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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: June 30, 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 August 12, 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 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 "1" 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 Advisers ("Advisers") is the Investment Adviser to Federated
American Leaders Fund, Inc., Federated Insurance Series (except Federated
International Equity Fund II), Investment Series Fund, Inc., Federated Equity
Income Fund, Inc., and Federated High Income Bond Fund, Inc. Advisers is a
wholly-owned subsidiary of Federated Investors, Inc.. Subject to guidelines
established by the Boards of Trustees of the aforementioned investment
companies, Advisers exercises investment discretion over the investments
identified with the number "2" under Item 7 in the attached tables. This filing
is made on behalf of Advisers with respect to all investments over which it
exercises investment discretion.
3. Federated Management ("Management") is the Investment Adviser to Federated
Equity Funds, Federated High Yield Trust, Federated Index Trust, Federated Stock
and Bond Fund, Inc., Federated Stock Trust, and Federated World Utility Fund and
is Sub-Adviser to Managed Series Trust. Management is a wholly-owned subsidiary
of Investors. Subject to guidelines established by the Board of Trustees of the
aforementioned investment companies, Management exercises investment discretion
over the investments identified with the number "3" under Item 7 in the attached
tables. This filing is made on behalf of Management with respect to all
investments over which it exercises investment discretion.
4. 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, Inc..
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 ("Global") is the Investment Adviser to World Investment
Series and International Series, Inc. Global is a wholly-owned subsidiary of
Investors. Subject to guidelines established by the Board of Trustees of the
aforementioned investment companies, 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.
6. Federated Research Corp. ("Research Corp.") is the Investment Adviser to
Federated International Funds PLC, Liquid Cash Trust, and Money Market
Obligations Trust II. Research Corp. is a wholly-owned subsidiary of Investors.
Subject to guidelines established by the Board of Trustees of the aforementioned
investment companies, Research Corp. 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 Research Corp. with respect to all investments
over which it exercises investment discretion.
7. Federated Research ("Research") is the Investment Adviser to High Yield Bond
Portfolio, Federated Master Trust, Federated Short-Term U.S. Government,
Federated Tax-Free Trust, Money Market Trust, Trust for Government Cash
Reserves, Trust for Short-Term U.S. Government, and Trust for U.S. Treasury
Obligations. Research is a wholly-owned subsidiary of Investors. Subject to
guidelines established by the Board of Trustees of the aforementioned investment
companies, Research exercises investment discretion over the investments
identified with the number "6" under Item 7 in the attached tables. This filing
is made on behalf of Research 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: 3,128
Form 13F Information Table Value Total: $16,131,177
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 Advisers
03 28-2577 Federated Management
04 28-2491 Passport Research, Ltd.
05 28-347 Federated Research Corp.
06 28-7382 Federated Research
21 28-6486 Federated Global
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
VOTING
AUTHORITY
NAME OF ISSUER TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER SOLE SHARED NONE
OF CLASS (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS
A D C COM 000886101 702 15,400 SH DEFINED 03 0 15,400 0
TELECOMMUNICATIONS
AFLAC COM 001055102 225 4,700 SH DEFINED 01 0 4,700 0
INC
460 9,600 SH DEFINED 02 0 9,600 0
7,990 166,900 SH DEFINED 03 0 166,900 0
AGL RES COM 001204106 911 49,400 SH DEFINED 02 0 49,400 0
INC
247 13,400 SH DEFINED 03 0 13,400 0
9,693 525,700 SH DEFINED 04 0 525,700 0
AES COM 00130H105 3,365 57,900 SH DEFINED 03 0 57,900 0
CORP
AK STL HLDG COM 001547108 2,437 108,300 SH DEFINED 03 0 108,300 0
CORP
AMB PROPERTY COM 00163T109 1,946 82,800 SH DEFINED 02 0 82,800 0
CORP
17,921 762,600 SH DEFINED 04 0 762,600 0
AMR COM 001765106 3,187 46,700 SH DEFINED 03 0 46,700 0
CORP
AT&T COM 001957109 5,523 98,950 SH DEFINED 01 0 98,950 0
CORP
77,367 1,386,200 SH DEFINED 02 0 1,386,200 0
77,562 1,389,684 SH DEFINED 03 0 1,389,684 0
43,489 779,200 SH DEFINED 04 0 779,200 0
5,844 104,700 SH DEFINED 21 0 104,700 0
AT&T COM LIB GRP A 001957208 507 13,800 SH DEFINED 01 0 13,800 0
CORP
1,114 30,300 SH DEFINED 02 0 30,300 0
17,319 471,278 SH DEFINED 03 0 471,278 0
1,679 45,700 SH DEFINED 21 0 45,700 0
AT & T CDA DEPS RCPT CL B 00207Q202 814 12,700 SH DEFINED 02 0 12,700 0
INC
12,351 192,800 SH DEFINED 03 0 192,800 0
ATMI COM 00207R101 3,368 113,200 SH DEFINED 03 0 113,200 0
INC
AVT COM 002420107 4,310 113,800 SH DEFINED 03 0 113,800 0
CORP
ABB SPONSORED ADR 00256Q103 5,214 382,700 SH DEFINED 01 0 382,700 0
AB
54,244 3,981,200 SH DEFINED 02 0 3,981,200 0
22,570 1,656,500 SH DEFINED 03 0 1,656,500 0
ABBOTT COM 002824100 513 11,300 SH DEFINED 01 0 11,300 0
LABS
91,491 2,010,800 SH DEFINED 02 0 2,010,800 0
41,514 912,400 SH DEFINED 03 0 912,400 0
ABERCROMBIE & FITCH CL A 002896207 970 20,200 SH DEFINED 02 0 20,200 0
CO
14,669 305,600 SH DEFINED 03 0 305,600 0
ACTION PERFORMANCE COM 004933107 1,690 51,200 SH DEFINED 03 0 51,200 0
COS INC
ACXIOM COM 005125109 2,941 117,920 SH DEFINED 03 0 117,920 0
CORP
ADAPTEC COM 00651F108 208 5,900 SH DEFINED 02 0 5,900 0
INC
5,618 159,100 SH DEFINED 03 0 159,100 0
ADELPHIA CL A 006848105 242 3,800 SH DEFINED 03 0 3,800 0
COMMUNICATIONS
CORP
ADOBE SYS COM 00724F101 1,216 14,800 SH DEFINED 03 0 14,800 0
INC
ADVANCE PARADIGM COM 007491103 793 13,000 SH DEFINED 03 0 13,000 0
INC
ADVANCED MICRO COM 007903107 616 34,100 SH DEFINED 03 0 34,100 0
DEVICES INC
AETNA COM 008117103 3,010 33,655 SH DEFINED 03 0 33,655 0
INC
AFFILIATED COMPUTER CL A 008190100 284 5,600 SH DEFINED 03 0 5,600 0
SERVICES
AFFILIATED MANAGERS COM 008252108 4,069 134,800 SH DEFINED 03 0 134,800 0
GROUP
AIR PRODS & CHEMS COM 009158106 2,801 69,600 SH DEFINED 03 0 69,600 0
INC
AIRBORNE FGHT COM 009266107 1,955 70,600 SH DEFINED 03 0 70,600 0
CORP
AIRGAS COM 009363102 189 15,400 SH DEFINED 03 0 15,400 0
INC
ALASKA AIR GROUP COM 011659109 255 6,100 SH DEFINED 03 0 6,100 0
INC
ALBERTO CULVER CL B CONV 013068101 357 13,400 SH DEFINED 03 0 13,400 0
CO
ALBERTSONS COM 013104104 26,864 521,000 SH DEFINED 02 0 521,000 0
INC
5,082 98,561 SH DEFINED 03 0 98,561 0
ALCAN ALUMINIUM LTD COM 013716105 1,712 53,600 SH DEFINED 03 0 53,600 0
NEW
ALCOA COM 013817101 4,687 75,754 SH DEFINED 01 0 75,754 0
INC
6,584 106,400 SH DEFINED 03 0 106,400 0
ALEXANDER & BALDWIN COM 014482103 211 9,500 SH DEFINED 03 0 9,500 0
INC
ALIANT COM 016090102 388 8,400 SH DEFINED 03 0 8,400 0
COMMUNICATIONS
INC
ALLAIRE COM 016714107 683 10,000 SH DEFINED 03 0 10,000 0
CORP
ALLEGHENY ENERGY COM 017361106 827 25,800 SH DEFINED 03 0 25,800 0
INC
ALLEGHENY TELEDYNE COM 017415100 1,045 46,192 SH DEFINED 03 0 46,192 0
INC
ALLERGAN COM 018490102 233 2,100 SH DEFINED 01 0 2,100 0
INC
577 5,200 SH DEFINED 02 0 5,200 0
8,136 73,300 SH DEFINED 03 0 73,300 0
ALLIANT COM 018802108 253 8,900 SH DEFINED 03 0 8,900 0
CORP
ALLIEDSIGNAL COM 019512102 5,223 82,900 SH DEFINED 01 0 82,900 0
INC
61,305 973,100 SH DEFINED 02 0 973,100 0
35,141 557,800 SH DEFINED 03 0 557,800 0
ALLIED WASTE INDS COM PAR$.01NEW 019589308 4,789 242,500 SH DEFINED 03 0 242,500 0
INC
ALLMERICA FINL COM 019754100 371 6,100 SH DEFINED 01 0 6,100 0
CORP
20,026 329,300 SH DEFINED 03 0 329,300 0
ALLSTATE COM 020002101 5,737 159,926 SH DEFINED 01 0 159,926 0
CORP
82,218 2,291,800 SH DEFINED 02 0 2,291,800 0
34,684 966,810 SH DEFINED 03 0 966,810 0
ALLTEL COM 020039103 2,703 37,800 SH DEFINED 02 0 37,800 0
CORP
4,626 64,700 SH DEFINED 03 0 64,700 0
23,667 331,000 SH DEFINED 04 0 331,000 0
ALPHARMA CL A 020813101 2,372 66,700 SH DEFINED 03 0 66,700 0
INC
ALTERA COM 021441100 832 22,600 SH DEFINED 03 0 22,600 0
CORP
ALZA CORP COM 022615108 1,261 24,780 SH DEFINED 03 0 24,780 0
DEL
AMAZON COM COM 023135106 450 3,600 SH DEFINED 03 0 3,600 0
INC
AMBAC FINL GROUP COM 023139108 457 8,000 SH DEFINED 03 0 8,000 0
INC
AMERADA HESS COM 023551104 1,267 21,300 SH DEFINED 03 0 21,300 0
CORP
AMEREN COM 023608102 1,662 43,300 SH DEFINED 03 0 43,300 0
CORP
AMERICA ONLINE INC COM 02364J104 663 6,000 SH DEFINED 02 0 6,000 0
DEL
46,123 417,400 SH DEFINED 03 0 417,400 0
AMERICA ONLINE INC SUB NT CONV 4%02 02364JAB0 29,789 3,535,000 SH DEFINED 02 0 3,535,000 0
DEL
AMERICA WEST HLDG CL B 023657208 1,880 99,602 SH DEFINED 03 0 99,602 0
CORP
AMERICAN ELEC PWR COM 025537101 2,273 60,500 SH DEFINED 03 0 60,500 0
INC
AMERICAN EAGLE COM 02553E106 2,548 56,000 SH DEFINED 03 0 56,000 0
OUTFITTERS NEW
AMERICAN EXPRESS COM 025816109 18,257 140,300 SH DEFINED 03 0 140,300 0
CO
156 1,200 SH DEFINED 21 0 1,200 0
AMERICAN FINL GROUP COM 025932104 232 6,800 SH DEFINED 03 0 6,800 0
INC OHIO
AMERICAN GENERAL COM 026351106 5,037 66,830 SH DEFINED 03 0 66,830 0
CORP
AMERICAN GREETINGS CL A 026375105 3,967 131,700 SH DEFINED 01 0 131,700 0
CORP
026375105 497 16,500 SH DEFINED 03 0 16,500 0
AMERICAN HOME PRODS COM 026609107 46,443 807,700 SH DEFINED 02 0 807,700 0
CORP
28,008 487,100 SH DEFINED 03 0 487,100 0
AMERICAN INTL GROUP COM 026874107 457 3,900 SH DEFINED 02 0 3,900 0
INC
46,051 393,391 SH DEFINED 03 0 393,391 0
2,262 19,300 SH DEFINED 21 0 19,300 0
AMERICAN MGMT SYS COM 027352103 292 9,100 SH DEFINED 03 0 9,100 0
INC
AMERICAN PWR COM 029066107 441 21,900 SH DEFINED 03 0 21,900 0
CONVERSION CORP
AMERICAN STD COS COM 029712106 384 8,000 SH DEFINED 03 0 8,000 0
INC DEL
AMERICAN TOWER CL A 029912201 754 31,400 SH DEFINED 02 0 31,400 0
CORP
8,442 351,770 SH DEFINED 03 0 351,770 0
AMERICAN WTR WKS COM 030411102 286 9,300 SH DEFINED 03 0 9,300 0
INC
AMERICREDIT COM 03060R101 715 44,700 SH DEFINED 03 0 44,700 0
CORP
AMERITRADE HLDG CL A 03072H109 233 2,200 SH DEFINED 03 0 2,200 0
CORP
AMERITECH CORP COM 030954101 47,216 642,400 SH DEFINED 02 0 642,400 0
NEW
27,467 373,700 SH DEFINED 03 0 373,700 0
30,304 412,300 SH DEFINED 04 0 412,300 0
7,460 101,500 SH DEFINED 21 0 101,500 0
AMETEK INC COM 031100100 3,450 150,000 SH DEFINED 03 0 150,000 0
NEW
AMGEN COM 031162100 2,977 48,900 SH DEFINED 01 0 48,900 0
INC
11,213 184,200 SH DEFINED 03 0 184,200 0
AMSOUTH COM 032165102 974 42,000 SH DEFINED 03 0 42,000 0
BANCORPORATION
ANADARKO PETE COM 032511107 1,042 28,300 SH DEFINED 03 0 28,300 0
CORP
ANALOG DEVICES COM 032654105 922 18,366 SH DEFINED 03 0 18,366 0
INC
ANALYTICAL SURVEYS COM NEW 032683302 353 14,200 SH DEFINED 03 0 14,200 0
INC
ANDREW COM 034425108 369 19,462 SH DEFINED 03 0 19,462 0
CORP
ANHEUSER BUSCH COS COM 035229103 40,548 571,600 SH DEFINED 02 0 571,600 0
INC
8,193 115,500 SH DEFINED 03 0 115,500 0
ANNTAYLOR STORES COM 036115103 234 5,200 SH DEFINED 03 0 5,200 0
CORP
ANSWERTHINK COM 036916104 492 19,500 SH DEFINED 03 0 19,500 0
CONSULTING GROUP
AON COM 037389103 2,478 60,075 SH DEFINED 03 0 60,075 0
CORP
APACHE COM 037411105 1,018 26,100 SH DEFINED 03 0 26,100 0
CORP
APARTMENT INVT & CL A 03748R101 812 19,000 SH DEFINED 02 0 19,000 0
MGMT CO
6,374 149,100 SH DEFINED 04 0 149,100 0
APOLLO GROUP CL A 037604105 236 8,900 SH DEFINED 03 0 8,900 0
INC
APPLE COMPUTER COM 037833100 42,698 921,944 SH DEFINED 02 0 921,944 0
INC
4,807 103,800 SH DEFINED 03 0 103,800 0
APRIA HEALTHCARE COM 037933108 184 10,800 SH DEFINED 03 0 10,800 0
GROUP INC
APEX PC SOLUTIONS COM 037945102 234 11,400 SH DEFINED 01 0 11,400 0
INC
4,733 230,900 SH DEFINED 03 0 230,900 0
APPLIED MATLS COM 038222105 8,030 108,700 SH DEFINED 03 0 108,700 0
INC
2,201 29,800 SH DEFINED 21 0 29,800 0
APPLIED PWR CL A 038225108 3,476 127,260 SH DEFINED 03 0 127,260 0
INC
APPLIED MICRO COM 03822W109 230 2,800 SH DEFINED 03 0 2,800 0
CIRCUITS CORP
APTARGROUP COM 038336103 2,328 77,600 SH DEFINED 03 0 77,600 0
INC
AQUA ALLIANCE CL A 038367108 22 22,000 SH DEFINED 03 0 22,000 0
INC
ARACRUZ CELULOSE S SPNSR ADR CL B 038496204 572 26,000 SH DEFINED 21 0 26,000 0
A
ARCHER DANIELS COM 039483102 3,352 217,105 SH DEFINED 01 0 217,105 0
MIDLAND CO
59,029 3,823,760 SH DEFINED 02 0 3,823,760 0
19,197 1,243,507 SH DEFINED 03 0 1,243,507 0
ARCHSTONE CMNTYS SH BEN INT 039581103 851 38,800 SH DEFINED 02 0 38,800 0
TR
7,277 331,700 SH DEFINED 04 0 331,700 0
ARM HLDGS SPONSORED ADR 042068106 8,792 252,100 SH DEFINED 21 0 252,100 0
PLC
ARMCO COM 042170100 72 10,800 SH DEFINED 03 0 10,800 0
INC
ARMSTRONG WORLD COM 042476101 543 9,400 SH DEFINED 03 0 9,400 0
INDS INC
ARROW ELECTRS COM 042735100 206 10,850 SH DEFINED 03 0 10,850 0
INC
ARVIN INDS COM 043339100 220 5,800 SH DEFINED 03 0 5,800 0
INC
ASARCO COM 043413103 258 13,700 SH DEFINED 03 0 13,700 0
INC
ASHLAND COM 044204105 52,969 1,320,100 SH DEFINED 02 0 1,320,100 0
INC
778 19,400 SH DEFINED 03 0 19,400 0
ASPECT COM 045237104 107 11,000 SH DEFINED 03 0 11,000 0
TELECOMMUNICATIONS
CORP
ASSOCIATED BANC COM 045487105 301 7,250 SH DEFINED 03 0 7,250 0
CORP
ASSOCIATED GROUP CL A 045651106 221 3,400 SH DEFINED 03 0 3,400 0
INC
ASSOCIATES FIRST CL A 046008108 8,748 197,424 SH DEFINED 03 0 197,424 0
CAP CORP
ASTORIA FINL COM 046265104 540 12,300 SH DEFINED 03 0 12,300 0
CORP
ASTRAZENECA SPONSORED ADR 046353108 2,665 68,000 SH DEFINED 03 0 68,000 0
PLC
ATLANTIC RICHFIELD COM 048825103 4,111 49,200 SH DEFINED 01 0 49,200 0
CO
20,047 239,900 SH DEFINED 03 0 239,900 0
ATMEL COM 049513104 299 11,400 SH DEFINED 03 0 11,400 0
CORP
ATMOS ENERGY COM 049560105 348 13,900 SH DEFINED 02 0 13,900 0
CORP
174 6,950 SH DEFINED 03 0 6,950 0
3,280 131,200 SH DEFINED 04 0 131,200 0
AURA SYS COM 051526101 2 10,500 SH DEFINED 03 0 10,500 0
INC
AUTODESK COM 052769106 414 14,000 SH DEFINED 03 0 14,000 0
INC
AUTOMATIC DATA COM 053015103 6,851 155,700 SH DEFINED 03 0 155,700 0
PROCESSING INC
AUTOZONE COM 053332102 1,063 35,300 SH DEFINED 03 0 35,300 0
INC
AVALONBAY CMNTYS COM 053484101 1,295 35,000 SH DEFINED 02 0 35,000 0
INC
11,497 310,721 SH DEFINED 04 0 310,721 0
AVERY DENNISON COM 053611109 2,288 37,900 SH DEFINED 03 0 37,900 0
CORP
AVON PRODS COM 054303102 5,639 101,600 SH DEFINED 01 0 101,600 0
INC
4,013 72,300 SH DEFINED 03 0 72,300 0
BB&T COM 054937107 2,686 73,200 SH DEFINED 03 0 73,200 0
CORP
BCE COM 05534B109 700 14,200 SH DEFINED 21 0 14,200 0
INC
BEC COM 05538M101 3,696 89,600 SH DEFINED 02 0 89,600 0
ENERGY
33,441 810,700 SH DEFINED 04 0 810,700 0
BISYS GROUP COM 055472104 322 5,500 SH DEFINED 03 0 5,500 0
INC
BJ SVCS COM 055482103 1,428 48,500 SH DEFINED 03 0 48,500 0
CO
BJS WHOLESALE CLUB COM 05548J106 505 16,800 SH DEFINED 02 0 16,800 0
INC
8,114 269,900 SH DEFINED 03 0 269,900 0
BP AMOCO P L SPONSORED ADR 055622104 31,074 286,400 SH DEFINED 02 0 286,400 0
C
3,187 29,369 SH DEFINED 03 0 29,369 0
BMC SOFTWARE COM 055921100 3,990 73,889 SH DEFINED 03 0 73,889 0
INC
BAKER HUGHES COM 057224107 2,579 76,990 SH DEFINED 03 0 76,990 0
INC
BALANCE BAR COM 057623100 205 33,800 SH DEFINED 03 0 33,800 0
CO
BALL COM 058498106 461 10,900 SH DEFINED 03 0 10,900 0
CORP
BALLARD PWR SYS COM 05858H104 1,920 60,000 SH DEFINED 03 0 60,000 0
INC
BANK OF AMERICA COM 060505104 5,777 78,800 SH DEFINED 01 0 78,800 0
CORPORATION
94,950 1,295,143 SH DEFINED 02 0 1,295,143 0
62,572 853,503 SH DEFINED 03 0 853,503 0
1,856 25,310 SH DEFINED 21 0 25,310 0
BANK NEW YORK COM 064057102 6,571 179,100 SH DEFINED 03 0 179,100 0
INC
BANK ONE COM 06423A103 4,646 78,000 SH DEFINED 01 0 78,000 0
CORP
96,752 1,624,370 SH DEFINED 02 0 1,624,370 0
39,590 664,686 SH DEFINED 03 0 664,686 0
229 3,840 SH DEFINED 21 0 3,840 0
BANKBOSTON COM 06605R106 4,172 81,600 SH DEFINED 03 0 81,600 0
CORP
143 2,800 SH DEFINED 21 0 2,800 0
BARD C R COM 067383109 6,077 127,100 SH DEFINED 01 0 127,100 0
INC
602 12,600 SH DEFINED 03 0 12,600 0
BARNES & NOBLE COM 067774109 214 7,800 SH DEFINED 03 0 7,800 0
INC
BARRICK GOLD COM 067901108 1,701 87,800 SH DEFINED 03 0 87,800 0
CORP
BATTLE MTN GOLD COM 071593107 169 69,300 SH DEFINED 03 0 69,300 0
CO
BAUSCH & LOMB COM 071707103 1,010 13,200 SH DEFINED 03 0 13,200 0
INC
BAXTER INTL COM 071813109 4,838 79,800 SH DEFINED 01 0 79,800 0
INC
89,974 1,484,100 SH DEFINED 02 0 1,484,100 0
27,037 445,971 SH DEFINED 03 0 445,971 0
BEAR STEARNS COS COM 073902108 4,785 102,360 SH DEFINED 01 0 102,360 0
INC
51,941 1,111,027 SH DEFINED 02 0 1,111,027 0
24,748 529,365 SH DEFINED 03 0 529,365 0
39 840 SH DEFINED 21 0 840 0
BECTON DICKINSON & COM 075887109 1,758 58,600 SH DEFINED 03 0 58,600 0
CO
BED BATH & BEYOND COM 075896100 612 15,900 SH DEFINED 03 0 15,900 0
INC
BELL ATLANTIC COM 077853109 7,352 112,458 SH DEFINED 01 0 112,458 0
CORP
4,197 64,200 SH DEFINED 02 0 64,200 0
51,220 783,484 SH DEFINED 03 0 783,484 0
35,956 550,000 SH DEFINED 04 0 550,000 0
BELLSOUTH COM 079860102 4,451 96,500 SH DEFINED 01 0 96,500 0
CORP
29,114 621,100 SH DEFINED 02 0 621,100 0
33,478 714,200 SH DEFINED 03 0 714,200 0
34,477 735,500 SH DEFINED 04 0 735,500 0
2,890 62,200 SH DEFINED 21 0 62,200 0
BELO A H CORP COM SER A 080555105 264 13,400 SH DEFINED 03 0 13,400 0
DEL
BEMIS COM 081437105 878 22,100 SH DEFINED 03 0 22,100 0
INC
BERGEN BRUNSWIG CL A 083739102 2,320 134,500 SH DEFINED 01 0 134,500 0
CORP
2,006 116,312 SH DEFINED 03 0 116,312 0
BERKSHIRE HATHAWAY CL B 084670207 1,151 514 SH DEFINED 01 0 514 0
INC DEL
BEST BUY COM 086516101 250 3,700 SH DEFINED 01 0 3,700 0
INC
500 7,400 SH DEFINED 02 0 7,400 0
12,346 182,900 SH DEFINED 03 0 182,900 0
BESTFOODS COM 08658U101 1,624 32,800 SH DEFINED 01 0 32,800 0
3,331 67,300 SH DEFINED 03 0 67,300 0
BETHLEHEM STL COM 087509105 354 46,106 SH DEFINED 03 0 46,106 0
CORP
BEVERLY ENTERPRISES COM NEW 087851309 5,025 623,200 SH DEFINED 01 0 623,200 0
INC
17,220 2,135,800 SH DEFINED 03 0 2,135,800 0
BIO TECHNOLOGY GEN COM 090578105 72 11,000 SH DEFINED 03 0 11,000 0
CORP
BIOGEN COM 090597105 244 3,800 SH DEFINED 01 0 3,800 0
INC
695 10,800 SH DEFINED 02 0 10,800 0
12,837 199,600 SH DEFINED 03 0 199,600 0
BIOMET COM 090613100 1,049 26,400 SH DEFINED 03 0 26,400 0
INC
BLACK & DECKER COM 091797100 537 8,500 SH DEFINED 02 0 8,500 0
CORP
10,618 168,200 SH DEFINED 03 0 168,200 0
BLACK BOX CORP COM 091826107 2,241 44,700 SH DEFINED 03 0 44,700 0
DEL
BLOCK H & R COM 093671105 6,320 126,400 SH DEFINED 01 0 126,400 0
INC
27,180 543,600 SH DEFINED 02 0 543,600 0
19,055 381,100 SH DEFINED 03 0 381,100 0
BLUE RHINO COM 095811105 160 17,400 SH DEFINED 03 0 17,400 0
CORP
BOEING COM 097023105 66,431 1,503,400 SH DEFINED 02 0 1,503,400 0
CO
10,137 229,408 SH DEFINED 03 0 229,408 0
BOISE CASCADE COM 097383103 570 13,300 SH DEFINED 03 0 13,300 0
CORP
BORG-WARNER COM 099724106 323 5,881 SH DEFINED 03 0 5,881 0
AUTOMOTIVE INC
BOSTON SCIENTIFIC COM 101137107 532 12,100 SH DEFINED 02 0 12,100 0
CORP
9,868 224,600 SH DEFINED 03 0 224,600 0
BOWATER COM 102183100 279 5,900 SH DEFINED 03 0 5,900 0
INC
BRIGGS & STRATTON COM 109043109 479 8,300 SH DEFINED 03 0 8,300 0
CORP
BRIGHTPOINT COM 109473108 70 11,574 SH DEFINED 03 0 11,574 0
INC
BRINKER INTL COM 109641100 606 22,300 SH DEFINED 02 0 22,300 0
INC
6,900 253,775 SH DEFINED 03 0 253,775 0
BRISTOL MYERS COM 110122108 9,875 140,200 SH DEFINED 01 0 140,200 0
SQUIBB CO
106,466 1,511,500 SH DEFINED 02 0 1,511,500 0
82,306 1,168,500 SH DEFINED 03 0 1,168,500 0
1,197 17,000 SH DEFINED 21 0 17,000 0
BROADCOM CL A 111320107 1,200 8,300 SH DEFINED 02 0 8,300 0
CORP
13,849 95,800 SH DEFINED 03 0 95,800 0
BROWN FORMAN CL B 115637209 1,050 16,100 SH DEFINED 03 0 16,100 0
CORP
BROWNING FERRIS COM 115885105 1,683 39,135 SH DEFINED 03 0 39,135 0
INDS
BRUNSWICK COM 117043109 32,290 1,158,400 SH DEFINED 02 0 1,158,400 0
CORP
602 21,600 SH DEFINED 03 0 21,600 0
BUCKLE COM 118440106 398 13,850 SH DEFINED 03 0 13,850 0
INC
BUFFETS COM 119882108 116 10,125 SH DEFINED 03 0 10,125 0
INC
BUILDING ONE SVCS COM 120114103 147 10,600 SH DEFINED 01 0 10,600 0
CORP
2,978 214,644 SH DEFINED 03 0 214,644 0
BURLINGTON INDS COM 121693105 117 12,900 SH DEFINED 03 0 12,900 0
INC
BURLINGTON NORTHN COM 12189T104 4,474 144,333 SH DEFINED 03 0 144,333 0
SANTA FE CP
BURLINGTON RES COM 122014103 1,806 41,765 SH DEFINED 03 0 41,765 0
INC
C&D TECHNOLOGIES COM 124661109 3,139 102,500 SH DEFINED 03 0 102,500 0
INC
CBT GROUP PUB SPNSRD ADR NEW 124853300 414 25,100 SH DEFINED 03 0 25,100 0
LTD
CCB FINL COM 124875105 243 4,600 SH DEFINED 03 0 4,600 0
CORP
CBS COM 12490K107 9,713 223,600 SH DEFINED 03 0 223,600 0
CORP
C-CUBE MICROSYSTEMS COM 125015107 250 7,900 SH DEFINED 03 0 7,900 0
INC
CIGNA COM 125509109 5,723 64,300 SH DEFINED 01 0 64,300 0
CORP
76,718 862,000 SH DEFINED 02 0 862,000 0
48,719 547,400 SH DEFINED 03 0 547,400 0
89 1,000 SH DEFINED 21 0 1,000 0
CIT GROUP CL A 125577106 4,346 150,500 SH DEFINED 01 0 150,500 0
INC
66,207 2,292,900 SH DEFINED 02 0 2,292,900 0
27,529 953,400 SH DEFINED 03 0 953,400 0
CMGI COM 125750109 3,536 31,000 SH DEFINED 03 0 31,000 0
INC
CMS ENERGY COM 125896100 1,767 42,200 SH DEFINED 02 0 42,200 0
CORP
2,039 48,700 SH DEFINED 03 0 48,700 0
15,243 364,000 SH DEFINED 04 0 364,000 0
CNET COM 125945105 242 4,200 SH DEFINED 03 0 4,200 0
INC
CNB BANCSHARES COM 126126101 209 3,674 SH DEFINED 03 0 3,674 0
INC
CNF TRANSN COM 12612W104 25,846 673,500 SH DEFINED 02 0 673,500 0
INC
1,934 50,400 SH DEFINED 03 0 50,400 0
CSG SYS INTL COM 126349109 2,574 98,300 SH DEFINED 03 0 98,300 0
INC
CSX COM 126408103 2,315 51,100 SH DEFINED 03 0 51,100 0
CORP
CTS COM 126501105 202 2,884 SH DEFINED 03 0 2,884 0
CORP
CVS COM 126650100 4,715 92,900 SH DEFINED 03 0 92,900 0
CORP
CABLE & WIRELESS SPONSORED ADR 126830207 868 21,900 SH DEFINED 02 0 21,900 0
PUB LTD CO
7,715 194,700 SH DEFINED 04 0 194,700 0
CABLEVISION SYS CL A 12686C109 714 10,200 SH DEFINED 02 0 10,200 0
CORP
7,693 109,900 SH DEFINED 03 0 109,900 0
CABLETRON SYS COM 126920107 527 40,500 SH DEFINED 03 0 40,500 0
INC
CABLE DESIGN COM 126924109 3,042 197,050 SH DEFINED 03 0 197,050 0
TECHNOLOGIES CORP
CADENCE DESIGN COM 127387108 638 50,000 SH DEFINED 03 0 50,000 0
SYSTEM INC
CAL DIVE INTL COM 127914109 466 15,600 SH DEFINED 03 0 15,600 0
INC
CAMBREX COM 132011107 3,914 149,100 SH DEFINED 03 0 149,100 0
CORP
CAMDEN PPTY SH BEN INT 133131102 874 31,500 SH DEFINED 02 0 31,500 0
TR
148 5,333 SH DEFINED 03 0 5,333 0
7,470 269,200 SH DEFINED 04 0 269,200 0
CAMPBELL SOUP COM 134429109 5,820 125,500 SH DEFINED 03 0 125,500 0
CO
CAPITAL ONE FINL COM 14040H105 234 4,200 SH DEFINED 01 0 4,200 0
CORP
768 13,800 SH DEFINED 02 0 13,800 0
13,499 242,400 SH DEFINED 03 0 242,400 0
CARDINAL HEALTH COM 14149Y108 5,755 89,750 SH DEFINED 03 0 89,750 0
INC
CAREER EDUCATION COM 141665109 389 11,500 SH DEFINED 03 0 11,500 0
CORP
CARLISLE COS COM 142339100 207 4,300 SH DEFINED 01 0 4,300 0
INC
4,331 90,000 SH DEFINED 03 0 90,000 0
CARNIVAL COM 143658102 7,000 144,330 SH DEFINED 03 0 144,330 0
CORP
CAROLINA PWR & LT COM 144141108 2,038 47,600 SH DEFINED 03 0 47,600 0
CO
CASE COM 14743R103 837 17,400 SH DEFINED 03 0 17,400 0
CORP
CASEYS GEN STORES COM 147528103 2,876 191,700 SH DEFINED 03 0 191,700 0
INC
CATALINA MARKETING COM 148867104 2,502 27,200 SH DEFINED 03 0 27,200 0
CORP
CATERPILLAR INC COM 149123101 5,970 99,500 SH DEFINED 03 0 99,500 0
DEL
CELESTICA SUB VTG SHS 15101Q108 4,275 98,700 SH DEFINED 21 0 98,700 0
INC
CENDANT COM 151313103 3,713 181,129 SH DEFINED 03 0 181,129 0
CORP
CENTERPOINT PPTYS SH BEN INT 151895109 538 14,700 SH DEFINED 02 0 14,700 0
TR
88 2,400 SH DEFINED 03 0 2,400 0
3,930 107,300 SH DEFINED 04 0 107,300 0
CENTEX COM 152312104 526 14,000 SH DEFINED 03 0 14,000 0
CORP
CENTOCOR COM 152342101 214 4,600 SH DEFINED 01 0 4,600 0
INC
676 14,500 SH DEFINED 02 0 14,500 0
7,796 167,200 SH DEFINED 03 0 167,200 0
CENTRAL & SOUTH COM 152357109 1,592 68,100 SH DEFINED 03 0 68,100 0
WEST CORP
CENTRAL HUDSON GAS COM 153609102 966 23,000 SH DEFINED 02 0 23,000 0
& ELEC CORP
2,159 51,400 SH DEFINED 03 0 51,400 0
8,891 211,700 SH DEFINED 04 0 211,700 0
CENTURY BUSINESS COM 156490104 245 16,900 SH DEFINED 03 0 16,900 0
SVCS INC
CENTURY CL A 156503104 2,254 49,000 SH DEFINED 03 0 49,000 0
COMMUNICATIONS
CORP
CENTURYTEL COM 156700106 3,587 90,250 SH DEFINED 02 0 90,250 0
INC
5,150 129,550 SH DEFINED 03 0 129,550 0
28,552 718,300 SH DEFINED 04 0 718,300 0
CEPHALON COM 156708109 2,761 158,900 SH DEFINED 03 0 158,900 0
INC
CERIDIAN COM 15677T106 1,102 33,700 SH DEFINED 03 0 33,700 0
CORP
CHAMPION INTL COM 158525105 1,077 22,500 SH DEFINED 03 0 22,500 0
CORP
CHANCELLOR MEDIA COM 158915108 325 5,900 SH DEFINED 03 0 5,900 0
CORP
CHARTER ONE FINL COM 160903100 528 18,967 SH DEFINED 03 0 18,967 0
INC
CHARMING SHOPPES COM 161133103 72 11,800 SH DEFINED 03 0 11,800 0
INC
CHASE MANHATTAN COM 16161A108 33,827 390,500 SH DEFINED 02 0 390,500 0
CORP NEW
21,079 243,340 SH DEFINED 03 0 243,340 0
232 2,675 SH DEFINED 21 0 2,675 0
CHEVRON COM 166751107 4,515 47,500 SH DEFINED 01 0 47,500 0
CORPORATION
34,686 364,400 SH DEFINED 03 0 364,400 0
CHIQUITA BRANDS COM 170032106 104 11,600 SH DEFINED 03 0 11,600 0
INTL INC
CHIRON COM 170040109 430 20,724 SH DEFINED 03 0 20,724 0
CORP
CHITTENDEN COM 170228100 3,101 99,225 SH DEFINED 03 0 99,225 0
CORP
CHUBB COM 171232101 13,212 190,100 SH DEFINED 02 0 190,100 0
CORP
2,669 38,400 SH DEFINED 03 0 38,400 0
CIBER COM 17163B102 2,521 131,800 SH DEFINED 03 0 131,800 0
INC
CINCINNATI BELL COM 171870108 1,277 51,200 SH DEFINED 02 0 51,200 0
INC
3,803 152,500 SH DEFINED 03 0 152,500 0
10,633 426,400 SH DEFINED 04 0 426,400 0
CINCINNATI FINL COM 172062101 1,476 39,300 SH DEFINED 03 0 39,300 0
CORP
CINERGY COM 172474108 1,195 37,340 SH DEFINED 03 0 37,340 0
CORP
CIRCUIT CITY STORE CIRCT CITY GRP 172737108 298 3,200 SH DEFINED 01 0 3,200 0
INC
763 8,200 SH DEFINED 02 0 8,200 0
10,537 113,300 SH DEFINED 03 0 113,300 0
CIRRUS LOGIC COM 172755100 131 14,800 SH DEFINED 03 0 14,800 0
CORP
CISCO SYS COM 17275R102 535 8,300 SH DEFINED 01 0 8,300 0
INC
17,892 277,400 SH DEFINED 02 0 277,400 0
76,475 1,185,663 SH DEFINED 03 0 1,185,663 0
7,155 111,000 SH DEFINED 21 0 111,000 0
CITADEL COM 172853202 297 8,200 SH DEFINED 03 0 8,200 0
COMMUNICATIONS
CORP
CINTAS COM 172908105 847 12,600 SH DEFINED 03 0 12,600 0
CORP
CITIGROUP COM 172967101 48,628 1,023,750 SH DEFINED 02 0 1,023,750 0
INC
52,325 1,101,573 SH DEFINED 03 0 1,101,573 0
5,269 110,925 SH DEFINED 21 0 110,925 0
CITRIX SYS COM 177376100 232 4,100 SH DEFINED 01 0 4,100 0
INC
836 14,800 SH DEFINED 02 0 14,800 0
12,752 225,700 SH DEFINED 03 0 225,700 0
CITRIX SYS SD CV ZRO 144A19 177376AA8 25,620 55,500,000 SH DEFINED 02 0 55,500,0000
INC
CITY NATL COM 178566105 2,145 57,300 SH DEFINED 03 0 57,300 0
CORP
94 2,500 SH DEFINED 21 0 2,500 0
CLAIRE'S STORES COM 179584107 272 10,625 SH DEFINED 03 0 10,625 0
INC
CLAYTON HOMES COM 184190106 189 16,495 SH DEFINED 03 0 16,495 0
INC
CLEAR CHANNEL COM 184502102 8,263 119,863 SH DEFINED 03 0 119,863 0
COMMUNICATIONS
CLOROX CO COM 189054109 5,084 47,600 SH DEFINED 03 0 47,600 0
DEL
COASTAL COM 190441105 3,840 96,000 SH DEFINED 03 0 96,000 0
CORP
COCA COLA COM 191216100 38,988 623,800 SH DEFINED 03 0 623,800 0
CO
COCA COLA COM 191219104 2,972 99,900 SH DEFINED 03 0 99,900 0
ENTERPRISES INC
COCA-COLA FEMSA S A SPON ADR REP L 191241108 374 19,300 SH DEFINED 21 0 19,300 0
DE C V
COGNIZANT CL A 192446102 526 20,200 SH DEFINED 03 0 20,200 0
TECHNOLOGY SOLUTIONS
COLGATE PALMOLIVE COM 194162103 7,238 73,300 SH DEFINED 03 0 73,300 0
CO
COLUMBIA ENERGY COM 197648108 1,950 31,100 SH DEFINED 02 0 31,100 0
GROUP
2,548 40,650 SH DEFINED 03 0 40,650 0
16,766 267,450 SH DEFINED 04 0 267,450 0
COLUMBIA/HCA COM 197677107 3,050 133,707 SH DEFINED 03 0 133,707 0
HEALTHCARE CORP
COMAIR HOLDINGS COM 199789108 430 20,650 SH DEFINED 03 0 20,650 0
INC
COMCAST CL A SPL 200300200 700 18,200 SH DEFINED 02 0 18,200 0
CORP
17,601 457,900 SH DEFINED 03 0 457,900 0
3,805 99,000 SH DEFINED 21 0 99,000 0
COMDISCO COM 200336105 442 17,250 SH DEFINED 03 0 17,250 0
INC
COMERICA COM 200340107 2,178 36,650 SH DEFINED 03 0 36,650 0
INC
COMMERCE BANCORP COM 200519106 245 5,734 SH DEFINED 03 0 5,734 0
INC NJ
COMMERCIAL FEDERAL COM 201647104 320 13,810 SH DEFINED 03 0 13,810 0
CORPORATION
COMMONWEALTH ENERGY COM SH BEN INT 202800108 2,608 62,100 SH DEFINED 03 0 62,100 0
SYS
COMMSCOPE COM 203372107 2,266 73,700 SH DEFINED 03 0 73,700 0
INC
COMMUNITY FIRST COM 203902101 4,087 171,200 SH DEFINED 03 0 171,200 0
BANKSHARES INC
COMPANHIA ADR 20440T201 468 25,050 SH DEFINED 21 0 25,050 0
BRASILEIRA DE DISTRB
COMPANHIA SPONS ADR PFD 20441B407 815 97,300 SH DEFINED 21 0 97,300 0
PARANAENSE ENERG COP
COMPAQ COMPUTER COM 204493100 1,567 66,163 SH DEFINED 01 0 66,163 0
CORP
9,412 397,361 SH DEFINED 03 0 397,361 0
COMPLETE BUSINESS COM 20452F107 2,025 112,900 SH DEFINED 03 0 112,900 0
SOLUTIONS
COMPUTER ASSOC INTL COM 204912109 6,988 127,062 SH DEFINED 03 0 127,062 0
INC
COMPUSA COM 204932107 78 10,500 SH DEFINED 03 0 10,500 0
INC
COMPUTER SCIENCES COM 205363104 5,376 77,700 SH DEFINED 01 0 77,700 0
CORP
52,749 762,400 SH DEFINED 02 0 762,400 0
25,835 373,400 SH DEFINED 03 0 373,400 0
COMPUWARE COM 205638109 3,172 99,700 SH DEFINED 03 0 99,700 0
CORP
COMVERSE TECHNOLOGY COM PAR $0.10 205862402 3,492 46,250 SH DEFINED 03 0 46,250 0
INC
CONAGRA COM 205887102 3,067 115,200 SH DEFINED 03 0 115,200 0
INC
CONCENTRA MANAGED COM 20589T103 163 11,028 SH DEFINED 03 0 11,028 0
CARE INC
CONCORD EFS COM 206197105 618 14,600 SH DEFINED 03 0 14,600 0
INC
CONCUR TECHNOLOGIES COM 206708109 537 19,100 SH DEFINED 03 0 19,100 0
INC
CONSECO COM 208464107 9,396 308,700 SH DEFINED 01 0 308,700 0
INC
113,810 3,739,125 SH DEFINED 02 0 3,739,125 0
53,407 1,754,661 SH DEFINED 03 0 1,754,661 0
CONSOLIDATED EDISON COM 209115104 3,792 83,800 SH DEFINED 03 0 83,800 0
INC
CONSOLIDATED COM 209232107 1,331 103,600 SH DEFINED 03 0 103,600 0
FREIGHTWAYS CORP
CONSOLIDATED COM 209341106 2,870 57,400 SH DEFINED 03 0 57,400 0
GRAPHICS INC
CONSOLIDATED NAT COM 209615103 1,908 31,400 SH DEFINED 03 0 31,400 0
GAS CO
CONSOLIDATED PAPERS COM 209759109 276 10,300 SH DEFINED 03 0 10,300 0
INC
CONSOLIDATED STORES COM 210149100 697 25,800 SH DEFINED 03 0 25,800 0
CORP
CONSTELLATION COM 210371100 1,515 51,150 SH DEFINED 03 0 51,150 0
ENERGY CORP
CONVERGYS COM 212485106 560 29,100 SH DEFINED 03 0 29,100 0
CORP
COOPER CAMERON COM 216640102 2,398 64,700 SH DEFINED 03 0 64,700 0
CORP
COOPER INDS COM 216669101 3,910 75,200 SH DEFINED 01 0 75,200 0
INC
1,596 30,700 SH DEFINED 03 0 30,700 0
COOPER TIRE & RUBR COM 216831107 4,642 196,500 SH DEFINED 01 0 196,500 0
CO
51,122 2,163,900 SH DEFINED 02 0 2,163,900 0
20,242 856,800 SH DEFINED 03 0 856,800 0
COORS ADOLPH CL B 217016104 639 12,900 SH DEFINED 03 0 12,900 0
CO
CORN PRODS INTL COM 219023108 48,143 1,581,700 SH DEFINED 02 0 1,581,700 0
INC
6,045 198,600 SH DEFINED 03 0 198,600 0
CORNING COM 219350105 4,537 64,700 SH DEFINED 03 0 64,700 0
INC
CORPORATE EXPRESS COM 219888104 87 12,400 SH DEFINED 03 0 12,400 0
INC
COSTCO COMPANIES COM 22160Q102 4,592 57,350 SH DEFINED 03 0 57,350 0
INC
COSTCO COMPANIES SB NT CV ZERO 17 22160QAC6 2,093 2,200,000 SH DEFINED 03 0 2,200,000 0
INC
COUNTRYWIDE CR INDS COM 222372104 1,133 26,500 SH DEFINED 03 0 26,500 0
INC DEL
COVAD COM 222814204 472 8,850 SH DEFINED 03 0 8,850 0
COMMUNICATIONS
GROUP INC
COVANCE COM 222816100 328 13,700 SH DEFINED 03 0 13,700 0
INC
COVENTRY HEALTH COM 222862104 140 12,800 SH DEFINED 03 0 12,800 0
CARE INC
COX COMMUNICATIONS CL A 224044107 460 12,500 SH DEFINED 03 0 12,500 0
INC NEW
3,527 95,800 SH DEFINED 21 0 95,800 0
CRANE COM 224399105 509 16,175 SH DEFINED 03 0 16,175 0
CO
CREDENCE SYS COM 225302108 752 20,250 SH DEFINED 03 0 20,250 0
CORP
CREE RESH COM 225447101 492 6,400 SH DEFINED 02 0 6,400 0
INC
5,455 70,900 SH DEFINED 03 0 70,900 0
CROSS TIMBERS OIL COM 227573102 1,260 84,725 SH DEFINED 03 0 84,725 0
CO
CROWN CASTLE INTL COM 228227104 1,873 90,000 SH DEFINED 03 0 90,000 0
CORP
2,071 99,500 SH DEFINED 21 0 99,500 0
CROWN CORK & SEAL COM 228255105 3,058 107,300 SH DEFINED 01 0 107,300 0
INC
40,618 1,425,200 SH DEFINED 02 0 1,425,200 0
17,399 610,500 SH DEFINED 03 0 610,500 0
CROWN CORK & SEAL PFD CV 4.50% 228255303 34,154 1,273,800 SH DEFINED 02 0 1,273,800 0
INC
CULLEN FROST COM 229899109 344 12,480 SH DEFINED 03 0 12,480 0
BANKERS INC
164 5,940 SH DEFINED 21 0 5,940 0
CUMMINS ENGINE COM 231021106 566 9,900 SH DEFINED 03 0 9,900 0
INC
CYBEX COMPUTER COM 232522102 221 7,925 SH DEFINED 01 0 7,925 0
PRODS CORP
4,445 159,450 SH DEFINED 03 0 159,450 0
CYMER COM 232572107 718 28,700 SH DEFINED 03 0 28,700 0
INC
CYPRESS COM 232806109 363 22,000 SH DEFINED 03 0 22,000 0
SEMICONDUCTOR
CORP
CYPRUS AMAX COM 232809103 326 21,450 SH DEFINED 03 0 21,450 0
MINERALS CO
DPL COM 233293109 333 18,100 SH DEFINED 03 0 18,100 0
INC
827 45,000 SH DEFINED 21 0 45,000 0
DQE COM 23329J104 3,358 83,700 SH DEFINED 02 0 83,700 0
INC
28,140 701,300 SH DEFINED 04 0 701,300 0
2,006 50,000 SH DEFINED 21 0 50,000 0
D R HORTON COM 23331A109 180 10,854 SH DEFINED 03 0 10,854 0
INC
DST SYS INC COM 233326107 2,641 42,000 SH DEFINED 03 0 42,000 0
DEL
DSP GROUP COM 23332B106 238 6,600 SH DEFINED 01 0 6,600 0
INC
4,716 131,000 SH DEFINED 03 0 131,000 0
4,248 118,000 SH DEFINED 21 0 118,000 0
DSP COMMUNICATIONS COM 23332K106 710 24,600 SH DEFINED 03 0 24,600 0
INC
DTE ENERGY COM 233331107 1,832 45,800 SH DEFINED 03 0 45,800 0
CO
DAISYTEK INTL COM 234053106 176 10,800 SH DEFINED 01 0 10,800 0
CORP
3,545 217,300 SH DEFINED 03 0 217,300 0
DAL-TILE INTL COM 23426R108 2,654 233,300 SH DEFINED 03 0 233,300 0
INC
DALLAS COM 235204104 323 6,400 SH DEFINED 03 0 6,400 0
SEMICONDUCTOR
CORP
DANA COM 235811106 1,799 39,045 SH DEFINED 03 0 39,045 0
CORP
DANAHER CORP COM 235851102 1,831 31,500 SH DEFINED 03 0 31,500 0
DEL
DARDEN RESTAURANTS COM 237194105 707 32,400 SH DEFINED 03 0 32,400 0
INC
DATA GEN COM 237688106 259 17,800 SH DEFINED 03 0 17,800 0
CORP
DAYTON HUDSON COM 239753106 7,391 113,700 SH DEFINED 03 0 113,700 0
CORP
DEERE & COM 244199105 3,464 88,400 SH DEFINED 01 0 88,400 0
CO
42,236 1,065,900 SH DEFINED 02 0 1,065,900 0
17,304 436,700 SH DEFINED 03 0 436,700 0
DELL COMPUTER COM 247025109 25,933 700,900 SH DEFINED 03 0 700,900 0
CORP
1,376 37,200 SH DEFINED 21 0 37,200 0
DELPHI AUTOMOTIVE COM 247126105 1,370 74,043 SH DEFINED 01 0 74,043 0
SYS CORP
9,288 500,363 SH DEFINED 02 0 500,363 0
6,263 337,419 SH DEFINED 03 0 337,419 0
DELPHI FINL GROUP CL A 247131105 200 5,584 SH DEFINED 01 0 5,584 0
INC
4,082 113,779 SH DEFINED 03 0 113,779 0
DELTA AIR LINES INC COM 247361108 1,925 33,400 SH DEFINED 03 0 33,400 0
DEL
DELUXE COM 248019101 736 18,900 SH DEFINED 03 0 18,900 0
CORP
DEVON ENERGY COM 251799102 2,360 66,000 SH DEFINED 03 0 66,000 0
CORP
DEVRY INC COM 251893103 2,522 112,700 SH DEFINED 03 0 112,700 0
DEL
DEXTER COM 252165105 216 5,300 SH DEFINED 03 0 5,300 0
CORP
DIAL CORP COM 25247D101 859 23,100 SH DEFINED 02 0 23,100 0
NEW
13,588 365,400 SH DEFINED 03 0 365,400 0
DIAMOND OFFSHORE COM 25271C102 39,070 1,376,900 SH DEFINED 02 0 1,376,900 0
DRILLING INC
7,692 271,100 SH DEFINED 03 0 271,100 0
DIAMOND TECHNOLOGY CL A 252762109 354 15,800 SH DEFINED 03 0 15,800 0
PARTNERS
DIEBOLD COM 253651103 227 7,893 SH DEFINED 03 0 7,893 0
INC
DIGITAL MICROWAVE COM 253859102 180 14,100 SH DEFINED 03 0 14,100 0
CORP
DIGITAL RIV COM 25388B104 2,294 69,000 SH DEFINED 03 0 69,000 0
INC
DILLARDS CL A 254067101 5,954 169,500 SH DEFINED 01 0 169,500 0
INC
57,324 1,632,000 SH DEFINED 02 0 1,632,000 0
25,164 716,400 SH DEFINED 03 0 716,400 0
DIME BANCORP INC COM 25429Q102 256 12,700 SH DEFINED 03 0 12,700 0
NEW
DISNEY WALT COM 254687106 41,655 1,351,900 SH DEFINED 02 0 1,351,900 0
CO
15,717 510,100 SH DEFINED 03 0 510,100 0
DOLE FOOD COM 256605106 552 18,800 SH DEFINED 03 0 18,800 0
INC
DOLLAR GEN COM 256669102 1,510 52,062 SH DEFINED 03 0 52,062 0
CORP
DOLLAR TREE STORES COM 256747106 308 7,000 SH DEFINED 03 0 7,000 0
INC
DOMINION RES INC COM 257470104 3,147 72,650 SH DEFINED 03 0 72,650 0
VA
DONALDSON COM 257651109 240 9,800 SH DEFINED 03 0 9,800 0
INC
DONNELLEY R R & COM 257867101 1,171 31,600 SH DEFINED 03 0 31,600 0
SONS CO
DOUBLECLICK COM 258609304 385 4,200 SH DEFINED 02 0 4,200 0
INC
4,386 47,800 SH DEFINED 03 0 47,800 0
DOVER COM 260003108 2,415 69,000 SH DEFINED 03 0 69,000 0
CORP
DOW CHEM COM 260543103 8,095 63,800 SH DEFINED 03 0 63,800 0
CO
DOW JONES & CO COM 260561105 1,173 22,100 SH DEFINED 03 0 22,100 0
INC
DU PONT E I DE COM 263534109 32,968 482,600 SH DEFINED 02 0 482,600 0
NEMOURS & CO
19,291 282,400 SH DEFINED 03 0 282,400 0
DUCOMMUN INC COM 264147109 1,671 139,950 SH DEFINED 03 0 139,950 0
DEL
DUKE ENERGY COM 264399106 2,175 40,000 SH DEFINED 02 0 40,000 0
CORP
6,007 110,472 SH DEFINED 03 0 110,472 0
18,841 346,500 SH DEFINED 04 0 346,500 0
1,740 32,000 SH DEFINED 21 0 32,000 0
DUKE REALTY INVT COM NEW 264411505 598 26,500 SH DEFINED 02 0 26,500 0
INC
5,947 263,600 SH DEFINED 04 0 263,600 0
DUN & BRADSTREET COM 26483B106 461 13,000 SH DEFINED 01 0 13,000 0
CORP DEL
1,379 38,900 SH DEFINED 03 0 38,900 0
DURA AUTOMOTIVE CL A 265903104 2,115 63,600 SH DEFINED 03 0 63,600 0
SYSTEMS CORP
DUPONT PHOTOMASKS COM 26613X101 603 12,600 SH DEFINED 03 0 12,600 0
INC
DYCOM INDS COM 267475101 2,596 46,350 SH DEFINED 03 0 46,350 0
INC
EG & G COM 268457108 374 10,500 SH DEFINED 03 0 10,500 0
INC
E M C CORP COM 268648102 715 13,000 SH DEFINED 01 0 13,000 0
MASS
1,771 32,200 SH DEFINED 02 0 32,200 0
41,976 763,200 SH DEFINED 03 0 763,200 0
2,046 37,200 SH DEFINED 21 0 37,200 0
E M C CORP SUB NT CV 144A02 268648AC6 21,969 4,520,000 SH DEFINED 02 0 4,520,000 0
MASS
EMC SB NT CV 3.25%02 26865YAA2 28,579 5,880,000 SH DEFINED 02 0 5,880,000 0
CORP
ENSCO INTL COM 26874Q100 4,484 224,900 SH DEFINED 01 0 224,900 0
INC
746 37,400 SH DEFINED 02 0 37,400 0
26,373 1,322,800 SH DEFINED 03 0 1,322,800 0
ESAT TELECOM GROUP SPONSORED ADR 26883Y102 250 5,700 SH DEFINED 03 0 5,700 0
PLC
1,272 29,000 SH DEFINED 21 0 29,000 0
ETEC SYS COM 26922C103 266 8,000 SH DEFINED 02 0 8,000 0
INC
6,141 184,700 SH DEFINED 03 0 184,700 0
E-TEK DYNAMICS COM 269240107 599 12,600 SH DEFINED 03 0 12,600 0
INC
E TRADE GROUP COM 269246104 3,403 85,200 SH DEFINED 03 0 85,200 0
INC
EARTHGRAINS COM 270319106 3,738 144,800 SH DEFINED 03 0 144,800 0
CO
EASTERN COM 27637F100 318 8,000 SH DEFINED 03 0 8,000 0
ENTERPRISES
EASTMAN CHEM COM 277432100 964 18,625 SH DEFINED 03 0 18,625 0
CO
EASTMAN KODAK COM 277461109 4,472 66,000 SH DEFINED 01 0 66,000 0
CO
32,676 482,300 SH DEFINED 02 0 482,300 0
23,326 344,300 SH DEFINED 03 0 344,300 0
EATON COM 278058102 1,546 16,800 SH DEFINED 03 0 16,800 0
CORP
EATON VANCE COM NON VTG 278265103 245 7,100 SH DEFINED 03 0 7,100 0
CORP
59 1,700 SH DEFINED 21 0 1,700 0
EBAY COM 278642103 166 1,100 SH DEFINED 02 0 1,100 0
INC
2,235 14,800 SH DEFINED 03 0 14,800 0
ECHOSTAR CL A 278762109 215 1,400 SH DEFINED 01 0 1,400 0
COMMUNICATIONS
NEW
1,565 10,200 SH DEFINED 02 0 10,200 0
17,415 113,500 SH DEFINED 03 0 113,500 0
ECOLAB COM 278865100 445 10,200 SH DEFINED 02 0 10,200 0
INC
6,242 143,080 SH DEFINED 03 0 143,080 0
EDISON COM 281020107 3,555 132,900 SH DEFINED 02 0 132,900 0
INTL
2,945 110,100 SH DEFINED 03 0 110,100 0
31,849 1,190,600 SH DEFINED 04 0 1,190,600 0
EDWARDS AG COM 281760108 348 10,787 SH DEFINED 03 0 10,787 0
INC
EL PASO ENERGY CORP COM 283905107 4,968 141,200 SH DEFINED 02 0 141,200 0
DEL
486 13,800 SH DEFINED 03 0 13,800 0
43,710 1,242,200 SH DEFINED 04 0 1,242,200 0
ELAN ADR 284131208 888 32,000 SH DEFINED 21 0 32,000 0
PLC
ELECTRO SCIENTIFIC COM 285229100 1,011 24,200 SH DEFINED 03 0 24,200 0
INDS
ELECTRONIC ARTS COM 285512109 380 7,000 SH DEFINED 03 0 7,000 0
INC
ELECTRONIC DATA SYS COM 285661104 6,744 119,100 SH DEFINED 01 0 119,100 0
NEW
122,345 2,163,000 SH DEFINED 02 0 2,163,000 0
36,206 640,100 SH DEFINED 03 0 640,100 0
ELECTRONICS FOR COM 286082102 329 6,400 SH DEFINED 03 0 6,400 0
IMAGING INC
ELF SPONSORED ADR 286269105 493 6,700 SH DEFINED 02 0 6,700 0
AQUITAINE
5,628 76,500 SH DEFINED 03 0 76,500 0
EMBRATEL SPONS ADR PFD 29081N100 191 13,800 SH DEFINED 21 0 13,800 0
PARTICIPACOES S
A
EMERSON ELEC COM 291011104 27,225 433,000 SH DEFINED 02 0 433,000 0
CO
6,979 111,000 SH DEFINED 03 0 111,000 0
ENERGEN COM 29265N108 359 19,300 SH DEFINED 02 0 19,300 0
CORP
117 6,300 SH DEFINED 03 0 6,300 0
3,127 167,900 SH DEFINED 04 0 167,900 0
ENERGY EAST COM 29266M109 2,699 103,800 SH DEFINED 02 0 103,800 0
CORP
346 13,300 SH DEFINED 03 0 13,300 0
23,525 904,800 SH DEFINED 04 0 904,800 0
ENGELHARD COM 292845104 764 33,762 SH DEFINED 03 0 33,762 0
CORP
ENHANCE FINL SVCS COM 293310108 2,568 130,000 SH DEFINED 03 0 130,000 0
GROUP INC
ENRON COM 293561106 5,825 71,257 SH DEFINED 01 0 71,257 0
CORP
47,290 578,467 SH DEFINED 02 0 578,467 0
23,855 291,800 SH DEFINED 03 0 291,800 0
25,285 309,300 SH DEFINED 04 0 309,300 0
ENTERCOM CL A 293639100 1,838 43,000 SH DEFINED 03 0 43,000 0
COMMUNICATIONS
CORP
ENTERGY CORP COM 29364G103 506 16,200 SH DEFINED 01 0 16,200 0
NEW
47,891 1,532,500 SH DEFINED 02 0 1,532,500 0
26,916 861,300 SH DEFINED 03 0 861,300 0
19,675 629,600 SH DEFINED 04 0 629,600 0
688 22,000 SH DEFINED 21 0 22,000 0
EQUANT N NY REG SHS 294409107 631 6,700 SH DEFINED 03 0 6,700 0
V
11,271 119,550 SH DEFINED 21 0 119,550 0
EQUIFAX COM 294429105 1,238 34,700 SH DEFINED 03 0 34,700 0
INC
EQUITY OFFICE COM 294741103 533 20,800 SH DEFINED 02 0 20,800 0
PROPERTIES TRUST
4,195 163,700 SH DEFINED 04 0 163,700 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 658 14,600 SH DEFINED 02 0 14,600 0
PPTYS TR
5,371 119,200 SH DEFINED 04 0 119,200 0
ERICSSON L M TEL ADR CL B SEK10 294821400 431 13,100 SH DEFINED 03 0 13,100 0
CO
ETHAN ALLEN COM 297602104 442 11,700 SH DEFINED 03 0 11,700 0
INTERIORS INC
ETHYL COM 297659104 101 16,900 SH DEFINED 03 0 16,900 0
CORP
EXECUTIVE RISK COM 301586103 213 2,500 SH DEFINED 03 0 2,500 0
INC
EXODUS COM 302088109 300 2,500 SH DEFINED 01 0 2,500 0
COMMUNICATIONS
INC
576 4,800 SH DEFINED 02 0 4,800 0
8,540 71,200 SH DEFINED 03 0 71,200 0
EXPEDITORS INTL COM 302130109 1,313 48,200 SH DEFINED 03 0 48,200 0
WASH INC
EXPRESS SCRIPTS CL A 302182100 3,340 55,500 SH DEFINED 03 0 55,500 0
INC
EXXON COM 302290101 440 5,700 SH DEFINED 01 0 5,700 0
CORP
69,544 901,700 SH DEFINED 02 0 901,700 0
69,235 897,700 SH DEFINED 03 0 897,700 0
F M C COM NEW 302491303 533 7,800 SH DEFINED 03 0 7,800 0
CORP
FPL GROUP COM 302571104 3,895 71,300 SH DEFINED 01 0 71,300 0
INC
44,880 821,600 SH DEFINED 02 0 821,600 0
22,107 404,700 SH DEFINED 03 0 404,700 0
15,033 275,200 SH DEFINED 04 0 275,200 0
FACTSET RESH SYS COM 303075105 207 3,650 SH DEFINED 01 0 3,650 0
INC
4,241 74,900 SH DEFINED 03 0 74,900 0
FAMILY DLR STORES COM 307000109 473 19,700 SH DEFINED 03 0 19,700 0
INC
FASTENAL COM 311900104 225 4,300 SH DEFINED 03 0 4,300 0
CO
FDX COM 31304N107 217 4,000 SH DEFINED 01 0 4,000 0
CORP
358 6,600 SH DEFINED 02 0 6,600 0
8,066 148,680 SH DEFINED 03 0 148,680 0
FEDERAL HOME LN MTG COM 313400301 505 8,700 SH DEFINED 02 0 8,700 0
CORP
14,964 258,000 SH DEFINED 03 0 258,000 0
FEDERAL MOGUL COM 313549107 416 8,000 SH DEFINED 03 0 8,000 0
CORP
FEDERAL NATL MTG COM 313586109 18,441 269,700 SH DEFINED 03 0 269,700 0
ASSN
116 1,700 SH DEFINED 21 0 1,700 0
FEDERAL SIGNAL COM 313855108 227 10,700 SH DEFINED 03 0 10,700 0
CORP
FEDERATED DEPT COM 31410H101 2,615 49,400 SH DEFINED 03 0 49,400 0
STORES INC DEL
FERRO COM 315405100 224 8,150 SH DEFINED 03 0 8,150 0
CORP
FIFTH THIRD COM 316773100 4,167 62,600 SH DEFINED 03 0 62,600 0
BANCORP
FINOVA GROUP COM 317928109 368 7,000 SH DEFINED 03 0 7,000 0
INC
FIRST AMERN FINL COM 318522307 219 12,250 SH DEFINED 03 0 12,250 0
CORP
FIRST DATA COM 319963104 6,240 127,500 SH DEFINED 01 0 127,500 0
CORP
72,305 1,477,500 SH DEFINED 02 0 1,477,500 0
38,122 779,000 SH DEFINED 03 0 779,000 0
FIRST INDUSTRIAL COM 32054K103 914 33,300 SH DEFINED 02 0 33,300 0
REALTY TRUST
123 4,500 SH DEFINED 03 0 4,500 0
7,787 283,800 SH DEFINED 04 0 283,800 0
FIRST MIDWEST COM 320867104 243 6,104 SH DEFINED 03 0 6,104 0
BANCORP DEL
FIRST SEC CORP COM 336294103 600 22,025 SH DEFINED 03 0 22,025 0
DEL
65 2,400 SH DEFINED 21 0 2,400 0
FIRST TENN NATL COM 337162101 567 14,800 SH DEFINED 03 0 14,800 0
CORP
57 1,500 SH DEFINED 21 0 1,500 0
FIRST UN COM 337358105 3,077 65,300 SH DEFINED 01 0 65,300 0
CORP
29,812 634,300 SH DEFINED 02 0 634,300 0
12,610 268,298 SH DEFINED 03 0 268,298 0
94 2,000 SH DEFINED 21 0 2,000 0
FIRST VA BANKS COM 337477103 280 5,700 SH DEFINED 03 0 5,700 0
INC
201 4,100 SH DEFINED 21 0 4,100 0
FIRSTCOM COM 33763T104 86 10,000 SH DEFINED 21 0 10,000 0
CORP
FIRSTAR CORP NEW COM 33763V109 613 21,900 SH DEFINED 02 0 21,900 0
WIS
11,068 395,300 SH DEFINED 03 0 395,300 0
FISERV COM 337738108 441 14,075 SH DEFINED 03 0 14,075 0
INC
FIRSTFED FINL COM 337907109 237 12,300 SH DEFINED 01 0 12,300 0
CORP
4,770 247,800 SH DEFINED 03 0 247,800 0
FIRSTMERIT COM 337915102 205 7,300 SH DEFINED 03 0 7,300 0
CORP
FIRSTENERGY COM 337932107 1,820 58,700 SH DEFINED 02 0 58,700 0
CORP
2,297 74,100 SH DEFINED 03 0 74,100 0
15,587 502,800 SH DEFINED 04 0 502,800 0
FLEET FINL GROUP COM 338915101 6,746 152,020 SH DEFINED 03 0 152,020 0
INC NEW
355 8,000 SH DEFINED 21 0 8,000 0
FLEETWOOD COM 339099103 217 8,200 SH DEFINED 03 0 8,200 0
ENTERPRISES INC
FLORIDA PROGRESS COM 341109106 2,375 57,500 SH DEFINED 02 0 57,500 0
CORP
992 24,000 SH DEFINED 03 0 24,000 0
21,210 513,400 SH DEFINED 04 0 513,400 0
FLOWERS INDS COM 343496105 248 11,425 SH DEFINED 03 0 11,425 0
INC
FLUOR COM 343861100 721 17,800 SH DEFINED 03 0 17,800 0
CORP
FOODMAKER INC COM NEW 344839204 233 8,200 SH DEFINED 03 0 8,200 0
NEW
FORD MTR CO COM 345370100 30,702 544,000 SH DEFINED 02 0 544,000 0
DEL
17,783 315,100 SH DEFINED 03 0 315,100 0
FOREST LABS CL A 345838106 435 9,400 SH DEFINED 03 0 9,400 0
INC
FORT JAMES COM 347471104 4,750 125,400 SH DEFINED 03 0 125,400 0
CORP
FORTUNE BRANDS COM 349631101 1,667 40,300 SH DEFINED 03 0 40,300 0
INC
FOSTER WHEELER COM 350244109 203 14,400 SH DEFINED 03 0 14,400 0
CORP
FOUNDATION HEALTH COM 350404109 209 13,940 SH DEFINED 03 0 13,940 0
SYS INC
FOX ENTMT GROUP CL A 35138T107 461 17,100 SH DEFINED 03 0 17,100 0
INC
FRANKLIN RES COM 354613101 2,417 59,500 SH DEFINED 03 0 59,500 0
INC
FREEPORT-MCMORAN CL B 35671D857 700 39,000 SH DEFINED 03 0 39,000 0
COPPER & GOLD
FREMONT GEN COM 357288109 3,313 175,500 SH DEFINED 03 0 175,500 0
CORP
FRIEDE GOLDMAN COM 358430106 301 21,700 SH DEFINED 03 0 21,700 0
INTERNATIONAL
FRONTIER COM 35906P105 1,611 27,300 SH DEFINED 02 0 27,300 0
CORPORATION
14,508 245,900 SH DEFINED 03 0 245,900 0
7,983 135,300 SH DEFINED 04 0 135,300 0
2,462 42,000 SH DEFINED 21 0 42,000 0
FULLER H B COM 359694106 219 3,200 SH DEFINED 03 0 3,200 0
CO
FURON COM 361106107 196 10,300 SH DEFINED 01 0 10,300 0
CO
3,977 209,300 SH DEFINED 03 0 209,300 0
G & K SVCS CL A 361268105 223 4,250 SH DEFINED 03 0 4,250 0
INC
GATX COM 361448103 213 5,600 SH DEFINED 03 0 5,600 0
CORP
GPU COM 36225X100 1,717 40,700 SH DEFINED 03 0 40,700 0
INC
GTE COM 362320103 6,055 80,200 SH DEFINED 01 0 80,200 0
CORP
164,870 2,176,500 SH DEFINED 02 0 2,176,500 0
49,018 647,100 SH DEFINED 03 0 647,100 0
48,775 643,900 SH DEFINED 04 0 643,900 0
8,741 115,600 SH DEFINED 21 0 115,600 0
GABLES RESIDENTIAL SH BEN INT 362418105 1,206 50,000 SH DEFINED 02 0 50,000 0
TR
75 3,100 SH DEFINED 03 0 3,100 0
9,597 397,800 SH DEFINED 04 0 397,800 0
GALILEO COM 363547100 5,023 94,000 SH DEFINED 01 0 94,000 0
INTERNATIONAL
INC
50,087 937,300 SH DEFINED 02 0 937,300 0
22,075 413,100 SH DEFINED 03 0 413,100 0
GALLAGHER ARTHUR J COM 363576109 1,728 34,900 SH DEFINED 03 0 34,900 0
& CO
GANNETT COM 364730101 5,474 76,700 SH DEFINED 03 0 76,700 0
INC
GAP INC COM 364760108 13,851 274,950 SH DEFINED 03 0 274,950 0
DEL
1,511 30,000 SH DEFINED 21 0 30,000 0
GATEWAY COM 367626108 2,525 42,800 SH DEFINED 03 0 42,800 0
INC
GENCORP COM 368682100 225 8,900 SH DEFINED 03 0 8,900 0
INC
GENERAL DYNAMICS COM 369550108 2,044 29,840 SH DEFINED 03 0 29,840 0
CORP
GENERAL ELEC COM 369604103 44,239 398,100 SH DEFINED 02 0 398,100 0
CO
107,658 968,800 SH DEFINED 03 0 968,800 0
3,829 34,000 SH DEFINED 21 0 34,000 0
GENERAL INSTR CORP COM 370120107 1,675 39,400 SH DEFINED 03 0 39,400 0
DEL
3,464 81,500 SH DEFINED 21 0 81,500 0
GENERAL MLS COM 370334104 41,554 517,000 SH DEFINED 02 0 517,000 0
INC
2,902 36,100 SH DEFINED 03 0 36,100 0
GENERAL MTRS COM 370442105 7,032 106,550 SH DEFINED 01 0 106,550 0
CORP
47,249 715,900 SH DEFINED 02 0 715,900 0
32,769 496,500 SH DEFINED 03 0 496,500 0
GENERAL MTRS CL H NEW 370442832 574 10,200 SH DEFINED 02 0 10,200 0
CORP
7,228 128,500 SH DEFINED 03 0 128,500 0
1,920 34,100 SH DEFINED 21 0 34,100 0
GENTEX COM 371901109 308 11,000 SH DEFINED 01 0 11,000 0
CORP
801 28,600 SH DEFINED 02 0 28,600 0
11,522 411,500 SH DEFINED 03 0 411,500 0
GENUINE PARTS COM 372460105 1,482 42,350 SH DEFINED 03 0 42,350 0
CO
GENZYME COM GENL DIV 372917104 456 9,400 SH DEFINED 03 0 9,400 0
CORP
GEORGIA PAC COM GA PAC GRP 373298108 1,961 41,400 SH DEFINED 03 0 41,400 0
CORP
GEORGIA PAC COM-TIMBER GRP 373298702 245 9,700 SH DEFINED 03 0 9,700 0
CORP
GILEAD SCIENCES COM 375558103 899 17,200 SH DEFINED 03 0 17,200 0
INC
GILLETTE COM 375766102 11,324 276,200 SH DEFINED 03 0 276,200 0
CO
GLOBAL MARINE COM 379352404 306 19,800 SH DEFINED 03 0 19,800 0
INC
GLOBAL TELESYSTEMS COM 37936U104 689 8,500 SH DEFINED 03 0 8,500 0
GROUP
14,369 177,400 SH DEFINED 21 0 177,400 0
GOLDEN ST BANCORP COM 381197102 436 19,800 SH DEFINED 03 0 19,800 0
INC
GOLDEN WEST FINL COM 381317106 1,313 13,400 SH DEFINED 03 0 13,400 0
CORP DEL
GOODRICH B F COM 382388106 744 17,500 SH DEFINED 03 0 17,500 0
CO
GOODYEAR TIRE & COM 382550101 2,158 36,700 SH DEFINED 03 0 36,700 0
RUBR CO
GRACE W R & CO DEL COM 38388F108 318 17,300 SH DEFINED 03 0 17,300 0
NEW
GRAINGER W W COM 384802104 1,205 22,400 SH DEFINED 03 0 22,400 0
INC
GREAT ATLANTIC & COM 390064103 375 11,100 SH DEFINED 03 0 11,100 0
PAC TEA INC
GREAT LAKES CHEM COM 390568103 640 13,900 SH DEFINED 03 0 13,900 0
CORP
GREENPOINT FINL COM 395384100 407 12,400 SH DEFINED 03 0 12,400 0
CORP
GREY WOLF COM 397888108 44 17,400 SH DEFINED 03 0 17,400 0
INC
GRUPO TELEVISA SA SPN ADR REPORD 40049J206 4,011 89,500 SH DEFINED 21 0 89,500 0
DE CV
GTECH HLDGS COM 400518106 214 9,100 SH DEFINED 03 0 9,100 0
CORP
GUIDANT COM 401698105 391 7,600 SH DEFINED 02 0 7,600 0
CORP
9,295 180,700 SH DEFINED 03 0 180,700 0
GULF ISLAND COM 402307102 282 23,600 SH DEFINED 03 0 23,600 0
FABRICATION INC
GULFSTREAM COM 402734107 804 11,900 SH DEFINED 02 0 11,900 0
AEROSPACE CORP
9,330 138,100 SH DEFINED 03 0 138,100 0
HCC INS HLDGS COM 404132102 204 9,000 SH DEFINED 01 0 9,000 0
INC
4,211 185,600 SH DEFINED 03 0 185,600 0
HCR MANOR CARE COM 404134108 2,439 100,850 SH DEFINED 03 0 100,850 0
INC
HSB GROUP COM 40428N109 280 6,800 SH DEFINED 03 0 6,800 0
INC
HADCO COM 404681108 2,993 75,300 SH DEFINED 03 0 75,300 0
CORP
HALLIBURTON COM 406216101 32,770 724,200 SH DEFINED 02 0 724,200 0
CO
14,082 311,200 SH DEFINED 03 0 311,200 0
HANNA M A COM 410522106 179 10,900 SH DEFINED 03 0 10,900 0
CO
HANNAFORD BROS COM 410550107 257 4,800 SH DEFINED 03 0 4,800 0
CO
HANOVER DIRECT COM 410783104 39 14,000 SH DEFINED 03 0 14,000 0
INC
HARCOURT GEN COM 41163G101 861 16,700 SH DEFINED 03 0 16,700 0
INC
HARKEN ENERGY COM 412552101 26 16,000 SH DEFINED 03 0 16,000 0
CORP
HARLEY DAVIDSON COM 412822108 1,686 31,000 SH DEFINED 03 0 31,000 0
INC
HARMAN INTL INDS COM 413086109 3,415 77,620 SH DEFINED 03 0 77,620 0
INC
HARRAHS ENTMT COM 413619107 655 29,750 SH DEFINED 03 0 29,750 0
INC
HARRIS CORP COM 413875105 729 18,600 SH DEFINED 03 0 18,600 0
DEL
HARTE-HANKS COM 416196103 222 8,200 SH DEFINED 03 0 8,200 0
INC
HARTFORD FINL SVCS COM 416515104 5,948 102,000 SH DEFINED 01 0 102,000 0
GROUP INC
21,716 372,400 SH DEFINED 03 0 372,400 0
93 1,600 SH DEFINED 21 0 1,600 0
HASBRO COM 418056107 5,770 206,550 SH DEFINED 01 0 206,550 0
INC
20,744 742,500 SH DEFINED 03 0 742,500 0
HAWAIIAN ELEC COM 419870100 270 7,600 SH DEFINED 03 0 7,600 0
INDUSTRIES
HEALTH CARE PPTY COM 421915109 953 33,000 SH DEFINED 02 0 33,000 0
INVS INC
107 3,700 SH DEFINED 03 0 3,700 0
7,594 263,000 SH DEFINED 04 0 263,000 0
HEALTHSOUTH COM 421924101 4,137 278,100 SH DEFINED 01 0 278,100 0
CORP
54,695 3,661,600 SH DEFINED 02 0 3,661,600 0
26,206 1,754,400 SH DEFINED 03 0 1,754,400 0
HEALTH MGMT ASSOC CL A 421933102 323 28,725 SH DEFINED 03 0 28,725 0
INC NEW
HEALTHCARE COM 42219W108 2,045 59,700 SH DEFINED 03 0 59,700 0
FINANCIAL PARTNERS
HEILIG MEYERS COM 422893107 95 13,950 SH DEFINED 03 0 13,950 0
CO
HEINZ H J COM 423074103 36,985 737,850 SH DEFINED 02 0 737,850 0
CO
4,772 95,200 SH DEFINED 03 0 95,200 0
HELLER FINANCIAL CL A 423328103 1,861 66,900 SH DEFINED 03 0 66,900 0
INC
HELMERICH & PAYNE COM 423452101 417 17,500 SH DEFINED 03 0 17,500 0
INC
HERCULES COM 427056106 1,380 35,100 SH DEFINED 03 0 35,100 0
INC
HERSHEY FOODS COM 427866108 2,001 33,700 SH DEFINED 03 0 33,700 0
CORP
HEWLETT PACKARD COM 428236103 26,050 259,200 SH DEFINED 03 0 259,200 0
CO
HEXCEL CORP SUB NT CV 7%03 428291AA6 2,263 2,500,000 SH DEFINED 05 0 2,500,000 0
NEW
HIBERNIA CL A 428656102 286 18,200 SH DEFINED 03 0 18,200 0
CORP
144 9,200 SH DEFINED 21 0 9,200 0
HILLENBRAND INDS COM 431573104 796 18,400 SH DEFINED 03 0 18,400 0
INC
HILTON HOTELS COM 432848109 871 61,400 SH DEFINED 03 0 61,400 0
CORP
HISPANIC CL A 43357B104 425 5,600 SH DEFINED 03 0 5,600 0
BROADCASTING
CORP
HOLLINGER INTL CL A 435569108 1,621 136,544 SH DEFINED 03 0 136,544 0
INC
HOLLYWOOD ENTMT COM 436141105 534 27,300 SH DEFINED 03 0 27,300 0
CORP
HOME DEPOT COM 437076102 316 4,900 SH DEFINED 01 0 4,900 0
INC
934 14,500 SH DEFINED 02 0 14,500 0
40,473 628,100 SH DEFINED 03 0 628,100 0
2,661 41,300 SH DEFINED 21 0 41,300 0
HOME DEPOT SB NT CV 3.25%01 437076AE2 55,419 19,710,000 SH DEFINED 02 0 19,710,0000
INC
HOMESTAKE MNG COM 437614100 501 61,200 SH DEFINED 03 0 61,200 0
CO
HON INDS COM 438092108 2,790 95,600 SH DEFINED 03 0 95,600 0
INC
HONEYWELL COM 438506107 3,441 29,700 SH DEFINED 03 0 29,700 0
INC
HOOPER HOLMES COM 439104100 3,272 160,600 SH DEFINED 03 0 160,600 0
INC
HORACE MANN COM 440327104 3,521 129,500 SH DEFINED 03 0 129,500 0
EDUCATORS CORP NEW
HORMEL FOODS COM 440452100 338 8,400 SH DEFINED 03 0 8,400 0
CORP
HOUGHTON MIFFLIN COM 441560109 296 6,300 SH DEFINED 03 0 6,300 0
CO
HOUSEHOLD INTL COM 441815107 6,005 126,759 SH DEFINED 03 0 126,759 0
INC
HUBBELL CL B 443510201 335 7,380 SH DEFINED 03 0 7,380 0
INC
HUDSON UNITED COM 444165104 276 9,009 SH DEFINED 03 0 9,009 0
BANCORP
HUGHES SUPPLY COM 444482103 1,974 66,500 SH DEFINED 03 0 66,500 0
INC
HUMANA COM 444859102 510 39,400 SH DEFINED 03 0 39,400 0
INC
HUNTINGTON COM 446150104 1,736 49,600 SH DEFINED 03 0 49,600 0
BANCSHARES INC
HYPERION 1999 TERM COM 448913103 2,138 300,000 SH DEFINED 02 0 300,000 0
TR INC
ICN PHARMACEUTICALS COM 448924100 286 8,900 SH DEFINED 03 0 8,900 0
INC NEW
IDT COM 448947101 556 25,000 SH DEFINED 03 0 25,000 0
CORP
IBP COM 449223106 249 10,500 SH DEFINED 03 0 10,500 0
INC
IMC GLOBAL COM 449669100 229 13,000 SH DEFINED 03 0 13,000 0
INC
IPC COMMUNICATIONS COM NEW 44980K206 375 5,500 SH DEFINED 21 0 5,500 0
INC
IMS HEALTH COM 449934108 2,344 75,000 SH DEFINED 03 0 75,000 0
INC
ITT EDUCATIONAL COM 45068B109 3,713 142,475 SH DEFINED 03 0 142,475 0
SERVICES INC
IXC COMMUNICATIONS COM 450713102 3,039 77,300 SH DEFINED 03 0 77,300 0
INC
1,730 44,000 SH DEFINED 21 0 44,000 0
ITT INDS INC COM 450911102 789 20,700 SH DEFINED 03 0 20,700 0
IND
ICON PUB LTD SPONSORED ADR 45103T107 3,563 181,530 SH DEFINED 21 0 181,530 0
CO
IDACORP COM 451107106 277 8,800 SH DEFINED 03 0 8,800 0
INC
IKON OFFICE COM 451713101 522 34,800 SH DEFINED 03 0 34,800 0
SOLUTIONS INC
ILLINOIS TOOL WKS COM 452308109 4,830 58,900 SH DEFINED 03 0 58,900 0
INC
ILLINOVA COM 452317100 1,853 68,000 SH DEFINED 02 0 68,000 0
CORP
218 8,000 SH DEFINED 03 0 8,000 0
16,214 595,000 SH DEFINED 04 0 595,000 0
IMATION COM 45245A107 226 9,100 SH DEFINED 03 0 9,100 0
CORP
IMRGLOBAL COM 45321W106 596 30,950 SH DEFINED 03 0 30,950 0
CORPORATION
INCO COM 453258402 767 42,600 SH DEFINED 03 0 42,600 0
LTD
INCO DEB CONV 5.75%04 453258AK1 1,374 1,500,000 SH DEFINED 02 0 1,500,000 0
LTD
458 500,000 SH DEFINED 03 0 500,000 0
INCOME COM 45333P107 9,750 1,000,000 SH DEFINED 02 0 1,000,000 0
OPPORTUNITIES FD
1999
INCOME COM 45333Q105 2,012 205,000 SH DEFINED 02 0 205,000 0
OPPORTUNITIES FD
2000
INFORMATICA COM 45666Q102 253 7,100 SH DEFINED 03 0 7,100 0
CORP
INFORMIX COM 456779107 360 42,200 SH DEFINED 03 0 42,200 0
CORP
INGERSOLL RAND COM 456866102 5,519 85,400 SH DEFINED 01 0 85,400 0
CO
41,942 649,000 SH DEFINED 02 0 649,000 0
31,259 483,700 SH DEFINED 03 0 483,700 0
INKTOMI COM 457277101 250 1,900 SH DEFINED 01 0 1,900 0
CORP
274 2,100 SH DEFINED 02 0 2,100 0
3,682 28,200 SH DEFINED 03 0 28,200 0
INSIGHT ENTERPRISES COM 45765U103 710 28,675 SH DEFINED 03 0 28,675 0
INC
INTEGRATED DEVICE COM 458118106 222 20,400 SH DEFINED 03 0 20,400 0
TECHNOLOGY
INTEL COM 458140100 30,178 507,200 SH DEFINED 02 0 507,200 0
CORP
52,985 890,500 SH DEFINED 03 0 890,500 0
1,904 32,000 SH DEFINED 21 0 32,000 0
INTERFACE CL A 458665106 97 11,300 SH DEFINED 03 0 11,300 0
INC
INTERIM SVCS COM 45868P100 2,927 141,900 SH DEFINED 03 0 141,900 0
INC
INTERMEDIA COM 458801107 50 1,681 SH DEFINED 02 0 1,681 0
COMMUNICATIONS INC
466 15,548 SH DEFINED 04 0 15,548 0
1,703 56,750 SH DEFINED 21 0 56,750 0
INTERNATIONAL COM 459200101 11,426 88,400 SH DEFINED 01 0 88,400 0
BUSINESS MACHS
130,439 1,009,200 SH DEFINED 02 0 1,009,200 0
105,067 812,900 SH DEFINED 03 0 812,900 0
2,042 15,800 SH DEFINED 21 0 15,800 0
INTERNATIONAL COM 459506101 1,109 25,000 SH DEFINED 03 0 25,000 0
FLAVORS&FRAGRANC
INTERNATIONAL GAME COM 459902102 209 11,300 SH DEFINED 03 0 11,300 0
TECHNOLOGY
INTERNATIONAL COM 460053101 636 15,750 SH DEFINED 02 0 15,750 0
NETWORK SVCS
7,526 186,400 SH DEFINED 03 0 186,400 0
INTL PAPER COM 460146103 5,482 108,545 SH DEFINED 03 0 108,545 0
CO
INTERPUBLIC GROUP COM 460690100 2,837 32,750 SH DEFINED 03 0 32,750 0
COS INC
INTUIT COM 461202103 631 7,000 SH DEFINED 03 0 7,000 0
INVESTMENT COM 46145F105 1,588 49,038 SH DEFINED 03 0 49,038 0
TECHNOLOGY GRP NEW
IPALCO ENTERPRISES COM 462613100 208 9,800 SH DEFINED 03 0 9,800 0
INC
IVAX COM 465823102 328 23,200 SH DEFINED 03 0 23,200 0
CORP
J & J SNACK FOODS COM 466032109 1,555 64,800 SH DEFINED 03 0 64,800 0
CORP
JABIL CIRCUIT COM 466313103 1,083 24,000 SH DEFINED 03 0 24,000 0
INC
JACOBS ENGR GROUP COM 469814107 213 5,600 SH DEFINED 03 0 5,600 0
INC DEL
JEFFERIES GROUP INC COM 472319102 2,688 89,600 SH DEFINED 03 0 89,600 0
NEW
JEFFERSON PILOT COM 475070108 1,651 24,937 SH DEFINED 03 0 24,937 0
CORP
JOHNSON & COM 478160104 30,017 306,300 SH DEFINED 02 0 306,300 0
JOHNSON
43,365 442,500 SH DEFINED 03 0 442,500 0
1,176 12,000 SH DEFINED 21 0 12,000 0
JOHNSON CTLS COM 478366107 4,970 71,700 SH DEFINED 01 0 71,700 0
INC
45,469 656,000 SH DEFINED 02 0 656,000 0
29,763 429,400 SH DEFINED 03 0 429,400 0
JONES APPAREL GROUP COM 480074103 880 25,655 SH DEFINED 03 0 25,655 0
INC
JONES PHARMA COM 480236108 217 5,500 SH DEFINED 03 0 5,500 0
INC
JOSTENS COM 481088102 264 12,552 SH DEFINED 03 0 12,552 0
INC
KLA-TENCORP COM 482480100 1,343 20,700 SH DEFINED 03 0 20,700 0
CORP
KLM ROYAL DUTCH COM N Y REG 482516101 239 8,374 SH DEFINED 01 0 8,374 0
AIRLS
11,768 412,000 SH DEFINED 03 0 412,000 0
K MART COM 482584109 3,782 229,200 SH DEFINED 01 0 229,200 0
CORP
40,127 2,441,200 SH DEFINED 02 0 2,441,200 0
20,555 1,250,500 SH DEFINED 03 0 1,250,500 0
KN ENERGY COM 482620101 1,071 80,100 SH DEFINED 02 0 80,100 0
INC
108 8,050 SH DEFINED 03 0 8,050 0
10,157 759,400 SH DEFINED 04 0 759,400 0
KANSAS CITY SOUTHN COM 485170104 1,646 25,800 SH DEFINED 03 0 25,800 0
INDS INC
233 3,650 SH DEFINED 21 0 3,650 0
KAUFMAN & BROAD COM 486168107 423 17,000 SH DEFINED 03 0 17,000 0
HOME CORP
KAYDON COM 486587108 249 7,400 SH DEFINED 03 0 7,400 0
CORP
KEEBLER FOODS COM 487256109 210 6,900 SH DEFINED 01 0 6,900 0
CO
562 18,500 SH DEFINED 02 0 18,500 0
5,917 194,800 SH DEFINED 03 0 194,800 0
KELLOGG COM 487836108 3,148 95,400 SH DEFINED 03 0 95,400 0
CO
KELLEY OIL & GAS COM 487906109 3 15,000 SH DEFINED 03 0 15,000 0
CORP
KEMET COM 488360108 202 8,800 SH DEFINED 03 0 8,800 0
CORP
KERR MCGEE COM 492386107 1,023 20,376 SH DEFINED 03 0 20,376 0
CORP
KEYCORP COM 493267108 3,958 123,200 SH DEFINED 03 0 123,200 0
NEW
183 5,700 SH DEFINED 21 0 5,700 0
KEYSTONE FINANCIAL COM 493482103 166 5,600 SH DEFINED 03 0 5,600 0
INC
104 3,520 SH DEFINED 21 0 3,520 0
KIMBERLY CLARK COM 494368103 4,668 81,900 SH DEFINED 01 0 81,900 0
CORP
119,569 2,097,700 SH DEFINED 02 0 2,097,700 0
34,967 613,448 SH DEFINED 03 0 613,448 0
KING WORLD PRODTNS COM 495667107 4,494 129,100 SH DEFINED 01 0 129,100 0
INC
47,418 1,362,100 SH DEFINED 02 0 1,362,100 0
22,478 645,700 SH DEFINED 03 0 645,700 0
KNIGHT RIDDER COM 499040103 1,016 18,500 SH DEFINED 03 0 18,500 0
INC
KNIGHT/TRIMARK CL A 499067106 244 4,000 SH DEFINED 01 0 4,000 0
GROUP INC
519 8,600 SH DEFINED 02 0 8,600 0
5,645 93,600 SH DEFINED 03 0 93,600 0
KOHLS COM 500255104 2,879 37,300 SH DEFINED 03 0 37,300 0
CORP
KONINKLIJKE PHILIPS SPNSRD ADR NEW 500472204 6,060 60,076 SH DEFINED 01 0 60,076 0
ELECTRS NV
53,381 529,184 SH DEFINED 02 0 529,184 0
28,575 283,268 SH DEFINED 03 0 283,268 0
KROGER COM 501044101 7,560 270,600 SH DEFINED 03 0 270,600 0
CO
KULICKE & SOFFA COM 501242101 3,547 132,300 SH DEFINED 03 0 132,300 0
INDS INC
LAN CHILE S SPONSORED ADR 501723100 162 22,600 SH DEFINED 21 0 22,600 0
A
LG&E ENERGY COM 501917108 311 14,800 SH DEFINED 03 0 14,800 0
CORP
LTV CORP COM 501921100 3,955 597,000 SH DEFINED 01 0 597,000 0
NEW
16,828 2,516,300 SH DEFINED 03 0 2,516,300 0
LSI LOGIC COM 502161102 1,536 33,300 SH DEFINED 03 0 33,300 0
CORP
LSI LOGIC SUB NT CV 144A04 502161AB8 19,482 11,895,000 SH DEFINED 02 0 11,895,0000
CORP
LA Z BOY COM 505336107 278 12,100 SH DEFINED 03 0 12,100 0
INC
LAIDLAW COM 50730K503 573 77,700 SH DEFINED 03 0 77,700 0
INC
LAM RESH COM 512807108 215 4,600 SH DEFINED 03 0 4,600 0
CORP
LANDS END COM 515086106 247 5,100 SH DEFINED 03 0 5,100 0
INC
LATTICE COM 518415104 324 5,200 SH DEFINED 03 0 5,200 0
SEMICONDUCTOR
CORP
LEAR COM 521865105 378 7,600 SH DEFINED 03 0 7,600 0
CORP
LEE ENTERPRISES COM 523768109 311 10,200 SH DEFINED 03 0 10,200 0
INC
LEGATO SYS COM 524651106 537 9,300 SH DEFINED 03 0 9,300 0
INC
LEGGETT & PLATT COM 524660107 623 22,400 SH DEFINED 03 0 22,400 0
INC
LEGG MASON COM 524901105 212 5,500 SH DEFINED 03 0 5,500 0
INC
LEHMAN BROS HLDGS COM 524908100 1,668 26,800 SH DEFINED 03 0 26,800 0
INC
LENNAR COM 526057104 379 15,800 SH DEFINED 03 0 15,800 0
CORP
LEVEL ONE COM 527295109 229 4,675 SH DEFINED 03 0 4,675 0
COMMUNICATIONS INC
LEVEL 3 COM 52729N100 517 8,600 SH DEFINED 02 0 8,600 0
COMMUNICATIONS
INC
7,183 119,600 SH DEFINED 03 0 119,600 0
841 14,000 SH DEFINED 21 0 14,000 0
LEXMARK INTL GROUP CL A 529771107 1,133 17,300 SH DEFINED 01 0 17,300 0
INC
58,307 882,600 SH DEFINED 02 0 882,600 0
58,016 878,200 SH DEFINED 03 0 878,200 0
LIBERTY PPTY SH BEN INT 531172104 933 37,500 SH DEFINED 02 0 37,500 0
TR
8,619 346,500 SH DEFINED 04 0 346,500 0
LILLY ELI & COM 532457108 594 8,300 SH DEFINED 02 0 8,300 0
CO
26,945 376,200 SH DEFINED 03 0 376,200 0
LIMITED COM 532716107 3,068 67,618 SH DEFINED 03 0 67,618 0
INC
LINCOLN NATL CORP COM 534187109 5,001 95,600 SH DEFINED 01 0 95,600 0
IND
66,228 1,266,000 SH DEFINED 02 0 1,266,000 0
24,242 463,400 SH DEFINED 03 0 463,400 0
LINEAR TECHNOLOGY COM 535678106 2,488 37,000 SH DEFINED 03 0 37,000 0
CORP
LINENS N THINGS COM 535679104 3,623 82,800 SH DEFINED 03 0 82,800 0
INC
LITTON INDS COM 538021106 373 5,200 SH DEFINED 03 0 5,200 0
INC
LIZ CLAIBORNE COM 539320101 54,509 1,493,400 SH DEFINED 02 0 1,493,400 0
INC
555 15,200 SH DEFINED 03 0 15,200 0
LOCKHEED MARTIN COM 539830109 31,018 832,700 SH DEFINED 02 0 832,700 0
CORP
3,441 92,376 SH DEFINED 03 0 92,376 0
LOEWS COM 540424108 3,387 42,800 SH DEFINED 01 0 42,800 0
CORP
44,041 556,600 SH DEFINED 02 0 556,600 0
26,357 333,100 SH DEFINED 03 0 333,100 0
LONE STAR INDS COM NEW 542290408 210 5,600 SH DEFINED 01 0 5,600 0
INC
4,402 117,200 SH DEFINED 03 0 117,200 0
LONGS DRUG STORES COM 543162101 446 12,900 SH DEFINED 03 0 12,900 0
CORP
LONGVIEW FIBRE COM 543213102 189 12,100 SH DEFINED 03 0 12,100 0
CO
LOUISIANA PAC COM 546347105 608 25,600 SH DEFINED 03 0 25,600 0
CORP
LOWES COS COM 548661107 7,984 140,848 SH DEFINED 03 0 140,848 0
INC
LUCENT TECHNOLOGIES COM 549463107 499 7,400 SH DEFINED 02 0 7,400 0
INC
65,499 971,248 SH DEFINED 03 0 971,248 0
5,220 77,400 SH DEFINED 21 0 77,400 0
LUXOTTICA GROUP S P SPONSORED ADR 55068R202 1,634 105,000 SH DEFINED 21 0 105,000 0
A
LYCOS COM 550818108 469 5,100 SH DEFINED 03 0 5,100 0
INC
LYONDELL CHEMICAL COM 552078107 264 12,800 SH DEFINED 03 0 12,800 0
CO
MBIA COM 55262C100 4,338 67,000 SH DEFINED 01 0 67,000 0
INC
43,875 677,600 SH DEFINED 02 0 677,600 0
20,947 323,500 SH DEFINED 03 0 323,500 0
158 2,440 SH DEFINED 21 0 2,440 0
MBNA COM 55262L100 1,306 42,630 SH DEFINED 02 0 42,630 0
CORP
23,034 752,132 SH DEFINED 03 0 752,132 0
MCN ENERGY GROUP COM 55267J100 3,249 156,600 SH DEFINED 02 0 156,600 0
INC
189 9,100 SH DEFINED 03 0 9,100 0
27,942 1,346,600 SH DEFINED 04 0 1,346,600 0
MCI WORLDCOM COM 55268B106 422 4,900 SH DEFINED 01 0 4,900 0
INC
49,392 573,909 SH DEFINED 02 0 573,909 0
64,896 754,053 SH DEFINED 03 0 754,053 0
28,831 334,996 SH DEFINED 04 0 334,996 0
11,791 137,000 SH DEFINED 21 0 137,000 0
MGIC INVT CORP COM 552848103 1,590 32,700 SH DEFINED 03 0 32,700 0
WIS
MGI PPTYS COM 552885105 3,235 114,500 SH DEFINED 03 0 114,500 0
INC
MACROMEDIA COM 556100105 2,080 59,000 SH DEFINED 03 0 59,000 0
INC
MAIL-WELL COM 560321200 466 28,800 SH DEFINED 03 0 28,800 0
INC
MALLINCKRODT INC COM 561232109 611 16,800 SH DEFINED 03 0 16,800 0
NEW
MANITOWOC COM 563571108 234 5,625 SH DEFINED 03 0 5,625 0
INC
MANPOWER COM 56418H100 204 9,000 SH DEFINED 03 0 9,000 0
INC
MARK IV INDS COM 570387100 244 11,550 SH DEFINED 03 0 11,550 0
INC
MARSH & MCLENNAN COM 571748102 458 6,050 SH DEFINED 01 0 6,050 0
COS INC
86,972 1,151,950 SH DEFINED 02 0 1,151,950 0
27,758 367,650 SH DEFINED 03 0 367,650 0
180 2,380 SH DEFINED 21 0 2,380 0
MARSHALL & ILSLEY COM 571834100 766 11,900 SH DEFINED 03 0 11,900 0
CORP
MARRIOTT INTL INC CL A 571903202 2,138 57,200 SH DEFINED 03 0 57,200 0
NEW
MARTIN MARIETTA COM 573284106 3,351 56,800 SH DEFINED 03 0 56,800 0
MATLS INC
MASCO COM 574599106 3,000 103,900 SH DEFINED 03 0 103,900 0
CORP
MASTECH COM 57632N105 471 25,300 SH DEFINED 01 0 25,300 0
CORP
754 40,500 SH DEFINED 02 0 40,500 0
14,688 788,600 SH DEFINED 03 0 788,600 0
MATTEL COM 577081102 4,894 185,125 SH DEFINED 03 0 185,125 0
INC
MAXTOR COM NEW 577729205 280 55,600 SH DEFINED 03 0 55,600 0
CORP
MAXIM INTEGRATED COM 57772K101 1,024 15,400 SH DEFINED 03 0 15,400 0
PRODS INC
MAY DEPT STORES COM 577778103 3,581 87,600 SH DEFINED 03 0 87,600 0
CO
MAYTAG COM 578592107 1,972 28,300 SH DEFINED 03 0 28,300 0
CORP
MCCORMICK & CO COM NON VTG 579780206 256 8,100 SH DEFINED 03 0 8,100 0
INC
MCDERMOTT INTL COM 580037109 393 13,900 SH DEFINED 03 0 13,900 0
INC
MCDONALDS COM 580135101 13,922 337,000 SH DEFINED 03 0 337,000 0
CORP
MCGRAW HILL COS COM 580645109 4,849 89,900 SH DEFINED 01 0 89,900 0
INC
2,497 46,300 SH DEFINED 03 0 46,300 0
MCKESSON HBOC COM 58155Q103 2,678 83,356 SH DEFINED 03 0 83,356 0
INC
MCLEODUSA COM 582266102 2,745 49,900 SH DEFINED 21 0 49,900 0
INC
MEAD COM 582834107 1,002 24,000 SH DEFINED 03 0 24,000 0
CORP
MEDE AMER COM 584067102 3,960 104,900 SH DEFINED 03 0 104,900 0
CORP
MEDIA GEN CL A 584404107 301 5,900 SH DEFINED 03 0 5,900 0
INC
MEDIAONE GROUP COM 58440J104 10,777 144,900 SH DEFINED 03 0 144,900 0
INC
MEDICIS CL A NEW 584690309 3,366 132,650 SH DEFINED 03 0 132,650 0
PHARMACEUTICAL
CORP
MEDIMMUNE COM 584699102 3,069 45,300 SH DEFINED 03 0 45,300 0
INC
MEDQUIST COM 584949101 315 7,200 SH DEFINED 03 0 7,200 0
INC
MEDTRONIC COM 585055106 11,206 143,900 SH DEFINED 03 0 143,900 0
INC
MELLON BK COM 585509102 31,028 853,000 SH DEFINED 02 0 853,000 0
CORP
5,514 151,600 SH DEFINED 03 0 151,600 0
1,630 44,820 SH DEFINED 21 0 44,820 0
MENTOR GRAPHICS COM 587200106 191 14,900 SH DEFINED 03 0 14,900 0
CORP
MERCANTILE COM 587342106 2,114 37,000 SH DEFINED 03 0 37,000 0
BANCORPORATION INC
155 2,720 SH DEFINED 21 0 2,720 0
MERCANTILE COM 587405101 281 7,950 SH DEFINED 03 0 7,950 0
BANKSHARES CORP
MERCK & CO COM 589331107 1,274 17,300 SH DEFINED 01 0 17,300 0
INC
95,896 1,295,890 SH DEFINED 02 0 1,295,890 0
80,808 1,092,000 SH DEFINED 03 0 1,092,000 0
1,827 24,800 SH DEFINED 21 0 24,800 0
MERCURY INTERACTIVE COM 589405109 796 22,500 SH DEFINED 03 0 22,500 0
CORP
MEREDITH COM 589433101 426 12,300 SH DEFINED 03 0 12,300 0
CORP
MERITOR AUTOMOTIVE COM 59000G100 201 7,900 SH DEFINED 03 0 7,900 0
INC
MERRILL LYNCH & CO COM 590188108 7,362 92,100 SH DEFINED 03 0 92,100 0
INC
METAMOR WORLDWIDE COM 59133P100 2,383 99,050 SH DEFINED 03 0 99,050 0
INC
METRIS COS COM 591598107 887 21,764 SH DEFINED 03 0 21,764 0
INC
METROMEDIA FIBER CL A 591689104 216 6,000 SH DEFINED 03 0 6,000 0
NETWORK INC
1,905 53,000 SH DEFINED 21 0 53,000 0
METZLER GROUP COM 592903108 521 18,850 SH DEFINED 03 0 18,850 0
INC
MICREL COM 594793101 3,537 47,800 SH DEFINED 03 0 47,800 0
INC
MICROSOFT COM 594918104 433 4,800 SH DEFINED 01 0 4,800 0
CORP
1,741 19,300 SH DEFINED 02 0 19,300 0
144,751 1,605,000 SH DEFINED 03 0 1,605,000 0
2,606 28,900 SH DEFINED 21 0 28,900 0
MICROSOFT PFD A CV EXCH 594918203 5,892 58,960 SH DEFINED 02 0 58,960 0
CORP
4,114 41,168 SH DEFINED 03 0 41,168 0
MICROCHIP COM 595017104 564 11,900 SH DEFINED 03 0 11,900 0
TECHNOLOGY INC
MICROMUSE COM 595094103 853 17,100 SH DEFINED 03 0 17,100 0
INC
MICRON TECHNOLOGY COM 595112103 5,374 133,300 SH DEFINED 03 0 133,300 0
INC
MIDAMERICAN ENERGY COM 59562V107 232 6,700 SH DEFINED 03 0 6,700 0
HLDGS NEW
MILACRON COM 598709103 252 13,600 SH DEFINED 03 0 13,600 0
INC
MILLER HERMAN COM 600544100 592 28,200 SH DEFINED 03 0 28,200 0
INC
MILLIPORE COM 601073109 422 10,400 SH DEFINED 03 0 10,400 0
CORP
MINDSPRING COM 602683104 585 13,200 SH DEFINED 03 0 13,200 0
ENTERPRISES INC
MINERALS COM 603158106 268 4,800 SH DEFINED 03 0 4,800 0
TECHNOLOGIES
INC
MINNESOTA MNG & MFG COM 604059105 8,224 94,600 SH DEFINED 03 0 94,600 0
CO
MINNESOTA PWR COM 604110106 338 17,000 SH DEFINED 03 0 17,000 0
INC
MIPS TECHNOLOGIES CL A 604567107 240 5,000 SH DEFINED 01 0 5,000 0
INC
594 12,400 SH DEFINED 02 0 12,400 0
7,234 150,900 SH DEFINED 03 0 150,900 0
MIRAGE RESORTS COM 60462E104 776 46,300 SH DEFINED 03 0 46,300 0
INC
MOBIUS MGMT SYSTEMS COM 606925105 292 35,400 SH DEFINED 03 0 35,400 0
INC
MOBIL COM 607059102 83,447 842,900 SH DEFINED 02 0 842,900 0
CORP
22,572 228,000 SH DEFINED 03 0 228,000 0
MODEM MEDIA POPPE CL A 607533106 485 21,200 SH DEFINED 03 0 21,200 0
TYSON INC
MODIS PROFESSIONAL COM 607830106 150 10,900 SH DEFINED 03 0 10,900 0
SVCS INC
MOHAWK INDS COM 608190104 380 12,500 SH DEFINED 03 0 12,500 0
INC
MOLEX COM 608554101 654 17,668 SH DEFINED 03 0 17,668 0
INC
MONDAVI ROBERT CL A 609200100 3,216 88,400 SH DEFINED 03 0 88,400 0
CORP
MONSANTO COM 611662107 6,282 159,300 SH DEFINED 03 0 159,300 0
CO
MONTANA POWER COM 612085100 3,617 51,300 SH DEFINED 03 0 51,300 0
CO
1,022 14,500 SH DEFINED 21 0 14,500 0
MORGAN J P & CO COM 616880100 6,351 45,200 SH DEFINED 03 0 45,200 0
INC
MORGAN STANLEY DEAN COM NEW 617446448 6,188 60,300 SH DEFINED 01 0 60,300 0
WITTER&CO
37,187 362,800 SH DEFINED 02 0 362,800 0
53,725 524,147 SH DEFINED 03 0 524,147 0
144 1,400 SH DEFINED 21 0 1,400 0
MOTOROLA COM 620076109 101,477 1,071,000 SH DEFINED 02 0 1,071,000 0
INC
14,610 154,200 SH DEFINED 03 0 154,200 0
4,899 51,700 SH DEFINED 21 0 51,700 0
MUELLER INDS COM 624756102 265 7,800 SH DEFINED 03 0 7,800 0
INC
MURPHY OIL COM 626717102 249 5,100 SH DEFINED 03 0 5,100 0
CORP
MUTUAL RISK MGMT COM 628351108 3,838 115,000 SH DEFINED 03 0 115,000 0
LTD
MYLAN LABS COM 628530107 390 14,700 SH DEFINED 03 0 14,700 0
INC
NBTY COM 628782104 89 13,700 SH DEFINED 03 0 13,700 0
INC
NCR CORP COM 62886E108 556 11,400 SH DEFINED 03 0 11,400 0
NEW
NTL COM 629407107 718 8,333 SH DEFINED 03 0 8,333 0
INC
2,181 25,306 SH DEFINED 21 0 25,306 0
NABISCO GROUP HLDG COM 62952P102 1,479 75,600 SH DEFINED 01 0 75,600 0
CORP
49,282 2,519,200 SH DEFINED 02 0 2,519,200 0
14,081 719,800 SH DEFINED 03 0 719,800 0
NABORS INDS COM 629568106 765 31,300 SH DEFINED 02 0 31,300 0
INC
8,480 347,000 SH DEFINED 03 0 347,000 0
NALCO CHEM COM 629853102 799 15,400 SH DEFINED 03 0 15,400 0
CO
NATIONAL CITY COM 635405103 4,847 74,000 SH DEFINED 03 0 74,000 0
CORP
NATIONAL COMPUTER COM 635519101 216 6,400 SH DEFINED 03 0 6,400 0
SYS INC
NATIONAL DATA COM 635621105 316 7,400 SH DEFINED 03 0 7,400 0
CORP
NATIONAL FUEL GAS COM 636180101 1,892 39,000 SH DEFINED 02 0 39,000 0
CO N J
213 4,400 SH DEFINED 03 0 4,400 0
17,193 354,500 SH DEFINED 04 0 354,500 0
NATIONAL COM 637640103 995 39,300 SH DEFINED 03 0 39,300 0
SEMICONDUCTOR
CORP
NATIONAL SB NT CV 6.5%02 637640AB9 6,587 6,900,000 SH DEFINED 02 0 6,900,000 0
SEMICONDUCTOR
CORP
1,289 1,350,000 SH DEFINED 03 0 1,350,000 0
NATIONAL SVC INDS COM 637657107 349 9,700 SH DEFINED 03 0 9,700 0
INC
NATIONWIDE FINL CL A 638612101 3,032 67,000 SH DEFINED 03 0 67,000 0
SVCS INC
NAVISTAR INTL CORP COM 63934E108 779 15,570 SH DEFINED 03 0 15,570 0
NEW
NEON SYS COM 640509105 307 9,200 SH DEFINED 03 0 9,200 0
INC
NETBANK COM 640933107 608 16,000 SH DEFINED 03 0 16,000 0
INC
NETWORKS ASSOCS COM 640938106 231 15,750 SH DEFINED 03 0 15,750 0
INC
NETWORK APPLIANCE COM 64120L104 1,380 24,700 SH DEFINED 03 0 24,700 0
INC
NEVADA POWER COM 641423108 298 11,900 SH DEFINED 03 0 11,900 0
CO
NEW CENTURY COM 64352U103 1,044 26,900 SH DEFINED 03 0 26,900 0
ENERGIES INC
NEW ENGLAND ELEC COM 644001109 336 6,700 SH DEFINED 03 0 6,700 0
SYS
1,003 20,000 SH DEFINED 21 0 20,000 0
NEW ERA OF NETWORKS COM 644312100 417 9,500 SH DEFINED 02 0 9,500 0
INC
5,158 117,400 SH DEFINED 03 0 117,400 0
NEW JERSEY COM 646025106 1,909 51,000 SH DEFINED 02 0 51,000 0
RES
2,677 71,500 SH DEFINED 03 0 71,500 0
17,079 456,200 SH DEFINED 04 0 456,200 0
NEW PLAN EXCEL RLTY COM 648053106 190 10,560 SH DEFINED 03 0 10,560 0
TR INC
NEW YORK TIMES CL A 650111107 32,524 883,500 SH DEFINED 02 0 883,500 0
CO
1,579 42,900 SH DEFINED 03 0 42,900 0
NEWELL RUBBERMAID COM 651229106 3,076 66,144 SH DEFINED 03 0 66,144 0
INC
NEWFIELD EXPL COM 651290108 2,753 96,800 SH DEFINED 03 0 96,800 0
CO
NEWMONT MINING COM 651639106 782 39,357 SH DEFINED 03 0 39,357 0
CORP
NEWPARK RES COM PAR $.01NEW 651718504 1,742 196,260 SH DEFINED 03 0 196,260 0
INC
NEWPORT NEWS COM 652228107 239 8,100 SH DEFINED 03 0 8,100 0
SHIPBUILDING INC
NEWS CORP SP ADR PFD 652487802 543 17,200 SH DEFINED 01 0 17,200 0
LTD
62,582 1,982,800 SH DEFINED 02 0 1,982,800 0
27,213 862,200 SH DEFINED 03 0 862,200 0
NEXTEL CL A 65332V103 3,418 68,100 SH DEFINED 03 0 68,100 0
COMMUNICATIONS
INC
NEXTLINK CL A 65333H707 1,525 20,500 SH DEFINED 21 0 20,500 0
COMMUNICATIONS
INC
NIAGARA MOHAWK COM 653520106 708 44,100 SH DEFINED 03 0 44,100 0
HLDGS INC
NICE SYS SPONSORED ADR 653656108 2,161 78,400 SH DEFINED 21 0 78,400 0
LTD
NICOR COM 654086107 2,208 58,000 SH DEFINED 02 0 58,000 0
INC
426 11,200 SH DEFINED 03 0 11,200 0
18,232 479,000 SH DEFINED 04 0 479,000 0
NIKE CL B 654106103 4,210 66,500 SH DEFINED 03 0 66,500 0
INC
NIPPON TELEG & TEL SPONSORED ADR 654624105 1,622 25,900 SH DEFINED 02 0 25,900 0
CORP
14,679 234,400 SH DEFINED 04 0 234,400 0
NISOURCE COM 65473P105 3,544 137,300 SH DEFINED 01 0 137,300 0
INC
3,128 121,200 SH DEFINED 02 0 121,200 0
367 14,200 SH DEFINED 03 0 14,200 0
28,081 1,087,900 SH DEFINED 04 0 1,087,900 0
NOKIA SPONSORED ADR 654902204 916 10,000 SH DEFINED 02 0 10,000 0
CORP
12,901 140,900 SH DEFINED 03 0 140,900 0
NOBLE DRILLING COM 655042109 295 15,000 SH DEFINED 03 0 15,000 0
CORP
NORDSON COM 655663102 221 3,600 SH DEFINED 03 0 3,600 0
CORP
NORDSTROM COM 655664100 1,524 45,500 SH DEFINED 03 0 45,500 0
INC
NORFOLK SOUTHERN COM 655844108 2,690 89,300 SH DEFINED 03 0 89,300 0
CORP
NORTEL NETWORKS COM 656569100 19,139 220,460 SH DEFINED 03 0 220,460 0
CORP
NORTH FORK COM 659424105 4,197 196,950 SH DEFINED 03 0 196,950 0
BANCORPORATION NY
NORTHEAST COM 664397106 264 14,900 SH DEFINED 03 0 14,900 0
UTILS
NORTHN STS PWR CO COM 665772109 868 35,900 SH DEFINED 03 0 35,900 0
MINN
1,088 45,000 SH DEFINED 21 0 45,000 0
NORTHROP GRUMMAN COM 666807102 3,256 49,100 SH DEFINED 01 0 49,100 0
CORP
21,691 327,100 SH DEFINED 03 0 327,100 0
NOVA CORP COM 669784100 416 16,647 SH DEFINED 03 0 16,647 0
GA
NOVELL COM 670006105 2,107 79,500 SH DEFINED 03 0 79,500 0
INC
NOVELLUS SYS COM 670008101 839 12,300 SH DEFINED 03 0 12,300 0
INC
NUCOR COM 670346105 58,206 1,227,000 SH DEFINED 02 0 1,227,000 0
CORP
977 20,600 SH DEFINED 03 0 20,600 0
OGE ENERGY COM 670837103 2,140 90,100 SH DEFINED 02 0 90,100 0
CORP
211 8,900 SH DEFINED 03 0 8,900 0
18,292 770,200 SH DEFINED 04 0 770,200 0
OAKWOOD HOMES COM 674098108 140 10,700 SH DEFINED 03 0 10,700 0
CORP
OCCIDENTAL PETE COM 674599105 2,425 114,800 SH DEFINED 03 0 114,800 0
CORP DEL
OCEAN ENERGY INC COM 67481E106 372 38,618 SH DEFINED 03 0 38,618 0
TEX
OFFICE DEPOT COM 676220106 1,946 88,200 SH DEFINED 03 0 88,200 0
INC
OFFICEMAX COM 67622M108 904 75,350 SH DEFINED 03 0 75,350 0
INC
OLD KENT FINL COM 679833103 506 12,075 SH DEFINED 02 0 12,075 0
CORP
6,010 143,519 SH DEFINED 03 0 143,519 0
OLD REP INTL COM 680223104 717 41,400 SH DEFINED 03 0 41,400 0
CORP
OLSTEN COM 681385100 110 17,400 SH DEFINED 03 0 17,400 0
CORP
OMNICARE COM 681904108 130 10,300 SH DEFINED 03 0 10,300 0
INC
OMNICOM GROUP COM 681919106 496 6,200 SH DEFINED 02 0 6,200 0
INC
10,232 127,900 SH DEFINED 03 0 127,900 0
ONEOK INC COM 682680103 356 11,200 SH DEFINED 03 0 11,200 0
NEW
ONYX SOFTWARE COM 683402101 634 29,300 SH DEFINED 03 0 29,300 0
CORP
ORACLE COM 68389X105 15,775 424,912 SH DEFINED 03 0 424,912 0
CORP
ORBITAL SCIENCES COM 685564106 2,944 124,600 SH DEFINED 03 0 124,600 0
CORP
O REILLY AUTOMOTIVE COM 686091109 2,937 58,300 SH DEFINED 03 0 58,300 0
INC
OUTBACK STEAKHOUSE COM 689899102 334 8,500 SH DEFINED 03 0 8,500 0
INC
OWENS COM 69073F103 440 12,800 SH DEFINED 03 0 12,800 0
CORNING
OWENS ILL COM NEW 690768403 1,196 36,600 SH DEFINED 03 0 36,600 0
INC
OXFORD HEALTH PLANS COM 691471106 36,321 2,333,900 SH DEFINED 02 0 2,333,900 0
INC
1,835 117,900 SH DEFINED 03 0 117,900 0
PECO ENERGY COM 693304107 57,201 1,366,000 SH DEFINED 02 0 1,366,000 0
CO
5,247 125,300 SH DEFINED 03 0 125,300 0
1,968 47,000 SH DEFINED 21 0 47,000 0
PG&E COM 69331C108 451 13,900 SH DEFINED 01 0 13,900 0
CORP
46,010 1,415,700 SH DEFINED 02 0 1,415,700 0
26,156 804,800 SH DEFINED 03 0 804,800 0
19,357 595,600 SH DEFINED 04 0 595,600 0
PE COM PE BIO GRP 69332S102 1,343 11,700 SH DEFINED 03 0 11,700 0
CORP
P F CHANGS CHINA COM 69333Y108 260 12,000 SH DEFINED 03 0 12,000 0
BISTRO INC
PMC-SIERRA COM 69344F106 224 3,800 SH DEFINED 01 0 3,800 0
INC
413 7,000 SH DEFINED 02 0 7,000 0
4,898 83,100 SH DEFINED 03 0 83,100 0
PMI GROUP COM 69344M101 214 3,400 SH DEFINED 03 0 3,400 0
INC
PNC BK COM 693475105 4,650 80,700 SH DEFINED 03 0 80,700 0
CORP
236 4,100 SH DEFINED 21 0 4,100 0
P P & L RES COM 693499105 4,705 153,000 SH DEFINED 01 0 153,000 0
INC
1,094 35,591 SH DEFINED 03 0 35,591 0
PPG INDS COM 693506107 2,841 48,100 SH DEFINED 03 0 48,100 0
INC
PRI AUTOMATION COM 69357H106 827 22,800 SH DEFINED 03 0 22,800 0
INC
PSS WORLD MED COM 69366A100 185 16,500 SH DEFINED 03 0 16,500 0
INC
PACCAR COM 693718108 981 18,380 SH DEFINED 03 0 18,380 0
INC
PACIFIC GATEWAY COM 694327107 888 30,500 SH DEFINED 02 0 30,500 0
EXCHANGE INC
2,117 72,700 SH DEFINED 03 0 72,700 0
7,345 252,200 SH DEFINED 04 0 252,200 0
PACIFIC SUNWEAR COM 694873100 2,799 114,850 SH DEFINED 03 0 114,850 0
CALIF INC
PACIFICARE HEALTH CL B 695112201 374 5,198 SH DEFINED 03 0 5,198 0
SYS DEL
PACIFICORP COM 695114108 1,725 93,900 SH DEFINED 03 0 93,900 0
1,011 55,000 SH DEFINED 21 0 55,000 0
PAINE WEBBER GROUP COM 695629105 1,571 33,600 SH DEFINED 03 0 33,600 0
INC
PALL COM 696429307 651 29,333 SH DEFINED 03 0 29,333 0
CORP
PANAMSAT CORP COM 697933109 315 8,100 SH DEFINED 03 0 8,100 0
NEW
PAPA JOHNS INTL COM 698813102 261 5,850 SH DEFINED 03 0 5,850 0
INC
PARAMETRIC COM 699173100 874 63,000 SH DEFINED 03 0 63,000 0
TECHNOLOGY CORP
PARKER HANNIFIN COM 701094104 6,090 133,112 SH DEFINED 01 0 133,112 0
CORP
51,464 1,124,900 SH DEFINED 02 0 1,124,900 0
26,878 587,500 SH DEFINED 03 0 587,500 0
PATTERSON DENTAL COM 703412106 2,891 83,200 SH DEFINED 03 0 83,200 0
CO
PAYCHEX COM 704326107 1,841 57,750 SH DEFINED 03 0 57,750 0
INC
PEGASUS CL A 705904100 369 9,363 SH DEFINED 02 0 9,363 0
COMMUNICATIONS
CORP
315 7,994 SH DEFINED 03 0 7,994 0
13 338 SH DEFINED 05 0 338 0
27 676 SH DEFINED 06 0 676 0
PENNEY J C COM 708160106 30,784 633,900 SH DEFINED 02 0 633,900 0
INC
3,302 68,000 SH DEFINED 03 0 68,000 0
PENNZOIL-QUAKER COM 709323109 68 4,500 SH DEFINED 02 0 4,500 0
STATE COMPANY
132 8,825 SH DEFINED 03 0 8,825 0
620 41,300 SH DEFINED 04 0 41,300 0
PENTAIR COM 709631105 224 4,900 SH DEFINED 03 0 4,900 0
INC
PEOPLES ENERGY COM 711030106 1,131 30,000 SH DEFINED 02 0 30,000 0
CORP
475 12,600 SH DEFINED 03 0 12,600 0
8,951 237,500 SH DEFINED 04 0 237,500 0
PEOPLESOFT COM 712713106 947 54,900 SH DEFINED 03 0 54,900 0
INC
PEP BOYS MANNY MOE COM 713278109 267 12,356 SH DEFINED 03 0 12,356 0
& JACK
PEPSI BOTTLING COM 713409100 375 16,200 SH DEFINED 01 0 16,200 0
GROUP INC
291 12,600 SH DEFINED 02 0 12,600 0
6,015 260,800 SH DEFINED 03 0 260,800 0
PEPSICO COM 713448108 38,788 1,002,600 SH DEFINED 02 0 1,002,600 0
INC
16,694 431,500 SH DEFINED 03 0 431,500 0
PERRIGO COM 714290103 122 16,000 SH DEFINED 03 0 16,000 0
CO
PETSMART COM 716768106 142 13,900 SH DEFINED 03 0 13,900 0
INC
PHARMACIA & UPJOHN COM 716941109 5,374 94,600 SH DEFINED 01 0 94,600 0
INC
70,476 1,240,500 SH DEFINED 02 0 1,240,500 0
43,419 764,255 SH DEFINED 03 0 764,255 0
PFIZER COM 717081103 37,556 342,200 SH DEFINED 03 0 342,200 0
INC
PHELPS DODGE COM 717265102 842 13,600 SH DEFINED 03 0 13,600 0
CORP
PHILIP MORRIS COS COM 718154107 2,373 59,050 SH DEFINED 01 0 59,050 0
INC
74,692 1,858,600 SH DEFINED 02 0 1,858,600 0
45,368 1,128,900 SH DEFINED 03 0 1,128,900 0
PHILLIPS PETE COM 718507106 3,587 71,300 SH DEFINED 03 0 71,300 0
CO
PHONE COM COM 71920Q100 1,070 19,100 SH DEFINED 03 0 19,100 0
INC
PHYCOR COM 71940F100 129 17,400 SH DEFINED 03 0 17,400 0
INC
PIEDMONT NAT GAS COM 720186105 2,574 82,700 SH DEFINED 03 0 82,700 0
INC
PIER 1 IMPORTS COM 720279108 138 12,300 SH DEFINED 01 0 12,300 0
INC
2,899 257,700 SH DEFINED 03 0 257,700 0
PILOT NETWORK SVCS COM 721596104 527 53,700 SH DEFINED 03 0 53,700 0
INC
PINNACLE WEST CAP COM 723484101 2,620 65,100 SH DEFINED 02 0 65,100 0
CORP
390 9,700 SH DEFINED 03 0 9,700 0
23,108 574,100 SH DEFINED 04 0 574,100 0
1,771 44,000 SH DEFINED 21 0 44,000 0
PIONEER GROUP COM 723684106 47 2,700 SH DEFINED 03 0 2,700 0
INC
143 8,300 SH DEFINED 21 0 8,300 0
PIONEER HI BRED COM 723686101 2,197 56,420 SH DEFINED 03 0 56,420 0
INTL INC
PIONEER NAT RES COM 723787107 125 11,400 SH DEFINED 03 0 11,400 0
CO
PITNEY BOWES COM 724479100 32,780 510,200 SH DEFINED 02 0 510,200 0
INC
8,931 139,000 SH DEFINED 03 0 139,000 0
PLACER DOME COM 725906101 1,003 84,930 SH DEFINED 03 0 84,930 0
INC
POLARIS INDS COM 731068102 226 5,200 SH DEFINED 03 0 5,200 0
INC
POLAROID COM 731095105 285 10,300 SH DEFINED 03 0 10,300 0
CORP
POOL ENERGY SVCS COM 732788104 683 33,600 SH DEFINED 03 0 33,600 0
CO
PORTUGAL TELECOM S SPONSORED ADR 737273102 836 20,300 SH DEFINED 02 0 20,300 0
A
7,780 188,900 SH DEFINED 04 0 188,900 0
POST PPTYS COM 737464107 14,596 356,000 SH DEFINED 02 0 356,000 0
INC
5,490 133,900 SH DEFINED 04 0 133,900 0
POTLATCH COM 737628107 453 10,300 SH DEFINED 03 0 10,300 0
CORP
POTOMAC ELEC PWR COM 737679100 1,787 60,700 SH DEFINED 02 0 60,700 0
CO
397 13,500 SH DEFINED 03 0 13,500 0
15,160 515,000 SH DEFINED 04 0 515,000 0
POWERGEN SPON ADR FINAL 738905405 917 21,390 SH DEFINED 02 0 21,390 0
PLC
9,654 225,170 SH DEFINED 04 0 225,170 0
PRAXAIR COM 74005P104 1,816 37,100 SH DEFINED 03 0 37,100 0
INC
PRECISION CASTPARTS COM 740189105 240 5,650 SH DEFINED 03 0 5,650 0
CORP
PRECISION DRILLING COM 74022D100 275 14,400 SH DEFINED 03 0 14,400 0
CORP
PREMARK INTL COM 740459102 263 7,000 SH DEFINED 03 0 7,000 0
INC
PREMIER PKS COM NEW 740540208 283 7,700 SH DEFINED 03 0 7,700 0
INC
PRENTISS PPTYS SH BEN INT 740706106 705 30,000 SH DEFINED 02 0 30,000 0
TR
108 4,600 SH DEFINED 03 0 4,600 0
5,659 240,800 SH DEFINED 04 0 240,800 0
PRICE T ROWE & COM 741477103 530 13,800 SH DEFINED 03 0 13,800 0
ASSOCIATES
PRICELINE COM COM 741503106 1,098 9,500 SH DEFINED 03 0 9,500 0
INC
PRIME HOSPITALITY COM 741917108 142 11,800 SH DEFINED 03 0 11,800 0
CORP
PRIDE INTL COM 741932107 1,469 139,100 SH DEFINED 03 0 139,100 0
INC
PRISON RLTY COM 74264N105 131 13,400 SH DEFINED 03 0 13,400 0
TR
PROBUSINESS COM 742674104 215 6,000 SH DEFINED 01 0 6,000 0
SERVICES INC
4,662 129,950 SH DEFINED 03 0 129,950 0
PROCTER & GAMBLE COM 742718109 27,239 305,200 SH DEFINED 02 0 305,200 0
CO
31,487 352,800 SH DEFINED 03 0 352,800 0
PROGRESSIVE CORP COM 743315103 2,480 17,100 SH DEFINED 03 0 17,100 0
OHIO
PROLOGIS SH BEN INT 743410102 2,823 139,400 SH DEFINED 02 0 139,400 0
TR
23,794 1,175,000 SH DEFINED 04 0 1,175,000 0
PROMUS HOTEL CORP COM 74342P106 292 9,415 SH DEFINED 03 0 9,415 0
NEW
PROTECTIVE LIFE COM 743674103 241 7,300 SH DEFINED 03 0 7,300 0
CORP
PROTEIN DESIGN LABS COM 74369L103 415 18,700 SH DEFINED 03 0 18,700 0
INC
PROVIDENT COS COM 743862104 1,272 31,800 SH DEFINED 03 0 31,800 0
INC
PROVIDENT FINL COM 743866105 214 4,900 SH DEFINED 03 0 4,900 0
GROUP INC
PROVIDIAN FINL COM 74406A102 7,262 77,875 SH DEFINED 01 0 77,875 0
CORP
1,201 12,850 SH DEFINED 02 0 12,850 0
22,365 239,200 SH DEFINED 03 0 239,200 0
PSINET COM 74437C101 263 6,000 SH DEFINED 03 0 6,000 0
INC
PUBLIC SVC CO N COM 744499104 1,348 67,800 SH DEFINED 02 0 67,800 0
MEX
189 9,500 SH DEFINED 03 0 9,500 0
11,398 573,500 SH DEFINED 04 0 573,500 0
PUBLIC SVC COM 744573106 4,730 115,900 SH DEFINED 01 0 115,900 0
ENTERPRISE GROUP
47,072 1,151,600 SH DEFINED 02 0 1,151,600 0
23,078 564,600 SH DEFINED 03 0 564,600 0
15,994 391,300 SH DEFINED 04 0 391,300 0
PUGET SOUND ENERGY COM 745332106 1,692 70,500 SH DEFINED 02 0 70,500 0
INC
230 9,600 SH DEFINED 03 0 9,600 0
15,017 625,700 SH DEFINED 04 0 625,700 0
PULTE COM 745867101 302 13,100 SH DEFINED 03 0 13,100 0
CORP
QLOGIC COM 747277101 224 1,700 SH DEFINED 01 0 1,700 0
CORP
1,016 7,700 SH DEFINED 02 0 7,700 0
11,550 87,500 SH DEFINED 03 0 87,500 0
QUAKER OATS COM 747402105 465 7,000 SH DEFINED 02 0 7,000 0
CO
7,992 120,400 SH DEFINED 03 0 120,400 0
QUALCOMM COM 747525103 244 1,700 SH DEFINED 01 0 1,700 0
INC
1,091 7,600 SH DEFINED 02 0 7,600 0
15,670 109,200 SH DEFINED 03 0 109,200 0
QUANTUM COM 747906105 463 19,200 SH DEFINED 03 0 19,200 0
CORP
QUESTAR COM 748356102 1,574 82,300 SH DEFINED 02 0 82,300 0
CORP
180 9,400 SH DEFINED 03 0 9,400 0
13,395 700,400 SH DEFINED 04 0 700,400 0
QUINTILES COM 748767100 662 15,764 SH DEFINED 03 0 15,764 0
TRANSNATIONAL CORP
QWEST COM 749121109 562 17,000 SH DEFINED 02 0 17,000 0
COMMUNICATIONS INTL
INC
6,556 198,300 SH DEFINED 03 0 198,300 0
1,852 56,000 SH DEFINED 21 0 56,000 0
R & B FALCON COM 74912E101 2,314 246,870 SH DEFINED 03 0 246,870 0
CORP
RCN COM 749361101 191 4,600 SH DEFINED 03 0 4,600 0
CORP
3,954 95,000 SH DEFINED 21 0 95,000 0
RPM INC COM 749685103 203 14,300 SH DEFINED 01 0 14,300 0
OHIO
4,230 298,150 SH DEFINED 03 0 298,150 0
RF MICRODEVICES COM 749941100 224 3,000 SH DEFINED 01 0 3,000 0
INC
1,030 13,800 SH DEFINED 02 0 13,800 0
14,731 197,400 SH DEFINED 03 0 197,400 0
RADIAN GROUP COM 750236101 344 7,053 SH DEFINED 03 0 7,053 0
INC
RAMBUS INC COM 750917106 212 2,300 SH DEFINED 01 0 2,300 0
DEL
443 4,800 SH DEFINED 02 0 4,800 0
6,273 68,050 SH DEFINED 03 0 68,050 0
RALSTON PURINA COM RAL-PUR GP 751277302 2,353 77,300 SH DEFINED 03 0 77,300 0
CO
RANGER OIL COM 752805101 71 14,400 SH DEFINED 03 0 14,400 0
LTD
RATIONAL SOFTWARE COM NEW 75409P202 657 19,952 SH DEFINED 03 0 19,952 0
CORP
RAYCHEM CORP COM 754603108 673 18,200 SH DEFINED 03 0 18,200 0
DEL
RAYONIER COM 754907103 329 6,600 SH DEFINED 03 0 6,600 0
INC
RAYOVAC COM 755081106 1,879 82,800 SH DEFINED 03 0 82,800 0
CORP
RAYTHEON CL A 755111309 946 13,734 SH DEFINED 01 0 13,734 0
CO
20,270 294,300 SH DEFINED 03 0 294,300 0
RAYTHEON CL B 755111408 4,674 66,300 SH DEFINED 01 0 66,300 0
CO
5,581 79,300 SH DEFINED 03 0 79,300 0
READERS DIGEST ASSN CL A NON VTG 755267101 485 12,200 SH DEFINED 03 0 12,200 0
INC
REALNETWORKS COM 75605L104 227 3,300 SH DEFINED 02 0 3,300 0
INC
2,617 38,000 SH DEFINED 03 0 38,000 0
REEBOK INTL COM 758110100 248 13,300 SH DEFINED 03 0 13,300 0
LTD
REGIONS FINL COM 758940100 437 11,376 SH DEFINED 01 0 11,376 0
CORP
2,003 52,100 SH DEFINED 03 0 52,100 0
RELIANT ENERGY COM 75952J108 340 12,300 SH DEFINED 01 0 12,300 0
INC
43,772 1,584,500 SH DEFINED 02 0 1,584,500 0
18,994 687,551 SH DEFINED 03 0 687,551 0
1,685 61,000 SH DEFINED 21 0 61,000 0
RELIASTAR FINL COM 75952U103 442 10,100 SH DEFINED 03 0 10,100 0
CORP
RENAL CARE GROUP COM 759930100 240 9,275 SH DEFINED 03 0 9,275 0
INC
RENT A CTR INC COM 76009N100 1,824 76,000 SH DEFINED 03 0 76,000 0
NEW
REPUBLIC BANCORP COM 760282103 3,051 200,872 SH DEFINED 03 0 200,872 0
INC
REPUBLIC N Y COM 760719104 34,387 504,300 SH DEFINED 02 0 504,300 0
CORP
1,725 25,300 SH DEFINED 03 0 25,300 0
95 1,400 SH DEFINED 21 0 1,400 0
REPUBLIC SVCS CL A 760759100 3,487 140,900 SH DEFINED 03 0 140,900 0
INC
REYNOLDS & REYNOLDS CL A 761695105 205 8,800 SH DEFINED 03 0 8,800 0
CO
REYNOLDS METALS COM 761763101 915 15,500 SH DEFINED 03 0 15,500 0
CO
REYNOLDS R J TOB COM 76182K105 800 25,197 SH DEFINED 01 0 25,197 0
HLDGS INC
26,452 839,731 SH DEFINED 02 0 839,731 0
7,142 226,730 SH DEFINED 03 0 226,730 0
RICHFOOD HLDGS COM 763408101 196 11,100 SH DEFINED 01 0 11,100 0
INC
4,108 233,100 SH DEFINED 03 0 233,100 0
RITE AID COM 767754104 1,500 60,900 SH DEFINED 03 0 60,900 0
CORP
ROBERT HALF INTL COM 770323103 272 10,450 SH DEFINED 03 0 10,450 0
INC
ROCHESTER GAS & COM 771367109 2,545 95,800 SH DEFINED 02 0 95,800 0
ELEC CORP
117 4,400 SH DEFINED 03 0 4,400 0
21,383 805,000 SH DEFINED 04 0 805,000 0
ROCKWELL INTL CORP COM 773903109 2,716 44,700 SH DEFINED 03 0 44,700 0
NEW
ROHM & HAAS COM 775371107 2,143 49,973 SH DEFINED 03 0 49,973 0
CO
ROLLINS TRUCK COM 775741101 135 12,125 SH DEFINED 03 0 12,125 0
LEASING CORP
ROPER INDS INC COM 776696106 214 6,700 SH DEFINED 03 0 6,700 0
NEW
ROSS STORES COM 778296103 267 5,300 SH DEFINED 03 0 5,300 0
INC
ROWAN COS COM 779382100 363 19,700 SH DEFINED 03 0 19,700 0
INC
ROWECOM COM 77957X108 168 11,000 SH DEFINED 03 0 11,000 0
INC
ROYAL DUTCH PETE NY REG GLD1.25 780257804 5,350 88,800 SH DEFINED 01 0 88,800 0
CO
52,803 876,400 SH DEFINED 02 0 876,400 0
52,725 875,100 SH DEFINED 03 0 875,100 0
RUBY TUESDAY COM 781182100 2,462 129,600 SH DEFINED 03 0 129,600 0
INC
RUDDICK COM 781258108 2,642 132,100 SH DEFINED 03 0 132,100 0
CORP
RUSSELL COM 782352108 234 12,000 SH DEFINED 03 0 12,000 0
CORP
RYANAIR HLDGS SPONSORED ADR 783513104 38 725 SH DEFINED 03 0 725 0
PLC
514 9,700 SH DEFINED 21 0 9,700 0
RYDER SYS COM 783549108 3,147 122,200 SH DEFINED 01 0 122,200 0
INC
32,128 1,235,700 SH DEFINED 02 0 1,235,700 0
14,799 569,200 SH DEFINED 03 0 569,200 0
RYLAND GROUP COM 783764103 2,075 69,900 SH DEFINED 03 0 69,900 0
INC
SBC COMMUNICATIONS COM 78387G103 6,303 108,678 SH DEFINED 01 0 108,678 0
INC
48,863 842,472 SH DEFINED 02 0 842,472 0
29,049 500,846 SH DEFINED 03 0 500,846 0
26,390 455,000 SH DEFINED 04 0 455,000 0
SCI SYS COM 783890106 855 18,000 SH DEFINED 03 0 18,000 0
INC
SEI INVESTMENTS COM 784117103 2,842 32,200 SH DEFINED 03 0 32,200 0
CO
SFX ENTMT CL A 784178105 224 3,500 SH DEFINED 03 0 3,500 0
INC
SK TELECOM SPONSORED ADR 78440P108 204 12,000 SH DEFINED 21 0 12,000 0
LTD
SLM HLDG COM 78442A109 1,787 39,000 SH DEFINED 03 0 39,000 0
CORP
SPS TECHNOLOGIES COM 784626103 3,068 81,800 SH DEFINED 03 0 81,800 0
INC
SPX COM 784635104 601 7,200 SH DEFINED 03 0 7,200 0
CORP
SAFECO COM 786429100 1,416 32,100 SH DEFINED 03 0 32,100 0
CORP
SAFEGUARD COM 786449108 211 3,400 SH DEFINED 03 0 3,400 0
SCIENTIFICS INC
SAFEWAY COM NEW 786514208 411 8,300 SH DEFINED 02 0 8,300 0
INC
14,033 283,500 SH DEFINED 03 0 283,500 0
ST JUDE MED COM 790849103 707 19,841 SH DEFINED 03 0 19,841 0
INC
ST PAUL BANCORP COM 792848103 1,567 61,445 SH DEFINED 03 0 61,445 0
INC
ST PAUL COS COM 792860108 1,764 55,452 SH DEFINED 03 0 55,452 0
INC
SAKS COM 79377W108 475 16,436 SH DEFINED 03 0 16,436 0
INC
SANMINA COM 800907107 440 5,800 SH DEFINED 01 0 5,800 0
CORP
569 7,500 SH DEFINED 02 0 7,500 0
10,046 132,400 SH DEFINED 03 0 132,400 0
SANTA FE SNYDER COM 80218K105 359 47,100 SH DEFINED 03 0 47,100 0
CORP
SAP SPONSORED ADR 803054204 447 12,900 SH DEFINED 03 0 12,900 0
AKTIENGESELLSCHAFT
SARA LEE COM 803111103 3,818 168,300 SH DEFINED 01 0 168,300 0
CORP
43,447 1,915,000 SH DEFINED 02 0 1,915,000 0
24,856 1,095,600 SH DEFINED 03 0 1,095,600 0
SCANA COM 805898103 2,548 109,000 SH DEFINED 02 0 109,000 0
CORP
3,081 131,800 SH DEFINED 03 0 131,800 0
23,843 1,020,000 SH DEFINED 04 0 1,020,000 0
SCHERING PLOUGH COM 806605101 5,959 113,500 SH DEFINED 01 0 113,500 0
CORP
567 10,700 SH DEFINED 02 0 10,700 0
28,535 538,400 SH DEFINED 03 0 538,400 0
SCHLUMBERGER COM 806857108 48,422 760,300 SH DEFINED 02 0 760,300 0
LTD
16,189 254,200 SH DEFINED 03 0 254,200 0
SCHWAB CHARLES CORP COM 808513105 262 2,400 SH DEFINED 01 0 2,400 0
NEW
549 5,000 SH DEFINED 02 0 5,000 0
20,654 187,975 SH DEFINED 03 0 187,975 0
SCIENTIFIC ATLANTA COM 808655104 641 17,800 SH DEFINED 03 0 17,800 0
INC
SCOTTS CL A 810186106 205 4,300 SH DEFINED 03 0 4,300 0
CO
SEAGATE COM 811804103 3,734 145,700 SH DEFINED 01 0 145,700 0
TECHNOLOGY
36,792 1,435,800 SH DEFINED 02 0 1,435,800 0
14,942 583,100 SH DEFINED 03 0 583,100 0
SEAGRAM COM 811850106 6,010 119,300 SH DEFINED 03 0 119,300 0
LTD
SEALED AIR CORP COM 81211K100 1,272 19,600 SH DEFINED 03 0 19,600 0
NEW
SEARS ROEBUCK & COM 812387108 3,168 71,084 SH DEFINED 01 0 71,084 0
CO
4,505 101,100 SH DEFINED 03 0 101,100 0
SEMPRA COM 816851109 701 31,000 SH DEFINED 02 0 31,000 0
ENERGY
1,736 76,718 SH DEFINED 03 0 76,718 0
6,073 268,400 SH DEFINED 04 0 268,400 0
SENSORMATIC ELECTRS COM 817265101 233 16,700 SH DEFINED 03 0 16,700 0
CORP
SEPRACOR COM 817315104 601 7,400 SH DEFINED 03 0 7,400 0
INC
SEPRACOR SB DB CV 6.25%05 817315AE4 2,133 1,150,000 SH DEFINED 03 0 1,150,000 0
INC
SERVICE CORP COM 817565104 3,985 206,997 SH DEFINED 03 0 206,997 0
INTL
7-ELEVEN COM 817826100 38 17,100 SH DEFINED 03 0 17,100 0
INC
SHARED MED SYS COM 819486101 411 6,300 SH DEFINED 03 0 6,300 0
CORP
SHAW INDS COM 820286102 266 16,100 SH DEFINED 03 0 16,100 0
INC
SHERWIN WILLIAMS COM 824348106 43,229 1,557,800 SH DEFINED 02 0 1,557,800 0
CO
1,124 40,500 SH DEFINED 03 0 40,500 0
SHOPKO STORES COM 824911101 214 5,900 SH DEFINED 03 0 5,900 0
INC
SIEBEL SYS COM 826170102 690 10,400 SH DEFINED 03 0 10,400 0
INC
SIERRA PAC COM 826425100 1,975 54,300 SH DEFINED 03 0 54,300 0
RES
SIGMA ALDRICH COM 826552101 816 23,700 SH DEFINED 03 0 23,700 0
CORP
SILICON GRAPHICS COM 827056102 724 44,200 SH DEFINED 03 0 44,200 0
INC
SKYWEST COM 830879102 646 25,900 SH DEFINED 03 0 25,900 0
INC
SMITH INTL COM 832110100 243 5,600 SH DEFINED 03 0 5,600 0
INC
SMITHFIELD FOODS COM 832248108 227 6,800 SH DEFINED 01 0 6,800 0
INC
4,869 145,600 SH DEFINED 03 0 145,600 0
SMITHKLINE BEECHAM ADR REP ORD 832378301 3,263 49,400 SH DEFINED 03 0 49,400 0
PLC
SMURFIT-STONE COM 832727101 385 18,700 SH DEFINED 02 0 18,700 0
CONTAINER CORP
6,662 324,000 SH DEFINED 03 0 324,000 0
SNYDER COM 832914105 282 8,600 SH DEFINED 03 0 8,600 0
COMMUNICATIONS
INC
SNAP ON COM 833034101 503 13,900 SH DEFINED 03 0 13,900 0
INC
SOCIEDAD QUIMICA SPON ADR SER B 833635105 435 12,300 SH DEFINED 21 0 12,300 0
MINERA DE CHI
SOLECTRON COM 834182107 10,191 152,823 SH DEFINED 03 0 152,823 0
CORP
SOLUTIA COM 834376105 271 12,700 SH DEFINED 03 0 12,700 0
INC
SONAT COM 835415100 858 25,900 SH DEFINED 03 0 25,900 0
INC
SONOCO PRODS COM 835495102 346 11,573 SH DEFINED 03 0 11,573 0
CO
SONY ADR NEW 835699307 453 4,100 SH DEFINED 03 0 4,100 0
CORP
SOTHEBYS HLDGS CL A 835898107 435 11,400 SH DEFINED 03 0 11,400 0
INC
SOUTHDOWN COM 841297104 2,788 43,400 SH DEFINED 03 0 43,400 0
INC
SOUTHERN COM 842587107 6,363 240,100 SH DEFINED 03 0 240,100 0
CO
SOUTHTRUST COM 844730101 1,493 38,900 SH DEFINED 03 0 38,900 0
CORP
221 5,760 SH DEFINED 21 0 5,760 0
SOUTHWEST AIRLS COM 844741108 856 27,500 SH DEFINED 02 0 27,500 0
CO
11,803 379,200 SH DEFINED 03 0 379,200 0
SOUTHWEST GAS COM 844895102 1,477 51,600 SH DEFINED 03 0 51,600 0
CORP
SOVEREIGN BANCORP COM 845905108 218 18,000 SH DEFINED 03 0 18,000 0
INC
SPARTECH COM NEW 847220209 297 9,400 SH DEFINED 01 0 9,400 0
CORP
6,034 190,800 SH DEFINED 03 0 190,800 0
SPRINGS INDS CL A 851783100 244 5,600 SH DEFINED 03 0 5,600 0
INC
SPRINT COM FON GROUP 852061100 56,620 1,072,100 SH DEFINED 02 0 1,072,100 0
CORP
11,598 219,600 SH DEFINED 03 0 219,600 0
39,208 742,400 SH DEFINED 04 0 742,400 0
5,850 110,600 SH DEFINED 21 0 110,600 0
SPRINT PCS COM SER 1 852061506 19,862 347,700 SH DEFINED 02 0 347,700 0
CORP
6,367 111,450 SH DEFINED 03 0 111,450 0
SS&C TECHNOLOGIES COM 85227Q100 875 114,800 SH DEFINED 03 0 114,800 0
INC
STANLEY FURNITURE COM NEW 854305208 3,564 158,400 SH DEFINED 03 0 158,400 0
INC
STANLEY COM 854616109 673 20,900 SH DEFINED 03 0 20,900 0
WKS
STAPLES COM 855030102 411 13,300 SH DEFINED 02 0 13,300 0
INC
8,743 282,600 SH DEFINED 03 0 282,600 0
STARBUCKS COM 855244109 778 20,700 SH DEFINED 03 0 20,700 0
CORP
STATE STR COM 857477103 3,227 37,800 SH DEFINED 03 0 37,800 0
CORP
STERLING COM 859158107 1,987 104,600 SH DEFINED 03 0 104,600 0
BANCORP
STERLING COMM COM 859205106 396 10,837 SH DEFINED 03 0 10,837 0
INC
STERLING SOFTWARE COM 859547101 254 9,500 SH DEFINED 03 0 9,500 0
INC
STEWART ENTERPRISES CL A 860370105 185 12,700 SH DEFINED 03 0 12,700 0
INC
STILLWATER MNG COM 86074Q102 268 8,200 SH DEFINED 03 0 8,200 0
CO
STORAGE TECHNOLOGY COM PAR $0.10 862111200 4,723 207,600 SH DEFINED 01 0 207,600 0
CORP
65,463 2,877,500 SH DEFINED 02 0 2,877,500 0
15,371 675,660 SH DEFINED 03 0 675,660 0
STRAYER ED COM 863236105 3,118 101,600 SH DEFINED 03 0 101,600 0
INC
STRIDE RITE COM 863314100 110 10,700 SH DEFINED 03 0 10,700 0
CORP
STRYKER COM 863667101 661 11,000 SH DEFINED 03 0 11,000 0
CORP
SUIZA FOODS COM 865077101 1,541 36,800 SH DEFINED 03 0 36,800 0
CORP
SUMMIT COM 866005101 1,710 40,900 SH DEFINED 03 0 40,900 0
BANCORP
179 4,290 SH DEFINED 21 0 4,290 0
SUN MICROSYSTEMS COM 866810104 16,578 240,700 SH DEFINED 01 0 240,700 0
INC
153,398 2,227,200 SH DEFINED 02 0 2,227,200 0
119,119 1,729,500 SH DEFINED 03 0 1,729,500 0
1,336 19,400 SH DEFINED 21 0 19,400 0
SUNGARD DATA SYS COM 867363103 452 13,100 SH DEFINED 03 0 13,100 0
INC
SUNOCO COM 86764P109 389 12,900 SH DEFINED 01 0 12,900 0
INC
30,082 996,500 SH DEFINED 02 0 996,500 0
20,049 664,137 SH DEFINED 03 0 664,137 0
SUNTERRA COM 86787D109 249 17,900 SH DEFINED 03 0 17,900 0
CORP
SUNTRUST BKS COM 867914103 5,798 83,500 SH DEFINED 03 0 83,500 0
INC
SUPERVALU COM 868536103 727 28,300 SH DEFINED 03 0 28,300 0
INC
SWIFT TRANSN COM 870756103 260 11,825 SH DEFINED 03 0 11,825 0
CO
SWISSCOM SPONSORED ADR 871013108 2,111 55,000 SH DEFINED 02 0 55,000 0
AG
18,689 487,000 SH DEFINED 04 0 487,000 0
SYBRON INTL COM 87114F106 4,203 152,500 SH DEFINED 03 0 152,500 0
CORP
SYLVAN LEARNING SYS COM 871399101 3,132 115,200 SH DEFINED 03 0 115,200 0
INC
SYMANTEC COM 871503108 329 12,900 SH DEFINED 03 0 12,900 0
CORP
SYMBOL TECHNOLOGIES COM 871508107 575 15,600 SH DEFINED 02 0 15,600 0
INC
6,638 180,012 SH DEFINED 03 0 180,012 0
1,106 30,000 SH DEFINED 21 0 30,000 0
SYNOPSYS COM 871607107 447 8,100 SH DEFINED 03 0 8,100 0
INC
SYNOVUS FINL COM 87161C105 1,251 62,950 SH DEFINED 03 0 62,950 0
CORP
SYSCO COM 871829107 2,695 90,400 SH DEFINED 03 0 90,400 0
CORP
TCA CABLE TV COM 872241104 316 5,700 SH DEFINED 03 0 5,700 0
INC
TCF FINL COM 872275102 268 9,600 SH DEFINED 03 0 9,600 0
CORP
TECO ENERGY COM 872375100 1,072 47,100 SH DEFINED 02 0 47,100 0
INC
341 15,000 SH DEFINED 03 0 15,000 0
9,858 433,300 SH DEFINED 04 0 433,300 0
TJX COS INC COM 872540109 600 18,000 SH DEFINED 02 0 18,000 0
NEW
10,210 306,500 SH DEFINED 03 0 306,500 0
TRW COM 872649108 1,547 28,200 SH DEFINED 03 0 28,200 0
INC
TLC THE LASER CTR COM 872934104 480 10,000 SH DEFINED 21 0 10,000 0
INC
TANDY COM 875382103 2,281 46,660 SH DEFINED 03 0 46,660 0
CORP
TECH DATA COM 878237106 222 5,800 SH DEFINED 03 0 5,800 0
CORP
TECUMSEH PRODS CL A 878895200 273 4,500 SH DEFINED 03 0 4,500 0
CO
TEKTRONIX COM 879131100 332 11,000 SH DEFINED 03 0 11,000 0
INC
TELE DANMARK SPNSR ADR CL B 879242105 1,372 53,300 SH DEFINED 02 0 53,300 0
A/S
12,028 467,100 SH DEFINED 04 0 467,100 0
TELE NORTE LESTE SPONS ADR PFD 879246106 3,824 206,000 SH DEFINED 21 0 206,000 0
PART S A
TELEBANC FINANCIAL COM 87925R109 271 7,000 SH DEFINED 03 0 7,000 0
CORP
TELECOMM ARGENTINA SPNS ADR REP B 879273209 597 22,300 SH DEFINED 21 0 22,300 0
STET-FRANCE
TELECOM CORP NEW SPONSORED ADR 879278208 2,072 59,300 SH DEFINED 02 0 59,300 0
ZEALAND LTD
17,819 510,025 SH DEFINED 04 0 510,025 0
TELEFONICA DE SPNSR ADR CL B 879378206 816 26,000 SH DEFINED 21 0 26,000 0
ARGENTINA S A
TELEFONICA S SPONSORED ADR 879382208 897 6,100 SH DEFINED 02 0 6,100 0
A
7,901 53,700 SH DEFINED 04 0 53,700 0
TELEFONOS DE MEXICO SPNS ADR ORD L 879403780 3,192 39,500 SH DEFINED 21 0 39,500 0
S A
TELEPHONE & DATA COM 879433100 504 6,900 SH DEFINED 03 0 6,900 0
SYS INC
TELESP CELULAR PART SPONS ADR PFD 87952L108 3,710 138,700 SH DEFINED 21 0 138,700 0
S A
TELIGENT CL A 87959Y103 2,351 39,300 SH DEFINED 21 0 39,300 0
INC
TELLABS COM 879664100 230 3,400 SH DEFINED 01 0 3,400 0
INC
43,416 642,600 SH DEFINED 02 0 642,600 0
23,897 353,700 SH DEFINED 03 0 353,700 0
1,554 23,000 SH DEFINED 21 0 23,000 0
TEMPLE INLAND COM 879868107 894 13,100 SH DEFINED 03 0 13,100 0
INC
TENET HEALTHCARE COM 88033G100 1,355 73,000 SH DEFINED 03 0 73,000 0
CORP
TENNECO INC COM 88037E101 3,025 126,700 SH DEFINED 01 0 126,700 0
NEW
45,819 1,919,100 SH DEFINED 02 0 1,919,100 0
21,206 888,200 SH DEFINED 03 0 888,200 0
TERADYNE COM 880770102 696 9,700 SH DEFINED 03 0 9,700 0
INC
TEREX CORP COM 880779103 490 16,100 SH DEFINED 03 0 16,100 0
NEW
TEVA PHARMACEUTICAL ADR 881624209 3,053 62,300 SH DEFINED 03 0 62,300 0
INDS LTD
TETRA TECH INC COM 88162G103 2,953 179,000 SH DEFINED 03 0 179,000 0
NEW
TEXACO COM 881694103 1,316 21,100 SH DEFINED 01 0 21,100 0
INC
23,388 374,200 SH DEFINED 03 0 374,200 0
TEXAS INSTRS COM 882508104 13,688 94,400 SH DEFINED 03 0 94,400 0
INC
TEXAS REGL CL A VTG 882673106 1,759 64,700 SH DEFINED 03 0 64,700 0
BANCSHARES INC
TEXAS UTILS COM 882848104 4,390 106,425 SH DEFINED 03 0 106,425 0
CO
1,774 43,000 SH DEFINED 21 0 43,000 0
TEXTRON COM 883203101 32,505 394,900 SH DEFINED 02 0 394,900 0
INC
2,922 35,500 SH DEFINED 03 0 35,500 0
THERAGENICS COM 883375107 524 75,600 SH DEFINED 03 0 75,600 0
CORP
THERMO ELECTRON COM 883556102 750 37,400 SH DEFINED 03 0 37,400 0
CORP
THOMAS & BETTS COM 884315102 633 13,400 SH DEFINED 03 0 13,400 0
CORP
3COM COM 885535104 2,255 84,500 SH DEFINED 03 0 84,500 0
CORP
TIFFANY & CO COM 886547108 386 4,000 SH DEFINED 03 0 4,000 0
NEW
TIMBERLAND CL A 887100105 2,688 39,500 SH DEFINED 03 0 39,500 0
CO
TIME WARNER COM 887315109 20,630 280,680 SH DEFINED 03 0 280,680 0
INC
TIMES MIRROR CO COM SER A 887364107 1,001 16,900 SH DEFINED 03 0 16,900 0
NEW
TIMKEN COM 887389104 285 14,600 SH DEFINED 03 0 14,600 0
CO
TOLL BROTHERS COM 889478103 2,139 99,800 SH DEFINED 03 0 99,800 0
INC
TORCHMARK COM 891027104 1,679 49,200 SH DEFINED 03 0 49,200 0
CORP
TOSCO COM NEW 891490302 451 17,400 SH DEFINED 03 0 17,400 0
CORP
TOYS R US COM 892335100 62,619 3,026,900 SH DEFINED 02 0 3,026,900 0
INC
1,227 59,300 SH DEFINED 03 0 59,300 0
TRANSACTION SYS CL A 893416107 2,301 59,000 SH DEFINED 03 0 59,000 0
ARCHITECTS
TRANSAMERICA COM 893485102 2,205 29,400 SH DEFINED 03 0 29,400 0
CORP
TRICON GLOBAL COM 895953107 428 7,900 SH DEFINED 01 0 7,900 0
RESTAURANTS
44,074 814,300 SH DEFINED 02 0 814,300 0
22,559 416,790 SH DEFINED 03 0 416,790 0
TRIBUNE CO COM 896047107 2,440 28,000 SH DEFINED 03 0 28,000 0
NEW
TRUE NORTH COM 897844106 2,985 99,500 SH DEFINED 03 0 99,500 0
COMMUNICATIONS INC
TUBOSCOPE COM 898600101 1,549 113,200 SH DEFINED 03 0 113,200 0
INC
TUPPERWARE COM 899896104 347 13,600 SH DEFINED 03 0 13,600 0
CORP
TUSCARORA COM 900902107 203 15,000 SH DEFINED 01 0 15,000 0
INC
24 / 7 MEDIA COM 901314104 643 16,700 SH DEFINED 03 0 16,700 0
INC
TYCO INTL LTD COM 902124106 6,837 72,156 SH DEFINED 01 0 72,156 0
NEW
72,661 766,873 SH DEFINED 02 0 766,873 0
70,101 739,850 SH DEFINED 03 0 739,850 0
3,885 41,000 SH DEFINED 21 0 41,000 0
TYSON FOODS CL A 902494103 590 26,200 SH DEFINED 03 0 26,200 0
INC
USX MARATHON COM NEW 902905827 4,230 129,900 SH DEFINED 01 0 129,900 0
GROUP
34,516 1,060,000 SH DEFINED 02 0 1,060,000 0
22,970 705,400 SH DEFINED 03 0 705,400 0
UST COM 902911106 2,635 89,900 SH DEFINED 01 0 89,900 0
INC
65,891 2,252,700 SH DEFINED 02 0 2,252,700 0
25,819 882,700 SH DEFINED 03 0 882,700 0
US BANCORP COM 902973106 6,078 178,765 SH DEFINED 03 0 178,765 0
DEL
UNUM COM 903192102 4,933 90,100 SH DEFINED 03 0 90,100 0
CORP
U S G COM NEW 903293405 319 5,700 SH DEFINED 03 0 5,700 0
CORP
U S COM 90331R101 239 5,600 SH DEFINED 03 0 5,600 0
FOODSERVICE
USEC COM 90333E108 34,348 2,309,100 SH DEFINED 02 0 2,309,100 0
INC
3,273 220,000 SH DEFINED 03 0 220,000 0
21,426 1,440,400 SH DEFINED 04 0 1,440,400 0
USX-U S COM 90337T101 562 20,820 SH DEFINED 03 0 20,820 0
STL
UTI ENERGY COM 903387108 522 31,500 SH DEFINED 03 0 31,500 0
CORP
ULTRAMAR DIAMOND COM 904000106 215 9,850 SH DEFINED 03 0 9,850 0
SHAMROCK CORP
UNIFIRST CORP COM 904708104 1,975 107,500 SH DEFINED 03 0 107,500 0
MASS
UNILEVER N N Y SHS NEW 904784709 3,083 44,194 SH DEFINED 01 0 44,194 0
V
29,922 428,996 SH DEFINED 03 0 428,996 0
UNICOM COM 904911104 926 24,000 SH DEFINED 02 0 24,000 0
CORP
2,638 68,400 SH DEFINED 03 0 68,400 0
8,372 217,100 SH DEFINED 04 0 217,100 0
1,485 38,500 SH DEFINED 21 0 38,500 0
UNION CARBIDE COM 905581104 1,526 31,300 SH DEFINED 03 0 31,300 0
CORP
UNION PAC COM 907818108 3,394 58,200 SH DEFINED 03 0 58,200 0
CORP
UNION PAC RES GROUP COM 907834105 964 59,094 SH DEFINED 03 0 59,094 0
INC
UNION PLANTERS COM 908068109 1,448 32,400 SH DEFINED 03 0 32,400 0
CORP
UNIONBANCAL COM 908906100 1,806 50,000 SH DEFINED 03 0 50,000 0
CORP
UNIPHASE COM 909149106 249 1,500 SH DEFINED 01 0 1,500 0
CORP
581 3,500 SH DEFINED 02 0 3,500 0
6,491 39,100 SH DEFINED 03 0 39,100 0
3,463 20,863 SH DEFINED 21 0 20,863 0
UNISYS COM 909214108 2,391 61,400 SH DEFINED 03 0 61,400 0
CORP
UNITED BANKSHARES COM 909907107 249 9,400 SH DEFINED 03 0 9,400 0
INC WEST VA
UNITED DOMINION COM 910197102 146 12,400 SH DEFINED 03 0 12,400 0
REALTY TR INC
UNITED HEALTHCARE COM 910581107 4,878 77,900 SH DEFINED 01 0 77,900 0
CORP
71,981 1,149,400 SH DEFINED 02 0 1,149,400 0
33,924 541,700 SH DEFINED 03 0 541,700 0
UNITED ILLUM COM 910637107 136 3,200 SH DEFINED 03 0 3,200 0
CO
1,040 24,500 SH DEFINED 21 0 24,500 0
UNITED INTL HLDGS CL A 910734102 365 5,400 SH DEFINED 01 0 5,400 0
INC
487 7,200 SH DEFINED 02 0 7,200 0
7,520 111,200 SH DEFINED 03 0 111,200 0
UNITED PAN-EUROPE SPONSORED ADR 911300200 5,391 97,575 SH DEFINED 21 0 97,575 0
COMMUNCTN NV
UNITED RENTALS COM 911363109 421 14,255 SH DEFINED 03 0 14,255 0
INC
US AIRWAYS GROUP COM 911905107 758 17,400 SH DEFINED 03 0 17,400 0
INC
U S WEST INC COM 91273H101 5,405 92,000 SH DEFINED 01 0 92,000 0
NEW
65,119 1,108,400 SH DEFINED 02 0 1,108,400 0
35,268 600,309 SH DEFINED 03 0 600,309 0
48,228 820,900 SH DEFINED 04 0 820,900 0
UNITED TECHNOLOGIES COM 913017109 401 5,600 SH DEFINED 02 0 5,600 0
CORP
13,986 195,100 SH DEFINED 03 0 195,100 0
UNITED WTR RES COM 913190104 1,981 87,336 SH DEFINED 03 0 87,336 0
INC
UNITRIN COM 913275103 340 8,300 SH DEFINED 03 0 8,300 0
INC
UNIVERSAL CORP COM 913456109 219 7,700 SH DEFINED 03 0 7,700 0
VA
UNIVERSAL FOODS COM 913538104 249 11,800 SH DEFINED 03 0 11,800 0
CORP
UNIVERSAL HLTH SVCS CL B 913903100 602 12,600 SH DEFINED 02 0 12,600 0
INC
10,983 230,000 SH DEFINED 03 0 230,000 0
UNIVISION CL A 914906102 247 3,800 SH DEFINED 01 0 3,800 0
COMMUNICATIONS INC
607 9,200 SH DEFINED 02 0 9,200 0
7,293 110,500 SH DEFINED 03 0 110,500 0
TOTAL
UNOCAL COM 915289102 2,251 56,800 SH DEFINED 03 0 56,800 0
CORP
USFREIGHTWAYS COM 916906100 2,809 60,650 SH DEFINED 03 0 60,650 0
CORP
USWEB COM 917327108 144 6,500 SH DEFINED 02 0 6,500 0
CORP
2,202 99,250 SH DEFINED 03 0 99,250 0
UTILICORP UTD COM 918005109 959 39,450 SH DEFINED 02 0 39,450 0
INC
258 10,600 SH DEFINED 03 0 10,600 0
9,861 405,600 SH DEFINED 04 0 405,600 0
V F COM 918204108 1,206 28,200 SH DEFINED 03 0 28,200 0
CORP
VALASSIS COM 918866104 280 7,650 SH DEFINED 01 0 7,650 0
COMMUNICATIONS
INC
480 13,100 SH DEFINED 02 0 13,100 0
7,074 193,150 SH DEFINED 03 0 193,150 0
VALUE AMER COM 92038N102 367 19,300 SH DEFINED 03 0 19,300 0
INC
VARCO INTL COM 922126107 365 33,400 SH DEFINED 03 0 33,400 0
INC
VEECO INSTRS INC COM 922417100 547 16,100 SH DEFINED 03 0 16,100 0
DEL
VERITAS SOFTWARE COM 923436109 892 9,400 SH DEFINED 03 0 9,400 0
CO
VERTICALNET COM 92532L107 788 7,500 SH DEFINED 03 0 7,500 0
INC
VIACOM CL A 925524100 516 11,700 SH DEFINED 01 0 11,700 0
INC
55,898 1,266,800 SH DEFINED 02 0 1,266,800 0
25,822 585,200 SH DEFINED 03 0 585,200 0
VIACOM CL B 925524308 10,504 238,736 SH DEFINED 03 0 238,736 0
INC
VIATEL COM 925529208 1,964 35,000 SH DEFINED 03 0 35,000 0
INC
VIAD COM 92552R109 350 11,300 SH DEFINED 03 0 11,300 0
CORP
VINTAGE PETE COM 927460105 1,921 178,700 SH DEFINED 03 0 178,700 0
INC
VISHAY COM 928298108 366 17,419 SH DEFINED 03 0 17,419 0
INTERTECHNOLOGY
INC
VISX INC COM 92844S105 222 2,800 SH DEFINED 01 0 2,800 0
DEL
871 11,000 SH DEFINED 02 0 11,000 0
11,134 140,600 SH DEFINED 03 0 140,600 0
VITESSE COM 928497106 357 5,300 SH DEFINED 01 0 5,300 0
SEMICONDUCTOR
CORP
850 12,600 SH DEFINED 02 0 12,600 0
17,170 254,600 SH DEFINED 03 0 254,600 0
VODAFONE GROUP SPONSORED ADR 92857T107 4,206 21,350 SH DEFINED 03 0 21,350 0
PLC
VOICESTREAM COM 928615103 301 10,600 SH DEFINED 03 0 10,600 0
WIRELESS CORP
VULCAN MATLS COM 929160109 661 13,700 SH DEFINED 02 0 13,700 0
CO
7,763 160,900 SH DEFINED 03 0 160,900 0
WICOR COM 929253102 883 31,600 SH DEFINED 02 0 31,600 0
INC
2,897 103,700 SH DEFINED 03 0 103,700 0
8,381 300,000 SH DEFINED 04 0 300,000 0
WACHOVIA COM 929771103 4,081 47,700 SH DEFINED 03 0 47,700 0
CORP
WAL MART STORES COM 931142103 598 12,400 SH DEFINED 01 0 12,400 0
INC
49,558 1,027,100 SH DEFINED 02 0 1,027,100 0
89,412 1,853,100 SH DEFINED 03 0 1,853,100 0
1,448 30,000 SH DEFINED 21 0 30,000 0
WALGREEN COM 931422109 8,768 298,500 SH DEFINED 03 0 298,500 0
CO
WALLACE COMPUTER COM 932270101 245 9,800 SH DEFINED 03 0 9,800 0
SERVICES INC
WARNER LAMBERT COM 934488107 242 3,500 SH DEFINED 01 0 3,500 0
CO
30,888 445,234 SH DEFINED 02 0 445,234 0
25,454 366,911 SH DEFINED 03 0 366,911 0
WASHINGTON FED COM 938824109 452 20,130 SH DEFINED 03 0 20,130 0
INC
WASHINGTON GAS LT COM 938837101 374 14,400 SH DEFINED 02 0 14,400 0
CO
283 10,900 SH DEFINED 03 0 10,900 0
3,879 149,200 SH DEFINED 04 0 149,200 0
WASHINGTON MUT COM 939322103 3,773 106,100 SH DEFINED 01 0 106,100 0
INC
44,236 1,250,500 SH DEFINED 02 0 1,250,500 0
25,549 722,236 SH DEFINED 03 0 722,236 0
136 3,840 SH DEFINED 21 0 3,840 0
WASHINGTON POST CL B 939640108 645 1,200 SH DEFINED 03 0 1,200 0
CO
WASTE MGMT INC COM 94106L109 6,612 123,007 SH DEFINED 01 0 123,007 0
DEL
64,989 1,209,100 SH DEFINED 02 0 1,209,100 0
36,910 686,690 SH DEFINED 03 0 686,690 0
WATSON COM 942683103 805 22,958 SH DEFINED 03 0 22,958 0
PHARMACEUTICALS
INC
WAUSAU-MOSINEE COM 943315101 221 12,282 SH DEFINED 03 0 12,282 0
PAPER CORP
WEATHERFORD INTL COM 947074100 977 26,666 SH DEFINED 03 0 26,666 0
INC
WELLPOINT HEALTH COM 94973H108 1,350 15,900 SH DEFINED 03 0 15,900 0
NETWORK NEW
WELLS FARGO & CO COM 949746101 19,967 467,060 SH DEFINED 03 0 467,060 0
NEW
267 6,250 SH DEFINED 21 0 6,250 0
WENDYS INTL COM 950590109 830 29,300 SH DEFINED 03 0 29,300 0
INC
WERNER ENTERPRISES COM 950755108 2,127 102,500 SH DEFINED 03 0 102,500 0
INC
WESTAMERICA COM 957090103 335 9,190 SH DEFINED 03 0 9,190 0
BANCORPORATION
WESTERN DIGITAL COM 958102105 5,423 834,300 SH DEFINED 02 0 834,300 0
CORP
221 34,000 SH DEFINED 03 0 34,000 0
WESTERN DIGITAL SD CV ZERO144A18 958102AF2 5,178 29,600,000 SH DEFINED 02 0 29,600,0000
CORP
WESTERN DIGITAL SB DB CV ZERO 18 958102AH8 10,933 62,500,000 SH DEFINED 02 0 62,500,0000
CORP
WESTERN WIRELESS CL A 95988E204 246 9,100 SH DEFINED 03 0 9,100 0
CORP
783 29,000 SH DEFINED 21 0 29,000 0
WESTVACO COM 961548104 686 23,650 SH DEFINED 03 0 23,650 0
CORP
WEYERHAEUSER COM 962166104 227 3,300 SH DEFINED 01 0 3,300 0
CO
392 5,700 SH DEFINED 02 0 5,700 0
7,508 109,200 SH DEFINED 03 0 109,200 0
WHIRLPOOL COM 963320106 26,374 356,400 SH DEFINED 02 0 356,400 0
CORP
1,325 17,900 SH DEFINED 03 0 17,900 0
WHITMAN CORP COM 96647R107 180 10,000 SH DEFINED 03 0 10,000 0
NEW
WHITTMAN-HART COM 966834103 270 8,500 SH DEFINED 03 0 8,500 0
INC
WHOLE FOODS MKT COM 966837106 1,519 31,600 SH DEFINED 03 0 31,600 0
INC
WILLAMETTE INDS COM 969133107 1,202 26,100 SH DEFINED 03 0 26,100 0
INC
WILLIAMS COS INC COM 969457100 5,567 130,800 SH DEFINED 03 0 130,800 0
DEL
WILLIAMS SONOMA COM 969904101 609 17,500 SH DEFINED 03 0 17,500 0
INC
WILMINGTON TRUST COM 971807102 218 3,800 SH DEFINED 03 0 3,800 0
CORP
WINN DIXIE STORES COM 974280109 1,293 35,000 SH DEFINED 03 0 35,000 0
INC
WINSTAR COM 975515107 219 4,500 SH DEFINED 01 0 4,500 0
COMMUNICATIONS
INC
804 16,500 SH DEFINED 02 0 16,500 0
9,053 185,700 SH DEFINED 03 0 185,700 0
2,998 61,500 SH DEFINED 21 0 61,500 0
WISCONSIN CENT COM 976592105 225 11,900 SH DEFINED 03 0 11,900 0
TRANSN CORP
WISCONSIN ENERGY COM 976657106 333 13,300 SH DEFINED 03 0 13,300 0
CORP
WOLVERINE WORLD COM 978097103 2,618 187,000 SH DEFINED 03 0 187,000 0
WIDE INC
WORLD COLOR PRESS COM 981443104 212 7,700 SH DEFINED 01 0 7,700 0
INC DEL
4,422 160,800 SH DEFINED 03 0 160,800 0
WORLDGATE COM 98156L307 1,256 24,500 SH DEFINED 03 0 24,500 0
COMMUNICATIONS INC
WORTHINGTON INDS COM 981811102 238 14,500 SH DEFINED 02 0 14,500 0
INC
358 21,750 SH DEFINED 03 0 21,750 0
2,474 150,500 SH DEFINED 04 0 150,500 0
WRIGLEY WM JR COM 982526105 2,808 31,200 SH DEFINED 03 0 31,200 0
CO
XILINX COM 983919101 796 13,900 SH DEFINED 02 0 13,900 0
INC
9,670 168,900 SH DEFINED 03 0 168,900 0
XEROX COM 984121103 31,929 540,600 SH DEFINED 02 0 540,600 0
CORP
10,017 169,600 SH DEFINED 03 0 169,600 0
YPF SOCIEDAD SPON ADR CL D 984245100 2,702 71,100 SH DEFINED 01 0 71,100 0
ANONIMA
YAHOO COM 984332106 3,634 21,100 SH DEFINED 03 0 21,100 0
INC
ZALE CORP COM 988858106 3,772 94,300 SH DEFINED 03 0 94,300 0
NEW
ZEBRA TECHNOLOGIES CL A 989207105 1,049 27,300 SH DEFINED 03 0 27,300 0
CORP
ZIONS COM 989701107 375 5,900 SH DEFINED 02 0 5,900 0
BANCORPORATION
4,686 73,800 SH DEFINED 03 0 73,800 0
ZOMAX INC COM 989929104 924 21,000 SH DEFINED 03 0 21,000 0
MINN
DAIMLERCHRYSLER ORD D1668R123 311 3,500 SH DEFINED 21 0 3,500 0
AG
ACE ORD G0070K103 1,978 70,000 SH DEFINED 03 0 70,000 0
LTD
ANNUITY AND LIFE RE ORD G03910109 1,436 64,000 SH DEFINED 03 0 64,000 0
HLDGS
FRUIT OF THE LOOM ORD CL A G3682L105 166 17,000 SH DEFINED 03 0 17,000 0
LTD
GEMSTAR INTL GROUP ORD G3788V106 261 4,000 SH DEFINED 01 0 4,000 0
LTD
1,188 18,200 SH DEFINED 02 0 18,200 0
14,459 221,600 SH DEFINED 03 0 221,600 0
GLOBAL CROSSING COM G3921A100 401 9,400 SH DEFINED 03 0 9,400 0
LTD
HELEN OF TROY CORP COM G4388N106 3,467 193,300 SH DEFINED 03 0 193,300 0
LTD
SANTA FE INTL ORD G7805C108 2,868 124,700 SH DEFINED 03 0 124,700 0
CORP
SCOTTISH ANNUITY & ORD G7885T104 155 14,400 SH DEFINED 03 0 14,400 0
LIFE HLDGS
HILFIGER TOMMY ORD G8915Z102 654 8,900 SH DEFINED 02 0 8,900 0
CORP
9,151 124,500 SH DEFINED 03 0 124,500 0
TRANSOCEAN OFFSHORE ORD G90076103 727 27,700 SH DEFINED 02 0 27,700 0
INC CAYMON
8,096 308,400 SH DEFINED 03 0 308,400 0
STOLT COMEX SEAWAY COM L8873E103 1,608 147,900 SH DEFINED 03 0 147,900 0
SA
AUDIOCODES ORD M15342104 4,536 168,000 SH DEFINED 21 0 168,000 0
LTD
BACKWEB ORD M15633106 4,911 179,400 SH DEFINED 21 0 179,400 0
TECHNOLOGIES
LTD
CHECK POINT ORD M22465104 627 11,700 SH DEFINED 03 0 11,700 0
SOFTWARE TECH LTD
ORBOTECH ORD M75253100 3,795 72,800 SH DEFINED 03 0 72,800 0
LTD
ASM LITHOGRAPHY N Y SHS N07059111 4,888 82,330 SH DEFINED 21 0 82,330 0
HLDG N V
FLEXTRONICS INTL ORD Y2573F102 450 8,100 SH DEFINED 03 0 8,100 0
LTD
PACIFIC INTERNET ORD Y66183107 3,899 82,300 SH DEFINED 21 0 82,300 0
LTD
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