.00 42,740.00 42,740.00
FOSTER WHEELER CORP COMMON STOCK 350244109 120,150.00 17,800.00 17,800.00 17,800.00
FOUNDATION HEALTH SYSTEMS A COMMON STOCK 350404109 93,280.00 11,660.00 11,660.00 11,660.00
FRANKLIN RESOURCES INC COMMON STOCK 354613101 3,533,622.16 105,680.00 105,680.00 105,680.00
FREEPORT-MCMORAN COPPER & GOLD COMMON STOCK 35671D857 424,268.79 35,174.00 35,174.00 35,174.00
FREMONT GENERAL CORP COMMON STOCK 357288109 181,315.98 30,540.00 30,540.00 30,540.00
FRIEDE GOLDMAN HALTER INC COMMON STOCK 358430106 119,941.25 17,446.00 17,446.00 17,446.00
FRITZ COMPANIES INC COMMON STOCK 358846103 162,000.00 16,000.00 16,000.00 16,000.00
FUJI PHOTO FILM COMPANY LTD ADR 359586302 2,860,000.00 65,000.00 65,000.00 65,000.00
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 512,062.64 27,220.00 27,220.00 27,220.00
GATX CORP COMMON STOCK 361448103 935,560.00 24,620.00 24,620.00 24,620.00
GPU INC COMMON STOCK 36225X100 721,605.00 26,360.00 26,360.00 26,360.00
GTE CORP COMMON STOCK 362320103 18,793,345.00 264,695.00 264,695.00 264,695.00
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 2,836,909.80 117,900.00 117,900.00 117,900.00
GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 2,923,050.00 89,940.00 89,940.00 89,940.00
GANNETT COMPANY INC COMMON STOCK 364730101 4,302,727.50 61,140.00 61,140.00 61,140.00
GAP INC COMMON STOCK 364760108 9,006,756.78 180,815.00 180,815.00 180,815.00
GATEWAY INC COMMON STOCK 367626108 3,570,610.00 67,370.00 67,370.00 67,370.00
GENCORP INC COMMON STOCK 368682100 141,515.00 18,260.00 18,260.00 18,260.00
GENE LOGIC INC COMMON STOCK 368689105 1,059,962.40 25,200.00 25,200.00 25,200.00
GENENTECH INC COMMON STOCK 368710406 2,869,000.00 18,875.00 18,875.00 18,875.00
GENERAL BINDING CORP COMMON STOCK 369154109 357,484.93 37,386.00 37,386.00 37,386.00
GENERAL COMMUNICATION INC COMMON STOCK 369385109 118,787.50 22,100.00 22,100.00 22,100.00
CLASS A
GENERAL DYNAMICS CORP COMMON STOCK 369550108 2,116,365.00 42,540.00 42,540.00 42,540.00
GENERAL ELECTRIC CO COMMON STOCK 369604103 115,871,925.60 746,660.00 746,660.00 746,660.00
GENERAL MILLS INC COMMON STOCK 370334104 5,035,782.92 139,160.00 139,160.00 139,160.00
GENERAL MOTORS CORP COMMON STOCK 370442105 11,244,213.40 135,780.00 135,780.00 135,780.00
GENERAL MOTORS CORP COMMON STOCK 370442832 4,043,137.50 32,475.00 32,475.00 32,475.00
CLASS H
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 281,865.00 16,340.00 16,340.00 16,340.00
GENTEX CORP COMMON STOCK 371901109 1,202,661.90 32,450.00 32,450.00 32,450.00
GENUINE PARTS CO COMMON STOCK 372460105 1,997,621.25 83,670.00 83,670.00 83,670.00
GEON CO COMMON STOCK 37246W105 225,750.00 10,500.00 10,500.00 10,500.00
GENZYME CORP COM STK 372917104 394,985.00 7,880.00 7,880.00 7,880.00
GEORGIA-PACIFIC CORP COMMON STOCK 373298108 1,425,418.86 36,030.00 36,030.00 36,030.00
GETTY IMAGES INC COMMON STOCK 374276103 1,498,572.90 41,700.00 41,700.00 41,700.00
GILEAD SCIENCES INC COMMON STOCK 375558103 2,957,077.50 46,660.00 46,660.00 46,660.00
GILLETTE CO COMMON STOCK 375766102 11,279,116.10 299,284.00 299,284.00 299,284.00
GLAXO WELLCOME PLC ADR SPONSORED 37733W105 2,005,920.00 35,000.00 35,000.00 35,000.00
GLOBAL MARINE INC COMMON STOCK 379352404 422,240.00 16,640.00 16,640.00 16,640.00
GOLDEN WEST FINANCIAL CORP COMMON STOCK 381317106 1,062,229.22 34,060.00 34,060.00 34,060.00
GOODRICH (BF) CO (THE) COMMON STOCK 382388106 675,005.11 23,530.00 23,530.00 23,530.00
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 772,792.80 33,150.00 33,150.00 33,150.00
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 87,899.00 14,500.00 14,500.00 14,500.00
GOTO.COM INC COMMON STOCK 38348T107 574,868.00 14,000.00 14,000.00 14,000.00
W.R. GRACE & CO COMMON STOCK 38388F108 199,693.38 15,740.00 15,740.00 15,740.00
GRACO INC COMMON STOCK 384109104 959,900.00 33,100.00 33,100.00 33,100.00
GRAINGER (WW) INC COMMON STOCK 384802104 1,065,470.00 19,640.00 19,640.00 19,640.00
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 2,858,380.00 84,070.00 84,070.00 84,070.00
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 373,625.00 7,000.00 7,000.00 7,000.00
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 198,801.25 10,130.00 10,130.00 10,130.00
GREY ADVERTISING INC COMMON STOCK 397838103 815,955.00 1,995.00 1,995.00 1,995.00
GRIFFON CORP COMMON STOCK 398433102 103,118.40 13,200.00 13,200.00 13,200.00
GUIDANT CORP COMMON STOCK 401698105 5,663,301.54 96,295.00 96,295.00 96,295.00
GYMBOREE CORP COMMON STOCK 403777105 43,518.75 10,550.00 10,550.00 10,550.00
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 792,350.00 59,800.00 59,800.00 59,800.00
HNC SOFTWARE INC COMMON STOCK 40425P107 1,142,182.70 15,850.00 15,850.00 15,850.00
HSBC HOLDINGS PLC COMMON STOCK 404280406 3,656,220.00 60,000.00 60,000.00 60,000.00
HA-LO INDUSTRIES INC COMMON STOCK 404429102 167,343.75 21,250.00 21,250.00 21,250.00
HADCO CORP COMMON STOCK 404681108 1,342,261.25 20,770.00 20,770.00 20,770.00
HAIN FOOD GROUP INC COMMON STOCK 405219106 226,496.00 8,000.00 8,000.00 8,000.00
HALLIBURTON CO COMMON STOCK 406216101 4,027,840.00 98,240.00 98,240.00 98,240.00
HANNAFORD BROTHERS CO COMMON STOCK 410550107 297,950.00 4,040.00 4,040.00 4,040.00
HARBINGER CORP COMMON STOCK 41145C103 501,241.25 17,210.00 17,210.00 17,210.00
HARCOURT GENERAL INC COMMON STOCK 41163G101 566,200.00 15,200.00 15,200.00 15,200.00
HARLAND (JOHN H) CO COMMON STOCK 412693103 181,170.00 13,420.00 13,420.00 13,420.00
HARLEY-DAVIDSON INC COMMON STOCK 412822108 3,001,565.63 37,815.00 37,815.00 37,815.00
HARMAN INTL INDUSTRIES INC COMMON STOCK 413086109 1,080,000.00 18,000.00 18,000.00 18,000.00
HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 2,999,990.44 161,620.00 161,620.00 161,620.00
HARRIS CORP COMMON STOCK 413875105 229,146.06 6,630.00 6,630.00 6,630.00
HARSCO CORP COMMON STOCK 415864107 787,665.14 27,220.00 27,220.00 27,220.00
HARTE-HANKS,INC COMMON STOCK 416196103 1,699,710.04 74,920.00 74,920.00 74,920.00
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 2,689,722.50 50,990.00 50,990.00 50,990.00
HARTMARX CORP COMMON STOCK 417119104 35,585.00 12,940.00 12,940.00 12,940.00
HASBRO INC COMMON STOCK 418056107 5,437,245.00 329,530.00 329,530.00 329,530.00
HEALTHSOUTH CORP COMMON STOCK 421924101 456,328.73 82,044.00 82,044.00 82,044.00
HEALTHSOUTH CORP CONVERTIBLE 421924AF8 193,750.00 250,000.00 250,000.00 250,000.00
BOND
HEALTH MANAGEMENT ASSOCIATES I COMMON STOCK 421933102 889,200.00 62,400.00 62,400.00 62,400.00
HEARTLAND EXPRESS INC COMMON STOCK 422347104 183,777.86 13,084.00 13,084.00 13,084.00
HEINZ (HJ) CO COMMON STOCK 423074103 4,311,945.00 123,640.00 123,640.00 123,640.00
HELIX TECHNOLOGY CORP COMMON STOCK 423319102 595,214.42 9,910.00 9,910.00 9,910.00
HELLER FINANCIAL INC COMMON STOCK 423328103 2,673,250.00 115,600.00 115,600.00 115,600.00
HELMERICH & PAYNE INC COMMON STOCK 423452101 366,420.00 11,820.00 11,820.00 11,820.00
HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 2,955,826.25 80,158.00 80,158.00 80,158.00
HERCULES INC COMMON STOCK 427056106 1,203,247.50 74,620.00 74,620.00 74,620.00
HERSHEY FOODS CORP COMMON STOCK 427866108 3,654,300.00 74,960.00 74,960.00 74,960.00
HERTZ CORP COMMON STOCK 428040109 1,754,193.00 51,500.00 51,500.00 51,500.00
HEWLETT-PACKARD CO COMMON STOCK 428236103 29,696,671.80 224,021.00 224,021.00 224,021.00
HEXCEL CORP CONVERTIBLE 428290AA8 48,000.00 75,000.00 75,000.00 75,000.00
DEBENTURES
HIBERNIA CORP COMMON STOCK 428656102 160,545.00 15,290.00 15,290.00 15,290.00
HILLENBRAND INDUSTRIES INC COMMON STOCK 431573104 202,980.00 5,970.00 5,970.00 5,970.00
HILTON HOTELS CORP COMMON STOCK 432848109 1,207,597.25 155,819.00 155,819.00 155,819.00
HITACHI LTD ADR 433578507 1,828,125.00 15,000.00 15,000.00 15,000.00
HISPANIC BROADCASTING CORP COMMON STOCK 43357B104 585,502.50 5,170.00 5,170.00 5,170.00
HOME DEPOT INC COMMON STOCK 437076102 32,620,552.50 505,745.00 505,745.00 505,745.00
HOMEGROCER.COM COMMON STOCK 43740K100 467,912.50 45,100.00 45,100.00 45,100.00
HOMESTAKE MINING CO COMMON STOCK 437614100 333,180.00 55,530.00 55,530.00 55,530.00
HOMESTORE COM INC COMMON STOCK 437852106 292,500.00 6,000.00 6,000.00 6,000.00
HON INDUSTRIES INC COMMON STOCK 438092108 593,022.50 23,030.00 23,030.00 23,030.00
HONDA MOTOR CO LTD SPONSORED ADR 438128308 1,625,000.00 20,000.00 20,000.00 20,000.00
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 11,440,613.20 217,143.00 217,143.00 217,143.00
HOOPER HOLMES INC COMMON STOCK 439104100 495,465.28 14,440.00 14,440.00 14,440.00
HORACE MANN EDUCATORS CORP COMMON STOCK 440327104 1,125,210.11 61,030.00 61,030.00 61,030.00
HORMEL FOOD CORPORATION COMMON STOCK 440452100 226,830.60 13,800.00 13,800.00 13,800.00
HOTJOBS.COM LTD COMMON STOCK 441474103 1,588,225.00 62,900.00 62,900.00 62,900.00
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 2,937,489.14 69,220.00 69,220.00 69,220.00
HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 3,778,101.18 101,257.00 101,257.00 101,257.00
HUBBELL INC COMMON STOCK 443510201 1,275,127.50 46,580.00 46,580.00 46,580.00
CLASS B
HUDSON UNITED BANCORP COMMON STOCK 444165104 1,096,321.22 50,552.00 50,552.00 50,552.00
HUGHES SUPPLY INC COMMON STOCK 444482103 162,595.00 10,490.00 10,490.00 10,490.00
HUMANA INC COMMON STOCK 444859102 261,184.64 35,720.00 35,720.00 35,720.00
HUNT CORP COMMON STOCK 445591100 206,444.70 23,100.00 23,100.00 23,100.00
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,217,155.25 54,398.00 54,398.00 54,398.00
HUSSMAN INTERNATIONAL INC COMMON STOCK 448110106 1,915,102.65 150,950.00 150,950.00 150,950.00
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 189,821.25 10,770.00 10,770.00 10,770.00
ICN PHARMACEUTICALS INC COMMON STOCK 448924100 202,195.00 7,420.00 7,420.00 7,420.00
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 921,700.00 28,360.00 28,360.00 28,360.00
IBP INC COMMON STOCK 449223106 162,540.00 10,320.00 10,320.00 10,320.00
IDEC PHARMACEUTICALS C COMMON STOCK 449370105 1,845,135.00 18,780.00 18,780.00 18,780.00
IMC GLOBAL INC COMMON STOCK 449669100 530,347.57 36,110.00 36,110.00 36,110.00
IMS HEALTH INC COMMON STOCK 449934108 1,271,291.22 75,060.00 75,060.00 75,060.00
ISS GROUP INC COMMON STOCK 450306105 3,460,050.00 29,700.00 29,700.00 29,700.00
ITC DELTACOM INC COMMON STOCK 45031T104 741,000.00 20,800.00 20,800.00 20,800.00
IBASIS INC COMMON STOCK 450732102 1,157,948.40 28,200.00 28,200.00 28,200.00
ITT INDUSTRIES INC COMMON STOCK 450911102 584,276.22 18,810.00 18,810.00 18,810.00
IDEX CORP COMMON STOCK 45167R104 1,492,755.00 54,780.00 54,780.00 54,780.00
IDEXX LABORATORIES INC COMMON STOCK 45168D104 604,247.04 25,920.00 25,920.00 25,920.00
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 197,427.17 31,910.00 31,910.00 31,910.00
ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 3,521,800.75 63,743.00 63,743.00 63,743.00
IMMUNE RESPONSE CORP COMMON STOCK 45252T106 131,100.00 11,400.00 11,400.00 11,400.00
IMPERIAL CHEMICAL INDUSTRIES ADR SPONSORED 452704505 635,325.00 19,700.00 19,700.00 19,700.00
IMMUNOMEDICS INC COMMON STOCK 452907108 869,864.40 33,700.00 33,700.00 33,700.00
INACOM CORP COMMON STOCK 45323G109 54,219.00 19,716.00 19,716.00 19,716.00
INCO LTD COMMON STOCK 453258402 748,045.20 40,850.00 40,850.00 40,850.00
INCYTE PHARMACEUTICALS INC COMMON STOCK 45337C102 1,267,836.50 14,500.00 14,500.00 14,500.00
INFINITY BROADCASTING CORP COMMON STOCK 45662S102 744,625.00 23,000.00 23,000.00 23,000.00
CLASS A
INET TECHNOLOGIES COMMON STOCK 45662V105 809,936.10 15,300.00 15,300.00 15,300.00
INFORMIX CORP COMMON STOCK 456779107 1,110,050.98 65,540.00 65,540.00 65,540.00
INGERSOLL-RAND CO COMMON STOCK 456866102 1,536,802.50 34,730.00 34,730.00 34,730.00
INFORMATION RESOURCES INC COMMON STOCK 456905108 296,720.00 37,090.00 37,090.00 37,090.00
INHALE THERAPEUTIC SYS COMMON STOCK 457191104 1,452,750.00 19,500.00 19,500.00 19,500.00
INPUT/OUTPUT INC COMMON STOCK 457652105 135,362.50 22,100.00 22,100.00 22,100.00
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 2,956,498.18 81,140.00 81,140.00 81,140.00
INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 343,000.00 11,200.00 11,200.00 11,200.00
INTEGRATED DEVICE TECHNLGY INC COMMON STOCK 458118106 1,005,682.50 25,380.00 25,380.00 25,380.00
INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 1,316,108.80 44,900.00 44,900.00 44,900.00
INTEL CORP COMMON STOCK 458140100 99,883,565.50 757,055.00 757,055.00 757,055.00
INTER-TEL INC COMMON STOCK 458372109 578,981.25 21,150.00 21,150.00 21,150.00
INTERFACE INC COMMON STOCK 458665106 579,657.50 136,390.00 136,390.00 136,390.00
INTEREP NATL RADIO SALES-A COMMONSTOCK 45866V109 476,114.40 71,200.00 71,200.00 71,200.00
INTERIM SERVICES INC COMMON STOCK 45868P100 521,963.44 28,120.00 28,120.00 28,120.00
INTERMEDIA COMMUNICATIONS INC COMMON STOCK 458801107 483,120.00 10,000.00 10,000.00 10,000.00
INTERMET CORP COMMON STOCK 45881K104 100,375.00 11,000.00 11,000.00 11,000.00
INTERNATIONAL BUSINESS MACHINE COMMON STOCK 459200101 47,341,718.00 401,201.00 401,201.00 401,201.00
INTERNATIONAL FLAV & FRAG INC COMMON STOCK 459506101 2,641,921.70 75,350.00 75,350.00 75,350.00
INTL FIBERCOM INC COMMON STOCK 45950T101 2,215,875.00 93,300.00 93,300.00 93,300.00
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 3,773,538.00 174,000.00 174,000.00 174,000.00
INTERNATIONAL MULTIFOODS CORP COMMON STOCK 460043102 241,953.75 18,090.00 18,090.00 18,090.00
INTERNATIONAL PAPER CO COMMON STOCK 460146103 6,012,488.25 140,643.00 140,643.00 140,643.00
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 1,452,562.50 38,100.00 38,100.00 38,100.00
INTERNATIONAL SPEEDWAY CORP COMMON STOCK 460335201 222,887.52 4,960.00 4,960.00 4,960.00
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 2,814,210.00 59,560.00 59,560.00 59,560.00
INTRAWEST CORPORATION COMMON STOCK 460915200 987,187.50 58,500.00 58,500.00 58,500.00
INTRANET SOLUTIONS INC COMMON STOCK 460939309 2,921,460.00 63,510.00 63,510.00 63,510.00
INTERVOICE-BRITE INC COMMON STOCK 461142101 2,498,553.75 86,530.00 86,530.00 86,530.00
INTEVAC INC NOTE 461148AC2 103,000.00 200,000.00 200,000.00 200,000.00
INTIMATE BRANDS INC COMMON STOCK 461156101 346,163.00 8,443.00 8,443.00 8,443.00
INTUIT INC COMMON STOCK 461202103 3,776,887.50 69,460.00 69,460.00 69,460.00
INVACARE CORP COMMON STOCK 461203101 364,912.10 13,300.00 13,300.00 13,300.00
INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 532,980.00 15,120.00 15,120.00 15,120.00
INVITROGEN CORP COMMONSTOCK 46185R100 1,056,728.40 18,200.00 18,200.00 18,200.00
INVESTORS FINANCIAL SERVICES COMMON STOCK 461915100 377,977.50 6,420.00 6,420.00 6,420.00
IONA TECHNOLOGIES PLC ADR 46206P109 3,500,200.00 47,300.00 47,300.00 47,300.00
I2 TECHNOLOGIES INC COMMON STOCK 465754109 1,294,525.00 10,600.00 10,600.00 10,600.00
IVAX CORP COMMON STOCK 465823102 407,251.25 14,945.00 14,945.00 14,945.00
JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 842,400.00 57,600.00 57,600.00 57,600.00
JLG INDUSTRIES INC COMMON STOCK 466210101 176,112.50 19,300.00 19,300.00 19,300.00
JABIL CIRCUIT INC COMMON STOCK 466313103 710,165.00 16,420.00 16,420.00 16,420.00
JACK IN THE BOX INC COMMON STOCK 466367109 362,730.24 17,020.00 17,020.00 17,020.00
JACOBSON STORES INC CONVERTIBLE 469834AC9 68,250.00 100,000.00 100,000.00 100,000.00
DEBENTURES
JAKKS PACIFIC INC COMMON STOCK 47012E106 1,446,810.20 67,100.00 67,100.00 67,100.00
JEFFERIES GROUP - NEW COMMON STOCK 472319102 242,932.50 10,620.00 10,620.00 10,620.00
JEFFERSON-PILOT CORP COMMON STOCK 475070108 1,479,340.45 22,225.00 22,225.00 22,225.00
JOHNSON & JOHNSON COMMON STOCK 478160104 22,103,089.70 315,479.00 315,479.00 315,479.00
JOHNSON CONTROLS INC COMMON STOCK 478366107 1,116,380.30 20,650.00 20,650.00 20,650.00
JONES APPAREL GROUP INC COMMON STOCK 480074103 3,035,870.63 95,243.00 95,243.00 95,243.00
JONES PHARMA INC COMMON STOCK 480236108 2,182,140.00 71,840.00 71,840.00 71,840.00
JUSTIN INDUSTRIES INC COMMON STOCK 482171105 199,800.00 11,100.00 11,100.00 11,100.00
KLA-TENCOR CORP COMMON STOCK 482480100 7,832,722.50 92,970.00 92,970.00 92,970.00
K MART CORP COMMON STOCK 482584109 999,989.01 103,230.00 103,230.00 103,230.00
KAMAN CORP COMMON STOCK 483548103 99,255.00 10,180.00 10,180.00 10,180.00
KANSAS CITY SOUTHERN INDS INC COMMON STOCK 485170104 4,389,661.96 51,080.00 51,080.00 51,080.00
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 222,516.06 10,380.00 10,380.00 10,380.00
KEANE INC COMMON STOCK 486665102 2,066,712.50 81,850.00 81,850.00 81,850.00
KELLOGG CO COMMON STOCK 487836108 2,959,687.50 115,500.00 115,500.00 115,500.00
KELLWOOD CO COMMON STOCK 488044108 216,890.70 12,350.00 12,350.00 12,350.00
KEMET CORP COMMON STOCK 488360108 1,215,665.00 19,220.00 19,220.00 19,220.00
KENT ELECTRONICS CORP COMMON STOCK 490553104 364,545.63 12,490.00 12,490.00 12,490.00
KENT ELECTRONICS CONVERTIBLE 490553AA2 710,000.00 800,000.00 800,000.00 800,000.00
BOND
KERR-MCGEE CORP COMMON STOCK 492386107 1,238,564.25 21,447.00 21,447.00 21,447.00
KEY ENERGY SERVICES INC CONVERTIBLE 492914AF3 298,500.00 400,000.00 400,000.00 400,000.00
BOND
KEYCORP COMMON STOCK 493267108 2,072,862.00 109,098.00 109,098.00 109,098.00
KEYSPAN CORPORATION COMMON STOCK 49337W100 353,876.25 12,810.00 12,810.00 12,810.00
KIMBERLY-CLARK CORP COMMON STOCK 494368103 9,061,640.00 161,815.00 161,815.00 161,815.00
KINDER MORGAN INC COMMON STOCK 49455P101 366,735.00 10,630.00 10,630.00 10,630.00
KIRBY CORP COMMON STOCK 497266106 214,287.50 10,850.00 10,850.00 10,850.00
KNIGHT-RIDDER INC COMMON STOCK 499040103 2,336,480.19 45,870.00 45,870.00 45,870.00
KOHLS CORP COMMON STOCK 500255104 4,638,125.00 45,250.00 45,250.00 45,250.00
KOMAG INC COMMON STOCK 500453105 90,230.92 23,770.00 23,770.00 23,770.00
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCK 500472204 2,569,680.00 15,000.00 15,000.00 15,000.00
KOREA ELECTRIC POWER - SP ADR 500631106 1,696,627.60 107,300.00 107,300.00 107,300.00
KOREA TELECOM CORP - ADR SPONS COMMON STOCK 50063P103 1,430,625.00 32,700.00 32,700.00 32,700.00
KROGER CO COMMON STOCK 501044101 3,113,215.74 177,270.00 177,270.00 177,270.00
KULICKE & SOFFA INDUSTRIES INC COMMON STOCK 501242101 672,010.38 10,490.00 10,490.00 10,490.00
KYOCERA CORP ADR SPONSORED 501556203 3,320,000.00 20,000.00 20,000.00 20,000.00
LG&E ENERGY CORP COMMON STOCK 501917108 282,963.75 12,370.00 12,370.00 12,370.00
LSI LOGIC CORP COMMON STOCK 502161102 4,581,185.00 63,080.00 63,080.00 63,080.00
LTX CORP COMMON STOCK 502392103 1,102,562.80 24,400.00 24,400.00 24,400.00
LA-Z-BOY INC COMMON STOCK 505336107 418,200.00 27,200.00 27,200.00 27,200.00
LABOR READY INC COMMON STOCK 505401208 184,168.75 18,650.00 18,650.00 18,650.00
LANDRYS SEAFOOD RESTAURANT CO COMMON STOCK 51508L103 68,085.00 10,680.00 10,680.00 10,680.00
LANDSTAR SYSTEM INC COMMON STOCK 515098101 229,950.00 4,200.00 4,200.00 4,200.00
LASER VISION CENTERS INC COMMON STOCK 51807H100 75,543.93 10,890.00 10,890.00 10,890.00
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 3,231,377.38 47,740.00 47,740.00 47,740.00
LEAP WIRELESS INTERNATIONAL IN COMMON STOCK 521863100 2,171,114.00 22,000.00 22,000.00 22,000.00
LEE ENTERPRISES INC COMMON STOCK 523768109 4,082,292.50 156,260.00 156,260.00 156,260.00
LEGATO SYS INC COMMON STOCK 524651106 361,016.25 8,090.00 8,090.00 8,090.00
LEGGETT & PLATT INC COMMON STOCK 524660107 4,075,540.00 189,560.00 189,560.00 189,560.00
LEGG MASON INC COMMON STOCK 524901105 237,875.00 5,500.00 5,500.00 5,500.00
LEHMAN BROTHERS HOLDINGS INC COMMON STOCK 524908100 2,478,350.00 25,550.00 25,550.00 25,550.00
LENNOX INTL INC COMMON STOCK 526107107 221,624.38 25,328.50 25,328.50 25,328.50
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 1,469,925.00 13,900.00 13,900.00 13,900.00
LEXMARK INTL GROUP INC COMMON STOCK 529771107 2,878,515.00 27,220.00 27,220.00 27,220.00
LIBBEY INC COMMON STOCK 529898108 1,796,073.75 65,610.00 65,610.00 65,610.00
LIBERATE TECHNOLOGIES COMMON STOCK 530129105 476,900.00 7,600.00 7,600.00 7,600.00
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 646,299.00 27,000.00 27,000.00 27,000.00
ELI LILLY & CO COMMON STOCK 532457108 14,596,470.00 231,690.00 231,690.00 231,690.00
LILLY INDUSTRIES INC COMMON STOCK 532491107 125,853.75 10,170.00 10,170.00 10,170.00
LIMITED INC COMMON STOCK 532716107 1,923,764.50 45,668.00 45,668.00 45,668.00
LINCOLN NATIONAL CORP COMMON STOCK 534187109 2,362,085.00 70,510.00 70,510.00 70,510.00
LINENS N THINGS INC COMMON STOCK 535679104 3,596,250.00 105,000.00 105,000.00 105,000.00
LIPOSOME COMPANY INC COMMON STOCK 536310105 303,768.52 17,390.00 17,390.00 17,390.00
LITTELFUSE INC COMMON STOCK 537008104 1,603,221.90 43,700.00 43,700.00 43,700.00
LIZ CLAIBORNE INC COMMON STOCK 539320101 1,602,045.64 34,970.00 34,970.00 34,970.00
L90 INC COMMON STOCK 539441105 252,700.00 13,300.00 13,300.00 13,300.00
LOCKHEED MARTIN CORP COMMON STOCK 539830109 3,550,724.38 173,740.00 173,740.00 173,740.00
LOEWS CORP COMMON STOCK 540424108 1,115,500.00 22,310.00 22,310.00 22,310.00
LONGS DRUG STORES CORP COMMON STOCK 543162101 3,095,592.50 136,070.00 136,070.00 136,070.00
LOUIS DREYFUS NATURAL GAS CORP COMMON STOCK 546011107 2,080,800.00 61,200.00 61,200.00 61,200.00
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 313,991.25 22,630.00 22,630.00 22,630.00
LOWE'S COMPANIES COMMON STOCK 548661107 4,739,466.25 81,190.00 81,190.00 81,190.00
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 41,151,624.80 677,393.00 677,393.00 677,393.00
LYONDELL CHEMICAL COMPANY COMMON STOCK 552078107 165,790.00 11,240.00 11,240.00 11,240.00
MAF BANCORP INC COMMON STOCK 55261R108 170,287.24 10,520.00 10,520.00 10,520.00
MBIA INC COMMON STOCK 55262C100 5,634,149.64 108,220.00 108,220.00 108,220.00
MBNA CORP COMMON STOCK 55262L100 6,507,064.50 255,179.00 255,179.00 255,179.00
MCN CORP COMMON STOCK 55267J100 202,500.00 8,100.00 8,100.00 8,100.00
MCI WORLDCOM INC COMMON STOCK 55268B106 27,256,527.40 601,530.00 601,530.00 601,530.00
MGIC INVESTMENT CORP COMMON STOCK 552848103 2,787,201.25 63,890.00 63,890.00 63,890.00
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK 553530106 918,000.00 51,000.00 51,000.00 51,000.00
CLASS A
MACDERMID INC COMMON STOCK 554273102 369,410.00 13,940.00 13,940.00 13,940.00
MACROMEDIA INC COMMON STOCK 556100105 1,869,458.40 20,700.00 20,700.00 20,700.00
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 66,886.80 13,900.00 13,900.00 13,900.00
MAGNA INTERNATIONAL CONVERTIBLE 559222AG9 430,625.00 500,000.00 500,000.00 500,000.00
DEBENTURES
MALLINCKRODT INC COMMON STOCK 561232109 425,500.00 14,800.00 14,800.00 14,800.00
MANITOWOC COMPANY INC (THE) COMMON STOCK 563571108 312,430.79 11,545.00 11,545.00 11,545.00
MANOR CARE INC COMMON STOCK 564055101 296,730.00 21,980.00 21,980.00 21,980.00
MANPOWER INC COMMON STOCK 56418H100 3,099,150.00 87,300.00 87,300.00 87,300.00
MANUGISTICS GROUP INC COMMON STOCK 565011103 356,775.00 7,100.00 7,100.00 7,100.00
MARCHFIRST INC COMMON STOCK 566244109 2,269,336.33 63,590.00 63,590.00 63,590.00
MARCUS CORP (THE) COMMON STOCK 566330106 168,827.85 13,050.00 13,050.00 13,050.00
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 6,667,808.84 60,445.00 60,445.00 60,445.00
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 578,655.00 10,020.00 10,020.00 10,020.00
MARRIOTT INTERNATIONAL COMMON STOCK 571903202 1,656,270.00 52,580.00 52,580.00 52,580.00
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 1,400,775.00 29,490.00 29,490.00 29,490.00
MASCO CORP COMMON STOCK 574599106 1,941,555.00 94,710.00 94,710.00 94,710.00
MASCOTECH INC COMMON STOCK 574670105 231,827.50 19,730.00 19,730.00 19,730.00
MATSUSHITA ELECTRIC IND CO LTD ADR 576879209 1,515,000.00 5,000.00 5,000.00 5,000.00
MATTEL INC COMMON STOCK 577081102 928,485.96 88,961.00 88,961.00 88,961.00
MAXTOR CORP CONVERTIBLE 577729AA4 280,000.00 400,000.00 400,000.00 400,000.00
DEBENTURES
MAXIM INTEGRATED PRODUCTS INC COMMON STOCK 57772K101 7,357,048.86 103,530.00 103,530.00 103,530.00
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 2,825,347.50 99,135.00 99,135.00 99,135.00
MAVERICK TUBE CORP COMMON STOCK 577914104 483,311.30 14,900.00 14,900.00 14,900.00
MAXIMUS INC COMMON STOCK 577933104 284,870.00 9,340.00 9,340.00 9,340.00
MAYTAG CORP COMMON STOCK 578592107 596,250.00 18,000.00 18,000.00 18,000.00
MCCLATCHY NEWSPAPERS INC COMMON STOCK 579489105 766,350.00 23,400.00 23,400.00 23,400.00
CLASS A
MCCORMICK & COMPANY INC COMMON STOCK 579780206 5,145,165.00 159,540.00 159,540.00 159,540.00
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037109 117,961.08 12,840.00 12,840.00 12,840.00
MCDONALD'S CORP COMMON STOCK 580135101 10,781,045.20 287,020.00 287,020.00 287,020.00
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 1,895,075.00 41,650.00 41,650.00 41,650.00
MCKESSON HBOC INC COMMON STOCK 58155Q103 1,244,880.00 59,280.00 59,280.00 59,280.00
MCLEODUSA INC COMMON STOCK 582266102 1,144,962.00 13,500.00 13,500.00 13,500.00
MEAD CORP COMMON STOCK 582834107 761,626.60 21,800.00 21,800.00 21,800.00
MEDIAONE GROUP INC COMMON STOCK 58440J104 12,660,705.00 156,305.00 156,305.00 156,305.00
MEDIAPLEX INC COMMON STOCK 58446B105 832,000.00 16,000.00 16,000.00 16,000.00
MEDICAL MANAGER CORPORATION COMMON STOCK 58461U103 305,039.40 8,700.00 8,700.00 8,700.00
MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 1,013,200.00 25,330.00 25,330.00 25,330.00
CLASS A
MEDIMMUNE INC COMMON STOCK 584699102 3,519,066.25 20,210.00 20,210.00 20,210.00
MEDQUIST INC COMMON STOCK 584949101 434,448.26 15,980.00 15,980.00 15,980.00
MEDTRONIC INC COMMON STOCK 585055106 13,780,538.10 267,911.00 267,911.00 267,911.00
MELLON FINANCIAL CORP COMMON STOCK 58551A108 6,124,967.00 207,626.00 207,626.00 207,626.00
THE MEN'S WEARHOUSE INC COMMON STOCK 587118100 3,534,410.63 119,305.00 119,305.00 119,305.00
MENTOR CORP COMMON STOCK 587188103 287,550.00 10,650.00 10,650.00 10,650.00
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 1,201,697.84 39,320.00 39,320.00 39,320.00
MERCK & COMPANY INC COMMON STOCK 589331107 34,533,485.90 555,871.00 555,871.00 555,871.00
MERCURY COMPUTER SYSTEMS INC COMMON STOCK 589378108 459,425.00 9,400.00 9,400.00 9,400.00
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 4,125,755.00 52,060.00 52,060.00 52,060.00
MEREDITH CORP COMMON STOCK 589433101 307,879.44 11,120.00 11,120.00 11,120.00
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 551,636.93 31,636.00 31,636.00 31,636.00
MERRILL LYNCH & COMPANY INC COMMON STOCK 590188108 9,523,500.00 90,700.00 90,700.00 90,700.00
MESA AIR GROUP INC COMMON STOCK 590479101 92,500.00 14,800.00 14,800.00 14,800.00
METHODE ELECTRONICS INC COMMON STOCK 591520200 805,980.00 15,960.00 15,960.00 15,960.00
MICHAEL FOODS INC COMMON STOCK 594079105 862,890.00 41,090.00 41,090.00 41,090.00
MICHAELS STORES INC COMMON STOCK 594087108 881,830.00 21,640.00 21,640.00 21,640.00
MICREL INC COMMON STOCK 594793101 1,757,760.00 18,310.00 18,310.00 18,310.00
MICROS SYSTEMS INC COMMON STOCK 594901100 468,251.28 7,440.00 7,440.00 7,440.00
MICROSOFT CORP COMMON STOCK 594918104 125,244,844.00 1,178,775.00 1,178,775.00 1,178,775.00
MICROSTRATEGY INC COMMON STOCK 594972101 1,131,806.00 13,000.00 13,000.00 13,000.00
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 923,787.50 14,050.00 14,050.00 14,050.00
MICRON TECHNOLOGY INC COMMON STOCK 595112103 7,219,800.00 57,300.00 57,300.00 57,300.00
MIDWAY GAMES INC COMMON STOCK 598148104 223,885.25 16,897.00 16,897.00 16,897.00
MILACRON INC COMMON STOCK 598709103 556,979.46 38,580.00 38,580.00 38,580.00
MILLENNIUM PHARMACEUTICALS COMMON STOCK 599902103 658,466.25 5,070.00 5,070.00 5,070.00
MILLER (HERMAN) INC COMMON STOCK 600544100 4,548,040.00 162,430.00 162,430.00 162,430.00
MILLIPORE CORP COMMON STOCK 601073109 2,975,923.01 52,730.00 52,730.00 52,730.00
MINIMED INC COMMON STOCK 60365K108 378,140.00 2,920.00 2,920.00 2,920.00
MINNESOTA MINING & MFTG CO COMMON STOCK 604059105 9,546,983.60 107,800.00 107,800.00 107,800.00
MIRAGE RESORTS INC COMMON STOCK 60462E104 796,700.00 41,120.00 41,120.00 41,120.00
MISSION CRITICAL SOFTWARE COMMON STOCK 605047109 1,833,750.00 30,000.00 30,000.00 30,000.00
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 77,391.13 11,361.00 11,361.00 11,361.00
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 476,561.25 38,510.00 38,510.00 38,510.00
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 1,089,850.00 14,200.00 14,200.00 14,200.00
MOLEX INC COMMON STOCK 608554101 2,446,761.25 41,647.00 41,647.00 41,647.00
MOLEX INC COMMON STOCK 608554200 1,636,328.13 36,875.00 36,875.00 36,875.00
CLASS A
MONSANTO CO COMMON STOCK 611662107 6,929,325.00 134,550.00 134,550.00 134,550.00
MONTANA POWER CO COMMON STOCK 612085100 1,367,040.00 21,360.00 21,360.00 21,360.00
MORGAN (JP) & COMPANY INC COMMON STOCK 616880100 9,138,180.00 69,360.00 69,360.00 69,360.00
MORGAN KEEGAN INC COMMON STOCK 617410105 222,250.00 12,700.00 12,700.00 12,700.00
MORGAN STANLEY DEAN WITTER CO COMMON STOCK 617446448 22,781,408.50 279,314.00 279,314.00 279,314.00
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 168,371.25 22,830.00 22,830.00 22,830.00
MOTOROLA INC COMMON STOCK 620076109 25,191,832.50 176,940.00 176,940.00 176,940.00
MUELLER INDUSTRIES INC COMMON STOCK 624756102 471,420.00 15,520.00 15,520.00 15,520.00
MURPHY OIL CORP COMMON STOCK 626717102 240,296.25 4,170.00 4,170.00 4,170.00
MUTUAL RISK MANAGEMENT LTD COMMON STOCK 628351108 1,977,600.00 98,880.00 98,880.00 98,880.00
MYLAN LABORATORIES INC COMMON STOCK 628530107 2,374,900.00 86,360.00 86,360.00 86,360.00
NABI INC CONVERTIBLE BOND 628716AB8 425,906.25 525,000.00 525,000.00 525,000.00
BOND
NBTY INC COMMON STOCK 628782104 397,744.22 29,060.00 29,060.00 29,060.00
NCR CORP COMMON STOCK 62886E108 981,497.63 24,461.00 24,461.00 24,461.00
NFO WORLDWIDE INC COMMON STOCK 62910N108 218,350.00 9,925.00 9,925.00 9,925.00
NPS PHARMACEUTICALS INC COMMON STOCK 62936P$Z1 395,842.50 29,200.00 29,200.00 29,200.00
NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 555,787.80 36,900.00 36,900.00 36,900.00
NABISCO GROUP HOLDINGS CORP COMMON STOCK 62952P102 837,408.00 69,784.00 69,784.00 69,784.00
NABORS INDUSTRIES INC COMMON STOCK 629568106 508,825.32 13,110.00 13,110.00 13,110.00
NATIONAL AUSTRALIA BANK LTD ADR 632525408 2,458,106.00 38,000.00 38,000.00 38,000.00
NATIONAL CITY CORP COMMON STOCK 635405103 3,307,837.50 160,380.00 160,380.00 160,380.00
NATIONAL COMMERCE BANCORP COMMON STOCK 635449101 191,290.00 10,340.00 10,340.00 10,340.00
NATIONAL COMPUTER SYSTEMS INC COMMON STOCK 635519101 1,274,840.00 25,120.00 25,120.00 25,120.00
NATIONAL DATA CORP COMMON STOCK 635621105 1,470,560.00 56,560.00 56,560.00 56,560.00
NATIONAL DISCOUNT BROKERS COMMON STOCK 635646102 375,250.00 7,600.00 7,600.00 7,600.00
NATIONAL INFO CONSORTIUM INC. COMMON STOCK 636491102 917,400.00 26,400.00 26,400.00 26,400.00
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 1,317,521.59 28,070.00 28,070.00 28,070.00
NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 2,210,387.50 36,460.00 36,460.00 36,460.00
NATIONAL SERVICE INDUSTRIES IN COMMON STOCK 637657107 603,636.92 28,660.00 28,660.00 28,660.00
NATURAL MICROSYSTEMS CORP COMMON STOCK 638882100 2,966,950.00 34,600.00 34,600.00 34,600.00
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 178,600.00 15,200.00 15,200.00 15,200.00
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 542,891.25 13,530.00 13,530.00 13,530.00
NETWORKS ASSOCIATES INC COMMON STOCK 640938106 424,700.25 13,169.00 13,169.00 13,169.00
NETOBJECTS INC COMMON STOCK 64114L102 1,003,275.00 44,100.00 44,100.00 44,100.00
NETRO CORP COMMON STOCK 64114R109 754,174.00 11,600.00 11,600.00 11,600.00
NETIQ CORP COMMON STOCK 64115P102 1,282,790.40 19,200.00 19,200.00 19,200.00
NETWORK APPLIANCE INC COMMON STOCK 64120L104 5,365,510.00 64,840.00 64,840.00 64,840.00
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 744,335.12 24,760.00 24,760.00 24,760.00
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 685,282.50 16,030.00 16,030.00 16,030.00
NEW YORK TIMES CO COMMON STOCK 650111107 1,553,890.03 36,190.00 36,190.00 36,190.00
NEWELL RUBBERMAID INC COMMON STOCK 651229106 3,147,501.45 126,854.00 126,854.00 126,854.00
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,809,072.50 79,690.00 79,690.00 79,690.00
NEWMONT MINING CORP COMMON STOCK 651639106 1,951,121.52 86,960.00 86,960.00 86,960.00
NEWPORT NEWS SHIPBUILDING INC COMMON STOCK 652228107 767,140.00 25,360.00 25,360.00 25,360.00
NEXTCARD INC COMMON STOCK 65332K107 229,440.00 15,000.00 15,000.00 15,000.00
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 12,169,101.30 82,085.00 82,085.00 82,085.00
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,038,420.00 76,920.00 76,920.00 76,920.00
NICE SYSTEMS LTD ADR SPONSORED ADR 653656108 1,923,750.00 27,000.00 27,000.00 27,000.00
NICOR INC COMMON STOCK 654086107 333,981.18 10,140.00 10,140.00 10,140.00
NIKE INC COMMON STOCK 654106103 2,318,855.00 58,520.00 58,520.00 58,520.00
99 CENTS ONLY STORES COMMON STOCK 65440K106 579,565.50 14,766.00 14,766.00 14,766.00
NIPPON TELEGRAPH & TELEPHONE C COMMON STOCK 654624105 3,546,540.00 45,000.00 45,000.00 45,000.00
NISOURCE INC COMMON STOCK 65473P105 201,150.00 11,920.00 11,920.00 11,920.00
NOKIA CORP AB ADR SPONSORED 654902204 1,672,825.00 7,700.00 7,700.00 7,700.00
NOBLE DRILLING CORP COMMON STOCK 655042109 512,990.06 12,380.00 12,380.00 12,380.00
NORAM ENERGY CORP CONVERTIBLE 655419AC3 112,293.75 132,500.00 132,500.00 132,500.00
SUB DEBENTURE
NORDSTROM INC COMMON STOCK 655664100 839,865.00 28,470.00 28,470.00 28,470.00
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 2,287,062.50 159,100.00 159,100.00 159,100.00
NORTEL INVERSORA - ADR COMMON STOCK 656567401 649,687.50 31,500.00 31,500.00 31,500.00
NORTEL NETWORKS CORP COMMON STOCK 656569100 44,714,502.00 354,877.00 354,877.00 354,877.00
NORTH AMERICAN VACCINE INC COMMON STOCK 657201109 38,128.53 14,190.00 14,190.00 14,190.00
NORTH FORK BANCORPORATION INC COMMON STOCK 659424105 1,433,753.75 80,210.00 80,210.00 80,210.00
NORTHEAST UTILITIES COMMON STOCK 664397106 290,465.00 13,510.00 13,510.00 13,510.00
NORTHERN STATES POWER CO COMMON STOCK 665772109 654,881.25 32,950.00 32,950.00 32,950.00
NORTHERN TRUST CORP COMMON STOCK 665859104 3,535,181.65 52,325.00 52,325.00 52,325.00
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 788,761.30 14,900.00 14,900.00 14,900.00
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 216,255.00 11,090.00 11,090.00 11,090.00
NORTHWESTERN CORPORATION COMMON STOCK 668074107 207,693.75 10,070.00 10,070.00 10,070.00
NOVA CORP/GEORGIA COMMON STOCK 669784100 3,319,376.25 113,970.00 113,970.00 113,970.00
NOVELL INC COMMON STOCK 670006105 3,467,060.00 121,120.00 121,120.00 121,120.00
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 619,058.75 11,030.00 11,030.00 11,030.00
NOVO-NORDISK AS ADR 670100205 1,372,500.00 20,000.00 20,000.00 20,000.00
NSTAR COMMON STOCK 67019E107 967,260.00 23,030.00 23,030.00 23,030.00
NUCOR CORP COMMON STOCK 670346105 923,500.00 18,470.00 18,470.00 18,470.00
NVIDIA CORP COMMON STOCK 67066G104 246,693.28 2,920.00 2,920.00 2,920.00
OM GROUP INC COMMON STOCK 670872100 1,329,055.00 29,210.00 29,210.00 29,210.00
OTG SOFTWARE INC COMMON STOCK 671059103 870,739.20 21,600.00 21,600.00 21,600.00
OAK TECHNOLOGY INC COMMON STOCK 671802106 2,369,675.00 123,100.00 123,100.00 123,100.00
OAKWOOD HOMES CORP COMMON STOCK 674098108 78,489.08 20,590.00 20,590.00 20,590.00
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,696,312.50 81,750.00 81,750.00 81,750.00
OCEAN ENERGY INC COMMON STOCK 67481E106 2,412,958.75 167,858.00 167,858.00 167,858.00
OCEANEERING INTERNATIONAL INC COMMON STOCK 675232102 190,875.00 10,180.00 10,180.00 10,180.00
OFFICE DEPOT INC COMMON STOCK 676220106 811,386.47 70,177.00 70,177.00 70,177.00
OFFICEMAX INC COMMON STOCK 67622M108 70,525.00 10,850.00 10,850.00 10,850.00
OGDEN CORP EURODOLLAR 676346AD1 413,106.21 495,000.00 495,000.00 495,000.00
CONVT SUB DEB
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 830,967.70 25,717.00 25,717.00 25,717.00
OLD REPUBLIC INTERNATIONAL COR COMMON STOCK 680223104 165,412.50 12,030.00 12,030.00 12,030.00
OLIN CORP COMMON STOCK 680665205 436,117.50 24,570.00 24,570.00 24,570.00
OMNICARE INC COMMON STOCK 681904108 2,209,275.92 183,160.00 183,160.00 183,160.00
OMNICOM GROUP INC COMMON STOCK 681919106 5,748,244.24 61,520.00 61,520.00 61,520.00
OMNOVA SOLUTIONS INC COMMON STOCK 682129101 102,712.50 18,260.00 18,260.00 18,260.00
ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 631,346.10 45,300.00 45,300.00 45,300.00
OPEN MARKET INC COMMON STOCK 68370M100 1,305,525.00 50,700.00 50,700.00 50,700.00
ORACLE CORP COMMON STOCK 68389X105 48,839,724.50 625,653.00 625,653.00 625,653.00
ORBITAL SCIENCES CORP COMMON STOCK 685564106 250,200.00 16,680.00 16,680.00 16,680.00
ORGANOGENESIS INC COMMON STOCK 685906109 163,198.86 13,530.00 13,530.00 13,530.00
O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 1,367,768.67 96,410.00 96,410.00 96,410.00
ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 400,500.00 21,360.00 21,360.00 21,360.00
OSHKOSH TRUCK CORP COMMON STOCK 688239201 608,815.20 19,600.00 19,600.00 19,600.00
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 2,295,318.58 71,590.00 71,590.00 71,590.00
OWENS & MINOR INC COMMON STOCK 690732102 151,406.25 14,250.00 14,250.00 14,250.00
OWENS CORNING COMMON STOCK 69073F103 232,693.75 12,010.00 12,010.00 12,010.00
OWENS-ILLINOIS INC COMMON STOCK 690768403 539,493.75 31,970.00 31,970.00 31,970.00
PC HOLDINGS S.A. ADR COMMON STOCK 693200107 725,039.62 42,338.08 42,338.08 42,338.08
P-COM INC COMMON STOCK 693262107 1,106,300.00 59,800.00 59,800.00 59,800.00
PECO ENERGY CO COMMON STOCK 693304107 1,446,606.25 39,230.00 39,230.00 39,230.00
PG&E CORP COMMON STOCK 69331C108 1,709,505.00 81,405.00 81,405.00 81,405.00
PE CORP CELERA GENOMICS COMMON STOCK 69332S102 4,990,015.00 51,710.00 51,710.00 51,710.00
PMC SIERRA INC COMMON STOCK 69344F106 2,851,618.00 14,000.00 14,000.00 14,000.00
PNC BANK CORP COMMON STOCK 693475105 2,808,489.15 62,325.00 62,325.00 62,325.00
PPG INDUSTRIES INC COMMON STOCK 693506107 2,937,580.36 56,155.00 56,155.00 56,155.00
PPL CORPORATION COMMON STOCK 69351T106 643,205.58 30,721.00 30,721.00 30,721.00
PACCAR INC COMMON STOCK 693718108 835,000.00 16,700.00 16,700.00 16,700.00
PACIFIC GULF PROPERTIES INC COMMON STOCK 694396102 529,875.00 27,000.00 27,000.00 27,000.00
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCK 694873100 2,340,030.00 60,780.00 60,780.00 60,780.00
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 202,043.63 4,051.00 4,051.00 4,051.00
PACTIV CORPORATION COMMON STOCK 695257105 318,937.50 36,450.00 36,450.00 36,450.00
PAINE WEBBER GROUP INC COMMON STOCK 695629105 1,334,080.00 30,320.00 30,320.00 30,320.00
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 971,724.00 52,000.00 52,000.00 52,000.00
PALL CORP COMMON STOCK 696429307 2,100,103.20 93,600.00 93,600.00 93,600.00
PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 2,191,922.34 104,070.00 104,070.00 104,070.00
PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 103,807.00 11,000.00 11,000.00 11,000.00
PARK PLACE ENTERTAINMENT CORP COMMON STOCK 700690100 336,685.44 29,120.00 29,120.00 29,120.00
PARKER HANNIFIN CORP COMMON STOCK 701094104 974,550.08 23,590.00 23,590.00 23,590.00
PATHOGENESIS CORP COMMON STOCK 70321E104 425,425.00 18,700.00 18,700.00 18,700.00
PATTERSON DENTAL CO COMMON STOCK 703412106 569,542.50 14,890.00 14,890.00 14,890.00
PATTERSON ENERGY INC COMMON STOCK 703414102 612,775.00 19,300.00 19,300.00 19,300.00
PAXAR CORP COMMON STOCK 704227107 195,782.13 20,341.00 20,341.00 20,341.00
PAYCHEX INC COMMON STOCK 704326107 2,748,168.63 52,471.00 52,471.00 52,471.00
PENNEY J C CO INC COMMON STOCK 708160106 1,215,585.00 81,720.00 81,720.00 81,720.00
PENTAIR INC COMMON STOCK 709631105 2,838,949.20 76,600.00 76,600.00 76,600.00
PEOPLES ENERGY CORP COMMON STOCK 711030106 212,362.38 7,740.00 7,740.00 7,740.00
PEOPLESOFT INC COMMON STOCK 712713106 1,144,400.00 57,220.00 57,220.00 57,220.00
PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 778,000.00 38,900.00 38,900.00 38,900.00
PEPSICO INC COMMON STOCK 713448108 10,688,644.10 309,260.00 309,260.00 309,260.00
PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 203,275.00 34,600.00 34,600.00 34,600.00
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 3,426,868.20 51,100.00 51,100.00 51,100.00
PERKINELMER INC COMMON STOCK 714046109 680,295.00 10,230.00 10,230.00 10,230.00
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 10,167,418.50 171,602.00 171,602.00 171,602.00
PFIZER INC COMMON STOCK 717081103 31,537,284.30 862,570.00 862,570.00 862,570.00
PHARMACEUTICAL PRODUCT DEV COMMON STOCK 717124101 182,411.49 10,770.00 10,770.00 10,770.00
PHELPS DODGE CORP COMMON STOCK 717265102 1,591,677.50 33,509.00 33,509.00 33,509.00
PHILADELPHIA SUBURBAN CORP COMMON STOCK 718009608 329,276.88 18,167.00 18,167.00 18,167.00
PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 11,944,497.50 565,420.00 565,420.00 565,420.00
PHILIPPINE LONG DIST -SP ADR COMMON STOCK 718252604 629,591.90 28,700.00 28,700.00 28,700.00
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 2,539,587.50 54,910.00 54,910.00 54,910.00
PHILLIPS VAN-HEUSEN CORP COMMON STOCK 718592108 91,475.30 11,900.00 11,900.00 11,900.00
PHOTRONICS INC COMMON STOCK 719405102 374,307.20 10,600.00 10,600.00 10,600.00
PICTURETEL CORP COMMON STOCK 720035302 154,700.00 17,680.00 17,680.00 17,680.00
PIEDMONT NATURAL GAS COMPANY I COMMON STOCK 720186105 361,740.56 13,880.00 13,880.00 13,880.00
PIER 1 IMPORTS INC COMMON STOCK 720279108 882,443.00 86,092.00 86,092.00 86,092.00
PILOT NETWORK SERVICES INC COMMONSTOCK 721596104 1,219,987.80 36,900.00 36,900.00 36,900.00
PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 234,806.72 11,560.00 11,560.00 11,560.00
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 4,668,625.00 84,500.00 84,500.00 84,500.00
PINNACLE SYS INC COMMON STOCK 723481107 712,215.00 21,420.00 21,420.00 21,420.00
PINNACLE WEST CAPITAL CORP COMMON STOCK 723484101 510,748.44 18,120.00 18,120.00 18,120.00
PIONEER GROUP INC COMMON STOCK 723684106 269,467.50 11,590.00 11,590.00 11,590.00
PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 186,243.75 11,825.00 11,825.00 11,825.00
PITNEY BOWES INC COMMON STOCK 724479100 4,072,326.31 91,130.00 91,130.00 91,130.00
PLACER DOME INC COMMON STOCK 725906101 563,631.25 69,370.00 69,370.00 69,370.00
PLANTRONICS INC COMMON STOCK 727493108 666,287.05 7,150.00 7,150.00 7,150.00
PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 1,209,000.00 93,000.00 93,000.00 93,000.00
PLEXUS CORP COMMON STOCK 729132100 2,965,478.75 44,510.00 44,510.00 44,510.00
POGO PRODUCING CO COMMON STOCK 730448107 510,117.32 17,860.00 17,860.00 17,860.00
POLARIS INDUSTRIES INC COMMON STOCK 731068102 326,856.25 10,850.00 10,850.00 10,850.00
POLAROID CORP COMMON STOCK 731095105 230,137.50 9,690.00 9,690.00 9,690.00
POLYCOM INC COMMON STOCK 73172K104 2,014,517.28 25,440.00 25,440.00 25,440.00
PORTUGAL TELECOM S.A. ADR COMMON STOCK 737273102 2,798,325.00 225,000.00 225,000.00 225,000.00
POTLATCH CORP COMMON STOCK 737628107 268,750.00 6,250.00 6,250.00 6,250.00
POTOMAC ELECTRIC POWER CO COMMON STOCK 737679100 256,793.75 11,350.00 11,350.00 11,350.00
POWERGEN PLC ADR SPONSORED 738905405 1,402,500.00 55,000.00 55,000.00 55,000.00
POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 885,000.00 7,080.00 7,080.00 7,080.00
PRAXAIR INC COMMON STOCK 74005P104 1,398,600.00 33,600.00 33,600.00 33,600.00
PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 297,760.61 10,030.00 10,030.00 10,030.00
PRECISION DRILLING CORP COMMON STOCK 74022D100 1,682,100.00 50,400.00 50,400.00 50,400.00
PREMIER PARKS INC COMMON STOCK 740540208 1,504,020.00 71,620.00 71,620.00 71,620.00
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 470,783.20 21,100.00 21,100.00 21,100.00
T ROWE PRICE & ASSOCIATES INC COMMON STOCK 741477103 1,920,885.00 48,630.00 48,630.00 48,630.00
PRICELINE.COM INC COMMON STOCK 741503106 1,185,750.00 15,300.00 15,300.00 15,300.00
PRIMUS KNOWLEDGE SOLUTIONS COMMON STOCK 74163Q100 920,200.00 10,700.00 10,700.00 10,700.00
PRIMARK CORP COMMON STOCK 741903108 214,037.00 8,872.00 8,872.00 8,872.00
PRIME HOSPITALITY CORP COMMON STOCK 741917108 154,425.00 21,300.00 21,300.00 21,300.00
PRIMUS TELECOMMUNICATIONS GP COMMON STOCK 741929103 2,336,252.40 45,200.00 45,200.00 45,200.00
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 612,045.96 26,830.00 26,830.00 26,830.00
PRIORITY HEALTHCARE CORP -B COMMON STOCK 74264T102 486,822.00 9,688.00 9,688.00 9,688.00
PROCTER & GAMBLE CO COMMON STOCK 742718109 16,048,687.50 285,310.00 285,310.00 285,310.00
PROFESSIONAL DETAILING INC COMMONSTOCK 74312N107 1,472,500.00 58,900.00 58,900.00 58,900.00
PROFIT RECOVERY GROUP INTL INC COMMON STOCK 743168106 399,230.00 21,580.00 21,580.00 21,580.00
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 515,614.00 22,000.00 22,000.00 22,000.00
PROGRESSIVE CORP COMMON STOCK 743315103 1,184,285.34 15,570.00 15,570.00 15,570.00
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 1,591,040.00 28,160.00 28,160.00 28,160.00
PROSOFTTRAINING.COM COMMON STOCK 743477101 1,344,695.20 59,600.00 59,600.00 59,600.00
PROTECTIVE LIFE CORP COMMON STOCK 743674103 2,412,365.00 75,980.00 75,980.00 75,980.00
PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 1,573,305.00 19,790.00 19,790.00 19,790.00
PROVIDENT BANKSHARES CORP COMMON STOCK 743859100 174,746.25 11,095.00 11,095.00 11,095.00
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 2,144,012.50 74,900.00 74,900.00 74,900.00
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,631,234.38 30,375.00 30,375.00 30,375.00
PROXIM INC COMMON STOCK 744284100 1,835,520.00 14,340.00 14,340.00 14,340.00
PSINET INC COMMON STOCK 74437C101 1,122,495.00 33,000.00 33,000.00 33,000.00
PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 1,374,896.25 46,410.00 46,410.00 46,410.00
PURCHASEPRO.COM INC COMMON STOCK 746144104 290,000.00 4,000.00 4,000.00 4,000.00
QLT PHOTOTHERAPEUTICS INC. COMMON STOCK 746927102 668,525.00 12,100.00 12,100.00 12,100.00
QRS CORP COMMON STOCK 74726X105 1,321,390.00 17,560.00 17,560.00 17,560.00
QLOGIC CORP COMMON STOCK 747277101 2,299,435.00 16,970.00 16,970.00 16,970.00
QUAKER OATS CO COMMON STOCK 747402105 1,720,537.50 28,380.00 28,380.00 28,380.00
QUALCOMM INC COMMON STOCK 747525103 23,904,104.60 160,095.00 160,095.00 160,095.00
QUANTUM CORP DLT & STORAGE 747906204 182,516.73 15,290.00 15,290.00 15,290.00
COMMON STOCK
QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 417,165.90 24,450.00 24,450.00 24,450.00
QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 2,621,425.00 54,050.00 54,050.00 54,050.00
R H DONNELLEY CORP COMMON STOCK 74955W307 870,400.00 51,200.00 51,200.00 51,200.00
RPM INC (OHIO) COMMON STOCK 749685103 112,211.00 10,201.00 10,201.00 10,201.00
RSA SECURITY INC COMMON STOCK 749719100 888,575.80 17,150.00 17,150.00 17,150.00
RADIAN GROUP INC COMMON STOCK 750236101 2,907,982.50 61,060.00 61,060.00 61,060.00
RADISYS CORP COMMON STOCK 750459109 426,887.50 7,100.00 7,100.00 7,100.00
RALCORP HOLDINGS INC COMMON STOCK 751028101 193,575.00 13,350.00 13,350.00 13,350.00
RALSTON-RALSTON PURINA GROUP COMMON STOCK 751277302 1,761,307.50 64,340.00 64,340.00 64,340.00
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 644,895.00 8,430.00 8,430.00 8,430.00
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 425,063.75 20,485.00 20,485.00 20,485.00
RAYTHEON CO COMMON STOCK 755111408 1,278,887.50 72,050.00 72,050.00 72,050.00
READ-RITE CORP COMMON STOCK 755246105 101,520.42 21,660.00 21,660.00 21,660.00
READERS DIGEST ASSOCIATION INC COMMON STOCK 755267101 1,242,370.00 35,120.00 35,120.00 35,120.00
CLASS A
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 111,370.00 12,040.00 12,040.00 12,040.00
REGENT COMMUNICATIONS INC COMMON STOCK 758865109 1,233,787.50 99,700.00 99,700.00 99,700.00
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 410,616.18 13,890.00 13,890.00 13,890.00
REGIS CORP COMMON STOCK 758932107 268,097.20 18,100.00 18,100.00 18,100.00
REGIONS FINANCIAL CORP COMMON STOCK 758940100 1,177,030.76 51,597.00 51,597.00 51,597.00
RELIANCE STEEL AND ALUMINUM CO COMMON STOCK 759509102 276,778.75 12,370.00 12,370.00 12,370.00
RELIANT ENERGY INC COMMON STOCK 75952J108 2,237,061.65 95,450.00 95,450.00 95,450.00
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 288,953.75 8,530.00 8,530.00 8,530.00
REMEC INC COMMON STOCK 759543101 5,868,100.00 116,200.00 116,200.00 116,200.00
REMEDY CORP COMMON STOCK 759548100 541,306.25 12,850.00 12,850.00 12,850.00
RENAL CARE GROUP INC COMMON STOCK 759930100 1,113,410.58 51,340.00 51,340.00 51,340.00
REPSOL SA ADR SPONSORED 76026T205 2,557,440.00 120,000.00 120,000.00 120,000.00
REPUBLIC SERVICES INC COMMON STOCK 760759100 1,943,504.90 177,700.00 177,700.00 177,700.00
RESMED INC COMMON STOCK 761152107 481,781.25 6,750.00 6,750.00 6,750.00
RESPIRONICS INC COMMON STOCK 761230101 851,000.00 59,200.00 59,200.00 59,200.00
REYNOLDS METALS CO COMMON STOCK 761763101 897,462.50 13,420.00 13,420.00 13,420.00
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 177,072.00 10,416.00 10,416.00 10,416.00
RHYTHMS NETCONNECTIONS INC COMMON STOCK 762430205 1,435,668.00 39,000.00 39,000.00 39,000.00
RICHARDSON ELECTRONICS LTD CONVERTIBLE 763165AB3 36,875.00 50,000.00 50,000.00 50,000.00
DEBENTURES
RIGGS NATIONAL CORP COMMON STOCK 766570105 149,900.10 12,300.00 12,300.00 12,300.00
RITE AID CORP COMMON STOCK 767754104 303,820.00 55,240.00 55,240.00 55,240.00
ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 3,369,924.48 71,040.00 71,040.00 71,040.00
ROCKWELL INTL NEW COMMON STOCK 773903109 1,818,403.88 43,490.00 43,490.00 43,490.00
ROGERS COMMUNICATIONS,INC CL.B COMMON STOCK 775109200 1,401,164.00 47,000.00 47,000.00 47,000.00
ROGERS COMMUNICATIONS,INC CONVERTIBLE 775109AE1 306,750.00 300,000.00 300,000.00 300,000.00
DEBENTURES
ROHM & HAAS CO COMMON STOCK 775371107 2,068,547.25 46,354.00 46,354.00 46,354.00
ROLLINS TRUCK LEASING CORP COMMON STOCK 775741101 209,996.93 24,890.00 24,890.00 24,890.00
ROPER INDUSTRIES INC COMMON STOCK 776696106 455,434.54 13,420.00 13,420.00 13,420.00
ROSS STORES INC COMMON STOCK 778296103 202,842.66 8,430.00 8,430.00 8,430.00
ROUSE CO (THE) COMMON STOCK 779273101 4,529,200.00 214,400.00 214,400.00 214,400.00
ROWAN COMPANIES INC COMMON STOCK 779382100 580,792.01 19,730.00 19,730.00 19,730.00
ROYAL DUTCH PETROLEUM COMMON STOCK 780257804 29,697,387.00 515,920.00 515,920.00 515,920.00
RUBY TUESDAY INC COMMON STOCK 781182100 520,975.00 29,770.00 29,770.00 29,770.00
RUSSELL CORP COMMON STOCK 782352108 375,403.76 26,230.00 26,230.00 26,230.00
RYAN'S FAMILY STEAK HOUSES INC COMMON STOCK 783519101 151,079.60 15,800.00 15,800.00 15,800.00
RYDER SYSTEM INC COMMON STOCK 783549108 314,895.56 13,880.00 13,880.00 13,880.00
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 36,259,146.00 863,313.00 863,313.00 863,313.00
SCI SYSTEMS INC COMMON STOCK 783890106 4,435,185.04 82,420.00 82,420.00 82,420.00
SEI INVESTMENTS CO COMMON STOCK 784117103 898,421.04 7,920.00 7,920.00 7,920.00
SLM HOLDING CORP COMMON STOCK 78442A109 1,126,278.72 33,810.00 33,810.00 33,810.00
SLI INC COMMON STOCK 78442T108 266,560.00 15,680.00 15,680.00 15,680.00
SPX CORP COMMON STOCK 784635104 1,051,524.57 9,229.00 9,229.00 9,229.00
S1 CORPORATION COMMONSTOCK 78463B101 1,182,480.60 13,800.00 13,800.00 13,800.00
S3 INC COMMON STOCK 784849101 708,330.00 33,730.00 33,730.00 33,730.00
SABRE HOLDINGS CORPORATION COMMON STOCK 785905100 1,007,715.23 27,282.00 27,282.00 27,282.00
SAFECO CORP COMMON STOCK 786429100 1,778,591.52 66,960.00 66,960.00 66,960.00
SAFEWAY INC COMMON STOCK 786514208 4,879,760.00 107,840.00 107,840.00 107,840.00
SAGA SYSTEMS INC COMMON STOCK 786610105 454,025.00 12,700.00 12,700.00 12,700.00
SAGENT TECHNOLOGY INC COMMON STOCK 786693101 1,089,093.60 37,800.00 37,800.00 37,800.00
ST JUDE MEDICAL INC COMMON STOCK 790849103 461,931.55 17,896.00 17,896.00 17,896.00
ST PAUL COMPANIES INC COMMON STOCK 792860108 3,249,382.50 95,220.00 95,220.00 95,220.00
SAKS INCORPORATED COMMON STOCK 79377W108 200,013.00 13,794.00 13,794.00 13,794.00
SALEM COMMUNICATIONS CORP COMMON STOCK 794093104 759,193.20 63,600.00 63,600.00 63,600.00
SALTON INC COMMON STOCK 795757103 221,212.50 5,100.00 5,100.00 5,100.00
SAN PAOLO-IMI SPA-SPON ADR COMMON STOCK 799175104 1,995,000.00 70,000.00 70,000.00 70,000.00
SANMINA CORP COMMON STOCK 800907107 2,367,372.48 35,040.00 35,040.00 35,040.00
SANTA FE SNYDER CORP COMMON STOCK 80218K105 169,785.00 17,640.00 17,640.00 17,640.00
SAP AG COMMON STOCK 803054204 4,097,774.50 68,582.00 68,582.00 68,582.00
SARA LEE CORP COMMON STOCK 803111103 3,474,180.00 193,010.00 193,010.00 193,010.00
SAWTEK INC COMMON STOCK 805468105 212,350.48 4,040.00 4,040.00 4,040.00
SCANA CORP COMMON STOCK 80589M102 239,233.88 9,740.00 9,740.00 9,740.00
SCHEIN (HENRY) INC COMMON STOCK 806407102 265,466.80 16,400.00 16,400.00 16,400.00
SCHERING-PLOUGH CORP COMMON STOCK 806605101 11,468,572.50 312,070.00 312,070.00 312,070.00
SCHLUMBERGER LTD COMMON STOCK 806857108 10,692,634.50 139,773.00 139,773.00 139,773.00
SCHOLASTIC CORP CONVERTIBLE BOND 807066AA3 570,750.00 600,000.00 600,000.00 600,000.00
SCHULER HOMES INC CONVERTIBLE 808188AA4 369,000.00 450,000.00 450,000.00 450,000.00
SUB DEBENTURES
SCHWAB (CHARLES) & COMPANY INC COMMON STOCK 808513105 10,541,409.80 185,549.00 185,549.00 185,549.00
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 2,125,139.50 33,500.00 33,500.00 33,500.00
SCOTTISH POWER PLC SPONSORED ADR 81013T705 2,484,894.54 78,420.00 78,420.00 78,420.00
SCOTTS CO COMMON STOCK 810186106 1,327,620.00 31,610.00 31,610.00 31,610.00
SEAGATE TECHNOLOGY INC COMMON STOCK 811804103 2,761,257.50 45,830.00 45,830.00 45,830.00
SEAGRAM COMPANY LTD COMMON STOCK 811850106 6,348,055.00 106,690.00 106,690.00 106,690.00
SEACOR SMIT INC COMMON STOCK 811904101 303,082.50 5,020.00 5,020.00 5,020.00
SEALED AIR CORPORATION COMMON STOCK 81211K100 970,120.94 17,862.00 17,862.00 17,862.00
SEARS ROEBUCK & CO COMMON STOCK 812387108 2,637,960.00 85,440.00 85,440.00 85,440.00
SEITEL INC COMMON STOCK 816074306 83,735.35 10,550.00 10,550.00 10,550.00
SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 203,890.90 11,950.00 11,950.00 11,950.00
SEMTECH CORP COMMON STOCK 816850101 2,658,573.00 41,500.00 41,500.00 41,500.00
SEMPRA ENERGY COMMON STOCK 816851109 728,089.00 43,468.00 43,468.00 43,468.00
SENSORMATIC ELECTRONICS CORP COMMON STOCK 817265101 488,229.12 21,760.00 21,760.00 21,760.00
SEPRACOR INC COMMON STOCK 817315104 2,468,326.80 33,900.00 33,900.00 33,900.00
SHANDONG HUANENG POWER COMMON STOCK 819419102 286,325.00 88,100.00 88,100.00 88,100.00
SHARED MEDICAL SYSTEMS CORP COMMON STOCK 819486101 301,912.50 5,820.00 5,820.00 5,820.00
SHAW INDUSTRIES INC COMMON STOCK 820286102 194,545.47 12,810.00 12,810.00 12,810.00
SHELL TRANSPORT AND TRADING CO ADR 822703609 2,453,100.00 50,000.00 50,000.00 50,000.00
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 772,621.14 35,220.00 35,220.00 35,220.00
SHIRE PHARMACEUTICALS GR-ADR 82481R106 2,793,125.00 54,500.00 54,500.00 54,500.00
SHOPKO STORES INC COMMON STOCK 824911101 1,338,705.00 75,420.00 75,420.00 75,420.00
SHOPNOW.COM INC. COMMON STOCK 82508R105 897,975.00 61,400.00 61,400.00 61,400.00
SIEBEL SYSTEMS INC COMMON STOCK 826170102 2,177,336.51 18,230.00 18,230.00 18,230.00
SIERRA HEALTH SERVICES INC COMMON STOCK 826322109 57,071.72 11,560.00 11,560.00 11,560.00
SIGMA ALDRICH CORP COMMON STOCK 826552101 577,812.50 21,500.00 21,500.00 21,500.00
SIGCORP INC COMMON STOCK 826912107 595,000.00 23,800.00 23,800.00 23,800.00
SILICON GRAPHICS INC COMMON STOCK 827056102 414,136.02 39,210.00 39,210.00 39,210.00
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 712,281.25 9,910.00 9,910.00 9,910.00
SILICON VALLEY GROUP INC COMMON STOCK 827066101 407,000.00 14,800.00 14,800.00 14,800.00
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,291,104.00 53,796.00 53,796.00 53,796.00
SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 208,165.00 5,270.00 5,270.00 5,270.00
SIZELER PROPERTIES INVEST INC CONVERTIBLE 830137AA3 228,750.00 250,000.00 250,000.00 250,000.00
SUB DEBENTURES
SKILLSOFT CORPORATION COMMONSTOCK 83066P101 735,268.60 25,300.00 25,300.00 25,300.00
SKYWEST INC COMMON STOCK 830879102 428,810.00 10,960.00 10,960.00 10,960.00
SMARTFORCE PLC COMMON STOCK 83170A206 1,628,562.50 35,500.00 35,500.00 35,500.00
SPONSORED ADR
SMITH (AO) CORP COMMON STOCK 831865209 184,320.00 10,240.00 10,240.00 10,240.00
SMITH INTERNATIONAL INC COMMON STOCK 832110100 3,961,025.00 51,110.00 51,110.00 51,110.00
SMITHFIELD FOODS INC COMMON STOCK 832248108 501,600.00 25,080.00 25,080.00 25,080.00
SMITHKLINE BEECHAM PLC ADR 832378301 1,981,860.00 30,000.00 30,000.00 30,000.00
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 711,900.00 31,640.00 31,640.00 31,640.00
SNAP-ON INC COMMON STOCK 833034101 331,003.68 12,640.00 12,640.00 12,640.00
SOLA INTERNATIONAL INC COMMON STOCK 834092108 66,640.00 10,880.00 10,880.00 10,880.00
SOLECTRON CORP COMMON STOCK 834182107 5,047,812.00 126,000.00 126,000.00 126,000.00
SOLUTIA INC COMMON STOCK 834376105 143,647.50 10,740.00 10,740.00 10,740.00
SONIC CORP COMMON STOCK 835451105 857,830.00 31,480.00 31,480.00 31,480.00
SONOCO PRODUCTS CO COMMON STOCK 835495102 224,824.50 9,567.00 9,567.00 9,567.00
SONY CORP - SPONSORED ADR COMMON STOCK 835699307 2,801,250.00 10,000.00 10,000.00 10,000.00
SOUTHDOWN INC COMMON STOCK 841297104 205,320.00 3,480.00 3,480.00 3,480.00
SOUTHERN CO COMMON STOCK 842587107 4,268,872.50 196,270.00 196,270.00 196,270.00
SOUTHERN UNION CO COMMON STOCK 844030106 382,209.98 21,161.00 21,161.00 21,161.00
SOUTH TRUST MOBILE SERV FUNDIN COMMON STOCK 844730101 1,012,443.47 39,802.00 39,802.00 39,802.00
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,227,508.36 107,030.00 107,030.00 107,030.00
SOUTHWEST BANCORP OF TEXAS COMMON STOCK 84476R109 241,018.80 12,400.00 12,400.00 12,400.00
SOUTHWEST GAS CORP COMMON STOCK 844895102 260,386.92 13,660.00 13,660.00 13,660.00
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 71,483.75 10,790.00 10,790.00 10,790.00
SOVEREIGN BANCORP INC COMMON STOCK 845905108 158,121.42 20,910.00 20,910.00 20,910.00
SPARTECH CORP COMMON STOCK 847220209 498,437.50 14,500.00 14,500.00 14,500.00
SPECIALTY EQUIPMENT COS INC COMMON STOCK 847497203 2,616,990.00 126,120.00 126,120.00 126,120.00
SPEEDFAM-IPEC INC COMMON STOCK 847705100 812,291.25 40,870.00 40,870.00 40,870.00
SPORTS AUTHORITY (THE) INC COMMON STOCK 849176102 35,432.46 13,830.00 13,830.00 13,830.00
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 520,980.00 13,710.00 13,710.00 13,710.00
SPRINT CORP 852061100 12,084,030.00 191,810.00 191,810.00 191,810.00
COMMON STOCK
SPRINT PCS GROUP 852061506 12,930,469.80 197,980.00 197,980.00 197,980.00
COMMON STOCK
STAFFMARK INC COMMON STOCK 852389105 101,355.49 12,770.00 12,770.00 12,770.00
STANDARD PACIFIC CORP COMMON STOCK 85375C101 128,800.00 12,880.00 12,880.00 12,880.00
STANLEY WORKS (THE) COMMON STOCK 854616109 1,622,062.50 61,500.00 61,500.00 61,500.00
STAPLES INC COMMON STOCK 855030102 1,992,840.00 99,642.00 99,642.00 99,642.00
STARBUCKS CORP COMMON STOCK 855244109 776,591.96 17,330.00 17,330.00 17,330.00
STARWOOD HOTELS & RESORTS WORL COMMON STOCK 85590A203 1,557,990.00 59,352.00 59,352.00 59,352.00
STATE STREET CORP COMMON STOCK 857477103 4,150,609.38 42,845.00 42,845.00 42,845.00
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 301,400.00 17,600.00 17,600.00 17,600.00
STEEL DYNAMICS INC COMMON STOCK 858119100 246,270.60 21,300.00 21,300.00 21,300.00
STEIN MART INC COMMON STOCK 858375108 160,297.50 19,430.00 19,430.00 19,430.00
STERLING SOFTWARE INC COMMON STOCK 859547101 246,135.00 8,070.00 8,070.00 8,070.00
STEWART ENTERPRISES INC COMMON STOCK 860370105 49,962.44 10,120.00 10,120.00 10,120.00
STILLWATER MINING CO COMMON STOCK 86074Q102 674,000.00 16,850.00 16,850.00 16,850.00
STONE ENERGY CORP COMMON STOCK 861642106 402,372.50 8,170.00 8,170.00 8,170.00
STRIDE RITE CORP COMMON STOCK 863314100 159,788.84 19,820.00 19,820.00 19,820.00
STRYKER CORP COMMON STOCK 863667101 636,120.00 9,120.00 9,120.00 9,120.00
STURM RUGER COMPANY INC COMMON STOCK 864159108 102,375.00 11,700.00 11,700.00 11,700.00
SUMMIT BANCORP COMMON STOCK 866005101 966,262.50 36,810.00 36,810.00 36,810.00
SUMMIT TECHNOLOGY INC COMMON STOCK 86627E101 185,693.75 20,350.00 20,350.00 20,350.00
SUN MICROSYSTEMS INC COMMON STOCK 866810104 33,458,061.70 357,065.00 357,065.00 357,065.00
SUNGARD DATA SYSTEM INC COMMON STOCK 867363103 4,879,187.50 129,250.00 129,250.00 129,250.00
SUNOCO INC COMMON STOCK 86764P109 680,268.75 24,850.00 24,850.00 24,850.00
SUNTRUST BANKS INC COMMON STOCK 867914103 3,915,334.50 67,798.00 67,798.00 67,798.00
SUPERVALU INC COMMON STOCK 868536103 562,997.01 29,730.00 29,730.00 29,730.00
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 226,516.80 16,400.00 16,400.00 16,400.00
SYBRON INTERNATIONAL CORP COMMON STOCK 87114F106 5,408,500.00 186,500.00 186,500.00 186,500.00
SYMANTEC CORP COMMON STOCK 871503108 876,708.75 11,670.00 11,670.00 11,670.00
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 690,762.30 8,392.00 8,392.00 8,392.00
SYNOPSYS INC COMMON STOCK 871607107 318,337.50 6,530.00 6,530.00 6,530.00
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 1,115,701.25 59,110.00 59,110.00 59,110.00
SYSCO CORP COMMON STOCK 871829107 2,501,658.70 70,100.00 70,100.00 70,100.00
TECO ENERGY INC COMMON STOCK 872375100 662,024.22 34,060.00 34,060.00 34,060.00
TJX COMPANIES INC COMMON STOCK 872540109 3,972,360.48 179,040.00 179,040.00 179,040.00
TNP ENTERPRISES INC COMMON STOCK 872594106 265,500.72 6,060.00 6,060.00 6,060.00
TRW INC COMMON STOCK 872649108 2,553,525.00 43,650.00 43,650.00 43,650.00
TSI INTERNATIONAL SOFTWARE INC COMMON STOCK 872879101 2,558,309.60 30,800.00 30,800.00 30,800.00
TMP WORLDWIDE INC COMMON STOCK 872941109 559,800.00 7,200.00 7,200.00 7,200.00
TALK COM INC COMMON STOCK 874264104 998,160.00 62,385.00 62,385.00 62,385.00
TANDY CORP COMMON STOCK 875382103 4,282,285.00 84,380.00 84,380.00 84,380.00
TARGET CORP COMMON STOCK 87612E106 9,962,680.00 133,280.00 133,280.00 133,280.00
TECH DATA CORP COMMON STOCK 878237106 1,891,956.25 57,550.00 57,550.00 57,550.00
TECHNE CORP COMMON STOCK 878377100 619,620.00 8,980.00 8,980.00 8,980.00
TECHNITROL INC COMMON STOCK 878555101 421,147.50 7,230.00 7,230.00 7,230.00
TEKELEC COMMON STOCK 879101103 2,524,500.00 68,000.00 68,000.00 68,000.00
TEKTRONIX INC COMMON STOCK 879131100 1,173,200.00 20,950.00 20,950.00 20,950.00
TELCOM SEMICONDUCTOR INC COMMON STOCK 87921P107 1,367,300.00 45,200.00 45,200.00 45,200.00
TELECOM ITALIA SPA ADR 87927W106 3,040,000.00 20,000.00 20,000.00 20,000.00
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2,413,702.88 16,125.00 16,125.00 16,125.00
TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 203,287.50 11,700.00 11,700.00 11,700.00
TELEFLEX INC COMMON STOCK 879369106 1,515,850.00 42,700.00 42,700.00 42,700.00
TELEFONOS DE MEXICO SA ADR SPONSORED 879403780 3,376,800.00 50,400.00 50,400.00 50,400.00
CLASS L
TELEPHONE & DATA SYSTEMS INC COMMON STOCK 879433100 649,350.00 5,850.00 5,850.00 5,850.00
TELLABS INC COMMON STOCK 879664100 5,385,761.84 85,510.00 85,510.00 85,510.00
TELXON CORP CONVERTIBLE 879700AC6 85,125.00 100,000.00 100,000.00 100,000.00
SUB NOTES
TEMPLE-INLAND INC COMMON STOCK 879868107 591,268.44 11,870.00 11,870.00 11,870.00
TENET HEALTHCARE CORP COMMON STOCK 88033G100 1,524,831.00 66,297.00 66,297.00 66,297.00
TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 116,197.68 14,640.00 14,640.00 14,640.00
TERADYNE INC COMMON STOCK 880770102 2,988,142.50 36,330.00 36,330.00 36,330.00
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 4,589,376.00 123,000.00 123,000.00 123,000.00
TETRA TECH INC COMMON STOCK 88162G103 2,922,437.50 123,050.00 123,050.00 123,050.00
TEXACO INC COMMON STOCK 881694103 9,349,840.50 174,356.00 174,356.00 174,356.00
TEXAS INDUSTRIES INC COMMON STOCK 882491103 290,396.25 9,330.00 9,330.00 9,330.00
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 31,929,600.00 199,560.00 199,560.00 199,560.00
TEXAS UTILITIES CO COMMON STOCK 882848104 1,736,481.69 58,493.00 58,493.00 58,493.00
TEXTRON INC COMMON STOCK 883203101 3,700,591.25 60,790.00 60,790.00 60,790.00
THERAGENICS CORP COMMON STOCK 883375107 530,720.00 39,680.00 39,680.00 39,680.00
THERMO ELECTRON CORP COMMON STOCK 883556102 682,256.88 33,485.00 33,485.00 33,485.00
THERMO ELECTRON CORP CONVERTIBLE 883556AF9 3,562,650.00 3,915,000.00 3,915,000.00 3,915,000.00
BOND
THERMO TERRATECH INC CONVERTIBLE 883598AA2 531,000.00 600,000.00 600,000.00 600,000.00
BOND
THOMAS & BETTS CORP COMMON STOCK 884315102 347,192.50 12,290.00 12,290.00 12,290.00
3COM CORP COMMON STOCK 885535104 4,043,937.50 72,700.00 72,700.00 72,700.00
3DO CO (THE) COMMON STOCK 88553W105 210,207.90 21,700.00 21,700.00 21,700.00
THREE FIVE SYSTEMS INC COMMON STOCK 88554L108 322,140.00 5,369.00 5,369.00 5,369.00
TIBCO SOFTWARE INC COMMON STOCK 88632Q103 503,262.50 6,175.00 6,175.00 6,175.00
TIDEWATER INC COMMON STOCK 886423102 664,234.56 20,880.00 20,880.00 20,880.00
TIFFANY & CO COMMON STOCK 886547108 573,667.50 6,860.00 6,860.00 6,860.00
TIMBERLAND CO (THE) COMMON STOCK 887100105 475,830.00 9,330.00 9,330.00 9,330.00
TIME WARNER INC COMMON STOCK 887315109 31,004,000.00 310,040.00 310,040.00 310,040.00
TIMES MIRROR CO (THE) COMMON STOCK 887364107 1,191,452.34 12,820.00 12,820.00 12,820.00
CLASS A
TIMKEN CO (THE) COMMON STOCK 887389104 216,775.00 13,340.00 13,340.00 13,340.00
TITAN CORP COMMON STOCK 888266103 2,743,800.00 53,800.00 53,800.00 53,800.00
TOLL BROTHERS INC COMMON STOCK 889478103 324,000.00 16,200.00 16,200.00 16,200.00
TORCHMARK CORP COMMON STOCK 891027104 782,781.25 33,850.00 33,850.00 33,850.00
TOSCO CORP COMMON STOCK 891490302 922,241.10 30,300.00 30,300.00 30,300.00
TOTAL SA ADR 89151E109 3,313,125.00 45,000.00 45,000.00 45,000.00
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 874,097.50 53,380.00 53,380.00 53,380.00
TOYOTA MOTOR CREDIT CORP ADR 892331307 1,664,000.00 16,000.00 16,000.00 16,000.00
TOYS R US INC COMMON STOCK 892335100 2,486,786.68 167,890.00 167,890.00 167,890.00
TRANSWITCH CORP COMMON STOCK 894065101 3,109,643.75 32,350.00 32,350.00 32,350.00
TREDEGAR CORPORATION INC COMMON STOCK 894650100 445,807.35 16,550.00 16,550.00 16,550.00
TRIARC COMPANIES INC COMMON STOCK 895927101 206,000.00 10,300.00 10,300.00 10,300.00
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 993,580.19 31,987.00 31,987.00 31,987.00
TRIBUNE CO COMMON STOCK 896047107 2,627,345.32 71,860.00 71,860.00 71,860.00
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 819,032.50 22,910.00 22,910.00 22,910.00
TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 258,272.50 10,030.00 10,030.00 10,030.00
TRIMERIS INC COMMONSTOCK 896263100 1,223,456.50 24,500.00 24,500.00 24,500.00
TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 264,600.00 3,600.00 3,600.00 3,600.00
TRUE NORTH COMMUNICATIONS INC COMMON STOCK 897844106 839,704.32 21,360.00 21,360.00 21,360.00
TRUSTCO BANK CORP COMMON STOCK 898349105 277,215.64 23,720.00 23,720.00 23,720.00
TUBOSCOPE VETCO INTERNATIONAL COMMON STOCK 898600101 336,600.00 19,800.00 19,800.00 19,800.00
TUMBLEWEED COMMUNICATIONS CORP COMMON STOCK 899690101 1,365,237.90 11,700.00 11,700.00 11,700.00
TUPPERWARE CORPORATION COMMON STOCK 899896104 565,753.36 35,780.00 35,780.00 35,780.00
24/7 MEDIA INC COMMON STOCK 901314104 1,260,050.00 31,900.00 31,900.00 31,900.00
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 21,268,844.60 426,443.00 426,443.00 426,443.00
TYSON FOODS INC COMMON STOCK 902494103 242,970.00 21,840.00 21,840.00 21,840.00
USX-MARATHON GROUP COMMON STOCK 902905827 2,645,814.24 101,520.00 101,520.00 101,520.00
UST INC COMMON STOCK 902911106 1,510,000.00 96,640.00 96,640.00 96,640.00
U S BANCORP COMMON STOCK 902973106 3,496,193.75 159,826.00 159,826.00 159,826.00
U S FOODSERVICE INC COMMON STOCK 90331R101 4,060,002.50 157,670.00 157,670.00 157,670.00
USX-US STEEL GROUP COMMON STOCK 90337T101 623,500.00 24,940.00 24,940.00 24,940.00
US ONCOLOGY INC COMMON STOCK 90338W103 168,525.00 37,450.00 37,450.00 37,450.00
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 207,973.50 8,196.00 8,196.00 8,196.00
UNILEVER NV COMMON STOCK 904784709 8,497,671.88 176,575.00 176,575.00 176,575.00
UNICOM CORP COMMON STOCK 904911104 4,848,660.00 132,840.00 132,840.00 132,840.00
UNION CARBIDE CORP COMMON STOCK 905581104 1,655,477.68 28,390.00 28,390.00 28,390.00
UNION PACIFIC CORP COMMON STOCK 907818108 3,738,237.25 95,546.00 95,546.00 95,546.00
UNION PACIFIC RESOURCES COMMON STOCK 907834105 778,592.00 53,696.00 53,696.00 53,696.00
UNION PLANTERS CORP COMMON STOCK 908068109 913,668.24 29,653.00 29,653.00 29,653.00
UNISYS CORP COMMON STOCK 909214108 1,678,665.00 65,830.00 65,830.00 65,830.00
UNIT CORP COMMON STOCK 909218109 1,540,000.00 140,000.00 140,000.00 140,000.00
UNITED BANKSHARES INC COMMON STOCK 909907107 416,240.00 18,920.00 18,920.00 18,920.00
UNITED HEALTHCARE CORP COMMON STOCK 910581107 2,141,133.75 35,910.00 35,910.00 35,910.00
UNITED ILLUMINATING CO COMMON STOCK 910637107 247,667.50 6,310.00 6,310.00 6,310.00
UNITED RENTALS INC COMMON STOCK 911363109 1,143,675.00 66,300.00 66,300.00 66,300.00
US CELLULAR CORP COMMON STOCK 911684108 639,000.00 9,000.00 9,000.00 9,000.00
US AIR GROUP INC COMMON STOCK 911905107 426,079.84 15,320.00 15,320.00 15,320.00
US HOME CORP COMMON STOCK 911920106 234,460.00 6,170.00 6,170.00 6,170.00
U S WEST INC COMMON STOCK 91273H101 9,502,763.38 130,847.00 130,847.00 130,847.00
US TRUST CORP COMMON STOCK 91288L105 1,566,810.00 8,290.00 8,290.00 8,290.00
UNITED STATIONERS INC COMMON STOCK 913004107 1,206,220.60 33,800.00 33,800.00 33,800.00
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 6,990,441.00 110,631.00 110,631.00 110,631.00
UNITED WATER RESOURCES INC COMMON STOCK 913190104 600,132.50 17,270.00 17,270.00 17,270.00
UNITRIN INC COMMON STOCK 913275103 272,287.50 6,850.00 6,850.00 6,850.00
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 663,950.00 13,550.00 13,550.00 13,550.00
UNIVISION COMMUNICATIONS INC COMMON STOCK 914906102 2,493,910.00 22,070.00 22,070.00 22,070.00
CLASS A
UNOCAL CORP COMMON STOCK 915289102 3,214,785.00 108,060.00 108,060.00 108,060.00
UNOVA INC COMMON STOCK 91529B106 352,350.00 26,100.00 26,100.00 26,100.00
UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 1,939,173.00 114,069.00 114,069.00 114,069.00
US FREIGHTWAYS CORP COMMON STOCK 916906100 441,007.86 11,780.00 11,780.00 11,780.00
US INTERNET WORKING INC COMMON STOCK 917311805 970,687.50 25,050.00 25,050.00 25,050.00
VF CORP COMMON STOCK 918204108 607,324.88 25,240.00 25,240.00 25,240.00
VALENCE TECHNOLOGY INC COMMON STOCK 918914102 358,142.40 15,200.00 15,200.00 15,200.00
VALERO ENERGY CORP COMMON STOCK 91913Y100 856,887.50 27,980.00 27,980.00 27,980.00
VALMONT INDUSTRIES INC COMMON STOCK 920253101 175,777.50 10,190.00 10,190.00 10,190.00
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCK 922207105 718,962.50 11,300.00 11,300.00 11,300.00
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 1,904,387.50 41,740.00 41,740.00 41,740.00
VERITY INC COMMON STOCK 92343C106 562,350.00 13,800.00 13,800.00 13,800.00
VERITAS DGC INC COMMON STOCK 92343P107 469,687.50 16,700.00 16,700.00 16,700.00
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 534,593.04 11,420.00 11,420.00 11,420.00
VIACOM INC COMMON STOCK 925524308 10,048,400.30 190,491.00 190,491.00 190,491.00
CLASS B
VIATEL INC COMMON STOCK 925529208 1,485,535.20 29,600.00 29,600.00 29,600.00
VIAD CORP COMMON STOCK 92552R109 2,754,150.00 120,400.00 120,400.00 120,400.00
VIASAT INC COMMON STOCK 92552V100 928,800.00 12,900.00 12,900.00 12,900.00
VICOR CORP COMMON STOCK 925815102 329,580.00 18,310.00 18,310.00 18,310.00
VINTAGE PETROLEUM INC COMMON STOCK 927460105 556,657.50 27,660.00 27,660.00 27,660.00
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 1,321,816.88 23,763.00 23,763.00 23,763.00
VISUAL NETWORKS INC COMMON STOCK 928444108 2,043,000.00 36,000.00 36,000.00 36,000.00
VITESSE SEMICONDUCTOR CORP COMMON STOCK 928497106 1,430,275.00 14,860.00 14,860.00 14,860.00
VITRA TECHNOLOGY INC COMMON STOCK 92849Q104 322,598.40 3,200.00 3,200.00 3,200.00
VIVENDI (EX-GEN EAUX)- SP ADR COMMON STOCK 92851S105 1,395,000.00 60,000.00 60,000.00 60,000.00
VODAFONE GROUP PLC ADR 92857T107 552,008.47 9,935.00 9,935.00 9,935.00
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 4,706,790.48 36,540.00 36,540.00 36,540.00
VOLT INFORMATION SCIENCES INC COMMON STOCK 928703107 242,934.12 6,760.00 6,760.00 6,760.00
VULCAN MATERIALS CO COMMON STOCK 929160109 1,128,807.68 24,640.00 24,640.00 24,640.00
WICOR INC COMMON STOCK 929253102 517,390.00 16,690.00 16,690.00 16,690.00
WABASH NATIONAL CORP COMMON STOCK 929566107 140,066.85 10,050.00 10,050.00 10,050.00
WACHOVIA CORP COMMON STOCK 929771103 2,906,855.05 43,025.00 43,025.00 43,025.00
WADDELL & REED FINANCIAL INC CLASS A 930059100 3,596,520.00 85,000.00 85,000.00 85,000.00
WADDELL & REED FINANCIAL INC CLASS B 930059209 1,248,000.00 32,000.00 32,000.00 32,000.00
WAL-MART STORES INC COMMON STOCK 931142103 56,117,437.50 1,011,125.00 1,011,125.00 1,011,125.00
WALGREEN CO COMMON STOCK 931422109 5,508,955.00 213,940.00 213,940.00 213,940.00
WARNER-LAMBERT CO COMMON STOCK 934488107 21,566,512.50 221,195.00 221,195.00 221,195.00
WASHINGTON GAS LIGHT CO COMMON STOCK 938837101 576,092.53 21,190.00 21,190.00 21,190.00
WASHINGTON MUTUAL INC COMMON STOCK 939322103 3,279,640.00 123,760.00 123,760.00 123,760.00
WASHINGTON POST CO COMMON STOCK 939640108 432,800.00 800.00 800.00 800.00
WASTE MANAGEMENT INC COMMON STOCK 94106L109 2,907,953.71 212,461.00 212,461.00 212,461.00
WATERS CORP COMMON STOCK 941848103 3,309,937.50 34,750.00 34,750.00 34,750.00
WATSCO INC COMMON STOCK 942622200 131,923.68 12,640.00 12,640.00 12,640.00
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 1,777,977.60 44,800.00 44,800.00 44,800.00
WATTS INDUSTRIES INC COMMON STOCK 942749102 143,302.50 11,580.00 11,580.00 11,580.00
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 601,687.83 10,209.00 10,209.00 10,209.00
WELLPOINT HEALTH NETWORKS NEW COMMON STOCK 94973H108 3,251,982.50 46,540.00 46,540.00 46,540.00
WELLS FARGO COMPANY COMMON STOCK 949746101 18,478,552.40 451,390.00 451,390.00 451,390.00
WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 1,397,344.14 69,220.00 69,220.00 69,220.00
WERNER ENTERPRISES INC COMMON STOCK 950755108 358,224.00 21,072.00 21,072.00 21,072.00
WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 855,659.97 23,810.00 23,810.00 23,810.00
WESTELL TECHNOLOGIES I COMMON STOCK 957541105 1,676,625.00 52,600.00 52,600.00 52,600.00
WESTERN WIRELESS CORP COMMON STOCK 95988E204 3,115,216.00 68,000.00 68,000.00 68,000.00
CLASS A
WESTVACO CORP COMMON STOCK 961548104 712,890.00 21,360.00 21,360.00 21,360.00
WESTWOOD ONE INC COMMON STOCK 961815107 382,800.00 10,560.00 10,560.00 10,560.00
WEYERHAEUSER CO COMMON STOCK 962166104 2,838,030.00 49,790.00 49,790.00 49,790.00
WHIRLPOOL CORP COMMON STOCK 963320106 932,137.50 15,900.00 15,900.00 15,900.00
WHITMAN CORPORATION COMMON STOCK 96647R107 2,663,221.33 191,090.00 191,090.00 191,090.00
WHITNEY HOLDING CORP COMMON STOCK 966612103 327,555.00 10,040.00 10,040.00 10,040.00
WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,733,598.89 65,970.00 65,970.00 65,970.00
WILD OATS MARKETS INC COMMON STOCK 96808B107 1,677,925.00 81,850.00 81,850.00 81,850.00
WILEY (JOHN) & SONS INC COMMON STOCK 968223206 241,200.00 13,400.00 13,400.00 13,400.00
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 1,064,917.50 26,540.00 26,540.00 26,540.00
WILLIAMS COMPANIES INC COMMON STOCK 969457100 4,053,407.94 92,255.00 92,255.00 92,255.00
WILMINGTON TRUST CO COMMON STOCK 971807102 668,107.50 13,740.00 13,740.00 13,740.00
WIND RIVER SYSTEMS COMMON STOCK 973149107 358,875.00 9,900.00 9,900.00 9,900.00
WINN-DIXIE STORES INC COMMON STOCK 974280109 604,101.96 31,080.00 31,080.00 31,080.00
WINSTAR COMMUNICATIONS COMMON STOCK 975515107 1,336,500.00 22,275.00 22,275.00 22,275.00
WISCONSIN ENERGY CORP COMMON STOCK 976657106 224,091.88 11,240.00 11,240.00 11,240.00
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 198,000.00 18,000.00 18,000.00 18,000.00
WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 710,696.25 57,430.00 57,430.00 57,430.00
WRIGLEY (WM) JR CO COMMON STOCK 982526105 1,896,488.28 24,690.00 24,690.00 24,690.00
XILINX INC COMMON STOCK 983919101 8,924,649.24 107,770.00 107,770.00 107,770.00
XIRCOM INC COMMON STOCK 983922105 488,030.00 13,190.00 13,190.00 13,190.00
XEROX CORP COMMON STOCK 984121103 5,164,640.00 198,640.00 198,640.00 198,640.00
XPEDIOR INC COMMON STOCK 98413B100 249,750.00 11,100.00 11,100.00 11,100.00
YAHOO INC COMMON STOCK 984332106 20,337,071.30 118,670.00 118,670.00 118,670.00
YELLOW CORP COMMON STOCK 985509108 204,281.96 11,080.00 11,080.00 11,080.00
YOUNG & RUBICAM INC COMMON STOCK 987425105 700,770.00 14,910.00 14,910.00 14,910.00
ZALE CORP COMMON STOCK 988858106 733,285.98 15,540.00 15,540.00 15,540.00
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 694,500.00 13,890.00 13,890.00 13,890.00
ZIONS BANCORP COMMON STOCK 989701107 1,735,762.50 41,700.00 41,700.00 41,700.00
ZIXIT CORPORATION COMMON STOCK 98974P100 500,946.56 6,880.00 6,880.00 6,880.00
ZORAN CORP COMMON STOCK 98975F101 867,204.80 15,400.00 15,400.00 15,400.00
DAIMLERCHRYSLER AG COMMON STOCK D1668R123 1,177,866.00 18,000.00 18,000.00 18,000.00
ACE LTD COMMON STOCK G0070K103 2,461,350.00 107,600.00 107,600.00 107,600.00
AMDOCS LTD COMMON STOCK G02602103 876,875.30 11,900.00 11,900.00 11,900.00
ANNUITY AND LIFE RE (HLDGS) COMMON STOCK G03910109 382,200.00 14,700.00 14,700.00 14,700.00
GEMSTAR INTL GROUP LTD COMMON STOCK G3788V106 2,150,000.00 25,000.00 25,000.00 25,000.00
GLOBAL CROSSING LTD COMMON STOCK G3921A100 6,719,317.50 164,136.00 164,136.00 164,136.00
PARTNERRE LTD COMMON STOCK G6852T105 467,512.40 12,700.00 12,700.00 12,700.00
SANTA FE INTERNATIONAL CORP COMMON STOCK G7805C108 899,100.00 24,300.00 24,300.00 24,300.00
TRANSOCEAN SEDCO FOREX INC COMMON STOCK G90078109 2,403,505.39 46,841.00 46,841.00 46,841.00
XL CAPITAL LTD CLASS A COMMON STOCK G98255105 2,735,525.00 49,400.00 49,400.00 49,400.00
STOLT COMEX SEAWAY COMMON STOCK L8873E103 2,009,000.00 143,500.00 143,500.00 143,500.00
BREEZECOM LIMITED COMMON STOCK M20385106 508,300.00 13,600.00 13,600.00 13,600.00
GILAT SATELLITE NETWORKS LTD COMMON STOCK M51474100 1,852,550.00 15,800.00 15,800.00 15,800.00
CNH GLOBAL N.V. COMMON STOCK N20935107 505,600.00 51,200.00 51,200.00 51,200.00
STEINER LEISURE LTD. COMMON STOCK P8744Y102 1,495,725.00 77,700.00 77,700.00 77,700.00
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 1,064,000.00 38,000.00 38,000.00 38,000.00
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 1,126,992.00 16,000.00 16,000.00 16,000.00
------------------------------------------------------------
Total in U.S. Currency 4,081,078,349.78 107,197,982.98 107,197,982.98 107,197,982.98
</TABLE>
