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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number: _______
This Amendment:
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Federated Investors, Inc.
Address: Federated Investors Tower
1001 Liberty Avenue
Pittsburgh, PA 15222-3779
Form 13F File Number: 28-5680
The institutional investment manager filing this report and the person
by whom it is singed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true, correct
and complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Beverly Pirker
Title: Manager, Treasury
Phone: (412)288-1770
Signature, Place, and Date of Signing:
/s/Beverly Pirker Pittsburgh, PA May 14, 1999
COVER PAGE ADDENDUM FOR FORM 13F
Federated Investors, Inc. ("Investors") is affiliated with the institutional
investment managers listed on the cover page of this form 13F in the manner
described below. By virtue of Rule 13F-1(b) under the Securities Exchange Act of
1934, Investors is deemed to share investment discretion over all investments
reported herein. This filing does not constitute an admission that such
investment discretion does in fact exist, but is made solely to comply with
applicable law.
The information set forth below is numbered to correspond with the names of the
other parties with respect to which this schedule is filed as listed at the
bottom of the cover page hereof:
1. Federated Investment Counseling ("FIC") is an Investment Adviser to Federated
International Funds, Plc. and certain private investment accounts, consisting
primarily of pension and retirement plans. FIC is a wholly-owned subsidiary of
Investors. Investors exercises investment discretion over certain investments as
reported by FIC. FIC exercises investment discretion over the investments
identified with the number "5" under Item 7 in the attached tables. This filing
is made on behalf of FIC with respect to all investments over which it exercises
investment discretion.
2. Federated Investment Management Company ("FIM") is the Investment Adviser to
certain Federated Funds. FIM is a wholly-owned subsidiary of Federated
Investors. Subject to guidelines established by the Boards of Trustees or
Directors of the Funds aforementioned, FIM exercises investment discretion over
the investments identified with the numbers "2", "3" and "6" under Item 7 in the
attached tables. This filing is made on behalf of FIM with respect to all
investments over which it exercises investment discretion.
3. Passport Research Ltd. ("PR") is the Investment Adviser to Federated Utility
Fund, Inc. PR is 50.5% owned subsidiary of Daily Cash Research Corp. Daily Cash
Research Corp. is a wholly-owned subsidiary of Federated Investors. Subject to
guidelines established by the Boards of Trustees of the aforementioned
investment companies, PR exercises investment discretion over the investments
identified with the number "4" under Item 7 in the attached tables. This filing
is made on behalf of PR with respect to all investments over which it exercises
investment discretion.
5. Federated Global Investment Management Corp. ("Global") is the Investment
Adviser to certain international Federated Funds. Global is a wholly-owned
subsidiary of Investors. Subject to guidelines established by the Board of
Trustees or Directors of the aforementioned Funds, Global exercises investment
discretion over the investments identified with the number "21" under Item 7 in
the attached tables. This filing is made on behalf of Global with respect to all
investments over which it exercises investment discretion.
Report Type
[ X] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
Form 13 F Summary Page
Number of Other Included Managers: 7
Form 13F Information Table Entry Total: 3,162
Form 13F Information Table Value Total: $14,481,827
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. 13F File Number Name
01 28-1454 Federated Investment Counseling
02 28-2576 Federated Investment Management Company
04 28-2491 Passport Research, Ltd.
21 28-6486 Federated Global Investment Management Corp.
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
VOTING AUTHORITY
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER SOLE SHARES NONE
(X$1000) PRN AMT PRN CALL DISCRETION MANAGERS
AAR CORP COM 000361105 485 27,250 SH DEFINED 3 0 27,250 0
ABR INFORMATION SVCS INC COM 00077R108 1,861 107,100 SH DEFINED 3 0 107,100 0
A D C TELECOMMUNICATIONS COM 000886101 677 14,200 SH DEFINED 3 0 14,200 0
AFLAC INC COM 001055102 523 9,600 SH DEFINED 2 0 9,600 0
7,390 135,750 SH DEFINED 3 0 135,750 0
AGL RES INC COM 001204106 868 49,400 SH DEFINED 2 0 49,400 0
237 13,500 SH DEFINED 3 0 13,500 0
9,233 525,700 SH DEFINED 4 0 525,700 0
AES CORP COM 00130H105 2,000 53,700 SH DEFINED 3 0 53,700 0
AK STL HLDG CORP COM 001547108 4,379 194,100 SH DEFINED 3 0 194,100 0
AMB PROPERTY CORP COM 00163T109 1,616 77,900 SH DEFINED 1 0 77,900 0
944 45,500 SH DEFINED 2 0 45,500 0
7,605 366,500 SH DEFINED 4 0 366,500 0
AMR CORP COM 001765106 3,022 51,600 SH DEFINED 3 0 51,600 0
ARM FINL GROUP INC CL A 001944107 674 45,100 SH DEFINED 3 0 45,100 0
AT&T CORP COM 001957109 8,444 105,800 SH DEFINED 1 0 105,800 0
71,097 890,800 SH DEFINED 2 0 890,800 0
69,359 869,020 SH DEFINED 3 0 869,020 0
24,127 302,300 SH DEFINED 4 0 302,300 0
4,639 59,800 SH DEFINED 21 0 59,800 0
ATMI INC COM 00207R101 2,266 113,300 SH DEFINED 3 0 113,300 0
AVT CORP COM 002420107 3,163 132,500 SH DEFINED 3 0 132,500 0
ABACUS DIRECT CORP COM 002553105 951 11,600 SH DEFINED 3 0 11,600 0
ABB AB SPONSORED ADR 00256Q103 6,454 518,900 SH DEFINED 1 0 518,900 0
49,765 4,001,200 SH DEFINED 2 0 4,001,200 0
20,603 1,656,500 SH DEFINED 3 0 1,656,500 0
ABBOTT LABS COM 002824100 3,001 64,100 SH DEFINED 1 0 64,100 0
84,941 1,814,500 SH DEFINED 2 0 1,814,500 0
42,183 901,100 SH DEFINED 3 0 901,100 0
ABERCROMBIE & FITCH CO CL A 002896207 1,306 14,200 SH DEFINED 2 0 14,200 0
19,642 213,500 SH DEFINED 3 0 213,500 0
ACTION PERFORMANCE COS INC COM 004933107 2,808 93,200 SH DEFINED 3 0 93,200 0
ACXIOM CORP COM 005125109 3,483 131,420 SH DEFINED 3 0 131,420 0
ADOBE SYS INC COM 00724F101 840 14,800 SH DEFINED 3 0 14,800 0
ADVANCE PARADIGM INC COM 007491103 828 13,100 SH DEFINED 3 0 13,100 0
AEROQUIP-VICKERS INC COM 007869100 355 6,200 SH DEFINED 3 0 6,200 0
ADVANCED MICRO DEVICES INC COM 007903107 505 32,600 SH DEFINED 3 0 32,600 0
233 15,000 SH DEFINED 21 0 15,000 0
AETNA INC COM 008117103 2,669 32,155 SH DEFINED 3 0 32,155 0
AFFILIATED MANAGERS GROUP COM 008252108 3,494 134,400 SH DEFINED 3 0 134,400 0
AFFYMETRIX INC COM 00826T108 836 24,000 SH DEFINED 3 0 24,000 0
AGOURON PHARMACEUTICALS INC COM 008488108 566 10,000 SH DEFINED 2 0 10,000 0
9,435 166,800 SH DEFINED 3 0 166,800 0
AIR PRODS & CHEMS INC COM 009158106 2,319 67,700 SH DEFINED 3 0 67,700 0
AIRBORNE FGHT CORP COM 009266107 1,600 51,400 SH DEFINED 3 0 51,400 0
AIRGAS INC COM 009363102 130 15,500 SH DEFINED 3 0 15,500 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 14,745 152,600 SH DEFINED 3 0 152,600 0
676 7,000 SH DEFINED 21 0 7,000 0
ALASKA AIR GROUP INC COM 011659109 295 6,200 SH DEFINED 3 0 6,200 0
ALBERTO CULVER CO CL B CONV 013068101 290 12,400 SH DEFINED 3 0 12,400 0
ALBERTSONS INC COM 013104104 8,945 164,700 SH DEFINED 2 0 164,700 0
3,003 55,300 SH DEFINED 3 0 55,300 0
ALCAN ALUMINIUM LTD NEW COM 013716105 1,322 51,200 SH DEFINED 3 0 51,200 0
ALEXANDER & BALDWIN INC COM 014482103 981 50,000 SH DEFINED 1 0 50,000 0
ALUMINUM CO AMER COM 013817101 2,679 65,036 SH DEFINED 1 0 65,036 0
4,226 102,600 SH DEFINED 3 0 102,600 0
ALIANT COMMUNICATIONS INC COM 016090102 344 8,400 SH DEFINED 3 0 8,400 0
ALKERMES INC COM 01642T108 749 27,500 SH DEFINED 3 0 27,500 0
ALLEGHENY ENERGY INC COM 017361106 749 25,400 SH DEFINED 3 0 25,400 0
ALLEGHENY TELEDYNE INC COM 017415100 837 44,192 SH DEFINED 3 0 44,192 0
ALLERGAN INC COM 018490102 457 5,200 SH DEFINED 2 0 5,200 0
6,389 72,700 SH DEFINED 3 0 72,700 0
ALLIEDSIGNAL INC COM 019512102 5,868 119,300 SH DEFINED 1 0 119,300 0
48,027 976,400 SH DEFINED 2 0 976,400 0
30,137 612,700 SH DEFINED 3 0 612,700 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3,469 240,300 SH DEFINED 3 0 240,300 0
ALLMERICA FINL CORP COM 019754100 622 11,300 SH DEFINED 1 0 11,300 0
15,566 282,700 SH DEFINED 3 0 282,700 0
ALLSTATE CORP COM 020002101 8,195 221,102 SH DEFINED 1 0 221,102 0
84,940 2,291,800 SH DEFINED 2 0 2,291,800 0
35,517 958,310 SH DEFINED 3 0 958,310 0
ALLTEL CORP COM 020039103 468 7,500 SH DEFINED 1 0 7,500 0
998 16,000 SH DEFINED 2 0 16,000 0
3,855 61,800 SH DEFINED 3 0 61,800 0
10,729 172,000 SH DEFINED 4 0 172,000 0
ALPHARMA INC CL A 020813101 208 5,300 SH DEFINED 3 0 5,300 0
ALTERA CORP COM 021441100 613 10,300 SH DEFINED 3 0 10,300 0
ALTERNATIVE LIVING SVCS INC COM 02145K107 1,084 54,200 SH DEFINED 3 0 54,200 0
ALZA CORP DEL COM 022615108 1,020 26,660 SH DEFINED 3 0 26,660 0
AMBAC FINL GROUP INC COM 023139108 394 7,300 SH DEFINED 3 0 7,300 0
AMERADA HESS CORP COM 023551104 1,021 20,300 SH DEFINED 3 0 20,300 0
AMEREN CORP COM 023608102 1,516 41,900 SH DEFINED 3 0 41,900 0
AMERICA ONLINE INC DEL COM 02364J104 2,278 15,600 SH DEFINED 2 0 15,600 0
72,723 498,100 SH DEFINED 3 0 498,100 0
AMERICA ONLINE INC DEL SUB NT CONV 02364JAB0 337 30,000 SH DEFINED 1 0 30,000 0
4%02
39,751 3,535,000 SH DEFINED 2 0 3,535,000 0
AMERICA WEST HLDG CORP CL B 023657208 1,580 82,902 SH DEFINED 3 0 82,902 0
AMERICAN ELEC PWR INC COM 025537101 2,322 58,500 SH DEFINED 3 0 58,500 0
AMERICAN EAGLE OUTFITTERS COM 02553D108 3,556 49,600 SH DEFINED 3 0 49,600 0
INC
AMERICAN EXPRESS CO COM 025816109 15,628 133,000 SH DEFINED 3 0 133,000 0
141 1,200 SH DEFINED 21 0 1,200 0
AMERICAN FINL GROUP INC COM 025932104 225 6,400 SH DEFINED 3 0 6,400 0
OHIO
AMERICAN GENERAL CORP COM 026351106 4,528 64,230 SH DEFINED 3 0 64,230 0
AMERICAN GREETINGS CORP CL A 026375105 2,850 112,300 SH DEFINED 1 0 112,300 0
403 15,900 SH DEFINED 3 0 15,900 0
AMERICAN HOME PRODS CORP COM 026609107 405 6,200 SH DEFINED 1 0 6,200 0
52,441 803,700 SH DEFINED 2 0 803,700 0
32,344 495,700 SH DEFINED 3 0 495,700 0
AMERICAN INTL GROUP INC COM 026874107 470 3,900 SH DEFINED 2 0 3,900 0
44,398 368,066 SH DEFINED 3 0 368,066 0
2,300 20,270 SH DEFINED 21 0 20,270 0
AMERICAN MGMT SYS INC COM 027352103 328 9,600 SH DEFINED 3 0 9,600 0
AMERICAN ONCOLOGY RES INC COM 028910107 425 47,200 SH DEFINED 3 0 47,200 0
AMERICAN PWR CONVERSION COM 029066107 273 10,100 SH DEFINED 3 0 10,100 0
CORP
AMERICAN STD COS INC DEL COM 029712106 254 7,400 SH DEFINED 3 0 7,400 0
AMERICAN STS WTR CO COM 029899101 1,166 48,100 SH DEFINED 1 0 48,100 0
AMERICAN TOWER CORP CL A 029912201 571 23,300 SH DEFINED 2 0 23,300 0
6,514 265,870 SH DEFINED 3 0 265,870 0
AMERICAN STORES CO NEW COM 030096101 2,039 61,800 SH DEFINED 3 0 61,800 0
AMERICAN WTR WKS INC COM 030411102 247 8,500 SH DEFINED 3 0 8,500 0
AMERICREDIT CORP COM 03060R101 583 44,400 SH DEFINED 3 0 44,400 0
AMERITRADE HLDG CORP CL A 03072H109 741 12,000 SH DEFINED 3 0 12,000 0
AMERITECH CORP NEW COM 030954101 1,262 21,800 SH DEFINED 1 0 21,800 0
36,160 624,800 SH DEFINED 2 0 624,800 0
21,020 363,200 SH DEFINED 3 0 363,200 0
18,838 325,500 SH DEFINED 4 0 325,500 0
3,411 60,000 SH DEFINED 21 0 60,000 0
AMETEK INC NEW COM 031100100 2,738 150,000 SH DEFINED 3 0 150,000 0
AMGEN INC COM 031162100 3,085 41,200 SH DEFINED 1 0 41,200 0
13,522 180,600 SH DEFINED 3 0 180,600 0
1,212 17,500 SH DEFINED 21 0 17,500 0
AMP INC COM 031897101 6,907 128,919 SH DEFINED 1 0 128,919 0
54,158 1,008,757 SH DEFINED 2 0 1,008,757 0
23,452 436,822 SH DEFINED 3 0 436,822 0
AMSOUTH BANCORPORATION COM 032165102 1,183 26,000 SH DEFINED 3 0 26,000 0
ANADARKO PETE CORP COM 032511107 1,034 27,400 SH DEFINED 3 0 27,400 0
ANALOG DEVICES INC COM 032654105 502 16,866 SH DEFINED 3 0 16,866 0
ANALYTICAL SURVEYS INC COM NEW 032683302 343 13,200 SH DEFINED 3 0 13,200 0
ANDREW CORP COM 034425108 238 19,362 SH DEFINED 3 0 19,362 0
ANHEUSER BUSCH COS INC COM 035229103 1,790 23,500 SH DEFINED 1 0 23,500 0
43,633 572,700 SH DEFINED 2 0 572,700 0
8,426 110,600 SH DEFINED 3 0 110,600 0
ANNTAYLOR STORES CORP COM 036115103 234 5,300 SH DEFINED 3 0 5,300 0
ANSWERTHINK CONSULTING COM 036916104 238 8,500 SH DEFINED 3 0 8,500 0
GROUP
AO TATNEFT SPONS ADR RG S 03737P306 83 30,300 SH DEFINED 21 0 30,300 0
AON CORP COM 037389103 2,419 38,250 SH DEFINED 3 0 38,250 0
APACHE CORP COM 037411105 573 22,000 SH DEFINED 3 0 22,000 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,080 29,800 SH DEFINED 1 0 29,800 0
689 19,000 SH DEFINED 2 0 19,000 0
5,405 149,100 SH DEFINED 4 0 149,100 0
APHTON CORP COM 03759P101 488 30,000 SH DEFINED 3 0 30,000 0
APOLLO GROUP INC CL A 037604105 245 8,200 SH DEFINED 3 0 8,200 0
APPLE COMPUTER INC COM 037833100 2,756 76,700 SH DEFINED 3 0 76,700 0
APRIA HEALTHCARE GROUP INC COM 037933108 128 10,800 SH DEFINED 3 0 10,800 0
APEX PC SOLUTIONS INC COM 037945102 3,374 242,100 SH DEFINED 3 0 242,100 0
APPLIED MATLS INC COM 038222105 6,502 105,400 SH DEFINED 3 0 105,400 0
APPLIED PWR INC CL A 038225108 3,479 127,660 SH DEFINED 3 0 127,660 0
APTARGROUP INC COM 038336103 385 14,800 SH DEFINED 3 0 14,800 0
ARACRUZ CELULOSE S A SPNSR ADR CL B 038496204 374 25,800 SH DEFINED 21 0 25,800 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,362 365,095 SH DEFINED 1 0 365,095 0
56,161 3,823,760 SH DEFINED 2 0 3,823,760 0
18,179 1,237,707 SH DEFINED 3 0 1,237,707 0
ARCHSTONE CMNTYS TR SH BEN INT 039581103 1,338 66,470 SH DEFINED 1 0 66,470 0
604 30,000 SH DEFINED 2 0 30,000 0
6,675 331,700 SH DEFINED 4 0 331,700 0
ARM HLDGS PLC SPONSORED ADR 042068106 6,148 46,400 SH DEFINED 21 0 46,400 0
ARMCO INC COM 042170100 52 11,800 SH DEFINED 3 0 11,800 0
ARMSTRONG WORLD INDS INC COM 042476101 407 9,000 SH DEFINED 3 0 9,000 0
ARROW ELECTRS INC COM 042735100 151 10,050 SH DEFINED 3 0 10,050 0
ASARCO INC COM 043413103 186 13,500 SH DEFINED 3 0 13,500 0
ASCEND COMMUNICATIONS INC COM 043491109 4,653 55,600 SH DEFINED 3 0 55,600 0
ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 043743202 270 30,800 SH DEFINED 21 0 30,800 0
ASHLAND INC COM 044204105 2,174 53,100 SH DEFINED 1 0 53,100 0
53,640 1,310,300 SH DEFINED 2 0 1,310,300 0
704 17,200 SH DEFINED 3 0 17,200 0
ASPECT DEV INC COM 045234101 1,407 60,500 SH DEFINED 3 0 60,500 0
ASPECT TELECOMMUNICATIONS COM 045237104 78 11,800 SH DEFINED 3 0 11,800 0
COR
ASSOCIATED BANC CORP COM 045487105 212 6,650 SH DEFINED 3 0 6,650 0
AT HOME CORP COM SER A 045919107 646 4,100 SH DEFINED 2 0 4,100 0
7,009 44,500 SH DEFINED 3 0 44,500 0
ASSOCIATES FIRST CAP CORP CL A 046008108 8,610 191,324 SH DEFINED 3 0 191,324 0
ASTORIA FINL CORP COM 046265104 585 11,700 SH DEFINED 3 0 11,700 0
ATLANTIC DATA SERVICES COM 048523104 980 241,200 SH DEFINED 3 0 241,200 0
ATLANTIC RICHFIELD CO COM 048825103 3,276 44,800 SH DEFINED 1 0 44,800 0
17,184 235,400 SH DEFINED 3 0 235,400 0
ATMEL CORP COM 049513104 159 10,500 SH DEFINED 3 0 10,500 0
ATMOS ENERGY CORP COM 049560105 1,088 45,200 SH DEFINED 1 0 45,200 0
334 13,900 SH DEFINED 2 0 13,900 0
174 7,250 SH DEFINED 3 0 7,250 0
3,061 127,200 SH DEFINED 4 0 127,200 0
AURA SYS INC COM 051526101 5 12,100 SH DEFINED 3 0 12,100 0
AUTODESK INC COM 052769106 538 13,300 SH DEFINED 3 0 13,300 0
AUTOMATIC DATA PROCESSING COM 053015103 5,809 140,403 SH DEFINED 3 0 140,403 0
INC
AUTOZONE INC COM 053332102 1,045 34,400 SH DEFINED 3 0 34,400 0
AVERY DENNISON CORP COM 053611109 2,110 36,700 SH DEFINED 3 0 36,700 0
AVON PRODS INC COM 054303102 4,066 86,400 SH DEFINED 1 0 86,400 0
6,946 147,600 SH DEFINED 3 0 147,600 0
AXA-UAP COM 054536107 2,915 44,000 SH DEFINED 3 0 44,000 0
BB&T CORP COM 054937107 2,632 72,724 SH DEFINED 3 0 72,724 0
BCE INC COM 05534B109 1,114 26,200 SH DEFINED 21 0 26,200 0
BEC ENERGY COM 05538M101 3,726 101,400 SH DEFINED 1 0 101,400 0
3,602 98,000 SH DEFINED 2 0 98,000 0
34,472 938,000 SH DEFINED 4 0 938,000 0
BG PLC FINAL INST ADR 055434104 1,539 52,100 SH DEFINED 1 0 52,100 0
1,433 48,900 SH DEFINED 2 0 48,900 0
12,628 430,800 SH DEFINED 4 0 430,800 0
BISYS GROUP INC COM 055472104 889 15,800 SH DEFINED 3 0 15,800 0
BJ SVCS CO COM 055482103 1,781 76,000 SH DEFINED 3 0 76,000 0
BJS WHOLESALE CLUB INC COM 05548J106 206 7,800 SH DEFINED 3 0 7,800 0
BMC SOFTWARE INC COM 055921100 2,570 69,339 SH DEFINED 3 0 69,339 0
BRE PROPERTIES INC CL A 05564E106 889 39,300 SH DEFINED 1 0 39,300 0
BAKER HUGHES INC COM 057224107 1,789 73,590 SH DEFINED 3 0 73,590 0
BALANCE BAR CO COM 057623100 332 33,800 SH DEFINED 3 0 33,800 0
BALL CORP COM 058498106 512 10,900 SH DEFINED 3 0 10,900 0
BALLARD PWR SYS INC COM 05858H104 1,853 60,000 SH DEFINED 3 0 60,000 0
BALTIMORE GAS & ELEC CO COM 059165100 1,257 49,550 SH DEFINED 3 0 49,550 0
BANCO FRANCES DEL RIO DE SPONSORED ADR 059591107 891 50,200 SH DEFINED 21 0 50,200 0
LA PL
BANK NEW YORK INC COM 064057102 9,818 273,200 SH DEFINED 3 0 273,200 0
BANC ONE CORP COM 06423A103 6,010 109,140 SH DEFINED 1 0 109,140 0
84,877 1,541,470 SH DEFINED 2 0 1,541,470 0
34,887 633,586 SH DEFINED 3 0 633,586 0
145 2,640 SH DEFINED 21 0 2,640 0
BANKBOSTON CORP COM 06605R106 3,383 78,100 SH DEFINED 3 0 78,100 0
121 2,800 SH DEFINED 21 0 2,800 0
BANKERS TR CORP COM 066365107 1,897 21,500 SH DEFINED 3 0 21,500 0
BARD C R INC COM 067383109 5,462 108,300 SH DEFINED 1 0 108,300 0
615 12,200 SH DEFINED 3 0 12,200 0
BARNES & NOBLE INC COM 067774109 231 7,200 SH DEFINED 3 0 7,200 0
BARRICK GOLD CORP COM 067901108 2,704 158,500 SH DEFINED 1 0 158,500 0
45,907 2,690,500 SH DEFINED 2 0 2,690,500 0
1,433 84,000 SH DEFINED 3 0 84,000 0
8,014 469,700 SH DEFINED 4 0 469,700 0
BARRA INC COM 068313105 3,471 140,950 SH DEFINED 3 0 140,950 0
BATTLE MTN GOLD CO COM 071593107 225 81,700 SH DEFINED 3 0 81,700 0
BAUSCH & LOMB INC COM 071707103 818 12,600 SH DEFINED 3 0 12,600 0
BAXTER INTL INC COM 071813109 5,293 80,200 SH DEFINED 1 0 80,200 0
48,913 741,100 SH DEFINED 2 0 741,100 0
26,787 405,871 SH DEFINED 3 0 405,871 0
BEAR STEARNS COS INC COM 073902108 6,503 145,530 SH DEFINED 1 0 145,530 0
49,166 1,100,227 SH DEFINED 2 0 1,100,227 0
23,656 529,365 SH DEFINED 3 0 529,365 0
38 840 SH DEFINED 21 0 840 0
BECKMAN COULTER INC COM 075811109 735 16,600 SH DEFINED 1 0 16,600 0
BECTON DICKINSON & CO COM 075887109 2,134 55,700 SH DEFINED 3 0 55,700 0
BED BATH & BEYOND INC COM 075896100 533 14,600 SH DEFINED 3 0 14,600 0
BELL ATLANTIC CORP COM 077853109 7,231 139,908 SH DEFINED 1 0 139,908 0
3,137 60,700 SH DEFINED 2 0 60,700 0
43,065 833,184 SH DEFINED 3 0 833,184 0
31,886 616,900 SH DEFINED 4 0 616,900 0
2,365 46,500 SH DEFINED 21 0 46,500 0
BELLSOUTH CORP COM 079860102 970 24,200 SH DEFINED 1 0 24,200 0
1,983 49,500 SH DEFINED 2 0 49,500 0
19,146 477,900 SH DEFINED 3 0 477,900 0
18,277 456,200 SH DEFINED 4 0 456,200 0
2,207 55,900 SH DEFINED 21 0 55,900 0
BELO A H CORP DEL COM SER A 080555105 232 12,700 SH DEFINED 3 0 12,700 0
BEMIS INC COM 081437105 671 21,600 SH DEFINED 3 0 21,600 0
BENCHMARK ELECTRS INC COM 08160H101 2,037 67,900 SH DEFINED 3 0 67,900 0
BERGEN BRUNSWIG CORP CL A 083739102 2,272 113,600 SH DEFINED 1 0 113,600 0
1,750 87,512 SH DEFINED 3 0 87,512 0
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1,208 514 SH DEFINED 1 0 514 0
BEST BUY INC COM 086516101 385 7,400 SH DEFINED 2 0 7,400 0
6,089 117,100 SH DEFINED 3 0 117,100 0
BESTFOODS COM 08658U101 1,542 32,800 SH DEFINED 1 0 32,800 0
5,278 112,300 SH DEFINED 3 0 112,300 0
BETHLEHEM STL CORP COM 087509105 2,692 326,306 SH DEFINED 3 0 326,306 0
BEVERLY ENTERPRISES INC COM NEW 087851309 2,947 575,100 SH DEFINED 1 0 575,100 0
10,941 2,134,900 SH DEFINED 3 0 2,134,900 0
BIO TECHNOLOGY GEN CORP COM 090578105 66 11,100 SH DEFINED 3 0 11,100 0
BIOGEN INC COM 090597105 617 5,400 SH DEFINED 2 0 5,400 0
8,722 76,300 SH DEFINED 3 0 76,300 0
1,057 10,000 SH DEFINED 21 0 10,000 0
BIOMET INC COM 090613100 1,061 25,300 SH DEFINED 3 0 25,300 0
BLACK & DECKER CORP COM 091797100 1,131 20,400 SH DEFINED 3 0 20,400 0
BLACK BOX CORP DEL COM 091826107 2,452 79,100 SH DEFINED 3 0 79,100 0
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CP
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CORP
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CORP
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COMMUNICATIONS
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CORP
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CORPORATIO
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INC
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DISTRB
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CO
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COMPX INTERNATIONAL INC CL A 20563P101 139 10,900 SH DEFINED 3 0 10,900 0
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CORP
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17
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COR
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INC
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JENRETTE NW
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DOW CHEM CO COM 260543103 5,838 62,650 SH DEFINED 1 0 62,650 0
28,413 304,900 SH DEFINED 2 0 304,900 0
21,442 230,100 SH DEFINED 3 0 230,100 0
DOW JONES & CO INC COM 260561105 996 21,100 SH DEFINED 3 0 21,100 0
DU PONT E I DE NEMOURS & CO COM 263534109 209 3,600 SH DEFINED 1 0 3,600 0
28,021 482,600 SH DEFINED 2 0 482,600 0
15,851 273,000 SH DEFINED 3 0 273,000 0
DUCOMMUN INC DEL COM 264147109 1,314 140,150 SH DEFINED 3 0 140,150 0
DUKE ENERGY CORP COM 264399106 328 6,000 SH DEFINED 1 0 6,000 0
737 13,500 SH DEFINED 2 0 13,500 0
5,827 106,672 SH DEFINED 3 0 106,672 0
6,992 128,000 SH DEFINED 4 0 128,000 0
1,093 20,000 SH DEFINED 21 0 20,000 0
DUKE REALTY INVT INC COM NEW 264411505 239 11,100 SH DEFINED 1 0 11,100 0
570 26,500 SH DEFINED 2 0 26,500 0
5,667 263,600 SH DEFINED 4 0 263,600 0
DUN & BRADSTREET CORP DEL COM 26483B106 420 11,800 SH DEFINED 1 0 11,800 0
1,340 37,600 SH DEFINED 3 0 37,600 0
DURA AUTOMOTIVE SYSTEMS CL A 265903104 1,797 63,600 SH DEFINED 3 0 63,600 0
CORP
DUPONT PHOTOMASKS INC COM 26613X101 503 12,700 SH DEFINED 3 0 12,700 0
DYCOM INDS INC COM 267475101 6,040 138,850 SH DEFINED 3 0 138,850 0
EG & G INC COM 268457108 266 10,100 SH DEFINED 3 0 10,100 0
E M C CORP MASS COM 268648102 1,840 14,400 SH DEFINED 2 0 14,400 0
43,294 338,900 SH DEFINED 3 0 338,900 0
1,807 15,200 SH DEFINED 21 0 15,200 0
E M C CORP MASS SUB NT CV 268648AC6 25,605 4,520,000 SH DEFINED 2 0 4,520,000 0
144A02
EMC CORP SB NT CV 26865YAA2 340 60,000 SH DEFINED 1 0 60,000 0
3.25%02
22,037 3,890,000 SH DEFINED 2 0 3,890,000 0
ENSCO INTL INC COM 26874Q100 2,750 206,600 SH DEFINED 1 0 206,600 0
12,788 960,600 SH DEFINED 3 0 960,600 0
ESAT TELECOM GROUP PLC SPONSORED ADR 26883Y102 251 6,000 SH DEFINED 3 0 6,000 0
7,290 175,600 SH DEFINED 21 0 175,600 0
ETEC SYS INC COM 26922C103 236 8,000 SH DEFINED 2 0 8,000 0
5,269 179,000 SH DEFINED 3 0 179,000 0
E TOWN COM 269242103 1,552 38,500 SH DEFINED 1 0 38,500 0
E TRADE GROUP INC COM 269246104 816 14,000 SH DEFINED 2 0 14,000 0
13,598 233,200 SH DEFINED 3 0 233,200 0
EAGLE HARDWARE & GARDEN INC COM 26959B101 248 6,500 SH DEFINED 3 0 6,500 0
EARTHGRAINS CO COM 270319106 3,224 145,300 SH DEFINED 3 0 145,300 0
EASTERN ENTERPRISES COM 27637F100 291 8,000 SH DEFINED 3 0 8,000 0
EASTMAN CHEM CO COM 277432100 750 17,825 SH DEFINED 3 0 17,825 0
EASTMAN KODAK CO COM 277461109 5,129 80,300 SH DEFINED 1 0 80,300 0
30,807 482,300 SH DEFINED 2 0 482,300 0
21,775 340,900 SH DEFINED 3 0 340,900 0
EATON CORP COM 278058102 1,151 16,100 SH DEFINED 3 0 16,100 0
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,077 13,200 SH DEFINED 2 0 13,200 0
12,431 152,300 SH DEFINED 3 0 152,300 0
ECOLAB INC COM 278865100 1,032 29,080 SH DEFINED 3 0 29,080 0
EDISON INTL COM 281020107 3,042 136,700 SH DEFINED 1 0 136,700 0
3,691 165,900 SH DEFINED 2 0 165,900 0
2,370 106,500 SH DEFINED 3 0 106,500 0
35,213 1,582,600 SH DEFINED 4 0 1,582,600 0
EDWARDS AG INC COM 281760108 326 9,987 SH DEFINED 3 0 9,987 0
EL PASO ENERGY CORP DEL COM 283905107 3,550 108,600 SH DEFINED 1 0 108,600 0
4,249 130,000 SH DEFINED 2 0 130,000 0
412 12,600 SH DEFINED 3 0 12,600 0
40,604 1,242,200 SH DEFINED 4 0 1,242,200 0
948 29,000 SH DEFINED 21 0 29,000 0
ELAN PLC ADR 284131208 1,416 20,300 SH DEFINED 3 0 20,300 0
7,557 108,350 SH DEFINED 21 0 108,350 0
ELECTRO SCIENTIFIC INDS COM 285229100 1,121 24,100 SH DEFINED 3 0 24,100 0
ELECTRONIC ARTS INC COM 285512109 304 6,400 SH DEFINED 3 0 6,400 0
ELECTRONIC DATA SYS NEW COM 285661104 8,847 181,700 SH DEFINED 1 0 181,700 0
120,414 2,473,200 SH DEFINED 2 0 2,473,200 0
30,917 635,000 SH DEFINED 3 0 635,000 0
ELECTRONICS FOR IMAGING INC COM 286082102 269 6,900 SH DEFINED 3 0 6,900 0
ELF AQUITAINE SPONSORED ADR 286269105 451 6,700 SH DEFINED 2 0 6,700 0
5,149 76,500 SH DEFINED 3 0 76,500 0
EMERSON ELEC CO COM 291011104 22,922 433,000 SH DEFINED 2 0 433,000 0
5,670 107,100 SH DEFINED 3 0 107,100 0
ENDESA S A SPONSORED ADR 29258N107 368 14,800 SH DEFINED 2 0 14,800 0
3,980 160,000 SH DEFINED 4 0 160,000 0
945 38,000 SH DEFINED 21 0 38,000 0
ENERGEN CORP COM 29265N108 1,244 83,300 SH DEFINED 1 0 83,300 0
ENERGY EAST CORP COM 29266M109 347 6,600 SH DEFINED 3 0 6,600 0
ENGELHARD CORP COM 292845104 2,410 142,262 SH DEFINED 3 0 142,262 0
ENHANCE FINL SVCS GROUP INC COM 293310108 2,964 130,300 SH DEFINED 3 0 130,300 0
ENRON CORP COM 293561106 5,095 79,306 SH DEFINED 1 0 79,306 0
44,056 685,691 SH DEFINED 2 0 685,691 0
13,415 208,800 SH DEFINED 3 0 208,800 0
20,231 314,876 SH DEFINED 4 0 314,876 0
ENTERGY CORP NEW COM 29364G103 4,029 146,500 SH DEFINED 1 0 146,500 0
42,988 1,563,200 SH DEFINED 2 0 1,563,200 0
23,614 858,700 SH DEFINED 3 0 858,700 0
27,302 992,800 SH DEFINED 4 0 992,800 0
825 30,000 SH DEFINED 21 0 30,000 0
EQUANT N V NY REG SHS 294409107 13,216 176,750 SH DEFINED 21 0 176,750 0
EQUIFAX INC COM 294429105 1,141 33,200 SH DEFINED 3 0 33,200 0
EQUITABLE RES INC COM 294549100 1,001 38,400 SH DEFINED 1 0 38,400 0
641 24,600 SH DEFINED 2 0 24,600 0
128 4,900 SH DEFINED 3 0 4,900 0
6,998 268,500 SH DEFINED 4 0 268,500 0
EQUITY OFFICE PROPERTIES COM 294741103 633 24,900 SH DEFINED 2 0 24,900 0
TRUST
6,273 246,600 SH DEFINED 4 0 246,600 0
267 10,500 SH DEFINED 1 0 10,500 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1,520 36,843 SH DEFINED 1 0 36,843 0
738 17,900 SH DEFINED 2 0 17,900 0
7,363 178,500 SH DEFINED 4 0 178,500 0
ESSEX PPTY TR INC COM 297178105 930 35,600 SH DEFINED 1 0 35,600 0
ETHAN ALLEN INTERIORS INC COM 297602104 324 7,800 SH DEFINED 3 0 7,800 0
ETHYL CORP COM 297659104 72 16,900 SH DEFINED 3 0 16,900 0
EXCITE INC COM 300904109 490 3,500 SH DEFINED 3 0 3,500 0
EXECUTIVE RISK INC COM 301586103 2,634 37,100 SH DEFINED 3 0 37,100 0
EXODUS COMMUNICATIONS INC COM 302088109 377 2,800 SH DEFINED 3 0 2,800 0
EXPEDITORS INTL WASH INC COM 302130109 2,452 45,400 SH DEFINED 3 0 45,400 0
EXPRESS SCRIPTS INC CL A 302182100 4,263 49,600 SH DEFINED 3 0 49,600 0
EXXON CORP COM 302290101 2,420 34,300 SH DEFINED 1 0 34,300 0
63,669 902,300 SH DEFINED 2 0 902,300 0
65,800 932,500 SH DEFINED 3 0 932,500 0
F M C CORP COM NEW 302491303 365 7,400 SH DEFINED 3 0 7,400 0
FPL GROUP INC COM 302571104 6,081 114,200 SH DEFINED 1 0 114,200 0
39,357 739,100 SH DEFINED 2 0 739,100 0
22,163 416,200 SH DEFINED 3 0 416,200 0
14,654 275,200 SH DEFINED 4 0 275,200 0
FACTSET RESH SYS INC COM 303075105 253 5,850 SH DEFINED 1 0 5,850 0
5,614 129,800 SH DEFINED 3 0 129,800 0
FAMILY DLR STORES INC COM 307000109 416 18,100 SH DEFINED 3 0 18,100 0
FDX CORP COM 31304N107 3,364 36,240 SH DEFINED 3 0 36,240 0
FEDERAL HOME LN MTG CORP COM 313400301 497 8,700 SH DEFINED 2 0 8,700 0
17,549 307,200 SH DEFINED 3 0 307,200 0
FEDERAL MOGUL CORP COM 313549107 318 7,400 SH DEFINED 3 0 7,400 0
FEDERAL NATL MTG ASSN COM 313586109 22,416 323,700 SH DEFINED 3 0 323,700 0
118 1,700 SH DEFINED 21 0 1,700 0
FEDERAL SIGNAL CORP COM 313855108 223 10,700 SH DEFINED 3 0 10,700 0
FEDERATED DEPT STORES INC COM 31410H101 1,850 46,100 SH DEFINED 3 0 46,100 0
DEL
FERRO CORP COM 315405100 207 8,350 SH DEFINED 3 0 8,350 0
FIFTH THIRD BANCORP COM 316773100 3,956 60,000 SH DEFINED 3 0 60,000 0
FINOVA GROUP INC COM 317928109 337 6,500 SH DEFINED 3 0 6,500 0
FIRST AMERN FINL CORP COM 318522307 202 12,750 SH DEFINED 3 0 12,750 0
FIRST DATA CORP COM 319963104 8,691 203,300 SH DEFINED 1 0 203,300 0
78,681 1,840,500 SH DEFINED 2 0 1,840,500 0
39,411 921,900 SH DEFINED 3 0 921,900 0
FIRST INDUSTRIAL REALTY COM 32054K103 1,764 73,700 SH DEFINED 1 0 73,700 0
TRUST
1,300 54,300 SH DEFINED 2 0 54,300 0
120 5,000 SH DEFINED 3 0 5,000 0
12,036 502,800 SH DEFINED 4 0 502,800 0
FIRST MIDWEST BANCORP DEL COM 320867104 247 6,504 SH DEFINED 3 0 6,504 0
FIRST SEC CORP DEL COM 336294103 383 19,825 SH DEFINED 3 0 19,825 0
46 2,400 SH DEFINED 21 0 2,400 0
FIRST TENN NATL CORP COM 337162101 494 13,500 SH DEFINED 3 0 13,500 0
55 1,500 SH DEFINED 21 0 1,500 0
FIRST UN CORP COM 337358105 3,164 59,200 SH DEFINED 1 0 59,200 0
33,895 634,300 SH DEFINED 2 0 634,300 0
16,491 308,598 SH DEFINED 3 0 308,598 0
107 2,000 SH DEFINED 21 0 2,000 0
FIRST VA BANKS INC COM 337477103 242 5,300 SH DEFINED 3 0 5,300 0
312 6,830 SH DEFINED 21 0 6,830 0
FISERV INC COM 337738108 464 8,650 SH DEFINED 3 0 8,650 0
FIRSTFED FINL CORP COM 337907109 3,196 199,000 SH DEFINED 3 0 199,000 0
FIRSTMERIT CORP COM 337915102 235 9,115 SH DEFINED 3 0 9,115 0
FIRSTENERGY CORP COM 337932107 1,274 45,600 SH DEFINED 1 0 45,600 0
2,137 76,500 SH DEFINED 2 0 76,500 0
2,003 71,700 SH DEFINED 3 0 71,700 0
21,735 778,000 SH DEFINED 4 0 778,000 0
FLEET FINL GROUP INC NEW COM 338915101 5,498 146,120 SH DEFINED 3 0 146,120 0
301 8,000 SH DEFINED 21 0 8,000 0
FLEETWOOD ENTERPRISES INC COM 339099103 223 7,800 SH DEFINED 3 0 7,800 0
FLORIDA PROGRESS CORP COM 341109106 2,529 67,000 SH DEFINED 1 0 67,000 0
2,499 66,200 SH DEFINED 2 0 66,200 0
385 10,200 SH DEFINED 3 0 10,200 0
24,885 659,200 SH DEFINED 4 0 659,200 0
FLOWERS INDS INC COM 343496105 259 10,525 SH DEFINED 3 0 10,525 0
FLOWSERVE CORP COM 34354P105 801 51,500 SH DEFINED 1 0 51,500 0
FLUOR CORP COM 343861100 459 17,000 SH DEFINED 3 0 17,000 0
FOOD LION INC CL B 344775101 7,092 788,000 SH DEFINED 2 0 788,000 0
FOOD LION INC CL A 344775200 10,449 1,135,400 SH DEFINED 2 0 1,135,400 0
FOODMAKER INC NEW COM NEW 344839204 212 8,300 SH DEFINED 3 0 8,300 0
FORD MTR CO DEL COM 345370100 244 4,300 SH DEFINED 1 0 4,300 0
30,872 544,000 SH DEFINED 2 0 544,000 0
20,146 355,000 SH DEFINED 3 0 355,000 0
FORE SYSTEMS INC COM 345449102 221 11,700 SH DEFINED 3 0 11,700 0
FOREST LABS INC CL A 345838106 490 8,700 SH DEFINED 3 0 8,700 0
FORT JAMES CORP COM 347471104 1,572 49,600 SH DEFINED 3 0 49,600 0
FORTUNE BRANDS INC COM 349631101 1,489 38,500 SH DEFINED 3 0 38,500 0
FOSTER WHEELER CORP COM 350244109 176 14,500 SH DEFINED 3 0 14,500 0
FOUNDATION HEALTH SYS INC COM 350404109 156 12,840 SH DEFINED 3 0 12,840 0
FRANKLIN RES INC COM 354613101 1,603 57,000 SH DEFINED 3 0 57,000 0
FREEPORT-MCMORAN COPPER & CL B 35671D857 413 38,000 SH DEFINED 3 0 38,000 0
GOL
359 33,000 SH DEFINED 21 0 33,000 0
FREMONT GEN CORP COM 357288109 2,524 132,400 SH DEFINED 3 0 132,400 0
FRIEDE GOLDMAN COM 358430106 286 17,900 SH DEFINED 3 0 17,900 0
INTERNATIONAL
FRONTIER CORPORATION COM 35906P105 591 11,400 SH DEFINED 1 0 11,400 0
1,157 22,300 SH DEFINED 2 0 22,300 0
6,412 123,600 SH DEFINED 3 0 123,600 0
9,431 181,800 SH DEFINED 4 0 181,800 0
1,310 27,300 SH DEFINED 21 0 27,300 0
FURNITURE BRANDS INTL INC COM 360921100 562 25,400 SH DEFINED 3 0 25,400 0
FURON CO COM 361106107 2,645 209,500 SH DEFINED 3 0 209,500 0
G & K SVCS INC CL A 361268105 667 14,450 SH DEFINED 3 0 14,450 0
GPU INC COM 36225X100 1,470 39,400 SH DEFINED 3 0 39,400 0
GTE CORP COM 362320103 10,279 169,900 SH DEFINED 1 0 169,900 0
131,733 2,177,400 SH DEFINED 2 0 2,177,400 0
35,350 584,300 SH DEFINED 3 0 584,300 0
42,162 696,900 SH DEFINED 4 0 696,900 0
5,825 99,400 SH DEFINED 21 0 99,400 0
GABLES RESIDENTIAL TR SH BEN INT 362418105 2,065 94,000 SH DEFINED 1 0 94,000 0
1,039 47,100 SH DEFINED 2 0 47,100 0
75 3,400 SH DEFINED 3 0 3,400 0
8,776 397,800 SH DEFINED 4 0 397,800 0
GANNETT INC COM 364730101 4,649 73,800 SH DEFINED 3 0 73,800 0
GAP INC DEL COM 364760108 10,238 152,100 SH DEFINED 3 0 152,100 0
1,245 20,000 SH DEFINED 21 0 20,000 0
GATEWAY 2000 INC COM 367833100 2,825 41,200 SH DEFINED 3 0 41,200 0
GENERAL DYNAMICS CORP COM 369550108 1,834 28,540 SH DEFINED 3 0 28,540 0
GENERAL ELEC CO COM 369604103 321 2,900 SH DEFINED 1 0 2,900 0
43,100 389,600 SH DEFINED 2 0 389,600 0
100,890 912,000 SH DEFINED 3 0 912,000 0
2,608 25,000 SH DEFINED 21 0 25,000 0
GENERAL INSTR CORP DEL COM 370120107 1,149 37,900 SH DEFINED 3 0 37,900 0
GENERAL MLS INC COM 370334104 1,564 20,700 SH DEFINED 1 0 20,700 0
38,884 514,600 SH DEFINED 2 0 514,600 0
2,599 34,400 SH DEFINED 3 0 34,400 0
GENERAL MTRS CORP COM 370442105 10,962 126,050 SH DEFINED 1 0 126,050 0
62,194 715,900 SH DEFINED 2 0 715,900 0
38,242 440,200 SH DEFINED 3 0 440,200 0
GENERAL MTRS CORP CL H NEW 370442832 1,395 29,500 SH DEFINED 21 0 29,500 0
GENTEX CORP COM 371901109 617 28,600 SH DEFINED 2 0 28,600 0
11,333 525,600 SH DEFINED 3 0 525,600 0
GENESIS MICROCHIP INC COM 371933102 1,971 83,000 SH DEFINED 21 0 83,000 0
GENSIA SICOR INC COM 372450106 29 10,400 SH DEFINED 3 0 10,400 0
GENUINE PARTS CO COM 372460105 1,165 40,450 SH DEFINED 3 0 40,450 0
GENZYME CORP COM GENL DIV 372917104 646 12,800 SH DEFINED 3 0 12,800 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 1,492 20,100 SH DEFINED 3 0 20,100 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 206 9,200 SH DEFINED 3 0 9,200 0
GILLETTE CO COM 375766102 15,864 266,900 SH DEFINED 3 0 266,900 0
GLOBAL MARINE INC COM 379352404 214 18,200 SH DEFINED 3 0 18,200 0
GLOBAL TELESYSTEMS GROUP COM 37936U104 2,102 39,000 SH DEFINED 21 0 39,000 0
GOLDEN ST BANCORP INC COM 381197102 441 19,800 SH DEFINED 3 0 19,800 0
GOLDEN WEST FINL CORP DEL COM 381317106 1,222 12,800 SH DEFINED 3 0 12,800 0
GOODRICH B F CO COM 382388106 573 16,700 SH DEFINED 3 0 16,700 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,748 35,100 SH DEFINED 3 0 35,100 0
GRACE W R & CO DEL NEW COM 38388F108 200 16,500 SH DEFINED 3 0 16,500 0
GRAINGER W W INC COM 384802104 922 21,400 SH DEFINED 3 0 21,400 0
GREAT ATLANTIC & PAC TEA COM 390064103 327 10,900 SH DEFINED 3 0 10,900 0
INC
GREAT LAKES CHEM CORP COM 390568103 489 13,300 SH DEFINED 3 0 13,300 0
GREENPOINT FINL CORP COM 395384100 399 11,512 SH DEFINED 3 0 11,512 0
GREY ADVERTISING INC COM 397838103 868 2,500 SH DEFINED 1 0 2,500 0
GREY WOLF INC COM 397888108 27 19,100 SH DEFINED 3 0 19,100 0
GRUPO RADIO CENTRO S A DE SPONSORED ADR 40049C102 125 22,800 SH DEFINED 21 0 22,800 0
C V
GRUPO TELEVISA SA DE CV SPN ADR REPORD 40049J206 772 24,600 SH DEFINED 21 0 24,600 0
GTECH HLDGS CORP COM 400518106 232 9,500 SH DEFINED 3 0 9,500 0
GUIDANT CORP COM 401698105 460 7,600 SH DEFINED 2 0 7,600 0
11,489 189,900 SH DEFINED 3 0 189,900 0
GULF ISLAND FABRICATION INC COM 402307102 249 23,700 SH DEFINED 3 0 23,700 0
GULFSTREAM AEROSPACE CORP COM 402734107 516 11,900 SH DEFINED 2 0 11,900 0
5,964 137,500 SH DEFINED 3 0 137,500 0
HCC INS HLDGS INC COM 404132102 2,849 148,000 SH DEFINED 3 0 148,000 0
HRPT PPTYS TR COM SH BEN INT 40426W101 309 22,900 SH DEFINED 1 0 22,900 0
656 48,600 SH DEFINED 2 0 48,600 0
5,349 396,200 SH DEFINED 4 0 396,200 0
HSB GROUP INC COM 40428N109 256 6,900 SH DEFINED 3 0 6,900 0
HUBCO INC COM 404382103 323 9,609 SH DEFINED 3 0 9,609 0
HADCO CORP COM 404681108 2,378 75,500 SH DEFINED 3 0 75,500 0
HAGLER BAILLY INC COM 405183104 212 26,500 SH DEFINED 3 0 26,500 0
HALLIBURTON CO COM 406216101 219 5,700 SH DEFINED 1 0 5,700 0
27,882 724,200 SH DEFINED 2 0 724,200 0
11,808 306,700 SH DEFINED 3 0 306,700 0
HANNA M A CO COM 410522106 141 11,000 SH DEFINED 3 0 11,000 0
HANOVER COMPRESSOR CO COM 410768105 628 23,700 SH DEFINED 3 0 23,700 0
HANOVER DIRECT INC COM 410783104 43 15,300 SH DEFINED 3 0 15,300 0
HARCOURT GEN INC COM 41163G101 709 16,000 SH DEFINED 3 0 16,000 0
HARKEN ENERGY CORP COM 412552101 28 17,300 SH DEFINED 3 0 17,300 0
HARLEY DAVIDSON INC COM 412822108 2,346 40,800 SH DEFINED 3 0 40,800 0
HARNISCHFEGER INDS INC COM 413345109 58 10,278 SH DEFINED 3 0 10,278 0
HARRAHS ENTMT INC COM 413619107 590 30,950 SH DEFINED 3 0 30,950 0
HARRIS CORP DEL COM 413875105 515 18,000 SH DEFINED 3 0 18,000 0
HARTFORD FINL SVCS GROUP COM 416515104 5,255 92,500 SH DEFINED 1 0 92,500 0
INC
21,015 369,900 SH DEFINED 3 0 369,900 0
91 1,600 SH DEFINED 21 0 1,600 0
HARTFORD LIFE INC CL A 416592103 1,155 21,000 SH DEFINED 3 0 21,000 0
HASBRO INC COM 418056107 5,599 193,500 SH DEFINED 1 0 193,500 0
21,425 740,400 SH DEFINED 3 0 740,400 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 266 7,600 SH DEFINED 3 0 7,600 0
HEALTH CARE PPTY INVS INC COM 421915109 1,366 47,500 SH DEFINED 1 0 47,500 0
1,035 36,000 SH DEFINED 2 0 36,000 0
118 4,100 SH DEFINED 3 0 4,100 0
8,251 287,000 SH DEFINED 4 0 287,000 0
HEALTHSOUTH CORP COM 421924101 1,274 122,800 SH DEFINED 3 0 122,800 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 322 26,425 SH DEFINED 3 0 26,425 0
HEALTHCARE FINANCIAL COM 42219W108 2,385 91,300 SH DEFINED 3 0 91,300 0
PARTNERS
HEARTLAND EXPRESS INC COM 422347104 513 33,745 SH DEFINED 3 0 33,745 0
HEILIG MEYERS CO COM 422893107 73 14,050 SH DEFINED 3 0 14,050 0
HEINZ H J CO COM 423074103 261 5,500 SH DEFINED 1 0 5,500 0
34,956 737,850 SH DEFINED 2 0 737,850 0
4,335 91,500 SH DEFINED 3 0 91,500 0
HELLER FINANCIAL INC CL A 423328103 891 37,900 SH DEFINED 3 0 37,900 0
HELMERICH & PAYNE INC COM 423452101 404 17,800 SH DEFINED 3 0 17,800 0
HENRY JACK & ASSOC INC COM 426281101 397 10,800 SH DEFINED 3 0 10,800 0
HERCULES INC COM 427056106 859 34,000 SH DEFINED 3 0 34,000 0
HERSHEY FOODS CORP COM 427866108 1,803 32,200 SH DEFINED 3 0 32,200 0
HEWLETT PACKARD CO COM 428236103 16,851 248,500 SH DEFINED 2 0 248,500 0
19,910 293,600 SH DEFINED 3 0 293,600 0
HEXCEL CORP NEW SUB NT CV 428291AA6 2,069 2,500,000 SH DEFINED 5 0 2,500,000 0
7%03
HIBERNIA CORP CL A 428656102 215 16,400 SH DEFINED 3 0 16,400 0
HILLENBRAND INDS INC COM 431573104 1,270 27,500 SH DEFINED 1 0 27,500 0
822 17,800 SH DEFINED 3 0 17,800 0
HILTON HOTELS CORP COM 432848109 825 58,700 SH DEFINED 3 0 58,700 0
HOLLINGER INTL INC CL A 435569108 1,857 136,944 SH DEFINED 3 0 136,944 0
HOME DEPOT INC COM 437076102 1,096 17,600 SH DEFINED 2 0 17,600 0
40,101 644,200 SH DEFINED 3 0 644,200 0
2,414 41,600 SH DEFINED 21 0 41,600 0
HOME DEPOT INC SB NT CV 437076AE2 394 145,000 SH DEFINED 1 0 145,000 0
3.25%01
53,498 19,710,000SH DEFINED 2 0 19,710,000 0
HOMESTAKE MNG CO COM 437614100 464 53,800 SH DEFINED 3 0 53,800 0
HON INDS INC COM 438092108 1,713 78,100 SH DEFINED 3 0 78,100 0
HONEYWELL INC COM 438506107 2,145 28,300 SH DEFINED 3 0 28,300 0
HOOPER HOLMES INC COM 439104100 3,111 199,100 SH DEFINED 3 0 199,100 0
HORMEL FOODS CORP COM 440452100 274 7,700 SH DEFINED 3 0 7,700 0
HOUGHTON MIFFLIN CO COM 441560109 300 6,400 SH DEFINED 3 0 6,400 0
HOUSEHOLD INTL INC COM 441815107 5,555 121,759 SH DEFINED 3 0 121,759 0
HUBBELL INC CL B 443510201 275 6,880 SH DEFINED 3 0 6,880 0
HUMANA INC COM 444859102 650 37,700 SH DEFINED 3 0 37,700 0
HUNTINGTON BANCSHARES INC COM 446150104 1,470 47,500 SH DEFINED 3 0 47,500 0
HYPERION 1999 TERM TR INC COM 448913103 2,175 300,000 SH DEFINED 2 0 300,000 0
ICN PHARMACEUTICALS INC NEW COM 448924100 202 8,000 SH DEFINED 3 0 8,000 0
IDT CORP COM 448947101 454 25,200 SH DEFINED 3 0 25,200 0
IDEC PHARMACEUTICALS CORP COM 449370105 683 13,300 SH DEFINED 3 0 13,300 0
IDG BOOKS WORLDWIDE INC CL A 449384106 1,122 45,000 SH DEFINED 3 0 45,000 0
IMC GLOBAL INC COM 449669100 245 12,000 SH DEFINED 3 0 12,000 0
IMS HEALTH INC COM 449934108 2,388 72,100 SH DEFINED 3 0 72,100 0
ITT EDUCATIONAL SERVICES COM 45068B109 4,942 131,575 SH DEFINED 3 0 131,575 0
INC
IXC COMMUNICATIONS INC COM 450713102 486 10,600 SH DEFINED 2 0 10,600 0
9,528 207,700 SH DEFINED 3 0 207,700 0
1,285 28,000 SH DEFINED 21 0 28,000 0
ITT INDS INC IND COM 450911102 899 25,400 SH DEFINED 3 0 25,400 0
ICON PUB LTD CO SPONSORED ADR 45103T107 2,632 181,530 SH DEFINED 21 0 181,530 0
IKON OFFICE SOLUTIONS INC COM 451713101 424 33,100 SH DEFINED 3 0 33,100 0
ILLINOIS TOOL WKS INC COM 452308109 3,484 56,300 SH DEFINED 3 0 56,300 0
ILLINOVA CORP COM 452317100 947 44,700 SH DEFINED 1 0 44,700 0
1,513 71,400 SH DEFINED 2 0 71,400 0
159 7,500 SH DEFINED 3 0 7,500 0
16,149 762,200 SH DEFINED 4 0 762,200 0
IMPERIAL CR INDS INC COM 452729106 591 80,854 SH DEFINED 3 0 80,854 0
INCO LTD COM 453258402 498 37,400 SH DEFINED 3 0 37,400 0
INCO LTD DEB CONV 453258AK1 1,316 1,500,000 SH DEFINED 2 0 1,500,000 0
5.75%04
439 500,000 SH DEFINED 3 0 500,000 0
INCOME OPPORTUNITIES FD COM 45333P107 9,750 1,000,000 SH DEFINED 2 0 1,000,000 0
1999
INCOME OPPORTUNITIES FD COM 45333Q105 1,999 205,000 SH DEFINED 2 0 205,000 0
2000
INDEPENDENT ENERGY HLDGS SPONSORES ADR 45384X108 2,815 285,100 SH DEFINED 21 0 285,100 0
PLC
INFORMIX CORP COM 456779107 298 40,400 SH DEFINED 3 0 40,400 0
INFOSEEK CORP COM 45678M107 977 13,200 SH DEFINED 3 0 13,200 0
INGERSOLL RAND CO COM 456866102 5,761 116,100 SH DEFINED 1 0 116,100 0
32,207 649,000 SH DEFINED 2 0 649,000 0
28,887 582,100 SH DEFINED 3 0 582,100 0
INKTOMI CORP COM 457277101 635 7,400 SH DEFINED 2 0 7,400 0
8,309 96,900 SH DEFINED 3 0 96,900 0
INSIGHT ENTERPRISES INC COM 45765U103 613 24,775 SH DEFINED 3 0 24,775 0
INTEGRATED DEVICE COM 458118106 105 19,500 SH DEFINED 3 0 19,500 0
TECHNOLOGY
INTEL CORP COM 458140100 12,306 103,300 SH DEFINED 2 0 103,300 0
55,631 467,000 SH DEFINED 3 0 467,000 0
1,759 16,000 SH DEFINED 21 0 16,000 0
INTERFACE INC CL A 458665106 115 11,900 SH DEFINED 3 0 11,900 0
INTERIM SVCS INC COM 45868P100 171 11,400 SH DEFINED 3 0 11,400 0
INTERNATIONAL BUSINESS COM 459200101 12,035 67,900 SH DEFINED 1 0 67,900 0
MACHS
94,971 535,800 SH DEFINED 2 0 535,800 0
73,080 412,300 SH DEFINED 3 0 412,300 0
1,459 8,900 SH DEFINED 21 0 8,900 0
INTERNATIONAL COM 459506101 898 23,900 SH DEFINED 3 0 23,900 0
FLAVORS&FRAGRAN
INTERNATIONAL ISOTOPES INC COM 45972C102 370 40,000 SH DEFINED 3 0 40,000 0
INTERNATIONAL GAME COM 459902102 165 11,300 SH DEFINED 3 0 11,300 0
TECHNOLOGY
INTERNATIONAL NETWORK SVCS COM 460053101 734 10,500 SH DEFINED 2 0 10,500 0
8,686 124,200 SH DEFINED 3 0 124,200 0
INTL PAPER CO COM 460146103 3,425 81,176 SH DEFINED 3 0 81,176 0
INTERPUBLIC GROUP COS INC COM 460690100 2,434 31,250 SH DEFINED 3 0 31,250 0
INTERSTATE ENERGY CORP WISE COM 460845100 215 8,100 SH DEFINED 3 0 8,100 0
INTUIT COM 461202103 641 6,300 SH DEFINED 3 0 6,300 0
IPALCO ENTERPRISES INC COM 462613100 206 9,400 SH DEFINED 3 0 9,400 0
IVAX CORP COM 465823102 293 24,800 SH DEFINED 3 0 24,800 0
JABIL CIRCUIT INC COM 466313103 656 16,200 SH DEFINED 3 0 16,200 0
JACOBS ENGR GROUP INC DEL COM 469814107 217 5,500 SH DEFINED 3 0 5,500 0
JACOR COMMUNUNICATIONS INC CL A 469858401 2,736 36,000 SH DEFINED 3 0 36,000 0
JEFFERIES GROUP INC COM 472318104 2,471 52,100 SH DEFINED 3 0 52,100 0
JEFFERSON PILOT CORP COM 475070108 1,615 23,837 SH DEFINED 3 0 23,837 0
JOHNSON & JOHNSON COM 478160104 215 2,300 SH DEFINED 1 0 2,300 0
27,984 298,700 SH DEFINED 2 0 298,700 0
39,105 417,400 SH DEFINED 3 0 417,400 0
994 11,300 SH DEFINED 21 0 11,300 0
JOHNSON CTLS INC COM 478366107 5,514 88,400 SH DEFINED 1 0 88,400 0
36,090 578,600 SH DEFINED 2 0 578,600 0
20,690 331,700 SH DEFINED 3 0 331,700 0
JONES APPAREL GROUP INC COM 480074103 595 21,300 SH DEFINED 3 0 21,300 0
JONES PHARMA INC COM 480236108 202 5,800 SH DEFINED 3 0 5,800 0
JOSTENS INC COM 481088102 275 12,952 SH DEFINED 3 0 12,952 0
KLA-TENCORP CORP COM 482480100 957 19,700 SH DEFINED 3 0 19,700 0
KLM ROYAL DUTCH AIRLS COM N Y REG 482516101 448 16,131 SH DEFINED 1 0 16,131 0
11,433 412,000 SH DEFINED 3 0 412,000 0
K MART CORP COM 482584109 5,437 323,400 SH DEFINED 1 0 323,400 0
41,043 2,441,200 SH DEFINED 2 0 2,441,200 0
20,938 1,245,400 SH DEFINED 3 0 1,245,400 0
KN ENERGY INC COM 482620101 1,067 53,500 SH DEFINED 1 0 53,500 0
2,123 106,500 SH DEFINED 2 0 106,500 0
1,540 77,250 SH DEFINED 3 0 77,250 0
19,443 975,200 SH DEFINED 4 0 975,200 0
KANSAS CITY SOUTHN INDS INC COM 485170104 656 11,500 SH DEFINED 3 0 11,500 0
KAUFMAN & BROAD HOME CORP COM 486168107 361 16,000 SH DEFINED 3 0 16,000 0
KAYDON CORP COM 486587108 654 22,600 SH DEFINED 3 0 22,600 0
KEANE INC COM 486665102 424 19,900 SH DEFINED 3 0 19,900 0
KEEBLER FOODS CO COM 487256109 675 18,500 SH DEFINED 2 0 18,500 0
7,110 194,800 SH DEFINED 3 0 194,800 0
KELLOGG CO COM 487836108 3,084 91,200 SH DEFINED 3 0 91,200 0
KELLEY OIL & GAS CORP COM 487906109 9 16,500 SH DEFINED 3 0 16,500 0
KERR MCGEE CORP COM 492386107 656 20,000 SH DEFINED 1 0 20,000 0
639 19,476 SH DEFINED 3 0 19,476 0
KEYCORP NEW COM 493267108 3,592 118,500 SH DEFINED 3 0 118,500 0
94 3,100 SH DEFINED 21 0 3,100 0
KEYSTONE FINANCIAL INC COM 493482103 174 5,400 SH DEFINED 3 0 5,400 0
114 3,520 SH DEFINED 21 0 3,520 0
KIMBERLY CLARK CORP COM 494368103 7,023 146,500 SH DEFINED 1 0 146,500 0
100,228 2,090,800 SH DEFINED 2 0 2,090,800 0
29,249 610,148 SH DEFINED 3 0 610,148 0
KING WORLD PRODTNS INC COM 495667107 7,366 241,000 SH DEFINED 1 0 241,000 0
41,629 1,362,100 SH DEFINED 2 0 1,362,100 0
19,725 645,400 SH DEFINED 3 0 645,400 0
KNIGHT RIDDER INC COM 499040103 885 17,700 SH DEFINED 3 0 17,700 0
KNIGHT/TRIMARK GROUP INC CL A 499067106 1,025 15,300 SH DEFINED 2 0 15,300 0
11,189 167,000 SH DEFINED 3 0 167,000 0
KOHLS CORP COM 500255104 2,523 35,600 SH DEFINED 3 0 35,600 0
PHILIPS ELECTRS N V NEW YORK SHS 500472105 7,032 85,300 SH DEFINED 1 0 85,300 0
47,591 577,300 SH DEFINED 2 0 577,300 0
25,383 307,900 SH DEFINED 3 0 307,900 0
KROGER CO COM 501044101 3,455 57,700 SH DEFINED 3 0 57,700 0
KROLL O GARA CO COM 501050108 439 16,200 SH DEFINED 3 0 16,200 0
KULICKE & SOFFA INDS INC COM 501242101 3,348 132,600 SH DEFINED 3 0 132,600 0
LG&E ENERGY CORP COM 501917108 283 13,600 SH DEFINED 3 0 13,600 0
LTV CORP NEW COM 501921100 3,006 559,200 SH DEFINED 1 0 559,200 0
13,532 2,517,500 SH DEFINED 3 0 2,517,500 0
LSI LOGIC CORP COM 502161102 992 31,800 SH DEFINED 3 0 31,800 0
LA Z BOY INC COM 505336107 241 12,700 SH DEFINED 3 0 12,700 0
LABORATORIO CHILE SA ADR 50540H104 598 38,600 SH DEFINED 21 0 38,600 0
LAFARGE CORP COM 505862102 227 8,100 SH DEFINED 2 0 8,100 0
2,528 90,300 SH DEFINED 3 0 90,300 0
LAIDLAW INC COM 50730K503 431 74,200 SH DEFINED 3 0 74,200 0
LAMAR ADVERTISING CO CL A 512815101 482 14,200 SH DEFINED 3 0 14,200 0
LATTICE SEMICONDUCTOR CORP COM 518415104 251 5,500 SH DEFINED 3 0 5,500 0
LEAR CORP COM 521865105 299 7,000 SH DEFINED 3 0 7,000 0
LEE ENTERPRISES INC COM 523768109 305 10,500 SH DEFINED 3 0 10,500 0
LEGATO SYS INC COM 524651106 459 8,900 SH DEFINED 3 0 8,900 0
LEGGETT & PLATT INC COM 524660107 414 20,700 SH DEFINED 3 0 20,700 0
LEGG MASON INC COM 524901105 724 21,500 SH DEFINED 3 0 21,500 0
LEHMAN BROS HLDGS INC COM 524908100 1,559 26,100 SH DEFINED 3 0 26,100 0
LENNAR CORP COM 526057104 309 13,800 SH DEFINED 3 0 13,800 0
LEVEL ONE COMMUNICATIONS COM 527295109 227 4,675 SH DEFINED 3 0 4,675 0
INC
LEVEL 3 COMMUNICATIONS INC COM 52729N100 859 11,800 SH DEFINED 2 0 11,800 0
12,291 168,800 SH DEFINED 3 0 168,800 0
LEXMARK INTL GROUP INC CL A 529771107 2,381 21,300 SH DEFINED 1 0 21,300 0
54,210 485,100 SH DEFINED 2 0 485,100 0
45,281 405,200 SH DEFINED 3 0 405,200 0
LIBERTY PPTY TR SH BEN INT 531172104 1,289 62,100 SH DEFINED 1 0 62,100 0
886 42,700 SH DEFINED 2 0 42,700 0
9,147 440,800 SH DEFINED 4 0 440,800 0
LILLY ELI & CO COM 532457108 704 8,300 SH DEFINED 2 0 8,300 0
31,047 365,800 SH DEFINED 3 0 365,800 0
LIMITED INC COM 532716107 2,824 71,264 SH DEFINED 3 0 71,264 0
LINCARE HLDGS INC COM 532791100 743 26,400 SH DEFINED 3 0 26,400 0
LINCOLN NATL CORP IND COM 534187109 6,565 66,400 SH DEFINED 1 0 66,400 0
62,756 634,700 SH DEFINED 2 0 634,700 0
22,801 230,600 SH DEFINED 3 0 230,600 0
LINEAR TECHNOLOGY CORP COM 535678106 1,261 24,600 SH DEFINED 3 0 24,600 0
LINENS N THINGS INC COM 535679104 4,342 95,700 SH DEFINED 3 0 95,700 0
LITTON INDS INC COM 538021106 276 4,800 SH DEFINED 3 0 4,800 0
LIZ CLAIBORNE INC COM 539320101 1,951 59,800 SH DEFINED 1 0 59,800 0
48,722 1,493,400 SH DEFINED 2 0 1,493,400 0
473 14,500 SH DEFINED 3 0 14,500 0
LOCKHEED MARTIN CORP COM 539830109 230 6,100 SH DEFINED 1 0 6,100 0
31,382 832,700 SH DEFINED 2 0 832,700 0
3,331 88,376 SH DEFINED 3 0 88,376 0
LOEWS CORP COM 540424108 4,649 62,300 SH DEFINED 1 0 62,300 0
38,357 514,000 SH DEFINED 2 0 514,000 0
24,746 331,600 SH DEFINED 3 0 331,600 0
LONE STAR INDS INC COM NEW 542290408 3,636 117,300 SH DEFINED 3 0 117,300 0
LONGS DRUG STORES CORP COM 543162101 390 12,800 SH DEFINED 3 0 12,800 0
LONGVIEW FIBRE CO COM 543213102 141 12,200 SH DEFINED 3 0 12,200 0
LOUISIANA PAC CORP COM 546347105 456 24,500 SH DEFINED 3 0 24,500 0
LOWES COS INC COM 548661107 6,474 107,000 SH DEFINED 3 0 107,000 0
LUCENT TECHNOLOGIES INC COM 549463107 743 6,900 SH DEFINED 2 0 6,900 0
47,489 440,734 SH DEFINED 3 0 440,734 0
3,807 36,700 SH DEFINED 21 0 36,700 0
LYCOS INC COM 550818108 482 5,600 SH DEFINED 3 0 5,600 0
MBIA INC COM 55262C100 5,319 91,700 SH DEFINED 1 0 91,700 0
39,301 677,600 SH DEFINED 2 0 677,600 0
18,705 322,500 SH DEFINED 3 0 322,500 0
MBNA CORP COM 55262L100 1,018 42,630 SH DEFINED 2 0 42,630 0
16,847 705,632 SH DEFINED 3 0 705,632 0
MCN ENERGY GROUP INC COM 55267J100 1,569 97,700 SH DEFINED 1 0 97,700 0
2,840 176,800 SH DEFINED 2 0 176,800 0
133 8,300 SH DEFINED 3 0 8,300 0
26,826 1,670,100 SH DEFINED 4 0 1,670,100 0
MCI WORLDCOM INC COM 55268B106 1,097 12,391 SH DEFINED 1 0 12,391 0
48,973 552,976 SH DEFINED 2 0 552,976 0
63,052 711,953 SH DEFINED 3 0 711,953 0
1,682 18,996 SH DEFINED 4 0 18,996 0
8,054 93,900 SH DEFINED 21 0 93,900 0
MGIC INVT CORP WIS COM 552848103 1,108 31,600 SH DEFINED 3 0 31,600 0
MACROMEDIA INC COM 556100105 1,885 41,600 SH DEFINED 3 0 41,600 0
MAIL-WELL INC COM 560321200 391 29,200 SH DEFINED 3 0 29,200 0
MALLINCKRODT INC NEW COM 561232109 429 16,100 SH DEFINED 3 0 16,100 0
MANHATTAN ASSOCS INC COM 562750109 255 24,000 SH DEFINED 3 0 24,000 0
MARK IV INDS INC COM 570387100 165 12,650 SH DEFINED 3 0 12,650 0
MARKEL CORP COM 570535104 541 3,000 SH DEFINED 3 0 3,000 0
MARSH & MCLENNAN COS INC COM 571748102 3,413 46,000 SH DEFINED 1 0 46,000 0
85,675 1,154,850 SH DEFINED 2 0 1,154,850 0
27,075 364,950 SH DEFINED 3 0 364,950 0
MARSHALL & ILSLEY CORP COM 571834100 615 11,100 SH DEFINED 3 0 11,100 0
MARRIOTT INTL INC NEW CL A 571903202 1,893 56,300 SH DEFINED 3 0 56,300 0
MARTIN MARIETTA MATLS INC COM 573284106 3,218 56,400 SH DEFINED 3 0 56,400 0
MASCO CORP COM 574599106 3,401 120,400 SH DEFINED 3 0 120,400 0
MASTECH CORP COM 57632N105 480 36,900 SH DEFINED 2 0 36,900 0
9,426 725,100 SH DEFINED 3 0 725,100 0
MATTEL INC COM 577081102 3,035 122,025 SH DEFINED 3 0 122,025 0
MAXTOR CORP COM NEW 577729205 322 45,600 SH DEFINED 3 0 45,600 0
MAXIM INTEGRATED PRODS INC COM 57772K101 769 14,200 SH DEFINED 3 0 14,200 0
MAY DEPT STORES CO COM 577778103 3,439 87,900 SH DEFINED 3 0 87,900 0
MAXIMUS INC COM 577933104 705 24,200 SH DEFINED 3 0 24,200 0
MAYTAG CORP COM 578592107 1,654 27,400 SH DEFINED 3 0 27,400 0
MCCORMICK & CO INC COM NON VTG 579780206 731 25,200 SH DEFINED 1 0 25,200 0
220 7,600 SH DEFINED 3 0 7,600 0
MCDERMOTT INTL INC COM 580037109 337 13,300 SH DEFINED 3 0 13,300 0
MCDONALDS CORP COM 580135101 14,636 323,000 SH DEFINED 3 0 323,000 0
MCGRAW HILL COS INC COM 580645109 6,638 121,800 SH DEFINED 1 0 121,800 0
2,409 44,200 SH DEFINED 3 0 44,200 0
MEAD CORP COM 582834107 710 23,100 SH DEFINED 3 0 23,100 0
MEDAPHIS CORP COM 584028104 25 10,300 SH DEFINED 3 0 10,300 0
MEDIA GEN INC CL A 584404107 274 5,900 SH DEFINED 3 0 5,900 0
MEDIAONE GROUP INC COM 58440J104 9,169 144,400 SH DEFINED 3 0 144,400 0
1,163 19,000 SH DEFINED 21 0 19,000 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 212 7,050 SH DEFINED 1 0 7,050 0
221 7,350 SH DEFINED 2 0 7,350 0
6,191 206,350 SH DEFINED 3 0 206,350 0
MEDIMMUNE INC COM 584699102 3,516 59,400 SH DEFINED 3 0 59,400 0
MEDPARTNERS INC NEW COM 58503X107 117 24,600 SH DEFINED 1 0 24,600 0
MEDTRONIC INC COM 585055106 10,160 141,600 SH DEFINED 3 0 141,600 0
MELLON BK CORP COM 585509102 211 3,000 SH DEFINED 1 0 3,000 0
30,015 426,500 SH DEFINED 2 0 426,500 0
5,144 73,100 SH DEFINED 3 0 73,100 0
1,086 16,180 SH DEFINED 21 0 16,180 0
MENTOR GRAPHICS CORP COM 587200106 204 15,100 SH DEFINED 3 0 15,100 0
MERCANTILE BANCORPORATION COM 587342106 1,682 35,400 SH DEFINED 3 0 35,400 0
INC
91 1,920 SH DEFINED 21 0 1,920 0
MERCANTILE BANKSHARES CORP COM 587405101 279 7,550 SH DEFINED 3 0 7,550 0
MERCK & CO INC COM 589331107 4,032 50,300 SH DEFINED 1 0 50,300 0
92,856 1,157,990 SH DEFINED 2 0 1,157,990 0
92,440 1,152,800 SH DEFINED 3 0 1,152,800 0
1,782 23,800 SH DEFINED 21 0 23,800 0
MERCURY INTERACTIVE CORP COM 589405109 1,122 31,500 SH DEFINED 3 0 31,500 0
MEREDITH CORP COM 589433101 371 11,800 SH DEFINED 3 0 11,800 0
MERISEL INC COM 589849108 14 10,500 SH DEFINED 3 0 10,500 0
MERRILL LYNCH & CO INC COM 590188108 7,544 85,300 SH DEFINED 3 0 85,300 0
METRIS COS INC COM 591598107 447 11,082 SH DEFINED 3 0 11,082 0
METRONET COMMUNICATIONS CL B NON VTG 59169Y108 699 12,700 SH DEFINED 2 0 12,700 0
CORP
11,044 200,800 SH DEFINED 3 0 200,800 0
METZLER GROUP INC COM 592903108 306 9,750 SH DEFINED 3 0 9,750 0
MEYER FRED INC DEL NEW COM 592907109 4,316 73,300 SH DEFINED 3 0 73,300 0
MICREL INC COM 594793101 5,176 103,400 SH DEFINED 3 0 103,400 0
MICROSOFT CORP COM 594918104 1,380 15,400 SH DEFINED 2 0 15,400 0
134,724 1,503,200 SH DEFINED 3 0 1,503,200 0
2,172 26,200 SH DEFINED 21 0 26,200 0
MICROSOFT CORP PFD A CV EXCH 594918203 1,060 10,760 SH DEFINED 1 0 10,760 0
7,384 74,960 SH DEFINED 2 0 74,960 0
4,794 48,668 SH DEFINED 3 0 48,668 0
MICROCHIP TECHNOLOGY INC COM 595017104 416 12,000 SH DEFINED 3 0 12,000 0
MICROMUSE INC COM 595094103 787 17,100 SH DEFINED 3 0 17,100 0
MICRON TECHNOLOGY INC COM 595112103 2,697 55,900 SH DEFINED 3 0 55,900 0
MILLER HERMAN INC COM 600544100 511 28,000 SH DEFINED 3 0 28,000 0
MILLIPORE CORP COM 601073109 239 9,900 SH DEFINED 3 0 9,900 0
MINDSPRING ENTERPRISES INC COM 602683104 1,652 19,200 SH DEFINED 3 0 19,200 0
MINERALS TECHNOLOGIES INC COM 603158106 763 15,900 SH DEFINED 3 0 15,900 0
MINNESOTA MNG & MFG CO COM 604059105 6,389 90,300 SH DEFINED 3 0 90,300 0
MINNESOTA PWR INC COM 604110106 336 17,000 SH DEFINED 3 0 17,000 0
MIPS TECHNOLOGIES INC COM 604567107 580 9,500 SH DEFINED 3 0 9,500 0
MIRAGE RESORTS INC COM 60462E104 861 40,500 SH DEFINED 3 0 40,500 0
MOBIUS MGMT SYSTEMS INC COM 606925105 533 25,400 SH DEFINED 3 0 25,400 0
MOBIL CORP COM 607059102 1,707 19,400 SH DEFINED 1 0 19,400 0
74,263 843,900 SH DEFINED 2 0 843,900 0
23,038 261,800 SH DEFINED 3 0 261,800 0
MOLEX INC COM 608554101 478 16,268 SH DEFINED 3 0 16,268 0
MONSANTO CO COM 611662107 7,019 152,800 SH DEFINED 3 0 152,800 0
MONTANA POWER CO COM 612085100 4,473 60,800 SH DEFINED 3 0 60,800 0
MOORE LTD COM 615785102 197 19,917 SH DEFINED 3 0 19,917 0
MORGAN J P & CO INC COM 616880100 5,342 43,300 SH DEFINED 3 0 43,300 0
MORGAN STANLEY DEAN COM NEW 617446448 5,876 58,800 SH DEFINED 1 0 58,800 0
WITTER&C
36,257 362,800 SH DEFINED 2 0 362,800 0
51,512 515,447 SH DEFINED 3 0 515,447 0
140 1,400 SH DEFINED 21 0 1,400 0
MORRISON KNUDSEN CORP NEW COM 61844A109 101 10,200 SH DEFINED 3 0 10,200 0
MORTON INTL INC IND NEW COM 619335102 1,029 28,000 SH DEFINED 3 0 28,000 0
MOTIVEPOWER INDS INC COM 61980K101 422 16,800 SH DEFINED 3 0 16,800 0
MOTOROLA INC COM 620076109 2,014 27,500 SH DEFINED 1 0 27,500 0
78,451 1,071,000 SH DEFINED 2 0 1,071,000 0
10,563 144,200 SH DEFINED 3 0 144,200 0
879 12,000 SH DEFINED 21 0 12,000 0
MUTUAL RISK MGMT LTD COM 628351108 4,399 115,000 SH DEFINED 3 0 115,000 0
MYLAN LABS INC COM 628530107 373 13,600 SH DEFINED 3 0 13,600 0
NBTY INC COM 628782104 68 14,000 SH DEFINED 3 0 14,000 0
NCR CORP NEW COM 62886E108 515 10,300 SH DEFINED 3 0 10,300 0
NAC RE CORP COM 628907107 215 4,000 SH DEFINED 3 0 4,000 0
NIPSCO INDS INC COM 629140104 5,597 207,300 SH DEFINED 1 0 207,300 0
2,376 88,000 SH DEFINED 2 0 88,000 0
365 13,500 SH DEFINED 3 0 13,500 0
26,363 976,400 SH DEFINED 4 0 976,400 0
1,134 42,000 SH DEFINED 21 0 42,000 0
NTL INC COM 629407107 442 5,433 SH DEFINED 3 0 5,433 0
5,621 69,074 SH DEFINED 21 0 69,074 0
NABORS INDS INC COM 629568106 193 10,600 SH DEFINED 3 0 10,600 0
NALCO CHEM CO COM 629853102 390 14,700 SH DEFINED 3 0 14,700 0
NATIONAL CITY CORP COM 635405103 4,938 74,400 SH DEFINED 3 0 74,400 0
NATIONAL DATA CORP COM 635621105 328 7,800 SH DEFINED 3 0 7,800 0
NATIONAL FUEL GAS CO N J COM 636180101 2,112 53,800 SH DEFINED 1 0 53,800 0
1,531 39,000 SH DEFINED 2 0 39,000 0
161 4,100 SH DEFINED 3 0 4,100 0
13,914 354,500 SH DEFINED 4 0 354,500 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 348 37,400 SH DEFINED 3 0 37,400 0
NATIONAL SEMICONDUCTOR CORP SB NT CV 637640AB9 835 1,000,000 SH DEFINED 1 0 1,000,000 0
6.5%02
7,454 8,925,000 SH DEFINED 2 0 8,925,000 0
1,127 1,350,000 SH DEFINED 3 0 1,350,000 0
NATIONAL SVC INDS INC COM 637657107 313 9,200 SH DEFINED 3 0 9,200 0
NATIONWIDE FINL SVCS INC CL A 638612101 2,814 67,000 SH DEFINED 3 0 67,000 0
NAVISTAR INTL CORP NEW COM 63934E108 626 15,570 SH DEFINED 3 0 15,570 0
NEOMAGIC CORP COM 640497103 200 20,100 SH DEFINED 3 0 20,100 0
NETWORKS ASSOCS INC COM 640938106 425 13,850 SH DEFINED 3 0 13,850 0
NETWORK APPLIANCE INC COM 64120L104 380 7,500 SH DEFINED 2 0 7,500 0
5,128 101,300 SH DEFINED 3 0 101,300 0
NETWORK SOLUTIONS INC DEL CL A 64121Q102 360 3,400 SH DEFINED 2 0 3,400 0
6,218 58,800 SH DEFINED 3 0 58,800 0
NEVADA POWER CO COM 641423108 299 12,100 SH DEFINED 3 0 12,100 0
NEW CENTURY ENERGIES INC COM 64352U103 875 25,700 SH DEFINED 3 0 25,700 0
NEW ENGLAND ELEC SYS COM 644001109 1,799 37,100 SH DEFINED 1 0 37,100 0
2,435 50,200 SH DEFINED 2 0 50,200 0
306 6,300 SH DEFINED 3 0 6,300 0
22,494 463,800 SH DEFINED 4 0 463,800 0
NEW ERA OF NETWORKS INC COM 644312100 400 5,900 SH DEFINED 2 0 5,900 0
5,034 74,300 SH DEFINED 3 0 74,300 0
NEW JERSEY RES COM 646025106 2,607 73,300 SH DEFINED 1 0 73,300 0
1,814 51,000 SH DEFINED 2 0 51,000 0
1,181 33,200 SH DEFINED 3 0 33,200 0
16,224 456,200 SH DEFINED 4 0 456,200 0
NEW YORK TIMES CO CL A 650111107 25,180 883,500 SH DEFINED 2 0 883,500 0
1,174 41,200 SH DEFINED 3 0 41,200 0
NEWFIELD EXPL CO COM 651290108 2,190 96,800 SH DEFINED 3 0 96,800 0
NEWMONT MINING CORP COM 651639106 659 37,657 SH DEFINED 3 0 37,657 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,428 196,960 SH DEFINED 3 0 196,960 0
NEWPORT NEWS SHIPBUILDING COM 652228107 263 8,300 SH DEFINED 3 0 8,300 0
INC
NEWS CORP LTD SP ADR PFD 652487802 3,814 138,700 SH DEFINED 1 0 138,700 0
62,288 2,265,000 SH DEFINED 2 0 2,265,000 0
29,568 1,075,200 SH DEFINED 3 0 1,075,200 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,384 65,100 SH DEFINED 3 0 65,100 0
1,894 53,000 SH DEFINED 21 0 53,000 0
NIELSEN MEDIA RESH INC COM NEW 653929307 864 35,000 SH DEFINED 3 0 35,000 0
NICOR INC COM 654086107 385 10,700 SH DEFINED 3 0 10,700 0
NIKE INC CL B 654106103 3,715 64,400 SH DEFINED 3 0 64,400 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 678 13,900 SH DEFINED 1 0 13,900 0
1,263 25,900 SH DEFINED 2 0 25,900 0
11,427 234,400 SH DEFINED 4 0 234,400 0
NOKIA CORP SPONSORED ADR 654902204 779 5,000 SH DEFINED 2 0 5,000 0
11,775 75,600 SH DEFINED 3 0 75,600 0
NOBLE DRILLING CORP COM 655042109 7,628 440,600 SH DEFINED 3 0 440,600 0
NORDSON CORP COM 655663102 201 3,600 SH DEFINED 3 0 3,600 0
NORDSTROM INC COM 655664100 1,860 45,500 SH DEFINED 3 0 45,500 0
NORFOLK SOUTHERN CORP COM 655844108 2,252 85,400 SH DEFINED 3 0 85,400 0
NORTH FORK BANCORPORATION COM 659424105 4,139 195,950 SH DEFINED 3 0 195,950 0
NY
NORTHEAST UTILS COM 664397106 190 13,700 SH DEFINED 3 0 13,700 0
NORTHN STS PWR CO MINN COM 665772109 795 34,300 SH DEFINED 3 0 34,300 0
NORTHERN TELECOM LTD COM 665815106 11,770 189,460 SH DEFINED 3 0 189,460 0
NORTHLAND CRANBERRIES INC CL A 666499108 1,000 137,900 SH DEFINED 3 0 137,900 0
NORTHROP GRUMMAN CORP COM 666807102 2,688 44,900 SH DEFINED 1 0 44,900 0
14,238 237,800 SH DEFINED 3 0 237,800 0
NORTHWEST NAT GAS CO COM 667655104 431 19,700 SH DEFINED 1 0 19,700 0
NORTHWESTERN CORP COM 668074107 750 28,900 SH DEFINED 1 0 28,900 0
NOVA CORP GA COM 669784100 437 16,647 SH DEFINED 3 0 16,647 0
NOVELL INC COM 670006105 1,997 79,300 SH DEFINED 3 0 79,300 0
NOVELLUS SYS INC COM 670008101 673 12,200 SH DEFINED 3 0 12,200 0
NUCOR CORP COM 670346105 2,190 49,700 SH DEFINED 1 0 49,700 0
54,065 1,227,000 SH DEFINED 2 0 1,227,000 0
868 19,700 SH DEFINED 3 0 19,700 0
OGE ENERGY CORP COM 670837103 2,464 109,200 SH DEFINED 1 0 109,200 0
2,064 91,500 SH DEFINED 2 0 91,500 0
192 8,500 SH DEFINED 3 0 8,500 0
22,308 988,700 SH DEFINED 4 0 988,700 0
OAKWOOD HOMES CORP COM 674098108 159 11,300 SH DEFINED 3 0 11,300 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,003 111,300 SH DEFINED 3 0 111,300 0
OCEAN ENERGY INC COM NEW 674812201 73 10,718 SH DEFINED 3 0 10,718 0
OFFICE DEPOT INC COM 676220106 1,919 52,125 SH DEFINED 3 0 52,125 0
OFFICEMAX INC COM 67622M108 113 13,150 SH DEFINED 3 0 13,150 0
OLD KENT FINL CORP COM 679833103 486 11,500 SH DEFINED 2 0 11,500 0
5,750 136,085 SH DEFINED 3 0 136,085 0
OLD REP INTL CORP COM 680223104 743 40,700 SH DEFINED 3 0 40,700 0
OLSTEN CORP COM 681385100 107 17,300 SH DEFINED 3 0 17,300 0
OMNICOM GROUP INC COM 681919106 4,397 55,000 SH DEFINED 3 0 55,000 0
ON ASSIGNMENT INC COM 682159108 548 21,400 SH DEFINED 3 0 21,400 0
ONEOK INC NEW COM 682680103 277 11,200 SH DEFINED 3 0 11,200 0
OPEN JT STK CO-VIMPEL SPONSORED ADR 68370R109 524 33,800 SH DEFINED 21 0 33,800 0
COMMUNIC
ORACLE CORP COM 68389X105 344 13,050 SH DEFINED 2 0 13,050 0
13,272 503,212 SH DEFINED 3 0 503,212 0
O REILLY AUTOMOTIVE INC COM 686091109 2,985 66,700 SH DEFINED 3 0 66,700 0
OUTBACK STEAKHOUSE INC COM 689899102 252 7,700 SH DEFINED 3 0 7,700 0
OWENS CORNING COM 69073F103 388 12,200 SH DEFINED 3 0 12,200 0
OWENS ILL INC COM NEW 690768403 875 35,000 SH DEFINED 3 0 35,000 0
OXFORD HEALTH PLANS INC COM 691471106 1,748 111,900 SH DEFINED 1 0 111,900 0
43,077 2,756,900 SH DEFINED 2 0 2,756,900 0
1,842 117,900 SH DEFINED 3 0 117,900 0
PECO ENERGY CO COM 693304107 3,256 70,400 SH DEFINED 1 0 70,400 0
64,500 1,394,600 SH DEFINED 2 0 1,394,600 0
6,595 142,600 SH DEFINED 3 0 142,600 0
11,849 256,200 SH DEFINED 4 0 256,200 0
5,656 125,000 SH DEFINED 21 0 125,000 0
PG&E CORP COM 69331C108 5,169 166,400 SH DEFINED 1 0 166,400 0
44,258 1,424,800 SH DEFINED 2 0 1,424,800 0
24,875 800,800 SH DEFINED 3 0 800,800 0
21,241 683,800 SH DEFINED 4 0 683,800 0
932 30,000 SH DEFINED 21 0 30,000 0
PMC-SIERRA INC COM 69344F106 804 11,300 SH DEFINED 3 0 11,300 0
PNC BK CORP COM 693475105 4,312 77,600 SH DEFINED 3 0 77,600 0
111 2,000 SH DEFINED 21 0 2,000 0
P P & L RES INC COM 693499105 3,205 129,500 SH DEFINED 1 0 129,500 0
841 33,991 SH DEFINED 3 0 33,991 0
PPG INDS INC COM 693506107 2,388 46,600 SH DEFINED 3 0 46,600 0
PRI AUTOMATION INC COM 69357H106 405 19,300 SH DEFINED 3 0 19,300 0
PSS WORLD MED INC COM 69366A100 146 16,600 SH DEFINED 3 0 16,600 0
PACCAR INC COM 693718108 724 17,580 SH DEFINED 3 0 17,580 0
PACIFIC GATEWAY EXCHANGE COM 694327107 481 14,500 SH DEFINED 1 0 14,500 0
INC
1,284 38,700 SH DEFINED 2 0 38,700 0
7,315 220,400 SH DEFINED 3 0 220,400 0
8,370 252,200 SH DEFINED 4 0 252,200 0
PACIFIC SUNWEAR CALIF INC COM 694873100 3,812 109,700 SH DEFINED 3 0 109,700 0
PACIFICARE HEALTH SYS DEL CL B 695112201 327 4,798 SH DEFINED 3 0 4,798 0
PACIFICORP COM 695114108 1,566 90,800 SH DEFINED 3 0 90,800 0
PAINE WEBBER GROUP INC COM 695629105 600 15,050 SH DEFINED 3 0 15,050 0
PALL CORP COM 696429307 463 27,933 SH DEFINED 3 0 27,933 0
PANAMSAT CORP NEW COM 697933109 252 8,100 SH DEFINED 3 0 8,100 0
PAPA JOHNS INTL INC COM 698813102 254 5,750 SH DEFINED 3 0 5,750 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,221 61,800 SH DEFINED 3 0 61,800 0
PARKER DRILLING CO COM 701081101 58 16,200 SH DEFINED 3 0 16,200 0
PARKER HANNIFIN CORP COM 701094104 5,830 170,212 SH DEFINED 1 0 170,212 0
38,528 1,124,900 SH DEFINED 2 0 1,124,900 0
20,088 586,500 SH DEFINED 3 0 586,500 0
PATTERSON DENTAL CO COM 703412106 2,729 63,100 SH DEFINED 3 0 63,100 0
PAYCHEX INC COM 704326107 1,746 36,800 SH DEFINED 3 0 36,800 0
PEGASUS COMMUNICATIONS CORP CL A 705904100 262 9,363 SH DEFINED 2 0 9,363 0
227 8,094 SH DEFINED 3 0 8,094 0
9 338 SH DEFINED 5 0 338 0
19 676 SH DEFINED 6 0 676 0
PENNEY J C INC COM 708160106 203 5,000 SH DEFINED 1 0 5,000 0
25,673 633,900 SH DEFINED 2 0 633,900 0
2,571 63,481 SH DEFINED 3 0 63,481 0
PEOPLES ENERGY CORP COM 711030106 469 14,500 SH DEFINED 1 0 14,500 0
969 30,000 SH DEFINED 2 0 30,000 0
407 12,600 SH DEFINED 3 0 12,600 0
7,674 237,500 SH DEFINED 4 0 237,500 0
PEOPLESOFT INC COM 712713106 768 52,500 SH DEFINED 3 0 52,500 0
PEP BOYS MANNY MOE & JACK COM 713278109 176 11,556 SH DEFINED 3 0 11,556 0
PEPSICO INC COM 713448108 282 7,200 SH DEFINED 1 0 7,200 0
39,289 1,002,600 SH DEFINED 2 0 1,002,600 0
16,314 416,300 SH DEFINED 3 0 416,300 0
PERKIN ELMER CORP COM 714041100 1,087 11,200 SH DEFINED 3 0 11,200 0
PERRIGO CO COM 714290103 117 16,100 SH DEFINED 3 0 16,100 0
PETSMART INC COM 716768106 122 15,200 SH DEFINED 3 0 15,200 0
PHARMACIA & UPJOHN INC COM 716941109 9,288 148,900 SH DEFINED 1 0 148,900 0
76,752 1,230,500 SH DEFINED 2 0 1,230,500 0
46,835 750,855 SH DEFINED 3 0 750,855 0
PFIZER INC COM 717081103 1,027 7,400 SH DEFINED 2 0 7,400 0
55,764 401,900 SH DEFINED 3 0 401,900 0
850 6,500 SH DEFINED 21 0 6,500 0
PHARMACEUTICAL PROD DEV INC COM 717124101 663 19,751 SH DEFINED 3 0 19,751 0
PHELPS DODGE CORP COM 717265102 640 13,000 SH DEFINED 3 0 13,000 0
PHILIP MORRIS COS INC COM 718154107 3,869 109,950 SH DEFINED 1 0 109,950 0
65,399 1,858,600 SH DEFINED 2 0 1,858,600 0
38,664 1,098,800 SH DEFINED 3 0 1,098,800 0
PHILLIPS PETE CO COM 718507106 3,246 68,700 SH DEFINED 3 0 68,700 0
PHYCOR INC COM 71940F100 87 18,300 SH DEFINED 3 0 18,300 0
PIEDMONT NAT GAS INC COM 720186105 1,883 53,800 SH DEFINED 3 0 53,800 0
PIER 1 IMPORTS INC COM 720279108 993 122,200 SH DEFINED 3 0 122,200 0
PILOT NETWORK SVCS INC COM 721596104 3,584 239,900 SH DEFINED 3 0 239,900 0
PINNACLE WEST CAP CORP COM 723484101 2,979 81,900 SH DEFINED 1 0 81,900 0
2,954 81,200 SH DEFINED 2 0 81,200 0
324 8,900 SH DEFINED 3 0 8,900 0
27,245 749,000 SH DEFINED 4 0 749,000 0
1,528 42,000 SH DEFINED 21 0 42,000 0
PIONEER HI BRED INTL INC COM 723686101 2,048 54,420 SH DEFINED 3 0 54,420 0
PIONEER NAT RES CO COM 723787107 81 10,500 SH DEFINED 3 0 10,500 0
PITNEY BOWES INC COM 724479100 242 3,800 SH DEFINED 1 0 3,800 0
32,525 510,200 SH DEFINED 2 0 510,200 0
8,683 136,200 SH DEFINED 3 0 136,200 0
PLACER DOME INC COM 725906101 630 56,300 SH DEFINED 3 0 56,300 0
PLATINUM TECHNOLOGY INC COM 72764T101 232 9,100 SH DEFINED 3 0 9,100 0
POOL ENERGY SVCS CO COM 732788104 519 33,900 SH DEFINED 3 0 33,900 0
POST PPTYS INC COM 737464107 2,121 58,600 SH DEFINED 1 0 58,600 0
13,036 362,100 SH DEFINED 2 0 362,100 0
7,862 218,400 SH DEFINED 4 0 218,400 0
POTLATCH CORP COM 737628107 350 10,300 SH DEFINED 3 0 10,300 0
POTOMAC ELEC PWR CO COM 737679100 2,073 89,400 SH DEFINED 1 0 89,400 0
2,131 91,900 SH DEFINED 2 0 91,900 0
290 12,500 SH DEFINED 3 0 12,500 0
23,450 1,011,300 SH DEFINED 4 0 1,011,300 0
POWERGEN PLC SPON ADR FINAL 738905405 1,138 24,790 SH DEFINED 1 0 24,790 0
971 21,390 SH DEFINED 2 0 21,390 0
10,217 225,170 SH DEFINED 4 0 225,170 0
PRAXAIR INC COM 74005P104 1,280 35,500 SH DEFINED 3 0 35,500 0
PRECISION CASTPARTS CORP COM 740189105 231 5,750 SH DEFINED 3 0 5,750 0
PREMARK INTL INC COM 740459102 254 7,700 SH DEFINED 2 0 7,700 0
3,099 94,100 SH DEFINED 3 0 94,100 0
PREMIER NATL BANCORP INC COM 74053F107 525 35,000 SH DEFINED 3 0 35,000 0
PREMIER PKS INC COM NEW 740540208 305 8,200 SH DEFINED 3 0 8,200 0
PRENTISS PPTYS TR SH BEN INT 740706106 1,477 78,900 SH DEFINED 1 0 78,900 0
659 35,400 SH DEFINED 2 0 35,400 0
95 5,100 SH DEFINED 3 0 5,100 0
6,455 346,600 SH DEFINED 4 0 346,600 0
PRICE T ROWE & ASSOCIATES COM 741477103 433 12,600 SH DEFINED 3 0 12,600 0
PRIME MED SVCS INC NEW COM 74156D108 1,014 137,500 SH DEFINED 3 0 137,500 0
PRIME HOSPITALITY CORP COM 741917108 126 12,700 SH DEFINED 3 0 12,700 0
PRIMUS TELECOMMUNICATIONS COM 741929103 535 52,800 SH DEFINED 3 0 52,800 0
GRP
PRIDE INTL INC COM 741932107 831 100,700 SH DEFINED 3 0 100,700 0
PROBUSINESS SERVICES INC COM 742674104 239 5,700 SH DEFINED 1 0 5,700 0
5,958 141,850 SH DEFINED 3 0 141,850 0
PROCTER & GAMBLE CO COM 742718109 35,610 363,600 SH DEFINED 3 0 363,600 0
PROFIT RECOVERY GROUP INTL COM 743168106 770 19,500 SH DEFINED 3 0 19,500 0
INC
PROGRESSIVE CORP OHIO COM 743315103 2,339 16,300 SH DEFINED 3 0 16,300 0
PROLOGIS TR SH BEN INT 743410102 1,929 94,100 SH DEFINED 1 0 94,100 0
1,082 52,800 SH DEFINED 2 0 52,800 0
92 4,510 SH DEFINED 3 0 4,510 0
10,435 509,000 SH DEFINED 4 0 509,000 0
PROMUS HOTEL CORP NEW COM 74342P106 328 9,015 SH DEFINED 3 0 9,015 0
PROTECTIVE LIFE CORP COM 743674103 258 6,800 SH DEFINED 3 0 6,800 0
PROVIDENT COS INC COM 743862104 1,051 30,400 SH DEFINED 3 0 30,400 0
PROVIDIAN FINL CORP COM 74406A102 7,403 67,300 SH DEFINED 1 0 67,300 0
1,414 12,850 SH DEFINED 2 0 12,850 0
21,516 195,600 SH DEFINED 3 0 195,600 0
PSINET INC COM 74437C101 1,187 27,900 SH DEFINED 3 0 27,900 0
PUBLIC SVC CO N MEX COM 744499104 794 46,700 SH DEFINED 1 0 46,700 0
1,522 89,500 SH DEFINED 2 0 89,500 0
168 9,900 SH DEFINED 3 0 9,900 0
14,697 864,500 SH DEFINED 4 0 864,500 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,595 172,700 SH DEFINED 1 0 172,700 0
36,889 966,000 SH DEFINED 2 0 966,000 0
21,519 563,500 SH DEFINED 3 0 563,500 0
14,943 391,300 SH DEFINED 4 0 391,300 0
PUGET SOUND ENERGY INC COM 745332106 1,372 59,500 SH DEFINED 1 0 59,500 0
1,165 50,500 SH DEFINED 2 0 50,500 0
205 8,900 SH DEFINED 3 0 8,900 0
14,430 625,700 SH DEFINED 4 0 625,700 0
PULTE CORP COM 745867101 268 12,900 SH DEFINED 3 0 12,900 0
QLOGIC CORP COM 747277101 517 7,700 SH DEFINED 2 0 7,700 0
5,880 87,600 SH DEFINED 3 0 87,600 0
QUAKER OATS CO COM 747402105 438 7,000 SH DEFINED 2 0 7,000 0
7,445 119,000 SH DEFINED 3 0 119,000 0
QUALCOMM INC COM 747525103 933 7,500 SH DEFINED 3 0 7,500 0
QUANTUM CORP COM 747906105 319 17,700 SH DEFINED 3 0 17,700 0
QUEENS CNTY BANCORP INC COM 748242104 604 22,372 SH DEFINED 3 0 22,372 0
QUESTAR CORP COM 748356102 1,253 74,000 SH DEFINED 1 0 74,000 0
1,111 65,600 SH DEFINED 2 0 65,600 0
147 8,700 SH DEFINED 3 0 8,700 0
11,863 700,400 SH DEFINED 4 0 700,400 0
QUINTILES TRANSNATIONAL COM 748767100 564 14,951 SH DEFINED 3 0 14,951 0
CORP
QWEST COMMUNICATIONS INTL COM 749121109 613 8,500 SH DEFINED 2 0 8,500 0
INC
6,712 93,100 SH DEFINED 3 0 93,100 0
1,788 25,400 SH DEFINED 21 0 25,400 0
R & B FALCON CORP COM 74912E101 219 24,870 SH DEFINED 3 0 24,870 0
RCN CORP COM 749361101 148 4,400 SH DEFINED 3 0 4,400 0
1,510 45,000 SH DEFINED 21 0 45,000 0
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 3,875 155,000 SH DEFINED 1 0 155,000 0
62,980 2,519,200 SH DEFINED 2 0 2,519,200 0
17,898 715,900 SH DEFINED 3 0 715,900 0
RPM INC OHIO COM 749685103 1,934 145,250 SH DEFINED 3 0 145,250 0
RF MICRODEVICES INC COM 749941100 660 6,900 SH DEFINED 2 0 6,900 0
9,722 101,600 SH DEFINED 3 0 101,600 0
RAMBUS INC DEL COM 750917106 612 9,500 SH DEFINED 2 0 9,500 0
8,018 124,550 SH DEFINED 3 0 124,550 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 1,991 74,600 SH DEFINED 3 0 74,600 0
RANGER OIL LTD COM 752805101 53 13,200 SH DEFINED 3 0 13,200 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 538 20,052 SH DEFINED 3 0 20,052 0
RAYCHEM CORP DEL COM 754603108 411 18,200 SH DEFINED 3 0 18,200 0
RAYONIER INC COM 754907103 260 6,500 SH DEFINED 3 0 6,500 0
RAYOVAC CORP COM 755081106 3,374 122,400 SH DEFINED 3 0 122,400 0
RAYTHEON CO CL A 755111309 1,013 17,547 SH DEFINED 1 0 17,547 0
16,996 294,300 SH DEFINED 3 0 294,300 0
RAYTHEON CO CL B 755111408 3,377 57,600 SH DEFINED 1 0 57,600 0
4,444 75,800 SH DEFINED 3 0 75,800 0
REALNETWORKS INC COM 75605L104 330 2,700 SH DEFINED 2 0 2,700 0
4,191 34,300 SH DEFINED 3 0 34,300 0
REEBOK INTL LTD COM 758110100 202 12,700 SH DEFINED 3 0 12,700 0
REGIS CORP MINN COM 758932107 787 29,550 SH DEFINED 3 0 29,550 0
REGIONS FINL CORP COM 758940100 394 11,376 SH DEFINED 1 0 11,376 0
1,724 49,800 SH DEFINED 3 0 49,800 0
REINSURANCE GROUP AMER INC COM 759351109 211 4,950 SH DEFINED 3 0 4,950 0
HOUSTON INDS INC COM 75952J108 1,895 72,700 SH DEFINED 1 0 72,700 0
30,110 1,155,300 SH DEFINED 2 0 1,155,300 0
17,844 684,651 SH DEFINED 3 0 684,651 0
938 36,000 SH DEFINED 21 0 36,000 0
RELIASTAR FINL CORP COM 75952U103 409 9,600 SH DEFINED 3 0 9,600 0
REPUBLIC N Y CORP COM 760719104 899 19,500 SH DEFINED 1 0 19,500 0
23,339 506,000 SH DEFINED 2 0 506,000 0
1,112 24,100 SH DEFINED 3 0 24,100 0
65 1,400 SH DEFINED 21 0 1,400 0
REPUBLIC SVCS INC CL A 760759100 1,310 80,900 SH DEFINED 3 0 80,900 0
REYNOLDS METALS CO COM 761763101 749 15,500 SH DEFINED 3 0 15,500 0
RICHFOOD HLDGS INC COM 763408101 235 10,900 SH DEFINED 3 0 10,900 0
RITE AID CORP COM 767754104 1,455 58,200 SH DEFINED 3 0 58,200 0
ROBERT HALF INTL INC COM 770323103 317 9,650 SH DEFINED 3 0 9,650 0
ROCHESTER GAS & ELEC CORP COM 771367109 2,619 102,200 SH DEFINED 1 0 102,200 0
2,150 83,900 SH DEFINED 2 0 83,900 0
128 5,000 SH DEFINED 3 0 5,000 0
20,628 805,000 SH DEFINED 4 0 805,000 0
ROCKWELL INTL CORP NEW COM 773903109 1,825 43,000 SH DEFINED 3 0 43,000 0
ROHM & HAAS CO COM 775371107 1,279 38,100 SH DEFINED 3 0 38,100 0
ROLLINS TRUCK LEASING CORP COM 775741101 119 12,625 SH DEFINED 3 0 12,625 0
ROSLYN BANCORP INC COM 778162107 673 39,910 SH DEFINED 3 0 39,910 0
ROSS STORES INC COM 778296103 210 4,800 SH DEFINED 3 0 4,800 0
ROSTELECOM OPEN JT STK LNG SPONSORED ADR 778529107 200 42,600 SH DEFINED 21 0 42,600 0
DST
ROWAN COS INC COM 779382100 236 18,600 SH DEFINED 3 0 18,600 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 6,224 119,700 SH DEFINED 1 0 119,700 0
45,614 877,200 SH DEFINED 2 0 877,200 0
44,574 857,200 SH DEFINED 3 0 857,200 0
ROYAL OAK MINES INC COM 78051D105 6 66,164 SH DEFINED 1 0 66,164 0
24 260,810 SH DEFINED 2 0 260,810 0
13 138,395 SH DEFINED 3 0 138,395 0
1 11,506 SH DEFINED 5 0 11,506 0
5 57,533 SH DEFINED 6 0 57,533 0
RUSSELL CORP COM 782352108 244 12,100 SH DEFINED 3 0 12,100 0
RYDER SYS INC COM 783549108 4,555 164,900 SH DEFINED 1 0 164,900 0
34,136 1,235,700 SH DEFINED 2 0 1,235,700 0
15,710 568,700 SH DEFINED 3 0 568,700 0
RYLAND GROUP INC COM 783764103 726 28,700 SH DEFINED 3 0 28,700 0
SBC COMMUNICATIONS INC COM 78387G103 6,818 144,566 SH DEFINED 1 0 144,566 0
39,150 830,772 SH DEFINED 2 0 830,772 0
22,453 476,446 SH DEFINED 3 0 476,446 0
21,442 455,000 SH DEFINED 4 0 455,000 0
3,349 73,500 SH DEFINED 21 0 73,500 0
SCI SYS INC COM 783890106 477 16,100 SH DEFINED 3 0 16,100 0
SEI INVESTMENTS CO COM 784117103 213 2,300 SH DEFINED 1 0 2,300 0
5,152 55,700 SH DEFINED 3 0 55,700 0
SLM HLDG CORP COM 78442A109 1,557 37,300 SH DEFINED 3 0 37,300 0
SPX CORP COM 784635104 363 7,200 SH DEFINED 3 0 7,200 0
SABRATEK CORP COM 78571U108 1,908 127,200 SH DEFINED 3 0 127,200 0
SAFECO CORP COM 786429100 1,241 30,700 SH DEFINED 3 0 30,700 0
SAFEGUARD SCIENTIFICS INC COM 786449108 244 3,600 SH DEFINED 3 0 3,600 0
SAFESKIN CORP COM 786454108 466 62,600 SH DEFINED 3 0 62,600 0
SAFEWAY INC COM NEW 786514208 426 8,300 SH DEFINED 2 0 8,300 0
13,824 269,400 SH DEFINED 3 0 269,400 0
ST JUDE MED INC COM 790849103 462 18,941 SH DEFINED 3 0 18,941 0
ST PAUL BANCORP INC COM 792848103 1,346 62,145 SH DEFINED 3 0 62,145 0
ST PAUL COS INC COM 792860108 1,648 53,052 SH DEFINED 3 0 53,052 0
SANDISK CORP COM 80004C101 464 17,500 SH DEFINED 3 0 17,500 0
SANMINA CORP COM 800907107 478 7,500 SH DEFINED 2 0 7,500 0
10,226 160,400 SH DEFINED 3 0 160,400 0
SANTA CRUZ OPERATION INC COM 801833104 598 110,000 SH DEFINED 3 0 110,000 0
SANTA FE ENERGY RES INC COM 802012104 98 13,400 SH DEFINED 3 0 13,400 0
SARA LEE CORP COM 803111103 5,126 207,100 SH DEFINED 1 0 207,100 0
33,851 1,367,700 SH DEFINED 2 0 1,367,700 0
20,691 836,000 SH DEFINED 3 0 836,000 0
SAVILLE SYS PLC SPONSORED ADR 805174109 178 14,500 SH DEFINED 3 0 14,500 0
SCANA CORP COM 805898103 742 34,200 SH DEFINED 1 0 34,200 0
1,462 67,400 SH DEFINED 2 0 67,400 0
236 10,900 SH DEFINED 3 0 10,900 0
14,281 658,500 SH DEFINED 4 0 658,500 0
SCHERING PLOUGH CORP COM 806605101 5,171 93,600 SH DEFINED 1 0 93,600 0
592 10,700 SH DEFINED 2 0 10,700 0
27,092 489,800 SH DEFINED 3 0 489,800 0
SCHLUMBERGER LTD COM 806857108 2,570 42,700 SH DEFINED 1 0 42,700 0
63,335 1,052,300 SH DEFINED 2 0 1,052,300 0
15,354 255,100 SH DEFINED 3 0 255,100 0
SCHNITZER STL INDS CL A 806882106 236 19,900 SH DEFINED 3 0 19,900 0
SCHOOL SPECIALTY INC COM 807863105 665 34,000 SH DEFINED 3 0 34,000 0
SCHWAB CHARLES CORP NEW COM 808513105 452 4,700 SH DEFINED 2 0 4,700 0
14,388 149,675 SH DEFINED 3 0 149,675 0
SCIENTIFIC ATLANTA INC COM 808655104 463 17,000 SH DEFINED 3 0 17,000 0
SEAGATE TECHNOLOGY COM 811804103 5,735 194,000 SH DEFINED 1 0 194,000 0
42,446 1,435,800 SH DEFINED 2 0 1,435,800 0
17,330 586,200 SH DEFINED 3 0 586,200 0
SEAGRAM LTD COM 811850106 4,435 88,700 SH DEFINED 3 0 88,700 0
SEAGULL ENERGY CORP COM 812007102 102 15,000 SH DEFINED 3 0 15,000 0
SEALED AIR CORP NEW COM 81211K100 925 18,800 SH DEFINED 3 0 18,800 0
SEARS ROEBUCK & CO COM 812387108 2,667 59,026 SH DEFINED 1 0 59,026 0
4,388 97,100 SH DEFINED 3 0 97,100 0
SELECT APPOINTMENTS HLDGS SPONSORED ADR 81617E203 1,620 60,700 SH DEFINED 3 0 60,700 0
PLC
SEMPRA ENERGY COM 816851109 368 19,200 SH DEFINED 1 0 19,200 0
693 36,100 SH DEFINED 2 0 36,100 0
1,424 74,218 SH DEFINED 3 0 74,218 0
7,055 367,700 SH DEFINED 4 0 367,700 0
SENSORMATIC ELECTRS CORP COM 817265101 159 16,700 SH DEFINED 3 0 16,700 0
SEPRACOR INC COM 817315104 382 3,400 SH DEFINED 2 0 3,400 0
6,376 56,800 SH DEFINED 3 0 56,800 0
SEPRACOR INC SB DB CV 817315AE4 1,787 725,000 SH DEFINED 3 0 725,000 0
6.25%05
SEQUENT COMPUTER SYS INC COM 817338106 93 10,300 SH DEFINED 3 0 10,300 0
SERVICE CORP INTL COM 817565104 2,911 204,297 SH DEFINED 3 0 204,297 0
SHARED MED SYS CORP COM 819486101 334 6,000 SH DEFINED 3 0 6,000 0
SHAW INDS INC COM 820286102 422 22,800 SH DEFINED 2 0 22,800 0
4,862 262,800 SH DEFINED 3 0 262,800 0
SHERWIN WILLIAMS CO COM 824348106 1,744 62,000 SH DEFINED 1 0 62,000 0
44,024 1,565,300 SH DEFINED 2 0 1,565,300 0
1,088 38,700 SH DEFINED 3 0 38,700 0
SHIRE PHARMACEUTICALS GRP SPONSORED ADR 82481R106 570 25,000 SH DEFINED 3 0 25,000 0
PLC
SIEBEL SYS INC COM 826170102 442 9,300 SH DEFINED 3 0 9,300 0
SIERRA PAC RES COM 826425100 1,921 54,600 SH DEFINED 3 0 54,600 0
528 15,000 SH DEFINED 21 0 15,000 0
SIGMA ALDRICH CORP COM 826552101 661 22,600 SH DEFINED 3 0 22,600 0
SILICON GRAPHICS INC COM 827056102 704 42,200 SH DEFINED 3 0 42,200 0
SKYWEST INC COM 830879102 500 17,300 SH DEFINED 3 0 17,300 0
SMITH INTL INC COM 832110100 204 5,100 SH DEFINED 3 0 5,100 0
SMITH CHARLES E RESDNTL COM 832197107 1,457 47,300 SH DEFINED 1 0 47,300 0
RLTY
SMITHFIELD FOODS INC COM 832248108 3,240 142,800 SH DEFINED 3 0 142,800 0
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 3,075 43,000 SH DEFINED 3 0 43,000 0
SNAP ON INC COM 833034101 380 13,100 SH DEFINED 3 0 13,100 0
SOCIEDAD QUIMICA MINERA DE SPON ADR SER B 833635105 394 12,300 SH DEFINED 21 0 12,300 0
CHI
SOLECTRON CORP COM 834182107 7,431 153,023 SH DEFINED 3 0 153,023 0
SOLUTIA INC COM 834376105 221 12,700 SH DEFINED 3 0 12,700 0
SONAT INC COM 835415100 4,266 142,200 SH DEFINED 1 0 142,200 0
3,015 100,500 SH DEFINED 2 0 100,500 0
744 24,800 SH DEFINED 3 0 24,800 0
27,945 931,500 SH DEFINED 4 0 931,500 0
SONOCO PRODS CO COM 835495102 245 10,673 SH DEFINED 3 0 10,673 0
SOTHEBYS HLDGS INC CL A 835898107 363 11,200 SH DEFINED 3 0 11,200 0
SOUTHDOWN INC COM 841297104 2,309 43,000 SH DEFINED 3 0 43,000 0
SOUTHERN CO COM 842587107 5,427 232,800 SH DEFINED 3 0 232,800 0
SOUTHLAND CORP COM NEW 844436402 38 18,700 SH DEFINED 3 0 18,700 0
SOUTHTRUST CORP COM 844730101 1,381 37,000 SH DEFINED 3 0 37,000 0
287 7,700 SH DEFINED 21 0 7,700 0
SOUTHWEST AIRLS CO COM 844741108 832 27,500 SH DEFINED 2 0 27,500 0
11,368 375,800 SH DEFINED 3 0 375,800 0
SOUTHWEST GAS CORP COM 844895102 1,111 40,400 SH DEFINED 1 0 40,400 0
1,427 51,900 SH DEFINED 3 0 51,900 0
SOVEREIGN BANCORP INC COM 845905108 205 16,700 SH DEFINED 3 0 16,700 0
SPARTECH CORP COM NEW 847220209 4,346 210,700 SH DEFINED 3 0 210,700 0
SPIEKER PPTYS INC COM 848497103 275 7,800 SH DEFINED 21 0 7,800 0
SPRINT CORP COM 852061100 2,267 23,100 SH DEFINED 1 0 23,100 0
62,466 636,600 SH DEFINED 2 0 636,600 0
10,745 109,500 SH DEFINED 3 0 109,500 0
31,429 320,300 SH DEFINED 4 0 320,300 0
1,325 13,500 SH DEFINED 21 0 13,500 0
SS&C TECHNOLOGIES INC COM 85227Q100 1,421 114,800 SH DEFINED 3 0 114,800 0
STANLEY FURNITURE INC COM NEW 854305208 3,939 202,000 SH DEFINED 3 0 202,000 0
STANLEY WKS COM 854616109 513 20,000 SH DEFINED 3 0 20,000 0
STAPLES INC COM 855030102 631 19,200 SH DEFINED 2 0 19,200 0
11,639 354,050 SH DEFINED 3 0 354,050 0
STARBUCKS CORP COM 855244109 533 19,000 SH DEFINED 3 0 19,000 0
STATE STR CORP COM 857477103 2,967 36,100 SH DEFINED 3 0 36,100 0
STERLING COMM INC COM 859205106 309 10,037 SH DEFINED 3 0 10,037 0
STERLING SOFTWARE INC COM 859547101 207 8,700 SH DEFINED 3 0 8,700 0
STET HELLAS COMMUNICATIONS ADR 859823106 726 24,500 SH DEFINED 3 0 24,500 0
S A
STEWART ENTERPRISES INC CL A 860370105 185 11,500 SH DEFINED 3 0 11,500 0
STILLWATER MNG CO COM 86074Q102 222 8,400 SH DEFINED 3 0 8,400 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 7,487 268,600 SH DEFINED 1 0 268,600 0
80,210 2,877,500 SH DEFINED 2 0 2,877,500 0
18,812 674,860 SH DEFINED 3 0 674,860 0
STRAYER ED INC COM 863236105 3,763 101,700 SH DEFINED 3 0 101,700 0
STRIDE RITE CORP COM 863314100 137 11,200 SH DEFINED 3 0 11,200 0
STRYKER CORP COM 863667101 509 10,100 SH DEFINED 3 0 10,100 0
SUIZA FOODS CORP COM 865077101 697 20,700 SH DEFINED 3 0 20,700 0
SUMMIT BANCORP COM 866005101 1,525 39,100 SH DEFINED 3 0 39,100 0
250 6,400 SH DEFINED 21 0 6,400 0
SUN MICROSYSTEMS INC COM 866810104 21,930 175,400 SH DEFINED 1 0 175,400 0
136,007 1,088,600 SH DEFINED 2 0 1,088,600 0
101,837 815,100 SH DEFINED 3 0 815,100 0
1,122 9,700 SH DEFINED 21 0 9,700 0
SUNDSTRAND CORP COM 867323107 403 5,800 SH DEFINED 3 0 5,800 0
SUNGARD DATA SYS INC COM 867363103 472 11,800 SH DEFINED 3 0 11,800 0
SUN INC COM 86764P109 2,355 65,300 SH DEFINED 1 0 65,300 0
36,311 1,006,900 SH DEFINED 2 0 1,006,900 0
29,583 820,337 SH DEFINED 3 0 820,337 0
SUNTERRA CORP COM 86787D109 177 18,200 SH DEFINED 3 0 18,200 0
SUNTRUST BKS INC COM 867914103 4,949 79,500 SH DEFINED 3 0 79,500 0
SUPERVALU INC COM 868536103 559 27,100 SH DEFINED 3 0 27,100 0
SYBASE INC COM 871130100 85 10,700 SH DEFINED 3 0 10,700 0
SYBRON INTL CORP COM 87114F106 3,788 151,500 SH DEFINED 3 0 151,500 0
SYLVAN LEARNING SYS INC COM 871399101 2,998 109,500 SH DEFINED 3 0 109,500 0
SYMANTEC CORP COM 871503108 220 13,000 SH DEFINED 3 0 13,000 0
SYMBOL TECHNOLOGIES INC COM 871508107 468 10,400 SH DEFINED 2 0 10,400 0
5,376 119,475 SH DEFINED 3 0 119,475 0
SYNOPSYS INC COM 871607107 398 7,400 SH DEFINED 3 0 7,400 0
SYNOVUS FINL CORP COM 87161C105 1,229 60,150 SH DEFINED 3 0 60,150 0
SYSCO CORP COM 871829107 2,294 87,200 SH DEFINED 3 0 87,200 0
TCA CABLE TV INC COM 872241104 226 5,200 SH DEFINED 3 0 5,200 0
TCF FINL CORP COM 872275102 237 9,100 SH DEFINED 3 0 9,100 0
TECO ENERGY INC COM 872375100 1,224 61,600 SH DEFINED 1 0 61,600 0
936 47,100 SH DEFINED 2 0 47,100 0
276 13,900 SH DEFINED 3 0 13,900 0
8,612 433,300 SH DEFINED 4 0 433,300 0
TJX COS INC NEW COM 872540109 612 18,000 SH DEFINED 2 0 18,000 0
10,894 320,400 SH DEFINED 3 0 320,400 0
TRW INC COM 872649108 1,229 27,000 SH DEFINED 3 0 27,000 0
TSI INTERNATIONAL SOFTWARE COM 872879101 732 15,000 SH DEFINED 3 0 15,000 0
LTD
TLC THE LASER CTR INC COM 872934104 322 10,000 SH DEFINED 21 0 10,000 0
TANDY CORP COM 875382103 1,419 22,230 SH DEFINED 3 0 22,230 0
TECUMSEH PRODS CO CL A 878895200 239 4,700 SH DEFINED 3 0 4,700 0
TEKELEC COM 879101103 296 40,500 SH DEFINED 3 0 40,500 0
TEKTRONIX INC COM 879131100 273 10,800 SH DEFINED 3 0 10,800 0
TELECOMM ARGENTINA SPNS ADR REP B 879273209 631 23,000 SH DEFINED 21 0 23,000 0
STET-FRANC
TELEFONICA DE ARGENTINA S A SPNSR ADR CL B 879378206 1,137 37,600 SH DEFINED 21 0 37,600 0
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 1,565 23,900 SH DEFINED 21 0 23,900 0
TELEGLOBE INC COM 87941V100 330 10,900 SH DEFINED 2 0 10,900 0
3,616 119,300 SH DEFINED 3 0 119,300 0
TELEPHONE & DATA SYS INC COM 879433100 361 6,400 SH DEFINED 3 0 6,400 0
TELIGENT INC CL A 87959Y103 1,415 34,000 SH DEFINED 21 0 34,000 0
TELLABS INC COM 879664100 215 2,200 SH DEFINED 1 0 2,200 0
31,407 321,300 SH DEFINED 2 0 321,300 0
15,630 159,900 SH DEFINED 3 0 159,900 0
1,266 14,000 SH DEFINED 21 0 14,000 0
TEMPLE INLAND INC COM 879868107 784 12,500 SH DEFINED 3 0 12,500 0
TENET HEALTHCARE CORP COM 88033G100 1,320 69,700 SH DEFINED 3 0 69,700 0
TENNECO INC NEW COM 88037E101 4,942 176,900 SH DEFINED 1 0 176,900 0
41,993 1,503,100 SH DEFINED 2 0 1,503,100 0
13,393 479,400 SH DEFINED 3 0 479,400 0
TERADYNE INC COM 880770102 480 8,800 SH DEFINED 3 0 8,800 0
TEREX CORP NEW COM 880779103 393 16,300 SH DEFINED 3 0 16,300 0
TEVA PHARMACEUTICAL INDS ADR 881624209 2,955 62,300 SH DEFINED 3 0 62,300 0
LTD
TETRA TECH INC NEW COM 88162G103 3,888 184,617 SH DEFINED 3 0 184,617 0
TEXACO INC COM 881694103 2,469 43,500 SH DEFINED 1 0 43,500 0
23,171 408,300 SH DEFINED 2 0 408,300 0
20,918 368,600 SH DEFINED 3 0 368,600 0
TEXAS INSTRS INC COM 882508104 8,724 87,900 SH DEFINED 3 0 87,900 0
TEXAS UTILS CO COM 882848104 7,234 173,525 SH DEFINED 3 0 173,525 0
2,640 64,300 SH DEFINED 21 0 64,300 0
TEXTRON INC COM 883203101 209 2,700 SH DEFINED 1 0 2,700 0
30,555 394,900 SH DEFINED 2 0 394,900 0
2,762 35,700 SH DEFINED 3 0 35,700 0
THERAGENICS CORP COM 883375107 531 75,900 SH DEFINED 3 0 75,900 0
THERMO ELECTRON CORP COM 883556102 484 35,700 SH DEFINED 3 0 35,700 0
THOMAS & BETTS CORP COM 884315102 481 12,800 SH DEFINED 3 0 12,800 0
3COM CORP COM 885535104 1,886 80,900 SH DEFINED 3 0 80,900 0
TIFFANY & CO NEW COM 886547108 269 3,600 SH DEFINED 3 0 3,600 0
TIMBERLAND CO CL A 887100105 700 11,100 SH DEFINED 3 0 11,100 0
TIME WARNER INC COM 887315109 19,804 278,680 SH DEFINED 3 0 278,680 0
TIMES MIRROR CO NEW COM SER A 887364107 1,027 19,000 SH DEFINED 3 0 19,000 0
TIMKEN CO COM 887389104 228 14,000 SH DEFINED 3 0 14,000 0
TOLL BROTHERS INC COM 889478103 1,059 58,400 SH DEFINED 3 0 58,400 0
TORCHMARK CORP COM 891027104 1,512 47,800 SH DEFINED 3 0 47,800 0
TOSCO CORP COM NEW 891490302 399 16,100 SH DEFINED 3 0 16,100 0
TOYS R US INC COM 892335100 2,651 140,900 SH DEFINED 1 0 140,900 0
66,826 3,552,200 SH DEFINED 2 0 3,552,200 0
1,116 59,300 SH DEFINED 3 0 59,300 0
TRANSACTION NETWORK SVCS COM 893414102 903 55,150 SH DEFINED 3 0 55,150 0
INC
TRANSACTION SYS ARCHITECTS CL A 893416107 1,645 45,700 SH DEFINED 3 0 45,700 0
TRANSAMERICA CORP COM 893485102 1,995 28,100 SH DEFINED 3 0 28,100 0
TRANSOCEAN OFFSHORE INC COM 893817106 507 17,600 SH DEFINED 2 0 17,600 0
5,927 205,700 SH DEFINED 3 0 205,700 0
TRANSMONTAIGNE INC COM 893934109 344 28,400 SH DEFINED 3 0 28,400 0
TRIAD GTY INC COM 895925105 1,339 98,700 SH DEFINED 3 0 98,700 0
TRICON GLOBAL RESTAURANTS COM 895953107 3,274 46,600 SH DEFINED 1 0 46,600 0
58,048 826,300 SH DEFINED 2 0 826,300 0
29,167 415,190 SH DEFINED 3 0 415,190 0
TRIBUNE CO NEW COM 896047107 1,747 26,700 SH DEFINED 3 0 26,700 0
TRIZEC HAHN CORP SUB VTG 896938107 221 12,000 SH DEFINED 21 0 12,000 0
TRUE NORTH COMMUNICATIONS COM 897844106 2,095 74,500 SH DEFINED 3 0 74,500 0
INC
TUBOS DE ACERO DE MEXICO S ADR NEW 898592506 1,291 143,400 SH DEFINED 21 0 143,400 0
A
TUBOSCOPE INC COM 898600101 742 82,400 SH DEFINED 3 0 82,400 0
TUPPERWARE CORP COM 899896104 236 13,100 SH DEFINED 3 0 13,100 0
TV AZTECA S A DE C V SPONSORED ADR 901145102 141 22,500 SH DEFINED 21 0 22,500 0
24 / 7 MEDIA INC COM 901314104 886 17,200 SH DEFINED 3 0 17,200 0
TWINLAB CORP COM 901774109 221 23,600 SH DEFINED 3 0 23,600 0
TYCO INTL LTD NEW COM 902124106 509 7,100 SH DEFINED 2 0 7,100 0
21,140 294,633 SH DEFINED 3 0 294,633 0
TYSON FOODS INC CL A 902494103 501 24,200 SH DEFINED 3 0 24,200 0
USX MARATHON GROUP COM NEW 902905827 4,642 168,800 SH DEFINED 1 0 168,800 0
29,150 1,060,000 SH DEFINED 2 0 1,060,000 0
19,839 721,400 SH DEFINED 3 0 721,400 0
UST INC COM 902911106 4,783 183,100 SH DEFINED 1 0 183,100 0
58,852 2,252,700 SH DEFINED 2 0 2,252,700 0
23,479 898,700 SH DEFINED 3 0 898,700 0
US BANCORP DEL COM 902973106 5,810 170,565 SH DEFINED 3 0 170,565 0
UNUM CORP COM 903192102 3,929 82,600 SH DEFINED 3 0 82,600 0
U S G CORP COM NEW 903293405 267 5,200 SH DEFINED 3 0 5,200 0
U S FOODSERVICE COM 90331R101 237 5,100 SH DEFINED 3 0 5,100 0
USEC INC COM 90333E108 2,442 179,200 SH DEFINED 1 0 179,200 0
31,340 2,300,200 SH DEFINED 2 0 2,300,200 0
2,998 220,000 SH DEFINED 3 0 220,000 0
22,221 1,630,900 SH DEFINED 4 0 1,630,900 0
USX-U S STL COM 90337T101 468 19,920 SH DEFINED 3 0 19,920 0
UTI ENERGY CORP COM 903387108 304 28,600 SH DEFINED 3 0 28,600 0
ULTRAMAR DIAMOND SHAMROCK COM 904000106 822 38,000 SH DEFINED 1 0 38,000 0
CO
200 9,250 SH DEFINED 3 0 9,250 0
UNIBANCO-UNIAO DE BANCOS GDR REP PFD UT 9.05E+111 433 22,500 SH DEFINED 21 0 22,500 0
BRASL
UNIFIRST CORP MASS COM 904708104 2,275 107,700 SH DEFINED 3 0 107,700 0
UNILEVER N V NEW YORK SHS 904784501 2,844 42,800 SH DEFINED 1 0 42,800 0
23,944 360,400 SH DEFINED 3 0 360,400 0
UNICOM CORP COM 904911104 2,420 66,200 SH DEFINED 3 0 66,200 0
2,443 68,100 SH DEFINED 21 0 68,100 0
UNION CAMP CORP COM 905530101 1,047 15,600 SH DEFINED 3 0 15,600 0
UNION CARBIDE CORP COM 905581104 1,351 29,900 SH DEFINED 3 0 29,900 0
UNION PAC CORP COM 907818108 2,976 55,700 SH DEFINED 3 0 55,700 0
UNION PAC RES GROUP INC COM 907834105 671 56,494 SH DEFINED 3 0 56,494 0
UNION PLANTERS CORP COM 908068109 1,344 30,600 SH DEFINED 3 0 30,600 0
UNIONBANCAL CORP COM 908906100 1,703 50,000 SH DEFINED 3 0 50,000 0
UNIPHASE CORP COM 909149106 403 3,500 SH DEFINED 2 0 3,500 0
5,538 48,100 SH DEFINED 3 0 48,100 0
UNISOURCE WORLDWIDE INC COM 909208100 118 16,600 SH DEFINED 3 0 16,600 0
UNISYS CORP COM 909214108 1,589 57,400 SH DEFINED 3 0 57,400 0
UNITED BANKSHARES INC WEST COM 909907107 226 9,900 SH DEFINED 3 0 9,900 0
VA
UNITED DOMINION REALTY TR COM 910197102 138 13,500 SH DEFINED 3 0 13,500 0
INC
UNITED HEALTHCARE CORP COM 910581107 7,310 138,900 SH DEFINED 1 0 138,900 0
75,691 1,438,300 SH DEFINED 2 0 1,438,300 0
34,427 654,200 SH DEFINED 3 0 654,200 0
UNITED INTL HLDGS INC CL A 910734102 231 5,300 SH DEFINED 3 0 5,300 0
UNITED RENTALS INC COM 911363109 412 14,455 SH DEFINED 3 0 14,455 0
UNITED STATES FILTER CORP COM NEW 911843209 580 18,950 SH DEFINED 3 0 18,950 0
NEW
US AIRWAYS GROUP INC COM 911905107 986 20,200 SH DEFINED 3 0 20,200 0
U S WEST INC NEW COM 91273H101 6,701 121,700 SH DEFINED 1 0 121,700 0
43,141 783,500 SH DEFINED 2 0 783,500 0
27,339 496,509 SH DEFINED 3 0 496,509 0
65,332 1,186,500 SH DEFINED 4 0 1,186,500 0
2,060 38,500 SH DEFINED 21 0 38,500 0
UNITED TECHNOLOGIES CORP COM 913017109 8,614 63,600 SH DEFINED 3 0 63,600 0
UNITED WTR RES INC COM 913190104 654 31,500 SH DEFINED 1 0 31,500 0
UNIVERSAL CORP VA COM 913456109 202 7,900 SH DEFINED 3 0 7,900 0
UNIVERSAL FOODS CORP COM 913538104 250 12,100 SH DEFINED 3 0 12,100 0
UNIVERSAL FST PRODS INC COM 913543104 496 24,200 SH DEFINED 3 0 24,200 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,022 93,000 SH DEFINED 3 0 93,000 0
UNOCAL CORP COM 915289102 1,999 54,300 SH DEFINED 3 0 54,300 0
USFREIGHTWAYS CORP COM 916906100 1,327 40,350 SH DEFINED 3 0 40,350 0
USWEB CORP COM 917327108 268 6,500 SH DEFINED 2 0 6,500 0
3,277 79,450 SH DEFINED 3 0 79,450 0
UTILICORP UTD INC COM 918005109 522 22,950 SH DEFINED 1 0 22,950 0
897 39,450 SH DEFINED 2 0 39,450 0
216 9,500 SH DEFINED 3 0 9,500 0
9,227 405,600 SH DEFINED 4 0 405,600 0
V F CORP COM 918204108 1,274 27,000 SH DEFINED 3 0 27,000 0
VLSI TECHNOLOGY INC COM 918270109 205 10,600 SH DEFINED 3 0 10,600 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,651 31,900 SH DEFINED 3 0 31,900 0
VALUEVISION INTL INC CL A 92047K107 419 34,000 SH DEFINED 3 0 34,000 0
VARCO INTL INC COM 922126107 365 32,800 SH DEFINED 3 0 32,800 0
VEBA AG SPONSORED ADR 92239H102 507 9,700 SH DEFINED 1 0 9,700 0
1,055 20,200 SH DEFINED 2 0 20,200 0
11,338 217,000 SH DEFINED 4 0 217,000 0
VEECO INSTRS INC DEL COM 922417100 484 13,100 SH DEFINED 3 0 13,100 0
VERIO INC COM 923433106 724 15,700 SH DEFINED 3 0 15,700 0
VERITAS SOFTWARE CO COM 923436109 985 12,200 SH DEFINED 3 0 12,200 0
VERITY INC COM 92343C106 1,189 35,500 SH DEFINED 3 0 35,500 0
VERISIGN INC COM 92343E102 693 4,500 SH DEFINED 3 0 4,500 0
VIACOM INC CL A 925524100 3,174 38,100 SH DEFINED 1 0 38,100 0
52,770 633,400 SH DEFINED 2 0 633,400 0
24,377 292,600 SH DEFINED 3 0 292,600 0
VIACOM INC CL B 925524308 7,300 86,968 SH DEFINED 3 0 86,968 0
VIAD CORP COM 92552R109 289 10,400 SH DEFINED 3 0 10,400 0
VINTAGE PETE INC COM 927460105 1,369 152,100 SH DEFINED 3 0 152,100 0
VISHAY INTERTECHNOLOGY INC COM 928298108 203 13,935 SH DEFINED 3 0 13,935 0
VISX INC DEL COM 92844S105 1,538 14,300 SH DEFINED 2 0 14,300 0
20,351 189,200 SH DEFINED 3 0 189,200 0
VITESSE SEMICONDUCTOR CORP COM 928497106 451 8,900 SH DEFINED 2 0 8,900 0
8,323 164,400 SH DEFINED 3 0 164,400 0
VULCAN MATLS CO COM 929160109 566 13,700 SH DEFINED 2 0 13,700 0
6,610 160,000 SH DEFINED 3 0 160,000 0
WICOR INC COM 929253102 899 44,400 SH DEFINED 1 0 44,400 0
640 31,600 SH DEFINED 2 0 31,600 0
1,316 65,000 SH DEFINED 3 0 65,000 0
6,075 300,000 SH DEFINED 4 0 300,000 0
WACHOVIA CORP COM 929771103 3,702 45,600 SH DEFINED 3 0 45,600 0
WACKENHUT CORP COM SER B 929794303 683 40,200 SH DEFINED 1 0 40,200 0
WACKENHUT CORRECTIONS CORP COM 929798106 209 10,800 SH DEFINED 3 0 10,800 0
WAL MART STORES INC COM 931142103 2,996 32,500 SH DEFINED 1 0 32,500 0
46,850 508,200 SH DEFINED 2 0 508,200 0
76,571 830,600 SH DEFINED 3 0 830,600 0
1,279 15,000 SH DEFINED 21 0 15,000 0
WALGREEN CO COM 931422109 7,178 254,100 SH DEFINED 3 0 254,100 0
WALLACE COMPUTER SERVICES COM 932270101 198 10,000 SH DEFINED 3 0 10,000 0
INC
WARNER LAMBERT CO COM 934488107 23,477 354,700 SH DEFINED 2 0 354,700 0
16,858 254,700 SH DEFINED 3 0 254,700 0
WASHINGTON FED INC COM 938824109 423 20,130 SH DEFINED 3 0 20,130 0
WASHINGTON GAS LT CO COM 938837101 326 14,400 SH DEFINED 2 0 14,400 0
247 10,900 SH DEFINED 3 0 10,900 0
3,376 149,200 SH DEFINED 4 0 149,200 0
WASHINGTON MUT INC COM 939322103 5,694 139,300 SH DEFINED 1 0 139,300 0
40,944 1,001,700 SH DEFINED 2 0 1,001,700 0
24,952 610,436 SH DEFINED 3 0 610,436 0
108 2,640 SH DEFINED 21 0 2,640 0
WASHINGTON POST CO CL B 939640108 574 1,100 SH DEFINED 3 0 1,100 0
WASTE MGMT INC DEL COM 94106L109 7,188 161,978 SH DEFINED 1 0 161,978 0
49,744 1,121,000 SH DEFINED 2 0 1,121,000 0
27,539 620,590 SH DEFINED 3 0 620,590 0
WASTEMASTERS INC COM 941071102 6 16,800 SH DEFINED 3 0 16,800 0
WATSON PHARMACEUTICALS INC COM 942683103 481 10,900 SH DEFINED 2 0 10,900 0
5,712 129,458 SH DEFINED 3 0 129,458 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 179 12,782 SH DEFINED 3 0 12,782 0
WENDYS INTL INC COM 950590109 805 28,300 SH DEFINED 3 0 28,300 0
WERNER ENTERPRISES INC COM 950755108 1,120 71,100 SH DEFINED 3 0 71,100 0
WESTERN DIGITAL CORP COM 958102105 110 13,800 SH DEFINED 1 0 13,800 0
13,916 1,753,200 SH DEFINED 2 0 1,753,200 0
246 31,000 SH DEFINED 3 0 31,000 0
WESTERN DIGITAL CORP SD CV 958102AF2 6,528 29,600,000SH DEFINED 2 0 29,600,000 0
ZERO144A18
WESTERN WIRELESS CORP CL A 95988E204 359 9,900 SH DEFINED 3 0 9,900 0
1,051 29,000 SH DEFINED 21 0 29,000 0
WESTVACO CORP COM 961548104 478 22,750 SH DEFINED 3 0 22,750 0
WEYERHAEUSER CO COM 962166104 2,486 44,800 SH DEFINED 3 0 44,800 0
WHIRLPOOL CORP COM 963320106 19,379 356,400 SH DEFINED 2 0 356,400 0
930 17,100 SH DEFINED 3 0 17,100 0
WHITMAN CORP COM 96647K102 182 10,600 SH DEFINED 3 0 10,600 0
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