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Previous: NAVIGANT INTERNATIONAL INC, 10-Q, 1999-11-10 |
Next: FEDERATED INVESTORS INC /PA/, 4, 1999-11-10 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: September 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 November 10, 1999
COVER PAGE ADDENDUM FOR FORM 13F
Federated Investors, Inc. ("Investors") is affiliated with the institutional
investment managers listed on the cover page of this form 13F in the manner
described below. By virtue of Rule 13F-1(b) under the Securities Exchange Act of
1934, Investors is deemed to share investment discretion over all investments
reported herein. This filing does not constitute an admission that such
investment discretion does in fact exist, but is made solely to comply with
applicable law.
The information set forth below is numbered to correspond with the names of the
other parties with respect to which this schedule is filed as listed at the
bottom of the cover page hereof:
1. Federated Investment Counseling ("FIC") is an Investment Adviser to Federated
International Funds, Plc. and certain private investment accounts, consisting
primarily of pension and retirement plans. FIC is a wholly-owned subsidiary of
Investors. Investors exercises investment discretion over certain investments as
reported by FIC. FIC exercises investment discretion over the investments
identified with the numbers "1" and "5" under Item 7 in the attached tables.
This filing is made on behalf of FIC with respect to all investments over which
it exercises investment discretion.
2. Federated Investment Management Company ("FIM") is the Investment Adviser to
certain Federated Funds. FIM is a wholly-owned subsidiary of Investors. Subject
to guidelines established by the Boards of Trustees or Directors of the Funds
aforementioned, FIM exercises investment discretion over the investments
identified with the numbers "2", "3" and "6" under Item 7 in the attached
tables. This filing is made on behalf of FIM with respect to all investments
over which it exercises investment discretion.
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. 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.
21. Federated Global Investment Management Corp. ("Global") is the Investment
Adviser to certain international Federated Funds. Global is a wholly-owned
subsidiary of Investors. Subject to guidelines established by the Board of
Trustees or Directors of the aforementioned Funds, Global exercises investment
discretion over the investments identified with the number "21" under Item 7 in
the attached tables. This filing is made on behalf of Global with respect to all
investments over which it exercises investment discretion.
Report Type
[ X] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
Form 13 F Summary Page
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1,867
Form 13F Information Table Value Total: $14,987,721
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. 13F File Number Name
01 28-1454 Federated Investment Counseling
02 28-2576 Federated Investment Management Company
04 28-2491 Passport Research, Ltd.
21 28-6486 Federated Global Investment Management Corp.
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
VOTING AUTHORITY
Name of issuer Title of CUSIP Value Shrs or SH/ Put/ Investment Other Sole Shared None
Class (x$1000) prn amt PRN Call discretion managers
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A D C TELECOMMUNICATIONS COM 000886101 1,325 31,600 SH DEFINED 03 0 31,600 0
AFLAC INC COM 001055102 402 9,600 SH DEFINED 02 0 9,600 0
7,094 169,400 SH DEFINED 03 0 169,400 0
AGCO CORP COM 001084102 170 13,100 SH DEFINED 03 0 13,100 0
AGL RES INC COM 001204106 899 55,300 SH DEFINED 02 0 55,300 0
206 12,700 SH DEFINED 03 0 12,700 0
6,663 410,000 SH DEFINED 04 0 410,000 0
AES CORP COM 00130H105 3,316 56,200 SH DEFINED 03 0 56,200 0
AK STL HLDG CORP COM 001547108 1,876 102,800 SH DEFINED 03 0 102,800 0
AMB PROPERTY CORP COM 00163T109 1,947 91,900 SH DEFINED 02 0 91,900 0
15,425 728,000 SH DEFINED 04 0 728,000 0
AMFM INC COM 001693100 359 5,900 SH DEFINED 03 0 5,900 0
AMR CORP COM 001765106 2,545 46,700 SH DEFINED 03 0 46,700 0
AT&T CORP COM 001957109 6,706 154,150 SH DEFINED 01 0 154,150 0
96,466 2,217,600 SH DEFINED 02 0 2,217,600 0
63,910 1,469,184 SH DEFINED 03 0 1,469,184 0
35,505 816,200 SH DEFINED 04 0 816,200 0
2,315 55,200 SH DEFINED 21 0 55,200 0
AT&T CORP COM LIB GRP 001957208 515 13,800 SH DEFINED 01 0 13,800 0
A
1,203 32,400 SH DEFINED 02 0 32,400 0
19,935 536,978 SH DEFINED 03 0 536,978 0
1,361 38,500 SH DEFINED 21 0 38,500 0
AT & T CDA INC DEPS RCPT CL 00207Q202 848 13,500 SH DEFINED 02 0 13,500 0
B
12,424 197,800 SH DEFINED 03 0 197,800 0
ATMI INC COM 00207R101 220 5,900 SH DEFINED 01 0 5,900 0
2,769 74,200 SH DEFINED 03 0 74,200 0
AVT CORP COM 002420107 242 7,900 SH DEFINED 01 0 7,900 0
3,513 114,700 SH DEFINED 03 0 114,700 0
ABBOTT LABS COM 002824100 514 14,000 SH DEFINED 01 0 14,000 0
76,403 2,079,000 SH DEFINED 02 0 2,079,000 0
33,163 902,400 SH DEFINED 03 0 902,400 0
ABERCROMBIE & FITCH CO CL 002896207 1,621 47,600 SH DEFINED 03 0 47,600 0
A
ACCRUE SOFTWARE INC COM 00437W102 216 9,600 SH DEFINED 01 0 9,600 0
3,240 144,000 SH DEFINED 03 0 144,000 0
ACTION PERFORMANCE COS INC COM 004933107 1,917 91,000 SH DEFINED 03 0 91,000 0
ACXIOM CORP COM 005125109 2,512 127,800 SH DEFINED 03 0 127,800 0
ADAPTEC INC COM 00651F108 1,786 45,000 SH DEFINED 03 0 45,000 0
ADOBE SYS INC COM 00724F101 1,680 14,800 SH DEFINED 03 0 14,800 0
ADTRAN INC COM 00738A106 253 6,600 SH DEFINED 03 0 6,600 0
ADVANCE PARADIGM INC COM 007491103 712 13,000 SH DEFINED 03 0 13,000 0
ADVANTAGE LEARNING SYSTEMS COM 00757K100 1,745 93,700 SH DEFINED 03 0 93,700 0
AEROFLEX INC COM 007768104 948 77,800 SH DEFINED 03 0 77,800 0
ADVANCED MICRO DEVICES INC COM 007903107 586 34,100 SH DEFINED 03 0 34,100 0
AETNA INC COM 008117103 1,658 33,655 SH DEFINED 03 0 33,655 0
AFFILIATED COMPUTER SERVICES CL 008190100 228 5,600 SH DEFINED 03 0 5,600 0
A
AFFILIATED MANAGERS GROUP COM 008252108 305 11,200 SH DEFINED 01 0 11,200 0
3,668 134,600 SH DEFINED 03 0 134,600 0
AIR PRODS & CHEMS INC COM 009158106 2,023 69,600 SH DEFINED 03 0 69,600 0
AIRBORNE FGHT CORP COM 009266107 1,597 75,800 SH DEFINED 03 0 75,800 0
AIRGAS INC COM 009363102 172 14,800 SH DEFINED 03 0 14,800 0
ALASKA AIR GROUP INC COM 011659109 228 5,600 SH DEFINED 03 0 5,600 0
ALBERTO CULVER CO CL B 013068101 310 13,400 SH DEFINED 03 0 13,400 0
CONV
ALBERTSONS INC COM 013104104 20,612 521,000 SH DEFINED 02 0 521,000 0
3,899 98,561 SH DEFINED 03 0 98,561 0
ALCAN ALUMINIUM LTD NEW COM 013716105 1,675 53,600 SH DEFINED 03 0 53,600 0
ALCOA INC COM 013817101 5,042 81,234 SH DEFINED 01 0 81,234 0
6,603 106,400 SH DEFINED 03 0 106,400 0
ALEXANDER & BALDWIN INC COM 014482103 227 9,500 SH DEFINED 03 0 9,500 0
ALLAIRE CORP COM 016714107 694 12,400 SH DEFINED 03 0 12,400 0
ALLEGHENY ENERGY INC COM 017361106 423 13,300 SH DEFINED 03 0 13,300 0
ALLEGHENY TELEDYNE INC COM 017415100 779 46,192 SH DEFINED 03 0 46,192 0
ALLEGIANCE TELECOM INC COM 01747T102 342 6,500 SH DEFINED 03 0 6,500 0
ALLERGAN INC COM 018490102 231 2,100 SH DEFINED 01 0 2,100 0
1,111 10,100 SH DEFINED 02 0 10,100 0
13,057 118,700 SH DEFINED 03 0 118,700 0
ALLIANT CORP COM 018802108 246 8,900 SH DEFINED 03 0 8,900 0
ALLIEDSIGNAL INC COM 019512102 5,712 95,300 SH DEFINED 01 0 95,300 0
58,325 973,100 SH DEFINED 02 0 973,100 0
30,143 502,900 SH DEFINED 03 0 502,900 0
3,010 51,800 SH DEFINED 21 0 51,800 0
ALLIED WASTE INDS INC COM 019589308 3,098 265,100 SH DEFINED 03 0 265,100 0
PAR$.01NEW
ALLMERICA FINL CORP COM 019754100 362 7,600 SH DEFINED 01 0 7,600 0
ALLMERICA FINL CORP COM 019754100 15,669 329,000 SH DEFINED 03 0 329,000 0
ALLSTATE CORP COM 020002101 4,552 182,526 SH DEFINED 01 0 182,526 0
57,152 2,291,800 SH DEFINED 02 0 2,291,800 0
24,207 970,710 SH DEFINED 03 0 970,710 0
ALLTEL CORP COM 020039103 4,574 65,000 SH DEFINED 02 0 65,000 0
5,053 71,800 SH DEFINED 03 0 71,800 0
36,011 511,700 SH DEFINED 04 0 511,700 0
ALPHARMA INC CL 020813101 212 6,000 SH DEFINED 01 0 6,000 0
A
2,758 78,100 SH DEFINED 03 0 78,100 0
ALTERA CORP COM 021441100 343 7,900 SH DEFINED 02 0 7,900 0
4,602 106,100 SH DEFINED 03 0 106,100 0
ALZA CORP DEL COM 022615108 1,061 24,780 SH DEFINED 03 0 24,780 0
AMAZON COM INC COM 023135106 574 7,200 SH DEFINED 03 0 7,200 0
AMBAC FINL GROUP INC COM 023139108 379 8,000 SH DEFINED 03 0 8,000 0
AMERADA HESS CORP COM 023551104 3,632 59,300 SH DEFINED 03 0 59,300 0
AMEREN CORP COM 023608102 1,637 43,300 SH DEFINED 03 0 43,300 0
AMERICA ONLINE INC DEL COM 02364J104 1,258 12,100 SH DEFINED 02 0 12,100 0
50,721 487,700 SH DEFINED 03 0 487,700 0
821 8,200 SH DEFINED 21 0 8,200 0
AMERICA ONLINE INC DEL SUB NT CONV 02364JAB0 34,906 4,370,000 SH DEFINED 02 0 4,370,000 0
4%02
AMERICAN ELEC PWR INC COM 025537101 1,877 55,000 SH DEFINED 03 0 55,000 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 262 5,400 SH DEFINED 01 0 5,400 0
3,008 62,100 SH DEFINED 03 0 62,100 0
AMERICAN EXPRESS CO COM 025816109 471 3,500 SH DEFINED 02 0 3,500 0
22,698 168,600 SH DEFINED 03 0 168,600 0
162 1,200 SH DEFINED 21 0 1,200 0
AMERICAN GENERAL CORP COM 026351106 4,090 64,730 SH DEFINED 03 0 64,730 0
AMERICAN GREETINGS CORP CL 026375105 3,659 142,100 SH DEFINED 01 0 142,100 0
A
425 16,500 SH DEFINED 03 0 16,500 0
AMERICAN HOME PRODS CORP COM 026609107 16,683 402,000 SH DEFINED 03 0 402,000 0
AMERICAN INTL GROUP INC COM 026874107 38,323 440,812 SH DEFINED 03 0 440,812 0
2,394 28,912 SH DEFINED 21 0 28,912 0
AMERICAN MGMT SYS INC COM 027352103 221 8,600 SH DEFINED 03 0 8,600 0
AMERICAN PWR CONVERSION CORP COM 029066107 416 21,900 SH DEFINED 03 0 21,900 0
AMERICAN STD COS INC DEL COM 029712106 307 8,000 SH DEFINED 03 0 8,000 0
AMERICAN WTR WKS INC COM 030411102 318 11,000 SH DEFINED 03 0 11,000 0
AMERICREDIT CORP COM 03060R101 744 49,800 SH DEFINED 03 0 49,800 0
AMERITECH CORP NEW COM 030954101 43,638 649,500 SH DEFINED 02 0 649,500 0
25,108 373,700 SH DEFINED 03 0 373,700 0
27,701 412,300 SH DEFINED 04 0 412,300 0
9,374 143,300 SH DEFINED 21 0 143,300 0
AMETEK INC NEW COM 031100100 1,555 78,500 SH DEFINED 03 0 78,500 0
AMGEN INC COM 031162100 4,295 52,700 SH DEFINED 01 0 52,700 0
16,292 199,900 SH DEFINED 03 0 199,900 0
AMRESCO INC COM 031909104 30 10,100 SH DEFINED 03 0 10,100 0
AMSOUTH BANCORPORATION COM 032165102 984 42,000 SH DEFINED 03 0 42,000 0
ANADARKO PETE CORP COM 032511107 865 28,300 SH DEFINED 03 0 28,300 0
ANALOG DEVICES INC COM 032654105 1,013 19,766 SH DEFINED 03 0 19,766 0
ANCOR COMMUNICATIONS INC COM 03332K108 347 14,300 SH DEFINED 03 0 14,300 0
ANDREW CORP COM 034425108 491 28,262 SH DEFINED 03 0 28,262 0
ANHEUSER BUSCH COS INC COM 035229103 40,489 577,900 SH DEFINED 02 0 577,900 0
13,417 191,500 SH DEFINED 03 0 191,500 0
ANSWERTHINK CONSULTING GROUP COM 036916104 474 49,200 SH DEFINED 03 0 49,200 0
AON CORP COM 037389103 1,776 60,075 SH DEFINED 03 0 60,075 0
APACHE CORP COM 037411105 1,127 26,100 SH DEFINED 03 0 26,100 0
APEX INC COM 037548104 1,112 59,500 SH DEFINED 03 0 59,500 0
APOLLO GROUP INC CL 037604105 222 10,500 SH DEFINED 01 0 10,500 0
A
2,958 140,000 SH DEFINED 03 0 140,000 0
APPLE COMPUTER INC COM 037833100 45,607 720,345 SH DEFINED 02 0 720,345 0
6,597 104,200 SH DEFINED 03 0 104,200 0
APPLEBEES INTL INC COM 037899101 202 6,000 SH DEFINED 03 0 6,000 0
APRIA HEALTHCARE GROUP INC COM 037933108 191 11,400 SH DEFINED 03 0 11,400 0
APPLIED MATLS INC COM 038222105 9,766 125,400 SH DEFINED 03 0 125,400 0
1,427 19,400 SH DEFINED 21 0 19,400 0
APPLIED PWR INC CL 038225108 304 10,000 SH DEFINED 01 0 10,000 0
A
3,850 126,760 SH DEFINED 03 0 126,760 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,311 23,000 SH DEFINED 03 0 23,000 0
APTARGROUP INC COM 038336103 2,434 91,000 SH DEFINED 03 0 91,000 0
ARACRUZ CELULOSE S A SPON ADR CL 038496204 559 26,800 SH DEFINED 21 0 26,800 0
B
ARCHER DANIELS MIDLAND CO COM 039483102 3,028 249,711 SH DEFINED 01 0 249,711 0
48,679 3,994,147 SH DEFINED 02 0 3,994,147 0
3,815 313,040 SH DEFINED 03 0 313,040 0
ARCHSTONE CMNTYS TR SH BEN 039581103 556 28,800 SH DEFINED 02 0 28,800 0
INT
4,774 247,200 SH DEFINED 04 0 247,200 0
ARM HLDGS PLC SPONSORED 042068106 12,845 273,300 SH DEFINED 21 0 273,300 0
ADR
ARMCO INC COM 042170100 76 10,900 SH DEFINED 03 0 10,900 0
ARMSTRONG WORLD INDS INC COM 042476101 422 9,400 SH DEFINED 03 0 9,400 0
ARROW ELECTRS INC COM 042735100 191 10,850 SH DEFINED 03 0 10,850 0
ASARCO INC COM 043413103 362 13,500 SH DEFINED 03 0 13,500 0
ASHANTI GOLDFIELDS LTD GLOB DEP 043743202 106 13,500 SH DEFINED 21 0 13,500 0
RCPT
ASHLAND INC COM 044204105 4,365 129,800 SH DEFINED 01 0 129,800 0
44,388 1,320,100 SH DEFINED 02 0 1,320,100 0
18,174 540,500 SH DEFINED 03 0 540,500 0
ASPECT TELECOMMUNICATIONS CORP COM 045237104 175 10,300 SH DEFINED 03 0 10,300 0
ASSOCIATED BANC CORP COM 045487105 262 7,250 SH DEFINED 03 0 7,250 0
ASSOCIATES FIRST CAP CORP CL 046008108 7,107 197,424 SH DEFINED 03 0 197,424 0
A
ASTORIA FINL CORP COM 046265104 378 12,300 SH DEFINED 03 0 12,300 0
ASTRAZENECA PLC SPONSORED 046353108 2,873 68,000 SH DEFINED 03 0 68,000 0
ADR
ATLANTIC RICHFIELD CO COM 048825103 4,662 52,600 SH DEFINED 01 0 52,600 0
21,279 240,100 SH DEFINED 03 0 240,100 0
ATMEL CORP COM 049513104 642 19,000 SH DEFINED 03 0 19,000 0
AUTODESK INC COM 052769106 306 14,000 SH DEFINED 03 0 14,000 0
AUTOMATIC DATA PROCESSING INC COM 053015103 6,948 155,700 SH DEFINED 03 0 155,700 0
AUTOZONE INC COM 053332102 991 35,300 SH DEFINED 03 0 35,300 0
AVERY DENNISON CORP COM 053611109 1,999 37,900 SH DEFINED 03 0 37,900 0
AVON PRODS INC COM 054303102 2,861 115,300 SH DEFINED 01 0 115,300 0
1,794 72,300 SH DEFINED 03 0 72,300 0
BB&T CORP COM 054937107 2,370 73,200 SH DEFINED 03 0 73,200 0
BCE INC COM 05534B109 664 14,200 SH DEFINED 21 0 14,200 0
BJ SVCS CO COM 055482103 1,307 41,100 SH DEFINED 03 0 41,100 0
BJS WHOLESALE CLUB INC COM 05548J106 497 16,800 SH DEFINED 02 0 16,800 0
8,659 292,900 SH DEFINED 03 0 292,900 0
BP AMOCO P L C SPONSORED 055622104 31,903 287,900 SH DEFINED 02 0 287,900 0
ADR
3,254 29,369 SH DEFINED 03 0 29,369 0
BMC SOFTWARE INC COM 055921100 5,288 73,889 SH DEFINED 03 0 73,889 0
BAKER HUGHES INC COM 057224107 371 12,800 SH DEFINED 02 0 12,800 0
6,284 216,690 SH DEFINED 03 0 216,690 0
BALANCE BAR CO COM 057623100 237 33,800 SH DEFINED 03 0 33,800 0
BALL CORP COM 058498106 322 7,300 SH DEFINED 03 0 7,300 0
BANCO DE GALICIA Y BUENOS AIRE SPON ADR B 059538207 358 17,200 SH DEFINED 21 0 17,200 0
NEW
BANK OF AMERICA CORPORATION COM 060505104 4,995 89,700 SH DEFINED 01 0 89,700 0
72,123 1,295,143 SH DEFINED 02 0 1,295,143 0
47,201 847,603 SH DEFINED 03 0 847,603 0
184 3,310 SH DEFINED 21 0 3,310 0
BANK NEW YORK INC COM 064057102 6,420 192,000 SH DEFINED 03 0 192,000 0
BANK ONE CORP COM 06423A103 3,088 88,700 SH DEFINED 01 0 88,700 0
56,674 1,627,970 SH DEFINED 02 0 1,627,970 0
23,362 671,086 SH DEFINED 03 0 671,086 0
134 3,840 SH DEFINED 21 0 3,840 0
BANKBOSTON CORP COM 06605R106 3,539 81,600 SH DEFINED 03 0 81,600 0
121 2,800 SH DEFINED 21 0 2,800 0
BARD C R INC COM 067383109 6,561 139,400 SH DEFINED 01 0 139,400 0
593 12,600 SH DEFINED 03 0 12,600 0
BARNES & NOBLE INC COM 067774109 203 7,800 SH DEFINED 03 0 7,800 0
BARRICK GOLD CORP COM 067901108 1,997 91,800 SH DEFINED 03 0 91,800 0
BATTLE MTN GOLD CO COM 071593107 44 13,600 SH DEFINED 03 0 13,600 0
BAUSCH & LOMB INC COM 071707103 870 13,200 SH DEFINED 03 0 13,200 0
BAXTER INTL INC COM 071813109 5,423 90,000 SH DEFINED 01 0 90,000 0
89,586 1,486,900 SH DEFINED 02 0 1,486,900 0
27,310 453,271 SH DEFINED 03 0 453,271 0
BEAR STEARNS COS INC COM 073902108 4,456 115,935 SH DEFINED 01 0 115,935 0
42,705 1,111,027 SH DEFINED 02 0 1,111,027 0
19,909 517,965 SH DEFINED 03 0 517,965 0
32 840 SH DEFINED 21 0 840 0
BECTON DICKINSON & CO COM 075887109 1,644 58,600 SH DEFINED 03 0 58,600 0
BED BATH & BEYOND INC COM 075896100 556 15,900 SH DEFINED 03 0 15,900 0
BELL ATLANTIC CORP COM 077853109 8,393 124,686 SH DEFINED 01 0 124,686 0
2,040 30,300 SH DEFINED 02 0 30,300 0
48,302 717,584 SH DEFINED 03 0 717,584 0
15,711 233,400 SH DEFINED 04 0 233,400 0
BELLSOUTH CORP COM 079860102 5,193 115,400 SH DEFINED 01 0 115,400 0
52,299 1,162,200 SH DEFINED 02 0 1,162,200 0
43,187 959,700 SH DEFINED 03 0 959,700 0
36,518 811,500 SH DEFINED 04 0 811,500 0
2,706 62,200 SH DEFINED 21 0 62,200 0
BELO A H CORP DEL COM SER 080555105 256 13,400 SH DEFINED 03 0 13,400 0
A
BEMIS INC COM 081437105 749 22,100 SH DEFINED 03 0 22,100 0
BERGEN BRUNSWIG CORP CL 083739102 1,574 151,750 SH DEFINED 01 0 151,750 0
A
947 91,312 SH DEFINED 03 0 91,312 0
BERKSHIRE HATHAWAY INC DEL CL 084670207 954 514 SH DEFINED 01 0 514 0
B
BEST BUY INC COM 086516101 229 3,700 SH DEFINED 01 0 3,700 0
459 7,400 SH DEFINED 02 0 7,400 0
13,803 222,400 SH DEFINED 03 0 222,400 0
BESTFOODS COM 08658U101 1,593 32,800 SH DEFINED 01 0 32,800 0
3,264 67,300 SH DEFINED 03 0 67,300 0
BETHLEHEM STL CORP COM 087509105 328 44,506 SH DEFINED 03 0 44,506 0
BEVERLY ENTERPRISES INC COM 087851309 3,004 706,900 SH DEFINED 01 0 706,900 0
NEW
8,863 2,085,300 SH DEFINED 03 0 2,085,300 0
BIO TECHNOLOGY GEN CORP COM 090578105 99 10,300 SH DEFINED 03 0 10,300 0
BIOGEN INC COM 090597105 299 3,800 SH DEFINED 01 0 3,800 0
906 11,500 SH DEFINED 02 0 11,500 0
18,584 235,800 SH DEFINED 03 0 235,800 0
BIOMET INC COM 090613100 695 26,400 SH DEFINED 03 0 26,400 0
BLACK & DECKER CORP COM 091797100 388 8,500 SH DEFINED 02 0 8,500 0
7,685 168,200 SH DEFINED 03 0 168,200 0
BLOCK H & R INC COM 093671105 3,870 89,100 SH DEFINED 01 0 89,100 0
48,615 1,119,200 SH DEFINED 02 0 1,119,200 0
16,576 381,600 SH DEFINED 03 0 381,600 0
BLOCKBUSTER INC CL 093679108 1,887 148,000 SH DEFINED 03 0 148,000 0
A
BOEING CO COM 097023105 64,082 1,503,400 SH DEFINED 02 0 1,503,400 0
10,550 247,508 SH DEFINED 03 0 247,508 0
BOISE CASCADE CORP COM 097383103 485 13,300 SH DEFINED 03 0 13,300 0
BORDERS GROUP INC COM 099709107 251 17,100 SH DEFINED 03 0 17,100 0
BOSTON SCIENTIFIC CORP COM 101137107 2,407 97,500 SH DEFINED 03 0 97,500 0
BOWATER INC COM 102183100 310 5,900 SH DEFINED 03 0 5,900 0
2,888 57,000 SH DEFINED 21 0 57,000 0
BRIGGS & STRATTON CORP COM 109043109 321 5,500 SH DEFINED 03 0 5,500 0
BRIGHTPOINT INC COM 109473108 79 10,874 SH DEFINED 03 0 10,874 0
BRINKER INTL INC COM 109641100 605 22,300 SH DEFINED 02 0 22,300 0
6,884 253,775 SH DEFINED 03 0 253,775 0
BRISTOL MYERS SQUIBB CO COM 110122108 10,550 156,300 SH DEFINED 01 0 156,300 0
100,231 1,484,900 SH DEFINED 02 0 1,484,900 0
82,256 1,218,600 SH DEFINED 03 0 1,218,600 0
BROADCOM CORP CL 111320107 774 7,100 SH DEFINED 02 0 7,100 0
A
9,385 86,100 SH DEFINED 03 0 86,100 0
BROADVISION INC COM 111412102 572 4,300 SH DEFINED 03 0 4,300 0
BROWN FORMAN CORP CL 115637209 1,004 16,100 SH DEFINED 03 0 16,100 0
B
BRUNSWICK CORP COM 117043109 28,815 1,158,400 SH DEFINED 02 0 1,158,400 0
537 21,600 SH DEFINED 03 0 21,600 0
BUILDING ONE SVCS CORP COM 120114103 202 16,600 SH DEFINED 01 0 16,600 0
2,509 205,844 SH DEFINED 03 0 205,844 0
BURLINGTON INDS INC COM 121693105 52 11,700 SH DEFINED 03 0 11,700 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 3,914 142,333 SH DEFINED 03 0 142,333 0
BURLINGTON RES INC COM 122014103 1,535 41,765 SH DEFINED 03 0 41,765 0
BUSINESS OBJECTS S A SPONSORED 12328X107 1,841 31,200 SH DEFINED 03 0 31,200 0
ADR
3,363 57,000 SH DEFINED 21 0 57,000 0
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3,718 102,400 SH DEFINED 03 0 102,400 0
CBT GROUP PUB LTD SPON ADR 124853300 643 26,100 SH DEFINED 03 0 26,100 0
NEW
CBRL GROUP INC COM 12489V106 202 13,050 SH DEFINED 03 0 13,050 0
CBS CORP COM 12490K107 11,132 240,700 SH DEFINED 03 0 240,700 0
C-CUBE MICROSYSTEMS INC COM 125015107 344 7,900 SH DEFINED 03 0 7,900 0
CIGNA CORP COM 125509109 5,777 74,300 SH DEFINED 01 0 74,300 0
67,021 862,000 SH DEFINED 02 0 862,000 0
41,075 528,300 SH DEFINED 03 0 528,300 0
78 1,000 SH DEFINED 21 0 1,000 0
CIT GROUP INC CL 125577106 3,541 172,200 SH DEFINED 01 0 172,200 0
A
47,148 2,292,900 SH DEFINED 02 0 2,292,900 0
19,771 961,500 SH DEFINED 03 0 961,500 0
CKE RESTAURANTS INC COM 12561E105 77 10,650 SH DEFINED 03 0 10,650 0
CK WITCO CORP COM 12562C108 381 26,159 SH DEFINED 03 0 26,159 0
CMGI INC COM 125750109 215 2,100 SH DEFINED 01 0 2,100 0
2,296 22,400 SH DEFINED 03 0 22,400 0
CMS ENERGY CORP COM 125896100 1,653 48,700 SH DEFINED 03 0 48,700 0
815 24,000 SH DEFINED 21 0 24,000 0
CMS ENERGY CORP ADJ CV 125896308 2,728 74,600 SH DEFINED 02 0 74,600 0
TR8.75%
21,554 589,500 SH DEFINED 04 0 589,500 0
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1,877 50,400 SH DEFINED 03 0 50,400 0
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2,815 102,700 SH DEFINED 03 0 102,700 0
CSX CORP COM 126408103 2,165 51,100 SH DEFINED 03 0 51,100 0
CTS CORP COM 126501105 343 5,968 SH DEFINED 03 0 5,968 0
CVS CORP COM 126650100 3,791 92,900 SH DEFINED 03 0 92,900 0
CABLE & WIRELESS PUB LTD CO SPONSORED 126830207 725 21,900 SH DEFINED 02 0 21,900 0
ADR
6,449 194,700 SH DEFINED 04 0 194,700 0
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A
7,995 109,900 SH DEFINED 03 0 109,900 0
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CAMDEN PPTY TR SH BEN 133131102 847 31,500 SH DEFINED 02 0 31,500 0
INT
127 4,733 SH DEFINED 03 0 4,733 0
7,235 269,200 SH DEFINED 04 0 269,200 0
CAMPBELL SOUP CO COM 134429109 4,910 125,500 SH DEFINED 03 0 125,500 0
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063029
CANANDAIGUA BRANDS INC CL 137219200 215 3,600 SH DEFINED 03 0 3,600 0
A
CAPITAL ONE FINL CORP COM 14040H105 3,557 91,200 SH DEFINED 03 0 91,200 0
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3,555 90,000 SH DEFINED 03 0 90,000 0
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CAROLINA PWR & LT CO COM 144141108 1,489 42,100 SH DEFINED 03 0 42,100 0
CASE CORP COM 14743R103 867 17,400 SH DEFINED 03 0 17,400 0
CASEYS GEN STORES INC COM 147528103 192 14,300 SH DEFINED 01 0 14,300 0
2,561 191,000 SH DEFINED 03 0 191,000 0
CATALINA MARKETING CORP COM 148867104 2,120 25,000 SH DEFINED 03 0 25,000 0
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CELESTICA INC SUB VTG 15101Q108 5,293 107,200 SH DEFINED 21 0 107,200 0
SHS
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908 15,500 SH DEFINED 02 0 15,500 0
9,792 167,200 SH DEFINED 03 0 167,200 0
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2,020 51,300 SH DEFINED 03 0 51,300 0
7,548 191,700 SH DEFINED 04 0 191,700 0
CENTURYTEL INC COM 156700106 3,713 91,400 SH DEFINED 02 0 91,400 0
1,320 32,500 SH DEFINED 03 0 32,500 0
29,181 718,300 SH DEFINED 04 0 718,300 0
CEPHALON INC COM 156708109 1,869 104,000 SH DEFINED 03 0 104,000 0
CERIDIAN CORP COM 15677T106 838 33,700 SH DEFINED 03 0 33,700 0
CHAMPION INTL CORP COM 158525105 1,156 22,500 SH DEFINED 03 0 22,500 0
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CHASE MANHATTAN CORP NEW COM 16161A108 29,434 390,500 SH DEFINED 02 0 390,500 0
18,085 239,940 SH DEFINED 03 0 239,940 0
202 2,675 SH DEFINED 21 0 2,675 0
CHEVRON CORPORATION COM 166751107 4,828 54,400 SH DEFINED 01 0 54,400 0
32,917 370,900 SH DEFINED 03 0 370,900 0
CHIQUITA BRANDS INTL INC COM 170032106 68 11,500 SH DEFINED 03 0 11,500 0
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CHITTENDEN CORP COM 170228100 219 7,700 SH DEFINED 01 0 7,700 0
2,817 98,825 SH DEFINED 03 0 98,825 0
CHRIS CRAFT INDS INC COM 170520100 215 3,831 SH DEFINED 03 0 3,831 0
CHUBB CORP COM 171232101 9,469 190,100 SH DEFINED 02 0 190,100 0
2,151 43,182 SH DEFINED 03 0 43,182 0
CHURCH & DWIGHT INC COM 171340102 215 8,600 SH DEFINED 03 0 8,600 0
CIBER INC COM 17163B102 2,092 136,600 SH DEFINED 03 0 136,600 0
CIENA CORP COM 171779101 460 12,600 SH DEFINED 21 0 12,600 0
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2,585 133,000 SH DEFINED 03 0 133,000 0
5,956 306,400 SH DEFINED 04 0 306,400 0
875 45,000 SH DEFINED 21 0 45,000 0
CINCINNATI FINL CORP COM 172062101 1,475 39,300 SH DEFINED 03 0 39,300 0
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1,057 37,340 SH DEFINED 03 0 37,340 0
14,326 506,000 SH DEFINED 04 0 506,000 0
CIRCUIT CITY STORE INC CIRCT CITY 172737108 392 9,300 SH DEFINED 01 0 9,300 0
GRP
692 16,400 SH DEFINED 02 0 16,400 0
9,560 226,600 SH DEFINED 03 0 226,600 0
CIRRUS LOGIC CORP COM 172755100 146 13,300 SH DEFINED 03 0 13,300 0
CISCO SYS INC COM 17275R102 350 5,100 SH DEFINED 01 0 5,100 0
19,513 284,600 SH DEFINED 02 0 284,600 0
89,796 1,309,700 SH DEFINED 03 0 1,309,700 0
1,803 28,000 SH DEFINED 21 0 28,000 0
CITADEL COMMUNICATIONS CORP COM 172853202 621 18,200 SH DEFINED 03 0 18,200 0
CINTAS CORP COM 172908105 728 12,600 SH DEFINED 03 0 12,600 0
CITIGROUP INC COM 172967101 45,580 1,035,900 SH DEFINED 02 0 1,035,900 0
51,261 1,165,023 SH DEFINED 03 0 1,165,023 0
1,317 31,275 SH DEFINED 21 0 31,275 0
CITRIX SYS INC COM 177376100 254 4,100 SH DEFINED 01 0 4,100 0
985 15,900 SH DEFINED 02 0 15,900 0
13,936 225,000 SH DEFINED 03 0 225,000 0
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144A19
CITRIX SYS INC SB DB CV ZRO 177376AB6 13,866 28,600,000 SH DEFINED 02 0 28,600,0000
19
CITY NATL CORP COM 178566105 1,926 57,400 SH DEFINED 03 0 57,400 0
119 3,550 SH DEFINED 21 0 3,550 0
CLARENT CORP DEL COM 180461105 2,333 45,800 SH DEFINED 03 0 45,800 0
CLAYTON HOMES INC COM 184190106 143 16,495 SH DEFINED 03 0 16,495 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 567 7,100 SH DEFINED 02 0 7,100 0
15,597 195,263 SH DEFINED 03 0 195,263 0
CLEARNET COMMUNICATIONS INC CL A 184902104 2,794 154,700 SH DEFINED 21 0 154,700 0
NON-VTG
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COASTAL CORP COM 190441105 3,656 89,300 SH DEFINED 03 0 89,300 0
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COCA COLA ENTERPRISES INC COM 191219104 2,254 99,900 SH DEFINED 03 0 99,900 0
COCA-COLA FEMSA S A DE C V SPON ADR REP 191241108 264 19,100 SH DEFINED 21 0 19,100 0
L
COGNIZANT TECHNOLOGY SOLUTIONS CL 192446102 838 26,500 SH DEFINED 03 0 26,500 0
A
COLGATE PALMOLIVE CO COM 194162103 7,050 154,100 SH DEFINED 03 0 154,100 0
COLUMBIA ENERGY GROUP COM 197648108 2,464 44,500 SH DEFINED 02 0 44,500 0
1,913 34,550 SH DEFINED 03 0 34,550 0
19,190 346,550 SH DEFINED 04 0 346,550 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2,833 133,707 SH DEFINED 03 0 133,707 0
COMAIR HOLDINGS INC COM 199789108 345 20,650 SH DEFINED 03 0 20,650 0
COMCAST CORP CL A 200300200 786 19,700 SH DEFINED 02 0 19,700 0
SPL
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COMDISCO INC COM 200336105 333 17,250 SH DEFINED 03 0 17,250 0
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COMMERCE BANCORP INC NJ COM 200519106 221 5,334 SH DEFINED 03 0 5,334 0
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COMMUNITY FIRST BANKSHARES INC COM 203902101 236 14,000 SH DEFINED 01 0 14,000 0
2,877 170,500 SH DEFINED 03 0 170,500 0
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 663 33,450 SH DEFINED 21 0 33,450 0
COMPANHIA PARANAENSE ENERG COP SPON ADR 20441B407 639 97,300 SH DEFINED 21 0 97,300 0
PFD
COMPAQ COMPUTER CORP COM 204493100 1,693 74,023 SH DEFINED 01 0 74,023 0
9,179 400,161 SH DEFINED 03 0 400,161 0
COMPASS BANCSHARES INC COM 20449H109 333 13,300 SH DEFINED 03 0 13,300 0
156 6,250 SH DEFINED 21 0 6,250 0
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COMPUSA INC COM 204932107 124 20,200 SH DEFINED 03 0 20,200 0
COMPUTER SCIENCES CORP COM 205363104 6,188 88,000 SH DEFINED 01 0 88,000 0
52,882 752,100 SH DEFINED 02 0 752,100 0
25,538 363,200 SH DEFINED 03 0 363,200 0
COMPUWARE CORP COM 205638109 2,598 99,700 SH DEFINED 03 0 99,700 0
COMVERSE TECHNOLOGY INC COM PAR 205862402 236 2,500 SH DEFINED 01 0 2,500 0
$0.10
4,362 46,250 SH DEFINED 03 0 46,250 0
CONAGRA INC COM 205887102 2,599 115,200 SH DEFINED 03 0 115,200 0
CONCENTRIC NETWORK CORP COM 20589R107 366 18,000 SH DEFINED 03 0 18,000 0
CONCORD EFS INC COM 206197105 452 21,900 SH DEFINED 03 0 21,900 0
CONCUR TECHNOLOGIES INC COM 206708109 752 26,400 SH DEFINED 03 0 26,400 0
CONECTIV INC COM 206829103 1,236 63,000 SH DEFINED 02 0 63,000 0
10,058 512,500 SH DEFINED 04 0 512,500 0
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11,225 154,500 SH DEFINED 03 0 154,500 0
CONOCO INC CL 208251405 35,170 1,284,737 SH DEFINED 02 0 1,284,737 0
B
4,627 169,030 SH DEFINED 03 0 169,030 0
CONSECO INC COM 208464107 7,957 418,800 SH DEFINED 01 0 418,800 0
72,212 3,739,125 SH DEFINED 02 0 3,739,125 0
34,941 1,809,261 SH DEFINED 03 0 1,809,261 0
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CONSOLIDATED PAPERS INC COM 209759109 277 10,300 SH DEFINED 03 0 10,300 0
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CONSTELLATION ENERGY CORP COM 210371100 1,811 64,400 SH DEFINED 02 0 64,400 0
1,439 51,150 SH DEFINED 03 0 51,150 0
14,577 518,300 SH DEFINED 04 0 518,300 0
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1,435 30,700 SH DEFINED 03 0 30,700 0
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38,248 2,170,100 SH DEFINED 02 0 2,170,100 0
15,290 867,500 SH DEFINED 03 0 867,500 0
COORS ADOLPH CO CL 217016104 465 8,600 SH DEFINED 03 0 8,600 0
B
COPPER MTN NETWORKS INC COM 217510106 263 3,000 SH DEFINED 03 0 3,000 0
CORN PRODS INTL INC COM 219023108 201 6,600 SH DEFINED 01 0 6,600 0
44,640 1,466,600 SH DEFINED 02 0 1,466,600 0
6,030 198,100 SH DEFINED 03 0 198,100 0
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9,825 143,300 SH DEFINED 03 0 143,300 0
1,599 24,000 SH DEFINED 21 0 24,000 0
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COX COMMUNICATIONS INC NEW CL 224044107 698 16,728 SH DEFINED 03 0 16,728 0
A
CRANE CO COM 224399105 363 16,175 SH DEFINED 03 0 16,175 0
CREDENCE SYS CORP COM 225302108 900 20,050 SH DEFINED 03 0 20,050 0
CREE RESH INC COM 225447101 346 10,200 SH DEFINED 02 0 10,200 0
3,760 110,800 SH DEFINED 03 0 110,800 0
CROSS TIMBERS OIL CO COM 227573102 1,145 84,825 SH DEFINED 03 0 84,825 0
CROWN CASTLE INTL CORP COM 228227104 1,572 84,000 SH DEFINED 03 0 84,000 0
CROWN CORK & SEAL INC COM 228255105 769 31,700 SH DEFINED 01 0 31,700 0
16,066 662,500 SH DEFINED 02 0 662,500 0
7,595 313,200 SH DEFINED 03 0 313,200 0
CROWN CORK & SEAL INC PFD CV 228255303 28,422 1,273,800 SH DEFINED 02 0 1,273,800 0
4.50%
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149 5,940 SH DEFINED 21 0 5,940 0
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3,005 90,050 SH DEFINED 03 0 90,050 0
CYMER INC COM 232572107 982 28,300 SH DEFINED 03 0 28,300 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 492 22,900 SH DEFINED 03 0 22,900 0
CYPRUS AMAX MINERALS CO COM 232809103 600 30,550 SH DEFINED 03 0 30,550 0
CYTEC INDS INC COM 232820100 228 9,500 SH DEFINED 03 0 9,500 0
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881 50,000 SH DEFINED 21 0 50,000 0
DQE INC COM 23329J104 3,455 88,300 SH DEFINED 02 0 88,300 0
27,438 701,300 SH DEFINED 04 0 701,300 0
2,465 63,000 SH DEFINED 21 0 63,000 0
D R HORTON INC COM 23331A109 147 11,354 SH DEFINED 03 0 11,354 0
DST SYS INC DEL COM 233326107 2,798 49,200 SH DEFINED 03 0 49,200 0
DSP COMMUNICATIONS INC COM 23332K106 361 19,000 SH DEFINED 03 0 19,000 0
DTE ENERGY CO COM 233331107 1,655 45,800 SH DEFINED 03 0 45,800 0
DAISYTEK INTL CORP COM 234053106 239 17,000 SH DEFINED 01 0 17,000 0
3,061 217,700 SH DEFINED 03 0 217,700 0
DAL-TILE INTL INC COM 23426R108 1,864 234,800 SH DEFINED 03 0 234,800 0
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DANA CORP COM 235811106 1,450 39,045 SH DEFINED 03 0 39,045 0
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DARDEN RESTAURANTS INC COM 237194105 634 32,400 SH DEFINED 03 0 32,400 0
DATA GEN CORP COM 237688106 360 17,100 SH DEFINED 03 0 17,100 0
DAYTON HUDSON CORP COM 239753106 6,829 113,700 SH DEFINED 03 0 113,700 0
DEERE & CO COM 244199105 3,884 100,400 SH DEFINED 01 0 100,400 0
41,237 1,065,900 SH DEFINED 02 0 1,065,900 0
17,042 440,500 SH DEFINED 03 0 440,500 0
DELL COMPUTER CORP COM 247025109 29,306 700,900 SH DEFINED 03 0 700,900 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,402 87,257 SH DEFINED 01 0 87,257 0
18,508 1,152,263 SH DEFINED 02 0 1,152,263 0
9,962 620,204 SH DEFINED 03 0 620,204 0
DELPHI FINL GROUP INC CL 247131105 265 8,784 SH DEFINED 01 0 8,784 0
A
3,432 113,679 SH DEFINED 03 0 113,679 0
DELTA AIR LINES INC DEL COM 247361108 1,620 33,400 SH DEFINED 03 0 33,400 0
DELUXE CORP COM 248019101 643 18,900 SH DEFINED 03 0 18,900 0
DEVON ENERGY CORP NEW COM 25179M103 203 4,900 SH DEFINED 01 0 4,900 0
3,006 72,548 SH DEFINED 03 0 72,548 0
DEVRY INC DEL COM 251893103 2,112 105,600 SH DEFINED 03 0 105,600 0
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8,935 350,400 SH DEFINED 03 0 350,400 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 387 11,600 SH DEFINED 01 0 11,600 0
39,319 1,178,100 SH DEFINED 02 0 1,178,100 0
9,048 271,100 SH DEFINED 03 0 271,100 0
DIAMOND TECHNOLOGY PARTNERS CL 252762109 709 15,800 SH DEFINED 03 0 15,800 0
A
DIGITAL MICROWAVE CORP COM 253859102 212 13,500 SH DEFINED 03 0 13,500 0
DIGITAL RIV INC COM 25388B104 600 27,600 SH DEFINED 03 0 27,600 0
DILLARDS INC CL 254067101 3,926 193,300 SH DEFINED 01 0 193,300 0
A
33,150 1,632,000 SH DEFINED 02 0 1,632,000 0
14,607 719,100 SH DEFINED 03 0 719,100 0
DIME BANCORP INC NEW COM 25429Q102 222 12,700 SH DEFINED 03 0 12,700 0
DISNEY WALT CO COM 254687106 35,149 1,358,400 SH DEFINED 02 0 1,358,400 0
14,286 552,100 SH DEFINED 03 0 552,100 0
DOLE FOOD INC COM 256605106 357 18,800 SH DEFINED 03 0 18,800 0
DOLLAR GEN CORP COM 256669102 1,607 52,062 SH DEFINED 03 0 52,062 0
DOLLAR TREE STORES INC COM 256747106 280 7,000 SH DEFINED 03 0 7,000 0
DOMINION RES INC VA COM 257470104 3,278 72,650 SH DEFINED 03 0 72,650 0
DONALDSON INC COM 257651109 223 9,600 SH DEFINED 03 0 9,600 0
DONNELLEY R R & SONS CO COM 257867101 912 31,600 SH DEFINED 03 0 31,600 0
DOUBLECLICK INC COM 258609304 500 4,200 SH DEFINED 02 0 4,200 0
5,480 46,000 SH DEFINED 03 0 46,000 0
DOVER CORP COM 260003108 2,677 65,500 SH DEFINED 03 0 65,500 0
DOW CHEM CO COM 260543103 7,249 63,800 SH DEFINED 03 0 63,800 0
DOW JONES & CO INC COM 260561105 1,180 22,100 SH DEFINED 03 0 22,100 0
DU PONT E I DE NEMOURS & CO COM 263534109 27,201 446,838 SH DEFINED 02 0 446,838 0
14,929 245,242 SH DEFINED 03 0 245,242 0
DUCOMMUN INC DEL COM 264147109 1,302 118,400 SH DEFINED 03 0 118,400 0
DUKE ENERGY CORP COM 264399106 3,230 58,600 SH DEFINED 02 0 58,600 0
5,814 105,472 SH DEFINED 03 0 105,472 0
26,074 473,000 SH DEFINED 04 0 473,000 0
8,158 151,500 SH DEFINED 21 0 151,500 0
DUKE WEEKS REALTY CORP COM 264411505 996 51,100 SH DEFINED 02 0 51,100 0
NEW
8,830 452,800 SH DEFINED 04 0 452,800 0
DUN & BRADSTREET CORP DEL COM 26483B106 1,162 38,900 SH DEFINED 03 0 38,900 0
DURA AUTOMOTIVE SYSTEMS CORP CL 265903104 1,947 80,900 SH DEFINED 03 0 80,900 0
A
DUPONT PHOTOMASKS INC COM 26613X101 580 12,600 SH DEFINED 03 0 12,600 0
DURBAN ROODEPOORT DEEP LTD SPONSORED 266597301 90 45,000 SH DEFINED 21 0 45,000 0
ADR
DYCOM INDS INC COM 267475101 232 5,500 SH DEFINED 01 0 5,500 0
2,915 69,100 SH DEFINED 03 0 69,100 0
EG & G INC COM 268457108 609 15,300 SH DEFINED 03 0 15,300 0
E M C CORP MASS COM 268648102 207 2,900 SH DEFINED 01 0 2,900 0
2,465 34,500 SH DEFINED 02 0 34,500 0
55,736 780,200 SH DEFINED 03 0 780,200 0
2,178 32,200 SH DEFINED 21 0 32,200 0
E M C CORP MASS SUB NT CV 268648AC6 22,184 3,520,000 SH DEFINED 02 0 3,520,000 0
144A02
EMC CORP SB NT CV 26865YAA2 37,079 5,880,000 SH DEFINED 02 0 5,880,000 0
3.25%02
ENSCO INTL INC COM 26874Q100 4,685 259,400 SH DEFINED 01 0 259,400 0
676 37,400 SH DEFINED 02 0 37,400 0
23,983 1,327,800 SH DEFINED 03 0 1,327,800 0
ESAT TELECOM GROUP PLC SPONSORED 26883Y102 227 5,700 SH DEFINED 03 0 5,700 0
ADR
1,104 29,000 SH DEFINED 21 0 29,000 0
ETEC SYS INC COM 26922C103 211 5,600 SH DEFINED 01 0 5,600 0
301 8,000 SH DEFINED 02 0 8,000 0
6,946 184,600 SH DEFINED 03 0 184,600 0
E-TEK DYNAMICS INC COM 269240107 505 9,300 SH DEFINED 03 0 9,300 0
E TRADE GROUP INC COM 269246104 1,424 60,600 SH DEFINED 03 0 60,600 0
EARTHGRAINS CO COM 270319106 1,974 89,200 SH DEFINED 03 0 89,200 0
EASTERN ENTERPRISES COM 27637F100 358 7,700 SH DEFINED 03 0 7,700 0
EASTMAN CHEM CO COM 277432100 745 18,625 SH DEFINED 03 0 18,625 0
EASTMAN KODAK CO COM 277461109 5,528 73,100 SH DEFINED 01 0 73,100 0
36,157 479,300 SH DEFINED 02 0 479,300 0
25,860 342,800 SH DEFINED 03 0 342,800 0
EATON CORP COM 278058102 1,450 16,800 SH DEFINED 03 0 16,800 0
EATON VANCE CORP COM NON 278265103 218 6,800 SH DEFINED 03 0 6,800 0
VTG
54 1,700 SH DEFINED 21 0 1,700 0
EBAY INC COM 278642103 409 2,900 SH DEFINED 03 0 2,900 0
ECHOSTAR COMMUNICATIONS NEW CL 278762109 254 2,800 SH DEFINED 01 0 2,800 0
A
1,934 21,300 SH DEFINED 02 0 21,300 0
20,206 222,500 SH DEFINED 03 0 222,500 0
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 1,769 107,200 SH DEFINED 03 0 107,200 0
ECOLAB INC COM 278865100 348 10,200 SH DEFINED 02 0 10,200 0
4,883 143,080 SH DEFINED 03 0 143,080 0
EDISON INTL COM 281020107 3,647 150,000 SH DEFINED 02 0 150,000 0
2,677 110,100 SH DEFINED 03 0 110,100 0
28,946 1,190,600 SH DEFINED 04 0 1,190,600 0
EDWARDS AG INC COM 281760108 285 10,787 SH DEFINED 03 0 10,787 0
EL PASO ENERGY CORP DEL COM 283905107 6,211 156,000 SH DEFINED 02 0 156,000 0
549 13,800 SH DEFINED 03 0 13,800 0
49,455 1,242,200 SH DEFINED 04 0 1,242,200 0
1,532 39,000 SH DEFINED 21 0 39,000 0
ELAN PLC ADR 284131208 693 22,000 SH DEFINED 21 0 22,000 0
ELECTRONIC ARTS INC COM 285512109 507 7,000 SH DEFINED 03 0 7,000 0
ELECTRONIC DATA SYS NEW COM 285661104 7,152 135,100 SH DEFINED 01 0 135,100 0
105,086 1,985,100 SH DEFINED 02 0 1,985,100 0
30,349 573,300 SH DEFINED 03 0 573,300 0
ELECTRONICS FOR IMAGING INC COM 286082102 447 8,700 SH DEFINED 02 0 8,700 0
6,369 123,900 SH DEFINED 03 0 123,900 0
EMBRATEL PARTICIPACOES S A SPON ADR 29081N100 310 27,100 SH DEFINED 21 0 27,100 0
PFD
EMERSON ELEC CO COM 291011104 27,360 433,000 SH DEFINED 02 0 433,000 0
7,014 111,000 SH DEFINED 03 0 111,000 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED 29244T101 348 26,800 SH DEFINED 21 0 26,800 0
ADR
ENERGY EAST CORP COM 29266M109 2,363 99,500 SH DEFINED 02 0 99,500 0
316 13,300 SH DEFINED 03 0 13,300 0
19,903 838,000 SH DEFINED 04 0 838,000 0
ENGELHARD CORP COM 292845104 614 33,762 SH DEFINED 03 0 33,762 0
ENHANCE FINL SVCS GROUP INC COM 293310108 2,299 130,000 SH DEFINED 03 0 130,000 0
ENRON CORP COM 293561106 6,152 149,818 SH DEFINED 01 0 149,818 0
48,545 1,176,850 SH DEFINED 02 0 1,176,850 0
29,135 706,300 SH DEFINED 03 0 706,300 0
25,517 618,600 SH DEFINED 04 0 618,600 0
1,301 32,000 SH DEFINED 21 0 32,000 0
ENTERGY CORP NEW COM 29364G103 585 20,200 SH DEFINED 01 0 20,200 0
42,174 1,457,400 SH DEFINED 02 0 1,457,400 0
24,525 847,500 SH DEFINED 03 0 847,500 0
2,661 95,000 SH DEFINED 21 0 95,000 0
EQUANT N V NY REG 294409107 160 1,970 SH DEFINED 03 0 1,970 0
SHS
5,418 67,890 SH DEFINED 21 0 67,890 0
EQUIFAX INC COM 294429105 976 34,700 SH DEFINED 03 0 34,700 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 1,332 57,300 SH DEFINED 02 0 57,300 0
11,130 478,700 SH DEFINED 04 0 478,700 0
ERICSSON L M TEL CO ADR CL B 294821400 409 13,100 SH DEFINED 03 0 13,100 0
SEK10
880 30,000 SH DEFINED 21 0 30,000 0
ETHAN ALLEN INTERIORS INC COM 297602104 266 8,350 SH DEFINED 03 0 8,350 0
ETHYL CORP COM 297659104 62 16,100 SH DEFINED 03 0 16,100 0
EXODUS COMMUNICATIONS INC COM 302088109 360 5,000 SH DEFINED 01 0 5,000 0
692 9,600 SH DEFINED 02 0 9,600 0
9,764 135,500 SH DEFINED 03 0 135,500 0
EXPEDITORS INTL WASH INC COM 302130109 613 19,100 SH DEFINED 02 0 19,100 0
7,824 243,800 SH DEFINED 03 0 243,800 0
EXPRESS SCRIPTS INC CL 302182100 227 2,900 SH DEFINED 01 0 2,900 0
A
2,856 36,500 SH DEFINED 03 0 36,500 0
EXXON CORP COM 302290101 547 7,200 SH DEFINED 01 0 7,200 0
68,648 904,000 SH DEFINED 02 0 904,000 0
67,751 892,200 SH DEFINED 03 0 892,200 0
F M C CORP COM 302491303 376 7,800 SH DEFINED 03 0 7,800 0
NEW
FPL GROUP INC COM 302571104 4,065 80,700 SH DEFINED 01 0 80,700 0
41,030 814,500 SH DEFINED 02 0 814,500 0
20,508 407,100 SH DEFINED 03 0 407,100 0
10,513 208,700 SH DEFINED 04 0 208,700 0
FACTSET RESH SYS INC COM 303075105 344 6,050 SH DEFINED 01 0 6,050 0
4,254 74,800 SH DEFINED 03 0 74,800 0
FAMILY DLR STORES INC COM 307000109 416 19,700 SH DEFINED 03 0 19,700 0
FASTENAL CO COM 311900104 203 4,300 SH DEFINED 03 0 4,300 0
FDX CORP COM 31304N107 2,871 74,080 SH DEFINED 03 0 74,080 0
FEDERAL HOME LN MTG CORP COM 313400301 452 8,700 SH DEFINED 02 0 8,700 0
13,416 258,000 SH DEFINED 03 0 258,000 0
FEDERAL MOGUL CORP COM 313549107 221 8,000 SH DEFINED 03 0 8,000 0
FEDERAL NATL MTG ASSN COM 313586109 16,913 269,800 SH DEFINED 03 0 269,800 0
107 1,700 SH DEFINED 21 0 1,700 0
FEDERAL SIGNAL CORP COM 313855108 199 10,000 SH DEFINED 03 0 10,000 0
FEDERATED DEPT STORES INC DEL COM 31410H101 2,158 49,400 SH DEFINED 03 0 49,400 0
F5 NETWORKS INC COM 315616102 333 4,900 SH DEFINED 03 0 4,900 0
FIFTH THIRD BANCORP COM 316773100 3,825 62,870 SH DEFINED 03 0 62,870 0
FINOVA GROUP INC COM 317928109 256 7,000 SH DEFINED 03 0 7,000 0
FIRST AMERN FINL CORP COM 318522307 160 11,950 SH DEFINED 03 0 11,950 0
FIRST DATA CORP COM 319963104 6,388 145,600 SH DEFINED 01 0 145,600 0
64,825 1,477,500 SH DEFINED 02 0 1,477,500 0
34,547 787,400 SH DEFINED 03 0 787,400 0
FIRST MIDWEST BANCORP DEL COM 320867104 222 5,804 SH DEFINED 03 0 5,804 0
FIRST HEALTH GROUP CORP COM 320960107 251 11,200 SH DEFINED 03 0 11,200 0
FIRST SEC CORP DEL COM 336294103 524 22,025 SH DEFINED 03 0 22,025 0
57 2,400 SH DEFINED 21 0 2,400 0
FIRST TENN NATL CORP COM 337162101 416 14,800 SH DEFINED 03 0 14,800 0
42 1,500 SH DEFINED 21 0 1,500 0
FIRST UN CORP COM 337358105 2,626 73,700 SH DEFINED 01 0 73,700 0
22,557 634,300 SH DEFINED 02 0 634,300 0
9,541 268,298 SH DEFINED 03 0 268,298 0
71 2,000 SH DEFINED 21 0 2,000 0
FIRST VA BANKS INC COM 337477103 248 5,700 SH DEFINED 03 0 5,700 0
216 4,950 SH DEFINED 21 0 4,950 0
FIRSTAR CORP NEW WIS COM 33763V109 5,970 232,967 SH DEFINED 03 0 232,967 0
146 5,688 SH DEFINED 21 0 5,688 0
FISERV INC COM 337738108 457 14,075 SH DEFINED 03 0 14,075 0
FIRSTFED FINL CORP COM 337907109 235 13,500 SH DEFINED 01 0 13,500 0
4,304 247,700 SH DEFINED 03 0 247,700 0
FIRSTENERGY CORP COM 337932107 1,497 58,700 SH DEFINED 02 0 58,700 0
1,890 74,100 SH DEFINED 03 0 74,100 0
12,821 502,800 SH DEFINED 04 0 502,800 0
FLEET FINL GROUP INC NEW COM 338915101 5,568 152,020 SH DEFINED 03 0 152,020 0
103 2,800 SH DEFINED 21 0 2,800 0
FLEETWOOD ENTERPRISES INC COM 339099103 236 11,700 SH DEFINED 03 0 11,700 0
FLORIDA PROGRESS CORP COM 341109106 1,110 24,000 SH DEFINED 03 0 24,000 0
FLOWERS INDS INC COM 343496105 155 11,425 SH DEFINED 03 0 11,425 0
FLUOR CORP COM 343861100 716 17,800 SH DEFINED 03 0 17,800 0
FOODMAKER INC NEW COM 344839204 2,067 82,900 SH DEFINED 03 0 82,900 0
NEW
FORD MTR CO DEL COM 345370100 27,302 544,000 SH DEFINED 02 0 544,000 0
15,814 315,100 SH DEFINED 03 0 315,100 0
FOREST LABS INC CL 345838106 468 11,100 SH DEFINED 02 0 11,100 0
A
5,426 128,800 SH DEFINED 03 0 128,800 0
FOREST OIL CORP COM 346091606 49 2,900 SH DEFINED 03 0 2,900 0
NEW
367 21,500 SH DEFINED 21 0 21,500 0
FORT JAMES CORP COM 347471104 3,347 125,400 SH DEFINED 03 0 125,400 0
2,666 103,300 SH DEFINED 21 0 103,300 0
FORTUNE BRANDS INC COM 349631101 1,300 40,300 SH DEFINED 03 0 40,300 0
FOSTER WHEELER CORP COM 350244109 168 13,900 SH DEFINED 03 0 13,900 0
FOUNDATION HEALTH SYS INC COM 350404109 132 13,940 SH DEFINED 03 0 13,940 0
FOX ENTMT GROUP INC CL 35138T107 361 17,100 SH DEFINED 03 0 17,100 0
A
FRANKLIN RES INC COM 354613101 1,830 59,500 SH DEFINED 03 0 59,500 0
141 4,600 SH DEFINED 21 0 4,600 0
FREEPORT-MCMORAN COPPER & GOLD CL 35671D857 607 39,000 SH DEFINED 03 0 39,000 0
B
FRIEDE GOLDMAN INTERNATIONAL COM 358430106 239 23,600 SH DEFINED 03 0 23,600 0
FURNITURE BRANDS INTL INC COM 360921100 219 11,100 SH DEFINED 03 0 11,100 0
GPU INC COM 36225X100 1,706 52,300 SH DEFINED 02 0 52,300 0
1,328 40,700 SH DEFINED 03 0 40,700 0
13,872 425,200 SH DEFINED 04 0 425,200 0
GTE CORP COM 362320103 7,034 91,500 SH DEFINED 01 0 91,500 0
158,539 2,062,300 SH DEFINED 02 0 2,062,300 0
50,369 655,200 SH DEFINED 03 0 655,200 0
54,305 706,400 SH DEFINED 04 0 706,400 0
10,856 145,300 SH DEFINED 21 0 145,300 0
GALILEO INTERNATIONAL INC COM 363547100 4,448 110,500 SH DEFINED 01 0 110,500 0
49,359 1,226,300 SH DEFINED 02 0 1,226,300 0
20,544 510,400 SH DEFINED 03 0 510,400 0
GANNETT INC COM 364730101 5,307 76,700 SH DEFINED 03 0 76,700 0
GAP INC DEL COM 364760108 10,581 330,650 SH DEFINED 03 0 330,650 0
GARTNER GROUP INC NEW CL 366651206 192 11,500 SH DEFINED 03 0 11,500 0
B
GATEWAY INC COM 367626108 3,804 85,600 SH DEFINED 03 0 85,600 0
GENENTECH INC COM 368710406 688 4,700 SH DEFINED 02 0 4,700 0
NEW
9,627 65,800 SH DEFINED 03 0 65,800 0
GENERAL DYNAMICS CORP COM 369550108 799 12,800 SH DEFINED 02 0 12,800 0
11,035 176,740 SH DEFINED 03 0 176,740 0
GENERAL ELEC CO COM 369604103 47,259 398,600 SH DEFINED 02 0 398,600 0
116,772 984,900 SH DEFINED 03 0 984,900 0
3,535 31,400 SH DEFINED 21 0 31,400 0
GENERAL INSTR CORP DEL COM 370120107 1,954 40,600 SH DEFINED 03 0 40,600 0
GENERAL MLS INC COM 370334104 41,942 517,000 SH DEFINED 02 0 517,000 0
2,929 36,100 SH DEFINED 03 0 36,100 0
GENERAL MTRS CORP COM 370442105 7,499 119,150 SH DEFINED 01 0 119,150 0
45,057 715,900 SH DEFINED 02 0 715,900 0
31,160 495,100 SH DEFINED 03 0 495,100 0
GENERAL MTRS CORP CL H 370442832 1,580 27,600 SH DEFINED 03 0 27,600 0
NEW
GENTEX CORP COM 371901109 434 21,000 SH DEFINED 01 0 21,000 0
591 28,600 SH DEFINED 02 0 28,600 0
9,215 446,100 SH DEFINED 03 0 446,100 0
GENESYS TELECOMMUNICATION LABS COM 371931106 503 11,000 SH DEFINED 03 0 11,000 0
GENESIS MICROCHIP INC COM 371933102 1,663 94,000 SH DEFINED 21 0 94,000 0
GENUINE PARTS CO COM 372460105 1,125 42,350 SH DEFINED 03 0 42,350 0
GENZYME CORP COM GENL 372917104 455 10,100 SH DEFINED 02 0 10,100 0
DIV
5,322 118,100 SH DEFINED 03 0 118,100 0
GEORGIA PAC CORP COM GA PAC 373298108 1,677 41,400 SH DEFINED 03 0 41,400 0
GRP
GEORGIA PAC CORP COM-TIMBER 373298702 222 9,700 SH DEFINED 03 0 9,700 0
GRP
GILEAD SCIENCES INC COM 375558103 988 15,387 SH DEFINED 03 0 15,387 0
GILLETTE CO COM 375766102 9,234 272,100 SH DEFINED 03 0 272,100 0
GLOBAL MARINE INC COM 379352404 325 19,800 SH DEFINED 03 0 19,800 0
GLOBAL TELESYSTEMS GROUP COM 37936U104 2,508 131,600 SH DEFINED 21 0 131,600 0
GOLDEN ST BANCORP INC COM 381197102 355 19,800 SH DEFINED 03 0 19,800 0
GOLDEN WEST FINL CORP DEL COM 381317106 1,317 13,400 SH DEFINED 03 0 13,400 0
GOODRICH B F CO COM 382388106 748 25,800 SH DEFINED 03 0 25,800 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,766 36,700 SH DEFINED 03 0 36,700 0
GRACE W R & CO DEL NEW COM 38388F108 390 24,300 SH DEFINED 03 0 24,300 0
GRAINGER W W INC COM 384802104 1,077 22,400 SH DEFINED 03 0 22,400 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 327 10,800 SH DEFINED 03 0 10,800 0
GREAT LAKES CHEM CORP COM 390568103 529 13,900 SH DEFINED 03 0 13,900 0
GREENPOINT FINL CORP COM 395384100 329 12,400 SH DEFINED 03 0 12,400 0
GREY WOLF INC COM 397888108 53 17,600 SH DEFINED 03 0 17,600 0
GRUPO TELEVISA SA DE CV SP ADR REP 40049J206 829 20,750 SH DEFINED 21 0 20,750 0
ORD
GUIDANT CORP COM 401698105 504 9,400 SH DEFINED 02 0 9,400 0
10,387 193,700 SH DEFINED 03 0 193,700 0
GULF ISLAND FABRICATION INC COM 402307102 299 22,700 SH DEFINED 03 0 22,700 0
HCC INS HLDGS INC COM 404132102 239 14,200 SH DEFINED 01 0 14,200 0
3,114 185,200 SH DEFINED 03 0 185,200 0
HCR MANOR CARE INC COM 404134108 448 26,050 SH DEFINED 03 0 26,050 0
HNC SOFTWARE INC COM 40425P107 206 5,200 SH DEFINED 03 0 5,200 0
HSB GROUP INC COM 40428N109 225 6,400 SH DEFINED 03 0 6,400 0
HALLIBURTON CO COM 406216101 29,692 724,200 SH DEFINED 02 0 724,200 0
12,759 311,200 SH DEFINED 03 0 311,200 0
681 16,600 SH DEFINED 21 0 16,600 0
HANGER ORTHOPEDIC GROUP INC COM 41043F208 827 57,000 SH DEFINED 03 0 57,000 0
NEW
HANNA M A CO COM 410522106 125 11,000 SH DEFINED 03 0 11,000 0
HANNAFORD BROS CO COM 410550107 338 4,800 SH DEFINED 03 0 4,800 0
HANOVER DIRECT INC COM 410783104 32 12,600 SH DEFINED 03 0 12,600 0
HARCOURT GEN INC COM 41163G101 695 16,700 SH DEFINED 03 0 16,700 0
HARKEN ENERGY CORP COM 412552101 16 14,300 SH DEFINED 03 0 14,300 0
HARLEY DAVIDSON INC COM 412822108 1,552 31,000 SH DEFINED 03 0 31,000 0
HARMAN INTL INDS INC COM 413086109 252 6,000 SH DEFINED 01 0 6,000 0
3,248 77,220 SH DEFINED 03 0 77,220 0
HARMONIC INC COM 413160102 458 3,500 SH DEFINED 03 0 3,500 0
HARMONY GOLD MNG LTD SPONSORED 413216300 89 14,800 SH DEFINED 21 0 14,800 0
ADR
HARRAHS ENTMT INC COM 413619107 826 29,750 SH DEFINED 03 0 29,750 0
HARRIS CORP DEL COM 413875105 514 18,600 SH DEFINED 03 0 18,600 0
HARSCO CORP COM 415864107 251 9,100 SH DEFINED 03 0 9,100 0
HARTE-HANKS INC COM 416196103 207 8,200 SH DEFINED 03 0 8,200 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,492 109,900 SH DEFINED 01 0 109,900 0
16,808 411,200 SH DEFINED 03 0 411,200 0
65 1,600 SH DEFINED 21 0 1,600 0
HASBRO INC COM 418056107 4,899 227,850 SH DEFINED 01 0 227,850 0
15,941 743,600 SH DEFINED 03 0 743,600 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 250 7,100 SH DEFINED 03 0 7,100 0
HEALTHSOUTH CORP COM 421924101 2,071 338,100 SH DEFINED 01 0 338,100 0
28,155 4,644,200 SH DEFINED 02 0 4,644,200 0
12,502 2,062,200 SH DEFINED 03 0 2,062,200 0
HEALTH MGMT ASSOC INC NEW CL 421933102 212 28,725 SH DEFINED 03 0 28,725 0
A
HEILIG MEYERS CO COM 422893107 63 13,250 SH DEFINED 03 0 13,250 0
HEINZ H J CO COM 423074103 31,728 737,850 SH DEFINED 02 0 737,850 0
4,094 95,200 SH DEFINED 03 0 95,200 0
HELLENIC TELECOM ORGANIZATN SA SPONSORED 423325307 408 36,500 SH DEFINED 21 0 36,500 0
ADR
HELLER FINANCIAL INC CL 423328103 1,752 77,856 SH DEFINED 03 0 77,856 0
A
HELMERICH & PAYNE INC COM 423452101 428 16,900 SH DEFINED 03 0 16,900 0
HERCULES INC COM 427056106 1,005 35,100 SH DEFINED 03 0 35,100 0
HERSHEY FOODS CORP COM 427866108 1,641 33,700 SH DEFINED 03 0 33,700 0
HEWLETT PACKARD CO COM 428236103 23,846 259,200 SH DEFINED 03 0 259,200 0
HEXCEL CORP NEW SUB NT CV 428291AA6 1,900 2,500,000 SH DEFINED 05 0 2,500,000 0
7%03
HI / FN INC COM 428358105 3,186 28,900 SH DEFINED 03 0 28,900 0
HIBERNIA CORP CL 428656102 212 18,200 SH DEFINED 03 0 18,200 0
A
107 9,200 SH DEFINED 21 0 9,200 0
HILLENBRAND INDS INC COM 431573104 485 18,400 SH DEFINED 03 0 18,400 0
HILTON HOTELS CORP COM 432848109 606 61,400 SH DEFINED 03 0 61,400 0
HISPANIC BROADCASTING CORP CL 43357B104 426 5,600 SH DEFINED 03 0 5,600 0
A
HOLLINGER INTL INC CL 435569108 1,564 131,744 SH DEFINED 03 0 131,744 0
A
HOLLYWOOD ENTMT CORP COM 436141105 297 19,800 SH DEFINED 03 0 19,800 0
HOME DEPOT INC COM 437076102 336 4,900 SH DEFINED 01 0 4,900 0
1,091 15,900 SH DEFINED 02 0 15,900 0
46,102 671,800 SH DEFINED 03 0 671,800 0
HOME DEPOT INC SB NT CV 437076AE2 59,201 19,810,000 SH DEFINED 02 0 19,810,0000
3.25%01
HOMESTAKE MNG CO COM 437614100 562 61,200 SH DEFINED 03 0 61,200 0
HON INDS INC COM 438092108 1,840 95,600 SH DEFINED 03 0 95,600 0
HONEYWELL INC COM 438506107 3,306 29,700 SH DEFINED 03 0 29,700 0
HOOPER HOLMES INC COM 439104100 2,514 98,100 SH DEFINED 03 0 98,100 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 235 9,100 SH DEFINED 03 0 9,100 0
HORMEL FOODS CORP COM 440452100 347 8,400 SH DEFINED 03 0 8,400 0
HOUSEHOLD INTL INC COM 441815107 5,086 126,759 SH DEFINED 03 0 126,759 0
HUBBELL INC CL 443510201 235 7,380 SH DEFINED 03 0 7,380 0
B
HUDSON UNITED BANCORP COM 444165104 265 8,609 SH DEFINED 03 0 8,609 0
HUGHES SUPPLY INC COM 444482103 1,444 66,400 SH DEFINED 03 0 66,400 0
HUMANA INC COM 444859102 271 39,400 SH DEFINED 03 0 39,400 0
HUNTINGTON BANCSHARES INC COM 446150104 1,449 54,560 SH DEFINED 03 0 54,560 0
HYPERION 1999 TERM TR INC COM 448913103 2,138 300,000 SH DEFINED 02 0 300,000 0
IDT CORP COM 448947101 526 25,100 SH DEFINED 03 0 25,100 0
HYPERION TELECOMMUNICATIONS CL 44914K306 1,990 80,200 SH DEFINED 03 0 80,200 0
A
IBP INC COM 449223106 259 10,500 SH DEFINED 03 0 10,500 0
ICG COMMUNICATIONS INC COM 449246107 76 4,900 SH DEFINED 03 0 4,900 0
1,546 101,900 SH DEFINED 21 0 101,900 0
IDEC PHARMACEUTICALS CORP COM 449370105 207 2,200 SH DEFINED 03 0 2,200 0
IMC GLOBAL INC COM 449669100 189 13,000 SH DEFINED 03 0 13,000 0
IMS HEALTH INC COM 449934108 1,711 75,000 SH DEFINED 03 0 75,000 0
ISS GROUP INC COM 450306105 341 12,500 SH DEFINED 03 0 12,500 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 232 11,900 SH DEFINED 01 0 11,900 0
2,770 142,075 SH DEFINED 03 0 142,075 0
IXC COMMUNICATIONS INC COM 450713102 986 25,000 SH DEFINED 02 0 25,000 0
3,928 99,600 SH DEFINED 03 0 99,600 0
8,085 205,000 SH DEFINED 04 0 205,000 0
ITT INDS INC IND COM 450911102 659 20,700 SH DEFINED 03 0 20,700 0
ICON PUB LTD CO SPONSORED 45103T107 2,289 145,330 SH DEFINED 21 0 145,330 0
ADR
IDACORP INC COM 451107106 250 8,300 SH DEFINED 03 0 8,300 0
IKON OFFICE SOLUTIONS INC COM 451713101 372 34,800 SH DEFINED 03 0 34,800 0
ILLINOIS TOOL WKS INC COM 452308109 4,392 58,900 SH DEFINED 03 0 58,900 0
ILLINOVA CORP COM 452317100 225 8,000 SH DEFINED 03 0 8,000 0
IMATION CORP COM 45245A107 264 8,500 SH DEFINED 03 0 8,500 0
INCO LTD COM 453258402 911 42,600 SH DEFINED 03 0 42,600 0
INCOME OPPORTUNITIES FD 1999 COM 45333P107 9,813 1,000,000 SH DEFINED 02 0 1,000,000 0
INCOME OPPORTUNITIES FD 2000 COM 45333Q105 1,973 205,000 SH DEFINED 02 0 205,000 0
INFORMATICA CORP COM 45666Q102 457 9,000 SH DEFINED 03 0 9,000 0
INFORMIX CORP COM 456779107 331 41,700 SH DEFINED 03 0 41,700 0
INGERSOLL-RAND CO COM 456866102 5,301 96,500 SH DEFINED 01 0 96,500 0
40,253 732,700 SH DEFINED 02 0 732,700 0
21,118 384,400 SH DEFINED 03 0 384,400 0
INKTOMI CORP COM 457277101 228 1,900 SH DEFINED 01 0 1,900 0
468 3,900 SH DEFINED 02 0 3,900 0
6,098 50,800 SH DEFINED 03 0 50,800 0
INSIGHT ENTERPRISES INC COM 45765U103 925 28,475 SH DEFINED 03 0 28,475 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 348 18,800 SH DEFINED 03 0 18,800 0
INTEGRATED HEALTH SVCS INC COM 45812C106 18 11,400 SH DEFINED 03 0 11,400 0
INTEL CORP COM 458140100 26,916 362,200 SH DEFINED 02 0 362,200 0
67,052 902,300 SH DEFINED 03 0 902,300 0
1,608 22,800 SH DEFINED 21 0 22,800 0
INTERFACE INC CL 458665106 52 10,200 SH DEFINED 03 0 10,200 0
A
INTERIM SVCS INC COM 45868P100 1,382 84,420 SH DEFINED 03 0 84,420 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 37 1,681 SH DEFINED 02 0 1,681 0
107 4,900 SH DEFINED 03 0 4,900 0
338 15,548 SH DEFINED 04 0 15,548 0
2,228 105,500 SH DEFINED 21 0 105,500 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,858 98,000 SH DEFINED 01 0 98,000 0
122,492 1,009,200 SH DEFINED 02 0 1,009,200 0
96,639 796,200 SH DEFINED 03 0 796,200 0
1,731 15,100 SH DEFINED 21 0 15,100 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 863 25,000 SH DEFINED 03 0 25,000 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 203 11,300 SH DEFINED 03 0 11,300 0
INTL PAPER CO COM 460146103 5,217 108,545 SH DEFINED 03 0 108,545 0
3,140 67,500 SH DEFINED 21 0 67,500 0
INTERNET CAP GROUP INC COM 46059C106 2,970 33,800 SH DEFINED 03 0 33,800 0
INTERPUBLIC GROUP COS INC COM 460690100 2,694 65,500 SH DEFINED 03 0 65,500 0
INTUIT COM 461202103 614 7,000 SH DEFINED 03 0 7,000 0
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 400 17,400 SH DEFINED 03 0 17,400 0
IOMEGA CORP COM 462030107 97 28,600 SH DEFINED 03 0 28,600 0
IVAX CORP COM 465823102 205 12,400 SH DEFINED 03 0 12,400 0
J & J SNACK FOODS CORP COM 466032109 1,242 62,900 SH DEFINED 03 0 62,900 0
JDS UNIPHASE CORP COM 46612J101 341 3,000 SH DEFINED 01 0 3,000 0
444 3,900 SH DEFINED 02 0 3,900 0
4,860 42,700 SH DEFINED 03 0 42,700 0
5,916 51,976 SH DEFINED 21 0 51,976 0
JABIL CIRCUIT INC COM 466313103 866 17,500 SH DEFINED 03 0 17,500 0
JEFFERIES GROUP INC NEW COM 472319102 1,879 90,000 SH DEFINED 03 0 90,000 0
JEFFERSON PILOT CORP COM 475070108 1,576 24,937 SH DEFINED 03 0 24,937 0
JOHNSON & JOHNSON COM 478160104 39,947 434,800 SH DEFINED 02 0 434,800 0
44,247 481,600 SH DEFINED 03 0 481,600 0
1,052 12,000 SH DEFINED 21 0 12,000 0
JOHNSON CTLS INC COM 478366107 5,431 81,900 SH DEFINED 01 0 81,900 0
43,415 654,700 SH DEFINED 02 0 654,700 0
23,886 360,200 SH DEFINED 03 0 360,200 0
JONES APPAREL GROUP INC COM 480074103 403 14,003 SH DEFINED 03 0 14,003 0
JONES PHARMA INC COM 480236108 267 8,100 SH DEFINED 03 0 8,100 0
JOSTENS INC COM 481088102 230 12,052 SH DEFINED 03 0 12,052 0
JUNIPER NETWORKS COM 48203R104 311 1,700 SH DEFINED 02 0 1,700 0
3,953 21,600 SH DEFINED 03 0 21,600 0
KLA-TENCORP CORP COM 482480100 1,346 20,700 SH DEFINED 03 0 20,700 0
K MART CORP COM 482584109 3,052 261,100 SH DEFINED 01 0 261,100 0
28,532 2,441,200 SH DEFINED 02 0 2,441,200 0
14,634 1,252,100 SH DEFINED 03 0 1,252,100 0
KANSAS CITY SOUTHN INDS INC COM 485170104 1,198 25,800 SH DEFINED 03 0 25,800 0
169 3,650 SH DEFINED 21 0 3,650 0
KAUFMAN & BROAD HOME CORP COM 486168107 338 16,400 SH DEFINED 03 0 16,400 0
KEEBLER FOODS CO COM 487256109 299 10,000 SH DEFINED 01 0 10,000 0
553 18,500 SH DEFINED 02 0 18,500 0
5,820 194,800 SH DEFINED 03 0 194,800 0
KELLOGG CO COM 487836108 3,572 95,400 SH DEFINED 03 0 95,400 0
KEMET CORP COM 488360108 269 8,400 SH DEFINED 03 0 8,400 0
KERR MCGEE CORP COM 492386107 1,122 20,376 SH DEFINED 03 0 20,376 0
KEYCORP NEW COM 493267108 3,180 123,200 SH DEFINED 03 0 123,200 0
181 7,000 SH DEFINED 21 0 7,000 0
KEYSPAN CORP COM 49337W100 5,553 194,000 SH DEFINED 02 0 194,000 0
467 16,300 SH DEFINED 03 0 16,300 0
44,306 1,547,800 SH DEFINED 04 0 1,547,800 0
KEYSTONE FINANCIAL INC COM 493482103 133 5,600 SH DEFINED 03 0 5,600 0
84 3,520 SH DEFINED 21 0 3,520 0
KIMBERLY CLARK CORP COM 494368103 4,916 93,200 SH DEFINED 01 0 93,200 0
118,724 2,261,400 SH DEFINED 02 0 2,261,400 0
32,831 625,344 SH DEFINED 03 0 625,344 0
KING WORLD PRODTNS INC COM 495667107 5,490 146,400 SH DEFINED 01 0 146,400 0
51,034 1,360,900 SH DEFINED 02 0 1,360,900 0
20,115 536,400 SH DEFINED 03 0 536,400 0
KNIGHT RIDDER INC COM 499040103 1,015 18,500 SH DEFINED 03 0 18,500 0
KNIGHT/TRIMARK GROUP INC CL 499067106 255 8,600 SH DEFINED 02 0 8,600 0
A
2,773 93,600 SH DEFINED 03 0 93,600 0
KOHLS CORP COM 500255104 2,533 38,300 SH DEFINED 03 0 38,300 0
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR 500472204 6,867 67,988 SH DEFINED 01 0 67,988 0
NEW
53,357 528,284 SH DEFINED 02 0 528,284 0
24,560 243,168 SH DEFINED 03 0 243,168 0
KROGER CO COM 501044101 6,411 290,600 SH DEFINED 03 0 290,600 0
LAN CHILE S A SPONSORED 501723100 229 29,100 SH DEFINED 21 0 29,100 0
ADR
LG&E ENERGY CORP COM 501917108 315 14,800 SH DEFINED 03 0 14,800 0
LTV CORP NEW COM 501921100 3,689 678,400 SH DEFINED 01 0 678,400 0
13,696 2,518,800 SH DEFINED 03 0 2,518,800 0
LSI LOGIC CORP COM 502161102 1,926 37,400 SH DEFINED 03 0 37,400 0
LSI LOGIC CORP SUB NT CV 502161AB8 21,173 11,895,000 SH DEFINED 02 0 11,895,0000
144A04
LA Z BOY INC COM 505336107 217 11,400 SH DEFINED 03 0 11,400 0
LAIDLAW INC COM 50730K503 524 77,700 SH DEFINED 03 0 77,700 0
LAM RESH CORP COM 512807108 250 4,100 SH DEFINED 03 0 4,100 0
LANDS END INC COM 515086106 317 4,800 SH DEFINED 03 0 4,800 0
LATTICE SEMICONDUCTOR CORP COM 518415104 297 10,000 SH DEFINED 03 0 10,000 0
LEAR CORP COM 521865105 267 7,600 SH DEFINED 03 0 7,600 0
LEE ENTERPRISES INC COM 523768109 266 9,700 SH DEFINED 03 0 9,700 0
LEGATO SYS INC COM 524651106 2,254 51,700 SH DEFINED 03 0 51,700 0
LEGGETT & PLATT INC COM 524660107 441 22,400 SH DEFINED 03 0 22,400 0
LEGG MASON INC COM 524901105 211 5,500 SH DEFINED 03 0 5,500 0
LEHMAN BROS HLDGS INC COM 524908100 1,627 27,900 SH DEFINED 03 0 27,900 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 585 11,200 SH DEFINED 03 0 11,200 0
LEXMARK INTL GROUP INC CL 529771107 1,594 19,800 SH DEFINED 01 0 19,800 0
A
87,447 1,086,300 SH DEFINED 02 0 1,086,300 0
63,482 788,600 SH DEFINED 03 0 788,600 0
LIBERATE TECHNOLOGIES COM 530129105 2,822 67,000 SH DEFINED 03 0 67,000 0
LILLY ELI & CO COM 532457108 18,323 286,300 SH DEFINED 03 0 286,300 0
737 12,000 SH DEFINED 21 0 12,000 0
LIMITED INC COM 532716107 2,586 67,618 SH DEFINED 03 0 67,618 0
LINCOLN NATL CORP IND COM 534187109 4,519 120,300 SH DEFINED 01 0 120,300 0
52,565 1,399,400 SH DEFINED 02 0 1,399,400 0
23,195 617,500 SH DEFINED 03 0 617,500 0
LINEAR TECHNOLOGY CORP COM 535678106 3,609 61,400 SH DEFINED 03 0 61,400 0
LINENS N THINGS INC COM 535679104 2,643 78,300 SH DEFINED 03 0 78,300 0
LITTON INDS INC COM 538021106 285 5,200 SH DEFINED 03 0 5,200 0
LIZ CLAIBORNE INC COM 539320101 37,653 1,214,600 SH DEFINED 02 0 1,214,600 0
471 15,200 SH DEFINED 03 0 15,200 0
LOCKHEED MARTIN CORP COM 539830109 27,359 837,000 SH DEFINED 02 0 837,000 0
3,020 92,376 SH DEFINED 03 0 92,376 0
LOEWS CORP COM 540424108 3,453 49,200 SH DEFINED 01 0 49,200 0
39,066 556,600 SH DEFINED 02 0 556,600 0
23,022 328,000 SH DEFINED 03 0 328,000 0
LONE STAR INDS INC COM 542290408 469 9,400 SH DEFINED 01 0 9,400 0
NEW
5,835 117,000 SH DEFINED 03 0 117,000 0
LONGS DRUG STORES CORP COM 543162101 275 9,200 SH DEFINED 03 0 9,200 0
LONGVIEW FIBRE CO COM 543213102 142 11,400 SH DEFINED 03 0 11,400 0
LOUISIANA PAC CORP COM 546347105 400 25,600 SH DEFINED 03 0 25,600 0
LOWES COS INC COM 548661107 7,451 152,848 SH DEFINED 03 0 152,848 0
LUCENT TECHNOLOGIES INC COM 549463107 558 8,600 SH DEFINED 02 0 8,600 0
66,324 1,022,332 SH DEFINED 03 0 1,022,332 0
3,359 53,600 SH DEFINED 21 0 53,600 0
LYONDELL CHEMICAL CO COM 552078107 171 12,800 SH DEFINED 03 0 12,800 0
MBIA INC COM 55262C100 3,436 73,700 SH DEFINED 01 0 73,700 0
31,593 677,600 SH DEFINED 02 0 677,600 0
15,260 327,300 SH DEFINED 03 0 327,300 0
151 3,240 SH DEFINED 21 0 3,240 0
MBNA CORP COM 55262L100 972 42,630 SH DEFINED 02 0 42,630 0
17,158 752,132 SH DEFINED 03 0 752,132 0
MCN ENERGY GROUP INC COM 55267J100 3,040 176,900 SH DEFINED 02 0 176,900 0
168 9,800 SH DEFINED 03 0 9,800 0
24,943 1,451,200 SH DEFINED 04 0 1,451,200 0
MCI WORLDCOM INC COM 55268B106 352 4,900 SH DEFINED 01 0 4,900 0
44,121 613,859 SH DEFINED 02 0 613,859 0
61,105 850,153 SH DEFINED 03 0 850,153 0
40,839 568,200 SH DEFINED 04 0 568,200 0
6,618 95,500 SH DEFINED 21 0 95,500 0
MGIC INVT CORP WIS COM 552848103 1,561 32,700 SH DEFINED 03 0 32,700 0
MGI PPTYS INC COM 552885105 174 19,300 SH DEFINED 03 0 19,300 0
MMC NETWORKS INC COM 55308N102 234 7,500 SH DEFINED 01 0 7,500 0
499 16,000 SH DEFINED 02 0 16,000 0
8,963 287,400 SH DEFINED 03 0 287,400 0
MACROMEDIA INC COM 556100105 2,849 69,700 SH DEFINED 03 0 69,700 0
MACRONIX INTL LTD SPONSORED 556103109 653 55,000 SH DEFINED 21 0 55,000 0
ADR
MAKER COMMUNICATIONS INC COM 560875106 1,008 42,900 SH DEFINED 03 0 42,900 0
MALLINCKRODT INC NEW COM 561232109 507 16,800 SH DEFINED 03 0 16,800 0
MANDALAY RESORT GROUP MANDALAY 562567107 203 10,300 SH DEFINED 03 0 10,300 0
MANPOWER INC COM 56418H100 262 9,000 SH DEFINED 03 0 9,000 0
MARIMBA INC COM 56781Q109 565 18,900 SH DEFINED 03 0 18,900 0
MARK IV INDS INC COM 570387100 214 10,850 SH DEFINED 03 0 10,850 0
MARSH & MCLENNAN COS INC COM 571748102 517 7,550 SH DEFINED 01 0 7,550 0
78,826 1,150,750 SH DEFINED 02 0 1,150,750 0
24,410 356,350 SH DEFINED 03 0 356,350 0
204 2,980 SH DEFINED 21 0 2,980 0
MARSHALL & ILSLEY CORP COM 571834100 679 11,900 SH DEFINED 03 0 11,900 0
MARRIOTT INTL INC NEW CL 571903202 1,919 58,700 SH DEFINED 03 0 58,700 0
A
MARTIN MARIETTA MATLS INC COM 573284106 2,776 69,500 SH DEFINED 03 0 69,500 0
MASCO CORP COM 574599106 3,971 128,100 SH DEFINED 03 0 128,100 0
MASTECH CORP COM 57632N105 435 32,200 SH DEFINED 01 0 32,200 0
547 40,500 SH DEFINED 02 0 40,500 0
10,801 800,100 SH DEFINED 03 0 800,100 0
MATTEL INC COM 577081102 3,517 185,125 SH DEFINED 03 0 185,125 0
MAXIM INTEGRATED PRODS INC COM 57772K101 972 15,400 SH DEFINED 03 0 15,400 0
MAY DEPT STORES CO COM 577778103 3,192 87,600 SH DEFINED 03 0 87,600 0
MAYTAG CORP COM 578592107 943 28,300 SH DEFINED 03 0 28,300 0
MCCORMICK & CO INC COM NON 579780206 268 8,100 SH DEFINED 03 0 8,100 0
VTG
MCDERMOTT INTL INC COM 580037109 281 13,900 SH DEFINED 03 0 13,900 0
MCDONALDS CORP COM 580135101 15,226 354,100 SH DEFINED 03 0 354,100 0
MCGRAW HILL COS INC COM 580645109 4,804 99,300 SH DEFINED 01 0 99,300 0
2,240 46,300 SH DEFINED 03 0 46,300 0
MCKESSON HBOC INC COM 58155Q103 2,417 83,356 SH DEFINED 03 0 83,356 0
MCLEODUSA INC COM 582266102 349 8,200 SH DEFINED 01 0 8,200 0
1,175 27,600 SH DEFINED 02 0 27,600 0
12,462 292,800 SH DEFINED 03 0 292,800 0
560 14,000 SH DEFINED 21 0 14,000 0
MEAD CORP COM 582834107 825 24,000 SH DEFINED 03 0 24,000 0
1,561 47,800 SH DEFINED 21 0 47,800 0
MEDE AMER CORP COM 584067102 2,525 109,800 SH DEFINED 03 0 109,800 0
MEDIAONE GROUP INC COM 58440J104 9,857 144,300 SH DEFINED 03 0 144,300 0
MEDICIS PHARMACEUTICAL CORP CL A 584690309 312 10,950 SH DEFINED 01 0 10,950 0
NEW
3,769 132,250 SH DEFINED 03 0 132,250 0
MEDIMMUNE INC COM 584699102 209 2,100 SH DEFINED 01 0 2,100 0
3,926 39,400 SH DEFINED 03 0 39,400 0
MEDQUIST INC COM 584949101 2,759 82,500 SH DEFINED 03 0 82,500 0
MEDTRONIC INC COM 585055106 11,275 317,600 SH DEFINED 03 0 317,600 0
MELLON BK CORP COM 585509102 28,789 853,000 SH DEFINED 02 0 853,000 0
5,117 151,600 SH DEFINED 03 0 151,600 0
1,456 44,820 SH DEFINED 21 0 44,820 0
MENTOR GRAPHICS CORP COM 587200106 125 14,600 SH DEFINED 03 0 14,600 0
MERCANTILE BANKSHARES CORP COM 587405101 246 7,950 SH DEFINED 03 0 7,950 0
MERCK & CO INC COM 589331107 1,225 18,900 SH DEFINED 01 0 18,900 0
83,089 1,281,990 SH DEFINED 02 0 1,281,990 0
60,561 934,400 SH DEFINED 03 0 934,400 0
MERCURY INTERACTIVE CORP COM 589405109 1,453 22,500 SH DEFINED 03 0 22,500 0
MEREDITH CORP COM 589433101 447 12,300 SH DEFINED 03 0 12,300 0
MERRILL LYNCH & CO INC COM 590188108 13,135 195,500 SH DEFINED 02 0 195,500 0
6,188 92,100 SH DEFINED 03 0 92,100 0
METAMOR WORLDWIDE INC COM 59133P100 1,756 98,950 SH DEFINED 03 0 98,950 0
METRIS COS INC COM 591598107 882 29,964 SH DEFINED 03 0 29,964 0
METROMEDIA FIBER NETWORK INC CL 591689104 363 14,807 SH DEFINED 03 0 14,807 0
A
MICREL INC COM 594793101 278 6,400 SH DEFINED 01 0 6,400 0
4,138 95,400 SH DEFINED 03 0 95,400 0
MICROSOFT CORP COM 594918104 1,956 21,600 SH DEFINED 02 0 21,600 0
149,501 1,650,800 SH DEFINED 03 0 1,650,800 0
2,404 28,000 SH DEFINED 21 0 28,000 0
MICROSTRATEGY INC CL 594972101 224 4,000 SH DEFINED 03 0 4,000 0
A
MICROCHIP TECHNOLOGY INC COM 595017104 298 5,800 SH DEFINED 03 0 5,800 0
MICROMUSE INC COM 595094103 1,086 16,900 SH DEFINED 03 0 16,900 0
MICRON TECHNOLOGY INC COM 595112103 7,408 111,300 SH DEFINED 03 0 111,300 0
MILACRON INC COM 598709103 233 13,100 SH DEFINED 03 0 13,100 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 514 7,900 SH DEFINED 03 0 7,900 0
MILLER HERMAN INC COM 600544100 674 28,200 SH DEFINED 03 0 28,200 0
MILLIPORE CORP COM 601073109 391 10,400 SH DEFINED 03 0 10,400 0
MINDSPRING ENTERPRISES INC COM 602683104 305 11,000 SH DEFINED 03 0 11,000 0
MINERALS TECHNOLOGIES INC COM 603158106 219 4,500 SH DEFINED 03 0 4,500 0
MINIMED INC COM 60365K108 2,220 22,600 SH DEFINED 03 0 22,600 0
MINNESOTA MNG & MFG CO COM 604059105 10,039 104,500 SH DEFINED 03 0 104,500 0
MIPS TECHNOLOGIES INC CL 604567107 207 6,500 SH DEFINED 01 0 6,500 0
A
394 12,400 SH DEFINED 02 0 12,400 0
5,230 164,400 SH DEFINED 03 0 164,400 0
MIRAGE RESORTS INC COM 60462E104 651 46,300 SH DEFINED 03 0 46,300 0
MOBIUS MGMT SYSTEMS INC COM 606925105 88 20,000 SH DEFINED 03 0 20,000 0
MOBIL CORP COM 607059102 84,922 842,900 SH DEFINED 02 0 842,900 0
22,971 228,000 SH DEFINED 03 0 228,000 0
MODEM MEDIA POPPE TYSON INC CL 607533106 907 24,500 SH DEFINED 03 0 24,500 0
A
MODIS PROFESSIONAL SVCS INC COM 607830106 144 10,900 SH DEFINED 03 0 10,900 0
MOHAWK INDS INC COM 608190104 249 12,500 SH DEFINED 03 0 12,500 0
MOLEX INC COM 608554101 643 17,668 SH DEFINED 03 0 17,668 0
MONDAVI ROBERT CORP CL 609200100 259 6,900 SH DEFINED 01 0 6,900 0
A
3,321 88,400 SH DEFINED 03 0 88,400 0
MONSANTO CO COM 611662107 5,685 159,300 SH DEFINED 03 0 159,300 0
MONSANTO CO ADJ CONVR 611662305 37,141 1,031,700 SH DEFINED 02 0 1,031,700 0
RATE
1,620 45,000 SH DEFINED 03 0 45,000 0
MONTANA POWER CO COM 612085100 3,488 114,600 SH DEFINED 03 0 114,600 0
883 29,000 SH DEFINED 21 0 29,000 0
MORGAN J P & CO INC COM 616880100 5,221 45,700 SH DEFINED 03 0 45,700 0
MORGAN STANLEY DEAN WITTER&CO COM 617446448 5,984 67,100 SH DEFINED 01 0 67,100 0
NEW
32,536 364,800 SH DEFINED 02 0 364,800 0
46,792 524,647 SH DEFINED 03 0 524,647 0
175 1,960 SH DEFINED 21 0 1,960 0
MOTOROLA INC COM 620076109 101,473 1,153,100 SH DEFINED 02 0 1,153,100 0
15,558 176,800 SH DEFINED 03 0 176,800 0
5,137 60,450 SH DEFINED 21 0 60,450 0
MUELLER INDS INC COM 624756102 1,915 64,500 SH DEFINED 03 0 64,500 0
MURPHY OIL CORP COM 626717102 276 5,100 SH DEFINED 03 0 5,100 0
MUTUAL RISK MGMT LTD COM 628351108 1,409 115,000 SH DEFINED 03 0 115,000 0
MYLAN LABS INC COM 628530107 270 14,700 SH DEFINED 03 0 14,700 0
NBTY INC COM 628782104 98 12,900 SH DEFINED 03 0 12,900 0
NCL HOLDINGS ASA SPONSORED 628853103 562 52,000 SH DEFINED 21 0 52,000 0
ADR
NCR CORP NEW COM 62886E108 377 11,400 SH DEFINED 03 0 11,400 0
NABISCO GROUP HLDG CORP COM 62952P102 1,335 89,000 SH DEFINED 01 0 89,000 0
28,782 1,918,800 SH DEFINED 02 0 1,918,800 0
9,717 647,800 SH DEFINED 03 0 647,800 0
NABORS INDS INC COM 629568106 335 13,400 SH DEFINED 01 0 13,400 0
783 31,300 SH DEFINED 02 0 31,300 0
8,675 347,000 SH DEFINED 03 0 347,000 0
NATIONAL CITY CORP COM 635405103 3,950 148,000 SH DEFINED 03 0 148,000 0
NATIONAL COMPUTER SYS INC COM 635519101 245 6,400 SH DEFINED 03 0 6,400 0
NATIONAL FUEL GAS CO N J COM 636180101 2,109 44,700 SH DEFINED 02 0 44,700 0
208 4,400 SH DEFINED 03 0 4,400 0
16,634 352,500 SH DEFINED 04 0 352,500 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,199 39,300 SH DEFINED 03 0 39,300 0
NATIONAL SVC INDS INC COM 637657107 306 9,700 SH DEFINED 03 0 9,700 0
NATIONWIDE FINL SVCS INC CL 638612101 2,370 67,000 SH DEFINED 03 0 67,000 0
A
NAVISTAR INTL CORP NEW COM 63934E108 724 15,570 SH DEFINED 03 0 15,570 0
NAVIGANT CONSULTING INC COM 63935N107 1,190 25,650 SH DEFINED 03 0 25,650 0
NEON SYS INC COM 640509105 644 23,900 SH DEFINED 03 0 23,900 0
NETBANK INC COM 640933107 580 26,200 SH DEFINED 03 0 26,200 0
NETWORKS ASSOCS INC COM 640938106 301 15,750 SH DEFINED 03 0 15,750 0
NETIQ CORP COM 64115P102 249 8,400 SH DEFINED 01 0 8,400 0
640 21,600 SH DEFINED 03 0 21,600 0
NETWORK APPLIANCE INC COM 64120L104 1,461 20,400 SH DEFINED 03 0 20,400 0
NEW CENTURY ENERGIES INC COM 64352U103 899 26,900 SH DEFINED 03 0 26,900 0
NEW ENGLAND ELEC SYS COM 644001109 348 6,700 SH DEFINED 03 0 6,700 0
NEW JERSEY RES COM 646025106 224 5,600 SH DEFINED 01 0 5,600 0
2,296 57,400 SH DEFINED 02 0 57,400 0
2,852 71,300 SH DEFINED 03 0 71,300 0
17,668 441,700 SH DEFINED 04 0 441,700 0
NEW YORK TIMES CO CL 650111107 33,131 883,500 SH DEFINED 02 0 883,500 0
A
1,609 42,900 SH DEFINED 03 0 42,900 0
NEWELL RUBBERMAID INC COM 651229106 1,889 66,144 SH DEFINED 03 0 66,144 0
NEWFIELD EXPL CO COM 651290108 257 7,800 SH DEFINED 01 0 7,800 0
3,175 96,400 SH DEFINED 03 0 96,400 0
NEWMONT MINING CORP COM 651639106 1,018 39,357 SH DEFINED 03 0 39,357 0
NEWPARK RES INC COM PAR 651718504 414 53,360 SH DEFINED 03 0 53,360 0
$.01NEW
NEWPORT NEWS SHIPBUILDING INC COM 652228107 242 7,500 SH DEFINED 03 0 7,500 0
NEWS CORP LTD SP ADR 652487802 574 21,500 SH DEFINED 01 0 21,500 0
PFD
55,977 2,097,500 SH DEFINED 02 0 2,097,500 0
20,074 752,200 SH DEFINED 03 0 752,200 0
NEXTEL COMMUNICATIONS INC CL 65332V103 420 6,200 SH DEFINED 01 0 6,200 0
A
1,146 16,900 SH DEFINED 02 0 16,900 0
19,021 280,500 SH DEFINED 03 0 280,500 0
NEXTLINK COMMUNICATIONS INC CL 65333H707 280 5,400 SH DEFINED 03 0 5,400 0
A
3,584 71,600 SH DEFINED 21 0 71,600 0
NIAGARA MOHAWK HLDGS INC COM 653520106 681 44,100 SH DEFINED 03 0 44,100 0
NICE SYS LTD SPONSORED 653656108 2,019 78,400 SH DEFINED 21 0 78,400 0
ADR
NICOR INC COM 654086107 2,852 76,700 SH DEFINED 02 0 76,700 0
417 11,200 SH DEFINED 03 0 11,200 0
23,402 629,300 SH DEFINED 04 0 629,300 0
NIKE INC CL 654106103 3,782 66,500 SH DEFINED 03 0 66,500 0
B
NIPPON TELEG & TEL CORP SPONSORED 654624105 894 14,500 SH DEFINED 02 0 14,500 0
ADR
7,649 124,000 SH DEFINED 04 0 124,000 0
NISOURCE INC COM 65473P105 3,334 150,700 SH DEFINED 01 0 150,700 0
2,963 133,900 SH DEFINED 02 0 133,900 0
314 14,200 SH DEFINED 03 0 14,200 0
24,070 1,087,900 SH DEFINED 04 0 1,087,900 0
NOKIA CORP SPONSORED 654902204 898 10,000 SH DEFINED 02 0 10,000 0
ADR
19,031 211,900 SH DEFINED 03 0 211,900 0
1,054 12,500 SH DEFINED 21 0 12,500 0
NOBLE DRILLING CORP COM 655042109 328 15,000 SH DEFINED 03 0 15,000 0
NORDSTROM INC COM 655664100 905 33,500 SH DEFINED 03 0 33,500 0
NORFOLK SOUTHERN CORP COM 655844108 2,188 89,300 SH DEFINED 03 0 89,300 0
NORTEL NETWORKS CORP COM 656569100 25,180 493,720 SH DEFINED 03 0 493,720 0
NORTH FORK BANCORPORATION NY COM 659424105 278 14,250 SH DEFINED 01 0 14,250 0
3,841 196,950 SH DEFINED 03 0 196,950 0
NORTHEAST UTILS COM 664397106 274 14,900 SH DEFINED 03 0 14,900 0
NORTHN STS PWR CO MINN COM 665772109 774 35,900 SH DEFINED 03 0 35,900 0
NORTHPOINT COMMUNICATIONS HLDG COM 666610100 350 18,900 SH DEFINED 03 0 18,900 0
NORTHROP GRUMMAN CORP COM 666807102 3,610 56,800 SH DEFINED 01 0 56,800 0
20,880 328,500 SH DEFINED 03 0 328,500 0
NOVA CORP GA COM 669784100 208 8,300 SH DEFINED 03 0 8,300 0
NOVELL INC COM 670006105 1,866 90,200 SH DEFINED 03 0 90,200 0
NOVELLUS SYS INC COM 670008101 519 7,700 SH DEFINED 03 0 7,700 0
NSTAR COM 67019E107 1,968 50,794 SH DEFINED 02 0 50,794 0
1,625 41,928 SH DEFINED 03 0 41,928 0
16,496 425,693 SH DEFINED 04 0 425,693 0
NUCOR CORP COM 670346105 58,436 1,227,000 SH DEFINED 02 0 1,227,000 0
981 20,600 SH DEFINED 03 0 20,600 0
OGE ENERGY CORP COM 670837103 1,760 79,100 SH DEFINED 02 0 79,100 0
198 8,900 SH DEFINED 03 0 8,900 0
14,244 640,200 SH DEFINED 04 0 640,200 0
OAKWOOD HOMES CORP COM 674098108 45 10,100 SH DEFINED 03 0 10,100 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,655 114,800 SH DEFINED 03 0 114,800 0
OCEAN ENERGY INC TEX COM 67481E106 193 18,918 SH DEFINED 03 0 18,918 0
OFFICE DEPOT INC COM 676220106 899 88,200 SH DEFINED 03 0 88,200 0
OFFICEMAX INC COM 67622M108 146 25,050 SH DEFINED 03 0 25,050 0
OGDEN CORP COM 676346109 108 10,800 SH DEFINED 03 0 10,800 0
OHIO CAS CORP COM 677240103 230 13,600 SH DEFINED 03 0 13,600 0
OLD KENT FINL CORP COM 679833103 507 13,647 SH DEFINED 03 0 13,647 0
OLD REP INTL CORP COM 680223104 598 41,400 SH DEFINED 03 0 41,400 0
OLSTEN CORP COM 681385100 175 16,800 SH DEFINED 03 0 16,800 0
OMNICARE INC COM 681904108 99 10,300 SH DEFINED 03 0 10,300 0
OMNICOM GROUP INC COM 681919106 491 6,200 SH DEFINED 02 0 6,200 0
10,128 127,900 SH DEFINED 03 0 127,900 0
ONEOK INC NEW COM 682680103 909 30,000 SH DEFINED 02 0 30,000 0
327 10,800 SH DEFINED 03 0 10,800 0
7,472 246,500 SH DEFINED 04 0 246,500 0
ONYX SOFTWARE CORP COM 683402101 615 41,000 SH DEFINED 03 0 41,000 0
ORACLE CORP COM 68389X105 810 17,800 SH DEFINED 02 0 17,800 0
30,991 681,112 SH DEFINED 03 0 681,112 0
ORBITAL SCIENCES CORP COM 685564106 658 37,600 SH DEFINED 03 0 37,600 0
O REILLY AUTOMOTIVE INC COM 686091109 257 5,400 SH DEFINED 01 0 5,400 0
3,360 70,500 SH DEFINED 03 0 70,500 0
ORION CAP CORP COM 686268103 280 5,900 SH DEFINED 03 0 5,900 0
OSTEOTECH INC COM 688582105 597 43,800 SH DEFINED 03 0 43,800 0
OUTBACK STEAKHOUSE INC COM 689899102 216 8,500 SH DEFINED 03 0 8,500 0
OWENS CORNING COM 69073F103 278 12,800 SH DEFINED 03 0 12,800 0
OWENS ILL INC COM 690768403 725 36,600 SH DEFINED 03 0 36,600 0
NEW
OXFORD HEALTH PLANS INC COM 691471106 29,174 2,333,900 SH DEFINED 02 0 2,333,900 0
1,665 133,200 SH DEFINED 03 0 133,200 0
PECO ENERGY CO COM 693304107 52,995 1,413,200 SH DEFINED 02 0 1,413,200 0
4,699 125,300 SH DEFINED 03 0 125,300 0
14,168 377,800 SH DEFINED 04 0 377,800 0
5,522 152,000 SH DEFINED 21 0 152,000 0
PG&E CORP COM 69331C108 448 17,300 SH DEFINED 01 0 17,300 0
34,949 1,350,700 SH DEFINED 02 0 1,350,700 0
20,506 792,500 SH DEFINED 03 0 792,500 0
PE CORP COM PE BIO 69332S102 1,691 23,400 SH DEFINED 03 0 23,400 0
GRP
P F CHANGS CHINA BISTRO INC COM 69333Y108 445 20,600 SH DEFINED 03 0 20,600 0
PMC-SIERRA INC COM 69344F106 370 4,000 SH DEFINED 01 0 4,000 0
648 7,000 SH DEFINED 02 0 7,000 0
7,335 79,300 SH DEFINED 03 0 79,300 0
PMI GROUP INC COM 69344M101 208 5,100 SH DEFINED 03 0 5,100 0
PNC BK CORP COM 693475105 4,252 80,700 SH DEFINED 03 0 80,700 0
216 4,100 SH DEFINED 21 0 4,100 0
P P & L RES INC COM 693499105 4,498 166,200 SH DEFINED 01 0 166,200 0
963 35,591 SH DEFINED 03 0 35,591 0
PPG INDS INC COM 693506107 4,722 78,700 SH DEFINED 01 0 78,700 0
44,430 740,500 SH DEFINED 02 0 740,500 0
21,282 354,700 SH DEFINED 03 0 354,700 0
PRI AUTOMATION INC COM 69357H106 820 22,700 SH DEFINED 03 0 22,700 0
PSS WORLD MED INC COM 69366A100 139 15,600 SH DEFINED 03 0 15,600 0
PACCAR INC COM 693718108 935 18,380 SH DEFINED 03 0 18,380 0
PACIFIC GATEWAY EXCHANGE INC COM 694327107 1,498 91,500 SH DEFINED 03 0 91,500 0
PACIFIC SUNWEAR CALIF INC COM 694873100 2,212 78,899 SH DEFINED 03 0 78,899 0
PACIFICARE HEALTH SYS DEL COM 695112102 225 5,198 SH DEFINED 03 0 5,198 0
PACIFICORP COM 695114108 1,890 93,900 SH DEFINED 03 0 93,900 0
604 30,000 SH DEFINED 21 0 30,000 0
PACKETEER INC COM 695210104 2,061 60,500 SH DEFINED 03 0 60,500 0
PAGING NETWORK INC COM 695542100 10 10,000 SH DEFINED 03 0 10,000 0
PAINE WEBBER GROUP INC COM 695629105 1,218 33,600 SH DEFINED 03 0 33,600 0
PALL CORP COM 696429307 680 29,333 SH DEFINED 03 0 29,333 0
PANAMSAT CORP NEW COM 697933109 293 8,100 SH DEFINED 03 0 8,100 0
PAPA JOHNS INTL INC COM 698813102 237 5,750 SH DEFINED 03 0 5,750 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 851 63,000 SH DEFINED 03 0 63,000 0
PARKER HANNIFIN CORP COM 701094104 6,781 151,312 SH DEFINED 01 0 151,312 0
50,410 1,124,900 SH DEFINED 02 0 1,124,900 0
24,665 550,400 SH DEFINED 03 0 550,400 0
PATTERSON DENTAL CO COM 703412106 253 5,100 SH DEFINED 01 0 5,100 0
3,355 67,700 SH DEFINED 03 0 67,700 0
PAYCHEX INC COM 704326107 1,971 57,750 SH DEFINED 03 0 57,750 0
PEGASUS COMMUNICATIONS CORP CL 705904100 423 9,363 SH DEFINED 02 0 9,363 0
A
370 8,194 SH DEFINED 03 0 8,194 0
15 338 SH DEFINED 05 0 338 0
31 676 SH DEFINED 06 0 676 0
PENNEY J C INC COM 708160106 21,790 633,900 SH DEFINED 02 0 633,900 0
2,279 66,300 SH DEFINED 03 0 66,300 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 861 68,200 SH DEFINED 02 0 68,200 0
216 17,125 SH DEFINED 03 0 17,125 0
6,690 529,900 SH DEFINED 04 0 529,900 0
PEOPLES ENERGY CORP COM 711030106 1,327 37,700 SH DEFINED 02 0 37,700 0
296 8,400 SH DEFINED 03 0 8,400 0
10,891 309,500 SH DEFINED 04 0 309,500 0
PEOPLESOFT INC COM 712713106 930 54,900 SH DEFINED 03 0 54,900 0
PEP BOYS MANNY MOE & JACK COM 713278109 257 17,256 SH DEFINED 03 0 17,256 0
PEPSI BOTTLING GROUP INC COM 713409100 276 16,200 SH DEFINED 01 0 16,200 0
2,624 153,800 SH DEFINED 03 0 153,800 0
PEPSICO INC COM 713448108 30,486 1,007,800 SH DEFINED 02 0 1,007,800 0
13,597 449,500 SH DEFINED 03 0 449,500 0
PEREGRINE SYSTEMS INC COM 71366Q101 220 5,400 SH DEFINED 01 0 5,400 0
3,138 77,000 SH DEFINED 03 0 77,000 0
PERRIGO CO COM 714290103 117 14,900 SH DEFINED 03 0 14,900 0
P T TELEKOMUNIKASI INDONESIA SPONSORED 715684106 1,369 197,400 SH DEFINED 21 0 197,400 0
ADR
PETROLEUM GEO-SVCS A/S SPONSORED 716597109 585 30,700 SH DEFINED 21 0 30,700 0
ADR
PETSMART INC COM 716768106 46 12,500 SH DEFINED 03 0 12,500 0
PHARMACIA & UPJOHN INC COM 716941109 5,419 109,200 SH DEFINED 01 0 109,200 0
79,236 1,596,700 SH DEFINED 02 0 1,596,700 0
36,421 733,925 SH DEFINED 03 0 733,925 0
PFIZER INC COM 717081103 36,901 1,026,800 SH DEFINED 03 0 1,026,800 0
PHELPS DODGE CORP COM 717265102 749 13,600 SH DEFINED 03 0 13,600 0
PHILIP MORRIS COS INC COM 718154107 2,313 67,650 SH DEFINED 01 0 67,650 0
63,739 1,864,400 SH DEFINED 02 0 1,864,400 0
38,656 1,130,700 SH DEFINED 03 0 1,130,700 0
PHILLIPS PETE CO COM 718507106 3,476 71,300 SH DEFINED 03 0 71,300 0
PHONE COM INC COM 71920Q100 212 1,400 SH DEFINED 01 0 1,400 0
3,424 22,600 SH DEFINED 03 0 22,600 0
PHOTON DYNAMICS INC COM 719364101 2,111 100,500 SH DEFINED 03 0 100,500 0
PHYCOR INC COM 71940F100 72 16,400 SH DEFINED 03 0 16,400 0
PIEDMONT NAT GAS INC COM 720186105 2,498 82,400 SH DEFINED 03 0 82,400 0
PIER 1 IMPORTS INC COM 720279108 128 19,500 SH DEFINED 01 0 19,500 0
1,809 268,000 SH DEFINED 03 0 268,000 0
PILOT NETWORK SVCS INC COM 721596104 608 65,700 SH DEFINED 03 0 65,700 0
PINNACLE WEST CAP CORP COM 723484101 1,932 53,100 SH DEFINED 02 0 53,100 0
353 9,700 SH DEFINED 03 0 9,700 0
15,663 430,600 SH DEFINED 04 0 430,600 0
1,928 53,000 SH DEFINED 21 0 53,000 0
PIONEER GROUP INC COM 723684106 42 2,800 SH DEFINED 03 0 2,800 0
163 10,880 SH DEFINED 21 0 10,880 0
PIONEER HI BRED INTL INC COM 723686101 2,246 56,420 SH DEFINED 03 0 56,420 0
PIONEER NAT RES CO COM 723787107 235 22,100 SH DEFINED 03 0 22,100 0
PITNEY BOWES INC COM 724479100 30,676 503,400 SH DEFINED 02 0 503,400 0
3,912 64,200 SH DEFINED 03 0 64,200 0
PITTSTON CO COM BRINKS 725701106 204 8,800 SH DEFINED 03 0 8,800 0
GRP
PIXAR COM 725811103 774 20,400 SH DEFINED 21 0 20,400 0
PLACER DOME INC COM 725906101 1,263 84,930 SH DEFINED 03 0 84,930 0
POHANG IRON & STL LTD SPONSORED 730450103 266 8,500 SH DEFINED 21 0 8,500 0
ADR
POLAROID CORP COM 731095105 390 15,000 SH DEFINED 03 0 15,000 0
POLICY MGMT SYS CORP COM 731108106 247 7,800 SH DEFINED 03 0 7,800 0
POOL ENERGY SVCS CO COM 732788104 815 33,100 SH DEFINED 03 0 33,100 0
POST PPTYS INC COM 737464107 13,468 342,600 SH DEFINED 02 0 342,600 0
POTLATCH CORP COM 737628107 395 9,600 SH DEFINED 03 0 9,600 0
POTOMAC ELEC PWR CO COM 737679100 343 13,500 SH DEFINED 03 0 13,500 0
POWERTEL INC COM 73936C109 2,362 42,900 SH DEFINED 03 0 42,900 0
PRAXAIR INC COM 74005P104 1,707 37,100 SH DEFINED 03 0 37,100 0
PRECISION DRILLING CORP COM 74022D100 369 15,900 SH DEFINED 03 0 15,900 0
PREMARK INTL INC COM 740459102 354 7,000 SH DEFINED 03 0 7,000 0
PREMIER PKS INC COM 740540208 255 8,800 SH DEFINED 03 0 8,800 0
NEW
PRICE T ROWE & ASSOCIATES COM 741477103 379 13,800 SH DEFINED 03 0 13,800 0
PRIME HOSPITALITY CORP COM 741917108 90 11,200 SH DEFINED 03 0 11,200 0
PRIDE INTL INC COM 741932107 142 10,000 SH DEFINED 01 0 10,000 0
1,965 138,500 SH DEFINED 03 0 138,500 0
PROBUSINESS SERVICES INC COM 742674104 347 12,900 SH DEFINED 01 0 12,900 0
4,946 184,050 SH DEFINED 03 0 184,050 0
PROCTER & GAMBLE CO COM 742718109 29,588 315,600 SH DEFINED 02 0 315,600 0
43,350 462,400 SH DEFINED 03 0 462,400 0
PROFIT RECOVERY GROUP INTL INC COM 743168106 2,216 49,650 SH DEFINED 03 0 49,650 0
PROGRESSIVE CORP OHIO COM 743315103 1,397 17,100 SH DEFINED 03 0 17,100 0
PROLOGIS TR SH BEN 743410102 1,806 95,700 SH DEFINED 02 0 95,700 0
INT
14,171 750,800 SH DEFINED 04 0 750,800 0
PROMUS HOTEL CORP NEW COM 74342P106 307 9,415 SH DEFINED 03 0 9,415 0
PROTECTIVE LIFE CORP COM 743674103 212 7,300 SH DEFINED 03 0 7,300 0
PROTEIN DESIGN LABS INC COM 74369L103 910 25,200 SH DEFINED 03 0 25,200 0
PROVIDIAN FINL CORP COM 74406A102 6,848 86,475 SH DEFINED 01 0 86,475 0
1,018 12,850 SH DEFINED 02 0 12,850 0
18,736 236,600 SH DEFINED 03 0 236,600 0
PSINET INC COM 74437C101 291 8,100 SH DEFINED 03 0 8,100 0
PSINET INC PFD C CV 6 74437C309 10,002 248,500 SH DEFINED 02 0 248,500 0
3/4
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,095 131,900 SH DEFINED 01 0 131,900 0
42,804 1,108,200 SH DEFINED 02 0 1,108,200 0
21,294 551,300 SH DEFINED 03 0 551,300 0
PUGET SOUND ENERGY INC COM 745332106 1,739 77,500 SH DEFINED 02 0 77,500 0
215 9,600 SH DEFINED 03 0 9,600 0
14,039 625,700 SH DEFINED 04 0 625,700 0
PULTE CORP COM 745867101 296 13,600 SH DEFINED 03 0 13,600 0
QLOGIC CORP COM 747277101 349 5,000 SH DEFINED 01 0 5,000 0
377 5,400 SH DEFINED 02 0 5,400 0
5,925 84,800 SH DEFINED 03 0 84,800 0
QUAKER OATS CO COM 747402105 600 9,700 SH DEFINED 02 0 9,700 0
9,034 146,000 SH DEFINED 03 0 146,000 0
QUALCOMM INC COM 747525103 435 2,300 SH DEFINED 01 0 2,300 0
1,438 7,600 SH DEFINED 02 0 7,600 0
27,848 147,200 SH DEFINED 03 0 147,200 0
3,609 19,700 SH DEFINED 21 0 19,700 0
QUANTUM CORP COM 747906204 270 19,200 SH DEFINED 03 0 19,200 0
DSSG
QUESTAR CORP COM 748356102 1,742 96,100 SH DEFINED 02 0 96,100 0
170 9,400 SH DEFINED 03 0 9,400 0
14,009 772,900 SH DEFINED 04 0 772,900 0
QUINTILES TRANSNATIONAL CORP COM 748767100 300 15,764 SH DEFINED 03 0 15,764 0
QUORUM HEALTH GROUP INC COM 749084109 113 16,000 SH DEFINED 03 0 16,000 0
QWEST COMMUNICATIONS INTL INC COM 749121109 627 21,200 SH DEFINED 03 0 21,200 0
R & B FALCON CORP COM 74912E101 3,280 249,870 SH DEFINED 03 0 249,870 0
RCN CORP COM 749361101 394 9,600 SH DEFINED 02 0 9,600 0
4,367 106,500 SH DEFINED 03 0 106,500 0
3,843 97,200 SH DEFINED 21 0 97,200 0
R G S ENERGY GROUP INC COM 74956K104 2,347 95,800 SH DEFINED 02 0 95,800 0
96 3,900 SH DEFINED 03 0 3,900 0
18,855 769,600 SH DEFINED 04 0 769,600 0
RPM INC OHIO COM 749685103 296 24,300 SH DEFINED 01 0 24,300 0
3,634 298,150 SH DEFINED 03 0 298,150 0
RF MICRODEVICES INC COM 749941100 421 9,200 SH DEFINED 01 0 9,200 0
1,089 23,800 SH DEFINED 02 0 23,800 0
16,653 364,000 SH DEFINED 03 0 364,000 0
RADIAN GROUP INC COM 750236101 260 6,053 SH DEFINED 03 0 6,053 0
RADIO ONE INC CL 75040P108 278 6,700 SH DEFINED 03 0 6,700 0
A
RAMBUS INC DEL COM 750917106 318 4,800 SH DEFINED 02 0 4,800 0
3,627 54,750 SH DEFINED 03 0 54,750 0
RALSTON PURINA CO COM RAL-PUR 751277302 2,150 77,300 SH DEFINED 03 0 77,300 0
GP
RATIONAL SOFTWARE CORP COM 75409P202 284 9,700 SH DEFINED 03 0 9,700 0
NEW
RAYONIER INC COM 754907103 260 6,200 SH DEFINED 03 0 6,200 0
RAYOVAC CORP COM 755081106 1,332 61,600 SH DEFINED 03 0 61,600 0
RAYTHEON CO CL 755111309 778 16,032 SH DEFINED 01 0 16,032 0
A
14,244 293,700 SH DEFINED 03 0 293,700 0
RAYTHEON CO CL 755111408 3,687 74,300 SH DEFINED 01 0 74,300 0
B
3,935 79,300 SH DEFINED 03 0 79,300 0
READERS DIGEST ASSN INC CL A NON 755267101 357 12,200 SH DEFINED 03 0 12,200 0
VTG
REALNETWORKS INC COM 75605L104 261 2,500 SH DEFINED 03 0 2,500 0
REDBACK NETWORKS INC COM 757209101 227 2,100 SH DEFINED 03 0 2,100 0
REEBOK INTL LTD COM 758110100 195 18,200 SH DEFINED 03 0 18,200 0
REGIONS FINL CORP COM 758940100 341 11,376 SH DEFINED 01 0 11,376 0
1,563 52,100 SH DEFINED 03 0 52,100 0
RELIANT ENERGY INC COM 75952J108 501 18,500 SH DEFINED 01 0 18,500 0
46,271 1,709,800 SH DEFINED 02 0 1,709,800 0
23,838 880,851 SH DEFINED 03 0 880,851 0
6,565 248,000 SH DEFINED 21 0 248,000 0
RELIASTAR FINL CORP COM 75952U103 336 10,100 SH DEFINED 03 0 10,100 0
RENT A CTR INC NEW COM 76009N100 1,373 73,700 SH DEFINED 03 0 73,700 0
REPUBLIC BANCORP INC COM 760282103 186 16,100 SH DEFINED 01 0 16,100 0
2,318 200,472 SH DEFINED 03 0 200,472 0
REPUBLIC N Y CORP COM 760719104 30,983 504,300 SH DEFINED 02 0 504,300 0
1,554 25,300 SH DEFINED 03 0 25,300 0
86 1,400 SH DEFINED 21 0 1,400 0
REPUBLIC SVCS INC COM 760759100 1,532 140,900 SH DEFINED 03 0 140,900 0
REYNOLDS METALS CO COM 761763101 936 15,500 SH DEFINED 03 0 15,500 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 12,380 458,533 SH DEFINED 02 0 458,533 0
988 36,600 SH DEFINED 03 0 36,600 0
RHYTHMS NETCONNECTIONS INC COM 762430205 1,242 36,000 SH DEFINED 21 0 36,000 0
RITE AID CORP COM 767754104 841 60,900 SH DEFINED 03 0 60,900 0
ROBERT HALF INTL INC COM 770323103 251 10,450 SH DEFINED 03 0 10,450 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 206 6,800 SH DEFINED 03 0 6,800 0
ROCKWELL INTL CORP NEW COM 773903109 2,347 44,700 SH DEFINED 03 0 44,700 0
ROHM & HAAS CO COM 775371107 1,805 49,973 SH DEFINED 03 0 49,973 0
ROLLINS TRUCK LEASING CORP COM 775741101 115 11,325 SH DEFINED 03 0 11,325 0
ROPER INDS INC NEW COM 776696106 237 6,200 SH DEFINED 03 0 6,200 0
ROSS STORES INC COM 778296103 213 10,600 SH DEFINED 03 0 10,600 0
ROWAN COS INC COM 779382100 320 19,700 SH DEFINED 03 0 19,700 0
ROYAL DUTCH PETE CO NY REG 780257804 5,977 101,200 SH DEFINED 01 0 101,200 0
GLD1.25
51,762 876,400 SH DEFINED 02 0 876,400 0
52,016 880,700 SH DEFINED 03 0 880,700 0
ROYAL PTT NEDERLAND N V SPONSORED 780641205 903 20,300 SH DEFINED 02 0 20,300 0
ADR
7,521 169,000 SH DEFINED 04 0 169,000 0
RUBY TUESDAY INC COM 781182100 2,525 129,500 SH DEFINED 03 0 129,500 0
RUDDICK CORP COM 781258108 168 10,600 SH DEFINED 01 0 10,600 0
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RUSSELL CORP COM 782352108 163 11,500 SH DEFINED 03 0 11,500 0
RYANAIR HLDGS PLC SPONSORED 783513104 844 18,400 SH DEFINED 21 0 18,400 0
ADR
RYDER SYS INC COM 783549108 2,832 139,000 SH DEFINED 01 0 139,000 0
25,177 1,235,700 SH DEFINED 02 0 1,235,700 0
11,614 570,000 SH DEFINED 03 0 570,000 0
RYLAND GROUP INC COM 783764103 1,586 69,700 SH DEFINED 03 0 69,700 0
SBC COMMUNICATIONS INC COM 78387G103 6,247 122,334 SH DEFINED 01 0 122,334 0
53,854 1,054,672 SH DEFINED 02 0 1,054,672 0
25,651 502,346 SH DEFINED 03 0 502,346 0
23,233 455,000 SH DEFINED 04 0 455,000 0
SCI SYS INC COM 783890106 800 18,000 SH DEFINED 03 0 18,000 0
SCM MICROSYSTEMS INC COM 784018103 786 17,300 SH DEFINED 03 0 17,300 0
SDL INC COM 784076101 2,747 36,000 SH DEFINED 03 0 36,000 0
1,003 13,100 SH DEFINED 21 0 13,100 0
SEI INVESTMENTS CO COM 784117103 1,955 21,900 SH DEFINED 03 0 21,900 0
SLM HLDG CORP COM 78442A109 1,677 39,000 SH DEFINED 03 0 39,000 0
SPS TECHNOLOGIES INC COM 784626103 2,455 64,700 SH DEFINED 03 0 64,700 0
SPX CORP COM 784635104 318 3,500 SH DEFINED 03 0 3,500 0
SAFECO CORP COM 786429100 899 32,100 SH DEFINED 03 0 32,100 0
SAFESKIN CORP COM 786454108 85 10,300 SH DEFINED 03 0 10,300 0
SAFEWAY INC COM 786514208 514 13,500 SH DEFINED 02 0 13,500 0
NEW
13,375 351,400 SH DEFINED 03 0 351,400 0
ST JUDE MED INC COM 790849103 625 19,841 SH DEFINED 03 0 19,841 0
ST PAUL BANCORP INC COM 792848103 1,394 60,945 SH DEFINED 03 0 60,945 0
ST PAUL COS INC COM 792860108 1,525 55,452 SH DEFINED 03 0 55,452 0
SAKS INC COM 79377W108 250 16,436 SH DEFINED 03 0 16,436 0
SANMINA CORP COM 800907107 542 7,000 SH DEFINED 01 0 7,000 0
580 7,500 SH DEFINED 02 0 7,500 0
9,850 127,300 SH DEFINED 03 0 127,300 0
SANTA FE SNYDER CORP COM 80218K105 253 28,080 SH DEFINED 03 0 28,080 0
SAP AKTIENGESELLSCHAFT SPONSORED 803054204 487 12,900 SH DEFINED 03 0 12,900 0
ADR
SARA LEE CORP COM 803111103 4,455 190,600 SH DEFINED 01 0 190,600 0
49,305 2,103,700 SH DEFINED 02 0 2,103,700 0
27,537 1,174,900 SH DEFINED 03 0 1,174,900 0
SAWTEK INC COM 805468105 413 11,800 SH DEFINED 03 0 11,800 0
SCANA CORP COM 805898103 3,084 127,500 SH DEFINED 02 0 127,500 0
3,478 143,800 SH DEFINED 03 0 143,800 0
24,671 1,020,000 SH DEFINED 04 0 1,020,000 0
SCHERING PLOUGH CORP COM 806605101 5,549 127,200 SH DEFINED 01 0 127,200 0
467 10,700 SH DEFINED 02 0 10,700 0
23,488 538,400 SH DEFINED 03 0 538,400 0
SCHLUMBERGER LTD COM 806857108 47,432 761,200 SH DEFINED 02 0 761,200 0
15,840 254,200 SH DEFINED 03 0 254,200 0
SCHWAB CHARLES CORP NEW COM 808513105 630 18,700 SH DEFINED 02 0 18,700 0
16,347 485,250 SH DEFINED 03 0 485,250 0
SCIENTIFIC ATLANTA INC COM 808655104 882 17,800 SH DEFINED 03 0 17,800 0
SEAGATE TECHNOLOGY COM 811804103 4,888 159,600 SH DEFINED 01 0 159,600 0
44,241 1,435,800 SH DEFINED 02 0 1,435,800 0
17,988 583,800 SH DEFINED 03 0 583,800 0
SEAGRAM LTD COM 811850106 5,865 128,900 SH DEFINED 03 0 128,900 0
SEALED AIR CORP NEW COM 81211K100 1,006 19,600 SH DEFINED 03 0 19,600 0
SEARS ROEBUCK & CO COM 812387108 2,468 78,664 SH DEFINED 01 0 78,664 0
3,172 101,100 SH DEFINED 03 0 101,100 0
SEMTECH CORP COM 816850101 1,930 52,700 SH DEFINED 03 0 52,700 0
SEMPRA ENERGY COM 816851109 1,661 79,800 SH DEFINED 02 0 79,800 0
1,597 76,718 SH DEFINED 03 0 76,718 0
14,288 686,500 SH DEFINED 04 0 686,500 0
SENSORMATIC ELECTRS CORP COM 817265101 202 15,900 SH DEFINED 03 0 15,900 0
SEPRACOR INC COM 817315104 279 3,700 SH DEFINED 03 0 3,700 0
SEPRACOR INC SB DB CV 817315AE4 1,977 1,150,000 SH DEFINED 03 0 1,150,000 0
6.25%05
SERVICE CORP INTL COM 817565104 2,186 206,997 SH DEFINED 03 0 206,997 0
7-ELEVEN INC COM 817826100 30 15,200 SH DEFINED 03 0 15,200 0
SHARED MED SYS CORP COM 819486101 295 6,300 SH DEFINED 03 0 6,300 0
SHAW INDS INC COM 820286102 256 16,100 SH DEFINED 03 0 16,100 0
SHERWIN WILLIAMS CO COM 824348106 32,616 1,557,800 SH DEFINED 02 0 1,557,800 0
848 40,500 SH DEFINED 03 0 40,500 0
SHOPKO STORES INC COM 824911101 2,100 72,400 SH DEFINED 03 0 72,400 0
SIEBEL SYS INC COM 826170102 553 8,300 SH DEFINED 02 0 8,300 0
6,489 97,400 SH DEFINED 03 0 97,400 0
SIERRA PAC RES NEW COM 826428104 559 25,136 SH DEFINED 03 0 25,136 0
SIGMA ALDRICH CORP COM 826552101 752 23,700 SH DEFINED 03 0 23,700 0
SILICON GRAPHICS INC COM 827056102 483 44,200 SH DEFINED 03 0 44,200 0
SKYWEST INC COM 830879102 737 33,600 SH DEFINED 03 0 33,600 0
SMITH INTL INC COM 832110100 227 5,600 SH DEFINED 03 0 5,600 0
SMITHFIELD FOODS INC COM 832248108 219 8,200 SH DEFINED 01 0 8,200 0
2,886 107,900 SH DEFINED 03 0 107,900 0
SMITHKLINE BEECHAM PLC ADR REP 832378301 2,847 49,400 SH DEFINED 03 0 49,400 0
ORD
SMURFIT-STONE CONTAINER CORP COM 832727101 404 18,700 SH DEFINED 02 0 18,700 0
7,007 324,000 SH DEFINED 03 0 324,000 0
SNAP ON INC COM 833034101 501 15,400 SH DEFINED 03 0 15,400 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER 833635105 364 12,300 SH DEFINED 21 0 12,300 0
B
SOFTWARE COM INC COM 83402P104 1,449 33,800 SH DEFINED 03 0 33,800 0
SOLECTRON CORP COM 834182107 596 8,300 SH DEFINED 02 0 8,300 0
19,966 278,023 SH DEFINED 03 0 278,023 0
SOLUTIA INC COM 834376105 227 12,700 SH DEFINED 03 0 12,700 0
SONAT INC COM 835415100 1,028 25,900 SH DEFINED 03 0 25,900 0
SONOCO PRODS CO COM 835495102 264 11,573 SH DEFINED 03 0 11,573 0
SONY CORP ADR 835699307 615 4,100 SH DEFINED 03 0 4,100 0
NEW
SOUTHDOWN INC COM 841297104 2,322 43,400 SH DEFINED 03 0 43,400 0
SOUTHERN CO COM 842587107 5,951 231,100 SH DEFINED 03 0 231,100 0
SOUTHTRUST CORP COM 844730101 1,396 38,900 SH DEFINED 03 0 38,900 0
249 6,940 SH DEFINED 21 0 6,940 0
SOUTHWEST AIRLS CO COM 844741108 1,803 118,725 SH DEFINED 03 0 118,725 0
SOVEREIGN BANCORP INC COM 845905108 187 20,600 SH DEFINED 03 0 20,600 0
SPARTECH CORP COM 847220209 211 7,200 SH DEFINED 01 0 7,200 0
NEW
3,995 136,300 SH DEFINED 03 0 136,300 0
SPRINT CORP COM FON 852061100 47,490 875,400 SH DEFINED 02 0 875,400 0
GROUP
11,913 219,600 SH DEFINED 03 0 219,600 0
49,633 914,900 SH DEFINED 04 0 914,900 0
3,465 66,000 SH DEFINED 21 0 66,000 0
SPRINT CORP PCS COM SER 852061506 18,283 245,200 SH DEFINED 02 0 245,200 0
1
13,678 183,450 SH DEFINED 03 0 183,450 0
STAMPS COM INC COM 852857101 1,692 48,700 SH DEFINED 03 0 48,700 0
STANLEY FURNITURE INC COM 854305208 2,746 130,000 SH DEFINED 03 0 130,000 0
NEW
STANLEY WKS COM 854616109 526 20,900 SH DEFINED 03 0 20,900 0
STAPLES INC COM 855030102 3,013 138,150 SH DEFINED 03 0 138,150 0
STARBUCKS CORP COM 855244109 513 20,700 SH DEFINED 03 0 20,700 0
STATE STR CORP COM 857477103 2,443 37,800 SH DEFINED 03 0 37,800 0
STERIS CORP COM 859152100 206 15,000 SH DEFINED 03 0 15,000 0
STERLING BANCORP COM 859158107 1,789 103,700 SH DEFINED 03 0 103,700 0
STERLING COMM INC COM 859205106 188 10,137 SH DEFINED 03 0 10,137 0
STEWART ENTERPRISES INC CL 860370105 77 12,700 SH DEFINED 03 0 12,700 0
A
STILLWATER MNG CO COM 86074Q102 218 8,100 SH DEFINED 03 0 8,100 0
STMICROELECTRONICS N V COM 861012102 672 9,080 SH DEFINED 03 0 9,080 0
2,658 37,500 SH DEFINED 21 0 37,500 0
STORAGE TECHNOLOGY CORP COM PAR 862111200 4,641 240,300 SH DEFINED 01 0 240,300 0
$0.10
45,318 2,354,200 SH DEFINED 02 0 2,354,200 0
19,145 994,560 SH DEFINED 03 0 994,560 0
STRIDE RITE CORP COM 863314100 70 10,000 SH DEFINED 03 0 10,000 0
STRYKER CORP COM 863667101 562 11,000 SH DEFINED 03 0 11,000 0
STYLECLICK COM INC COM 864221106 129 18,700 SH DEFINED 03 0 18,700 0
SUIZA FOODS CORP COM 865077101 1,965 52,400 SH DEFINED 03 0 52,400 0
SUMMIT BANCORP COM 866005101 1,349 41,575 SH DEFINED 03 0 41,575 0
176 5,440 SH DEFINED 21 0 5,440 0
SUN MICROSYSTEMS INC COM 866810104 20,925 225,000 SH DEFINED 01 0 225,000 0
207,325 2,229,300 SH DEFINED 02 0 2,229,300 0
119,207 1,281,800 SH DEFINED 03 0 1,281,800 0
1,677 19,100 SH DEFINED 21 0 19,100 0
SUNGARD DATA SYS INC COM 867363103 345 13,100 SH DEFINED 03 0 13,100 0
SUNOCO INC COM 86764P109 441 16,100 SH DEFINED 01 0 16,100 0
27,279 996,500 SH DEFINED 02 0 996,500 0
18,616 680,037 SH DEFINED 03 0 680,037 0
SUNTRUST BKS INC COM 867914103 5,490 83,500 SH DEFINED 03 0 83,500 0
SUPERVALU INC COM 868536103 619 28,387 SH DEFINED 03 0 28,387 0
SWIFT TRANSN CO COM 870756103 223 11,325 SH DEFINED 03 0 11,325 0
SWISSCOM AG SPONSORED 871013108 1,694 53,900 SH DEFINED 02 0 53,900 0
ADR
14,031 446,300 SH DEFINED 04 0 446,300 0
SYBRON INTL CORP COM 87114F106 320 11,900 SH DEFINED 01 0 11,900 0
4,098 152,500 SH DEFINED 03 0 152,500 0
SYLVAN LEARNING SYS INC COM 871399101 2,141 110,500 SH DEFINED 03 0 110,500 0
SYMANTEC CORP COM 871503108 227 6,300 SH DEFINED 03 0 6,300 0
SYMBOL TECHNOLOGIES INC COM 871508107 338 10,062 SH DEFINED 03 0 10,062 0
SYNOPSYS INC COM 871607107 455 8,100 SH DEFINED 03 0 8,100 0
SYNOVUS FINL CORP COM 87161C105 1,176 62,950 SH DEFINED 03 0 62,950 0
SYSCO CORP COM 871829107 3,170 90,400 SH DEFINED 03 0 90,400 0
TCF FINL CORP COM 872275102 274 9,600 SH DEFINED 03 0 9,600 0
TECO ENERGY INC COM 872375100 317 15,000 SH DEFINED 03 0 15,000 0
TJX COS INC NEW COM 872540109 505 18,000 SH DEFINED 02 0 18,000 0
8,601 306,500 SH DEFINED 03 0 306,500 0
TRW INC COM 872649108 1,403 28,200 SH DEFINED 03 0 28,200 0
TLC THE LASER CTR INC COM 872934104 246 10,000 SH DEFINED 21 0 10,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED 874039100 5,163 175,020 SH DEFINED 21 0 175,020 0
ADR
TANDY CORP COM 875382103 2,412 46,660 SH DEFINED 03 0 46,660 0
TEKTRONIX INC COM 879131100 526 15,700 SH DEFINED 03 0 15,700 0
TELE CENTRO SUL PART S A SPON ADR 879239101 239 4,300 SH DEFINED 21 0 4,300 0
PFD
TELE DANMARK A/S SPON ADR CL 879242105 984 33,200 SH DEFINED 02 0 33,200 0
B
7,984 269,500 SH DEFINED 04 0 269,500 0
TELE NORTE LESTE PART S A SPON ADR 879246106 620 40,000 SH DEFINED 21 0 40,000 0
PFD
TELEBANC FINANCIAL CORP COM 87925R109 400 17,400 SH DEFINED 03 0 17,400 0
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP 879273209 762 28,550 SH DEFINED 21 0 28,550 0
B
TELECOM CORP NEW ZEALAND LTD SPONSORED 879278208 2,176 68,000 SH DEFINED 02 0 68,000 0
ADR
18,854 589,200 SH DEFINED 04 0 589,200 0
TELEFONICA DE ARGENTINA S A SPON ADR CL 879378206 264 10,000 SH DEFINED 21 0 10,000 0
B
TELEFONICA S A SPONSORED 879382208 941 19,600 SH DEFINED 02 0 19,600 0
ADR
7,613 158,600 SH DEFINED 04 0 158,600 0
TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 2,180 30,600 SH DEFINED 21 0 30,600 0
L
TELEPHONE & DATA SYS INC COM 879433100 444 5,000 SH DEFINED 02 0 5,000 0
7,922 89,200 SH DEFINED 03 0 89,200 0
1,243 14,000 SH DEFINED 21 0 14,000 0
TELIGENT INC CL 87959Y103 1,833 37,900 SH DEFINED 21 0 37,900 0
A
TELLABS INC COM 879664100 39,890 700,600 SH DEFINED 02 0 700,600 0
22,542 395,900 SH DEFINED 03 0 395,900 0
2,390 43,100 SH DEFINED 21 0 43,100 0
TEMPLE INLAND INC COM 879868107 793 13,100 SH DEFINED 03 0 13,100 0
TENET HEALTHCARE CORP COM 88033G100 1,282 73,000 SH DEFINED 03 0 73,000 0
TENNECO INC NEW COM 88037E101 2,438 143,400 SH DEFINED 01 0 143,400 0
32,635 1,919,700 SH DEFINED 02 0 1,919,700 0
15,164 892,000 SH DEFINED 03 0 892,000 0
TERADYNE INC COM 880770102 684 19,400 SH DEFINED 03 0 19,400 0
TEREX CORP NEW COM 880779103 227 7,200 SH DEFINED 01 0 7,200 0
3,289 104,400 SH DEFINED 03 0 104,400 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,134 62,300 SH DEFINED 03 0 62,300 0
TETRA TECH INC NEW COM 88162G103 209 12,500 SH DEFINED 01 0 12,500 0
2,758 165,299 SH DEFINED 03 0 165,299 0
TEXACO INC COM 881694103 1,831 29,000 SH DEFINED 01 0 29,000 0
23,899 378,600 SH DEFINED 03 0 378,600 0
TEXAS INSTRS INC COM 882508104 19,403 235,900 SH DEFINED 03 0 235,900 0
TEXAS REGL BANCSHARES INC CL A 882673106 1,601 64,700 SH DEFINED 03 0 64,700 0
VTG
TEXAS UTILS CO COM 882848104 3,971 106,425 SH DEFINED 03 0 106,425 0
3,320 91,000 SH DEFINED 21 0 91,000 0
TEXTRON INC COM 883203101 4,743 61,300 SH DEFINED 01 0 61,300 0
61,676 797,100 SH DEFINED 02 0 797,100 0
17,301 223,600 SH DEFINED 03 0 223,600 0
THERAGENICS CORP COM 883375107 960 75,300 SH DEFINED 03 0 75,300 0
THERMO ELECTRON CORP COM 883556102 503 37,400 SH DEFINED 03 0 37,400 0
THOMAS & BETTS CORP COM 884315102 683 13,400 SH DEFINED 03 0 13,400 0
3COM CORP COM 885535104 2,429 84,500 SH DEFINED 03 0 84,500 0
TIBCO SOFTWARE INC COM 88632Q103 1,598 53,100 SH DEFINED 03 0 53,100 0
TIDEWATER INC COM 886423102 161 6,300 SH DEFINED 03 0 6,300 0
1,075 43,500 SH DEFINED 21 0 43,500 0
TIFFANY & CO NEW COM 886547108 480 8,000 SH DEFINED 03 0 8,000 0
TIMBERLAND CO CL 887100105 2,102 53,800 SH DEFINED 03 0 53,800 0
A
TIME WARNER INC COM 887315109 20,204 332,580 SH DEFINED 03 0 332,580 0
TIMES MIRROR CO NEW COM SER 887364107 1,112 16,900 SH DEFINED 03 0 16,900 0
A
TIMKEN CO COM 887389104 323 20,000 SH DEFINED 03 0 20,000 0
TOLL BROTHERS INC COM 889478103 1,891 99,200 SH DEFINED 03 0 99,200 0
TORCHMARK CORP COM 891027104 1,273 49,200 SH DEFINED 03 0 49,200 0
TOSCO CORP COM 891490302 904 35,800 SH DEFINED 03 0 35,800 0
NEW
TOTAL RENAL CARE HLDGS INC COM 89151A107 128 17,200 SH DEFINED 03 0 17,200 0
TOYS R US INC COM 892335100 45,404 3,026,900 SH DEFINED 02 0 3,026,900 0
890 59,300 SH DEFINED 03 0 59,300 0
TRICON GLOBAL RESTAURANTS COM 895953107 405 9,900 SH DEFINED 01 0 9,900 0
33,335 814,300 SH DEFINED 02 0 814,300 0
17,079 417,190 SH DEFINED 03 0 417,190 0
TRIBUNE CO NEW COM 896047107 2,786 56,000 SH DEFINED 03 0 56,000 0
TRINITY INDS INC COM 896522109 286 9,250 SH DEFINED 03 0 9,250 0
TRUE NORTH COMMUNICATIONS INC COM 897844106 3,783 104,000 SH DEFINED 03 0 104,000 0
TUBOS DE ACERO DE MEXICO S A ADR 898592506 294 24,000 SH DEFINED 21 0 24,000 0
NEW
TUBOSCOPE INC COM 898600101 1,382 111,100 SH DEFINED 03 0 111,100 0
TUPPERWARE CORP COM 899896104 399 19,700 SH DEFINED 03 0 19,700 0
TUSCARORA INC COM 900902107 189 15,000 SH DEFINED 01 0 15,000 0
24 / 7 MEDIA INC COM 901314104 776 20,500 SH DEFINED 03 0 20,500 0
TYCO INTL LTD NEW COM 902124106 8,300 80,389 SH DEFINED 01 0 80,389 0
79,159 766,673 SH DEFINED 02 0 766,673 0
78,633 761,574 SH DEFINED 03 0 761,574 0
7,400 73,900 SH DEFINED 21 0 73,900 0
TYSON FOODS INC CL 902494103 431 26,200 SH DEFINED 03 0 26,200 0
A
UCAR INTL INC COM 90262K109 226 9,900 SH DEFINED 03 0 9,900 0
USX MARATHON GROUP COM 902905827 4,338 148,300 SH DEFINED 01 0 148,300 0
NEW
31,005 1,060,000 SH DEFINED 02 0 1,060,000 0
20,267 692,900 SH DEFINED 03 0 692,900 0
UST INC COM 902911106 3,269 108,300 SH DEFINED 01 0 108,300 0
68,003 2,252,700 SH DEFINED 02 0 2,252,700 0
21,403 709,000 SH DEFINED 03 0 709,000 0
US BANCORP DEL COM 902973106 5,342 176,965 SH DEFINED 03 0 176,965 0
U S G CORP COM 903293405 271 5,700 SH DEFINED 03 0 5,700 0
NEW
U S FOODSERVICE COM 90331R101 225 12,500 SH DEFINED 01 0 12,500 0
3,028 168,200 SH DEFINED 03 0 168,200 0
USEC INC COM 90333E108 2,364 230,600 SH DEFINED 03 0 230,600 0
USX-U S STL COM 90337T101 536 20,820 SH DEFINED 03 0 20,820 0
UTI ENERGY CORP COM 903387108 552 28,400 SH DEFINED 03 0 28,400 0
US ONCOLOGY INC COM 90338W103 96 10,608 SH DEFINED 03 0 10,608 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 251 9,850 SH DEFINED 03 0 9,850 0
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD 90458E107 248 14,000 SH DEFINED 21 0 14,000 0
UT
UNIFI INC COM 904677101 145 13,200 SH DEFINED 03 0 13,200 0
UNIFIRST CORP MASS COM 904708104 987 71,800 SH DEFINED 03 0 71,800 0
UNILEVER N V N Y SHS 904784709 3,079 45,194 SH DEFINED 01 0 45,194 0
NEW
25,806 378,796 SH DEFINED 03 0 378,796 0
UNICOM CORP COM 904911104 2,342 63,400 SH DEFINED 03 0 63,400 0
UNION CARBIDE CORP COM 905581104 1,778 31,300 SH DEFINED 03 0 31,300 0
UNION PAC CORP COM 907818108 2,797 58,200 SH DEFINED 03 0 58,200 0
UNION PAC RES GROUP INC COM 907834105 949 59,094 SH DEFINED 03 0 59,094 0
530 33,000 SH DEFINED 21 0 33,000 0
UNION PLANTERS CORP COM 908068109 1,369 33,600 SH DEFINED 03 0 33,600 0
UNIONBANCAL CORP COM 908906100 2,936 81,000 SH DEFINED 03 0 81,000 0
UNISYS CORP COM 909214108 3,244 71,900 SH DEFINED 03 0 71,900 0
UNITED BANKSHARES INC WEST VA COM 909907107 216 8,900 SH DEFINED 03 0 8,900 0
UNITED DOMINION REALTY TR INC COM 910197102 123 11,000 SH DEFINED 03 0 11,000 0
UNITED HEALTHCARE CORP COM 910581107 4,421 90,800 SH DEFINED 01 0 90,800 0
55,888 1,147,900 SH DEFINED 02 0 1,147,900 0
25,011 513,700 SH DEFINED 03 0 513,700 0
UNITED ILLUM CO COM 910637107 145 3,000 SH DEFINED 03 0 3,000 0
194 4,000 SH DEFINED 21 0 4,000 0
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A 911300200 5,289 87,775 SH DEFINED 21 0 87,775 0
SHS
US AIRWAYS GROUP INC COM 911905107 457 17,400 SH DEFINED 03 0 17,400 0
U S WEST INC NEW COM 91273H101 5,986 104,900 SH DEFINED 01 0 104,900 0
62,980 1,103,700 SH DEFINED 02 0 1,103,700 0
33,011 578,509 SH DEFINED 03 0 578,509 0
41,171 721,500 SH DEFINED 04 0 721,500 0
UNITED TECHNOLOGIES CORP COM 913017109 332 5,600 SH DEFINED 02 0 5,600 0
11,572 195,100 SH DEFINED 03 0 195,100 0
UNITED WTR RES INC COM 913190104 206 6,300 SH DEFINED 01 0 6,300 0
2,836 86,936 SH DEFINED 03 0 86,936 0
UNITEDGLOBALCOM CL 913247508 387 5,400 SH DEFINED 01 0 5,400 0
A
516 7,200 SH DEFINED 02 0 7,200 0
7,599 106,100 SH DEFINED 03 0 106,100 0
UNITRIN INC COM 913275103 288 8,300 SH DEFINED 03 0 8,300 0
UNIVERSAL FOODS CORP COM 913538104 245 10,700 SH DEFINED 03 0 10,700 0
UNIVERSAL HLTH SVCS INC CL 913903100 507 19,600 SH DEFINED 03 0 19,600 0
B
UNIVISION COMMUNICATIONS INC CL 914906102 309 3,800 SH DEFINED 01 0 3,800 0
A
749 9,200 SH DEFINED 02 0 9,200 0
8,992 110,500 SH DEFINED 03 0 110,500 0
UNOCAL CORP COM 915289102 2,105 56,800 SH DEFINED 03 0 56,800 0
UNUMPROVIDENT CORP COM 91529Y106 3,336 113,314 SH DEFINED 03 0 113,314 0
USFREIGHTWAYS CORP COM 916906100 268 5,650 SH DEFINED 03 0 5,650 0
USWEB CORP COM 917327108 1,222 35,600 SH DEFINED 03 0 35,600 0
UTILICORP UTD INC COM 918005109 421 20,000 SH DEFINED 02 0 20,000 0
223 10,600 SH DEFINED 03 0 10,600 0
3,172 150,600 SH DEFINED 04 0 150,600 0
V F CORP COM 918204108 874 28,200 SH DEFINED 03 0 28,200 0
VALASSIS COMMUNICATIONS INC COM 918866104 384 8,750 SH DEFINED 01 0 8,750 0
576 13,100 SH DEFINED 02 0 13,100 0
8,203 186,700 SH DEFINED 03 0 186,700 0
VALERO ENERGY CORP NEW COM 91913Y100 225 11,700 SH DEFINED 03 0 11,700 0
VALUE AMER INC COM 92038N102 655 51,400 SH DEFINED 03 0 51,400 0
VALUEVISION INTL INC CL 92047K107 1,846 71,000 SH DEFINED 03 0 71,000 0
A
VARCO INTL INC COM 922126107 608 49,900 SH DEFINED 03 0 49,900 0
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 1,990 94,500 SH DEFINED 03 0 94,500 0
VEECO INSTRS INC DEL COM 922417100 364 13,000 SH DEFINED 03 0 13,000 0
VERITAS SOFTWARE CO COM 923436109 1,709 22,500 SH DEFINED 03 0 22,500 0
VERISIGN INC COM 92343E102 415 3,900 SH DEFINED 02 0 3,900 0
4,601 43,200 SH DEFINED 03 0 43,200 0
VERTICALNET INC COM 92532L107 762 20,600 SH DEFINED 03 0 20,600 0
VIACOM INC CL 925524100 636 14,700 SH DEFINED 01 0 14,700 0
A
55,295 1,278,500 SH DEFINED 02 0 1,278,500 0
29,566 683,600 SH DEFINED 03 0 683,600 0
VIACOM INC CL 925524308 13,179 311,936 SH DEFINED 03 0 311,936 0
B
VIATEL INC COM 925529208 1,070 36,200 SH DEFINED 03 0 36,200 0
VIAD CORP COM 92552R109 333 11,300 SH DEFINED 03 0 11,300 0
VINA CONCHA Y TORO S A SPONSORED 927191106 257 6,800 SH DEFINED 21 0 6,800 0
ADR
VINTAGE PETE INC COM 927460105 185 13,700 SH DEFINED 01 0 13,700 0
2,412 178,700 SH DEFINED 03 0 178,700 0
VISHAY INTERTECHNOLOGY INC COM 928298108 230 9,668 SH DEFINED 03 0 9,668 0
VISUAL NETWORKS INC COM 928444108 467 11,000 SH DEFINED 03 0 11,000 0
VISX INC DEL COM 92844S105 372 4,700 SH DEFINED 02 0 4,700 0
4,999 63,200 SH DEFINED 03 0 63,200 0
VITESSE SEMICONDUCTOR CORP COM 928497106 692 8,100 SH DEFINED 01 0 8,100 0
1,135 13,300 SH DEFINED 02 0 13,300 0
21,711 254,300 SH DEFINED 03 0 254,300 0
VODAFONE AIRTOUCH PLC SPONSORED 92857T107 9,023 37,950 SH DEFINED 03 0 37,950 0
ADR
VOICESTREAM WIRELESS CORP COM 928615103 290 4,700 SH DEFINED 03 0 4,700 0
VULCAN MATLS CO COM 929160109 502 13,700 SH DEFINED 02 0 13,700 0
6,343 173,200 SH DEFINED 03 0 173,200 0
WICOR INC COM 929253102 918 31,600 SH DEFINED 02 0 31,600 0
116 4,000 SH DEFINED 03 0 4,000 0
8,719 300,000 SH DEFINED 04 0 300,000 0
WACHOVIA CORP COM 929771103 3,750 47,700 SH DEFINED 03 0 47,700 0
WAL MART STORES INC COM 931142103 728 15,300 SH DEFINED 01 0 15,300 0
48,709 1,024,100 SH DEFINED 02 0 1,024,100 0
85,808 1,804,100 SH DEFINED 03 0 1,804,100 0
WALGREEN CO COM 931422109 8,526 336,000 SH DEFINED 03 0 336,000 0
WARNER LAMBERT CO COM 934488107 232 3,500 SH DEFINED 01 0 3,500 0
36,017 542,634 SH DEFINED 02 0 542,634 0
27,606 415,912 SH DEFINED 03 0 415,912 0
WASHINGTON GAS LT CO COM 938837101 475 17,500 SH DEFINED 02 0 17,500 0
277 10,200 SH DEFINED 03 0 10,200 0
3,754 138,400 SH DEFINED 04 0 138,400 0
WASHINGTON MUT INC COM 939322103 5,338 182,500 SH DEFINED 01 0 182,500 0
46,952 1,605,200 SH DEFINED 02 0 1,605,200 0
25,896 885,336 SH DEFINED 03 0 885,336 0
218 7,445 SH DEFINED 21 0 7,445 0
WASHINGTON POST CO CL 939640108 613 1,200 SH DEFINED 03 0 1,200 0
B
WASTE MGMT INC DEL COM 94106L109 2,700 140,277 SH DEFINED 01 0 140,277 0
23,275 1,209,100 SH DEFINED 02 0 1,209,100 0
3,657 189,990 SH DEFINED 03 0 189,990 0
WATERS CORP COM 941848103 424 7,000 SH DEFINED 03 0 7,000 0
WATSON PHARMACEUTICALS INC COM 942683103 702 22,958 SH DEFINED 03 0 22,958 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 140 11,582 SH DEFINED 03 0 11,582 0
WEATHERFORD INTL INC COM 947074100 3,572 111,623 SH DEFINED 02 0 111,623 0
8,118 253,696 SH DEFINED 03 0 253,696 0
790 24,701 SH DEFINED 06 0 24,701 0
WEBSTER FINL CORP CONN COM 947890109 209 8,200 SH DEFINED 03 0 8,200 0
WEBTRENDS CORP COM 94844D104 918 20,600 SH DEFINED 03 0 20,600 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 393 6,900 SH DEFINED 02 0 6,900 0
5,136 90,100 SH DEFINED 03 0 90,100 0
WELLS FARGO & CO NEW COM 949746101 18,896 476,860 SH DEFINED 03 0 476,860 0
299 7,550 SH DEFINED 21 0 7,550 0
WENDYS INTL INC COM 950590109 773 29,300 SH DEFINED 03 0 29,300 0
WERNER ENTERPRISES INC COM 950755108 1,803 102,300 SH DEFINED 03 0 102,300 0
WESTERN RES INC COM 959425109 1,759 82,300 SH DEFINED 02 0 82,300 0
14,505 678,600 SH DEFINED 04 0 678,600 0
WESTVACO CORP COM 961548104 606 23,650 SH DEFINED 03 0 23,650 0
WESTWOOD ONE INC COM 961815107 397 8,800 SH DEFINED 02 0 8,800 0
4,729 104,800 SH DEFINED 03 0 104,800 0
WEYERHAEUSER CO COM 962166104 277 4,800 SH DEFINED 01 0 4,800 0
328 5,700 SH DEFINED 02 0 5,700 0
6,293 109,200 SH DEFINED 03 0 109,200 0
WHIRLPOOL CORP COM 963320106 23,277 356,400 SH DEFINED 02 0 356,400 0
1,169 17,900 SH DEFINED 03 0 17,900 0
WHITMAN CORP NEW COM 96647R107 143 10,000 SH DEFINED 03 0 10,000 0
WHOLE FOODS MKT INC COM 966837106 1,126 34,400 SH DEFINED 03 0 34,400 0
WILLAMETTE INDS INC COM 969133107 1,126 26,100 SH DEFINED 03 0 26,100 0
WILLIAMS COS INC DEL COM 969457100 2,508 67,000 SH DEFINED 02 0 67,000 0
4,597 122,800 SH DEFINED 03 0 122,800 0
21,085 563,200 SH DEFINED 04 0 563,200 0
WILLIAMS SONOMA INC COM 969904101 578 11,900 SH DEFINED 03 0 11,900 0
WINN DIXIE STORES INC COM 974280109 1,039 35,000 SH DEFINED 03 0 35,000 0
WINSTAR COMMUNICATIONS INC COM 975515107 2,659 70,200 SH DEFINED 21 0 70,200 0
WISCONSIN CENT TRANSN CORP COM 976592105 153 11,200 SH DEFINED 03 0 11,200 0
WISCONSIN ENERGY CORP COM 976657106 312 13,300 SH DEFINED 03 0 13,300 0
WOLVERINE WORLD WIDE INC COM 978097103 2,125 186,800 SH DEFINED 03 0 186,800 0
WORTHINGTON INDS INC COM 981811102 507 29,850 SH DEFINED 03 0 29,850 0
WRIGLEY WM JR CO COM 982526105 1,879 27,300 SH DEFINED 03 0 27,300 0
WYNDHAM INTL INC CL 983101106 54 20,700 SH DEFINED 03 0 20,700 0
A
XILINX INC COM 983919101 970 14,800 SH DEFINED 02 0 14,800 0
11,284 172,200 SH DEFINED 03 0 172,200 0
XIRCOM INC COM 983922105 205 4,800 SH DEFINED 03 0 4,800 0
XEROX CORP COM 984121103 22,671 540,600 SH DEFINED 02 0 540,600 0
7,163 170,800 SH DEFINED 03 0 170,800 0
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ZALE CORP NEW COM 988858106 261 6,800 SH DEFINED 01 0 6,800 0
3,448 90,000 SH DEFINED 03 0 90,000 0
ZEBRA TECHNOLOGIES CORP CL 989207105 255 5,600 SH DEFINED 03 0 5,600 0
A
ZIONS BANCORPORATION COM 989701107 496 9,000 SH DEFINED 03 0 9,000 0
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ACE LTD ORD G0070K103 1,795 106,000 SH DEFINED 03 0 106,000 0
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A
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17,563 224,800 SH DEFINED 03 0 224,800 0
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2,689 124,700 SH DEFINED 03 0 124,700 0
HILFIGER TOMMY CORP ORD G8915Z102 1,522 54,000 SH DEFINED 03 0 54,000 0
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 848 27,700 SH DEFINED 02 0 27,700 0
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SHS
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