UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number: _______
This Amendment:
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Federated Investors, Inc.
Address: Federated Investors Tower
1001 Liberty Avenue
Pittsburgh, PA 15222-3779
Form 13F File Number: 28-5680
The institutional investment manager filing this report and the person by
whom it is singed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true, correct
and complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Beverly Pirker
Title: Manager, Treasury
Phone: (412) 288-1770
Signature, Place, and Date of Signing:
/s/Beverly Pirker Pittsburgh, PA February 9, 2000
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: 1,969
Form 13F Information Table Value Total: $17,273,899
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.
FORM 13F INFORMATION TABLE
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Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
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VOTING AUTHORITY
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NAME OF ISSUER TITLE OF CUSIP VALUE SHRS OR SH/ PUT/CAINVESTMENT OTHER SOLE SHARED NONE
CLASS (X$1000) PRN AMT PRN DISCRETION MANAGERS
- ------------------------------------------------------------------------------------------------------------------------------------
A D C TELECOMMUNICATIONS COM 000886101 2,554 35,200 SH DEFINED 03 0 35,200 0
ACT MFG INC COM 000973107 863 23,000 SH DEFINED 03 0 23,000 0
AFLAC INC COM 001055102 222 4,700 SH DEFINED 01 0 4,700 0
AFLAC INC COM 001055102 703 14,900 SH DEFINED 02 0 14,900 0
AFLAC INC COM 001055102 10,249 217,200 SH DEFINED 03 0 217,200 0
AGCO CORP COM 001084102 181 13,500 SH DEFINED 03 0 13,500 0
AGL RES INC COM 001204106 221 13,000 SH DEFINED 03 0 13,000 0
AES CORP COM 00130H105 4,478 59,900 SH DEFINED 03 0 59,900 0
AK STL HLDG CORP COM 001547108 264 14,000 SH DEFINED 01 0 14,000 0
AK STL HLDG CORP COM 001547108 3,209 170,000 SH DEFINED 03 0 170,000 0
AMFM INC COM 001693100 1,182 15,100 SH DEFINED 03 0 15,100 0
AMR CORP COM 001765106 3,129 46,700 SH DEFINED 03 0 46,700 0
AT&T CORP COM 001957109 7,807 153,650 SH DEFINED 01 0 153,650 0
AT&T CORP COM 001957109 115,629 2,278,400SH DEFINED 02 0 2,278,400 0
AT&T CORP COM 001957109 76,419 1,505,784SH DEFINED 03 0 1,505,784 0
AT&T CORP COM 001957109 62,402 1,229,600SH DEFINED 04 0 1,229,600 0
AT&T CORP COM 001957109 3,017 59,400 SH DEFINED 21 0 59,400 0
AT&T CORP COM LIB GRP 001957208 784 13,800 SH DEFINED 01 0 13,800 0
A
AT&T CORP COM LIB GRP 001957208 19,494 343,500 SH DEFINED 02 0 343,500 0
A
AT&T CORP COM LIB GRP 001957208 44,559 785,178 SH DEFINED 03 0 785,178 0
A
AT & T CDA INC DEPS RCPT CL 00207Q202 1,087 27,000 SH DEFINED 02 0 27,000 0
B
AT & T CDA INC DEPS RCPT CL 00207Q202 15,923 395,600 SH DEFINED 03 0 395,600 0
B
ATMI INC COM 00207R101 218 6,600 SH DEFINED 01 0 6,600 0
ATMI INC COM 00207R101 2,387 72,200 SH DEFINED 03 0 72,200 0
AVT CORP COM 002420107 1,058 22,500 SH DEFINED 03 0 22,500 0
AVX CORP NEW COM 002444107 1,629 33,000 SH DEFINED 21 0 33,000 0
ABBOTT LABS COM 002824100 508 14,000 SH DEFINED 01 0 14,000 0
ABBOTT LABS COM 002824100 75,494 2,079,000SH DEFINED 02 0 2,079,000 0
ABBOTT LABS COM 002824100 36,933 1,017,100SH DEFINED 03 0 1,017,100 0
ABERCROMBIE & FITCH CO CL 002896207 542 20,300 SH DEFINED 03 0 20,300 0
A
ACCRUE SOFTWARE INC COM 00437W102 281 5,200 SH DEFINED 01 0 5,200 0
ACCRUE SOFTWARE INC COM 00437W102 4,936 91,200 SH DEFINED 03 0 91,200 0
ACTION PERFORMANCE COS INC COM 004933107 1,064 92,500 SH DEFINED 03 0 92,500 0
ACTIVE SOFTWARE INC COM 00504E100 2,659 28,900 SH DEFINED 03 0 28,900 0
ACXIOM CORP COM 005125109 264 11,000 SH DEFINED 01 0 11,000 0
ACXIOM CORP COM 005125109 3,319 138,300 SH DEFINED 03 0 138,300 0
ADAPTEC INC COM 00651F108 5,451 109,300 SH DEFINED 03 0 109,300 0
ADELPHIA BUSINESS SOLUTIONS CL 006847107 240 5,000 SH DEFINED 01 0 5,000 0
A
ADELPHIA BUSINESS SOLUTIONS CL 006847107 931 19,400 SH DEFINED 02 0 19,400 0
A
ADELPHIA BUSINESS SOLUTIONS CL 006847107 17,520 365,000 SH DEFINED 03 0 365,000 0
A
ADELPHIA BUSINESS SOLUTIONS CL 006847107 331 6,900 SH DEFINED 04 0 6,900 0
A
ADELPHIA BUSINESS SOLUTIONS CL 006847107 1,491 31,300 SH DEFINED 21 0 31,300 0
A
ADOBE SYS INC COM 00724F101 1,991 29,600 SH DEFINED 03 0 29,600 0
ADTRAN INC COM 00738A106 355 6,900 SH DEFINED 03 0 6,900 0
ADVANCE PARADIGM INC COM 007491103 1,160 53,800 SH DEFINED 03 0 53,800 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 340 7,600 SH DEFINED 03 0 7,600 0
ADVANCED MICRO DEVICES INC COM 007903107 987 34,100 SH DEFINED 03 0 34,100 0
AETHER SYS INC COM 00808V105 229 3,200 SH DEFINED 01 0 3,200 0
AETHER SYS INC COM 00808V105 5,458 76,200 SH DEFINED 03 0 76,200 0
AETNA INC COM 008117103 1,878 33,655 SH DEFINED 03 0 33,655 0
AFFILIATED COMPUTER SERVICES CL 008190100 276 6,000 SH DEFINED 03 0 6,000 0
A
AFFILIATED MANAGERS GROUP COM 008252108 493 12,200 SH DEFINED 01 0 12,200 0
AFFILIATED MANAGERS GROUP COM 008252108 5,443 134,600 SH DEFINED 03 0 134,600 0
AFFYMETRIX INC COM 00826T108 288 1,700 SH DEFINED 03 0 1,700 0
AGENCY COM LTD COM 008447104 46 900 SH DEFINED 02 0 900 0
AGENCY COM LTD COM 008447104 474 9,300 SH DEFINED 03 0 9,300 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,551 33,000 SH DEFINED 03 0 33,000 0
AIR PRODS & CHEMS INC COM 009158106 2,336 69,600 SH DEFINED 03 0 69,600 0
AIRBORNE FGHT CORP COM 009266107 1,676 76,200 SH DEFINED 03 0 76,200 0
AIRGAS INC COM 009363102 145 15,300 SH DEFINED 03 0 15,300 0
AIRGATE PCS INC COM 009367103 3,888 73,700 SH DEFINED 03 0 73,700 0
AIRNET COMMUNICATIONS CORP COM 00941P106 4,310 118,500 SH DEFINED 03 0 118,500 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,999 6,100 SH DEFINED 03 0 6,100 0
ALASKA AIR GROUP INC COM 011659109 204 5,800 SH DEFINED 03 0 5,800 0
ALBERTO CULVER CO CL B 013068101 346 13,400 SH DEFINED 03 0 13,400 0
CONV
ALBERTSONS INC COM 013104104 3,179 98,561 SH DEFINED 03 0 98,561 0
ALCAN ALUMINIUM LTD NEW COM 013716105 2,208 53,600 SH DEFINED 03 0 53,600 0
ALCOA INC COM 013817101 6,762 81,464 SH DEFINED 01 0 81,464 0
ALCOA INC COM 013817101 1,004 12,100 SH DEFINED 02 0 12,100 0
ALCOA INC COM 013817101 19,123 230,400 SH DEFINED 03 0 230,400 0
ALEXANDER & BALDWIN INC COM 014482103 226 9,900 SH DEFINED 03 0 9,900 0
ALLAIRE CORP COM 016714107 1,434 9,800 SH DEFINED 03 0 9,800 0
ALLEGHENY ENERGY INC COM 017361106 361 13,400 SH DEFINED 03 0 13,400 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 518 23,096 SH DEFINED 03 0 23,096 0
ALLEGIANCE TELECOM INC COM 01747T102 3,856 41,800 SH DEFINED 03 0 41,800 0
ALLEGIANCE TELECOM INC COM 01747T102 1,091 12,300 SH DEFINED 21 0 12,300 0
ALLERGAN INC COM 018490102 209 4,200 SH DEFINED 01 0 4,200 0
ALLERGAN INC COM 018490102 1,005 20,200 SH DEFINED 02 0 20,200 0
ALLERGAN INC COM 018490102 11,811 237,400 SH DEFINED 03 0 237,400 0
ALLIANT CORP COM 018802108 264 9,600 SH DEFINED 03 0 9,600 0
ALLIED WASTE INDS INC COM 019589308 388 44,000 SH DEFINED 03 0 44,000 0
PAR$.01NEW
ALLMERICA FINL CORP COM 019754100 423 7,600 SH DEFINED 01 0 7,600 0
ALLMERICA FINL CORP COM 019754100 18,123 325,800 SH DEFINED 03 0 325,800 0
ALLSTATE CORP COM 020002101 4,380 182,022 SH DEFINED 01 0 182,022 0
ALLSTATE CORP COM 020002101 55,003 2,291,800SH DEFINED 02 0 2,291,800 0
ALLSTATE CORP COM 020002101 25,793 1,074,710SH DEFINED 03 0 1,074,710 0
ALLTEL CORP COM 020039103 7,607 92,000 SH DEFINED 02 0 92,000 0
ALLTEL CORP COM 020039103 13,850 167,500 SH DEFINED 03 0 167,500 0
ALLTEL CORP COM 020039103 53,127 642,500 SH DEFINED 04 0 642,500 0
ALLTEL CORP COM 020039103 1,752 21,300 SH DEFINED 21 0 21,300 0
ALPHA INDS INC COM 020753109 201 3,500 SH DEFINED 03 0 3,500 0
ALPHARMA INC CL 020813101 2,383 77,500 SH DEFINED 03 0 77,500 0
A
ALTERA CORP COM 021441100 1,194 24,100 SH DEFINED 03 0 24,100 0
ALTEON WEBSYSTEMS INC COM 02145A109 948 10,800 SH DEFINED 02 0 10,800 0
ALTEON WEBSYSTEMS INC COM 02145A109 14,610 166,500 SH DEFINED 03 0 166,500 0
ALZA CORP DEL COM 022615108 814 23,500 SH DEFINED 03 0 23,500 0
AMAZON COM INC COM 023135106 411 5,400 SH DEFINED 02 0 5,400 0
AMAZON COM INC COM 023135106 7,651 100,500 SH DEFINED 03 0 100,500 0
AMAZON COM INC COM 023135106 49 500 SH DEFINED 21 0 500 0
AMBAC FINL GROUP INC COM 023139108 444 8,500 SH DEFINED 03 0 8,500 0
AMERADA HESS CORP COM 023551104 1,209 21,300 SH DEFINED 03 0 21,300 0
AMEREN CORP COM 023608102 1,418 43,300 SH DEFINED 03 0 43,300 0
AMERICA ONLINE INC DEL COM 02364J104 1,901 25,200 SH DEFINED 02 0 25,200 0
AMERICA ONLINE INC DEL COM 02364J104 79,217 1,050,100SH DEFINED 03 0 1,050,100 0
AMERICA ONLINE INC DEL COM 02364J104 1,368 17,900 SH DEFINED 21 0 17,900 0
AMERICA ONLINE INC DEL SUB NT CONV 02364JAB0 50,645 4,370,000PRN DEFINED 02 0 4,370,000 0
4%02
AMERICAN ELEC PWR INC COM 025537101 1,767 55,000 SH DEFINED 03 0 55,000 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 239 5,300 SH DEFINED 01 0 5,300 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 270 6,000 SH DEFINED 03 0 6,000 0
AMERICAN EXPRESS CO COM 025816109 898 5,400 SH DEFINED 02 0 5,400 0
AMERICAN EXPRESS CO COM 025816109 30,856 185,600 SH DEFINED 03 0 185,600 0
AMERICAN EXPRESS CO COM 025816109 200 1,200 SH DEFINED 21 0 1,200 0
AMERICAN GENERAL CORP COM 026351106 4,502 59,330 SH DEFINED 03 0 59,330 0
AMERICAN GREETINGS CORP CL 026375105 2,379 100,700 SH DEFINED 01 0 100,700 0
A
AMERICAN GREETINGS CORP CL 026375105 390 16,500 SH DEFINED 03 0 16,500 0
A
AMERICAN HOME PRODS CORP COM 026609107 430 10,900 SH DEFINED 02 0 10,900 0
AMERICAN HOME PRODS CORP COM 026609107 19,234 487,700 SH DEFINED 03 0 487,700 0
AMERICAN INTL GROUP INC COM 026874107 44,938 415,612 SH DEFINED 03 0 415,612 0
AMERICAN INTL GROUP INC COM 026874107 220 2,037 SH DEFINED 21 0 2,037 0
AMERICAN MGMT SYS INC COM 027352103 264 8,400 SH DEFINED 03 0 8,400 0
AMERICAN PWR CONVERSION CORP COM 029066107 615 23,300 SH DEFINED 03 0 23,300 0
AMERICAN STD COS INC DEL COM 029712106 395 8,600 SH DEFINED 03 0 8,600 0
AMERICAN WTR WKS INC COM 030411102 251 11,800 SH DEFINED 03 0 11,800 0
AMERICREDIT CORP COM 03060R101 1,062 57,400 SH DEFINED 03 0 57,400 0
AMGEN INC COM 031162100 6,216 103,500 SH DEFINED 01 0 103,500 0
AMGEN INC COM 031162100 31,683 527,500 SH DEFINED 03 0 527,500 0
AMKOR TECHNOLOGY INC COM 031652100 257 9,100 SH DEFINED 03 0 9,100 0
AMSOUTH BANCORPORATION COM 032165102 1,788 92,600 SH DEFINED 03 0 92,600 0
AMSOUTH BANCORPORATION COM 032165102 105 5,421 SH DEFINED 21 0 5,421 0
ANADARKO PETE CORP COM 032511107 966 28,300 SH DEFINED 03 0 28,300 0
ANALOG DEVICES INC COM 032654105 3,804 40,900 SH DEFINED 03 0 40,900 0
ANCOR COMMUNICATIONS INC COM 03332K108 2,932 43,200 SH DEFINED 03 0 43,200 0
ANDREW CORP COM 034425108 535 28,262 SH DEFINED 03 0 28,262 0
ANHEUSER BUSCH COS INC COM 035229103 40,959 577,900 SH DEFINED 02 0 577,900 0
ANHEUSER BUSCH COS INC COM 035229103 13,417 189,300 SH DEFINED 03 0 189,300 0
ANSWERTHINK CONSULTING GROUP COM 036916104 6,035 176,200 SH DEFINED 03 0 176,200 0
AON CORP COM 037389103 2,403 60,075 SH DEFINED 03 0 60,075 0
APACHE CORP COM 037411105 964 26,100 SH DEFINED 03 0 26,100 0
APACHE CORP ACES C DP 037411600 2,414 68,000 SH DEFINED 02 0 68,000 0
1/50
APACHE CORP ACES C DP 037411600 17,963 506,000 SH DEFINED 04 0 506,000 0
1/50
APOLLO GROUP INC CL 037604105 2,177 108,500 SH DEFINED 03 0 108,500 0
A
APPLE COMPUTER INC COM 037833100 45,201 439,645 SH DEFINED 02 0 439,645 0
APPLE COMPUTER INC COM 037833100 11,155 108,500 SH DEFINED 03 0 108,500 0
APRIA HEALTHCARE GROUP INC COM 037933108 212 11,800 SH DEFINED 03 0 11,800 0
APPLIED MATLS INC COM 038222105 15,088 119,100 SH DEFINED 03 0 119,100 0
APPLIED MATLS INC COM 038222105 2,223 17,650 SH DEFINED 21 0 17,650 0
APPLIED PWR INC CL 038225108 316 8,600 SH DEFINED 01 0 8,600 0
A
APPLIED PWR INC CL 038225108 4,324 117,660 SH DEFINED 03 0 117,660 0
A
APPLIED MICRO CIRCUITS CORP COM 03822W109 407 3,200 SH DEFINED 01 0 3,200 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 2,660 20,900 SH DEFINED 03 0 20,900 0
APTARGROUP INC COM 038336103 2,417 96,200 SH DEFINED 03 0 96,200 0
ARACRUZ CELULOSE S A SPON ADR CL 038496204 465 17,700 SH DEFINED 21 0 17,700 0
B
ARCHER DANIELS MIDLAND CO COM 039483102 306 25,210 SH DEFINED 01 0 25,210 0
ARCHER DANIELS MIDLAND CO COM 039483102 30,489 2,501,647SH DEFINED 02 0 2,501,647 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,815 313,040 SH DEFINED 03 0 313,040 0
ARIBA INC COM 04033V104 337 1,900 SH DEFINED 02 0 1,900 0
ARIBA INC COM 04033V104 3,246 18,300 SH DEFINED 03 0 18,300 0
ARM HLDGS PLC SPONSORED 042068106 552 2,880 SH DEFINED 03 0 2,880 0
ADR
ARM HLDGS PLC SPONSORED 042068106 35,131 183,450 SH DEFINED 21 0 183,450 0
ADR
ARMSTRONG WORLD INDS INC COM 042476101 314 9,400 SH DEFINED 03 0 9,400 0
ARROW ELECTRS INC COM 042735100 296 11,650 SH DEFINED 03 0 11,650 0
ASHLAND INC COM 044204105 4,298 130,500 SH DEFINED 01 0 130,500 0
ASHLAND INC COM 044204105 43,481 1,320,100SH DEFINED 02 0 1,320,100 0
ASHLAND INC COM 044204105 17,803 540,500 SH DEFINED 03 0 540,500 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 203 5,200 SH DEFINED 03 0 5,200 0
ASSOCIATED BANC CORP COM 045487105 262 7,650 SH DEFINED 03 0 7,650 0
ASSOCIATES FIRST CAP CORP CL 046008108 5,120 186,624 SH DEFINED 03 0 186,624 0
A
ASTORIA FINL CORP COM 046265104 201 6,600 SH DEFINED 03 0 6,600 0
ATLANTIC RICHFIELD CO COM 048825103 3,944 45,600 SH DEFINED 01 0 45,600 0
ATLANTIC RICHFIELD CO COM 048825103 20,769 240,100 SH DEFINED 03 0 240,100 0
ATMEL CORP COM 049513104 3,689 124,800 SH DEFINED 03 0 124,800 0
AUTODESK INC COM 052769106 473 14,000 SH DEFINED 03 0 14,000 0
AUTOMATIC DATA PROCESSING INC COM 053015103 8,388 155,700 SH DEFINED 03 0 155,700 0
AUTOZONE INC COM 053332102 1,141 35,300 SH DEFINED 03 0 35,300 0
AVERY DENNISON CORP COM 053611109 2,762 37,900 SH DEFINED 03 0 37,900 0
AVNET INC COM 053807103 343 5,674 SH DEFINED 03 0 5,674 0
AVON PRODS INC COM 054303102 3,805 115,300 SH DEFINED 01 0 115,300 0
AVON PRODS INC COM 054303102 2,224 67,400 SH DEFINED 03 0 67,400 0
BB&T CORP COM 054937107 2,004 73,200 SH DEFINED 03 0 73,200 0
BCE INC COM 05534B109 1,636 18,300 SH DEFINED 21 0 18,300 0
BJ SVCS CO COM 055482103 1,739 41,600 SH DEFINED 03 0 41,600 0
BJS WHOLESALE CLUB INC COM 05548J106 380 10,400 SH DEFINED 01 0 10,400 0
BJS WHOLESALE CLUB INC COM 05548J106 1,146 31,400 SH DEFINED 02 0 31,400 0
BJS WHOLESALE CLUB INC COM 05548J106 16,053 439,800 SH DEFINED 03 0 439,800 0
BP AMOCO P L C SPONSORED 055622104 34,152 575,800 SH DEFINED 02 0 575,800 0
ADR
BP AMOCO P L C SPONSORED 055622104 3,484 58,738 SH DEFINED 03 0 58,738 0
ADR
BMC SOFTWARE INC COM 055921100 5,756 72,000 SH DEFINED 03 0 72,000 0
BAKER HUGHES INC COM 057224107 1,622 76,990 SH DEFINED 03 0 76,990 0
BALANCE BAR CO COM 057623100 461 33,800 SH DEFINED 03 0 33,800 0
BALL CORP COM 058498106 287 7,300 SH DEFINED 03 0 7,300 0
BANCO DE GALICIA Y BUENOS AIRE SPON ADR B 059538207 531 26,819 SH DEFINED 21 0 26,819 0
NEW
BANK OF AMERICA CORPORATION COM 060505104 4,522 90,100 SH DEFINED 01 0 90,100 0
BANK OF AMERICA CORPORATION COM 060505104 65,000 1,295,143SH DEFINED 02 0 1,295,143 0
BANK OF AMERICA CORPORATION COM 060505104 47,904 954,503 SH DEFINED 03 0 954,503 0
BANK OF AMERICA CORPORATION COM 060505104 511 10,310 SH DEFINED 21 0 10,310 0
BANK NEW YORK INC COM 064057102 7,680 192,000 SH DEFINED 03 0 192,000 0
BANK ONE CORP COM 06423A103 1,088 34,000 SH DEFINED 01 0 34,000 0
BANK ONE CORP COM 06423A103 8,637 269,386 SH DEFINED 03 0 269,386 0
BANK ONE CORP COM 06423A103 123 3,840 SH DEFINED 21 0 3,840 0
BARD C R INC COM 067383109 7,378 139,200 SH DEFINED 01 0 139,200 0
BARD C R INC COM 067383109 668 12,600 SH DEFINED 03 0 12,600 0
BARRICK GOLD CORP COM 067901108 1,624 91,800 SH DEFINED 03 0 91,800 0
BATTLE MTN GOLD CO COM 071593107 28 13,600 SH DEFINED 03 0 13,600 0
BAUSCH & LOMB INC COM 071707103 903 13,200 SH DEFINED 03 0 13,200 0
BAXTER INTL INC COM 071813109 5,634 89,700 SH DEFINED 01 0 89,700 0
BAXTER INTL INC COM 071813109 76,813 1,222,900SH DEFINED 02 0 1,222,900 0
BAXTER INTL INC COM 071813109 29,979 477,271 SH DEFINED 03 0 477,271 0
BEAR STEARNS COS INC COM 073902108 5,195 121,523 SH DEFINED 01 0 121,523 0
BEAR STEARNS COS INC COM 073902108 49,871 1,166,578SH DEFINED 02 0 1,166,578 0
BEAR STEARNS COS INC COM 073902108 23,588 551,761 SH DEFINED 03 0 551,761 0
BEAR STEARNS COS INC COM 073902108 75 1,753 SH DEFINED 21 0 1,753 0
BEBE STORES INC COM 075571109 1,358 50,300 SH DEFINED 03 0 50,300 0
BECTON DICKINSON & CO COM 075887109 1,568 58,600 SH DEFINED 03 0 58,600 0
BED BATH & BEYOND INC COM 075896100 1,140 32,800 SH DEFINED 03 0 32,800 0
BELL ATLANTIC CORP COM 077853109 7,636 124,034 SH DEFINED 01 0 124,034 0
BELL ATLANTIC CORP COM 077853109 1,865 30,300 SH DEFINED 02 0 30,300 0
BELL ATLANTIC CORP COM 077853109 44,176 717,584 SH DEFINED 03 0 717,584 0
BELL ATLANTIC CORP COM 077853109 14,369 233,400 SH DEFINED 04 0 233,400 0
BELLSOUTH CORP COM 079860102 5,412 115,600 SH DEFINED 01 0 115,600 0
BELLSOUTH CORP COM 079860102 58,356 1,246,600SH DEFINED 02 0 1,246,600 0
BELLSOUTH CORP COM 079860102 45,104 963,500 SH DEFINED 03 0 963,500 0
BELLSOUTH CORP COM 079860102 66,745 1,425,800SH DEFINED 04 0 1,425,800 0
BELLSOUTH CORP COM 079860102 2,015 43,100 SH DEFINED 21 0 43,100 0
BELO A H CORP DEL COM SER 080555105 275 14,400 SH DEFINED 03 0 14,400 0
A
BEMIS INC COM 081437105 771 22,100 SH DEFINED 03 0 22,100 0
BERGEN BRUNSWIG CORP CL 083739102 1,261 151,750 SH DEFINED 01 0 151,750 0
A
BERGEN BRUNSWIG CORP CL 083739102 136 16,312 SH DEFINED 03 0 16,312 0
A
BERKSHIRE HATHAWAY INC DEL CL 084670207 941 514 SH DEFINED 01 0 514 0
B
BEST BUY INC COM 086516101 2,429 48,400 SH DEFINED 03 0 48,400 0
BESTFOODS COM 08658U101 1,256 23,900 SH DEFINED 01 0 23,900 0
BESTFOODS COM 08658U101 3,537 67,300 SH DEFINED 03 0 67,300 0
BETHLEHEM STL CORP COM 087509105 373 44,506 SH DEFINED 03 0 44,506 0
BEVERLY ENTERPRISES INC COM 087851309 2,281 521,300 SH DEFINED 01 0 521,300 0
NEW
BEVERLY ENTERPRISES INC COM 087851309 9,127 2,086,100SH DEFINED 03 0 2,086,100 0
NEW
BIO TECHNOLOGY GEN CORP COM 090578105 159 10,400 SH DEFINED 03 0 10,400 0
BIOGEN INC COM 090597105 321 3,800 SH DEFINED 01 0 3,800 0
BIOGEN INC COM 090597105 972 11,500 SH DEFINED 02 0 11,500 0
BIOGEN INC COM 090597105 14,331 169,600 SH DEFINED 03 0 169,600 0
BIOMET INC COM 090613100 1,056 26,400 SH DEFINED 03 0 26,400 0
BIOVAIL CORP INTL NEW COM 09067K106 3,727 39,750 SH DEFINED 21 0 39,750 0
BLACK & DECKER CORP COM 091797100 7,195 137,700 SH DEFINED 03 0 137,700 0
BLACK BOX CORP DEL COM 091826107 248 3,700 SH DEFINED 03 0 3,700 0
BLOCK H & R INC COM 093671105 3,964 90,600 SH DEFINED 01 0 90,600 0
BLOCK H & R INC COM 093671105 42,486 971,100 SH DEFINED 02 0 971,100 0
BLOCK H & R INC COM 093671105 19,272 440,500 SH DEFINED 03 0 440,500 0
BLOCKBUSTER INC CL 093679108 1,980 148,000 SH DEFINED 03 0 148,000 0
A
BLUESTONE SOFTWARE INC COM 09623P102 3,082 26,800 SH DEFINED 03 0 26,800 0
BOEING CO COM 097023105 62,485 1,503,400SH DEFINED 02 0 1,503,400 0
BOEING CO COM 097023105 10,017 241,008 SH DEFINED 03 0 241,008 0
BOISE CASCADE CORP COM 097383103 539 13,300 SH DEFINED 03 0 13,300 0
BORDERS GROUP INC COM 099709107 284 17,700 SH DEFINED 03 0 17,700 0
BOSTON SCIENTIFIC CORP COM 101137107 2,126 97,200 SH DEFINED 03 0 97,200 0
BOWATER INC COM 102183100 337 6,200 SH DEFINED 03 0 6,200 0
BOWATER INC COM 102183100 2,842 52,400 SH DEFINED 21 0 52,400 0
BRAUN CONSULTING INC COM 105651103 565 7,900 SH DEFINED 01 0 7,900 0
BRAUN CONSULTING INC COM 105651103 5,270 73,700 SH DEFINED 03 0 73,700 0
BRIGGS & STRATTON CORP COM 109043109 295 5,500 SH DEFINED 03 0 5,500 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,749 136,300 SH DEFINED 01 0 136,300 0
BRISTOL MYERS SQUIBB CO COM 110122108 88,271 1,375,200SH DEFINED 02 0 1,375,200 0
BRISTOL MYERS SQUIBB CO COM 110122108 84,272 1,312,900SH DEFINED 03 0 1,312,900 0
BRISTOL MYERS SQUIBB CO COM 110122108 161 2,450 SH DEFINED 21 0 2,450 0
BROADCOM CORP CL 111320107 1,090 4,000 SH DEFINED 02 0 4,000 0
A
BROADCOM CORP CL 111320107 16,125 59,200 SH DEFINED 03 0 59,200 0
A
BROADVISION INC COM 111412102 3,741 22,000 SH DEFINED 03 0 22,000 0
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DEP1/20
BROADWING INC PFD CV 111620407 13,065 220,500 SH DEFINED 04 0 220,500 0
DEP1/20
BROWN FORMAN CORP CL 115637209 922 16,100 SH DEFINED 03 0 16,100 0
B
BRUNSWICK CORP COM 117043109 25,774 1,158,400SH DEFINED 02 0 1,158,400 0
BRUNSWICK CORP COM 117043109 481 21,600 SH DEFINED 03 0 21,600 0
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BURLINGTON NORTHN SANTA FE CP COM 12189T104 3,452 142,333 SH DEFINED 03 0 142,333 0
BURLINGTON RES INC COM 122014103 1,504 45,500 SH DEFINED 02 0 45,500 0
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BURLINGTON RES INC COM 122014103 11,440 346,000 SH DEFINED 04 0 346,000 0
BURR BROWN CORP COM 122574106 330 9,131 SH DEFINED 03 0 9,131 0
BUSINESS OBJECTS S A SPONSORED 12328X107 401 3,000 SH DEFINED 01 0 3,000 0
ADR
BUSINESS OBJECTS S A SPONSORED 12328X107 7,617 57,000 SH DEFINED 21 0 57,000 0
ADR
C&D TECHNOLOGIES INC COM 124661109 400 9,400 SH DEFINED 01 0 9,400 0
C&D TECHNOLOGIES INC COM 124661109 4,441 104,500 SH DEFINED 03 0 104,500 0
CBT GROUP PUB LTD SPON ADR 124853300 1,531 45,700 SH DEFINED 03 0 45,700 0
NEW
CCB FINL CORP COM 124875105 2,017 46,300 SH DEFINED 03 0 46,300 0
CBRL GROUP INC COM 12489V106 129 13,250 SH DEFINED 03 0 13,250 0
CBS CORP COM 12490K107 7,653 119,699 SH DEFINED 01 0 119,699 0
CBS CORP COM 12490K107 70,480 1,102,329SH DEFINED 02 0 1,102,329 0
CBS CORP COM 12490K107 42,863 670,384 SH DEFINED 03 0 670,384 0
C-CUBE MICROSYSTEMS INC COM 125015107 5,534 88,900 SH DEFINED 03 0 88,900 0
CDW COMPUTER CTRS INC COM 125129106 409 5,200 SH DEFINED 03 0 5,200 0
CH ENERGY GROUP INC COM 12541M102 1,749 53,000 SH DEFINED 03 0 53,000 0
CIGNA CORP COM 125509109 4,004 49,700 SH DEFINED 01 0 49,700 0
CIGNA CORP COM 125509109 44,845 556,650 SH DEFINED 02 0 556,650 0
CIGNA CORP COM 125509109 25,409 315,400 SH DEFINED 03 0 315,400 0
CIGNA CORP COM 125509109 81 1,000 SH DEFINED 21 0 1,000 0
CIT GROUP INC CL 125577106 3,805 180,100 SH DEFINED 01 0 180,100 0
A
CIT GROUP INC CL 125577106 62,283 2,948,300SH DEFINED 02 0 2,948,300 0
A
CIT GROUP INC CL 125577106 26,066 1,233,900SH DEFINED 03 0 1,233,900 0
A
CKE RESTAURANTS INC COM 12561E105 64 10,900 SH DEFINED 03 0 10,900 0
CK WITCO CORP COM 12562C108 362 27,059 SH DEFINED 03 0 27,059 0
CMGI INC COM 125750109 443 1,600 SH DEFINED 01 0 1,600 0
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CMP GROUP INC COM 125887109 204 7,400 SH DEFINED 03 0 7,400 0
CMS ENERGY CORP COM 125896100 1,519 48,700 SH DEFINED 03 0 48,700 0
CMS ENERGY CORP COM 125896100 1,310 42,000 SH DEFINED 21 0 42,000 0
CMS ENERGY CORP ADJ CV 125896308 3,137 92,600 SH DEFINED 02 0 92,600 0
TR8.75%
CMS ENERGY CORP ADJ CV 125896308 24,712 729,500 SH DEFINED 04 0 729,500 0
TR8.75%
CNF TRANSN INC COM 12612W104 204 5,900 SH DEFINED 03 0 5,900 0
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CTS CORP COM 126501105 626 8,300 SH DEFINED 02 0 8,300 0
CTS CORP COM 126501105 6,842 90,768 SH DEFINED 03 0 90,768 0
CVS CORP COM 126650100 3,666 91,800 SH DEFINED 03 0 91,800 0
CABLEVISION SYS CORP CL 12686C109 823 10,900 SH DEFINED 02 0 10,900 0
A
CABLEVISION SYS CORP CL 12686C109 8,297 109,900 SH DEFINED 03 0 109,900 0
A
CABLETRON SYS INC COM 126920107 1,053 40,500 SH DEFINED 03 0 40,500 0
CADENCE DESIGN SYSTEM INC COM 127387108 708 29,500 SH DEFINED 03 0 29,500 0
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CALPINE CORP COM 131347106 461 7,200 SH DEFINED 01 0 7,200 0
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CALPINE CORP COM 131347106 12,205 190,700 SH DEFINED 03 0 190,700 0
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CAMPBELL SOUP CO COM 134429109 4,693 121,300 SH DEFINED 03 0 121,300 0
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CARDINAL HEALTH INC COM 14149Y108 3,311 69,150 SH DEFINED 03 0 69,150 0
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CAREMARK RX INC COM 141705103 107 21,200 SH DEFINED 03 0 21,200 0
CARLISLE COS INC COM 142339100 338 9,400 SH DEFINED 01 0 9,400 0
CARLISLE COS INC COM 142339100 4,043 112,300 SH DEFINED 03 0 112,300 0
CARNIVAL CORP COM 143658102 6,901 144,330 SH DEFINED 03 0 144,330 0
CAROLINA PWR & LT CO COM 144141108 1,281 42,100 SH DEFINED 03 0 42,100 0
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CARRIER ACCESS CORP COM 144460102 2,477 36,800 SH DEFINED 03 0 36,800 0
CASEYS GEN STORES INC COM 147528103 173 16,600 SH DEFINED 01 0 16,600 0
CASEYS GEN STORES INC COM 147528103 1,990 190,700 SH DEFINED 03 0 190,700 0
CATALINA MARKETING CORP COM 148867104 255 2,200 SH DEFINED 01 0 2,200 0
CATALINA MARKETING CORP COM 148867104 3,704 32,000 SH DEFINED 03 0 32,000 0
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CENTRAL & SOUTH WEST CORP COM 152357109 1,362 68,100 SH DEFINED 03 0 68,100 0
CENTRAL NEWSPAPERS INC CL 154647101 2,339 59,400 SH DEFINED 03 0 59,400 0
A
CENTURYTEL INC COM 156700106 3,027 63,900 SH DEFINED 02 0 63,900 0
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CHARTER COMMUNICATIONS INC DEL CL 16117M107 413 18,900 SH DEFINED 02 0 18,900 0
A
CHARTER COMMUNICATIONS INC DEL CL 16117M107 13,129 600,200 SH DEFINED 03 0 600,200 0
A
CHASE MANHATTAN CORP NEW COM 16161A108 30,531 393,000 SH DEFINED 02 0 393,000 0
CHASE MANHATTAN CORP NEW COM 16161A108 20,039 257,940 SH DEFINED 03 0 257,940 0
CHASE MANHATTAN CORP NEW COM 16161A108 326 4,225 SH DEFINED 21 0 4,225 0
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CHEVRON CORPORATION COM 166751107 4,704 54,300 SH DEFINED 01 0 54,300 0
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CHEVRON CORPORATION COM 166751107 32,129 370,900 SH DEFINED 03 0 370,900 0
CHILDRENS PL RETAIL STORES INC COM 168905107 906 55,100 SH DEFINED 03 0 55,100 0
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CHITTENDEN CORP COM 170228100 3,005 101,425 SH DEFINED 03 0 101,425 0
CHOICEPOINT INC COM 170388102 240 5,800 SH DEFINED 03 0 5,800 0
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CHUBB CORP COM 171232101 2,348 41,700 SH DEFINED 03 0 41,700 0
CHURCH & DWIGHT INC COM 171340102 238 8,900 SH DEFINED 03 0 8,900 0
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CIENA CORP COM 171779101 3,532 61,500 SH DEFINED 21 0 61,500 0
CINAR CORP SUB VTG SHS 171905300 3,021 123,300 SH DEFINED 21 0 123,300 0
B
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GRP
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GRP
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GRP
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144A19
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ZRO 19
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CLEARNET COMMUNICATIONS INC CL A 184902104 5,318 154,700 SH DEFINED 21 0 154,700 0
NON-VTG
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A
COGNIZANT TECHNOLOGY SOLUTIONS CL 192446102 2,350 21,500 SH DEFINED 03 0 21,500 0
A
COLGATE PALMOLIVE CO COM 194162103 611 9,400 SH DEFINED 02 0 9,400 0
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SPL
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SPL
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SPL
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PCS
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PFD
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COMPUSA INC COM 204932107 107 20,900 SH DEFINED 03 0 20,900 0
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$0.10
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$0.10
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4.5%05
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4.5%05
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B
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B
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B
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COX COMMUNICATIONS INC NEW CL 224044107 644 12,500 SH DEFINED 03 0 12,500 0
A
CRANE CO COM 224399105 321 16,175 SH DEFINED 03 0 16,175 0
CREDENCE SYS CORP COM 225302108 1,518 17,550 SH DEFINED 03 0 17,550 0
CREE RESH INC COM 225447101 734 8,600 SH DEFINED 01 0 8,600 0
CREE RESH INC COM 225447101 871 10,200 SH DEFINED 02 0 10,200 0
CREE RESH INC COM 225447101 12,431 145,600 SH DEFINED 03 0 145,600 0
CROSS TIMBERS OIL CO COM 227573102 769 84,825 SH DEFINED 03 0 84,825 0
CROSSROADS SYS INC COM 22765D100 330 3,900 SH DEFINED 01 0 3,900 0
CROSSROADS SYS INC COM 22765D100 10,368 122,700 SH DEFINED 03 0 122,700 0
CROWN CASTLE INTL CORP COM 228227104 3,662 114,000 SH DEFINED 03 0 114,000 0
CROWN CORK & SEAL INC COM 228255105 911 40,700 SH DEFINED 03 0 40,700 0
CROWN CORK & SEAL INC PFD CV 228255303 26,431 1,273,800SH DEFINED 02 0 1,273,800 0
4.50%
CULLEN FROST BANKERS INC COM 229899109 126 4,900 SH DEFINED 03 0 4,900 0
CULLEN FROST BANKERS INC COM 229899109 153 5,940 SH DEFINED 21 0 5,940 0
CUMMINS ENGINE INC COM 231021106 478 9,900 SH DEFINED 03 0 9,900 0
CYBERSOURCE CORP COM 23251J106 466 9,000 SH DEFINED 02 0 9,000 0
CYBERSOURCE CORP COM 23251J106 10,417 201,300 SH DEFINED 03 0 201,300 0
CYMER INC COM 232572107 1,026 22,300 SH DEFINED 03 0 22,300 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 787 24,300 SH DEFINED 03 0 24,300 0
CYTEC INDS INC COM 232820100 224 9,700 SH DEFINED 03 0 9,700 0
DII GROUP INC COM 232949107 220 3,100 SH DEFINED 03 0 3,100 0
DPL INC COM 233293109 334 19,300 SH DEFINED 03 0 19,300 0
DPL INC COM 233293109 693 40,000 SH DEFINED 21 0 40,000 0
DQE INC COM 23329J104 315 9,100 SH DEFINED 03 0 9,100 0
DQE INC COM 23329J104 1,766 51,000 SH DEFINED 21 0 51,000 0
D R HORTON INC COM 23331A109 165 11,954 SH DEFINED 03 0 11,954 0
DST SYS INC DEL COM 233326107 2,114 27,700 SH DEFINED 03 0 27,700 0
DTE ENERGY CO COM 233331107 1,437 45,800 SH DEFINED 03 0 45,800 0
DTE ENERGY CO COM 233331107 2,197 70,000 SH DEFINED 21 0 70,000 0
DAISYTEK INTL CORP COM 234053106 217 9,300 SH DEFINED 01 0 9,300 0
DAISYTEK INTL CORP COM 234053106 2,546 109,200 SH DEFINED 03 0 109,200 0
DAL-TILE INTL INC COM 23426R108 2,377 234,800 SH DEFINED 03 0 234,800 0
DALEEN TECHNOLOGIES INC COM 23437N104 2,227 101,800 SH DEFINED 03 0 101,800 0
DALLAS SEMICONDUCTOR CORP COM 235204104 367 5,700 SH DEFINED 03 0 5,700 0
DANA CORP COM 235811106 1,169 39,045 SH DEFINED 03 0 39,045 0
DANAHER CORP DEL COM 235851102 5,887 122,000 SH DEFINED 03 0 122,000 0
DARDEN RESTAURANTS INC COM 237194105 587 32,400 SH DEFINED 03 0 32,400 0
DAYTON HUDSON CORP COM 239753106 9,062 123,400 SH DEFINED 03 0 123,400 0
DE BEERS CONS MINES LTD ADR 240253302 298 10,300 SH DEFINED 01 0 10,300 0
DEFD
DE BEERS CONS MINES LTD ADR 240253302 475 16,400 SH DEFINED 02 0 16,400 0
DEFD
DE BEERS CONS MINES LTD ADR 240253302 4,853 167,700 SH DEFINED 03 0 167,700 0
DEFD
DEERE & CO COM 244199105 4,333 99,900 SH DEFINED 01 0 99,900 0
DEERE & CO COM 244199105 46,233 1,065,900SH DEFINED 02 0 1,065,900 0
DEERE & CO COM 244199105 19,107 440,500 SH DEFINED 03 0 440,500 0
DELL COMPUTER CORP COM 247025109 34,389 674,300 SH DEFINED 03 0 674,300 0
DELL COMPUTER CORP COM 247025109 1,655 32,400 SH DEFINED 21 0 32,400 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,370 86,957 SH DEFINED 01 0 86,957 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 18,148 1,152,263SH DEFINED 02 0 1,152,263 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 9,637 611,888 SH DEFINED 03 0 611,888 0
DELPHI FINL GROUP INC CL 247131105 309 10,285 SH DEFINED 01 0 10,285 0
A
DELPHI FINL GROUP INC CL 247131105 3,472 115,746 SH DEFINED 03 0 115,746 0
A
DELTA AIR LINES INC DEL COM 247361108 1,664 33,400 SH DEFINED 03 0 33,400 0
DELUXE CORP COM 248019101 519 18,900 SH DEFINED 03 0 18,900 0
DENDRITE INTL INC COM 248239105 232 6,850 SH DEFINED 03 0 6,850 0
DEVON ENERGY CORP NEW COM 25179M103 1,940 59,000 SH DEFINED 03 0 59,000 0
DEVRY INC DEL COM 251893103 2,116 113,600 SH DEFINED 03 0 113,600 0
DEXTER CORP COM 252165105 211 5,300 SH DEFINED 03 0 5,300 0
DIAL CORP NEW COM 25247D101 4,666 191,900 SH DEFINED 03 0 191,900 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 355 11,600 SH DEFINED 01 0 11,600 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 31,107 1,017,800SH DEFINED 02 0 1,017,800 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 8,285 271,100 SH DEFINED 03 0 271,100 0
DIAMOND TECHNOLOGY PARTNERS CL 252762109 1,865 21,700 SH DEFINED 03 0 21,700 0
A
DIGITAL MICROWAVE CORP COM 253859102 293 12,500 SH DEFINED 03 0 12,500 0
DIGITAL RIV INC COM 25388B104 1,086 32,600 SH DEFINED 03 0 32,600 0
DIGITAL RIV INC COM 25388B104 1,880 55,100 SH DEFINED 21 0 55,100 0
DILLARDS INC CL 254067101 509 25,200 SH DEFINED 03 0 25,200 0
A
DIME BANCORP INC NEW COM 25429Q102 203 13,400 SH DEFINED 03 0 13,400 0
DISNEY WALT CO COM 254687106 39,733 1,358,400SH DEFINED 02 0 1,358,400 0
DISNEY
DISNEY WALT CO COM 254687106 16,149 552,100 SH DEFINED 03 0 552,100 0
DISNEY
DIRECT FOCUS INC COM 254931108 1,135 40,900 SH DEFINED 03 0 40,900 0
DOLE FOOD INC COM 256605106 310 19,100 SH DEFINED 03 0 19,100 0
DOLLAR GEN CORP COM 256669102 1,421 62,462 SH DEFINED 03 0 62,462 0
DOLLAR TREE STORES INC COM 256747106 363 7,500 SH DEFINED 03 0 7,500 0
DOMINION RES INC VA COM 257470104 2,852 72,650 SH DEFINED 03 0 72,650 0
DONALDSON INC COM 257651109 238 9,900 SH DEFINED 03 0 9,900 0
DONNELLEY R R & SONS CO COM 257867101 784 31,600 SH DEFINED 03 0 31,600 0
DOUBLECLICK INC COM 258609304 1,063 4,200 SH DEFINED 02 0 4,200 0
DOUBLECLICK INC COM 258609304 14,020 55,400 SH DEFINED 03 0 55,400 0
DOVER CORP COM 260003108 2,972 65,500 SH DEFINED 03 0 65,500 0
DOW CHEM CO COM 260543103 8,525 63,800 SH DEFINED 03 0 63,800 0
DOW JONES & CO INC COM 260561105 1,503 22,100 SH DEFINED 03 0 22,100 0
DU PONT E I DE NEMOURS & CO COM 263534109 49,778 755,638 SH DEFINED 02 0 755,638 0
DU PONT E I DE NEMOURS & CO COM 263534109 17,166 260,577 SH DEFINED 03 0 260,577 0
DUKE ENERGY CORP COM 264399106 2,546 50,800 SH DEFINED 02 0 50,800 0
DUKE ENERGY CORP COM 264399106 5,287 105,472 SH DEFINED 03 0 105,472 0
DUKE ENERGY CORP COM 264399106 17,534 349,800 SH DEFINED 04 0 349,800 0
DUN & BRADSTREET CORP DEL COM 26483B106 1,148 38,900 SH DEFINED 03 0 38,900 0
DUN & BRADSTREET CORP DEL COM 26483B106 155 5,250 SH DEFINED 21 0 5,250 0
DURA AUTOMOTIVE SYSTEMS CORP CL 265903104 2,323 133,200 SH DEFINED 03 0 133,200 0
A
DUPONT PHOTOMASKS INC COM 26613X101 608 12,600 SH DEFINED 03 0 12,600 0
DYCOM INDS INC COM 267475101 260 5,900 SH DEFINED 01 0 5,900 0
DYCOM INDS INC COM 267475101 3,384 76,800 SH DEFINED 03 0 76,800 0
E-LOAN INC COM 26861P107 910 56,000 SH DEFINED 03 0 56,000 0
E M C CORP MASS COM 268648102 317 2,900 SH DEFINED 01 0 2,900 0
E M C CORP MASS COM 268648102 2,906 26,600 SH DEFINED 02 0 26,600 0
E M C CORP MASS COM 268648102 81,423 745,287 SH DEFINED 03 0 745,287 0
E M C CORP MASS COM 268648102 3,540 32,700 SH DEFINED 21 0 32,700 0
E M C CORP MASS SUB NT CV 268648AC6 33,971 3,520,000PRN DEFINED 02 0 3,520,000 0
144A02
EMC CORP SB NT CV 26865YAA2 57,155 5,920,000PRN DEFINED 02 0 5,920,000 0
3.25%02
ENSCO INTL INC COM 26874Q100 5,826 254,700 SH DEFINED 01 0 254,700 0
ENSCO INTL INC COM 26874Q100 908 39,700 SH DEFINED 02 0 39,700 0
ENSCO INTL INC COM 26874Q100 30,582 1,336,900SH DEFINED 03 0 1,336,900 0
ESAT TELECOM GROUP PLC SPONSORED 26883Y102 522 5,700 SH DEFINED 03 0 5,700 0
ADR
ESAT TELECOM GROUP PLC SPONSORED 26883Y102 3,325 36,600 SH DEFINED 21 0 36,600 0
ADR
ETEC SYS INC COM 26922C103 866 19,300 SH DEFINED 03 0 19,300 0
E-TEK DYNAMICS INC COM 269240107 1,131 8,400 SH DEFINED 03 0 8,400 0
E-TEK DYNAMICS INC COM 269240107 5,513 41,450 SH DEFINED 21 0 41,450 0
E TRADE GROUP INC COM 269246104 773 29,600 SH DEFINED 03 0 29,600 0
EARTHWEB INC COM 27032C108 1,313 26,100 SH DEFINED 03 0 26,100 0
EASTERN ENTERPRISES COM 27637F100 471 8,200 SH DEFINED 03 0 8,200 0
EASTMAN CHEM CO COM 277432100 888 18,625 SH DEFINED 03 0 18,625 0
EASTMAN KODAK CO COM 277461109 4,750 71,700 SH DEFINED 01 0 71,700 0
EASTMAN KODAK CO COM 277461109 31,754 479,300 SH DEFINED 02 0 479,300 0
EASTMAN KODAK CO COM 277461109 22,969 346,700 SH DEFINED 03 0 346,700 0
EATON CORP COM 278058102 1,220 16,800 SH DEFINED 03 0 16,800 0
EATON VANCE CORP COM NON 278265103 247 6,500 SH DEFINED 03 0 6,500 0
VTG
EATON VANCE CORP COM NON 278265103 65 1,700 SH DEFINED 21 0 1,700 0
VTG
EBOOKERS COM PLC SPONSORED 278725106 2,078 120,000 SH DEFINED 21 0 120,000 0
ADR
ECHOSTAR COMMUNICATIONS NEW CL 278762109 546 5,600 SH DEFINED 01 0 5,600 0
A
ECHOSTAR COMMUNICATIONS NEW CL 278762109 2,009 20,600 SH DEFINED 02 0 20,600 0
A
ECHOSTAR COMMUNICATIONS NEW CL 278762109 21,626 221,800 SH DEFINED 03 0 221,800 0
A
ECHOSTAR COMMUNICATIONS NEW CL 278762109 215 2,200 SH DEFINED 21 0 2,200 0
A
ECOLAB INC COM 278865100 1,193 30,480 SH DEFINED 03 0 30,480 0
EDISON INTL COM 281020107 2,137 81,600 SH DEFINED 02 0 81,600 0
EDISON INTL COM 281020107 2,883 110,100 SH DEFINED 03 0 110,100 0
EDISON INTL COM 281020107 16,291 622,100 SH DEFINED 04 0 622,100 0
EDISON INTL COM 281020107 542 20,700 SH DEFINED 21 0 20,700 0
EDWARDS AG INC COM 281760108 359 11,187 SH DEFINED 03 0 11,187 0
EL PASO ENERGY CORP DEL COM 283905107 8,876 228,700 SH DEFINED 02 0 228,700 0
EL PASO ENERGY CORP DEL COM 283905107 2,061 53,100 SH DEFINED 03 0 53,100 0
EL PASO ENERGY CORP DEL COM 283905107 65,679 1,692,200SH DEFINED 04 0 1,692,200 0
EL PASO ENERGY CORP DEL COM 283905107 2,432 62,700 SH DEFINED 21 0 62,700 0
ELECTRONIC ARTS INC COM 285512109 638 7,600 SH DEFINED 03 0 7,600 0
ELECTRONIC DATA SYS NEW COM 285661104 9,057 135,300 SH DEFINED 01 0 135,300 0
ELECTRONIC DATA SYS NEW COM 285661104 66,958 1,000,300SH DEFINED 02 0 1,000,300 0
ELECTRONIC DATA SYS NEW COM 285661104 37,110 554,400 SH DEFINED 03 0 554,400 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,319 22,700 SH DEFINED 02 0 22,700 0
ELECTRONICS FOR IMAGING INC COM 286082102 18,798 323,400 SH DEFINED 03 0 323,400 0
EMBRATEL PARTICIPACOES S A SPON ADR 29081N100 619 22,700 SH DEFINED 21 0 22,700 0
PFD
EMERSON ELEC CO COM 291011104 24,952 434,900 SH DEFINED 02 0 434,900 0
EMERSON ELEC CO COM 291011104 6,369 111,000 SH DEFINED 03 0 111,000 0
EMMIS COMMUNICATIONS CORP CL 291525103 249 2,000 SH DEFINED 01 0 2,000 0
A
EMMIS COMMUNICATIONS CORP CL 291525103 5,771 46,300 SH DEFINED 03 0 46,300 0
A
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED 29244T101 380 26,800 SH DEFINED 21 0 26,800 0
ADR
EMULEX CORP COM 292475209 428 3,800 SH DEFINED 03 0 3,800 0
NEW
ENERGY EAST CORP COM 29266M109 289 13,900 SH DEFINED 03 0 13,900 0
ENGELHARD CORP COM 292845104 637 33,762 SH DEFINED 03 0 33,762 0
ENHANCE FINL SVCS GROUP INC COM 293310108 187 11,500 SH DEFINED 01 0 11,500 0
ENHANCE FINL SVCS GROUP INC COM 293310108 2,111 129,900 SH DEFINED 03 0 129,900 0
ENRON CORP COM 293561106 6,564 147,916 SH DEFINED 01 0 147,916 0
ENRON CORP COM 293561106 53,798 1,212,350SH DEFINED 02 0 1,212,350 0
ENRON CORP COM 293561106 29,083 655,400 SH DEFINED 03 0 655,400 0
ENRON CORP COM 293561106 36,472 821,900 SH DEFINED 04 0 821,900 0
ENRON CORP COM 293561106 2,177 49,100 SH DEFINED 21 0 49,100 0
ENTERGY CORP NEW COM 29364G103 520 20,200 SH DEFINED 01 0 20,200 0
ENTERGY CORP NEW COM 29364G103 37,528 1,457,400SH DEFINED 02 0 1,457,400 0
ENTERGY CORP NEW COM 29364G103 21,254 825,400 SH DEFINED 03 0 825,400 0
ENTERGY CORP NEW COM 29364G103 1,159 45,000 SH DEFINED 21 0 45,000 0
ENZO BIOCHEM INC COM 294100102 208 4,626 SH DEFINED 03 0 4,626 0
EQUANT N V NY REG 294409107 336 3,000 SH DEFINED 03 0 3,000 0
SHS
EQUANT N V NY REG 294409107 10,434 93,200 SH DEFINED 21 0 93,200 0
SHS
EQUIFAX INC COM 294429105 818 34,700 SH DEFINED 03 0 34,700 0
ERICSSON L M TEL CO ADR CL B 294821400 289 4,400 SH DEFINED 02 0 4,400 0
SEK10
ERICSSON L M TEL CO ADR CL B 294821400 3,882 59,100 SH DEFINED 03 0 59,100 0
SEK10
ERICSSON L M TEL CO ADR CL B 294821400 3,214 49,000 SH DEFINED 21 0 49,000 0
SEK10
ETHAN ALLEN INTERIORS INC COM 297602104 258 8,050 SH DEFINED 03 0 8,050 0
ETHYL CORP COM 297659104 65 16,600 SH DEFINED 03 0 16,600 0
EXCEL TECHNOLOGY INC COM 30067T103 2,156 120,200 SH DEFINED 03 0 120,200 0
EXODUS COMMUNICATIONS INC COM 302088109 888 10,000 SH DEFINED 01 0 10,000 0
EXODUS COMMUNICATIONS INC COM 302088109 1,634 18,400 SH DEFINED 02 0 18,400 0
EXODUS COMMUNICATIONS INC COM 302088109 25,374 285,700 SH DEFINED 03 0 285,700 0
EXPEDITORS INTL WASH INC COM 302130109 881 20,100 SH DEFINED 02 0 20,100 0
EXPEDITORS INTL WASH INC COM 302130109 9,551 218,000 SH DEFINED 03 0 218,000 0
EXPRESS SCRIPTS INC CL 302182100 314 4,900 SH DEFINED 01 0 4,900 0
A
EXPRESS SCRIPTS INC CL 302182100 2,266 35,400 SH DEFINED 03 0 35,400 0
A
EXXON MOBIL CORP COM 30231G102 137,194 1,702,953SH DEFINED 02 0 1,702,953 0
EXXON MOBIL CORP COM 30231G102 96,368 1,196,191SH DEFINED 03 0 1,196,191 0
EXXON MOBIL CORP COM 30231G102 2,176 26,900 SH DEFINED 21 0 26,900 0
F M C CORP COM 302491303 447 7,800 SH DEFINED 03 0 7,800 0
NEW
FPL GROUP INC COM 302571104 3,494 81,600 SH DEFINED 01 0 81,600 0
FPL GROUP INC COM 302571104 35,826 836,800 SH DEFINED 02 0 836,800 0
FPL GROUP INC COM 302571104 17,429 407,100 SH DEFINED 03 0 407,100 0
FPL GROUP INC COM 302571104 14,608 341,200 SH DEFINED 04 0 341,200 0
FACTSET RESH SYS INC COM 303075105 625 7,850 SH DEFINED 01 0 7,850 0
FACTSET RESH SYS INC COM 303075105 5,064 63,600 SH DEFINED 03 0 63,600 0
FAMILY DLR STORES INC COM 307000109 343 21,000 SH DEFINED 03 0 21,000 0
FASTENAL CO COM 311900104 207 4,600 SH DEFINED 03 0 4,600 0
FDX CORP COM 31304N107 2,853 69,680 SH DEFINED 03 0 69,680 0
FEDERAL HOME LN MTG CORP COM 313400301 27,946 593,800 SH DEFINED 02 0 593,800 0
FEDERAL HOME LN MTG CORP COM 313400301 10,523 223,600 SH DEFINED 03 0 223,600 0
FEDERAL NATL MTG ASSN COM 313586109 17,570 281,400 SH DEFINED 03 0 281,400 0
FEDERAL NATL MTG ASSN COM 313586109 369 5,940 SH DEFINED 21 0 5,940 0
FEDERAL SIGNAL CORP COM 313855108 167 10,400 SH DEFINED 03 0 10,400 0
FEDERATED DEPT STORES INC DEL COM 31410H101 4,662 92,200 SH DEFINED 01 0 92,200 0
FEDERATED DEPT STORES INC DEL COM 31410H101 34,069 673,800 SH DEFINED 02 0 673,800 0
FEDERATED DEPT STORES INC DEL COM 31410H101 19,381 383,300 SH DEFINED 03 0 383,300 0
FERRO CORP COM 315405100 2,382 108,250 SH DEFINED 03 0 108,250 0
F5 NETWORKS INC COM 315616102 536 4,700 SH DEFINED 02 0 4,700 0
F5 NETWORKS INC COM 315616102 13,213 115,900 SH DEFINED 03 0 115,900 0
FIFTH THIRD BANCORP COM 316773100 5,210 71,000 SH DEFINED 03 0 71,000 0
FINISAR COM 31787A101 2,669 29,700 SH DEFINED 03 0 29,700 0
FINOVA GROUP INC COM 317928109 263 7,400 SH DEFINED 03 0 7,400 0
FIRST AMERN FINL CORP COM 318522307 159 12,750 SH DEFINED 03 0 12,750 0
FIRST DATA CORP COM 319963104 7,200 146,000 SH DEFINED 01 0 146,000 0
FIRST DATA CORP COM 319963104 72,859 1,477,500SH DEFINED 02 0 1,477,500 0
FIRST DATA CORP COM 319963104 39,337 797,700 SH DEFINED 03 0 797,700 0
FIRST MIDWEST BANCORP DEL COM 320867104 207 7,806 SH DEFINED 03 0 7,806 0
FIRST HEALTH GROUP CORP COM 320960107 304 11,300 SH DEFINED 03 0 11,300 0
FIRST SEC CORP DEL COM 336294103 606 23,725 SH DEFINED 03 0 23,725 0
FIRST TENN NATL CORP COM 337162101 450 15,800 SH DEFINED 03 0 15,800 0
FIRST TENN NATL CORP COM 337162101 43 1,500 SH DEFINED 21 0 1,500 0
FIRST UN CORP COM 337358105 2,892 87,800 SH DEFINED 01 0 87,800 0
FIRST UN CORP COM 337358105 58,216 1,774,200SH DEFINED 02 0 1,774,200 0
FIRST UN CORP COM 337358105 24,029 732,298 SH DEFINED 03 0 732,298 0
FIRST UN CORP COM 337358105 66 2,000 SH DEFINED 21 0 2,000 0
FIRST VA BANKS INC COM 337477103 258 6,000 SH DEFINED 03 0 6,000 0
FIRST VA BANKS INC COM 337477103 304 7,075 SH DEFINED 21 0 7,075 0
FIRSTAR CORP NEW WIS COM 33763V109 4,921 232,967 SH DEFINED 03 0 232,967 0
FISERV INC COM 337738108 570 14,875 SH DEFINED 03 0 14,875 0
FIRSTFED FINL CORP COM 337907109 239 17,000 SH DEFINED 01 0 17,000 0
FIRSTFED FINL CORP COM 337907109 2,858 203,200 SH DEFINED 03 0 203,200 0
FIRSTMERIT CORP COM 337915102 442 19,200 SH DEFINED 03 0 19,200 0
FIRSTENERGY CORP COM 337932107 1,681 74,100 SH DEFINED 03 0 74,100 0
FLEETBOSTON FINL CORP COM 339030108 8,657 248,664 SH DEFINED 03 0 248,664 0
FLEETBOSTON FINL CORP COM 339030108 256 7,366 SH DEFINED 21 0 7,366 0
FLEETWOOD ENTERPRISES INC COM 339099103 241 11,700 SH DEFINED 03 0 11,700 0
FLORIDA PROGRESS CORP COM 341109106 1,016 24,000 SH DEFINED 03 0 24,000 0
FLOWERS INDS INC COM 343496105 195 12,225 SH DEFINED 03 0 12,225 0
FLUOR CORP COM 343861100 817 17,800 SH DEFINED 03 0 17,800 0
FOGDOG INC COM 344167101 1,838 193,500 SH DEFINED 03 0 193,500 0
FORD MTR CO DEL COM 345370100 4,734 88,800 SH DEFINED 01 0 88,800 0
FORD MTR CO DEL COM 345370100 93,943 1,758,000SH DEFINED 02 0 1,758,000 0
FORD MTR CO DEL COM 345370100 36,492 682,900 SH DEFINED 03 0 682,900 0
FOREST LABS INC COM 345838106 283 4,600 SH DEFINED 01 0 4,600 0
FOREST LABS INC COM 345838106 731 11,900 SH DEFINED 02 0 11,900 0
FOREST LABS INC COM 345838106 7,956 129,500 SH DEFINED 03 0 129,500 0
FORT JAMES CORP COM 347471104 4,791 175,000 SH DEFINED 03 0 175,000 0
FORT JAMES CORP COM 347471104 2,250 82,300 SH DEFINED 21 0 82,300 0
FORTUNE BRANDS INC COM 349631101 1,332 40,300 SH DEFINED 03 0 40,300 0
FOSTER WHEELER CORP COM 350244109 123 13,900 SH DEFINED 03 0 13,900 0
FOUNDATION HEALTH SYS INC COM 350404109 147 14,840 SH DEFINED 03 0 14,840 0
FOUNDRY NETWORKS INC COM 35063R100 60 200 SH DEFINED 02 0 200 0
FOUNDRY NETWORKS INC COM 35063R100 3,500 11,600 SH DEFINED 03 0 11,600 0
FOUNDRY NETWORKS INC COM 35063R100 922 3,100 SH DEFINED 21 0 3,100 0
FRANKLIN RES INC COM 354613101 1,908 59,500 SH DEFINED 03 0 59,500 0
FRANKLIN RES INC COM 354613101 277 8,650 SH DEFINED 21 0 8,650 0
FREEMARKETS INC COM 356602102 375 1,100 SH DEFINED 02 0 1,100 0
FREEMARKETS INC COM 356602102 7,236 21,200 SH DEFINED 03 0 21,200 0
FREEPORT-MCMORAN COPPER & GOLD CL 35671D857 824 39,000 SH DEFINED 03 0 39,000 0
B
FURNITURE BRANDS INTL INC COM 360921100 246 11,200 SH DEFINED 03 0 11,200 0
GATX CORP COM 361448103 203 6,000 SH DEFINED 03 0 6,000 0
GPU INC COM 36225X100 1,218 40,700 SH DEFINED 03 0 40,700 0
GTE CORP COM 362320103 6,442 91,300 SH DEFINED 01 0 91,300 0
GTE CORP COM 362320103 134,563 1,907,000SH DEFINED 02 0 1,907,000 0
GTE CORP COM 362320103 47,940 679,400 SH DEFINED 03 0 679,400 0
GTE CORP COM 362320103 65,595 929,600 SH DEFINED 04 0 929,600 0
GTE CORP COM 362320103 11,087 157,100 SH DEFINED 21 0 157,100 0
GADZOOX NETWORKS INC COM 362555104 2,535 58,200 SH DEFINED 03 0 58,200 0
GALILEO INTERNATIONAL INC COM 363547100 3,344 111,700 SH DEFINED 01 0 111,700 0
GALILEO INTERNATIONAL INC COM 363547100 40,425 1,350,300SH DEFINED 02 0 1,350,300 0
GALILEO INTERNATIONAL INC COM 363547100 16,999 567,800 SH DEFINED 03 0 567,800 0
GALLAGHER ARTHUR J & CO COM 363576109 233 3,600 SH DEFINED 03 0 3,600 0
GANNETT INC COM 364730101 6,256 76,700 SH DEFINED 03 0 76,700 0
GAP INC DEL COM 364760108 11,654 253,350 SH DEFINED 03 0 253,350 0
GARTNER GROUP INC NEW CL 366651206 148 10,700 SH DEFINED 03 0 10,700 0
B
GATEWAY INC COM 367626108 6,169 85,600 SH DEFINED 03 0 85,600 0
GATEWAY INC COM 367626108 180 2,600 SH DEFINED 21 0 2,600 0
GENENTECH INC COM 368710406 1,264 9,400 SH DEFINED 02 0 9,400 0
NEW
GENENTECH INC COM 368710406 17,700 131,600 SH DEFINED 03 0 131,600 0
NEW
GENERAL DYNAMICS CORP COM 369550108 2,471 46,840 SH DEFINED 03 0 46,840 0
GENERAL ELEC CO COM 369604103 62,055 401,000 SH DEFINED 02 0 401,000 0
GENERAL ELEC CO COM 369604103 159,625 1,031,500SH DEFINED 03 0 1,031,500 0
GENERAL ELEC CO COM 369604103 6,096 39,450 SH DEFINED 21 0 39,450 0
GENERAL INSTR CORP DEL COM 370120107 3,451 40,600 SH DEFINED 03 0 40,600 0
GENERAL MLS INC COM 370334104 4,808 134,500 SH DEFINED 01 0 134,500 0
GENERAL MLS INC COM 370334104 37,159 1,039,400SH DEFINED 02 0 1,039,400 0
GENERAL MLS INC COM 370334104 22,798 637,700 SH DEFINED 03 0 637,700 0
GENERAL MTRS CORP COM 370442105 6,862 94,400 SH DEFINED 01 0 94,400 0
GENERAL MTRS CORP COM 370442105 52,037 715,900 SH DEFINED 02 0 715,900 0
GENERAL MTRS CORP COM 370442105 32,382 445,500 SH DEFINED 03 0 445,500 0
GENERAL MTRS CORP CL H 370442832 2,650 27,600 SH DEFINED 03 0 27,600 0
NEW
GENERAL MTRS CORP CL H 370442832 416 4,400 SH DEFINED 21 0 4,400 0
NEW
GENTEX CORP COM 371901109 327 11,800 SH DEFINED 01 0 11,800 0
GENTEX CORP COM 371901109 3,730 134,400 SH DEFINED 03 0 134,400 0
GENUINE PARTS CO COM 372460105 1,051 42,350 SH DEFINED 03 0 42,350 0
GENZYME CORP COM GENL 372917104 455 10,100 SH DEFINED 03 0 10,100 0
DIV
GEORGIA GULF CORP COM PAR 373200203 216 7,100 SH DEFINED 03 0 7,100 0
$0.01
GEORGIA PAC CORP COM GA PAC 373298108 2,101 41,400 SH DEFINED 03 0 41,400 0
GRP
GEORGIA PAC CORP COM-TIMBER 373298702 249 10,100 SH DEFINED 03 0 10,100 0
GRP
GILEAD SCIENCES INC COM 375558103 1,991 36,787 SH DEFINED 03 0 36,787 0
GILLETTE CO COM 375766102 11,207 272,100 SH DEFINED 03 0 272,100 0
GLOBAL MARINE INC COM 379352404 352 21,200 SH DEFINED 03 0 21,200 0
GLOBAL TELESYSTEMS GROUP COM 37936U104 382 11,025 SH DEFINED 03 0 11,025 0
GLOBAL TELESYSTEMS GROUP COM 37936U104 10,461 302,300 SH DEFINED 21 0 302,300 0
GOLDEN ST BANCORP INC COM 381197102 342 19,800 SH DEFINED 03 0 19,800 0
GOLDEN WEST FINL CORP DEL COM 381317106 392 11,700 SH DEFINED 02 0 11,700 0
GOLDEN WEST FINL CORP DEL COM 381317106 5,387 160,800 SH DEFINED 03 0 160,800 0
GOODRICH B F CO COM 382388106 710 25,800 SH DEFINED 03 0 25,800 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,034 36,700 SH DEFINED 03 0 36,700 0
GRACE W R & CO DEL NEW COM 38388F108 337 24,300 SH DEFINED 03 0 24,300 0
GRAINGER W W INC COM 384802104 1,071 22,400 SH DEFINED 03 0 22,400 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 301 10,800 SH DEFINED 03 0 10,800 0
GREAT LAKES CHEM CORP COM 390568103 531 13,900 SH DEFINED 03 0 13,900 0
GREENPOINT FINL CORP COM 395384100 310 13,000 SH DEFINED 03 0 13,000 0
GREY WOLF INC COM 397888108 51 17,600 SH DEFINED 03 0 17,600 0
GRUPO TELEVISA SA DE CV SP ADR REP 40049J206 1,594 23,350 SH DEFINED 21 0 23,350 0
ORD
GRUPO ELEKTRA SA DE CV GLOBL DEP 40050A102 337 35,000 SH DEFINED 21 0 35,000 0
RCPT
GUIDANT CORP COM 401698105 5,170 110,000 SH DEFINED 03 0 110,000 0
GULF ISLAND FABRICATION INC COM 402307102 213 22,700 SH DEFINED 03 0 22,700 0
HNC SOFTWARE INC COM 40425P107 751 7,100 SH DEFINED 02 0 7,100 0
HNC SOFTWARE INC COM 40425P107 8,206 77,600 SH DEFINED 03 0 77,600 0
HSB GROUP INC COM 40428N109 223 6,600 SH DEFINED 03 0 6,600 0
HALLIBURTON CO COM 406216101 7,418 184,300 SH DEFINED 03 0 184,300 0
HALLIBURTON CO COM 406216101 737 18,300 SH DEFINED 21 0 18,300 0
HANGER ORTHOPEDIC GROUP INC COM 41043F208 699 69,900 SH DEFINED 03 0 69,900 0
NEW
HANNA M A CO COM 410522106 120 11,000 SH DEFINED 03 0 11,000 0
HANNAFORD BROS CO COM 410550107 353 5,100 SH DEFINED 03 0 5,100 0
HANOVER COMPRESSOR CO COM 410768105 245 6,500 SH DEFINED 03 0 6,500 0
HANOVER DIRECT INC COM 410783104 46 12,600 SH DEFINED 03 0 12,600 0
HARCOURT GEN INC COM 41163G101 1,344 33,400 SH DEFINED 03 0 33,400 0
HARKEN ENERGY CORP COM 412552101 11 14,300 SH DEFINED 03 0 14,300 0
HARLEY DAVIDSON INC COM 412822108 2,037 31,800 SH DEFINED 03 0 31,800 0
HARMAN INTL INDS INC COM 413086109 393 7,000 SH DEFINED 01 0 7,000 0
HARMAN INTL INDS INC COM 413086109 4,620 82,320 SH DEFINED 03 0 82,320 0
HARMONIC INC COM 413160102 266 2,800 SH DEFINED 03 0 2,800 0
HARRAHS ENTMT INC COM 413619107 787 29,750 SH DEFINED 03 0 29,750 0
HARRIS CORP DEL COM 413875105 259 9,700 SH DEFINED 03 0 9,700 0
HARSCO CORP COM 415864107 295 9,300 SH DEFINED 03 0 9,300 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,842 81,100 SH DEFINED 01 0 81,100 0
HARTFORD FINL SVCS GROUP INC COM 416515104 18,429 389,000 SH DEFINED 03 0 389,000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 160 3,380 SH DEFINED 21 0 3,380 0
HASBRO INC COM 418056107 4,288 226,450 SH DEFINED 01 0 226,450 0
HASBRO INC COM 418056107 14,381 754,400 SH DEFINED 03 0 754,400 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 211 7,300 SH DEFINED 03 0 7,300 0
HEALTHSOUTH CORP COM 421924101 1,817 338,100 SH DEFINED 01 0 338,100 0
HEALTHSOUTH CORP COM 421924101 24,963 4,644,200SH DEFINED 02 0 4,644,200 0
HEALTHSOUTH CORP COM 421924101 11,084 2,062,200SH DEFINED 03 0 2,062,200 0
HEALTH MGMT ASSOC INC NEW CL 421933102 410 30,625 SH DEFINED 03 0 30,625 0
A
HEALTHEON WEBMD CORP COM 422209106 787 20,983 SH DEFINED 03 0 20,983 0
HEILIG MEYERS CO COM 422893107 36 13,250 SH DEFINED 03 0 13,250 0
HEINZ H J CO COM 423074103 29,587 743,150 SH DEFINED 02 0 743,150 0
HEINZ H J CO COM 423074103 3,790 95,200 SH DEFINED 03 0 95,200 0
HELIX TECHNOLOGY CORP COM 423319102 202 4,500 SH DEFINED 03 0 4,500 0
HELLER FINANCIAL INC CL 423328103 2,178 108,563 SH DEFINED 03 0 108,563 0
A
HELMERICH & PAYNE INC COM 423452101 246 11,300 SH DEFINED 03 0 11,300 0
HENRY JACK & ASSOC INC COM 426281101 1,519 28,300 SH DEFINED 03 0 28,300 0
HERCULES INC COM 427056106 978 35,100 SH DEFINED 03 0 35,100 0
HERSHEY FOODS CORP COM 427866108 1,601 33,700 SH DEFINED 03 0 33,700 0
HEWLETT PACKARD CO COM 428236103 30,239 265,400 SH DEFINED 03 0 265,400 0
HEXCEL CORP NEW SUB NT CV 428291AA6 1,850 2,500,000PRN DEFINED 05 0 2,500,000 0
7%03
HI / FN INC COM 428358105 3,026 78,100 SH DEFINED 03 0 78,100 0
HIBERNIA CORP CL 428656102 207 19,500 SH DEFINED 03 0 19,500 0
A
HIBERNIA CORP CL 428656102 143 13,500 SH DEFINED 21 0 13,500 0
A
HILLENBRAND INDS INC COM 431573104 593 18,700 SH DEFINED 03 0 18,700 0
HILTON HOTELS CORP COM 432848109 834 86,600 SH DEFINED 03 0 86,600 0
HISPANIC BROADCASTING CORP CL 43357B104 609 6,600 SH DEFINED 03 0 6,600 0
A
HOLLINGER INTL INC CL 435569108 2,468 190,744 SH DEFINED 03 0 190,744 0
A
HOLLYWOOD ENTMT CORP COM 436141105 287 19,800 SH DEFINED 03 0 19,800 0
HOME DEPOT INC COM 437076102 337 4,900 SH DEFINED 01 0 4,900 0
HOME DEPOT INC COM 437076102 58,231 849,307 SH DEFINED 02 0 849,307 0
HOME DEPOT INC COM 437076102 79,642 1,161,600SH DEFINED 03 0 1,161,600 0
HOMESTAKE MNG CO COM 437614100 478 61,200 SH DEFINED 03 0 61,200 0
HON INDS INC COM 438092108 2,646 120,600 SH DEFINED 03 0 120,600 0
HONEYWELL INTL INC COM 438516106 5,486 95,100 SH DEFINED 01 0 95,100 0
HONEYWELL INTL INC COM 438516106 56,136 973,100 SH DEFINED 02 0 973,100 0
HONEYWELL INTL INC COM 438516106 32,950 571,187 SH DEFINED 03 0 571,187 0
HONEYWELL INTL INC COM 438516106 4,210 73,200 SH DEFINED 21 0 73,200 0
HOOPER HOLMES INC COM 439104100 224 8,700 SH DEFINED 01 0 8,700 0
HOOPER HOLMES INC COM 439104100 2,593 100,700 SH DEFINED 03 0 100,700 0
HORMEL FOODS CORP COM 440452100 358 8,800 SH DEFINED 03 0 8,800 0
HOUSEHOLD INTL INC COM 441815107 4,714 126,559 SH DEFINED 03 0 126,559 0
HUBBELL INC CL 443510201 215 7,880 SH DEFINED 03 0 7,880 0
B
HUDSON UNITED BANCORP COM 444165104 232 9,058 SH DEFINED 03 0 9,058 0
HUMANA INC COM 444859102 323 39,400 SH DEFINED 03 0 39,400 0
HUMAN GENOME SCIENCES INC COM 444903108 366 2,400 SH DEFINED 03 0 2,400 0
HUNTINGTON BANCSHARES INC COM 446150104 1,303 54,560 SH DEFINED 03 0 54,560 0
ICN PHARMACEUTICALS INC NEW COM 448924100 240 9,500 SH DEFINED 03 0 9,500 0
IDT CORP COM 448947101 757 40,100 SH DEFINED 03 0 40,100 0
IBP INC COM 449223106 202 11,200 SH DEFINED 03 0 11,200 0
ICG COMMUNICATIONS INC COM 449246107 92 4,900 SH DEFINED 03 0 4,900 0
ICG COMMUNICATIONS INC COM 449246107 1,957 104,500 SH DEFINED 21 0 104,500 0
IDEC PHARMACEUTICALS CORP COM 449370105 806 8,200 SH DEFINED 03 0 8,200 0
IGO CORP COM 449592104 887 97,900 SH DEFINED 03 0 97,900 0
IMC GLOBAL INC COM 449669100 228 13,900 SH DEFINED 03 0 13,900 0
IMS HEALTH INC COM 449934108 2,039 75,000 SH DEFINED 03 0 75,000 0
ISS GROUP INC COM 450306105 1,814 25,500 SH DEFINED 03 0 25,500 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 202 13,100 SH DEFINED 01 0 13,100 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 2,193 142,075 SH DEFINED 03 0 142,075 0
ITXC CORP COM 45069F109 4,223 125,600 SH DEFINED 03 0 125,600 0
ITT INDS INC IND COM 450911102 692 20,700 SH DEFINED 03 0 20,700 0
ICON PUB LTD CO SPONSORED 45103T107 543 31,930 SH DEFINED 21 0 31,930 0
ADR
IDACORP INC COM 451107106 231 8,600 SH DEFINED 03 0 8,600 0
IKON OFFICE SOLUTIONS INC COM 451713101 237 34,800 SH DEFINED 03 0 34,800 0
ILLINOIS TOOL WKS INC COM 452308109 4,716 69,800 SH DEFINED 03 0 69,800 0
ILLINOVA CORP COM 452317100 295 8,500 SH DEFINED 03 0 8,500 0
IMATION CORP COM 45245A107 279 8,300 SH DEFINED 03 0 8,300 0
IMMUNEX CORP NEW COM 452528102 685 6,200 SH DEFINED 03 0 6,200 0
IMPERIAL BANCORP COM 452556103 200 8,300 SH DEFINED 01 0 8,300 0
IMPERIAL BANCORP COM 452556103 2,257 93,552 SH DEFINED 03 0 93,552 0
INCO LTD COM 453258402 1,001 42,600 SH DEFINED 03 0 42,600 0
INCOME OPPORTUNITIES FD 2000 COM 45333Q105 626 63,000 SH DEFINED 02 0 63,000 0
INCOME OPPORTUNITIES FD 2000 COM 45333Q105 914 92,000 SH DEFINED 03 0 92,000 0
INDEPENDENT ENERGY HLDGS PLC SPONSORED 45384X108 2,898 87,000 SH DEFINED 21 0 87,000 0
ADR
INFINITY BROADCASTING CP NEW CL 45662S102 720 19,700 SH DEFINED 03 0 19,700 0
A
INFORMATICA CORP COM 45666Q102 957 9,000 SH DEFINED 03 0 9,000 0
INFORMIX CORP COM 456779107 509 44,500 SH DEFINED 03 0 44,500 0
INGERSOLL-RAND CO COM 456866102 5,611 101,900 SH DEFINED 01 0 101,900 0
INGERSOLL-RAND CO COM 456866102 59,677 1,083,800SH DEFINED 02 0 1,083,800 0
INGERSOLL-RAND CO COM 456866102 23,490 426,600 SH DEFINED 03 0 426,600 0
INKTOMI CORP COM 457277101 1,491 16,800 SH DEFINED 02 0 16,800 0
INKTOMI CORP COM 457277101 22,560 254,200 SH DEFINED 03 0 254,200 0
INSIGHT ENTERPRISES INC COM 45765U103 297 7,300 SH DEFINED 01 0 7,300 0
INSIGHT ENTERPRISES INC COM 45765U103 4,911 120,875 SH DEFINED 03 0 120,875 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 568 19,600 SH DEFINED 03 0 19,600 0
INTEL CORP COM 458140100 29,814 362,200 SH DEFINED 02 0 362,200 0
INTEL CORP COM 458140100 77,711 944,100 SH DEFINED 03 0 944,100 0
INTEL CORP COM 458140100 2,241 27,300 SH DEFINED 21 0 27,300 0
INTERACTIVE PICTURES CORP COM 45839N101 224 9,600 SH DEFINED 01 0 9,600 0
INTERACTIVE PICTURES CORP COM 45839N101 2,536 108,800 SH DEFINED 03 0 108,800 0
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 390 5,200 SH DEFINED 03 0 5,200 0
INTERIM SVCS INC COM 45868P100 322 13,020 SH DEFINED 03 0 13,020 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 86 2,225 SH DEFINED 02 0 2,225 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 190 4,900 SH DEFINED 03 0 4,900 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 782 20,157 SH DEFINED 04 0 20,157 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 5,223 134,400 SH DEFINED 21 0 134,400 0
INTERNAP NETWORK SVCS CORP COM 45885A102 346 2,000 SH DEFINED 02 0 2,000 0
INTERNAP NETWORK SVCS CORP COM 45885A102 5,899 34,100 SH DEFINED 03 0 34,100 0
INTERNATIONAL BUSINESS MACHS COM 459200101 10,550 97,800 SH DEFINED 01 0 97,800 0
INTERNATIONAL BUSINESS MACHS COM 459200101 109,220 1,011,300SH DEFINED 02 0 1,011,300 0
INTERNATIONAL BUSINESS MACHS COM 459200101 82,091 760,100 SH DEFINED 03 0 760,100 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,781 25,850 SH DEFINED 21 0 25,850 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 944 25,000 SH DEFINED 03 0 25,000 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 223 11,000 SH DEFINED 03 0 11,000 0
INTL PAPER CO COM 460146103 6,126 108,545 SH DEFINED 03 0 108,545 0
INTL PAPER CO COM 460146103 3,264 58,000 SH DEFINED 21 0 58,000 0
INTERNATIONAL RECTIFIER CORP COM 460254105 283 10,900 SH DEFINED 03 0 10,900 0
INTERNATIONAL SPEEDWAY CORP CL 460335201 322 6,400 SH DEFINED 03 0 6,400 0
A
INTERNET CAP GROUP INC COM 46059C106 6,052 35,600 SH DEFINED 03 0 35,600 0
INTERNET INITIATIVE JAPAN INC SPONSORED 46059T109 3,402 35,000 SH DEFINED 21 0 35,000 0
ADR
INTERPUBLIC GROUP COS INC COM 460690100 3,779 65,500 SH DEFINED 03 0 65,500 0
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 5,328 45,300 SH DEFINED 03 0 45,300 0
INTERWOVEN INC COM 46114T102 268 2,200 SH DEFINED 03 0 2,200 0
INTUIT COM 461202103 1,439 24,005 SH DEFINED 03 0 24,005 0
IOMEGA CORP COM 462030107 97 28,600 SH DEFINED 03 0 28,600 0
IPALCO ENTERPRISES INC COM 462613100 177 10,400 SH DEFINED 03 0 10,400 0
I2 TECHNOLOGIES INC COM 465754109 215 1,100 SH DEFINED 02 0 1,100 0
I2 TECHNOLOGIES INC COM 465754109 1,970 10,100 SH DEFINED 03 0 10,100 0
IVAX CORP COM 465823102 330 12,800 SH DEFINED 03 0 12,800 0
JDS UNIPHASE CORP COM 46612J101 968 6,000 SH DEFINED 01 0 6,000 0
JDS UNIPHASE CORP COM 46612J101 1,258 7,800 SH DEFINED 02 0 7,800 0
JDS UNIPHASE CORP COM 46612J101 17,317 107,350 SH DEFINED 03 0 107,350 0
JDS UNIPHASE CORP COM 46612J101 10,444 63,392 SH DEFINED 21 0 63,392 0
JABIL CIRCUIT INC COM 466313103 1,314 18,000 SH DEFINED 03 0 18,000 0
JACK IN THE BOX INC COM 466367109 2,286 110,500 SH DEFINED 03 0 110,500 0
JAZZTEL P L C ADR 47214R152 39 600 SH DEFINED 03 0 600 0
JAZZTEL P L C ADR 47214R152 326 5,000 SH DEFINED 21 0 5,000 0
JEFFERIES GROUP INC NEW COM 472319102 1,929 87,700 SH DEFINED 03 0 87,700 0
JEFFERSON PILOT CORP COM 475070108 1,702 24,937 SH DEFINED 03 0 24,937 0
JOHNSON & JOHNSON COM 478160104 451 4,839 SH DEFINED 01 0 4,839 0
JOHNSON & JOHNSON COM 478160104 45,399 487,504 SH DEFINED 02 0 487,504 0
JOHNSON & JOHNSON COM 478160104 64,700 694,764 SH DEFINED 03 0 694,764 0
JOHNSON & JOHNSON COM 478160104 1,032 11,075 SH DEFINED 21 0 11,075 0
JOHNSON CTLS INC COM 478366107 4,681 82,300 SH DEFINED 01 0 82,300 0
JOHNSON CTLS INC COM 478366107 37,236 654,700 SH DEFINED 02 0 654,700 0
JOHNSON CTLS INC COM 478366107 20,782 365,400 SH DEFINED 03 0 365,400 0
JONES APPAREL GROUP INC COM 480074103 402 14,803 SH DEFINED 03 0 14,803 0
JONES PHARMA INC COM 480236108 343 7,900 SH DEFINED 03 0 7,900 0
JOSTENS INC COM 481088102 293 12,052 SH DEFINED 03 0 12,052 0
JUNIPER NETWORKS INC COM 48203R104 578 1,700 SH DEFINED 02 0 1,700 0
JUNIPER NETWORKS INC COM 48203R104 9,554 28,100 SH DEFINED 03 0 28,100 0
JUNIPER NETWORKS INC COM 48203R104 175 550 SH DEFINED 21 0 550 0
KLA-TENCORP CORP COM 482480100 2,305 20,700 SH DEFINED 03 0 20,700 0
K MART CORP COM 482584109 2,667 265,000 SH DEFINED 01 0 265,000 0
K MART CORP COM 482584109 24,565 2,441,200SH DEFINED 02 0 2,441,200 0
K MART CORP COM 482584109 12,768 1,268,900SH DEFINED 03 0 1,268,900 0
KANA COMMUNICATIONS COM 483600102 1,948 9,500 SH DEFINED 03 0 9,500 0
KANSAS CITY SOUTHN INDS INC COM 485170104 1,925 25,800 SH DEFINED 03 0 25,800 0
KANSAS CITY SOUTHN INDS INC COM 485170104 272 3,650 SH DEFINED 21 0 3,650 0
KAUFMAN & BROAD HOME CORP COM 486168107 397 16,400 SH DEFINED 03 0 16,400 0
KEANE INC COM 486665102 276 8,700 SH DEFINED 03 0 8,700 0
KEEBLER FOODS CO COM 487256109 281 10,000 SH DEFINED 01 0 10,000 0
KELLOGG CO COM 487836108 2,940 95,400 SH DEFINED 03 0 95,400 0
KEMET CORP COM 488360108 2,740 60,800 SH DEFINED 03 0 60,800 0
KENNAMETAL INC COM 489170100 222 6,600 SH DEFINED 03 0 6,600 0
KERR MCGEE CORP COM 492386107 1,263 20,376 SH DEFINED 03 0 20,376 0
KERR MCGEE CORP COM 492386107 212 3,600 SH DEFINED 21 0 3,600 0
KEYCORP NEW COM 493267108 2,726 123,200 SH DEFINED 03 0 123,200 0
KEYCORP NEW COM 493267108 272 12,300 SH DEFINED 21 0 12,300 0
KEYNOTE SYS INC COM 493308100 251 3,400 SH DEFINED 01 0 3,400 0
KEYNOTE SYS INC COM 493308100 8,784 119,100 SH DEFINED 03 0 119,100 0
KEYSPAN CORP COM 49337W100 5,454 235,200 SH DEFINED 02 0 235,200 0
KEYSPAN CORP COM 49337W100 376 16,200 SH DEFINED 03 0 16,200 0
KEYSPAN CORP COM 49337W100 41,550 1,791,900SH DEFINED 04 0 1,791,900 0
KIMBERLY CLARK CORP COM 494368103 8,402 128,400 SH DEFINED 01 0 128,400 0
KIMBERLY CLARK CORP COM 494368103 129,502 1,984,700SH DEFINED 02 0 1,984,700 0
KIMBERLY CLARK CORP COM 494368103 55,681 853,348 SH DEFINED 03 0 853,348 0
KINDER MORGAN INC KANS COM 49455P101 276 13,650 SH DEFINED 03 0 13,650 0
KING PHARMACEUTICALS INC COM 495582108 482 8,600 SH DEFINED 01 0 8,600 0
KING PHARMACEUTICALS INC COM 495582108 2,189 39,050 SH DEFINED 03 0 39,050 0
KNIGHT RIDDER INC COM 499040103 4,479 75,200 SH DEFINED 01 0 75,200 0
KNIGHT RIDDER INC COM 499040103 42,650 716,800 SH DEFINED 02 0 716,800 0
KNIGHT RIDDER INC COM 499040103 24,157 406,000 SH DEFINED 03 0 406,000 0
KNIGHT/TRIMARK GROUP INC CL 499067106 465 10,100 SH DEFINED 02 0 10,100 0
A
KNIGHT/TRIMARK GROUP INC CL 499067106 4,715 102,500 SH DEFINED 03 0 102,500 0
A
KOHLS CORP COM 500255104 2,765 38,300 SH DEFINED 03 0 38,300 0
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR 500472204 9,116 67,526 SH DEFINED 01 0 67,526 0
NEW
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR 500472204 63,542 470,684 SH DEFINED 02 0 470,684 0
NEW
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR 500472204 32,828 243,168 SH DEFINED 03 0 243,168 0
NEW
KOPIN CORP COM 500600101 4,015 95,600 SH DEFINED 03 0 95,600 0
KROGER CO COM 501044101 7,863 416,600 SH DEFINED 03 0 416,600 0
KULICKE & SOFFA INDS INC COM 501242101 209 4,900 SH DEFINED 03 0 4,900 0
LG&E ENERGY CORP COM 501917108 276 15,800 SH DEFINED 03 0 15,800 0
LTV CORP NEW COM 501921100 2,382 577,400 SH DEFINED 01 0 577,400 0
LTV CORP NEW COM 501921100 10,390 2,518,800SH DEFINED 03 0 2,518,800 0
LSI LOGIC CORP COM 502161102 5,987 88,700 SH DEFINED 03 0 88,700 0
LSI LOGIC CORP COM 502161102 1,821 27,150 SH DEFINED 21 0 27,150 0
LSI LOGIC CORP SUB NT CV 502161AB8 27,113 11,895,00PRN DEFINED 02 0 11,895,000 0
144A04
LSI LOGIC CORP SB NT CV 502161AD4 6,679 2,930,000PRN DEFINED 02 0 2,930,000 0
4.25%04
LA Z BOY INC COM 505336107 175 10,400 SH DEFINED 03 0 10,400 0
LAM RESEARCH CORP COM 512807108 457 4,100 SH DEFINED 03 0 4,100 0
LATTICE SEMICONDUCTOR CORP COM 518415104 457 9,700 SH DEFINED 03 0 9,700 0
LEAR CORP COM 521865105 259 8,100 SH DEFINED 03 0 8,100 0
LEE ENTERPRISES INC COM 523768109 323 10,100 SH DEFINED 03 0 10,100 0
LEGATO SYS INC COM 524651106 213 3,100 SH DEFINED 01 0 3,100 0
LEGATO SYS INC COM 524651106 723 10,500 SH DEFINED 03 0 10,500 0
LEGGETT & PLATT INC COM 524660107 993 46,300 SH DEFINED 03 0 46,300 0
LEGG MASON INC COM 524901105 439 12,100 SH DEFINED 03 0 12,100 0
LEHMAN BROS HLDGS INC COM 524908100 2,363 27,900 SH DEFINED 03 0 27,900 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 3,152 38,500 SH DEFINED 03 0 38,500 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,083 13,200 SH DEFINED 21 0 13,200 0
LEXMARK INTL GROUP INC CL 529771107 1,095 12,100 SH DEFINED 01 0 12,100 0
A
LEXMARK INTL GROUP INC CL 529771107 103,251 1,140,900SH DEFINED 02 0 1,140,900 0
A
LEXMARK INTL GROUP INC CL 529771107 53,639 592,700 SH DEFINED 03 0 592,700 0
A
LIBERATE TECHNOLOGIES COM 530129105 411 1,600 SH DEFINED 01 0 1,600 0
LIBERATE TECHNOLOGIES COM 530129105 1,311 5,100 SH DEFINED 03 0 5,100 0
LILLY ELI & CO COM 532457108 19,039 286,300 SH DEFINED 03 0 286,300 0
LILLY ELI & CO COM 532457108 982 14,750 SH DEFINED 21 0 14,750 0
LIMITED INC COM 532716107 6,870 158,618 SH DEFINED 03 0 158,618 0
LINCARE HLDGS INC COM 532791100 225 6,500 SH DEFINED 03 0 6,500 0
LINCOLN NATL CORP IND COM 534187109 4,812 120,300 SH DEFINED 01 0 120,300 0
LINCOLN NATL CORP IND COM 534187109 55,560 1,389,000SH DEFINED 02 0 1,389,000 0
LINCOLN NATL CORP IND COM 534187109 20,172 504,300 SH DEFINED 03 0 504,300 0
LINCOLN NATL CORP IND COM 534187109 1,104 27,625 SH DEFINED 21 0 27,625 0
LINEAR TECHNOLOGY CORP COM 535678106 9,933 138,800 SH DEFINED 03 0 138,800 0
LITTON INDS INC COM 538021106 274 5,500 SH DEFINED 03 0 5,500 0
LIZ CLAIBORNE INC COM 539320101 34,374 913,600 SH DEFINED 02 0 913,600 0
LIZ CLAIBORNE INC COM 539320101 572 15,200 SH DEFINED 03 0 15,200 0
LOCKHEED MARTIN CORP COM 539830109 2,021 92,376 SH DEFINED 03 0 92,376 0
LOEWS CORP COM 540424108 2,980 49,100 SH DEFINED 01 0 49,100 0
LOEWS CORP COM 540424108 43,034 709,100 SH DEFINED 02 0 709,100 0
LOEWS CORP COM 540424108 20,185 332,600 SH DEFINED 03 0 332,600 0
LONGS DRUG STORES CORP COM 543162101 237 9,200 SH DEFINED 03 0 9,200 0
LONGVIEW FIBRE CO COM 543213102 168 11,800 SH DEFINED 03 0 11,800 0
LOUISIANA PAC CORP COM 546347105 365 25,600 SH DEFINED 03 0 25,600 0
LOWES COS INC COM 548661107 8,759 146,600 SH DEFINED 03 0 146,600 0
LUBRIZOL CORP COM 549271104 204 6,600 SH DEFINED 03 0 6,600 0
LUCENT TECHNOLOGIES INC COM 549463107 643 8,600 SH DEFINED 02 0 8,600 0
LUCENT TECHNOLOGIES INC COM 549463107 74,336 993,632 SH DEFINED 03 0 993,632 0
LUCENT TECHNOLOGIES INC COM 549463107 6,455 86,100 SH DEFINED 21 0 86,100 0
LYONDELL CHEMICAL CO COM 552078107 182 14,300 SH DEFINED 03 0 14,300 0
MBIA INC COM 55262C100 3,972 75,200 SH DEFINED 01 0 75,200 0
MBIA INC COM 55262C100 45,847 868,100 SH DEFINED 02 0 868,100 0
MBIA INC COM 55262C100 20,967 397,000 SH DEFINED 03 0 397,000 0
MBIA INC COM 55262C100 203 3,840 SH DEFINED 21 0 3,840 0
MBNA CORP COM 55262L100 1,211 44,430 SH DEFINED 02 0 44,430 0
MBNA CORP COM 55262L100 21,101 774,332 SH DEFINED 03 0 774,332 0
MCN ENERGY GROUP INC COM 55267J100 247 10,400 SH DEFINED 03 0 10,400 0
MCI WORLDCOM INC COM 55268B106 260 4,900 SH DEFINED 01 0 4,900 0
MCI WORLDCOM INC COM 55268B106 49,401 930,988 SH DEFINED 02 0 930,988 0
MCI WORLDCOM INC COM 55268B106 67,786 1,277,479SH DEFINED 03 0 1,277,479 0
MCI WORLDCOM INC COM 55268B106 44,970 847,500 SH DEFINED 04 0 847,500 0
MCI WORLDCOM INC COM 55268B106 11,602 215,100 SH DEFINED 21 0 215,100 0
MGC COMMUNICATIONS INC COM 552763302 386 7,600 SH DEFINED 01 0 7,600 0
MGC COMMUNICATIONS INC COM 552763302 9,582 188,800 SH DEFINED 03 0 188,800 0
MGIC INVT CORP WIS COM 552848103 1,968 32,700 SH DEFINED 03 0 32,700 0
MMC NETWORKS INC COM 55308N102 258 7,500 SH DEFINED 01 0 7,500 0
MMC NETWORKS INC COM 55308N102 5,517 160,500 SH DEFINED 03 0 160,500 0
MACROMEDIA INC COM 556100105 314 4,300 SH DEFINED 01 0 4,300 0
MACROMEDIA INC COM 556100105 870 11,900 SH DEFINED 03 0 11,900 0
MACRONIX INTL LTD SPONSORED 556103109 335 17,500 SH DEFINED 21 0 17,500 0
ADR
MAKER COMMUNICATIONS INC COM 560875106 351 8,200 SH DEFINED 01 0 8,200 0
MAKER COMMUNICATIONS INC COM 560875106 12,094 282,900 SH DEFINED 03 0 282,900 0
MALLINCKRODT INC NEW COM 561232109 534 16,800 SH DEFINED 03 0 16,800 0
MANDALAY RESORT GROUP MANDALAY 562567107 221 11,000 SH DEFINED 03 0 11,000 0
MANITOWOC INC COM 563571108 1,422 41,825 SH DEFINED 03 0 41,825 0
MANOR CARE INC NEW COM 564055101 417 26,050 SH DEFINED 03 0 26,050 0
MANPOWER INC COM 56418H100 406 10,800 SH DEFINED 02 0 10,800 0
MANPOWER INC COM 56418H100 4,553 121,000 SH DEFINED 03 0 121,000 0
MARIMBA INC COM 56781Q109 1,640 35,600 SH DEFINED 03 0 35,600 0
MARK IV INDS INC COM 570387100 192 10,850 SH DEFINED 03 0 10,850 0
MARSH & MCLENNAN COS INC COM 571748102 560 5,850 SH DEFINED 01 0 5,850 0
MARSH & MCLENNAN COS INC COM 571748102 87,702 916,550 SH DEFINED 02 0 916,550 0
MARSH & MCLENNAN COS INC COM 571748102 29,352 306,750 SH DEFINED 03 0 306,750 0
MARSH & MCLENNAN COS INC COM 571748102 285 2,980 SH DEFINED 21 0 2,980 0
MARSHALL & ILSLEY CORP COM 571834100 810 12,900 SH DEFINED 03 0 12,900 0
MARRIOTT INTL INC NEW CL 571903202 1,853 58,700 SH DEFINED 03 0 58,700 0
A
MARTIN MARIETTA MATLS INC COM 573284106 5,351 130,500 SH DEFINED 03 0 130,500 0
MASCO CORP COM 574599106 3,251 128,100 SH DEFINED 03 0 128,100 0
MASTECH CORP COM 57632N105 1,099 44,400 SH DEFINED 01 0 44,400 0
MASTECH CORP COM 57632N105 1,210 48,900 SH DEFINED 02 0 48,900 0
MASTECH CORP COM 57632N105 21,864 883,400 SH DEFINED 03 0 883,400 0
MATTEL INC COM 577081102 1,288 98,125 SH DEFINED 03 0 98,125 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,557 33,000 SH DEFINED 03 0 33,000 0
MAY DEPT STORES CO COM 577778103 2,825 87,600 SH DEFINED 03 0 87,600 0
MAYTAG CORP COM 578592107 1,358 28,300 SH DEFINED 03 0 28,300 0
MCCORMICK & CO INC COM NON 579780206 256 8,600 SH DEFINED 03 0 8,600 0
VTG
MCDERMOTT INTL INC COM 580037109 126 13,900 SH DEFINED 03 0 13,900 0
MCDONALDS CORP COM 580135101 14,275 354,100 SH DEFINED 03 0 354,100 0
MCGRAW HILL COS INC COM 580645109 6,132 99,500 SH DEFINED 01 0 99,500 0
MCGRAW HILL COS INC COM 580645109 2,853 46,300 SH DEFINED 03 0 46,300 0
MCKESSON HBOC INC COM 58155Q103 1,881 83,356 SH DEFINED 03 0 83,356 0
MCLEODUSA INC COM 582266102 483 8,200 SH DEFINED 01 0 8,200 0
MCLEODUSA INC COM 582266102 1,720 29,213 SH DEFINED 02 0 29,213 0
MCLEODUSA INC COM 582266102 17,910 304,200 SH DEFINED 03 0 304,200 0
MCLEODUSA INC COM 582266102 134 2,279 SH DEFINED 04 0 2,279 0
MEAD CORP COM 582834107 1,043 24,000 SH DEFINED 03 0 24,000 0
MEAD CORP COM 582834107 1,988 46,200 SH DEFINED 21 0 46,200 0
MEDIAONE GROUP INC COM 58440J104 11,084 144,300 SH DEFINED 03 0 144,300 0
MEDICIS PHARMACEUTICAL CORP CL A 584690309 419 9,850 SH DEFINED 01 0 9,850 0
NEW
MEDICIS PHARMACEUTICAL CORP CL A 584690309 4,561 107,150 SH DEFINED 03 0 107,150 0
NEW
MEDIMMUNE INC COM 584699102 382 2,300 SH DEFINED 01 0 2,300 0
MEDIMMUNE INC COM 584699102 1,439 8,675 SH DEFINED 03 0 8,675 0
MEDQUIST INC COM 584949101 1,422 55,100 SH DEFINED 03 0 55,100 0
MEDTRONIC INC COM 585055106 11,854 325,321 SH DEFINED 03 0 325,321 0
MELLON FINL CORP COM 58551A108 29,287 859,800 SH DEFINED 02 0 859,800 0
MELLON FINL CORP COM 58551A108 5,164 151,600 SH DEFINED 03 0 151,600 0
MELLON FINL CORP COM 58551A108 682 20,170 SH DEFINED 21 0 20,170 0
MENS WEARHOUSE INC COM 587118100 1,706 58,081 SH DEFINED 03 0 58,081 0
MENTOR GRAPHICS CORP COM 587200106 195 14,800 SH DEFINED 03 0 14,800 0
MERCANTILE BANKSHARES CORP COM 587405101 267 8,350 SH DEFINED 03 0 8,350 0
MERCK & CO INC COM 589331107 1,270 18,900 SH DEFINED 01 0 18,900 0
MERCK & CO INC COM 589331107 45,153 673,300 SH DEFINED 02 0 673,300 0
MERCK & CO INC COM 589331107 63,220 942,700 SH DEFINED 03 0 942,700 0
MERCURY INTERACTIVE CORP COM 589405109 1,490 13,800 SH DEFINED 03 0 13,800 0
MEREDITH CORP COM 589433101 513 12,300 SH DEFINED 03 0 12,300 0
MERRILL LYNCH & CO INC COM 590188108 32,006 383,300 SH DEFINED 02 0 383,300 0
MERRILL LYNCH & CO INC COM 590188108 12,400 148,500 SH DEFINED 03 0 148,500 0
METAMOR WORLDWIDE INC COM 59133P100 280 9,600 SH DEFINED 01 0 9,600 0
METHODE ELECTRS INC CL 591520200 225 7,000 SH DEFINED 03 0 7,000 0
A
METRIS COS INC COM 591598107 1,391 38,964 SH DEFINED 03 0 38,964 0
METROMEDIA FIBER NETWORK INC CL 591689104 2,387 49,800 SH DEFINED 03 0 49,800 0
A
MICREL INC COM 594793101 387 6,800 SH DEFINED 01 0 6,800 0
MICREL INC COM 594793101 5,147 90,400 SH DEFINED 03 0 90,400 0
MICROS SYS INC COM 594901100 237 3,200 SH DEFINED 03 0 3,200 0
MICROSOFT CORP COM 594918104 2,569 22,000 SH DEFINED 02 0 22,000 0
MICROSOFT CORP COM 594918104 202,912 1,738,000SH DEFINED 03 0 1,738,000 0
MICROSOFT CORP COM 594918104 5,039 43,300 SH DEFINED 21 0 43,300 0
MICROSTRATEGY INC CL 594972101 861 4,100 SH DEFINED 03 0 4,100 0
A
MICROCHIP TECHNOLOGY INC COM 595017104 424 6,200 SH DEFINED 03 0 6,200 0
MICROMUSE INC COM 595094103 1,836 10,800 SH DEFINED 03 0 10,800 0
MICRON TECHNOLOGY INC COM 595112103 8,661 111,400 SH DEFINED 03 0 111,400 0
MICRON TECHNOLOGY INC COM 595112103 2,071 26,850 SH DEFINED 21 0 26,850 0
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 243 7,200 SH DEFINED 03 0 7,200 0
MILACRON INC COM 598709103 201 13,100 SH DEFINED 03 0 13,100 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 1,025 8,400 SH DEFINED 03 0 8,400 0
MILLER HERMAN INC COM 600544100 662 28,800 SH DEFINED 03 0 28,800 0
MILLIPORE CORP COM 601073109 402 10,400 SH DEFINED 03 0 10,400 0
MINDSPRING ENTERPRISES INC COM 602683104 211 8,000 SH DEFINED 03 0 8,000 0
MINIMED INC COM 60365K108 278 3,800 SH DEFINED 03 0 3,800 0
MINNESOTA MNG & MFG CO COM 604059105 10,228 104,500 SH DEFINED 03 0 104,500 0
MIPS TECHNOLOGIES INC CL 604567107 338 6,500 SH DEFINED 01 0 6,500 0
A
MIPS TECHNOLOGIES INC CL 604567107 993 19,100 SH DEFINED 02 0 19,100 0
A
MIPS TECHNOLOGIES INC CL 604567107 13,785 265,100 SH DEFINED 03 0 265,100 0
A
MIRAGE RESORTS INC COM 60462E104 709 46,300 SH DEFINED 03 0 46,300 0
MODEM MEDIA POPPE TYSON INC CL 607533106 1,302 18,500 SH DEFINED 03 0 18,500 0
A
MODIS PROFESSIONAL SVCS INC COM 607830106 167 11,700 SH DEFINED 03 0 11,700 0
MOLEX INC COM 608554101 731 12,900 SH DEFINED 02 0 12,900 0
MOLEX INC COM 608554101 9,541 168,300 SH DEFINED 03 0 168,300 0
MONDAVI ROBERT CORP CL 609200100 278 8,000 SH DEFINED 01 0 8,000 0
A
MONDAVI ROBERT CORP CL 609200100 3,089 88,900 SH DEFINED 03 0 88,900 0
A
MONSANTO CO COM 611662107 5,675 159,300 SH DEFINED 03 0 159,300 0
MONSANTO CO ADJ CONVR 611662305 34,374 1,037,700SH DEFINED 02 0 1,037,700 0
RATE
MONSANTO CO ADJ CONVR 611662305 1,491 45,000 SH DEFINED 03 0 45,000 0
RATE
MONTANA POWER CO COM 612085100 4,158 115,300 SH DEFINED 03 0 115,300 0
MONTANA POWER CO COM 612085100 685 19,000 SH DEFINED 21 0 19,000 0
MORGAN J P & CO INC COM 616880100 5,787 45,700 SH DEFINED 03 0 45,700 0
MORGAN STANLEY DEAN WITTER&CO COM 617446448 9,507 66,600 SH DEFINED 01 0 66,600 0
NEW
MORGAN STANLEY DEAN WITTER&CO COM 617446448 52,161 365,400 SH DEFINED 02 0 365,400 0
NEW
MORGAN STANLEY DEAN WITTER&CO COM 617446448 71,553 501,247 SH DEFINED 03 0 501,247 0
NEW
MORGAN STANLEY DEAN WITTER&CO COM 617446448 280 1,960 SH DEFINED 21 0 1,960 0
NEW
MOTOROLA INC COM 620076109 160,768 1,091,800SH DEFINED 02 0 1,091,800 0
MOTOROLA INC COM 620076109 31,467 213,700 SH DEFINED 03 0 213,700 0
MOTOROLA INC COM 620076109 8,099 55,000 SH DEFINED 04 0 55,000 0
MOTOROLA INC COM 620076109 7,397 50,500 SH DEFINED 21 0 50,500 0
MUELLER INDS INC COM 624756102 294 8,100 SH DEFINED 01 0 8,100 0
MUELLER INDS INC COM 624756102 4,147 114,400 SH DEFINED 03 0 114,400 0
MURPHY OIL CORP COM 626717102 843 14,700 SH DEFINED 02 0 14,700 0
MURPHY OIL CORP COM 626717102 8,859 154,400 SH DEFINED 03 0 154,400 0
MYLAN LABS INC COM 628530107 395 15,700 SH DEFINED 03 0 15,700 0
NBTY INC COM 628782104 153 13,200 SH DEFINED 03 0 13,200 0
NCR CORP NEW COM 62886E108 443 11,700 SH DEFINED 03 0 11,700 0
NABISCO GROUP HLDG CORP COM 62952P102 852 80,200 SH DEFINED 01 0 80,200 0
NABISCO GROUP HLDG CORP COM 62952P102 20,387 1,918,800SH DEFINED 02 0 1,918,800 0
NABISCO GROUP HLDG CORP COM 62952P102 6,883 647,800 SH DEFINED 03 0 647,800 0
NABORS INDS INC COM 629568106 415 13,400 SH DEFINED 01 0 13,400 0
NABORS INDS INC COM 629568106 1,027 33,200 SH DEFINED 02 0 33,200 0
NABORS INDS INC COM 629568106 11,886 384,195 SH DEFINED 03 0 384,195 0
NASDAQ 100 TR UNIT SER 631100104 11,988 65,600 SH DEFINED 03 0 65,600 0
1
NATIONAL CITY CORP COM 635405103 3,506 148,000 SH DEFINED 03 0 148,000 0
NATIONAL COMM BANCORP COM 635449101 290 12,800 SH DEFINED 03 0 12,800 0
NATIONAL COMPUTER SYS INC COM 635519101 241 6,400 SH DEFINED 03 0 6,400 0
NATIONAL FUEL GAS CO N J COM 636180101 2,079 44,700 SH DEFINED 02 0 44,700 0
NATIONAL FUEL GAS CO N J COM 636180101 219 4,700 SH DEFINED 03 0 4,700 0
NATIONAL FUEL GAS CO N J COM 636180101 16,391 352,500 SH DEFINED 04 0 352,500 0
NATIONAL INSTRS CORP COM 636518102 267 6,975 SH DEFINED 03 0 6,975 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,683 39,300 SH DEFINED 03 0 39,300 0
NATIONAL SVC INDS INC COM 637657107 286 9,700 SH DEFINED 03 0 9,700 0
NATIONWIDE FINL SVCS INC CL 638612101 2,780 99,500 SH DEFINED 03 0 99,500 0
A
NAVISTAR INTL CORP NEW COM 63934E108 738 15,570 SH DEFINED 03 0 15,570 0
NAVIGANT CONSULTING INC COM 63935N107 1,120 102,950 SH DEFINED 03 0 102,950 0
NEON SYS INC COM 640509105 1,857 47,300 SH DEFINED 03 0 47,300 0
NETBANK INC COM 640933107 1,040 56,200 SH DEFINED 03 0 56,200 0
NETWORKS ASSOCS INC COM 640938106 450 16,850 SH DEFINED 03 0 16,850 0
NETRO CORP COM 64114R109 383 7,500 SH DEFINED 01 0 7,500 0
NETRO CORP COM 64114R109 5,993 117,500 SH DEFINED 03 0 117,500 0
NETIQ CORP COM 64115P102 437 8,400 SH DEFINED 01 0 8,400 0
NETIQ CORP COM 64115P102 1,255 24,100 SH DEFINED 03 0 24,100 0
NETWORK APPLIANCE INC COM 64120L104 5,698 68,600 SH DEFINED 03 0 68,600 0
NEW CENTURY ENERGIES INC COM 64352U103 817 26,900 SH DEFINED 03 0 26,900 0
NEW ENGLAND ELEC SYS COM 644001109 373 7,200 SH DEFINED 03 0 7,200 0
NEW JERSEY RES COM 646025106 242 6,200 SH DEFINED 01 0 6,200 0
NEW JERSEY RES COM 646025106 1,617 41,400 SH DEFINED 02 0 41,400 0
NEW JERSEY RES COM 646025106 2,785 71,300 SH DEFINED 03 0 71,300 0
NEW JERSEY RES COM 646025106 9,512 243,500 SH DEFINED 04 0 243,500 0
NEW YORK TIMES CO CL 650111107 43,643 888,400 SH DEFINED 02 0 888,400 0
A
NEW YORK TIMES CO CL 650111107 2,107 42,900 SH DEFINED 03 0 42,900 0
A
NEWELL RUBBERMAID INC COM 651229106 1,918 66,144 SH DEFINED 03 0 66,144 0
NEWFIELD EXPL CO COM 651290108 230 8,600 SH DEFINED 01 0 8,600 0
NEWFIELD EXPL CO COM 651290108 2,699 100,900 SH DEFINED 03 0 100,900 0
NEWMONT MINING CORP COM 651639106 964 39,357 SH DEFINED 03 0 39,357 0
NEWPARK RES INC COM PAR 651718504 584 95,360 SH DEFINED 03 0 95,360 0
$.01NEW
NEWPORT NEWS SHIPBUILDING INC COM 652228107 206 7,500 SH DEFINED 03 0 7,500 0
NEWS CORP LTD ADR 652487703 1,243 32,500 SH DEFINED 02 0 32,500 0
NEW
NEWS CORP LTD ADR 652487703 13,720 358,700 SH DEFINED 03 0 358,700 0
NEW
NEWS CORP LTD SP ADR 652487802 719 21,500 SH DEFINED 01 0 21,500 0
PFD
NEWS CORP LTD SP ADR 652487802 71,132 2,127,300SH DEFINED 02 0 2,127,300 0
PFD
NEWS CORP LTD SP ADR 652487802 25,152 752,200 SH DEFINED 03 0 752,200 0
PFD
NEXTEL COMMUNICATIONS INC CL 65332V103 639 6,200 SH DEFINED 01 0 6,200 0
A
NEXTEL COMMUNICATIONS INC CL 65332V103 1,825 17,700 SH DEFINED 02 0 17,700 0
A
NEXTEL COMMUNICATIONS INC CL 65332V103 38,012 368,600 SH DEFINED 03 0 368,600 0
A
NEXTEL COMMUNICATIONS INC CL 65332V103 4,039 39,200 SH DEFINED 21 0 39,200 0
A
NEXTLINK COMMUNICATIONS INC CL 65333H707 5,042 60,700 SH DEFINED 03 0 60,700 0
A
NEXTLINK COMMUNICATIONS INC CL 65333H707 4,897 58,950 SH DEFINED 21 0 58,950 0
A
NEXT LEVEL COMM INC COM 65333U104 3,811 50,900 SH DEFINED 03 0 50,900 0
NIAGARA MOHAWK HLDGS INC COM 653520106 615 44,100 SH DEFINED 03 0 44,100 0
NICE SYS LTD SPONSORED 653656108 2,007 40,800 SH DEFINED 21 0 40,800 0
ADR
NICOR INC COM 654086107 2,772 85,300 SH DEFINED 02 0 85,300 0
NICOR INC COM 654086107 364 11,200 SH DEFINED 03 0 11,200 0
NICOR INC COM 654086107 20,452 629,300 SH DEFINED 04 0 629,300 0
NIKE INC CL 654106103 3,296 66,500 SH DEFINED 03 0 66,500 0
B
NIPPON TELEG & TEL CORP SPONSORED 654624105 1,249 14,500 SH DEFINED 02 0 14,500 0
ADR
NIPPON TELEG & TEL CORP SPONSORED 654624105 10,680 124,000 SH DEFINED 04 0 124,000 0
ADR
NISOURCE INC COM 65473P105 2,658 148,700 SH DEFINED 01 0 148,700 0
NISOURCE INC COM 65473P105 2,149 120,200 SH DEFINED 02 0 120,200 0
NISOURCE INC COM 65473P105 272 15,200 SH DEFINED 03 0 15,200 0
NISOURCE INC COM 65473P105 15,723 879,600 SH DEFINED 04 0 879,600 0
NOKIA CORP SPONSORED 654902204 1,976 10,400 SH DEFINED 02 0 10,400 0
ADR
NOKIA CORP SPONSORED 654902204 48,906 257,400 SH DEFINED 03 0 257,400 0
ADR
NOKIA CORP SPONSORED 654902204 3,923 20,600 SH DEFINED 21 0 20,600 0
ADR
NOBLE DRILLING CORP COM 655042109 874 26,700 SH DEFINED 02 0 26,700 0
NOBLE DRILLING CORP COM 655042109 9,517 290,600 SH DEFINED 03 0 290,600 0
NORDSTROM INC COM 655664100 877 33,500 SH DEFINED 03 0 33,500 0
NORFOLK SOUTHERN CORP COM 655844108 1,831 89,300 SH DEFINED 03 0 89,300 0
NORTEL NETWORKS CORP COM 656569100 52,239 517,220 SH DEFINED 03 0 517,220 0
NORTH FORK BANCORPORATION NY COM 659424105 291 16,750 SH DEFINED 01 0 16,750 0
NORTH FORK BANCORPORATION NY COM 659424105 3,443 196,750 SH DEFINED 03 0 196,750 0
NORTHEAST UTILS COM 664397106 329 16,000 SH DEFINED 03 0 16,000 0
NORTHN STS PWR CO MINN COM 665772109 700 35,900 SH DEFINED 03 0 35,900 0
NORTHPOINT COMMUNICATIONS HLDG COM 666610100 3,667 152,800 SH DEFINED 03 0 152,800 0
NORTHROP GRUMMAN CORP COM 666807102 3,087 57,100 SH DEFINED 01 0 57,100 0
NORTHROP GRUMMAN CORP COM 666807102 18,014 333,200 SH DEFINED 03 0 333,200 0
NOVA CORP GA COM 669784100 281 8,900 SH DEFINED 03 0 8,900 0
NOVELL INC COM 670006105 9,593 240,200 SH DEFINED 01 0 240,200 0
NOVELL INC COM 670006105 88,214 2,208,800SH DEFINED 02 0 2,208,800 0
NOVELL INC COM 670006105 43,624 1,092,300SH DEFINED 03 0 1,092,300 0
NOVELLUS SYS INC COM 670008101 576 4,700 SH DEFINED 03 0 4,700 0
NSTAR COM 67019E107 2,207 54,494 SH DEFINED 02 0 54,494 0
NSTAR COM 67019E107 296 7,300 SH DEFINED 03 0 7,300 0
NSTAR COM 67019E107 17,241 425,693 SH DEFINED 04 0 425,693 0
NUCOR CORP COM 670346105 67,255 1,227,000SH DEFINED 02 0 1,227,000 0
NUCOR CORP COM 670346105 1,129 20,600 SH DEFINED 03 0 20,600 0
OAK INDS INC COM 671400505 371 3,500 SH DEFINED 03 0 3,500 0
NEW
OCCIDENTAL PETE CORP DEL COM 674599105 2,483 114,800 SH DEFINED 03 0 114,800 0
OCEAN ENERGY INC TEX COM 67481E106 157 20,318 SH DEFINED 03 0 20,318 0
OFFICE DEPOT INC COM 676220106 965 88,200 SH DEFINED 03 0 88,200 0
OFFICEMAX INC COM 67622M108 142 25,850 SH DEFINED 03 0 25,850 0
OFFICIAL PMTS CORP COM 676235104 265 5,100 SH DEFINED 01 0 5,100 0
OFFICIAL PMTS CORP COM 676235104 3,635 69,900 SH DEFINED 03 0 69,900 0
OGDEN CORP COM 676346109 134 11,200 SH DEFINED 03 0 11,200 0
OHIO CAS CORP COM 677240103 223 13,900 SH DEFINED 03 0 13,900 0
OLD KENT FINL CORP COM 679833103 980 27,700 SH DEFINED 03 0 27,700 0
OLD REP INTL CORP COM 680223104 568 41,700 SH DEFINED 03 0 41,700 0
OLSTEN CORP COM 681385100 197 17,400 SH DEFINED 03 0 17,400 0
OMNICARE INC COM 681904108 133 11,100 SH DEFINED 03 0 11,100 0
OMNICOM GROUP INC COM 681919106 1,120 11,200 SH DEFINED 02 0 11,200 0
OMNICOM GROUP INC COM 681919106 15,880 158,800 SH DEFINED 03 0 158,800 0
OMNICOM GROUP INC SB DB CV 681919AE6 14,210 4,455,000PRN DEFINED 02 0 4,455,000 0
4.25%07
OMNIPOINT CORP COM 68212D102 398 3,300 SH DEFINED 03 0 3,300 0
ONEOK INC NEW COM 682680103 445 17,700 SH DEFINED 02 0 17,700 0
ONEOK INC NEW COM 682680103 271 10,800 SH DEFINED 03 0 10,800 0
ONEOK INC NEW COM 682680103 3,269 130,100 SH DEFINED 04 0 130,100 0
ONYX SOFTWARE CORP COM 683402101 1,517 41,000 SH DEFINED 03 0 41,000 0
OPTICAL COATING LAB INC COM 683829105 385 1,300 SH DEFINED 03 0 1,300 0
ORACLE CORP COM 68389X105 2,107 18,800 SH DEFINED 02 0 18,800 0
ORACLE CORP COM 68389X105 77,560 692,112 SH DEFINED 03 0 692,112 0
ORACLE CORP COM 68389X105 278 2,650 SH DEFINED 21 0 2,650 0
ORBITAL SCIENCES CORP COM 685564106 1,162 62,600 SH DEFINED 03 0 62,600 0
O REILLY AUTOMOTIVE INC COM 686091109 262 12,200 SH DEFINED 01 0 12,200 0
O REILLY AUTOMOTIVE INC COM 686091109 3,040 141,400 SH DEFINED 03 0 141,400 0
OSTEOTECH INC COM 688582105 1,303 97,400 SH DEFINED 03 0 97,400 0
OUTBACK STEAKHOUSE INC COM 689899102 236 9,100 SH DEFINED 03 0 9,100 0
OWENS CORNING COM 69073F103 247 12,800 SH DEFINED 03 0 12,800 0
OWENS ILL INC COM 690768403 917 36,600 SH DEFINED 03 0 36,600 0
NEW
OXFORD HEALTH PLANS INC COM 691471106 29,700 2,340,900SH DEFINED 02 0 2,340,900 0
OXFORD HEALTH PLANS INC COM 691471106 1,699 133,900 SH DEFINED 03 0 133,900 0
PECO ENERGY CO COM 693304107 47,469 1,366,000SH DEFINED 02 0 1,366,000 0
PECO ENERGY CO COM 693304107 5,709 164,300 SH DEFINED 03 0 164,300 0
PECO ENERGY CO COM 693304107 5,897 170,000 SH DEFINED 21 0 170,000 0
PG&E CORP COM 69331C108 355 17,300 SH DEFINED 01 0 17,300 0
PG&E CORP COM 69331C108 29,432 1,435,700SH DEFINED 02 0 1,435,700 0
PG&E CORP COM 69331C108 19,305 941,700 SH DEFINED 03 0 941,700 0
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PE CORP COM PE BIO 69332S102 2,815 23,400 SH DEFINED 03 0 23,400 0
GRP
PE CORP CELERA GEN 69332S201 402 2,700 SH DEFINED 03 0 2,700 0
GRP
P F CHANGS CHINA BISTRO INC COM 69333Y108 617 24,800 SH DEFINED 03 0 24,800 0
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PMC-SIERRA INC COM 69344F106 1,202 7,500 SH DEFINED 02 0 7,500 0
PMC-SIERRA INC COM 69344F106 15,150 94,500 SH DEFINED 03 0 94,500 0
PMI GROUP INC COM 69344M101 493 10,100 SH DEFINED 02 0 10,100 0
PMI GROUP INC COM 69344M101 5,252 107,600 SH DEFINED 03 0 107,600 0
PNC BK CORP COM 693475105 3,591 80,700 SH DEFINED 03 0 80,700 0
PNC BK CORP COM 693475105 182 4,100 SH DEFINED 21 0 4,100 0
P P & L RES INC COM 693499105 3,802 166,200 SH DEFINED 01 0 166,200 0
P P & L RES INC COM 693499105 814 35,591 SH DEFINED 03 0 35,591 0
PPG INDS INC COM 693506107 4,961 79,300 SH DEFINED 01 0 79,300 0
PPG INDS INC COM 693506107 46,328 740,500 SH DEFINED 02 0 740,500 0
PPG INDS INC COM 693506107 23,242 371,500 SH DEFINED 03 0 371,500 0
PRI AUTOMATION INC COM 69357H106 1,524 22,700 SH DEFINED 03 0 22,700 0
PSS WORLD MED INC COM 69366A100 152 16,100 SH DEFINED 03 0 16,100 0
PACCAR INC COM 693718108 814 18,380 SH DEFINED 03 0 18,380 0
PACIFIC GATEWAY EXCHANGE INC COM 694327107 1,230 72,100 SH DEFINED 03 0 72,100 0
PACIFIC SUNWEAR CALIF INC COM 694873100 961 30,149 SH DEFINED 03 0 30,149 0
PACIFICARE HEALTH SYS DEL COM 695112102 281 5,298 SH DEFINED 03 0 5,298 0
PACKETEER INC COM 695210104 284 4,000 SH DEFINED 01 0 4,000 0
PACKETEER INC COM 695210104 1,470 20,700 SH DEFINED 03 0 20,700 0
PACTIV CORP COM 695257105 1,448 136,300 SH DEFINED 01 0 136,300 0
PACTIV CORP COM 695257105 21,348 2,009,200SH DEFINED 02 0 2,009,200 0
PACTIV CORP COM 695257105 9,619 905,300 SH DEFINED 03 0 905,300 0
PAGING NETWORK INC COM 695542100 8 10,000 SH DEFINED 03 0 10,000 0
PAINE WEBBER GROUP INC COM 695629105 1,304 33,600 SH DEFINED 03 0 33,600 0
PALL CORP COM 696429307 632 29,333 SH DEFINED 03 0 29,333 0
PANAMSAT CORP NEW COM 697933109 481 8,100 SH DEFINED 03 0 8,100 0
PARADYNE NETWORKS INC COM 69911G107 221 8,100 SH DEFINED 01 0 8,100 0
PARADYNE NETWORKS INC COM 69911G107 3,717 136,400 SH DEFINED 03 0 136,400 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,705 63,000 SH DEFINED 03 0 63,000 0
PARK PL ENTMT CORP COM 700690100 460 36,800 SH DEFINED 03 0 36,800 0
PARKER HANNIFIN CORP COM 701094104 7,674 149,550 SH DEFINED 01 0 149,550 0
PARKER HANNIFIN CORP COM 701094104 59,774 1,164,900SH DEFINED 02 0 1,164,900 0
PARKER HANNIFIN CORP COM 701094104 28,242 550,400 SH DEFINED 03 0 550,400 0
PATTERSON DENTAL CO COM 703412106 2,268 53,200 SH DEFINED 03 0 53,200 0
PATTERSON ENERGY INC COM 703414102 1,086 83,500 SH DEFINED 03 0 83,500 0
PAYCHEX INC COM 704326107 2,310 57,750 SH DEFINED 03 0 57,750 0
PENNEY J C INC COM 708160106 1,236 62,000 SH DEFINED 03 0 62,000 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 501 49,200 SH DEFINED 02 0 49,200 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 182 17,825 SH DEFINED 03 0 17,825 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 3,696 362,800 SH DEFINED 04 0 362,800 0
PENTAIR INC COM 709631105 1,432 37,200 SH DEFINED 03 0 37,200 0
PEOPLES ENERGY CORP COM 711030106 1,263 37,700 SH DEFINED 02 0 37,700 0
PEOPLES ENERGY CORP COM 711030106 281 8,400 SH DEFINED 03 0 8,400 0
PEOPLES ENERGY CORP COM 711030106 10,207 304,700 SH DEFINED 04 0 304,700 0
PEOPLESOFT INC COM 712713106 1,219 57,210 SH DEFINED 03 0 57,210 0
PEP BOYS MANNY MOE & JACK COM 713278109 157 17,256 SH DEFINED 03 0 17,256 0
PEPSI BOTTLING GROUP INC COM 713409100 2,799 169,000 SH DEFINED 03 0 169,000 0
PEPSICO INC COM 713448108 35,525 1,007,800SH DEFINED 02 0 1,007,800 0
PEPSICO INC COM 713448108 16,529 468,900 SH DEFINED 03 0 468,900 0
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PERKINELMER INC COM 714046109 638 15,300 SH DEFINED 03 0 15,300 0
PERRIGO CO COM 714290103 124 15,500 SH DEFINED 03 0 15,500 0
P T TELEKOMUNIKASI INDONESIA SPONSORED 715684106 790 71,800 SH DEFINED 21 0 71,800 0
ADR
PETROLEUM GEO-SVCS A/S SPONSORED 716597109 686 38,500 SH DEFINED 21 0 38,500 0
ADR
PETSMART INC COM 716768106 72 12,500 SH DEFINED 03 0 12,500 0
PHARMACIA & UPJOHN INC COM 716941109 4,905 109,000 SH DEFINED 01 0 109,000 0
PHARMACIA & UPJOHN INC COM 716941109 86,409 1,920,200SH DEFINED 02 0 1,920,200 0
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PHELPS DODGE CORP COM 717265102 1,417 21,107 SH DEFINED 03 0 21,107 0
PHILIP MORRIS COS INC COM 718154107 1,556 67,650 SH DEFINED 01 0 67,650 0
PHILIP MORRIS COS INC COM 718154107 31,653 1,365,100SH DEFINED 02 0 1,365,100 0
PHILIP MORRIS COS INC COM 718154107 30,679 1,323,100SH DEFINED 03 0 1,323,100 0
PHILLIPS PETE CO COM 718507106 3,351 71,300 SH DEFINED 03 0 71,300 0
PHONE COM INC COM 71920Q100 243 2,100 SH DEFINED 01 0 2,100 0
PHOTON DYNAMICS INC COM 719364101 364 9,400 SH DEFINED 01 0 9,400 0
PHOTON DYNAMICS INC COM 719364101 225 5,800 SH DEFINED 03 0 5,800 0
PIEDMONT NAT GAS INC COM 720186105 211 7,000 SH DEFINED 01 0 7,000 0
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PINNACLE WEST CAP CORP COM 723484101 1,620 53,000 SH DEFINED 21 0 53,000 0
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GRP
PLACER DOME INC COM 725906101 823 76,600 SH DEFINED 03 0 76,600 0
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PLUM CREEK TIMBER CO INC COM 729251108 2,325 93,000 SH DEFINED 03 0 93,000 0
POLAROID CORP COM 731095105 282 15,000 SH DEFINED 03 0 15,000 0
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POLYCOM INC COM 73172K104 395 6,200 SH DEFINED 03 0 6,200 0
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POTLATCH CORP COM 737628107 428 9,600 SH DEFINED 03 0 9,600 0
POTOMAC ELEC PWR CO COM 737679100 330 14,400 SH DEFINED 03 0 14,400 0
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PRECISION DRILLING CORP COM 74022D100 665 25,900 SH DEFINED 03 0 25,900 0
PREMIER PKS INC COM 740540208 274 9,500 SH DEFINED 03 0 9,500 0
NEW
PRICE T ROWE & ASSOCIATES COM 741477103 1,053 28,500 SH DEFINED 03 0 28,500 0
PRIME HOSPITALITY CORP COM 741917108 96 10,900 SH DEFINED 03 0 10,900 0
PRIDE INTL INC COM 741932107 174 11,900 SH DEFINED 01 0 11,900 0
PRIDE INTL INC COM 741932107 1,945 133,000 SH DEFINED 03 0 133,000 0
PROCTER & GAMBLE CO COM 742718109 34,775 317,400 SH DEFINED 02 0 317,400 0
PROCTER & GAMBLE CO COM 742718109 50,706 462,800 SH DEFINED 03 0 462,800 0
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PROTECTIVE LIFE CORP COM 743674103 248 7,800 SH DEFINED 03 0 7,800 0
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PROVIDIAN FINL CORP COM 74406A102 1,225 13,450 SH DEFINED 02 0 13,450 0
PROVIDIAN FINL CORP COM 74406A102 23,940 262,900 SH DEFINED 03 0 262,900 0
PSINET INC COM 74437C101 698 11,300 SH DEFINED 02 0 11,300 0
PSINET INC COM 74437C101 10,010 162,100 SH DEFINED 03 0 162,100 0
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3/4
PSINET INC PFD C CV 6 74437C309 7,063 121,000 SH DEFINED 04 0 121,000 0
3/4
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,592 131,900 SH DEFINED 01 0 131,900 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 38,579 1,108,200SH DEFINED 02 0 1,108,200 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 18,472 530,600 SH DEFINED 03 0 530,600 0
PUGET SOUND ENERGY INC COM 745332106 1,203 62,100 SH DEFINED 02 0 62,100 0
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QLOGIC CORP COM 747277101 24,221 151,500 SH DEFINED 03 0 151,500 0
QUAKER OATS CO COM 747402105 637 9,700 SH DEFINED 02 0 9,700 0
QUAKER OATS CO COM 747402105 9,581 146,000 SH DEFINED 03 0 146,000 0
QUALCOMM INC COM 747525103 405 2,300 SH DEFINED 01 0 2,300 0
QUALCOMM INC COM 747525103 969 5,500 SH DEFINED 02 0 5,500 0
QUALCOMM INC COM 747525103 44,929 255,100 SH DEFINED 03 0 255,100 0
QUALCOMM INC COM 747525103 1,804 9,715 SH DEFINED 21 0 9,715 0
QUANTUM CORP COM 747906204 301 19,900 SH DEFINED 03 0 19,900 0
DSSG
QUESTAR CORP COM 748356102 152 10,100 SH DEFINED 03 0 10,100 0
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QUORUM HEALTH GROUP INC COM 749084109 152 16,300 SH DEFINED 03 0 16,300 0
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R & B FALCON CORP COM 74912E101 849 64,100 SH DEFINED 02 0 64,100 0
R & B FALCON CORP COM 74912E101 13,205 996,570 SH DEFINED 03 0 996,570 0
RCN CORP COM 749361101 752 15,500 SH DEFINED 02 0 15,500 0
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RCN CORP COM 749361101 3,773 78,150 SH DEFINED 21 0 78,150 0
R G S ENERGY GROUP INC COM 74956K104 1,596 77,600 SH DEFINED 02 0 77,600 0
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RPM INC OHIO COM 749685103 270 26,500 SH DEFINED 01 0 26,500 0
RPM INC OHIO COM 749685103 3,044 298,750 SH DEFINED 03 0 298,750 0
RSA SEC INC COM 749719100 295 3,800 SH DEFINED 03 0 3,800 0
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RADIAN GROUP INC COM 750236101 365 7,653 SH DEFINED 03 0 7,653 0
RADIO ONE INC CL 75040P108 1,168 12,700 SH DEFINED 03 0 12,700 0
A
RAMBUS INC DEL COM 750917106 324 4,800 SH DEFINED 02 0 4,800 0
RAMBUS INC DEL COM 750917106 3,490 51,750 SH DEFINED 03 0 51,750 0
RALSTON PURINA CO COM RAL-PUR 751277302 2,155 77,300 SH DEFINED 03 0 77,300 0
GP
RATIONAL SOFTWARE CORP COM 75409P202 521 10,600 SH DEFINED 03 0 10,600 0
NEW
RAYMOND JAMES FINANCIAL INC COM 754730109 172 9,200 SH DEFINED 03 0 9,200 0
RAYMOND JAMES FINANCIAL INC COM 754730109 187 10,000 SH DEFINED 21 0 10,000 0
RAYONIER INC COM 754907103 304 6,300 SH DEFINED 03 0 6,300 0
RAYTHEON CO CL 755111309 444 17,900 SH DEFINED 03 0 17,900 0
A
RAYTHEON CO CL 755111408 2,106 79,300 SH DEFINED 03 0 79,300 0
B
RAZORFISH INC CL 755236106 452 4,750 SH DEFINED 03 0 4,750 0
A
RAZORFISH INC CL 755236106 447 4,900 SH DEFINED 21 0 4,900 0
A
READERS DIGEST ASSN INC CL A NON 755267101 377 12,900 SH DEFINED 03 0 12,900 0
VTG
REALNETWORKS INC COM 75605L104 2,683 22,300 SH DEFINED 03 0 22,300 0
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REDBACK NETWORKS INC COM 757209101 6,816 38,400 SH DEFINED 03 0 38,400 0
REEBOK INTL LTD COM 758110100 149 18,200 SH DEFINED 03 0 18,200 0
REGIONS FINL CORP COM 758940100 286 11,376 SH DEFINED 01 0 11,376 0
REGIONS FINL CORP COM 758940100 1,309 52,100 SH DEFINED 03 0 52,100 0
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RELIANT ENERGY INC COM 75952J108 5,259 230,000 SH DEFINED 21 0 230,000 0
RELIASTAR FINL CORP COM 75952U103 419 10,700 SH DEFINED 03 0 10,700 0
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RENAL CARE GROUP INC COM 759930100 205 8,775 SH DEFINED 03 0 8,775 0
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RETEK INC COM 76128Q109 3,221 42,800 SH DEFINED 03 0 42,800 0
REYNOLDS & REYNOLDS CO CL 761695105 212 9,400 SH DEFINED 03 0 9,400 0
A
REYNOLDS METALS CO COM 761763101 1,188 15,500 SH DEFINED 03 0 15,500 0
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RITE AID CORP COM 767754104 681 60,900 SH DEFINED 03 0 60,900 0
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ROHM & HAAS CO COM 775371107 2,033 49,973 SH DEFINED 03 0 49,973 0
ROLLINS TRUCK LEASING CORP COM 775741101 130 10,925 SH DEFINED 03 0 10,925 0
ROPER INDS INC NEW COM 776696106 227 6,000 SH DEFINED 03 0 6,000 0
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ROWAN COS INC COM 779382100 427 19,700 SH DEFINED 03 0 19,700 0
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GLD1.25
ROYAL DUTCH PETE CO NY REG 780257804 52,967 876,400 SH DEFINED 02 0 876,400 0
GLD1.25
ROYAL DUTCH PETE CO NY REG 780257804 53,227 880,700 SH DEFINED 03 0 880,700 0
GLD1.25
RUBY TUESDAY INC COM 781182100 207 11,400 SH DEFINED 01 0 11,400 0
RUBY TUESDAY INC COM 781182100 2,344 128,900 SH DEFINED 03 0 128,900 0
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RYANAIR HLDGS PLC SPONSORED 783513104 1,014 18,400 SH DEFINED 21 0 18,400 0
ADR
RYDER SYS INC COM 783549108 1,146 46,900 SH DEFINED 03 0 46,900 0
SBC COMMUNICATIONS INC COM 78387G103 5,959 122,234 SH DEFINED 01 0 122,234 0
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SDL INC COM 784076101 5,668 26,000 SH DEFINED 03 0 26,000 0
SDL INC COM 784076101 3,563 16,400 SH DEFINED 21 0 16,400 0
SEI INVESTMENTS CO COM 784117103 202 1,700 SH DEFINED 03 0 1,700 0
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SPX CORP COM 784635104 307 3,800 SH DEFINED 03 0 3,800 0
S1 CORPORATION COM 78463B101 283 3,628 SH DEFINED 03 0 3,628 0
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NEW
ST JUDE MED INC COM 790849103 609 19,841 SH DEFINED 03 0 19,841 0
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SAP AKTIENGESELLSCHAFT SPONSORED 803054204 672 12,900 SH DEFINED 03 0 12,900 0
ADR
SARA LEE CORP COM 803111103 4,216 191,100 SH DEFINED 01 0 191,100 0
SARA LEE CORP COM 803111103 46,413 2,103,700SH DEFINED 02 0 2,103,700 0
SARA LEE CORP COM 803111103 29,451 1,334,900SH DEFINED 03 0 1,334,900 0
SATYAM INFOWAY LTD SPONSORED 804099109 450 2,900 SH DEFINED 02 0 2,900 0
ADR
SATYAM INFOWAY LTD SPONSORED 804099109 14,152 91,300 SH DEFINED 03 0 91,300 0
ADR
SCANA CORP COM 805898103 2,069 77,000 SH DEFINED 02 0 77,000 0
SCANA CORP COM 805898103 3,886 144,600 SH DEFINED 03 0 144,600 0
SCANA CORP COM 805898103 15,066 560,600 SH DEFINED 04 0 560,600 0
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SCHERING PLOUGH CORP COM 806605101 43,732 1,036,600SH DEFINED 02 0 1,036,600 0
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SCHWAB CHARLES CORP NEW COM 808513105 9,204 239,850 SH DEFINED 03 0 239,850 0
SCIENTIFIC ATLANTA INC COM 808655104 990 17,800 SH DEFINED 03 0 17,800 0
SCOTTISH PWR PLC SPON ADR 81013T705 388 13,862 SH DEFINED 03 0 13,862 0
FINAL
SCOTTS CO CL 810186106 242 6,000 SH DEFINED 01 0 6,000 0
A
SCOTTS CO CL 810186106 3,659 90,900 SH DEFINED 03 0 90,900 0
A
SEAGATE TECHNOLOGY COM 811804103 7,320 157,200 SH DEFINED 01 0 157,200 0
SEAGATE TECHNOLOGY COM 811804103 55,423 1,190,300SH DEFINED 02 0 1,190,300 0
SEAGATE TECHNOLOGY COM 811804103 25,917 556,600 SH DEFINED 03 0 556,600 0
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SEARS ROEBUCK & CO COM 812387108 2,371 78,052 SH DEFINED 01 0 78,052 0
SEARS ROEBUCK & CO COM 812387108 3,077 101,100 SH DEFINED 03 0 101,100 0
SEMTECH CORP COM 816850101 318 6,100 SH DEFINED 01 0 6,100 0
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SEPRACOR INC COM 817315104 397 4,000 SH DEFINED 03 0 4,000 0
SEPRACOR INC SB DB CV 817315AE4 2,517 1,150,000PRN DEFINED 03 0 1,150,000 0
6.25%05
SERVICE CORP INTL COM 817565104 646 93,100 SH DEFINED 03 0 93,100 0
7-ELEVEN INC COM 817826100 27 15,200 SH DEFINED 03 0 15,200 0
SHARED MED SYS CORP COM 819486101 321 6,300 SH DEFINED 03 0 6,300 0
SHAW GROUP INC COM 820280105 266 10,500 SH DEFINED 01 0 10,500 0
SHAW GROUP INC COM 820280105 3,683 145,500 SH DEFINED 03 0 145,500 0
SHAW INDS INC COM 820286102 250 16,200 SH DEFINED 03 0 16,200 0
SHERWIN WILLIAMS CO COM 824348106 32,714 1,557,800SH DEFINED 02 0 1,557,800 0
SHERWIN WILLIAMS CO COM 824348106 851 40,500 SH DEFINED 03 0 40,500 0
SHIRE PHARMACEUTICALS GRP PLC SPONSORED 82481R106 206 7,089 SH DEFINED 03 0 7,089 0
ADR
SHOPKO STORES INC COM 824911101 1,670 72,600 SH DEFINED 03 0 72,600 0
SIEBEL SYS INC COM 826170102 739 8,800 SH DEFINED 02 0 8,800 0
SIEBEL SYS INC COM 826170102 11,550 137,500 SH DEFINED 03 0 137,500 0
SIERRA PAC RES NEW COM 826428104 311 17,940 SH DEFINED 03 0 17,940 0
SIGMA ALDRICH CORP COM 826552101 712 23,700 SH DEFINED 03 0 23,700 0
SILICON GRAPHICS INC COM 827056102 434 44,200 SH DEFINED 03 0 44,200 0
SILICON VY BANCSHARES COM 827064106 203 4,100 SH DEFINED 03 0 4,100 0
SKYWEST INC COM 830879102 1,445 51,600 SH DEFINED 03 0 51,600 0
SMITH INTL INC COM 832110100 293 5,900 SH DEFINED 03 0 5,900 0
SMITHFIELD FOODS INC COM 832248108 2,342 97,600 SH DEFINED 03 0 97,600 0
SMITHKLINE BEECHAM PLC ADR REP 832378301 412 6,400 SH DEFINED 03 0 6,400 0
ORD
SMURFIT-STONE CONTAINER CORP COM 832727101 3,834 156,500 SH DEFINED 03 0 156,500 0
SNAP ON INC COM 833034101 409 15,400 SH DEFINED 03 0 15,400 0
SOFTWARE COM INC COM 83402P104 701 7,300 SH DEFINED 03 0 7,300 0
SOLECTRON CORP COM 834182107 866 9,100 SH DEFINED 02 0 9,100 0
SOLECTRON CORP COM 834182107 31,650 332,723 SH DEFINED 03 0 332,723 0
SOLUTIA INC COM 834376105 205 13,300 SH DEFINED 03 0 13,300 0
SONOCO PRODS CO COM 835495102 281 12,373 SH DEFINED 03 0 12,373 0
SONY CORP ADR 835699307 1,167 4,100 SH DEFINED 03 0 4,100 0
NEW
SOTHEBYS HLDGS INC CL 835898107 213 7,100 SH DEFINED 03 0 7,100 0
A
SOUTHDOWN INC COM 841297104 3,139 60,800 SH DEFINED 03 0 60,800 0
SOUTHERN CO COM 842587107 5,288 225,000 SH DEFINED 03 0 225,000 0
SOUTHTRUST CORP COM 844730101 1,471 38,900 SH DEFINED 03 0 38,900 0
SOUTHTRUST CORP COM 844730101 318 8,410 SH DEFINED 21 0 8,410 0
SOUTHWEST AIRLS CO COM 844741108 1,922 118,725 SH DEFINED 03 0 118,725 0
SOVEREIGN BANCORP INC COM 845905108 2,659 356,700 SH DEFINED 03 0 356,700 0
SPANISH BROADCASTING SYS INC CL 846425882 250 6,200 SH DEFINED 02 0 6,200 0
A
SPANISH BROADCASTING SYS INC CL 846425882 3,691 91,700 SH DEFINED 03 0 91,700 0
A
SPARTECH CORP COM 847220209 403 12,500 SH DEFINED 01 0 12,500 0
NEW
SPARTECH CORP COM 847220209 4,589 142,300 SH DEFINED 03 0 142,300 0
NEW
SPRINGS INDS INC CL 851783100 216 5,400 SH DEFINED 03 0 5,400 0
A
SPRINT CORP COM FON 852061100 34,875 518,100 SH DEFINED 02 0 518,100 0
GROUP
SPRINT CORP COM FON 852061100 14,782 219,600 SH DEFINED 03 0 219,600 0
GROUP
SPRINT CORP COM FON 852061100 67,164 997,800 SH DEFINED 04 0 997,800 0
GROUP
SPRINT CORP PCS COM SER 852061506 666 6,500 SH DEFINED 02 0 6,500 0
1
SPRINT CORP PCS COM SER 852061506 20,823 203,150 SH DEFINED 03 0 203,150 0
1
SPRINT CORP PCS COM SER 852061506 1,909 18,700 SH DEFINED 21 0 18,700 0
1
STAMPS COM INC COM 852857101 404 9,700 SH DEFINED 03 0 9,700 0
STANLEY FURNITURE INC COM 854305208 849 46,200 SH DEFINED 03 0 46,200 0
NEW
STANLEY WKS COM 854616109 630 20,900 SH DEFINED 03 0 20,900 0
STAPLES INC COM 855030102 2,560 123,350 SH DEFINED 03 0 123,350 0
STARBUCKS CORP COM 855244109 534 22,000 SH DEFINED 03 0 22,000 0
STATE STR CORP COM 857477103 2,762 37,800 SH DEFINED 03 0 37,800 0
STERIS CORP COM 859152100 159 15,400 SH DEFINED 03 0 15,400 0
STERLING BANCORP COM 859158107 1,742 108,885 SH DEFINED 03 0 108,885 0
STERLING COMM INC COM 859205106 366 10,737 SH DEFINED 03 0 10,737 0
STERLING SOFTWARE INC COM 859547101 321 10,200 SH DEFINED 03 0 10,200 0
STEWART ENTERPRISES INC CL 860370105 65 13,600 SH DEFINED 03 0 13,600 0
A
STILLWATER MNG CO COM 86074Q102 239 7,500 SH DEFINED 03 0 7,500 0
STMICROELECTRONICS N V COM 861012102 1,375 9,080 SH DEFINED 03 0 9,080 0
STMICROELECTRONICS N V COM 861012102 6,770 45,000 SH DEFINED 21 0 45,000 0
STORAGE TECHNOLOGY CORP COM PAR 862111200 4,431 240,300 SH DEFINED 01 0 240,300 0
$0.10
STORAGE TECHNOLOGY CORP COM PAR 862111200 43,867 2,379,200SH DEFINED 02 0 2,379,200 0
$0.10
STORAGE TECHNOLOGY CORP COM PAR 862111200 18,352 995,360 SH DEFINED 03 0 995,360 0
$0.10
STRYKER CORP COM 863667101 815 11,700 SH DEFINED 03 0 11,700 0
SUIZA FOODS CORP COM 865077101 214 5,400 SH DEFINED 01 0 5,400 0
SUIZA FOODS CORP COM 865077101 6,863 173,200 SH DEFINED 03 0 173,200 0
SUMMIT BANCORP COM 866005101 1,253 40,900 SH DEFINED 03 0 40,900 0
SUMMIT BANCORP COM 866005101 167 5,440 SH DEFINED 21 0 5,440 0
SUN MICROSYSTEMS INC COM 866810104 18,972 245,000 SH DEFINED 01 0 245,000 0
SUN MICROSYSTEMS INC COM 866810104 216,477 2,795,500SH DEFINED 02 0 2,795,500 0
SUN MICROSYSTEMS INC COM 866810104 142,408 1,839,000SH DEFINED 03 0 1,839,000 0
SUN MICROSYSTEMS INC COM 866810104 3,083 40,000 SH DEFINED 21 0 40,000 0
SUNGARD DATA SYS INC COM 867363103 368 15,500 SH DEFINED 03 0 15,500 0
SUNOCO INC COM 86764P109 378 16,100 SH DEFINED 01 0 16,100 0
SUNOCO INC COM 86764P109 23,418 996,500 SH DEFINED 02 0 996,500 0
SUNOCO INC COM 86764P109 17,567 747,537 SH DEFINED 03 0 747,537 0
SUNTRUST BKS INC COM 867914103 5,746 83,500 SH DEFINED 03 0 83,500 0
SUPERVALU INC COM 868536103 567 28,346 SH DEFINED 03 0 28,346 0
SWIFT TRANSN CO COM 870756103 207 11,725 SH DEFINED 03 0 11,725 0
SYBRON INTL CORP COM 87114F106 321 13,000 SH DEFINED 01 0 13,000 0
SYBRON INTL CORP COM 87114F106 3,785 153,300 SH DEFINED 03 0 153,300 0
SYCAMORE NETWORKS INC COM 871206108 5,421 17,600 SH DEFINED 03 0 17,600 0
SYKES ENTERPRISES INC COM 871237103 325 7,400 SH DEFINED 03 0 7,400 0
SYMANTEC CORP COM 871503108 405 6,900 SH DEFINED 03 0 6,900 0
SYMBOL TECHNOLOGIES INC COM 871508107 678 10,662 SH DEFINED 03 0 10,662 0
SYNOPSYS INC COM 871607107 574 8,600 SH DEFINED 03 0 8,600 0
SYNOVUS FINL CORP COM 87161C105 1,251 62,950 SH DEFINED 03 0 62,950 0
SYSCO CORP COM 871829107 3,576 90,400 SH DEFINED 03 0 90,400 0
TCF FINL CORP COM 872275102 249 10,000 SH DEFINED 03 0 10,000 0
TECO ENERGY INC COM 872375100 291 15,700 SH DEFINED 03 0 15,700 0
TJX COS INC NEW COM 872540109 28,500 1,394,500SH DEFINED 02 0 1,394,500 0
TJX COS INC NEW COM 872540109 2,232 109,200 SH DEFINED 03 0 109,200 0
TRW INC COM 872649108 1,465 28,200 SH DEFINED 03 0 28,200 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED 874039100 1,991 44,237 SH DEFINED 21 0 44,237 0
ADR
TANDY CORP COM 875382103 2,295 46,660 SH DEFINED 03 0 46,660 0
TEKTRONIX INC COM 879131100 610 15,700 SH DEFINED 03 0 15,700 0
TELE CELULAR SUL PART S A SPON ADR 879238103 689 21,700 SH DEFINED 21 0 21,700 0
PFD
TELE CENTRO SUL PART S A SPON ADR 879239101 390 4,300 SH DEFINED 21 0 4,300 0
PFD
TELE NORTE LESTE PART S A SPON ADR 879246106 1,071 42,000 SH DEFINED 21 0 42,000 0
PFD
TELE NORDESTE CELULAR PART S A SPON ADR 87924W109 828 16,400 SH DEFINED 21 0 16,400 0
PFD
TELEBANC FINANCIAL CORP COM 87925R109 452 17,400 SH DEFINED 03 0 17,400 0
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP 879273209 776 22,650 SH DEFINED 21 0 22,650 0
B
TELECOMUNICACOES BRASILEIRAS S SPONSORED 879287308 1,028 8,000 SH DEFINED 21 0 8,000 0
ADR
TELECORP PCS INC CL 879299105 821 21,600 SH DEFINED 03 0 21,600 0
A
TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 3,263 29,000 SH DEFINED 21 0 29,000 0
L
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TELEPHONE & DATA SYS INC COM 879433100 1,701 13,500 SH DEFINED 02 0 13,500 0
TELEPHONE & DATA SYS INC COM 879433100 22,100 175,400 SH DEFINED 03 0 175,400 0
TELEPHONE & DATA SYS INC COM 879433100 4,914 39,000 SH DEFINED 04 0 39,000 0
TELEPHONE & DATA SYS INC COM 879433100 1,424 11,300 SH DEFINED 21 0 11,300 0
TELEMIG CELULAR PART S A SPON ADR 87944E105 268 5,800 SH DEFINED 21 0 5,800 0
PFD
TELLABS INC COM 879664100 218 3,400 SH DEFINED 01 0 3,400 0
TELLABS INC COM 879664100 46,125 718,600 SH DEFINED 02 0 718,600 0
TELLABS INC COM 879664100 32,042 499,200 SH DEFINED 03 0 499,200 0
TELLABS INC COM 879664100 7,029 109,500 SH DEFINED 04 0 109,500 0
TELLABS INC COM 879664100 5,016 78,100 SH DEFINED 21 0 78,100 0
TEMPLE INLAND INC COM 879868107 864 13,100 SH DEFINED 03 0 13,100 0
TENET HEALTHCARE CORP COM 88033G100 1,716 73,000 SH DEFINED 03 0 73,000 0
TERADYNE INC COM 880770102 2,653 40,200 SH DEFINED 03 0 40,200 0
TEREX CORP NEW COM 880779103 311 11,200 SH DEFINED 01 0 11,200 0
TEREX CORP NEW COM 880779103 4,423 159,400 SH DEFINED 03 0 159,400 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,757 80,300 SH DEFINED 03 0 80,300 0
TETRA TECH INC NEW COM 88162G103 334 21,700 SH DEFINED 01 0 21,700 0
TETRA TECH INC NEW COM 88162G103 3,902 253,799 SH DEFINED 03 0 253,799 0
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TEXACO INC COM 881694103 20,563 378,600 SH DEFINED 03 0 378,600 0
TEXAS INSTRS INC COM 882508104 26,002 268,406 SH DEFINED 03 0 268,406 0
TEXAS REGL BANCSHARES INC CL A 882673106 218 7,500 SH DEFINED 01 0 7,500 0
VTG
TEXAS REGL BANCSHARES INC CL A 882673106 2,398 82,700 SH DEFINED 03 0 82,700 0
VTG
TEXAS UTILS CO COM 882848104 2,258 63,500 SH DEFINED 02 0 63,500 0
TEXAS UTILS CO COM 882848104 3,785 106,425 SH DEFINED 03 0 106,425 0
TEXAS UTILS CO COM 882848104 17,141 482,000 SH DEFINED 04 0 482,000 0
TEXAS UTILS CO COM 882848104 3,710 104,700 SH DEFINED 21 0 104,700 0
TEXTRON INC COM 883203101 4,908 64,000 SH DEFINED 01 0 64,000 0
TEXTRON INC COM 883203101 75,138 979,800 SH DEFINED 02 0 979,800 0
TEXTRON INC COM 883203101 25,943 338,300 SH DEFINED 03 0 338,300 0
THERAGENICS CORP COM 883375107 1,133 125,000 SH DEFINED 03 0 125,000 0
THERMO ELECTRON CORP COM 883556102 561 37,400 SH DEFINED 03 0 37,400 0
THOMAS & BETTS CORP COM 884315102 427 13,400 SH DEFINED 03 0 13,400 0
3COM CORP COM 885535104 3,807 81,000 SH DEFINED 03 0 81,000 0
TIBCO SOFTWARE INC COM 88632Q103 428 2,800 SH DEFINED 01 0 2,800 0
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TIDEWATER INC COM 886423102 1,564 43,500 SH DEFINED 21 0 43,500 0
TIFFANY & CO NEW COM 886547108 776 8,700 SH DEFINED 03 0 8,700 0
TIMBERLAND CO CL 887100105 2,549 48,200 SH DEFINED 03 0 48,200 0
A
TIME WARNER INC COM 887315109 24,091 332,580 SH DEFINED 03 0 332,580 0
TIMES MIRROR CO NEW COM SER 887364107 945 14,100 SH DEFINED 03 0 14,100 0
A
TIMKEN CO COM 887389104 409 20,000 SH DEFINED 03 0 20,000 0
TIVO INC COM 888706108 236 7,000 SH DEFINED 01 0 7,000 0
TIVO INC COM 888706108 3,385 100,300 SH DEFINED 03 0 100,300 0
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TOLL BROTHERS INC COM 889478103 80 4,300 SH DEFINED 21 0 4,300 0
TORCHMARK CORP COM 891027104 1,430 49,200 SH DEFINED 03 0 49,200 0
TOSCO CORP COM 891490302 4,181 153,800 SH DEFINED 03 0 153,800 0
NEW
TOTAL RENAL CARE HLDGS INC COM 89151A107 120 17,900 SH DEFINED 03 0 17,900 0
TOYS R US INC COM 892335100 38,781 2,709,600SH DEFINED 02 0 2,709,600 0
TOYS R US INC COM 892335100 849 59,300 SH DEFINED 03 0 59,300 0
TRANSACTION SYS ARCHITECTS CL 893416107 204 7,300 SH DEFINED 03 0 7,300 0
A
TRICON GLOBAL RESTAURANTS COM 895953107 382 9,900 SH DEFINED 01 0 9,900 0
TRICON GLOBAL RESTAURANTS COM 895953107 31,452 814,300 SH DEFINED 02 0 814,300 0
TRICON GLOBAL RESTAURANTS COM 895953107 16,334 422,890 SH DEFINED 03 0 422,890 0
TRIBUNE CO NEW COM 896047107 3,084 56,000 SH DEFINED 03 0 56,000 0
TRINITY INDS INC COM 896522109 257 9,050 SH DEFINED 03 0 9,050 0
TRINTECH GROUP PLC SPONSORED 896682101 7,301 147,500 SH DEFINED 21 0 147,500 0
ADR
TRUE NORTH COMMUNICATIONS INC COM 897844106 4,643 103,900 SH DEFINED 03 0 103,900 0
TRUSTCO BK CORP N Y COM 898349105 140 10,572 SH DEFINED 03 0 10,572 0
TUBOS DE ACERO DE MEXICO S A ADR 898592506 208 15,300 SH DEFINED 21 0 15,300 0
NEW
TUBOSCOPE INC COM 898600101 922 58,100 SH DEFINED 03 0 58,100 0
TUPPERWARE CORP COM 899896104 334 19,700 SH DEFINED 03 0 19,700 0
TUSCARORA INC COM 900902107 182 15,000 SH DEFINED 01 0 15,000 0
24 / 7 MEDIA INC COM 901314104 1,294 23,000 SH DEFINED 03 0 23,000 0
TYCO INTL LTD NEW COM 902124106 6,173 158,270 SH DEFINED 01 0 158,270 0
TYCO INTL LTD NEW COM 902124106 51,352 1,320,946SH DEFINED 02 0 1,320,946 0
TYCO INTL LTD NEW COM 902124106 51,297 1,319,548SH DEFINED 03 0 1,319,548 0
TYCO INTL LTD NEW COM 902124106 1,879 48,300 SH DEFINED 21 0 48,300 0
TYSON FOODS INC CL 902494103 453 27,900 SH DEFINED 03 0 27,900 0
A
UCAR INTL INC COM 90262K109 183 10,300 SH DEFINED 03 0 10,300 0
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NEW
USX MARATHON GROUP COM 902905827 27,119 1,098,500SH DEFINED 02 0 1,098,500 0
NEW
USX MARATHON GROUP COM 902905827 17,106 692,900 SH DEFINED 03 0 692,900 0
NEW
USX MARATHON GROUP COM 902905827 7,233 293,000 SH DEFINED 04 0 293,000 0
NEW
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UST INC COM 902911106 17,858 709,000 SH DEFINED 03 0 709,000 0
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U S G CORP COM 903293405 283 6,000 SH DEFINED 03 0 6,000 0
NEW
U S FOODSERVICE COM 90331R101 243 14,500 SH DEFINED 01 0 14,500 0
U S FOODSERVICE COM 90331R101 2,832 169,100 SH DEFINED 03 0 169,100 0
USEC INC COM 90333E108 74 10,600 SH DEFINED 03 0 10,600 0
USX-U S STL COM 90337T101 687 20,820 SH DEFINED 03 0 20,820 0
UTI ENERGY CORP COM 903387108 793 34,400 SH DEFINED 03 0 34,400 0
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ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 239 10,550 SH DEFINED 03 0 10,550 0
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD 90458E107 693 23,000 SH DEFINED 21 0 23,000 0
UT
UNIFI INC COM 904677101 169 13,700 SH DEFINED 03 0 13,700 0
UNILEVER N V N Y SHS 904784709 2,044 37,539 SH DEFINED 01 0 37,539 0
NEW
UNILEVER N V N Y SHS 904784709 7,326 134,572 SH DEFINED 03 0 134,572 0
NEW
UNICOM CORP COM 904911104 2,124 63,400 SH DEFINED 03 0 63,400 0
UNION CARBIDE CORP COM 905581104 2,089 31,300 SH DEFINED 03 0 31,300 0
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UNION PAC CORP COM 907818108 41,801 958,200 SH DEFINED 02 0 958,200 0
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UNISYS CORP COM 909214108 41,356 1,294,900SH DEFINED 02 0 1,294,900 0
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UNITED BANKSHARES INC WEST VA COM 909907107 217 9,100 SH DEFINED 03 0 9,100 0
UNITED DOMINION REALTY TR INC COM 910197102 109 11,000 SH DEFINED 03 0 11,000 0
UNITED HEALTHCARE CORP COM 910581107 4,797 90,300 SH DEFINED 01 0 90,300 0
UNITED HEALTHCARE CORP COM 910581107 60,982 1,147,900SH DEFINED 02 0 1,147,900 0
UNITED HEALTHCARE CORP COM 910581107 27,290 513,700 SH DEFINED 03 0 513,700 0
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A 911300200 9,772 76,675 SH DEFINED 21 0 76,675 0
SHS
UNITED PARCEL SERVICE INC CL 911312106 721 10,500 SH DEFINED 03 0 10,500 0
B
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U S WEST INC NEW COM 91273H101 81,557 1,132,742SH DEFINED 02 0 1,132,742 0
U S WEST INC NEW COM 91273H101 41,653 578,509 SH DEFINED 03 0 578,509 0
U S WEST INC NEW COM 91273H101 66,384 922,000 SH DEFINED 04 0 922,000 0
UNITED TECHNOLOGIES CORP COM 913017109 364 5,600 SH DEFINED 02 0 5,600 0
UNITED TECHNOLOGIES CORP COM 913017109 13,410 206,300 SH DEFINED 03 0 206,300 0
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UNITEDGLOBALCOM CL 913247508 763 10,800 SH DEFINED 01 0 10,800 0
A
UNITEDGLOBALCOM CL 913247508 1,250 17,700 SH DEFINED 02 0 17,700 0
A
UNITEDGLOBALCOM CL 913247508 16,576 234,700 SH DEFINED 03 0 234,700 0
A
UNITRIN INC COM 913275103 331 8,800 SH DEFINED 03 0 8,800 0
UNIVERSAL FOODS CORP COM 913538104 1,320 64,800 SH DEFINED 03 0 64,800 0
UNIVERSAL HLTH SVCS INC CL 913903100 684 19,000 SH DEFINED 03 0 19,000 0
B
UNIVISION COMMUNICATIONS INC CL 914906102 388 3,800 SH DEFINED 01 0 3,800 0
A
UNIVISION COMMUNICATIONS INC CL 914906102 1,012 9,900 SH DEFINED 02 0 9,900 0
A
UNIVISION COMMUNICATIONS INC CL 914906102 11,476 112,300 SH DEFINED 03 0 112,300 0
A
UNOCAL CORP COM 915289102 1,906 56,800 SH DEFINED 03 0 56,800 0
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USWEB CORP COM 917327108 2,457 55,300 SH DEFINED 03 0 55,300 0
UTILICORP UTD INC COM 918005109 220 11,300 SH DEFINED 03 0 11,300 0
V F CORP COM 918204108 846 28,200 SH DEFINED 03 0 28,200 0
VALASSIS COMMUNICATIONS INC COM 918866104 463 10,950 SH DEFINED 01 0 10,950 0
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VALUEVISION INTL INC CL 92047K107 413 7,200 SH DEFINED 01 0 7,200 0
A
VALUEVISION INTL INC CL 92047K107 5,496 95,900 SH DEFINED 03 0 95,900 0
A
VARCO INTL INC COM 922126107 992 97,400 SH DEFINED 03 0 97,400 0
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 289 8,500 SH DEFINED 01 0 8,500 0
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 3,335 98,100 SH DEFINED 03 0 98,100 0
VEECO INSTRS INC DEL COM 922417100 468 10,000 SH DEFINED 03 0 10,000 0
VERIO INC COM 923433106 3,769 81,600 SH DEFINED 03 0 81,600 0
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VERITAS SOFTWARE CO COM 923436109 8,573 59,900 SH DEFINED 03 0 59,900 0
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VIACOM INC CL 925524100 888 14,700 SH DEFINED 01 0 14,700 0
A
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A
VIACOM INC CL 925524100 41,315 683,600 SH DEFINED 03 0 683,600 0
A
VIACOM INC CL 925524308 25,845 427,636 SH DEFINED 03 0 427,636 0
B
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VIAD CORP COM 92552R109 321 11,500 SH DEFINED 03 0 11,500 0
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VICOR CORP COM 925815102 235 5,800 SH DEFINED 03 0 5,800 0
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VINTAGE PETE INC COM 927460105 2,233 185,100 SH DEFINED 03 0 185,100 0
VIRATA CORP COM 927646109 2,584 86,500 SH DEFINED 03 0 86,500 0
VISIO CORP COM 927914101 266 5,600 SH DEFINED 03 0 5,600 0
VISHAY INTERTECHNOLOGY INC COM 928298108 325 10,268 SH DEFINED 03 0 10,268 0
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VISX INC DEL COM 92844S105 404 7,800 SH DEFINED 03 0 7,800 0
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VITESSE SEMICONDUCTOR CORP COM 928497106 2,029 38,700 SH DEFINED 02 0 38,700 0
VITESSE SEMICONDUCTOR CORP COM 928497106 36,360 693,400 SH DEFINED 03 0 693,400 0
VODAFONE AIRTOUCH PLC SPONSORED 92857T107 16,060 324,450 SH DEFINED 03 0 324,450 0
ADR
VODAFONE AIRTOUCH PLC SPONSORED 92857T107 138 2,850 SH DEFINED 21 0 2,850 0
ADR
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VOICESTREAM WIRELESS CORP COM 928615103 17,689 124,300 SH DEFINED 03 0 124,300 0
VOICESTREAM WIRELESS CORP COM 928615103 2,502 17,900 SH DEFINED 21 0 17,900 0
VULCAN MATLS CO COM 929160109 951 23,800 SH DEFINED 03 0 23,800 0
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WACHOVIA CORP COM 929771103 3,244 47,700 SH DEFINED 03 0 47,700 0
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WARNER LAMBERT CO COM 934488107 44,732 545,934 SH DEFINED 02 0 545,934 0
WARNER LAMBERT CO COM 934488107 35,988 439,212 SH DEFINED 03 0 439,212 0
WASHINGTON GAS LT CO COM 938837101 289 10,500 SH DEFINED 03 0 10,500 0
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WASHINGTON POST CO CL 939640108 611 1,100 SH DEFINED 03 0 1,100 0
B
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WATSON PHARMACEUTICALS INC COM 942683103 802 22,400 SH DEFINED 03 0 22,400 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 140 11,982 SH DEFINED 03 0 11,982 0
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WELLS FARGO & CO NEW COM 949746101 380 9,400 SH DEFINED 02 0 9,400 0
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WEYERHAEUSER CO COM 962166104 8,460 117,800 SH DEFINED 03 0 117,800 0
WHIRLPOOL CORP COM 963320106 23,188 356,400 SH DEFINED 02 0 356,400 0
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A
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WYNDHAM INTL INC CL 983101106 43 14,500 SH DEFINED 03 0 14,500 0
A
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ZALE CORP NEW COM 988858106 2,912 60,200 SH DEFINED 03 0 60,200 0
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A
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A
OPENTV CORP CL G67543101 827 10,300 SH DEFINED 21 0 10,300 0
A
AUDIOCODES LTD ORD M15342104 3,606 39,200 SH DEFINED 03 0 39,200 0
GILAT SATELLITE NETWORKS LTD ORD M51474100 7,422 62,500 SH DEFINED 21 0 62,500 0
ORBOTECH LTD ORD M75253100 453 5,850 SH DEFINED 01 0 5,850 0
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TARO PHARMACEUTICAL INDS LTD ORD M8737E108 2,915 201,000 SH DEFINED 21 0 201,000 0
ASM LITHOGRAPHY HLDG N V N Y N07059111 580 5,100 SH DEFINED 02 0 5,100 0
SHS
ASM LITHOGRAPHY HLDG N V N Y N07059111 5,881 51,700 SH DEFINED 03 0 51,700 0
SHS
ASM LITHOGRAPHY HLDG N V N Y N07059111 13,279 116,780 SH DEFINED 21 0 116,780 0
SHS
KPNQWEST N V CL N50919104 328 5,150 SH DEFINED 03 0 5,150 0
C
KPNQWEST N V CL N50919104 3,261 51,150 SH DEFINED 21 0 51,150 0
C
CREATIVE TECHNOLOGY LTD ORD Y1775U107 2,172 125,000 SH DEFINED 21 0 125,000 0
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KOREA THRUNET CO LTD CL Y49975108 68 1,000 SH DEFINED 03 0 1,000 0
A
KOREA THRUNET CO LTD CL Y49975108 5,074 74,750 SH DEFINED 21 0 74,750 0
A
</TABLE>
