United States
Securities and Exchange Commission
Washington, DC 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:
June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: UBS Warburg LLC
Address: 677 Washington Boulevard
Stamford, CT 06901
13F File Number: 28-7346
The institutional investment manager filing this report and the
person by whom it is signed 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: Janet R. Zimmer
Title: Executive Director
Phone: (203) 719-8960
Signature, Place, and Date of Signing:
/s/ Janet R. Zimmer
Janet R. Zimmer
Stamford, CT
August 15, 2000
Report Type (Check only one.):
[ X ] 13F Holdings Report.
[ ] 13F Notice
[ ] 13F Combination Report.
<PAGE>
Report Summary
Form 13F Information Table Entry Total: 1067
Form 13F Information Table Value Total: 19,014,664
Pursuant to Regulation 240.24b-2(b) of the Securities Exchange Act
of 1934, please be advised that UBS Warburg LLC, the institutional
investment manager with respect to which this schedule is filed,
has omitted and filed separately with the Commission a portion of
this Report for which it has requested confidential treatment.
<PAGE>
<TABLE>
<CAPTION>
<S>
<C>
<C>
VOTING
MARKET
PUT/
INVEST
AUTHOR
ISSUER
ISSUE
CUSIP
VALUE
QUANTITY
CALL
DISCRETN
SOLE
1 800 FLOWERS
COM
CL A
68243Q106
57
11060
SOLE
11060
24 / 7 MEDIA
INC
COM
901314104
220
14100
SOLE
14100
3COM CORP
COM
885535104
15634
271314
SOLE
271314
3DFX
INTERACTIVE INC
COM
88553X103
112
14400
SOLE
14400
A D C
TELECOMMUNICATI
ONS
COM
000886101
20553
245042
SOLE
245042
AAR CORP
COM
000361105
182
15200
SOLE
15200
ABBOTT LABS
COM
002824100
52960
1188447
SOLE
1188447
ACNIELSEN CORP
COM
004833109
240
10900
SOLE
10900
ACT NETWORKS
INC
COM
000975102
8913
582100
SOLE
582100
ACTEL CORP
COM
004934105
237
5200
SOLE
5200
ACTIVE SOFTWARE
INC
COM
00504E100
6140
79033
SOLE
79033
ACTIVISION INC
NEW
SB NT CV
6.75%05
004930AC7
384
590000
SOLE
590000
ADAPTEC INC
COM
00651F108
11500
505502
SOLE
505502
ADEPT
TECHNOLOGY INC
COM
006854103
528
11300
SOLE
11300
ADOBE SYS INC
COM
00724F101
150570
1158233
SOLE
738987
ADTRAN INC
COM
00738A106
311
5200
SOLE
5200
ADVANCED ENERGY
INDS
SUB NT
CV5.25%06
007973AA8
615
455000
SOLE
455000
ADVANCED MICRO
DEVICES INC
COM
007903107
31845
412231
SOLE
412231
ADVENT SOFTWARE
COM
007974108
316
4900
SOLE
4900
AES CORP
COM
00130H105
14148
310092
SOLE
310092
AES CORP
WT EXP
073100
00130H113
334
2300
SOLE
2300
AETNA INC
COM
008117103
6728
104811
SOLE
104811
AFFILIATED
COMPUTER
SERVICES
SB NT CV
144A 05
008190AC4
54
55000
SOLE
55000
AFFILIATED
COMPUTER
SB NT CV
4%05
008190AD2
1997
2048000
SOLE
2048000
AFFYMETRIX INC
COM
00826T108
2237
13550
SOLE
13550
AFLAC INC
COM
001055102
10858
236366
SOLE
236366
AGILENT
TECHNOLOGIES
INC
COM
00846U101
23505
318718
SOLE
318718
AGL RES INC
COM
001204106
1187
74500
SOLE
74500
AIR PRODS &
CHEMS INC
COM
009158106
5231
169776
SOLE
169776
ALBERTO CULVER
CO
CL B CONV
013068101
1257
41130
SOLE
41130
ALBERTSONS INC
COM
013104104
9861
296578
SOLE
296578
ALCAN ALUMINIUM
LTD NEW
COM
013716105
4892
157815
SOLE
157815
ALCOA INC
COM
013817101
25442
877312
SOLE
877312
ALFA CORP
COM
015385107
226
12900
SOLE
12900
ALLAIRE CORP
COM
016714107
239
6500
SOLE
6500
ALLEGHENY
TECHNOLOGIES
INC
COM
01741R102
1569
87161
SOLE
87161
ALLERGAN INC
COM
018490102
7213
96815
SOLE
96815
ALLIANT CORP
COM
018802108
221
8500
SOLE
8500
ALLIANT
TECHSYSTEMS INC
COM
018804104
357
5300
SOLE
5300
ALLIED WASTE
INDS INC
COM
PAR$.01NE
W
019589308
1322
132245
SOLE
132245
ALLSTATE CORP
COM
020002101
12018
540138
SOLE
539738
ALLTEL CORP
COM
020039103
13680
220874
SOLE
220874
ALTERA CORP
COM
021441100
15884
155824
SOLE
155824
ALZA CORP DEL
COM
022615108
4243
71756
SOLE
71756
ALZA CORP DEL
SUB LYON
ZERO 14
022615AC2
20782
27895000
SOLE
27895000
ALZA CORP DEL
SUB DB
CONV 5%06
022615AD0
9176
6117000
SOLE
6117000
AMAZON COM INC
COM
023135106
608
16736
SOLE
16736
AMB PROPERTY
CORP
COM
00163T109
342
15000
SOLE
15000
AMERADA HESS
CORP
COM
023551104
3924
63539
SOLE
63539
AMEREN CORP
COM
023608102
3622
107314
SOLE
107314
AMERICA ONLINE
INC DEL
COM
02364J104
118406
2247348
SOLE
2246948
AMERICAN ELEC
PWR INC
COM
025537101
7434
250949
SOLE
250949
AMERICAN
EXPRESS CO
COM
025816109
50946
977377
SOLE
976077
AMERICAN FINL
GROUP INC OHIO
COM
025932104
228
9200
SOLE
9200
AMERICAN
FREIGHTWAYS
CORP
COM
02629V108
180
12400
SOLE
12400
AMERICAN
GENERAL CORP
COM
026351106
11020
180650
SOLE
180650
AMERICAN
GREETINGS CORP
CL A
026375105
896
47134
SOLE
47134
AMERICAN HOME
PRODS CORP
COM
026609107
59525
1013199
SOLE
1013199
AMERICAN INTL
GROUP INC
COM
026874107
153851
1309370
SOLE
1309370
AMERICAN PWR
CONVERSION CORP
COM
029066107
8778
215073
SOLE
215073
AMERICAN STD
COS INC DEL
COM
029712106
369
9000
SOLE
9000
AMERICAN TOWER
CORP
CL A
029912201
813
19500
SOLE
19500
AMERICAN TOWER
CORP
NT CV
6.25%09
029912AB8
26882
14600000
SOLE
14600000
AMERICAN TOWER
CORP
NT CV
144A
5%10
029912AE2
61
60000
SOLE
25000
AMERITRADE HLDG
CORP
CL A
03072H109
246
21190
SOLE
21190
AMGEN INC
COM
031162100
58717
835832
SOLE
835832
AMKOR
TECHNOLOGY INC
COM
031652100
286
8100
SOLE
8100
AMR CORP
COM
001765106
5067
191657
SOLE
191657
AMSOUTH
BANCORPORATION
COM
032165102
4334
275206
SOLE
275206
ANADARKO PETE
CORP
COM
032511107
7881
159820
SOLE
159820
ANADIGICS INC
COM
032515108
249
7300
SOLE
7300
ANALOG DEVICES
INC
COM
032654105
18794
247290
SOLE
247290
ANDREW CORP
COM
034425108
2170
64645
SOLE
64645
ANDRX CORP
COM
034551101
460
7200
SOLE
7200
ANGLOGOLD LTD
SPONSORED
ADR
035128206
617
30016
SOLE
30016
ANHEUSER BUSCH
COS INC
COM
035229103
23761
318137
SOLE
318137
ANICOM INC
COM
035250109
54
14300
SOLE
14300
ANIXTER INTL
INC
COM
035290105
2594
97900
SOLE
97900
ANTEC CORP
SUB NT CV
4.5%03
03664PAB1
874
494000
SOLE
494000
AON CORP
COM
037389103
6052
194823
SOLE
194823
APACHE CORP
COM
037411105
6138
104373
SOLE
104373
APPLE COMPUTER
INC
COM
037833100
13493
257627
SOLE
257627
APPLIED MATLS
INC
COM
038222105
51388
567036
SOLE
567036
APPLIEDTHEORY
CORP
COM
03828R104
244
16300
SOLE
16300
APRIA
HEALTHCARE
GROUP INC
COM
037933108
709
57900
SOLE
57900
ARCHER DANIELS
MIDLAND CO
COM
039483102
8674
884058
SOLE
884058
ARMSTRONG HLDGS
INC
COM
042384107
729
47642
SOLE
47642
ARROW ELECTRS
INC
COM
042735100
2164
69800
SOLE
69800
ASHLAND INC
COM
044204105
1737
49538
SOLE
49538
ASSOCIATED
ESTATES RLTY
CORP
COM
045604105
90
12800
SOLE
12800
ASSOCIATES
FIRST CAP CORP
CL A
046008108
25163
1127768
SOLE
1127768
ASYST
TECHNOLOGY CORP
COM
04648X107
414
12100
SOLE
12100
AT HOME CORP
COM SER A
045919107
216
10400
SOLE
10400
AT HOME CORP
SB DB
CV0.525%1
8
045919AC1
36
90000
SOLE
90000
AT HOME CORP
SB NT CV
144A 06
045919AD9
74
105000
SOLE
106000
AT&T CORP
COM
001957109
107413
3396447
SOLE
3395747
AT&T CORP
COM LIB
GRP A
001957208
657507
27113671
SOLE
21793671
ATMEL CORP
COM
049513104
288
7800
SOLE
7800
ATMI INC
COM
00207R101
212
4563
SOLE
4563
ATWOOD OCEANICS
INC
COM
050095108
1824
41100
SOLE
41100
AUSPEX SYS INC
COM
052116100
118
23800
SOLE
23800
AUTOBYTEL COM
INC
COM
05275N106
147
23900
SOLE
23900
AUTODESK INC
COM
052769106
1414
40765
SOLE
40765
AUTOMATIC DATA
PROCESSING INC
COM
053015103
23756
443522
SOLE
443522
AUTOZONE INC
COM
053332102
2120
96379
SOLE
96379
AVERY DENNISON
CORP
COM
053611109
5281
78672
SOLE
78672
AVID TECHNOLOGY
INC
COM
05367P100
148
12300
SOLE
12300
AVON PRODS INC
COM
054303102
42304
950655
SOLE
950655
AVX CORP NEW
COM
002444107
2211
96400
SOLE
96400
AWARE INC MASS
COM
05453N100
518
10140
SOLE
10140
AXA FINL INC
COM
002451102
314
9248
SOLE
9248
AZTEC
TECHNOLOGY
PARTNERS INC
COM
05480L101
873
398990
SOLE
398990
BAKER HUGHES
INC
COM
057224107
7927
247731
SOLE
247731
BALL CORP
COM
058498106
694
21577
SOLE
21577
BANCO DE
GALICIA Y
BUENOS AIRE
SPON ADR
B NEW
059538207
417
28142
SOLE
28142
BANK NEW YORK
INC
COM
064057102
24646
530031
SOLE
530031
BANK OF AMERICA
CORPORATION
COM
060505104
85650
1991864
SOLE
1991864
BANK ONE CORP
COM
06423A103
26710
1005589
SOLE
1005589
BANK UTD CORP
CL A
065412108
647
18400
SOLE
18400
BANTA CORP
COM
066821109
276
14600
SOLE
14600
BARBEQUES
GALORE LTD
SPONSORED
ADR
067091108
268
29786
SOLE
29786
BARD C R INC
COM
067383109
1701
35336
SOLE
35336
BARNESANDNOBLE
COM INC
CL A
067846105
114
17400
SOLE
17400
BARRA INC
COM
068313105
208
4200
SOLE
4200
BARRICK GOLD
CORP
COM
067901108
7562
415786
SOLE
415786
BAUSCH & LOMB
INC
COM
071707103
2875
37163
SOLE
37163
BAXTER INTL INC
COM
071813109
432935
6157346
SOLE
5261346
BB&T CORP
COM
054937107
7827
327843
SOLE
327843
BCE INC
COM
05534B109
37137
1559600
SOLE
1559600
BEA SYS INC
COM
073325102
514
10400
SOLE
10400
BEAR STEARNS
COS
COM
073902108
8484
203810
SOLE
203810
BECKMAN COULTER
COM
075811109
981
16800
SOLE
16800
BECTON
DICKINSON & CO
COM
075887109
7000
244013
SOLE
244013
BED BATH &
BEYOND
COM
075896100
3908
107819
SOLE
107819
BELDEN
COM
077459105
213
8300
SOLE
8300
BELL ATLANTIC
CORP
COM
077853109
55398
1090254
SOLE
1090254
BELLSOUTH CORP
COM
079860102
57523
1349520
SOLE
1349520
BELO A H CORP
DEL
COM SER A
080555105
892
51500
SOLE
51500
BEMIS INC
COM
081437105
1250
37187
SOLE
37187
BERKSHIRE
HATHAWAY DEL
CL B
084670207
211
120
SOLE
120
BEST BUY INC
COM
086516101
9771
154478
SOLE
154478
BESTFOODS
COM
08658U101
13311
192212
SOLE
192212
BETHLEHEM STL
CORP
COM
087509105
329
92319
SOLE
92319
BILLING
CONCEPTS CORP
COM
090063108
53
11900
SOLE
11900
BIOCHEM PHARMA
COM
09058T108
1500
60914
SOLE
60914
BIOGEN INC
COM
090597105
8428
130667
SOLE
130667
BIOMET INC
COM
090613100
4566
118799
SOLE
118799
BJ SVCS CO
COM
055482103
856
13700
SOLE
13700
BJS WHOLESALE
CLUB INC
COM
05548J106
1455
44100
SOLE
44100
BKF CAP GROUP
COM
05548G102
1710
107733
SOLE
107733
BLACK & DECKER
CORP
COM
091797100
2891
73540
SOLE
73540
BLANCH E W
HLDGS INC
COM
093210102
1816
89400
SOLE
89400
BLOCK DRUG INC
CL A
093644102
203
4800
SOLE
4800
BLOCK H & R INC
COM
093671105
2229
68834
SOLE
68834
BMC SOFTWARE
COM
055921100
10168
278690
SOLE
278690
BOEING CO
COM
097023105
28902
691241
SOLE
690741
BOISE CASCADE
CORP
COM
097383103
1035
40017
SOLE
40017
BORG WARNER INC
COM
099724106
699
19900
SOLE
19900
BOSTON
SCIENTIFIC CORP
COM
101137107
12467
568299
SOLE
568299
BOWATER INC
COM
102183100
1297
29400
SOLE
29400
BP AMOCO P L C
SPONSORED
ADR
055622104
119938
2120467
SOLE
370467
BRIGGS &
STRATTON CORP
COM
109043109
560
16360
SOLE
16360
BRIGHTPOINT INC
COM
109473108
317
36600
SOLE
36600
BRINKER INTL
COM
109641100
257
8800
SOLE
8800
BRISTOL MYERS
SQUIBB CO
COM
110122108
82392
1414452
SOLE
1414452
BROADCOM CORP
OPT
111320100
4926
22500
P
SOLE
22500
BROADCOM CORP
OPT
111320100
547
2500
C
SOLE
2500
BROADCOM CORP
CL A
111320107
20536
93800
SOLE
93800
BROADVISION INC
COM
111412102
310
6093
SOLE
6093
BROADWING INC
COM
111620100
373
14400
SOLE
14400
BROOKS
AUTOMATION INC
COM
11434A100
403
6300
SOLE
6300
BROWN FORMAN
CORP
CL B
115637209
3653
67965
SOLE
67965
BROWN TOM INC
COM NEW
115660201
261
11300
SOLE
11300
BRUNSWICK CORP
COM
117043109
2473
149305
SOLE
149305
BT FINL CORP
COM
055763106
172
10000
SOLE
10000
BURLINGTON
NORTHN SANTA FE
CP
COM
12189T104
8837
385273
SOLE
385273
BURLINGTON RES
COM
122014103
6216
162520
SOLE
162520
BURR BROWN CORP
COM
122574106
6935
80000
SOLE
39550
BURR BROWN CORP
SB NT CV
144A 07
122574AD8
13454
802000
SOLE
802000
BUY COM INC
COM
124269101
64
12750
SOLE
12750
C H ROBINSON
WORLDWIDE INC
COM
12541W100
282
5700
SOLE
5700
CABLETRON SYS
COM
126920107
3896
154314
SOLE
154314
CADENCE DESIGN
SYSTEM INC
COM
127387108
85287
4185860
SOLE
4185860
CALIPER
TECHNOLOGIES
CORP
COM
130876105
292
6345
SOLE
6345
CALLAWAY GOLF
CO
COM
131193104
1021
62600
SOLE
62600
CAMBREX CORP
COM
132011107
594
13200
SOLE
13200
CAMPBELL SOUP
CO
COM
134429109
34496
1184429
SOLE
1184429
CANDELA CORP
COM
136907102
143
15700
SOLE
15700
CAPITAL ONE
FINL CORP
COM
14040H105
7451
166967
SOLE
166967
CARDINAL HEALTH
COM
14149Y108
14553
196664
SOLE
196664
CARNIVAL CORP
COM
143658102
8253
423240
SOLE
423240
CAROLINA PWR &
LT CO
COM
144141108
2205
69031
SOLE
69031
CASEYS GEN
STORES INC
COM
147528103
134
12900
SOLE
12900
CASH AMER INTL
COM
14754D100
91
12400
SOLE
12400
CATALINA
MARKETING CORP
COM
148867104
602
5900
SOLE
5900
CATERPILLAR INC
DEL
COM
149123101
10698
315820
SOLE
315820
CATSKILL FINL
CORP
COM
149348104
2625
120000
SOLE
120000
CDW COMPUTER
CTRS INC
COM
125129106
412
6600
SOLE
6600
CENDANT CORP
COM
151313103
7938
567018
SOLE
567018
CENTEX CORP
COM
152312104
996
42366
SOLE
42366
CENTIGRAM
COMMUNICATIONS
CORP
COM
152317103
340
13300
SOLE
13300
CENTURYTEL INC
COM
156700106
2821
98128
SOLE
98128
CEPHALON INC
COM
156708109
210
3500
SOLE
3500
CERIDIAN CORP
COM
15677T106
2445
101610
SOLE
101610
CERPROBE CORP
COM
156787103
214
15300
SOLE
15300
CHARTER ONE
FINL INC
COM
160903100
3373
146640
SOLE
146640
CHARTERED
SEMICONDUCTOR
MFG
ADR
16133R106
288
3200
SOLE
3200
CHASE MANHATTAN
CORP NEW
COM
16161A108
41141
893165
SOLE
893165
CHECK POINT
SOFTWARE TECH
LTD
ORD
M22465104
3756
17740
SOLE
17740
CHERRY CORP
COM NEW
164541401
2631
100000
SOLE
100000
CHEVRON
CORPORATION
COM
166751107
52837
622995
SOLE
622995
CHICOS FAS INC
COM
168615102
328
16400
SOLE
16400
CHINA TELECOM
HONG KONG LTD
SPONSORED
ADR
169428109
6526
36700
SOLE
36700
CHUBB CORP
COM
171232101
11280
183421
SOLE
183421
CIBER INC
COM
17163B102
798
60200
SOLE
60200
CIENA CORP
COM
171779101
10681
64077
SOLE
64077
CIGNA CORP
COM
125509109
11789
126089
SOLE
126089
CINCINNATI FINL
CORP
COM
172062101
3658
116372
SOLE
116372
CINERGY CORP
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172474108
2831
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111284
CINTAS CORP
COM
172908105
213
5800
SOLE
5800
CIRCUIT CITY
STORE INC
CIRCT
CITY GRP
172737108
7489
225675
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225675
CIRRUS LOGIC
CORP
COM
172755100
211
13200
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13200
CISCO SYS INC
COM
17275R102
364013
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5725094
CITIGROUP INC
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172967101
142424
2363889
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2363089
CITRIX SYS INC
COM
177376100
3404
179735
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179735
CITY NATL CORP
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178566105
636
18300
SOLE
18300
CLAYTON HOMES
COM
184190106
109
13600
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13600
CLEAR CHANNEL
COMMUNICATIONS
COM
184502102
18412
245500
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245500
CLOROX CO DEL
COM
189054109
7358
164191
SOLE
164191
CLOSURE MED
CORP
COM
189093107
205
8900
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8900
CMGI INC
COM
125750109
8948
195326
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194726
CMS ENERGY CORP
COM
125896100
1702
76926
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76926
CNF TRANSN INC
COM
12612W104
1847
81200
SOLE
81200
CNY FINL CORP
COM
12613U107
3700
200000
SOLE
200000
COASTAL CORP
COM
190441105
9122
149853
SOLE
149853
COCA COLA CO
COM
191216100
156238
2720162
SOLE
2720162
COCA COLA CO
OPT
191216100
1149
20000
C
SOLE
20000
COCA COLA
ENTERPRISES INC
COM
191219104
5508
337642
SOLE
337642
COCA-COLA FEMSA
S A DE C V
SPON ADR
REP L
191241108
378
20000
SOLE
20000
COGNEX CORP
COM
192422103
336
6500
SOLE
6500
COLGATE
PALMOLIVE CO
COM
194162103
229244
3828706
SOLE
3203706
COLONIAL
BANCGROUP INC
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195493309
95
10515
SOLE
10515
COLUMBIA ENERGY
GROUP
COM
197648108
3699
56368
SOLE
56368
COMCAST CORP
CL A SPL
200300200
25765
636162
SOLE
636162
COMDISCO INC
COM
200336105
1319
59100
SOLE
59100
COMERICA INC
COM
200340107
4913
109485
SOLE
109485
COMFORT SYS USA
COM
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87
21800
SOLE
21800
COMMERCIAL NET
LEASE RLTY INC
COM
202218103
387
36900
SOLE
36900
COMMSCOPE INC
COM
203372107
2612
63700
SOLE
63700
COMPANIA DE
TELECOMUNICS
CHILE
SPON ADR
NEW
204449300
268
14769
SOLE
14769
COMPAQ COMPUTER
CORP
COM
204493100
200117
7828675
SOLE
6428675
COMPASS
BANCSHARES INC
COM
20449H109
353
20700
SOLE
20700
COMPUTER ASSOC
INTL INC
COM
204912109
24486
478362
SOLE
478362
COMPUTER
SCIENCES CORP
COM
205363104
11233
150400
SOLE
150400
COMPUTER TASK
GROUP INC
COM
205477102
104
20500
SOLE
20500
COMPUWARE CORP
COM
205638109
4797
462377
SOLE
462377
COMVERSE
TECHNOLOGY INC
COM PAR
$0.10
205862402
10570
113657
SOLE
113657
CONAGRA INC
COM
205887102
8896
466686
SOLE
466686
CONCUR
TECHNOLOGIES
COM
206708109
51
12200
SOLE
12200
CONEXANT
SYSTEMS INC
COM
207142100
65393
1344842
SOLE
1344842
CONEXANT
SYSTEMS INC
SB NT CV
4.25%06
207142AB6
11824
5350000
SOLE
5350000
CONEXANT
SYSTEMS INC
SUB NT
CONV 4%07
207142AF7
16949
21660000
SOLE
21660000
CONOCO INC
CL B
208251405
10814
440270
SOLE
440270
CONSECO INC
COM
208464107
2220
227680
SOLE
227680
CONSOLIDATED
EDISON INC
COM
209115104
5173
174625
SOLE
174625
CONSOLIDATED
GRAPHICS INC
COM
209341106
201
21400
SOLE
21400
CONSOLIDATED
PAPERS INC
COM
209759109
20096
549641
SOLE
549641
CONSOLIDATED
STORES CORP
COM
210149100
939
78253
SOLE
78253
CONSOLIDATED
TOMOKA LD CO
COM
210226106
444
36610
SOLE
36610
CONSTELLATION
ENERGY CORP
COM
210371100
3425
105169
SOLE
105169
CONVERGYS CORP
COM
212485106
5624
108413
SOLE
108413
COOPER CAMERON
CORP
COM
216640102
1267
19200
SOLE
19200
COOPER INDS INC
COM
216669101
2125
65271
SOLE
65271
COOPER TIRE &
RUBR CO
COM
216831107
590
53060
SOLE
53060
COORS ADOLPH CO
CL B
217016104
1551
25632
SOLE
25632
COPART INC
COM
217204106
299
18700
SOLE
18700
COPPER MTN
NETWORKS INC
COM
217510106
212
2400
SOLE
2400
CORNING INC
COM
219350105
61626
228351
SOLE
228351
COSTCO WHSL
CORP NEW
COM
22160K105
3945
119537
SOLE
119537
COUNTRYWIDE CR
INDS INC DEL
COM
222372104
2405
79328
SOLE
79328
COYOTE NETWORK
SYSTEMS INC
COM
22406P108
125
23800
SOLE
23800
CRANE CO
COM
224399105
1967
80919
SOLE
80919
CREDENCE SYS
CORP
COM
225302108
417
7562
SOLE
7562
CREE INC
COM
225447101
240
1800
SOLE
1800
CRISTALERIAS DE
CHILE S A
SPONSORED
ADR
226714103
589
35724
SOLE
35724
CROWN CORK &
SEAL INC
COM
228255105
1300
86680
SOLE
86680
CSG SYS INTL
INC
COM
126349109
370
6600
SOLE
6600
CSK AUTO CORP
COM
125965103
85
11200
SOLE
11200
CSX CORP
COM
126408103
3242
153039
SOLE
153039
CTS CORP
COM
126501105
1994
44300
SOLE
44300
CULLEN FROST
BANKERS INC
COM
229899109
474
18000
SOLE
18000
CUMMINS ENGINE
INC
COM
231021106
1244
45639
SOLE
45639
CUMULUS MEDIA
INC
CL A
231082108
214
23400
SOLE
23400
CURAGEN CORP
SB DEB CV
144A07
23126RAA9
23
30000
SOLE
30000
CVS CORP
COM
126650100
12680
316999
SOLE
316999
CYBERCASH INC
COM
232462101
60
12600
SOLE
12600
CYBERIAN
OUTPOST INC
COM
231914102
60
12400
SOLE
12400
CYBEROPTICS
CORP
COM
232517102
375
8100
SOLE
8100
CYPRESS
SEMICONDUCTOR
CORP
COM
232806109
3490
82600
SOLE
82600
CYTEC INDS INC
COM
232820100
1341
54300
SOLE
54300
DAIMLERCHRYSLER
AG
ORD
D1668R123
9111
175000
SOLE
175000
DAISYTEK INTL
CORP
COM
234053106
140
14800
SOLE
14800
DANA CORP
COM
235811106
2681
126522
SOLE
126522
DANAHER CORP
DEL
COM
235851102
5121
103592
SOLE
103592
DARDEN
RESTAURANTS INC
COM
237194105
2516
154813
SOLE
154813
DEERE & CO
COM
244199105
6587
178015
SOLE
178015
DEL MONTE FOODS
CO
COM
24522P103
116
17100
SOLE
17100
DELL COMPUTER
CORP
COM
247025109
197274
5
40005378
SOLE
35147220
DELPHI
AUTOMOTIVE SYS
CORP
COM
247126105
8545
586803
SOLE
586803
DELTA AIR LINES
INC DEL
COM
247361108
4410
87228
SOLE
87228
DELUXE CORP
COM
248019101
1816
77076
SOLE
77076
DENDRITE INTL
INC
COM
248239105
217
6500
SOLE
6500
DIAL CORP NEW
COM
25247D101
490
47200
SOLE
47200
DIAMOND
OFFSHORE
DRILLING INC
COM
25271C102
2533
72100
SOLE
72100
DIGITAL RIV INC
COM
25388B104
135
17600
SOLE
17600
DILLARDS INC
CL A
254067101
1397
114012
SOLE
114012
DISNEY WALT CO
COM
DISNEY
254687106
63162
1627384
SOLE
1626184
DOLE FOOD INC
COM
256605106
192
13700
SOLE
13700
DOLLAR GEN CORP
COM
256669102
4512
231400
SOLE
231400
DOLLAR THRIFTY
AUTOMOTIVE GP
COM
256743105
839
45500
SOLE
45500
DOLLAR TREE
STORES INC
COM
256747106
760
19200
SOLE
19200
DOMINION RES
INC VA NEW
COM
25746U109
7740
180527
SOLE
180527
DONALDSON INC
COM
257651109
557
28200
SOLE
28200
DONALDSON
LUFKIN &
JENRETTE NW
COM DLJ
257661108
1027
24193
SOLE
24193
DONALDSON
LUFKIN &
JENRETTE NW
COM
DLJDIRECT
257661504
387
54330
SOLE
54330
DONNELLEY R R &
SONS CO
COM
257867101
1925
85311
SOLE
85311
DORAL FINL CORP
COM
25811P100
197
17200
SOLE
17200
DOUBLECLICK INC
COM
258609304
278
7300
SOLE
7300
DOVER CORP
COM
260003108
7388
182131
SOLE
182131
DOW CHEM CO
COM
260543103
30748
1018595
SOLE
1018595
DOW JONES & CO
INC
COM
260561105
6053
82632
SOLE
82632
DPL INC
COM
233293109
384
17500
SOLE
17500
DSP GROUP INC
COM
23332B106
230
4100
SOLE
4100
DTE ENERGY CO
COM
233331107
3059
100100
SOLE
100100
DU PONT E I DE
NEMOURS & CO
COM
263534109
35444
810158
SOLE
810158
DUKE ENERGY
CORP
COM
264399106
14515
257470
SOLE
257470
DUN &
BRADSTREET CORP
DEL
COM
26483B106
3240
113188
SOLE
113188
DURA AUTOMOTIVE
SYSTEMS CORP
CL A
265903104
156
14400
SOLE
14400
DURBAN
ROODEPOORT DEEP
SPONSORED
ADR
266597301
47
43820
SOLE
43820
DYCOM INDS INC
COM
267475101
1688
36700
SOLE
36700
E M C CORP MASS
COM
268648102
147281
1914304
SOLE
1914304
E MEDSOFT COM
COM
26873Q101
85
10600
SOLE
10600
E TRADE GROUP
INC
COM
269246104
310
18764
SOLE
18764
EARTHLINK INC
COM
270321102
584
37841
SOLE
37841
EASTERN
ENTERPRISES
COM
27637F100
1196
18991
SOLE
18991
EASTMAN CHEM CO
COM
277432100
2560
53603
SOLE
53603
EASTMAN KODAK
CO
COM
277461109
23894
401588
SOLE
401588
EATON CORP
COM
278058102
4334
64690
SOLE
64690
EBAY INC
COM
278642103
740
13623
SOLE
13623
ECOLAB INC
COM
278865100
3654
93534
SOLE
93534
EDISON INTL
COM
281020107
4769
232612
SOLE
232612
EDWARDS AG INC
COM
281760108
1696
43500
SOLE
43500
EDWARDS
LIFESCIENCES
CORP
COM
28176E108
2276
123010
SOLE
123010
EL PASO ENERGY
CORP DEL
COM
283905107
8251
161987
SOLE
161987
EL SITIO INC
ORD
G30177102
249
34885
SOLE
34885
ELAN PLC
ADR
284131208
2106
43479
SOLE
43479
ELECTRO
SCIENTIFIC INDS
COM
285229100
432
9800
SOLE
9800
ELECTROGLAS INC
COM
285324109
355
16500
SOLE
16500
ELECTRONIC DATA
SYS NEW
COM
285661104
19095
462897
SOLE
462797
EMBRATEL
PARTICIPACOES S
A
SPON ADR
PFD
29081N100
4288
181510
SOLE
181510
EMCOR GROUP INC
COM
29084Q100
262
11300
SOLE
11300
EMERSON ELEC CO
COM
291011104
18131
300313
SOLE
300313
EMPRESA
NACIONAL DE
ELCTRCIDAD
SPONSORED
ADR
29244T101
2477
223937
SOLE
223937
EMPRESAS ICA
SOCIEDAD
CONTRLAD
SPONSORED
ADR
292448107
71
41848
SOLE
41848
ENGELHARD CORP
COM
292845104
1717
100607
SOLE
100607
ENRON CORP
COM
293561106
480840
7454888
SOLE
7454388
ENSCO INTL INC
COM
26874Q100
462
12900
SOLE
12900
ENTERCOM
COMMUNICATIONS
CORP
CL A
293639100
244
5000
SOLE
5000
ENTERGY CORP
NEW
COM
29364G103
4394
161612
SOLE
161612
ENTRADE INC
COM
29382L100
471
66700
SOLE
66700
ENTRUST
TECHNOLOGIES
INC
COM
293848107
3396
41040
SOLE
41040
EOG RES INC
COM
26875P101
2660
79400
SOLE
79400
EPCOS AG
ARD
29410P107
62055
630000
SOLE
630000
EPRESENCE INC
COM
294348107
252
34700
SOLE
34700
EQUIFAX INC
COM
294429105
2598
98985
SOLE
98985
EQUITABLE RES
INC
COM
294549100
719
14900
SOLE
14900
EQUITY OFFICE
PROPERTIES
TRUST
COM
294741103
3594
130400
SOLE
130400
ERICSSON L M
TEL CO
ADR CL B
SEK10
294821400
802
40100
SOLE
40100
EVEREST RE
GROUP LTD
COM
G3223R108
562
17100
SOLE
17100
EXAR CORP
COM
300645108
305
3500
SOLE
3500
EXCELON CORP
COM
300691102
82
10300
SOLE
10300
EXODUS
COMMUNICATIONS
INC
COM
302088109
4551
98798
SOLE
98798
EXXON MOBIL
CORP
COM
30231G102
191346
2437531
SOLE
2437531
F M C CORP
COM NEW
302491303
1229
21182
SOLE
21182
F Y I INC
COM
302712104
236
7000
SOLE
7000
FEDERAL HOME LN
MTG CORP
COM
313400301
24850
613586
SOLE
613586
FEDERAL NATL
MTG ASSN
COM
313586109
39219
751510
SOLE
751510
FEDERAL REALTY
INVT TR
SH BEN
INT NEW
313747206
710
35500
SOLE
35500
FEDERAL SIGNAL
CORP
COM
313855108
231
14000
SOLE
14000
FEDERATED DEPT
STORES INC DEL
COM
31410H101
5465
161930
SOLE
161930
FEDEX CORP
COM
31428X106
2947
77559
SOLE
77559
FEI CO
COM
30241L109
345
11300
SOLE
11300
FELCOR LODGING
TR INC
COM
31430F101
248
13400
SOLE
13400
FIFTH THIRD
BANCORP
COM
316773100
13757
217498
SOLE
217498
FILENET CORP
COM
316869106
294
16000
SOLE
16000
FINET COM INC
COM PAR
$0.01
317922300
33
47352
SOLE
47352
FINISH LINE INC
CL A
317923100
302
36900
SOLE
36900
FIRST DATA CORP
COM
319963104
16520
332890
SOLE
332890
FIRST HEALTH
GROUP CORP
COM
320960107
310
9444
SOLE
9444
FIRST
INDUSTRIAL
REALTY TRUST
COM
32054K103
502
17000
SOLE
17000
FIRST SEC CORP
DEL
COM
336294103
1306
96300
SOLE
96300
FIRST UN CORP
COM
337358105
324820
13091227
SOLE
13091227
FIRST VA BANKS
INC
COM
337477103
1556
44700
SOLE
44700
FIRSTAR CORP
NEW WIS
COM
33763V109
17381
825250
SOLE
825250
FIRSTENERGY
CORP
COM
337932107
3779
161654
SOLE
161654
FISERV INC
COM
337738108
281
6500
SOLE
6500
FLEETBOSTON
FINL CORP
COM
339030108
21455
631031
SOLE
631031
FLEMING COS INC
COM
339130106
520
39800
SOLE
39800
FLEXTRONICS
INTL LTD
ORD
Y2573F102
323
4700
SOLE
4700
FLORIDA
PROGRESS CORP
COM
341109106
3242
69160
SOLE
69160
FLOWSERVE CORP
COM
34354P105
411
27300
SOLE
27300
FLUOR CORP
COM
343861100
2617
82750
SOLE
82750
FOMENTO
ECONOMICO
MEXICANO SA
SPON ADR
UNITS
344419106
2437
56600
SOLE
56600
FOOTSTAR INC
COM
344912100
462
13900
SOLE
13900
FORD MTR CO DEL
COM
345370100
36292
843998
SOLE
843998
FOREST OIL CORP
COM NEW
346091606
610
38300
SOLE
38300
FORT JAMES CORP
COM
347471104
3335
144222
SOLE
144222
FORTUNE BRANDS
INC
COM
349631101
7087
307305
SOLE
307305
FOSSIL INC
COM
349882100
290
14900
SOLE
14900
FPL GROUP INC
COM
302571104
7794
157456
SOLE
157456
FRANKLIN COVEY
CO
COM
353469109
108
15600
SOLE
15600
FRANKLIN RES
INC
COM
354613101
5488
180682
SOLE
180682
FREDS INC
CL A
356108100
252
14025
SOLE
14025
FREEPORT-
MCMORAN COPPER
& GOLD
CL A
35671D105
168
18400
SOLE
18400
FREEPORT-
MCMORAN COPPER
& GOLD
CL B
35671D857
2710
292964
SOLE
292964
GANNETT INC
COM
364730101
16394
274085
SOLE
274085
GAP INC DEL
COM
364760108
22453
718485
SOLE
718485
GARTNER GROUP
INC NEW
COM
366651107
390
32500
SOLE
32500
GARTNER GROUP
INC NEW
CL B
366651206
360
36500
SOLE
36500
GASONICS INTL
CORP
COM
367278108
205
5200
SOLE
5200
GATEWAY INC
COM
367626108
4888
86133
SOLE
86133
GELTEX
PHARMACEUTICALS
INC
COM
368538104
485
23717
SOLE
23717
GENCORP INC
COM
368682100
214
26700
SOLE
26700
GENENTECH INC
COM NEW
368710406
4406
25614
SOLE
25614
GENERAL CABLE
CORP DEL NEW
COM
369300108
154
18900
SOLE
18900
GENERAL
DYNAMICS CORP
COM
369550108
9391
179731
SOLE
179731
GENERAL ELEC CO
COM
369604103
393340
7421503
SOLE
7420103
GENERAL GROWTH
PPTYS INC
COM
370021107
2108
66400
SOLE
66400
GENERAL MLS INC
COM
370334104
121677
3181103
SOLE
3181103
GENERAL MTRS
CORP
COM
370442105
35471
610924
SOLE
610924
GENERAL MTRS
CORP
CL H NEW
370442832
4844
55200
SOLE
55200
GENESEE & WYO
INC
CL A
371559105
204
12200
SOLE
12200
GENTEX CORP
COM
371901109
211
8400
SOLE
8400
GENUINE PARTS
CO
COM
372460105
3327
166330
SOLE
166330
GENZYME CORP
COM GENL
DIV
372917104
1846
31053
SOLE
31053
GENZYME CORP
SUB NT CV
144A05
372917AE4
2679
1620000
SOLE
1620000
GEORGIA GULF
CORP
COM PAR
$0.01
373200203
847
40700
SOLE
40700
GEORGIA PAC
CORP
COM GA
PAC GRP
373298108
3136
119459
SOLE
119459
GEORGIA PAC
CORP
COM-
TIMBER
GRP
373298702
653
30200
SOLE
30200
GILEAD SCIENCES
INC
COM
375558103
449
6316
SOLE
6316
GILLETTE CO
COM
375766102
29917
856320
SOLE
855920
GLATFELTER P H
CO
COM
377316104
105
10300
SOLE
10300
GLAXO WELLCOME
PLC
SPONSORED
ADR
37733W105
106166
1836393
SOLE
49359
GLIMCHER RLTY
TR
SH BEN
INT
379302102
218
15200
SOLE
15200
GLOBAL CROSSING
LTD
COM
G3921A100
16253
617707
SOLE
617707
GLOBIX CORP
COM
37957F101
261
8901
SOLE
8901
GOLDEN WEST
FINL CORP DEL
COM
381317106
4694
115012
SOLE
115012
GOLDMAN SACHS
GROUP INC
COM
38141G104
6163
64962
SOLE
64962
GOODRICH B F CO
COM
382388106
2557
75069
SOLE
75069
GOODYEAR TIRE &
RUBR CO
COM
382550101
2604
130204
SOLE
130204
GPU INC
COM
36225X100
2297
84886
SOLE
84886
GRACE W R & CO
DEL NEW
COM
38388F108
1726
142353
SOLE
142353
GRAINGER W W
INC
COM
384802104
3943
127960
SOLE
127960
GREAT ATLANTIC
& PAC TEA INC
COM
390064103
651
39172
SOLE
39172
GREAT LAKES
CHEM CORP
COM
390568103
1210
38414
SOLE
38414
GREENPOINT FINL
CORP
COM
395384100
892
47600
SOLE
47600
GRUPO RADIO
CENTRO S A DE C
V
SPONSORED
ADR
40049C102
562
50000
SOLE
50000
GRUPO TELEVISA
SA DE CV
SP ADR
REP ORD
40049J206
1708
24783
SOLE
24783
GTE CORP
COM
362320103
273357
4391270
SOLE
4391270
GTECH HLDGS
CORP
COM
400518106
20507
903900
SOLE
903900
GUIDANT CORP
COM
401698105
12467
251851
SOLE
251851
HAEMONETICS
CORP
COM
405024100
468
22300
SOLE
22300
HALLIBURTON CO
COM
406216101
14758
312748
SOLE
312748
HA-LO INDS INC
COM
404429102
147
26200
SOLE
26200
HANDLEMAN CO
DEL
COM
410252100
140
11200
SOLE
11200
HANSON PLC
SPON ADR
NEW
411352404
70351
1995768
SOLE
1995768
HARCOURT GEN
INC
COM
41163G101
2736
50317
SOLE
50317
HARLAND JOHN H
CO
COM
412693103
170
11400
SOLE
11400
HARLEY DAVIDSON
INC
COM
412822108
8383
217752
SOLE
217752
HARRAHS ENTMT
INC
COM
413619107
1791
85529
SOLE
85529
HARRIS CORP DEL
COM
413875105
216
6600
SOLE
6600
HARTFORD FINL
SVCS GROUP INC
COM
416515104
14185
253591
SOLE
253591
HASBRO INC
COM
418056107
1927
127935
SOLE
127935
HCA-HEALTHCARE
CO
COM
404119109
11957
393632
SOLE
393632
HEALTHCARE RLTY
TR
COM
421946104
445
26100
SOLE
26100
HEALTHEXTRAS
INC
COM
422211102
785
146022
SOLE
146022
HEALTHSOUTH
CORP
COM
421924101
1940
269865
SOLE
269865
HEINZ H J CO
COM
423074103
10850
248005
SOLE
248005
HELEN OF TROY
CORP LTD
COM
G4388N106
124
22200
SOLE
22200
HELIX
TECHNOLOGY CORP
COM
423319102
312
8000
SOLE
8000
HERCULES INC
COM
427056106
1055
75033
SOLE
75033
HERSHEY FOODS
CORP
COM
427866108
4662
96128
SOLE
96128
HERTZ CORP
CL A
428040109
1125
40100
SOLE
40100
HEWLETT PACKARD
CO
COM
428236103
88182
706166
SOLE
706166
HILLENBRAND
INDS INC
COM
431573104
723
23100
SOLE
23100
HILTON HOTELS
CORP
COM
432848109
2419
257975
SOLE
257975
HOME DEPOT INC
COM
437076102
81387
1629800
SOLE
1629800
HOME PPTYS N Y
INC
COM
437306103
243
8100
SOLE
8100
HOMESTAKE MNG
CO
COM
437614100
1254
182354
SOLE
182354
HONEYWELL INTL
INC
COM
438516106
52526
1559245
SOLE
1559245
HORACE MANN
EDUCATORS CORP
NEW
COM
440327104
226
15100
SOLE
15100
HOSPITALITY
PPTYS TR
COM SH
BEN INT
44106M102
591
26200
SOLE
26200
HOUSEHOLD INTL
INC
COM
441815107
134500
3236122
SOLE
3236122
HRPT PPTYS TR
COM SH
BEN INT
40426W101
2317
378252
SOLE
378252
HUMAN GENOME
SCIENCES INC
COM
444903108
851
6377
SOLE
6377
HUMANA INC
COM
444859102
2127
436409
SOLE
436409
HUNTINGTON
BANCSHARES INC
COM
446150104
2456
155319
SOLE
155319
I2 TECHNOLOGIES
INC
COM
465754109
5688
54555
SOLE
54555
ICN
PHARMACEUTICALS
INC NEW
COM
448924100
41259
1483500
SOLE
1483500
IDEC
PHARMACEUTICALS
CORP
COM
449370105
289
2465
SOLE
2465
II VI INC
COM
902104108
203
4200
SOLE
4200
IKON OFFICE
SOLUTIONS INC
COM
451713101
171
44255
SOLE
44255
ILLINOIS TOOL
WKS INC
COM
452308109
12813
224781
SOLE
224781
IMC GLOBAL INC
COM
449669100
161
12400
SOLE
12400
IMMUNEX CORP
NEW
COM
452528102
398
8054
SOLE
8054
IMPERIAL
BANCORP
COM
452556103
1040
66800
SOLE
66800
IMRGLOBAL
CORPORATION
COM
45321W106
513
39300
SOLE
39300
IMS HEALTH INC
COM
449934108
5302
294582
SOLE
294582
INCO LTD
COM
453258402
2916
189685
SOLE
189685
INCYTE GENOMICS
INC
COM
45337C102
538
6545
SOLE
6545
INDYMAC MTG
HLDGS INC
COM
456607100
1025
75600
SOLE
75600
INFOCURE CORP
COM
45665A108
59
10500
SOLE
10500
INFOCUS CORP
COM
45665B106
203
6300
SOLE
6300
INFONET SVCS
CORP
CL B
45666T106
239
20000
SOLE
20000
INFOSPACE INC
COM
45678T102
961
17388
SOLE
17388
INGERSOLL-RAND
CO
COM
456866102
5612
139433
SOLE
139433
INGRAM MICRO
INC
CL A
457153104
1662
95300
SOLE
95300
INHALE
THERAPEUTIC SYS
INC
SB NT CV
144A 07
457191AD6
57
40000
SOLE
40000
INTEL CORP
COM
458140100
313600
2345781
SOLE
2344981
INTERIM SVCS
INC
COM
45868P100
305
17200
SOLE
17200
INTERNATIONAL
BUSINESS MACHS
COM
459200101
257439
2349708
SOLE
2249208
INTERNATIONAL
FLAVORS&FRAGRAN
C
COM
459506101
2173
71980
SOLE
71980
INTERPUBLIC
GROUP COS INC
COM
460690100
9082
211199
SOLE
211199
INTERSTATE
BAKERIES CORP
DEL
COM
46072H108
552
39400
SOLE
39400
INTL PAPER CO
COM
460146103
24521
822533
SOLE
822533
INVACARE CORP
COM
461203101
297
11300
SOLE
11300
INVESTMENT
TECHNOLOGY GRP
NEW
COM
46145F105
411
10400
SOLE
10400
INVESTORS FINL
SERVICES CORP
COM
461915100
369
9300
SOLE
9300
IOMEGA CORP
COM
462030107
260
65000
SOLE
65000
IRON MTN INC PA
COM
462846106
575
16900
SOLE
16900
ISLE OF CAPRI
CASINOS INC
COM
464592104
180
13300
SOLE
13300
ISS GROUP INC
COM
450306105
3442
34865
SOLE
34865
IT GROUP INC
COM
465266104
91
18600
SOLE
18600
ITT EDUCATIONAL
SERVICES INC
COM
45068B109
191
10900
SOLE
10900
ITT INDS INC
IND
COM
450911102
3726
122656
SOLE
122656
IVAX CORP
COM
465823102
776
18700
SOLE
18700
JABIL CIRCUIT
INC
COM
466313103
591
11900
SOLE
11900
JDN RLTY CORP
COM
465917102
178
17500
SOLE
17500
JDS UNIPHASE
CORP
COM
46612J101
3846
32082
SOLE
32082
JEFFERIES GROUP
INC NEW
COM
472319102
715
35400
SOLE
35400
JEFFERSON PILOT
CORP
COM
475070108
8992
159331
SOLE
159331
JEFFERSON SVGS
BANCORP INC
COM
474900107
126
11500
SOLE
11500
JOHNSON &
JOHNSON
COM
478160104
135372
1328808
SOLE
1328708
JOHNSON CTLS
INC
COM
478366107
6399
124698
SOLE
124698
JONES APPAREL
GROUP INC
COM
480074103
2787
118600
SOLE
118600
JONES PHARMA
INC
COM
480236108
431
10800
SOLE
10800
K MART CORP
COM
482584109
2410
353789
SOLE
353789
KAMAN CORP
CL A
483548103
244
22800
SOLE
22800
KANSAS CITY
SOUTHN INDS INC
COM
485170104
6910
77909
SOLE
77909
KAUFMAN & BROAD
HOME CORP
COM
486168107
668
33701
SOLE
33701
KELLOGG CO
COM
487836108
8448
283952
SOLE
283952
KERR MCGEE CORP
COM
492386107
4581
77728
SOLE
77728
KEYCORP NEW
COM
493267108
8821
500481
SOLE
500481
KFORCE COM INC
COM
493732101
195
28100
SOLE
28100
KIMBERLY CLARK
CORP
COM
494368103
25222
439604
SOLE
439604
KINDER MORGAN
INC KANS
COM
49455P101
26205
758200
SOLE
758200
KLA-TENCOR CORP
COM
482480100
7738
132128
SOLE
132128
KNIGHT RIDDER
INC
COM
499040103
2889
54320
SOLE
54320
KNIGHT TRADING
GROUP INC
COM
499063105
235
7890
SOLE
7890
KOHLS CORP
COM
500255104
12698
228278
SOLE
228278
KONINKLIJKE
PHILIPS ELECTRS
NV
SPON ADR
NEW
500472204
285
6000
SOLE
6000
KOPIN CORP
COM
500600101
284
4100
SOLE
4100
KROGER CO
COM
501044101
12877
583693
SOLE
583693
KULICKE & SOFFA
INDS INC
COM
501242101
232
3900
SOLE
3900
LAFARGE CORP
COM
505862102
892
42500
SOLE
42500
LAM RESEARCH
CORP
COM
512807108
274
7295
SOLE
7295
LASERSIGHT INC
COM
517924106
159
41700
SOLE
41700
LEAP WIRELESS
INTL INC
COM
521863100
2148
45712
SOLE
45712
LEAR CORP
COM
521865105
1436
71800
SOLE
71800
LEARNING TREE
INTL INC
COM
522015106
441
7200
SOLE
7200
LEGGETT & PLATT
INC
COM
524660107
2269
137532
SOLE
137532
LEHMAN BROS
HLDGS INC
COM
524908100
11154
117950
SOLE
117950
LEISUREPLANET
HLDGS LTD
ORD
G54467108
3639
1119710
SOLE
1119710
LESCO INC OHIO
COM
526872106
222
14600
SOLE
14600
LEUCADIA NATL
CORP
COM
527288104
217
9500
SOLE
9500
LEXMARK INTL
GROUP INC
CL A
529771107
9028
134251
SOLE
134251
LILLY ELI & CO
COM
532457108
83972
840766
SOLE
840766
LIMITED INC
COM
532716107
7989
369417
SOLE
369417
LINCOLN NATL
CORP IND
COM
534187109
5071
140366
SOLE
140366
LINEAR
TECHNOLOGY CORP
COM
535678106
14264
223100
SOLE
223100
LINENS N THINGS
INC
COM
535679104
233
8600
SOLE
8600
LITTELFUSE INC
COM
537008104
328
6700
SOLE
6700
LITTON INDS INC
COM
538021106
554
13200
SOLE
13200
LIZ CLAIBORNE
INC
COM
539320101
1995
56596
SOLE
56596
LOCKHEED MARTIN
CORP
COM
539830109
12038
485185
SOLE
485185
LOEWS CORP
COM
540424108
4626
77106
SOLE
77106
LONE STAR
TECHNOLOGIES
INC
COM
542312103
240
5200
SOLE
5200
LONGS DRUG
STORES CORP
COM
543162101
689
31673
SOLE
31673
LONGVIEW FIBRE
CO
COM
543213102
165
14900
SOLE
14900
LORAL SPACE &
COMMUNICATIONS
COM
G56462107
2413
347800
SOLE
347800
LOUISIANA PAC
CORP
COM
546347105
834
76723
SOLE
76723
LOWES COS INC
COM
548661107
29024
706836
SOLE
706836
LSI LOGIC CORP
COM
502161102
11629
214853
SOLE
214853
LUBRIZOL CORP
COM
549271104
1848
88000
SOLE
88000
LUCENT
TECHNOLOGIES
INC
COM
549463107
383278
6468825
SOLE
4092625
LUMINEX CORP
DEL
COM
55027E102
259
6227
SOLE
6227
LYCOS INC
COM
550818108
4733
87656
SOLE
87656
MACERICH CO
COM
554382101
360
16300
SOLE
16300
MACK CALI RLTY
CORP
COM
554489104
426
16600
SOLE
16600
MACROCHEM CORP
DEL
COM
555903103
90
18600
SOLE
18600
MAIL COM INC
CL A
560311102
854
150175
SOLE
150175
MALLINCKRODT
INC NEW
COM
561232109
4100
94395
SOLE
94395
MANOR CARE INC
NEW
COM
564055101
509
72744
SOLE
72744
MANPOWER INC
COM
56418H100
534
16672
SOLE
16600
MARINE DRILLING
COS INC
COM PAR
$0.01
568240204
2699
96400
SOLE
96400
MARRIOTT INTL
INC NEW
CL A
571903202
7265
201451
SOLE
201451
MARSH &
MCLENNAN COS
INC
COM
571748102
20311
194482
SOLE
194482
MARTIN MARIETTA
MATLS INC
COM
573284106
2725
67400
SOLE
67400
MASCO CORP
COM
574599106
5674
314159
SOLE
314159
MASTEC INC
COM
576323109
4915
128700
SOLE
128700
MATTEL INC
COM
577081102
5104
387019
SOLE
387019
MAXIM
INTEGRATED
PRODS INC
COM
57772K101
13913
204792
SOLE
204792
MAY DEPT STORES
CO
COM
577778103
5607
233616
SOLE
233616
MAYTAG CORP
COM
578592107
11502
311908
SOLE
311908
MBIA INC
COM
55262C100
6249
129687
SOLE
129687
MBNA CORP
COM
55262L100
15231
561500
SOLE
561500
MCCORMICK & CO
INC
COM NON
VTG
579780206
1316
40500
SOLE
40500
MCDERMOTT INTL
INC
COM
580037109
1176
133398
SOLE
133398
MCDONALDS CORP
COM
580135101
65420
1986229
SOLE
1985829
MCGRAW HILL COS
INC
COM
580645109
7354
136186
SOLE
136186
MCKESSON HBOC
INC
COM
58155Q103
4130
197272
SOLE
197272
MEAD CORP
COM
582834107
1815
71886
SOLE
71886
MEDIAONE GROUP
INC
COM
58440J104
88590
1339735
SOLE
489915
MEDIMMUNE INC
COM
584699102
11168
150915
SOLE
150915
MEDITRUST CORP
PAIRED
CTF NEW
58501T306
53
14155
SOLE
14155
MEDTRONIC INC
COM
585055106
44908
901542
SOLE
901542
MELLON FINL
CORP
COM
58551A108
12535
344010
SOLE
344010
MERCK & CO INC
COM
589331107
166602
2174256
SOLE
2173756
MERCURY GENL
CORP NEW
COM
589400100
286
12100
SOLE
12100
MERCURY
INTERACTIVE
CORP
COM
589405109
3641
37638
SOLE
37638
MEREDITH CORP
COM
589433101
1216
36030
SOLE
36030
MERRILL LYNCH &
CO INC
COM
590188108
31859
277036
SOLE
277036
METRIS COS INC
COM
591598107
970
38600
SOLE
38600
METRO GOLDWYN
MAYER INC
COM
591610100
758
29000
SOLE
29000
MGIC INVT CORP
WIS
COM
552848103
5455
119883
SOLE
119883
MICHAELS STORES
INC
COM
594087108
458
10000
SOLE
10000
MICROCHIP
TECHNOLOGY INC
COM
595017104
417
7150
SOLE
7150
MICROMUSE INC
COM
595094103
448
2708
SOLE
2708
MICRON
ELECTRONICS INC
COM
595100108
854
68321
SOLE
68321
MICRON
TECHNOLOGY INC
COM
595112103
50228
570376
SOLE
570376
MICROSEMI CORP
COM
595137100
265
7800
SOLE
7800
MICROSOFT CORP
COM
594918104
121718
6
15214826
SOLE
12786378
MILACRON INC
COM
598709103
300
20722
SOLE
20722
MILLENNIUM
CHEMICALS INC
COM
599903101
1329
78200
SOLE
78200
MILLENNIUM
PHARMACEUTICALS
INC
COM
599902103
726
6490
SOLE
6490
MILLIPORE CORP
COM
601073109
2442
32394
SOLE
32394
MINERALS
TECHNOLOGIES
INC
COM
603158106
1095
23800
SOLE
23800
MINNESOTA MNG &
MFG CO
COM
604059105
27176
329409
SOLE
329409
MODIS
PROFESSIONAL
SVCS INC
COM
607830106
789
103500
SOLE
103500
MOHAWK INDS INC
COM
608190104
587
27000
SOLE
27000
MOLEX INC
COM
608554101
6652
138219
SOLE
138219
MONACO COACH
CORP
COM
60886R103
422
31000
SOLE
31000
MONTANA POWER
CO
COM
612085100
265
7500
SOLE
7500
MORGAN J P & CO
INC
COM
616880100
18112
164471
SOLE
164471
MORGAN STANLEY
DEAN WITTER&CO
COM NEW
617446448
67250
807804
SOLE
807804
MOTOROLA INC
COM
620076109
85134
2929396
SOLE
2929396
MUELLER INDS
INC
COM
624756102
574
20500
SOLE
20500
MYLAN LABS INC
COM
628530107
2911
159500
SOLE
159500
NABISCO GROUP
HLDG CORP
COM
62952P102
5929
228588
SOLE
228588
NANOGEN INC
COM
630075109
843
19859
SOLE
19859
NASDAQ 100 TR
UNIT SER
1
631100104
527
5656
SOLE
5656
NATIONAL
AUSTRALIA BK
LTD
CAP UTS
EXCHBL
632525309
4388
155000
SOLE
155000
NATIONAL CITY
CORP
COM
635405103
8261
484182
SOLE
484182
NATIONAL DATA
CORP
COM
635621105
840
36500
SOLE
36500
NATIONAL
SEMICONDUCTOR
CORP
COM
637640103
7353
129562
SOLE
129562
NATIONAL SVC
INDS INC
COM
637657107
619
30971
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653877
SPRINT CORP
PCS COM
SER 1
852061506
38116
640609
SOLE
640609
SPYGLASS INC
COM
852192103
1089
34776
SOLE
34776
ST JUDE MED INC
COM
790849103
2691
58669
SOLE
58669
ST PAUL COS INC
COM
792860108
5995
175688
SOLE
175688
STANLEY WKS
COM
854616109
1795
75562
SOLE
75562
STAPLES INC
COM
855030102
5225
339807
SOLE
339807
STARBUCKS CORP
COM
855244109
4911
128600
SOLE
128600
STARMEDIA
NETWORK INC
COM
855546107
365
19350
SOLE
19350
STARTEK INC
COM
85569C107
1652
32800
SOLE
32800
STATE AUTO FINL
CORP
COM
855707105
291
24500
SOLE
24500
STATE STR CORP
COM
857477103
12972
122305
SOLE
122305
STATION CASINOS
INC
COM
857689103
270
10800
SOLE
10800
SUMMIT BANCORP
COM
866005101
3999
162404
SOLE
162404
SUMMIT PPTYS
INC
COM
866239106
225
10700
SOLE
10700
SUN
MICROSYSTEMS
INC
COM
866810104
128189
1409642
SOLE
1409642
SUNOCO INC
COM
86764P109
2309
78442
SOLE
78442
SUNTRUST BKS
INC
COM
867914103
14942
327053
SOLE
327053
SUPERVALU INC
COM
868536103
3067
160890
SOLE
160890
SYLVAN LEARNING
SYS INC
COM
871399101
492
35800
SOLE
35800
SYMANTEC CORP
COM
871503108
302
5600
SOLE
5600
SYNOPSYS INC
COM
871607107
204
5900
SOLE
5900
SYNOVUS FINL
CORP
COM
87161C105
4268
242157
SOLE
242157
SYSCO CORP
COM
871829107
12204
289707
SOLE
289707
SYSTEMS &
COMPUTER
TECHNOLOGY
COM
871873105
250
12500
SOLE
12500
TALBOTS INC
COM
874161102
1082
19700
SOLE
19700
TANOX INC
COM
87588Q109
330
6975
SOLE
6975
TARGET CORP
COM
87612E106
43147
743909
SOLE
743909
TAUBMAN CTRS
INC
COM
876664103
444
40400
SOLE
40400
TCF FINL CORP
COM
872275102
277
10800
SOLE
10800
TD WATERHOUSE
GRP INC
COM
872362108
390
22527
SOLE
22527
TECH DATA CORP
COM
878237106
566
13000
SOLE
13000
TECHNE CORP
COM
878377100
286
2200
SOLE
2200
TEKELEC
SB DSC CV
144A04
879101AA1
21517
7835000
SOLE
7835000
TEKTRONIX INC
COM
879131100
2502
33813
SOLE
33813
TELE NORTE
LESTE PART S A
SPON ADR
PFD
879246106
4863
205850
SOLE
205850
TELE SUDESTE
CELULAR PART S
A
SPON ADR
PFD
879252104
460
15072
SOLE
15072
TELECOMM
ARGENTINA STET-
FRANCE
SPON ADR
REP B
879273209
2541
92400
SOLE
92400
TELECOMUNICACOE
S DE SAO PAULO
SPON ADR
PFD
87929A102
3100
167586
SOLE
167586
TELEFONICA S A
SPONSORED
ADR
879382208
525
8200
SOLE
8200
TELLABS INC
COM
879664100
19859
290186
SOLE
290186
TEMPLE INLAND
INC
COM
879868107
3414
81292
SOLE
81292
TENET
HEALTHCARE CORP
COM
88033G100
5904
218654
SOLE
218654
TERADYNE INC
COM
880770102
10014
136249
SOLE
136249
TERRA NETWORKS
S A
SPONSORED
ADR
88100W103
309
8485
SOLE
8485
TESSCO
TECHNOLOGIES
INC
COM
872386107
216
7700
SOLE
7700
TEVA
PHARMACEUTICAL
INDS LTD
ADR
881624209
330
5960
SOLE
5960
TEXACO INC
COM
881694103
28364
532648
SOLE
532648
TEXAS INSTRS
INC
COM
882508104
123923
1804176
SOLE
1167430
TEXTRON INC
COM
883203101
66523
1224829
SOLE
1224829
THERAGENICS
CORP
COM
883375107
256
29900
SOLE
29900
THERMO ELECTRON
CORP
COM
883556102
2300
109203
SOLE
109203
THOMAS & BETTS
CORP
COM
884315102
775
40532
SOLE
40532
THREE FIVE SYS
INC
COM
88554L108
2242
38000
SOLE
38000
TIBCO SOFTWARE
INC
COM
88632Q103
8475
79033
SOLE
79033
TIFFANY & CO
NEW
COM
886547108
3428
50789
SOLE
50789
TIME WARNER INC
COM
887315109
70015
921249
SOLE
921249
TIMKEN CO
COM
887389104
795
42676
SOLE
42676
TJX COS INC NEW
COM
872540109
4232
225709
SOLE
225709
TMP WORLDWIDE
INC
COM
872941109
303
4100
SOLE
4100
TORCHMARK CORP
COM
891027104
3563
144337
SOLE
144337
TOSCO CORP
COM NEW
891490302
3404
120233
SOLE
120233
TOTAL FINA ELF
S A
SPONSORED
ADR
89151E109
3581
46623
SOLE
46623
TOWER
AUTOMOTIVE INC
COM
891707101
406
32500
SOLE
32500
TOWER
SEMICONDUCTOR
LTD
ORD
M87915100
326
10000
SOLE
10000
TOYS R US INC
COM
892335100
2685
184352
SOLE
184352
TRANSOCEAN
SEDCO FOREX INC
ORD
G90078109
7835
146630
SOLE
146630
TRIANGLE
PHARMACEUTICALS
INC
COM
89589H104
246
27139
SOLE
27139
TRIBUNE CO NEW
COM
896047107
11831
338035
SOLE
338035
TRICON GLOBAL
RESTAURANTS
COM
895953107
4175
147775
SOLE
147775
TRIMBLE
NAVIGATION LTD
COM
896239100
678
13900
SOLE
13900
TRINITY INDS
INC
COM
896522109
327
17700
SOLE
17700
TRIQUINT
SEMICONDUCTOR
INC
COM
89674K103
211
2200
SOLE
2200
TRIZEC HAHN
CORP
SUB VTG
896938107
1956
109400
SOLE
109400
TRW INC
COM
872649108
6310
145469
SOLE
145469
TUMBLEWEED
COMMUNICATIONS
CORP
COM
899690101
276
5416
SOLE
5416
TUPPERWARE CORP
COM
899896104
887
40309
SOLE
40309
TWINLAB CORP
COM
901774109
65
10200
SOLE
10200
TXU CORP
COM
873168108
6186
209703
SOLE
209703
TYCO INTL LTD
NEW
COM
902124106
60462
1276245
SOLE
1276245
U S G CORP
COM NEW
903293405
316
10400
SOLE
10400
U S INDS INC
NEW
COM
912080108
32400
2672200
SOLE
2672200
U S OFFICE
PRODS CO
COM NEW
912325305
44
117773
SOLE
117773
U S WEST INC
NEW
COM
91273H101
185040
2157896
SOLE
2157896
ULTRAMAR
DIAMOND
SHAMROCK CORP
COM
904000106
409
16500
SOLE
16500
UNIBANCO-UNIAO
DE BANCOS BRASL
GDR REP
PFD UT
90458E107
3279
114050
SOLE
114050
UNICOM CORP
COM
904911104
4820
124589
SOLE
124589
UNILEVER N V
N Y SHS
NEW
904784709
17208
400189
SOLE
400189
UNION CARBIDE
CORP
COM
905581104
4667
94291
SOLE
94291
UNION PAC CORP
COM
907818108
7135
191868
SOLE
191868
UNION PAC RES
GROUP INC
COM
907834105
6268
284892
SOLE
284892
UNION PLANTERS
CORP
COM
908068109
2650
94851
SOLE
94851
UNISYS CORP
COM
909214108
6793
466504
SOLE
466504
UNITED
STATIONERS INC
COM
913004107
204
6300
SOLE
6300
UNITED
TECHNOLOGIES
CORP
COM
913017109
19649
333738
SOLE
333738
UNITEDHEALTH
GROUP INC
COM
91324P102
4849
56547
SOLE
56547
UNIVERSAL HLTH
SVCS INC
CL B
913903100
347
5300
SOLE
5300
UNIVISION
COMMUNICATIONS
INC
CL A
914906102
1128
10900
SOLE
10900
UNOCAL CORP
COM
915289102
7133
215334
SOLE
215334
UNOVA INC
COM
91529B106
274
37500
SOLE
37500
UNUMPROVIDENT
CORP
COM
91529Y106
4117
205223
SOLE
205223
US AIRWAYS
GROUP INC
COM
911905107
1822
46707
SOLE
46707
US BANCORP DEL
COM
902973106
17315
899460
SOLE
899460
UST INC
COM
902911106
1674
113945
SOLE
113945
USX MARATHON
GROUP
COM NEW
902905827
5546
221296
SOLE
221296
USX-U S STL
COM
90337T101
2292
123504
SOLE
123504
V F CORP
COM
918204108
3819
160376
SOLE
160376
VALLEY NATL
BANCORP
COM
919794107
408
16800
SOLE
16800
VALUEVISION
INTL INC
CL A
92047K107
245
10200
SOLE
10200
VARIAN MED SYS
INC
COM
92220P105
364
9300
SOLE
9300
VASTAR RES INC
COM
922380100
1100
13400
SOLE
13400
VENTRO CORP
COM
922815105
1243
65861
SOLE
65861
VERITAS
SOFTWARE CO
COM
923436109
31083
275030
SOLE
275030
VERITY INC
COM
92343C106
323
8500
SOLE
8500
VERTICALNET INC
COM
92532L107
1946
52688
SOLE
52688
VIACOM INC
CL B
925524308
96974
1422172
SOLE
1422172
VINTAGE PETE
INC
COM
927460105
2773
122900
SOLE
122900
VISHAY
INTERTECHNOLOGY
INC
COM
928298108
1775
46800
SOLE
46800
VISTEON CORP
COM
92839U107
512
42245
SOLE
42245
VULCAN MATLS CO
COM
929160109
3008
70477
SOLE
70477
WACHOVIA CORP
COM
929771103
8042
148245
SOLE
148245
WADDELL & REED
FINL INC
CL A
930059100
587
17900
SOLE
17900
WAL MART STORES
INC
COM
931142103
195757
3397081
SOLE
3397081
WALGREEN CO
COM
931422109
22675
704487
SOLE
704487
WASHINGTON GAS
LT CO
COM
938837101
556
23100
SOLE
23100
WASHINGTON MUT
INC
COM
939322103
11494
398044
SOLE
398044
WASTE MGMT INC
DEL
COM
94106L109
10538
554630
SOLE
554630
WATCHGUARD
TECHNOLOGIES
COM
941105108
3006
54720
SOLE
54720
WATSON
PHARMACEUTICALS
COM
942683103
13874
258122
SOLE
258122
WEBTRENDS CORP
COM
94844D104
355
9170
SOLE
9170
WELLMAN INC
COM
949702104
1203
74300
SOLE
74300
WELLPOINT
HEALTH NETWORK
NEW
COM
94973H108
4785
66060
SOLE
66060
WELLS FARGO &
CO NEW
COM
949746101
44433
1146660
SOLE
1146660
WENDYS INTL INC
COM
950590109
2109
118417
SOLE
118417
WESTELL
TECHNOLOGIES
CL A
957541105
440
29300
SOLE
29300
WESTERN GAS RES
PFD CONV
$2.625
958259301
1657
48650
SOLE
48650
WESTVACO CORP
COM
961548104
4189
168816
SOLE
168816
WEYERHAEUSER CO
COM
962166104
7605
176865
SOLE
176865
WHIRLPOOL CORP
COM
963320106
7782
166912
SOLE
166912
WHITMAN CORP
NEW
COM
96647R107
627
50700
SOLE
50700
WILLAMETTE INDS
COM
969133107
4276
156927
SOLE
156927
WILLIAMS
CLAYTON ENERGY
COM
969490101
287
9000
SOLE
9000
WILLIAMS COS
INC DEL
COM
969457100
13424
322015
SOLE
322015
WINN DIXIE
STORES INC
COM
974280109
1970
137647
SOLE
137647
WOLVERINE WORLD
WIDE INC
COM
978097103
175
17700
SOLE
17700
WOODHEAD INDS
COM
979438108
204
11200
SOLE
11200
WORKFLOW MGMT
COM
98137N109
3159
265989
SOLE
265989
WORLDCOM INC GA
NEW
COM
98157D106
92186
2009502
SOLE
2008602
WORLDPAGES COM
COM
981922107
167
27800
SOLE
27800
WORTHINGTON
INDS INC
COM
981811102
637
60684
SOLE
60684
WPP GROUP PLC
SPON ADR
NEW
929309300
588
8100
SOLE
8100
WRIGLEY WM JR
COM
982526105
6410
79937
SOLE
79937
XCEED INC
COM
98388N105
355
38900
SOLE
38900
XEROX CORP
COM
984121103
10139
488616
SOLE
488616
XILINX INC
COM
983919101
52536
636317
SOLE
636317
XM SATELLITE
RADIO HLDGS INC
PFD CV B
8.25%
983759200
3677
67000
SOLE
67000
YAHOO INC
COM
984332106
100220
809038
SOLE
808838
YOUNG & RUBICAM
COM
987425105
2891
50554
SOLE
50554
YPF SOCIEDAD
ANONIMA
SPON ADR
CL D
984245100
1564
40300
SOLE
40300
ZIFF-DAVIS INC
COM ZD
989511100
427
47400
SOLE
47400
</TABLE>
