United States
Securities and Exchange Commission
Washington, DC 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:
March 31, 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: Warburg Dillon Read 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
March 12, 2000
Report Type (Check only one.):
[ X ] 13F Holdings Report.
[ ] 13F Notice
[ ] 13F Combination Report.
<PAGE>
Report Summary
Form 13F Information Table Entry Total: 1124
Form 13F Information Table Value Total: 10,948,784
<PAGE>
<TABLE>
<CAPTION>
ISSUER
ISSUE
CUSIP
MARKET
VALUE
QUANTITY
PUT/
CALL
INVESTMT
DISCRETN
MGR
VOTING
AUTHORITY
SOLE
<S>
<C>
<C>
<C>
<C>
<C>
<C>
<C>
<C>
3COM CORP
COM
885535104
8,860
159,281
SOLE
1
159,281
3COM CORP
OPT
885535100
2,225
40,000
C
SOLE
1
40,000
A D C TELECOMMUNICATIONS
COM
000886101
3,556
65,996
SOLE
1
65,996
A D C TELECOMMUNICATIONS
OPT
000886100
9,698
180,000
C
SOLE
1
180,000
A D C TELECOMMUNICATIONS
OPT
000886100
15,085
280,000
P
SOLE
1
280,000
AAR CORP
COM
000361105
519
31,115
SOLE
1
31,115
ABBOTT LABS
COM
002824100
45,953
1,305,964
SOLE
1
1,305,964
ABERCROMBIE & FITCH CO
CL A
002896207
4,696
293,500
SOLE
1
293,500
ABERCROMBIE & FITCH CO
OPT
002896200
640
40,000
C
SOLE
1
40,000
ACCLAIM ENTMT INC
COM PAR
$0.02
004325205
680
205,220
SOLE
1
205,220
ACTIVISION INC NEW
COM NEW
004930202
232
19,200
SOLE
1
19,200
ADAPTEC INC
COM
00651F108
1,080
27,952
SOLE
1
27,952
ADOBE SYS INC
COM
00724F101
94,173
846,030
SHARED
1
26,784
ADOBE SYS INC
OPT
00724F100
22,262
200,000
C
SOLE
1
200,000
ADTRAN INC
COM
00738A106
303
5,100
SOLE
1
5,100
ADVANCED ENERGY INDS
COM
007973100
326
6,400
SOLE
1
6,400
ADVANCED FIBRE COMMUNICATIONS
COM
00754A105
2,683
42,800
SOLE
1
42,800
ADVANCED MICRO DEVICES INC
COM
007903107
1,865
32,682
SOLE
1
32,682
ADVANCED MICRO DEVICES INC
OPT
007903100
7,418
130,000
C
SOLE
1
130,000
AES CORP
COM
00130H105
5,231
66,425
SOLE
1
66,425
AETNA INC
COM
008117103
1,651
29,748
SOLE
1
29,748
AFFILIATED COMPUTER SERVICES
CL A
008190100
1,600
42,100
SOLE
1
42,100
AFFYMETRIX INC
COM
00826T108
252
1,700
SOLE
1
1,700
AFFYMETRIX INC
OPT
00826T100
2,969
20,000
C
SOLE
1
20,000
AFFYMETRIX INC
OPT
00826T100
2,969
20,000
P
SOLE
1
20,000
AFLAC INC
COM
001055102
2,966
65,094
SOLE
1
65,094
AGCO CORP
COM
001084102
137
12,042
SOLE
1
12,042
AHT CORP
COM
00130R103
58
17,250
SOLE
1
17,250
AIR PRODS & CHEMS INC
COM
009158106
1,359
47,792
SOLE
1
47,792
AIR PRODS & CHEMS INC
OPT
009158100
711
25,000
C
SOLE
1
25,000
AIR PRODS & CHEMS INC
OPT
009158100
711
25,000
P
SOLE
1
25,000
AIRGAS INC
COM
009363102
437
52,600
SOLE
1
52,600
ALASKA AIR GROUP INC
COM
011659109
2,573
85,600
SOLE
1
85,600
ALBERTO CULVER CO
CL B
CONV
013068101
278
11,677
SOLE
1
11,677
ALBERTSONS INC
COM
013104104
8,598
278,462
SOLE
1
278,462
ALCAN ALUMINIUM LTD NEW
COM
013716105
1,630
47,861
SOLE
1
47,861
ALCOA INC
COM
013817101
5,385
76,657
SOLE
1
76,657
ALKERMES INC
COM
01642T108
25,216
272,600
SOLE
1
272,600
ALLEGHENY ENERGY INC
COM
017361106
241
8,700
SOLE
1
8,700
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
1,102
54,940
SOLE
1
54,940
ALLERGAN INC
COM
018490102
2,610
52,205
SOLE
1
52,205
ALLIANCE PHARMACEUTICAL CORP
COM
018773101
508
34,000
SOLE
1
34,000
ALLIANT TECHSYSTEMS INC
COM
018804104
1,301
22,100
SOLE
1
22,100
ALLIED WASTE INDS INC
COM
PAR$.01
NEW
019589308
392
59,692
SOLE
1
59,692
ALLMERICA FINL CORP
COM
019754100
2,382
46,700
SOLE
1
46,700
ALLSTATE CORP
COM
020002101
5,320
223,431
SOLE
1
223,431
ALLTEL CORP
COM
020039103
15,171
239,854
SOLE
1
239,854
ALTERA CORP
COM
021441100
17,172
192,400
SOLE
1
192,400
ALTERA CORP
OPT
021441100
1,785
20,000
C
SOLE
1
20,000
ALTERA CORP
OPT
021441100
8,925
100,000
P
SOLE
1
100,000
ALZA CORP DEL
COM
022615108
2,575
68,560
SOLE
1
68,560
ALZA CORP DEL
OPT
022615100
939
25,000
C
SOLE
1
25,000
AMERADA HESS CORP
COM
023551104
1,219
18,869
SOLE
1
18,869
AMEREN CORP
COM
023608102
884
28,567
SOLE
1
28,567
AMERICA ONLINE INC DEL
COM
02364J104
32,643
484,045
SOLE
1
484,045
AMERICA WEST HLDG CORP
CL B
023657208
787
50,800
SOLE
1
50,800
AMERICAN EAGLE OUTFITTERS NEW
COM
02553E106
463
12,200
SOLE
1
12,200
AMERICAN ELEC PWR INC
COM
025537101
4,018
134,766
SOLE
1
134,766
AMERICAN EXPRESS CO
COM
025816109
15,762
105,827
SOLE
1
105,827
AMERICAN GENERAL CORP
COM
026351106
5,034
89,690
SOLE
1
89,690
AMERICAN GREETINGS CORP
CL A
026375105
245
13,400
SOLE
1
13,400
AMERICAN HOME PRODS CORP
COM
026609107
14,979
278,684
SOLE
1
278,684
AMERICAN HOME PRODS CORP
OPT
026609100
12,631
235,000
C
SOLE
1
235,000
AMERICAN HOME PRODS CORP
OPT
026609100
4,838
90,000
P
SOLE
1
90,000
AMERICAN INTL GROUP INC
COM
026874107
96,278
879,254
SHARED
1
331,842
AMERICAN INTL GROUP INC
OPT
026874100
8,213
75,000
C
SOLE
1
75,000
AMERICAN INTL GROUP INC
OPT
026874100
5,475
50,000
P
SOLE
1
50,000
AMERICAN STD COS INC DEL
COM
029712106
944
25,500
SOLE
1
25,500
AMERICREDIT CORP
COM
03060R101
1,388
85,100
SOLE
1
85,100
AMERISOURCE HEALTH CORP
CL A
03071P102
938
62,500
SOLE
1
62,500
AMGEN INC
COM
031162100
20,695
337,189
SOLE
1
337,189
AMGEN INC
OPT
031162100
10,741
175,000
C
SOLE
1
175,000
AMGEN INC
OPT
031162100
19,947
325,000
P
SOLE
1
325,000
AMR CORP
COM
001765106
3,253
102,051
SOLE
1
102,051
AMSOUTH BANCORPORATION
COM
032165102
2,563
171,584
SOLE
1
171,584
ANADARKO PETE CORP
COM
032511107
1,839
47,535
SOLE
1
47,535
ANALOG DEVICES INC
COM
032654105
6,095
75,716
SOLE
1
75,716
ANALYSTS INTL CORP
COM
032681108
173
17,500
SOLE
1
17,500
ANDREW CORP
COM
034425108
474
20,729
SOLE
1
20,729
ANDREW CORP
OPT
034425100
3,431
150,000
C
SOLE
1
150,000
ANDREW CORP
OPT
034425100
2,859
125,000
P
SOLE
1
125,000
ANHEUSER BUSCH COS INC
COM
035229103
22,437
360,437
SOLE
1
360,437
ANNTAYLOR STORES CORP
COM
036115103
437
19,000
SOLE
1
19,000
AON CORP
COM
037389103
4,990
154,718
SOLE
1
154,718
APACHE CORP
COM
037411105
1,312
26,368
SOLE
1
26,368
APOGEE ENTERPRISES INC
COM
037598109
137
34,500
SOLE
1
34,500
APPLE COMPUTER INC
COM
037833100
10,038
73,908
SOLE
1
73,908
APPLE COMPUTER INC
OPT
037833100
6,791
50,000
C
SOLE
1
50,000
APPLE COMPUTER INC
OPT
037833101
3,395
25,000
C
SOLE
1
25,000
APPLE COMPUTER INC
OPT
037833100
2,716
20,000
P
SOLE
1
20,000
APPLEBEES INTL INC
COM
037899101
338
12,000
SOLE
1
12,000
APPLEBEES INTL INC
OPT
037899100
703
25,000
C
SOLE
1
25,000
APPLEBEES INTL INC
OPT
037899100
703
25,000
P
SOLE
1
25,000
APPLIED EXTRUSION TECHNOLOGIES
COM
038196101
152
18,600
SOLE
1
18,600
APPLIED MATLS INC
COM
038222105
15,475
164,196
SOLE
1
164,196
APPLIED MATLS INC
OPT
038222100
9,425
100,000
P
SOLE
1
100,000
APPLIED PWR INC
CL A
038225108
1,499
52,600
SOLE
1
52,600
ARCH COMMUNICATIONS GROUP INC
COM NEW
039381504
1,744
225,000
SOLE
1
225,000
ARCHER DANIELS MIDLAND CO
COM
039483102
1,306
126,604
SOLE
1
126,604
ARCHSTONE CMNTYS TR
SH BEN
INT
039581103
319
16,000
SOLE
1
16,000
ARMSTRONG WORLD INDS INC
COM
042476101
3,472
194,230
SOLE
1
194,230
ARROW ELECTRS INC
COM
042735100
1,062
30,121
SOLE
1
30,121
ARVIN INDS INC
COM
043339100
278
12,300
SOLE
1
12,300
ASHLAND INC
COM
044204105
1,492
44,859
SOLE
1
44,859
ASPECT COMMUNICATIONS CORP
COM
04523Q102
208
5,600
SOLE
1
5,600
ASSOCIATED BANC CORP
COM
045487105
209
7,000
SOLE
1
7,000
ASSOCIATES FIRST CAP CORP
CL A
046008108
5,164
241,590
SOLE
1
241,590
ASTORIA FINL CORP
COM
046265104
755
26,600
SOLE
1
26,600
ASTRAZENECA PLC
SPONSOR
ED ADR
046353108
1,685
41,600
SOLE
1
41,600
ASYST TECHNOLOGY CORP
COM
04648X107
205
3,500
SOLE
1
3,500
AT&T CORP
COM
001957109
111,007
1,971,285
SOLE
1
1,971,285
ATLANTIC RICHFIELD CO
COM
048825103
12,086
142,194
SOLE
1
142,194
ATMEL CORP
COM
049513104
7,784
150,785
SOLE
1
150,785
ATMEL CORP
OPT
049513100
3,872
75,000
C
SOLE
1
75,000
ATMEL CORP
OPT
049513100
3,872
75,000
P
SOLE
1
75,000
AUTODESK INC
COM
052769106
583
12,809
SOLE
1
12,809
AUTOMATIC DATA PROCESSING INC
COM
053015103
6,337
131,332
SOLE
1
131,332
AUTOZONE INC
COM
053332102
799
28,805
SOLE
1
28,805
AVADO BRANDS INC
COM
05336P108
65
23,000
SOLE
1
23,000
AVERY DENNISON CORP
COM
053611109
2,282
37,374
SOLE
1
37,374
AVIS RENT A CAR INC
COM
053790101
1,507
85,500
SOLE
1
85,500
AVNET INC
COM
053807103
1,812
28,767
SOLE
1
28,767
AVON PRODS INC
COM
054303102
23,982
819,889
SOLE
1
819,889
AXA FINL INC
COM
002451102
1,248
34,800
SOLE
1
34,800
AXA FINL INC
OPT
002451100
2,332
65,000
C
SOLE
1
65,000
AXA FINL INC
OPT
002451100
5,381
150,000
P
SOLE
1
150,000
AZTAR CORP
COM
054802103
136
14,356
SOLE
1
14,356
AZTEC TECHNOLOGY PARTNERS INC
COM
05480L101
3,180
398,990
SOLE
1
398,990
BAAN CO NV
OPT
N08044100
116
20,000
C
SOLE
1
20,000
BAKER FENTRESS & CO
COM NEW
057213209
1,299
107,733
SOLE
1
107,733
BAKER HUGHES INC
COM
057224107
2,257
74,615
SOLE
1
74,615
BALL CORP
COM
058498106
908
26,263
SOLE
1
26,263
BANK NEW YORK INC
COM
064057102
19,068
458,787
SOLE
1
458,787
BANK NEW YORK INC
OPT
064057100
4,156
100,000
C
SOLE
1
100,000
BANK NEW YORK INC
OPT
064057100
2,078
50,000
P
SOLE
1
50,000
BANK OF AMERICA CORPORATION
COM
060505104
73,121
1,394,448
SOLE
1
1,394,448
BANK OF AMERICA CORPORATION
OPT
060505100
8,521
162,500
C
SOLE
1
162,500
BANK ONE CORP
COM
06423A103
39,495
1,144,795
SOLE
1
1,144,795
BANK PLUS CORP
COM
064446107
31
19,000
SOLE
1
19,000
BARBEQUES GALORE LTD
SPONSOR
ED ADR
067091108
605
59,786
SOLE
1
59,786
BARD C R INC
COM
067383109
2,396
61,943
SOLE
1
61,943
BARD C R INC
OPT
067383100
1,161
30,000
C
SOLE
1
30,000
BARRETT RES CORP
COM PAR
$0.01
068480201
1,145
38,400
SOLE
1
38,400
BARRICK GOLD CORP
COM
067901108
1,289
82,151
SOLE
1
82,151
BAUSCH & LOMB INC
COM
071707103
1,423
27,270
SOLE
1
27,270
BAXTER INTL INC
COM
071813109
296,972
4,737,375
SOLE
1
4,737,375
BB&T CORP
COM
054937107
6,134
218,603
SOLE
1
218,603
BEAR STEARNS COS INC
COM
073902108
3,930
86,142
SOLE
1
86,142
BECTON DICKINSON & CO
COM
075887109
2,334
88,704
SOLE
1
88,704
BED BATH & BEYOND INC
COM
075896100
1,456
36,977
SOLE
1
36,977
BELL ATLANTIC CORP
COM
077853109
56,034
916,717
SOLE
1
916,717
BELLSOUTH CORP
COM
079860102
47,166
1,006,208
SOLE
1
1,006,208
BELLSOUTH CORP
OPT
079860100
3,047
65,000
C
SOLE
1
65,000
BELLSOUTH CORP
OPT
079860100
4,922
105,000
P
SOLE
1
105,000
BELO A H CORP DEL
COM SER
A
080555105
963
53,900
SOLE
1
53,900
BEMIS INC
COM
081437105
400
10,858
SOLE
1
10,858
BEST BUY INC
COM
086516101
4,712
54,789
SOLE
1
54,789
BESTFOODS
COM
08658U101
13,787
294,515
SOLE
1
294,515
BETHLEHEM STL CORP
COM
087509105
164
27,353
SOLE
1
27,353
BEVERLY ENTERPRISES INC
COM NEW
087851309
321
87,000
SOLE
1
87,000
BINDLEY WESTN INDS INC
COM
090324104
406
29,900
SOLE
1
29,900
BIOGEN INC
COM
090597105
2,650
37,922
SOLE
1
37,922
BIOGEN INC
OPT
090597100
9,783
140,000
C
SOLE
1
140,000
BIOGEN INC
OPT
090597100
2,096
30,000
P
SOLE
1
30,000
BIOMET INC
COM
090613100
1,463
40,212
SOLE
1
40,212
BIOMET INC
OPT
090613100
1,455
40,000
C
SOLE
1
40,000
BIOMET INC
OPT
090613100
1,819
50,000
P
SOLE
1
50,000
BJ SVCS CO
COM
055482103
236
3,200
SOLE
1
3,200
BJS WHOLESALE CLUB INC
COM
05548J106
2,356
61,400
SOLE
1
61,400
BLACK & DECKER CORP
COM
091797100
2,794
74,381
SOLE
1
74,381
BLOCK H & R INC
COM
093671105
4,659
104,103
SOLE
1
104,103
BMC SOFTWARE INC
COM
055921100
2,514
50,912
SOLE
1
50,912
BOEING CO
COM
097023105
31,806
841,174
SOLE
1
841,174
BOEING CO
OPT
097023100
1,891
50,000
C
SOLE
1
50,000
BOEING CO
OPT
097023100
17,015
450,000
P
SOLE
1
450,000
BOISE CASCADE CORP
COM
097383103
1,256
36,155
SOLE
1
36,155
BOSTON SCIENTIFIC CORP
COM
101137107
1,842
86,418
SOLE
1
86,418
BOWATER INC
COM
102183100
1,836
34,400
SOLE
1
34,400
BP AMOCO P L C
SPONSOR
ED ADR
055622104
7,972
149,700
SOLE
1
149,700
BRIGGS & STRATTON CORP
COM
109043109
2,157
52,447
SOLE
1
52,447
BRINKER INTL INC
COM
109641100
644
21,700
SOLE
1
21,700
BRISTOL MYERS SQUIBB CO
COM
110122108
112,528
1,940,133
SOLE
1
1,940,133
BRISTOL MYERS SQUIBB CO
OPT
110122100
5,800
100,000
C
SOLE
1
100,000
BRISTOL MYERS SQUIBB CO
OPT
110122100
5,800
100,000
P
SOLE
1
100,000
BROADCOM CORP
OPT
111320100
3,643
15,000
P
SHARED
1
0
BROADWING INC
JR PFD
CV 7.25
111620209
23,817
75,000
SOLE
1
75,000
BROWN FORMAN CORP
CL B
115637209
780
14,326
SOLE
1
14,326
BROWN TOM INC
COM NEW
115660201
327
17,783
SOLE
1
17,783
BRUNSWICK CORP
COM
117043109
2,944
155,485
SOLE
1
155,485
BT FINL CORP
COM
055763106
156
10,000
SOLE
1
10,000
BUDGET GROUP INC
CL A
119003101
384
77,800
SOLE
1
77,800
BUFFETS INC
COM
119882108
161
17,800
SOLE
1
17,800
BURLINGTON NORTHN SANTA FE CP
COM
12189T104
4,583
201,459
SOLE
1
201,459
BURLINGTON RES INC
COM
122014103
3,161
85,439
SOLE
1
85,439
CABLETRON SYS INC
COM
126920107
1,126
38,329
SOLE
1
38,329
CADENCE DESIGN SYSTEM INC
COM
127387108
123,750
6,000,000
SHARED
1
6,000,000
CAMBRIDGE TECH PARTNERS MASS
COM
132524109
213
15,700
SOLE
1
15,700
CAMPBELL SOUP CO
COM
134429109
36,943
1,201,393
SOLE
1
1,201,393
CAMPBELL SOUP CO
OPT
134429100
2,060
67,000
C
SOLE
1
67,000
CAMPBELL SOUP CO
OPT
134429100
1,538
50,000
P
SOLE
1
50,000
CANADIAN PAC LTD NEW
COM
135923100
671
30,000
SOLE
1
30,000
CAPITAL ONE FINL CORP
COM
14040H105
1,969
41,065
SOLE
1
41,065
CARDINAL HEALTH INC
COM
14149Y108
5,674
123,691
SOLE
1
123,691
CARIBINER INTL INC
COM
141888107
135
77,400
SOLE
1
77,400
CARNIVAL CORP
COM
143658102
3,684
148,495
SOLE
1
148,495
CAROLINA PWR & LT CO
COM
144141108
1,079
33,250
SOLE
1
33,250
CATERPILLAR INC DEL
COM
149123101
10,929
277,123
SOLE
1
277,123
CATERPILLAR INC DEL
OPT
149123100
1,972
50,000
C
SOLE
1
50,000
CATERPILLAR INC DEL
OPT
149123100
4,930
125,000
P
SOLE
1
125,000
CBRL GROUP INC
COM
12489V106
142
14,200
SOLE
1
14,200
CBS CORP
COM
12490K107
8,994
158,843
SOLE
1
158,843
CBS CORP
OPT
12490K100
10,872
192,000
C
SOLE
1
192,000
CBS CORP
OPT
12490K100
2,831
50,000
P
SOLE
1
50,000
CDW COMPUTER CTRS INC
COM
125129106
211
2,500
SOLE
1
2,500
CELLNET DATA SYS INC
COM
15115M101
44
30,500
SOLE
1
30,500
CENDANT CORP
COM
151313103
2,970
160,547
SOLE
1
160,547
CENTENNIAL COMMUNCTNS CORP NEW
CL A
NEW
15133V208
340
14,000
SOLE
1
14,000
CENTEX CORP
COM
152312104
294
12,360
SOLE
1
12,360
CENTRAL & SOUTH WEST CORP
COM
152357109
2,195
128,195
SOLE
1
128,195
CENTRAL NEWSPAPERS INC
CL A
154647101
1,174
35,100
SOLE
1
35,100
CENTURYTEL INC
COM
156700106
4,142
111,563
SOLE
1
111,563
CERIDIAN CORP
COM
15677T106
644
33,572
SOLE
1
33,572
CHAMPION INTL CORP
COM
158525105
1,068
20,060
SOLE
1
20,060
CHASE MANHATTAN CORP NEW
COM
16161A108
61,161
701,491
SOLE
1
701,491
CHASE MANHATTAN CORP NEW
OPT
16161A100
2,616
30,000
C
SOLE
1
30,000
CHASE MANHATTAN CORP NEW
OPT
16161A100
14,386
165,000
P
SOLE
1
165,000
CHECKFREE HLDGS CORP
COM
162816102
331
4,700
SOLE
1
4,700
CHEESECAKE FACTORY INC
OPT
163072100
3,288
79,000
C
SOLE
1
79,000
CHEESECAKE FACTORY INC
OPT
163072100
208
5,000
P
SOLE
1
5,000
CHEVRON CORPORATION
COM
166751107
39,329
425,471
SOLE
1
425,471
CHEVRON CORPORATION
OPT
166751100
17,101
185,000
C
SOLE
1
185,000
CHICOS FAS INC
COM
168615102
924
54,500
SOLE
1
54,500
CHIQUITA BRANDS INTL INC
COM
170032106
147
31,000
SOLE
1
31,000
CHIRON CORP
COM
170040109
404
8,104
SOLE
1
8,104
CHRIS CRAFT INDS INC
COM
170520100
2,527
39,677
SOLE
1
39,677
CHS ELECTRONICS INC
COM NEW
12542A206
48
70,000
SOLE
1
70,000
CHUBB CORP
COM
171232101
5,853
86,638
SOLE
1
86,638
CHUBB CORP
OPT
171232100
676
10,000
C
SOLE
1
10,000
CHUBB CORP
OPT
171232100
676
10,000
P
SOLE
1
10,000
CIBER INC
COM
17163B102
238
11,600
SOLE
1
11,600
CIENA CORP
OPT
171779100
6,306
50,000
C
SOLE
1
50,000
CIENA CORP
OPT
171779100
6,306
50,000
P
SOLE
1
50,000
CIGNA CORP
COM
125509109
4,676
61,735
SOLE
1
61,735
CINCINNATI FINL CORP
COM
172062101
1,285
34,143
SOLE
1
34,143
CINERGY CORP
COM
172474108
2,818
131,068
SOLE
1
131,068
CIRCUIT CITY STORE INC
CIRCT
CITY
GRP
172737108
12,384
203,427
SOLE
1
203,427
CIRRUS LOGIC CORP
COM
172755100
349
19,100
SOLE
1
19,100
CISCO SYS INC
COM
17275R102
115,659
1,496,001
SOLE
1
1,496,001
CISCO SYS INC
OPT
17275R100
7,731
100,000
C
SOLE
1
100,000
CISCO SYS INC
OPT
17275R100
26,997
349,200
P
SOLE
1
349,200
CITIGROUP INC
COM
172967101
85,506
1,428,071
SHARED
1
780,087
CITIGROUP INC
OPT
172967100
4,790
80,000
C
SOLE
1
80,000
CITIGROUP INC
OPT
172967100
8,383
140,000
P
SOLE
1
140,000
CITRIX SYS INC
COM
177376100
2,737
41,316
SOLE
1
41,316
CITY NATL CORP
COM
178566105
714
21,200
SOLE
1
21,200
CK WITCO CORP
COM
12562C108
792
77,700
SOLE
1
77,700
CLAIRES STORES INC
COM
179584107
660
32,900
SOLE
1
32,900
CLEAR CHANNEL COMMUNICATIONS
COM
184502102
5,895
85,363
SOLE
1
85,363
CLOROX CO DEL
COM
189054109
8,497
257,486
SOLE
1
257,486
CLOROX CO DEL
OPT
189054100
1,650
50,000
C
SOLE
1
50,000
CLOSURE MED CORP
COM
189093107
294
11,200
SOLE
1
11,200
CMGI INC
OPT
125750100
5,666
50,000
C
SOLE
1
50,000
CMGI INC
OPT
125750100
5,666
50,000
P
SOLE
1
50,000
CMS ENERGY CORP
COM
125896100
491
27,089
SOLE
1
27,089
CNA FINL CORP
COM
126117100
246
7,600
SOLE
1
7,600
CNF TRANSN INC
COM
12612W104
583
21,000
SOLE
1
21,000
COASTAL CORP
COM
190441105
2,046
44,471
SOLE
1
44,471
COCA COLA CO
COM
191216100
92,755
1,976,155
SHARED
1
1,973,655
COCA COLA CO
OPT
191216100
6,571
140,000
C
SOLE
1
140,000
COCA COLA ENTERPRISES INC
COM
191219104
3,044
141,172
SOLE
1
141,172
COGNEX CORP
COM
192422103
260
4,500
SOLE
1
4,500
COHU INC
COM
192576106
388
9,300
SOLE
1
9,300
COLGATE PALMOLIVE CO
COM
194162103
8,970
159,112
SOLE
1
159,112
COLUMBIA ENERGY GROUP
COM
197648108
1,005
16,964
SOLE
1
16,964
COLUMBIA/HCA HEALTHCARE CORP
COM
197677107
5,122
202,353
SOLE
1
202,353
COLUMBIA/HCA HEALTHCARE CORP
OPT
197677100
253
10,000
P
SOLE
1
10,000
COMCAST CORP
CL A
SPL
200300200
10,852
250,201
SOLE
1
250,201
COMCAST CORP
OPT
200300200
2,169
50,000
C
SOLE
1
50,000
COMCAST CORP
OPT
200300200
2,169
50,000
P
SOLE
1
50,000
COMDISCO INC
COM
200336105
662
15,000
SOLE
1
15,000
COMERICA INC
COM
200340107
2,518
60,135
SOLE
1
60,135
COMMERCIAL FEDERAL CORPORATION
COM
201647104
356
21,400
SOLE
1
21,400
COMPAQ COMPUTER CORP
COM
204493100
142,680
5,284,431
SHARED
1
3,884,431
COMPAQ COMPUTER CORP
OPT
204493100
6,885
255,000
C
SOLE
1
255,000
COMPAQ COMPUTER CORP
OPT
204493100
2,970
110,000
P
SOLE
1
110,000
COMPUTER ASSOC INTL INC
COM
204912109
7,069
119,427
SOLE
1
119,427
COMPUTER SCIENCES CORP
COM
205363104
2,763
34,923
SOLE
1
34,923
COMPUTER TASK GROUP INC
COM
205477102
234
21,300
SOLE
1
21,300
COMPUWARE CORP
COM
205638109
1,583
75,146
SOLE
1
75,146
COMVERSE TECHNOLOGY INC
COM PAR
$0.10
205862402
3,360
17,780
SOLE
1
17,780
CONAGRA INC
COM
205887102
5,110
281,923
SOLE
1
281,923
CONEXANT SYSTEMS INC
COM
207142100
3,174
44,700
SOLE
1
44,700
CONOCO INC
CL B
208251405
3,343
130,458
SOLE
1
130,458
CONSECO INC
COM
208464107
1,189
103,966
SOLE
1
103,966
CONSECO INC
OPT
208464100
457
40,000
P
SOLE
1
40,000
CONSOLIDATED EDISON INC
COM
209115104
4,218
144,841
SOLE
1
144,841
CONSOLIDATED GRAPHICS INC
COM
209341106
139
10,800
SOLE
1
10,800
CONSOLIDATED STORES CORP
COM
210149100
262
23,054
SOLE
1
23,054
CONSTELLATION ENERGY CORP
COM
210371100
993
31,138
SOLE
1
31,138
COOPER COS INC
COM NEW
216648402
930
28,903
SOLE
1
28,903
COOPER INDS INC
COM
216669101
771
22,036
SOLE
1
22,036
COOPER TIRE & RUBR CO
COM
216831107
1,001
79,694
SOLE
1
79,694
COORS ADOLPH CO
CL B
217016104
369
7,681
SOLE
1
7,681
COPART INC
COM
217204106
238
13,600
SOLE
1
13,600
CORNING INC
COM
219350105
15,983
82,387
SOLE
1
82,387
COST PLUS INC CALIF
COM
221485105
220
6,500
SOLE
1
6,500
COSTCO WHSL CORP NEW
COM
22160K105
4,874
92,726
SOLE
1
92,726
COSTCO WHSL CORP NEW
OPT
22160K100
3,154
60,000
C
SOLE
1
60,000
COSTCO WHSL CORP NEW
OPT
22160K100
3,154
60,000
P
SOLE
1
60,000
COUNTRYWIDE CR INDS INC DEL
COM
222372104
642
23,574
SOLE
1
23,574
COX COMMUNICATIONS INC NEW
CL A
224044107
1,630
33,600
SOLE
1
33,600
CRANE CO
COM
224399105
322
13,680
SOLE
1
13,680
CREDENCE SYS CORP
COM
225302108
300
2,400
SOLE
1
2,400
CRISTALERIAS DE CHILE S A
SPONSOR
ED ADR
226714103
2,199
118,067
SOLE
1
118,067
CROWN CORK & SEAL INC
COM
228255105
431
26,959
SOLE
1
26,959
CSX CORP
COM
126408103
1,070
45,528
SOLE
1
45,528
CULLEN FROST BANKERS INC
COM
229899109
333
12,600
SOLE
1
12,600
CUMMINS ENGINE INC
COM
231021106
322
8,578
SOLE
1
8,578
CVS CORP
COM
126650100
3,067
81,660
SOLE
1
81,660
CYBEROPTICS CORP
COM
232517102
229
5,400
SOLE
1
5,400
CYMER INC
COM
232572107
355
7,100
SOLE
1
7,100
CYTOTHERAPEUTICS INC
COM
232923102
341
44,200
SOLE
1
44,200
DALLAS SEMICONDUCTOR CORP
COM
235204104
852
23,356
SOLE
1
23,356
DAMARK INTL INC
CL A
235691102
236
6,200
SOLE
1
6,200
DANA CORP
COM
235811106
965
34,219
SOLE
1
34,219
DANAHER CORP DEL
COM
235851102
1,821
35,700
SOLE
1
35,700
DARDEN RESTAURANTS INC
COM
237194105
2,291
128,615
SOLE
1
128,615
DATASCOPE CORP
COM
238113104
329
10,360
SOLE
1
10,360
DAVOX CORP
COM
239208101
214
8,000
SOLE
1
8,000
DEAN FOODS CO
COM
242361103
1,554
58,100
SOLE
1
58,100
DEERE & CO
COM
244199105
7,300
192,104
SOLE
1
192,104
DEERE & CO
OPT
244199100
4,560
120,000
C
SOLE
1
120,000
DEERE & CO
OPT
244199100
4,560
120,000
P
SOLE
1
120,000
DELL COMPUTER CORP
COM
247025109
414,156
7,678,519
SHARED
1
660,361
DELL COMPUTER CORP
OPT
247025100
17,799
330,000
C
SOLE
1
330,000
DELL COMPUTER CORP
OPT
247025100
15,102
280,000
P
SOLE
1
280,000
DELPHI AUTOMOTIVE SYS CORP
COM
247126105
1,884
117,723
SOLE
1
117,723
DELTA & PINE LD CO
COM
247357106
810
41,000
SOLE
1
41,000
DELTA AIR LINES INC DEL
COM
247361108
2,310
43,380
SOLE
1
43,380
DELUXE CORP
COM
248019101
406
15,310
SOLE
1
15,310
DIAL CORP NEW
COM
25247D101
2,406
175,000
SOLE
1
175,000
DIAMOND OFFSHORE DRILLING INC
OPT
25271C100
1,997
50,000
C
SOLE
1
50,000
DIAMOND OFFSHORE DRILLING INC
OPT
25271C100
1,597
40,000
P
SOLE
1
40,000
DILLARDS INC
CL A
254067101
381
23,207
SOLE
1
23,207
DISNEY WALT CO
COM
DISNEY
254687106
18,009
436,570
SOLE
1
436,570
DISNEY WALT CO
OPT
254687100
27,019
655,000
C
SOLE
1
655,000
DISNEY WALT CO
OPT
254687100
10,931
265,000
P
SOLE
1
265,000
DOLLAR GEN CORP
COM
256669102
3,613
134,432
SOLE
1
134,432
DOLLAR GEN CORP
OPT
256669100
538
20,000
C
SOLE
1
20,000
DOLLAR TREE STORES INC
OPT
256747100
2,945
56,500
C
SOLE
1
56,500
DOLLAR TREE STORES INC
OPT
256747100
1,564
30,000
P
SOLE
1
30,000
DOMINION RES INC VA NEW
COM
25746U109
2,248
58,494
SOLE
1
58,494
DONALDSON LUFKIN & JENRETTE NW
COM DLJ
257661108
569
11,000
SOLE
1
11,000
DONNELLEY R R & SONS CO
COM
257867101
916
43,729
SOLE
1
43,729
DOUBLECLICK INC
OPT
258609300
2,809
30,000
C
SOLE
1
30,000
DOUBLECLICK INC
OPT
258609300
2,809
30,000
P
SOLE
1
30,000
DOVER CORP
COM
260003108
2,033
42,469
SOLE
1
42,469
DOW CHEM CO
COM
260543103
8,528
74,811
SOLE
1
74,811
DOW JONES & CO INC
COM
260561105
1,338
18,630
SOLE
1
18,630
DRESS BARN INC
COM
261570105
368
19,100
SOLE
1
19,100
DSP GROUP INC
COM
23332B106
356
5,400
SOLE
1
5,400
DST SYS INC DEL
COM
233326107
3,915
60,300
SOLE
1
60,300
DTE ENERGY CO
COM
233331107
1,017
34,857
SOLE
1
34,857
DU PONT E I DE NEMOURS & CO
COM
263534109
37,593
710,138
SOLE
1
710,138
DUKE ENERGY CORP
COM
264399106
12,111
230,690
SOLE
1
230,690
DUKE WEEKS REALTY CORP
COM NEW
264411505
1,102
57,600
SOLE
1
57,600
DUN & BRADSTREET CORP DEL
COM
26483B106
959
33,498
SOLE
1
33,498
DURBAN ROODEPOORT DEEP LTD
SPONSOR
ED ADR
266597301
69
52,246
SOLE
1
52,246
E M C CORP MASS
COM
268648102
183,721
1,458,106
SHARED
1
290,106
E M C CORP MASS
OPT
268648100
9,450
75,000
C
SOLE
1
75,000
E M C CORP MASS
OPT
268648100
9,450
75,000
P
SOLE
1
75,000
E-TEK DYNAMICS INC
COM
269240107
419
1,783
SOLE
1
1,783
EASTERN ENTERPRISES
COM
27637F100
12,041
201,101
SOLE
1
201,101
EASTMAN CHEM CO
COM
277432100
3,166
69,572
SOLE
1
69,572
EASTMAN KODAK CO
COM
277461109
27,592
508,030
SOLE
1
508,030
EASTMAN KODAK CO
OPT
277461100
2,716
50,000
C
SOLE
1
50,000
EASTMAN KODAK CO
OPT
277461100
2,716
50,000
P
SOLE
1
50,000
EATON CORP
COM
278058102
1,485
19,042
SOLE
1
19,042
ECOLAB INC
COM
278865100
992
27,040
SOLE
1
27,040
EDISON INTL
COM
281020107
3,329
201,009
SOLE
1
201,009
EGL INC
COM
268484102
255
10,900
SOLE
1
10,900
EL PASO ENERGY CORP DEL
COM
283905107
11,010
272,703
SOLE
1
272,703
EL PASO ENERGY CORP DEL
OPT
283905100
283
7,000
C
SOLE
1
7,000
EL PASO ENERGY CORP DEL
OPT
283905100
202
5,000
P
SOLE
1
5,000
ELECTRO SCIENTIFIC INDS
COM
285229100
336
5,800
SOLE
1
5,800
ELECTROGLAS INC
COM
285324109
284
8,300
SOLE
1
8,300
ELECTRONIC DATA SYS NEW
COM
285661104
6,305
98,235
SOLE
1
98,235
ELECTRONICS FOR IMAGING INC
COM
286082102
234
3,900
SOLE
1
3,900
EMCOR GROUP INC
COM
29084Q100
237
11,300
SOLE
1
11,300
EMERSON ELEC CO
COM
291011104
17,487
329,164
SOLE
1
329,164
EMISPHERE TECHNOLOGIES INC
COM
291345106
204
3,941
SOLE
1
3,941
EMPRESA NACIONAL DE ELCTRCIDAD
SPONSOR
ED ADR
29244T101
384
35,305
SOLE
1
35,305
EMULEX CORP
COM NEW
292475209
4,911
45,000
SOLE
1
45,000
ENCORE WIRE CORP
COM
292562105
244
33,900
SOLE
1
33,900
ENERGY EAST CORP
COM
29266M109
751
37,900
SOLE
1
37,900
ENGELHARD CORP
COM
292845104
396
26,179
SOLE
1
26,179
ENRON CORP
COM
293561106
517,334
6,909,303
SOLE
1
6,909,303
ENSCO INTL INC
COM
26874Q100
986
27,300
SOLE
1
27,300
ENTERGY CORP NEW
COM
29364G103
1,038
51,425
SOLE
1
51,425
EQUIFAX INC
COM
294429105
746
29,530
SOLE
1
29,530
ETHAN ALLEN INTERIORS INC
OPT
297602100
625
25,000
C
SOLE
1
25,000
ETHAN ALLEN INTERIORS INC
OPT
297602100
625
25,000
P
SOLE
1
25,000
EXABYTE CORP
COM
300615101
416
56,000
SOLE
1
56,000
EXAR CORP
COM
300645108
250
3,500
SOLE
1
3,500
EXXON MOBIL CORP
COM
30231G102
87,623
1,124,285
SOLE
1
1,124,285
F M C CORP
COM NEW
302491303
363
6,423
SOLE
1
6,423
FAIRFIELD CMNTYS INC
COM PAR
$0.01
304231301
752
94,700
SOLE
1
94,700
FAMILY DLR STORES INC
COM
307000109
6,144
295,200
SOLE
1
295,200
FEDERAL HOME LN MTG CORP
COM
313400301
8,112
183,582
SOLE
1
183,582
FEDERAL HOME LN MTG CORP
OPT
313400300
8,837
200,000
C
SOLE
1
200,000
FEDERAL MOGUL CORP
COM
313549107
1,285
77,000
SOLE
1
77,000
FEDERAL NATL MTG ASSN
COM
313586109
13,404
236,979
SOLE
1
236,979
FEDERATED DEPT STORES INC DEL
COM
31410H101
4,394
104,011
SOLE
1
104,011
FEDERATED DEPT STORES INC DEL
OPT
31410H100
4,859
115,000
C
SOLE
1
115,000
FEDEX CORP
COM
31428X106
3,201
82,471
SOLE
1
82,471
FEI CO
COM
30241L109
401
13,375
SOLE
1
13,375
FIFTH THIRD BANCORP
COM
316773100
12,345
195,949
SOLE
1
195,949
FILA HLDG SPA
SPONSOR
ED ADR
316850106
324
43,600
SOLE
1
43,600
FINET COM INC
COM PAR
$0.01
317922300
23
17,600
SOLE
1
17,600
FINISH LINE INC
CL A
317923100
201
20,600
SOLE
1
20,600
FINOVA GROUP INC
COM
317928109
1,194
71,000
SOLE
1
71,000
FIRST DATA CORP
COM
319963104
5,906
133,084
SOLE
1
133,084
FIRST DATA CORP
OPT
319963100
444
10,000
C
SOLE
1
10,000
FIRST DATA CORP
OPT
319963100
444
10,000
P
SOLE
1
10,000
FIRST HEALTH GROUP CORP
COM
320960107
237
7,500
SOLE
1
7,500
FIRST HEALTH GROUP CORP
OPT
320960100
316
10,000
C
SOLE
1
10,000
FIRST HEALTH GROUP CORP
OPT
320960100
316
10,000
P
SOLE
1
10,000
FIRST UN CORP
COM
337358105
278,758
7,483,437
SOLE
1
7,483,437
FIRST UN CORP
OPT
337358100
4,284
115,000
C
SOLE
1
115,000
FIRST UN CORP
OPT
337358100
373
10,000
P
SOLE
1
10,000
FIRST VA BANKS INC
COM
337477103
1,217
32,400
SOLE
1
32,400
FIRSTAR CORP NEW WIS
COM
33763V109
14,040
612,108
SOLE
1
612,108
FIRSTENERGY CORP
COM
337932107
2,896
140,409
SOLE
1
140,409
FISERV INC
COM
337738108
227
6,100
SOLE
1
6,100
FLEETBOSTON FINL CORP
COM
339030108
20,368
558,018
SOLE
1
558,018
FLEETWOOD ENTERPRISES INC
COM
339099103
817
55,400
SOLE
1
55,400
FLEXTRONICS INTL LTD
ORD
Y2573F102
310
4,400
SOLE
1
4,400
FLORIDA PROGRESS CORP
COM
341109106
20,014
436,280
SOLE
1
436,280
FLOWSERVE CORP
COM
34354P105
297
23,100
SOLE
1
23,100
FLUOR CORP
COM
343861100
2,533
81,722
SOLE
1
81,722
FORD MTR CO DEL
COM
345370100
32,024
697,121
SOLE
1
697,121
FORD MTR CO DEL
OPT
345370100
6,891
150,000
C
SOLE
1
150,000
FORD MTR CO DEL
OPT
345370100
23,887
520,000
P
SOLE
1
520,000
FOREST OIL CORP
COM NEW
346091606
107
10,030
SOLE
1
10,030
FORT JAMES CORP
COM
347471104
1,849
84,052
SOLE
1
84,052
FORTUNE BRANDS INC
COM
349631101
4,653
186,136
SOLE
1
186,136
FOSTER WHEELER CORP
COM
350244109
1,243
184,100
SOLE
1
184,100
FOUNDATION HEALTH SYS INC
COM
350404109
157
19,600
SOLE
1
19,600
FPL GROUP INC
COM
302571104
1,722
37,394
SOLE
1
37,394
FRANKLIN RES INC
COM
354613101
3,547
106,093
SOLE
1
106,093
FREEPORT-MCMORAN COPPER & GOLD
CL B
35671D857
3,186
264,146
SOLE
1
264,146
FREMONT GEN CORP
COM
357288109
378
59,300
SOLE
1
59,300
FRITZ COS INC
COM
358846103
221
21,800
SOLE
1
21,800
FRONTIER INS GROUP INC NEW
COM
359081106
146
145,700
SOLE
1
145,700
FURNITURE BRANDS INTL INC
COM
360921100
1,411
75,000
SOLE
1
75,000
GADZOOKS INC
COM
362553109
1,917
88,400
SOLE
1
88,400
GANNETT INC
COM
364730101
4,089
58,108
SOLE
1
58,108
GANNETT INC
OPT
364730100
3,519
50,000
C
SOLE
1
50,000
GAP INC DEL
COM
364760108
10,935
219,516
SOLE
1
219,516
GAP INC DEL
OPT
364760100
2,491
50,000
P
SOLE
1
50,000
GATEWAY INC
COM
367626108
8,257
155,663
SOLE
1
155,663
GENERAL CABLE CORP DEL NEW
COM
369300108
435
55,700
SOLE
1
55,700
GENERAL DYNAMICS CORP
COM
369550108
5,938
119,348
SOLE
1
119,348
GENERAL ELEC CO
COM
369604103
336,297
2,160,943
SOLE
1
2,160,943
GENERAL ELEC CO
OPT
369604100
7,781
50,000
C
SOLE
1
50,000
GENERAL ELEC CO
OPT
369604100
11,672
75,000
P
SOLE
1
75,000
GENERAL MLS INC
COM
370334104
132,076
3,649,815
SOLE
1
3,649,815
GENERAL MTRS CORP
COM
370442105
55,290
667,655
SOLE
1
667,655
GENERAL MTRS CORP
OPT
370442100
1,656
20,000
P
SOLE
1
20,000
GENERAL MTRS CORP
CL H
NEW
370442832
4,258
34,200
SOLE
1
34,200
GENERAL MTRS CORP
OPT
370442830
19,298
155,000
P
SOLE
1
155,000
GENESEE & WYO INC
CL A
371559105
189
12,200
SOLE
1
12,200
GENRAD INC
COM
372447102
650
52,500
SOLE
1
52,500
GENUINE PARTS CO
COM
372460105
886
37,091
SOLE
1
37,091
GENZYME CORP
SUB NT
CV
144A05
372917AE4
2,319
1,620,000
SOLE
1
1,620,000
GEORGIA GULF CORP
COM PAR
$0.01
373200203
2,699
103,800
SOLE
1
103,800
GEORGIA PAC CORP
COM GA
PAC GRP
373298108
2,997
75,749
SOLE
1
75,749
GEORGIA PAC CORP
OPT
373298100
989
25,000
C
SOLE
1
25,000
GEORGIA PAC CORP
OPT
373298100
989
25,000
P
SOLE
1
25,000
GILEAD SCIENCES INC
COM
375558103
1,805
28,478
SOLE
1
28,478
GILLETTE CO
COM
375766102
8,440
223,945
SOLE
1
223,945
GLAXO WELLCOME PLC
SPONSOR
ED ADR
37733W105
2,688
46,900
SOLE
1
46,900
GLOBAL CROSSING LTD
COM
G3921A100
6,657
162,617
SOLE
1
162,617
GLOBAL INDS LTD
COM
379336100
4,951
338,500
SOLE
1
338,500
GLOBAL MARINE INC
OPT
379352400
2,538
100,000
C
SOLE
1
100,000
GLOBAL MARINE INC
OPT
379352400
2,538
100,000
P
SOLE
1
100,000
GOLDEN WEST FINL CORP DEL
COM
381317106
2,777
89,045
SOLE
1
89,045
GOODRICH B F CO
COM
382388106
658
22,943
SOLE
1
22,943
GOODYEAR TIRE & RUBR CO
COM
382550101
2,121
90,992
SOLE
1
90,992
GPU INC
COM
36225X100
2,263
82,660
SOLE
1
82,660
GRACE W R & CO DEL NEW
COM
38388F108
458
35,583
SOLE
1
35,583
GRAINGER W W INC
COM
384802104
1,057
19,492
SOLE
1
19,492
GRAND UN CO
COM
386532402
7,150
2,434,564
SOLE
1
2,434,564
GREAT ATLANTIC & PAC TEA INC
COM
390064103
4,001
205,199
SOLE
1
205,199
GREAT LAKES CHEM CORP
COM
390568103
419
12,321
SOLE
1
12,321
GREENPOINT FINL CORP
COM
395384100
652
33,200
SOLE
1
33,200
GTE CORP
COM
362320103
57,107
804,326
SOLE
1
804,326
GTECH HLDGS CORP
COM
400518106
401
21,600
SOLE
1
21,600
GUIDANT CORP
COM
401698105
6,001
101,931
SOLE
1
101,931
GUILFORD PHARMACEUTICALS INC
COM
401829106
14,022
603,100
SOLE
1
603,100
HALLIBURTON CO
COM
406216101
11,200
272,349
SOLE
1
272,349
HALLIBURTON CO
OPT
406216100
6,786
165,000
C
SOLE
1
165,000
HANSON PLC
SPON
ADR NEW
411352404
70,600
1,995,768
SHARED
1
0
HARCOURT GEN INC
COM
41163G101
2,918
78,324
SOLE
1
78,324
HARLAND JOHN H CO
COM
412693103
479
35,500
SOLE
1
35,500
HARLEY DAVIDSON INC
COM
412822108
2,500
31,500
SOLE
1
31,500
HARRAHS ENTMT INC
COM
413619107
1,593
85,825
SOLE
1
85,825
HARTFORD FINL SVCS GROUP INC
COM
416515104
2,434
46,149
SOLE
1
46,149
HASBRO INC
COM
418056107
611
36,645
SOLE
1
36,645
HEALTHEXTRAS INC
COM
422211102
1,983
440,773
SOLE
1
440,773
HEALTHSOUTH CORP
COM
421924101
458
80,518
SOLE
1
80,518
HEILIG MEYERS CO
COM
422893107
207
52,500
SOLE
1
52,500
HEINZ H J CO
COM
423074103
10,502
301,133
SOLE
1
301,133
HELMERICH & PAYNE INC
COM
423452101
978
31,546
SOLE
1
31,546
HERCULES INC
COM
427056106
2,856
177,086
SOLE
1
177,086
HERSHEY FOODS CORP
COM
427866108
4,802
98,503
SOLE
1
98,503
HERSHEY FOODS CORP
OPT
427866100
2,438
50,000
C
SOLE
1
50,000
HERSHEY FOODS CORP
OPT
427866100
1,219
25,000
P
SOLE
1
25,000
HERTZ CORP
CL A
428040109
3,290
96,600
SOLE
1
96,600
HEWLETT PACKARD CO
COM
428236103
28,756
216,411
SOLE
1
216,411
HEXCEL CORP NEW
COM
428291108
177
35,400
SOLE
1
35,400
HIBERNIA CORP
CL A
428656102
550
52,400
SOLE
1
52,400
HIGHWOODS PPTYS INC
COM
431284108
744
34,800
SOLE
1
34,800
HILFIGER TOMMY CORP
ORD
G8915Z102
2,085
143,800
SOLE
1
143,800
HILTON HOTELS CORP
COM
432848109
595
76,822
SOLE
1
76,822
HOLLYWOOD ENTMT CORP
COM
436141105
122
15,100
SOLE
1
15,100
HOME DEPOT INC
COM
437076102
32,707
507,089
SOLE
1
507,089
HOMEBASE INC
COM
43738E108
141
70,700
SOLE
1
70,700
HOMESTAKE MNG CO
COM
437614100
325
54,212
SOLE
1
54,212
HONEYWELL INTL INC
COM
438516106
75,274
1,428,702
SOLE
1
1,428,702
HORACE MANN EDUCATORS CORP NEW
COM
440327104
2,323
126,000
SOLE
1
126,000
HORACE MANN EDUCATORS CORP NEW
OPT
440327100
369
20,000
C
SOLE
1
20,000
HORMEL FOODS CORP
COM
440452100
4,527
275,400
SOLE
1
275,400
HOUSEHOLD INTL INC
COM
441815107
118,592
3,178,376
SOLE
1
3,178,376
HRPT PPTYS TR
COM SH
BEN INT
40426W101
1,139
131,100
SOLE
1
131,100
HSB GROUP INC
COM
40428N109
2,682
92,700
SOLE
1
92,700
HUMANA INC
COM
444859102
255
34,940
SOLE
1
34,940
HUNTINGTON BANCSHARES INC
COM
446150104
1,067
47,682
SOLE
1
47,682
ICN PHARMACEUTICALS INC NEW
COM
448924100
44,221
1,622,800
SOLE
1
1,622,800
ICOS CORP
OPT
449295100
542
15,000
C
SOLE
1
15,000
ICOS CORP
OPT
449295100
325
9,000
P
SOLE
1
9,000
IKON OFFICE SOLUTIONS INC
COM
451713101
895
144,667
SOLE
1
144,667
ILLINOIS TOOL WKS INC
COM
452308109
10,537
190,720
SOLE
1
190,720
IMATION CORP
COM
45245A107
4,067
152,400
SOLE
1
152,400
IMC GLOBAL INC
COM
449669100
298
20,300
SOLE
1
20,300
IMMUNEX CORP NEW
OPT
452528100
634
10,000
C
SOLE
1
10,000
IMMUNEX CORP NEW
OPT
452528100
634
10,000
P
SOLE
1
10,000
IMPERIAL CR INDS INC
COM
452729106
154
34,200
SOLE
1
34,200
IMS HEALTH INC
COM
449934108
1,086
64,145
SOLE
1
64,145
INACOM CORP
COM
45323G109
776
282,000
SOLE
1
282,000
INCARA PHARMACEUTICALS CORP
COM
45324E103
186
32,300
SOLE
1
32,300
INCO LTD
COM
453258402
3,009
163,739
SOLE
1
163,739
INCYTE PHARMACEUTICALS INC
COM
45337C102
236
2,700
SOLE
1
2,700
INCYTE PHARMACEUTICALS INC
SUB NT
CV
144A07
45337CAA0
24
30,000
SOLE
1
30,000
INFORMATION RES INC
COM
456905108
81
10,137
SOLE
1
10,137
INFORMIX CORP
COM
456779107
4,886
288,502
SOLE
1
288,502
INGERSOLL-RAND CO
COM
456866102
2,311
52,229
SOLE
1
52,229
INHALE THERAPEUTIC SYS INC
COM
457191104
6,340
85,100
SOLE
1
85,100
INHALE THERAPEUTIC SYS INC
OPT
457191100
6,333
85,000
P
SOLE
1
85,000
INTEL CORP
COM
458140100
92,033
697,551
SOLE
1
697,551
INTEL CORP
OPT
458140100
29,686
225,000
C
SOLE
1
225,000
INTEL CORP
OPT
458140100
17,152
130,000
P
SOLE
1
130,000
INTERFACE INC
CL A
458665106
226
53,200
SOLE
1
53,200
INTERNATIONAL BUSINESS MACHS
COM
459200101
57,250
485,171
SOLE
1
485,171
INTERNATIONAL BUSINESS MACHS
OPT
459200100
2,950
25,000
P
SOLE
1
25,000
INTERNATIONAL FLAVORS&FRAGRANC
COM
459506101
1,032
29,435
SOLE
1
29,435
INTERPUBLIC GROUP COS INC
COM
460690100
3,184
67,390
SOLE
1
67,390
INTERSTATE BAKERIES CORP DEL
COM
46072H108
214
15,000
SOLE
1
15,000
INTIMATE BRANDS INC
CL A
461156101
2,059
50,000
SOLE
1
50,000
INTL PAPER CO
COM
460146103
19,701
460,846
SOLE
1
460,846
INTL PAPER CO
OPT
460146100
1,283
30,000
C
SOLE
1
30,000
INTL PAPER CO
OPT
460146100
4,275
100,000
P
SOLE
1
100,000
INTUIT
COM
461202103
222
4,080
SOLE
1
4,080
INVESTORS FINL SERVICES CORP
COM
461915100
253
4,300
SOLE
1
4,300
ITT INDS INC IND
COM
450911102
569
18,309
SOLE
1
18,309
JDA SOFTWARE GROUP INC
COM
46612K108
209
14,300
SOLE
1
14,300
JDS UNIPHASE CORP
COM
46612J101
4,211
34,931
SOLE
1
34,931
JDS UNIPHASE CORP
OPT
46612J100
14,467
120,000
C
SOLE
1
120,000
JEFFERSON PILOT CORP
COM
475070108
1,455
21,864
SOLE
1
21,864
JEFFERSON SVGS BANCORP INC
COM
474900107
129
11,500
SOLE
1
11,500
JLG INDS INC
COM
466210101
183
19,900
SOLE
1
19,900
JOHNSON & JOHNSON
COM
478160104
26,328
374,770
SOLE
1
374,770
JOHNSON CTLS INC
COM
478366107
1,907
35,280
SOLE
1
35,280
JONES PHARMA INC
COM
480236108
301
9,900
SOLE
1
9,900
JPS INDUSTRIES INC
COM
46624E405
3,595
1,027,214
SOLE
1
1,027,214
JUNIPER NETWORKS INC
SB NT
CV
4.75%07
48203RAA2
59
60,000
SOLE
1
60,000
JUSTIN INDS INC
COM
482171105
229
12,740
SOLE
1
12,740
K MART CORP
COM
482584109
983
101,454
SOLE
1
101,454
KANSAS CITY SOUTHN INDS INC
COM
485170104
1,978
23,018
SOLE
1
23,018
KAUFMAN & BROAD HOME CORP
COM
486168107
1,904
88,838
SOLE
1
88,838
KEEBLER FOODS CO
COM
487256109
861
30,000
SOLE
1
30,000
KELLOGG CO
COM
487836108
6,905
268,136
SOLE
1
268,136
KENNAMETAL INC
COM
489170100
355
11,822
SOLE
1
11,822
KENT ELECTRS CORP
COM
490553104
1,273
43,612
SOLE
1
43,612
KERR MCGEE CORP
COM
492386107
1,655
28,663
SOLE
1
28,663
KEYCORP NEW
COM
493267108
1,933
101,742
SOLE
1
101,742
KEYSPAN CORP
COM
49337W100
1,892
68,500
SOLE
1
68,500
KIMBERLY CLARK CORP
COM
494368103
22,219
396,333
SOLE
1
396,333
KIMBERLY CLARK CORP
OPT
494368100
1,402
25,000
C
SOLE
1
25,000
KLA-TENCOR CORP
COM
482480100
11,928
141,576
SOLE
1
141,576
KNIGHT RIDDER INC
COM
499040103
3,710
72,397
SOLE
1
72,397
KNIGHT RIDDER INC
OPT
499040100
2,563
50,000
C
SOLE
1
50,000
KOHLS CORP
COM
500255104
11,607
113,235
SOLE
1
113,235
KOHLS CORP
OPT
500255100
8,713
85,000
P
SOLE
1
85,000
KROGER CO
COM
501044101
3,455
196,756
SOLE
1
196,756
LAIDLAW INC
COM
50730K503
251
174,800
SOLE
1
174,800
LAM RESEARCH CORP
COM
512807108
446
9,900
SOLE
1
9,900
LAM RESEARCH CORP
OPT
512807100
13,519
300,000
C
SOLE
1
300,000
LAM RESEARCH CORP
OPT
512807100
20,278
450,000
P
SOLE
1
450,000
LAMAR ADVERTISING CO
CL A
512815101
268
5,900
SOLE
1
5,900
LANDSTAR SYS INC
COM
515098101
246
4,500
SOLE
1
4,500
LAUDER ESTEE COS INC
CL A
518439104
2,438
48,700
SOLE
1
48,700
LEAR CORP
COM
521865105
2,022
71,900
SOLE
1
71,900
LEGATO SYS INC
COM
524651106
335
7,500
SOLE
1
7,500
LEGG MASON INC
COM
524901105
1,103
25,500
SOLE
1
25,500
LEGGETT & PLATT INC
COM
524660107
879
40,898
SOLE
1
40,898
LEHMAN BROS HLDGS INC
COM
524908100
2,892
29,817
SOLE
1
29,817
LEHMAN BROS HLDGS INC
OPT
524908100
7,275
75,000
C
SOLE
1
75,000
LEHMAN BROS HLDGS INC
OPT
524908100
2,425
25,000
P
SOLE
1
25,000
LEXMARK INTL GROUP INC
CL A
529771107
6,141
58,071
SOLE
1
58,071
LILLY ELI & CO
COM
532457108
49,871
796,351
SOLE
1
796,351
LILLY ELI & CO
OPT
532457100
14,091
225,000
C
SOLE
1
225,000
LILLY ELI & CO
OPT
532457100
16,596
265,000
P
SOLE
1
265,000
LIMITED INC
COM
532716107
7,279
172,804
SOLE
1
172,804
LIMITED INC
OPT
532716100
12,638
300,000
C
SOLE
1
300,000
LIMITED INC
OPT
532716100
8,425
200,000
P
SOLE
1
200,000
LINCARE HLDGS INC
COM
532791100
735
25,917
SOLE
1
25,917
LINCOLN NATL CORP IND
COM
534187109
6,811
203,311
SOLE
1
203,311
LINEAR TECHNOLOGY CORP
COM
535678106
330
6,000
SOLE
1
6,000
LITTELFUSE INC
COM
537008104
231
6,300
SOLE
1
6,300
LITTON INDS INC
COM
538021106
826
18,700
SOLE
1
18,700
LIZ CLAIBORNE INC
COM
539320101
2,696
58,852
SOLE
1
58,852
LIZ CLAIBORNE INC
OPT
539320100
916
20,000
P
SOLE
1
20,000
LOCKHEED MARTIN CORP
COM
539830109
4,331
211,917
SOLE
1
211,917
LOEWS CORP
COM
540424108
4,488
89,750
SOLE
1
89,750
LORAL SPACE & COMMUNICATIONS
COM
G56462107
4,116
406,500
SOLE
1
406,500
LOUISIANA PAC CORP
COM
546347105
308
22,210
SOLE
1
22,210
LOWES COS INC
COM
548661107
14,763
252,898
SOLE
1
252,898
LOWES COS INC
OPT
548661100
292
5,000
C
SOLE
1
5,000
LOWES COS INC
OPT
548661100
292
5,000
P
SOLE
1
5,000
LSI LOGIC CORP
COM
502161102
14,030
193,186
SOLE
1
193,186
LSI LOGIC CORP
OPT
502161100
5,447
75,000
P
SOLE
1
75,000
LTV CORP NEW
COM
501921100
524
147,100
SOLE
1
147,100
LUBRIZOL CORP
COM
549271104
2,858
99,200
SOLE
1
99,200
LUCENT TECHNOLOGIES INC
COM
549463107
189,667
3,096,605
SHARED
1
721,005
LUCENT TECHNOLOGIES INC
OPT
549463100
4,594
75,000
C
SOLE
1
75,000
LUCENT TECHNOLOGIES INC
OPT
549463100
10,719
175,000
P
SOLE
1
175,000
LYCOS INC
OPT
550818100
3,513
50,000
C
SOLE
1
50,000
LYCOS INC
OPT
550818100
3,513
50,000
P
SOLE
1
50,000
MACK CALI RLTY CORP
COM
554489104
635
24,900
SOLE
1
24,900
MAGNETEK INC
COM
559424106
151
16,800
SOLE
1
16,800
MAIL-WELL INC
COM
560321200
1,114
128,200
SOLE
1
128,200
MALLINCKRODT INC NEW
COM
561232109
2,272
79,021
SOLE
1
79,021
MANDALAY RESORT GROUP
MANDALA
Y
562567107
1,040
61,600
SOLE
1
61,600
MANOR CARE INC NEW
COM
564055101
504
37,321
SOLE
1
37,321
MANPOWER INC
COM
56418H100
2,548
71,772
SHARED
1
71,700
MARRIOTT INTL INC NEW
CL A
571903202
1,632
51,821
SOLE
1
51,821
MARSH & MCLENNAN COS INC
COM
571748102
17,631
159,829
SOLE
1
159,829
MASCO CORP
COM
574599106
5,395
263,185
SOLE
1
263,185
MATTEL INC
COM
577081102
921
87,685
SOLE
1
87,685
MAXIM INTEGRATED PRODS INC
COM
57772K101
8,378
117,900
SOLE
1
117,900
MAY DEPT STORES CO
COM
577778103
9,981
350,206
SOLE
1
350,206
MAYTAG CORP
COM
578592107
9,796
295,741
SOLE
1
295,741
MBIA INC
COM
55262C100
1,351
25,949
SOLE
1
25,949
MBNA CORP
COM
55262L100
4,261
167,097
SOLE
1
167,097
MCDERMOTT INTL INC
COM
580037109
114
12,406
SOLE
1
12,406
MCDONALDS CORP
COM
580135101
10,561
282,569
SOLE
1
282,569
MCDONALDS CORP
OPT
580135100
3,738
100,000
C
SOLE
1
100,000
MCDONALDS CORP
OPT
580135100
3,738
100,000
P
SOLE
1
100,000
MCGRAW HILL COS INC
COM
580645109
4,939
108,552
SOLE
1
108,552
MCI WORLDCOM INC
COM
55268B106
28,889
637,551
SOLE
1
637,551
MCKESSON HBOC INC
COM
58155Q103
1,858
88,486
SOLE
1
88,486
MEAD CORP
COM
582834107
1,106
31,652
SOLE
1
31,652
MEDIAONE GROUP INC
COM
58440J104
79,165
977,343
SHARED
1
127,523
MEDTRONIC INC
COM
585055106
12,801
248,870
SOLE
1
248,870
MEDTRONIC INC
OPT
585055100
3,858
75,000
C
SOLE
1
75,000
MEDTRONIC INC
OPT
585055100
3,858
75,000
P
SOLE
1
75,000
MELLON FINL CORP
COM
58551A108
10,215
343,361
SOLE
1
343,361
MENS WEARHOUSE INC
COM
587118100
459
15,500
SOLE
1
15,500
MENTOR GRAPHICS CORP
COM
587200106
514
34,000
SOLE
1
34,000
MERCK & CO INC
COM
589331107
32,512
523,327
SOLE
1
523,327
MERCK & CO INC
OPT
589331100
1,864
30,000
C
SOLE
1
30,000
MERCK & CO INC
OPT
589331100
2,485
40,000
P
SOLE
1
40,000
MEREDITH CORP
COM
589433101
297
10,734
SOLE
1
10,734
MERRILL LYNCH & CO INC
COM
590188108
23,468
223,507
SOLE
1
223,507
MERRILL LYNCH & CO INC
OPT
590188100
2,625
25,000
C
SOLE
1
25,000
MERRILL LYNCH & CO INC
OPT
590188100
15,750
150,000
P
SOLE
1
150,000
METALINK LTD
ORD
M69897102
522
13,591
SOLE
1
13,591
MGIC INVT CORP WIS
COM
552848103
4,670
107,054
SOLE
1
107,054
MGM GRAND INC
COM
552953101
713
29,700
SOLE
1
29,700
MICHAEL FOOD INC NEW
COM
594079105
214
10,200
SOLE
1
10,200
MICROAGE INC
COM
594928103
54
23,100
SOLE
1
23,100
MICRON ELECTRONICS INC
COM
595100108
220
15,744
SOLE
1
15,744
MICRON TECHNOLOGY INC
COM
595112103
7,082
56,208
SOLE
1
56,208
MICRON TECHNOLOGY INC
OPT
595112100
28,350
225,000
C
SOLE
1
225,000
MICRON TECHNOLOGY INC
OPT
595112100
3,150
25,000
P
SOLE
1
25,000
MICROSOFT CORP
COM
594918104
553,949
5,213,642
SHARED
1
1,478,394
MICROSOFT CORP
OPT
594918100
80,219
755,000
P
SOLE
1
755,000
MILLIPORE CORP
COM
601073109
535
9,479
SOLE
1
9,479
MINNESOTA MNG & MFG CO
COM
604059105
23,542
265,825
SOLE
1
265,825
MIRAGE RESORTS INC
COM
60462E104
781
40,292
SOLE
1
40,292
MODIS PROFESSIONAL SVCS INC
COM
607830106
398
32,180
SOLE
1
32,180
MOLEX INC
COM
608554101
2,400
40,848
SOLE
1
40,848
MONSANTO CO
COM
611662107
7,470
145,045
SOLE
1
145,045
MORGAN J P & CO INC
COM
616880100
14,852
112,729
SOLE
1
112,729
MORGAN STANLEY DEAN WITTER&CO
COM NEW
617446448
21,181
255,576
SOLE
1
255,576
MORGAN STANLEY DEAN WITTER&CO
OPT
617446440
13,674
165,000
C
SOLE
1
165,000
MORGAN STANLEY DEAN WITTER&CO
OPT
617446440
6,216
75,000
P
SOLE
1
75,000
MORRISON KNUDSEN CORP NEW
COM
61844A109
1,854
251,369
SOLE
1
251,369
MOTOROLA INC
COM
620076109
25,707
176,077
SOLE
1
176,077
MOTOROLA INC
OPT
620076100
27,594
189,000
C
SOLE
1
189,000
MOTOROLA INC
OPT
620076100
22,630
155,000
P
SOLE
1
155,000
MUELLER INDS INC
COM
624756102
1,953
64,300
SOLE
1
64,300
MYLAN LABS INC
COM
628530107
514
18,700
SOLE
1
18,700
MYLAN LABS INC
OPT
628530100
825
30,000
C
SOLE
1
30,000
MYLAN LABS INC
OPT
628530100
825
30,000
P
SOLE
1
30,000
NABISCO GROUP HLDG CORP
COM
62952P102
820
68,003
SOLE
1
68,003
NABISCO HLDGS CORP
CL A
629526104
6,579
204,000
SOLE
1
204,000
NABORS INDS INC
COM
629568106
20,206
520,600
SOLE
1
520,600
NATIONAL CITY CORP
COM
635405103
7,769
376,699
SOLE
1
376,699
NATIONAL COMM BANCORP
COM
635449101
696
37,600
SOLE
1
37,600
NATIONAL COMPUTER SYS INC
COM
635519101
228
4,500
SOLE
1
4,500
NATIONAL DATA CORP
COM
635621105
1,911
73,500
SOLE
1
73,500
NATIONAL FUEL GAS CO N J
COM
636180101
1,444
32,400
SOLE
1
32,400
NATIONAL SEMICONDUCTOR CORP
COM
637640103
7,353
121,036
SOLE
1
121,036
NATIONAL SVC INDS INC
COM
637657107
907
43,052
SOLE
1
43,052
NAVIGANT INTL INC
COM
63935R108
1,895
199,492
SOLE
1
199,492
NAVISTAR INTL CORP NEW
COM
63934E108
1,201
29,942
SOLE
1
29,942
NBTY INC
COM
628782104
315
23,000
SOLE
1
23,000
NCR CORP NEW
COM
62886E108
831
20,700
SOLE
1
20,700
NEOMAGIC CORP
COM
640497103
52
10,500
SOLE
1
10,500
NETWORK APPLIANCE INC
COM
64120L104
12,546
151,610
SOLE
1
151,610
NETWORK COMPUTING DEVICES INC
COM
64120N100
106
20,200
SOLE
1
20,200
NETWORKS ASSOCS INC
SB DB
CV ZERO
18
640938AB2
200
525,000
SOLE
1
525,000
NEW CENTURY ENERGIES INC
COM
64352U103
1,819
60,494
SOLE
1
60,494
NEW PLAN EXCEL RLTY TR INC
COM
648053106
2,789
202,800
SOLE
1
202,800
NEW YORK TIMES CO
CL A
650111107
3,021
70,368
SOLE
1
70,368
NEWELL RUBBERMAID INC
COM
651229106
1,458
58,780
SOLE
1
58,780
NEWMONT MINING CORP
COM
651639106
807
35,966
SOLE
1
35,966
NEXT LEVEL COMM INC
COM
65333U104
1,231
11,320
SOLE
1
11,320
NEXTEL COMMUNICATIONS INC
CL A
65332V103
11,618
78,366
SOLE
1
78,366
NEXTEL COMMUNICATIONS INC
OPT
65332V100
5,930
40,000
C
SOLE
1
40,000
NEXTEL COMMUNICATIONS INC
OPT
65332V100
9,785
66,000
P
SOLE
1
66,000
NIAGARA MOHAWK HLDGS INC
COM
653520106
526
38,993
SOLE
1
38,993
NICOR INC
COM
654086107
324
9,822
SOLE
1
9,822
NIKE INC
CL B
654106103
5,138
129,678
SOLE
1
129,678
NN BALL & ROLLER INC
COM
629305103
185
17,000
SOLE
1
17,000
NOBLE AFFILIATES INC
COM
654894104
1,089
33,200
SOLE
1
33,200
NOBLE DRILLING CORP
COM
655042109
658
15,900
SOLE
1
15,900
NORDSON CORP
COM
655663102
235
5,100
SOLE
1
5,100
NORDSTROM INC
COM
655664100
827
28,031
SOLE
1
28,031
NORFOLK SOUTHERN CORP
COM
655844108
3,274
229,743
SOLE
1
229,743
NORTEL NETWORKS CORP
COM
656569100
39,766
315,291
SOLE
1
315,291
NORTH FACE INC
COM
659317101
158
42,000
SOLE
1
42,000
NORTH FORK BANCORPORATION NY
COM
659424105
2,354
131,700
SOLE
1
131,700
NORTHEAST UTILS
COM
664397106
215
10,000
SOLE
1
10,000
NORTHERN TR CORP
COM
665859104
3,131
46,350
SOLE
1
46,350
NORTHN STS PWR CO MINN
COM
665772109
1,761
88,590
SOLE
1
88,590
NORTHROP GRUMMAN CORP
COM
666807102
769
14,529
SOLE
1
14,529
NOVELL INC
COM
670006105
3,314
115,771
SOLE
1
115,771
NOVELLUS SYS INC
COM
670008101
1,002
17,850
SOLE
1
17,850
NUCO2 INC
COM
629428103
140
10,500
SOLE
1
10,500
NUCOR CORP
COM
670346105
908
18,163
SOLE
1
18,163
NUEVO ENERGY CO
COM
670509108
555
25,800
SOLE
1
25,800
OAKWOOD HOMES CORP
COM
674098108
107
28,000
SOLE
1
28,000
OBJECTIVE SYS INTEGRATORS INC
COM
674424106
290
19,100
SOLE
1
19,100
OCCIDENTAL PETE CORP DEL
COM
674599105
24,399
1,175,832
SOLE
1
1,175,832
OCEANEERING INTL INC
COM
675232102
1,776
94,700
SOLE
1
94,700
OFFICE DEPOT INC
COM
676220106
5,385
465,792
SOLE
1
465,792
OGE ENERGY CORP
COM
670837103
322
16,800
SOLE
1
16,800
OLD KENT FINL CORP
COM
679833103
815
25,476
SOLE
1
25,476
OLIN CORP
COM PAR
$1
680665205
348
19,600
SOLE
1
19,600
OMNICOM GROUP INC
COM
681919106
4,354
46,508
SOLE
1
46,508
ORACLE CORP
COM
68389X105
46,184
591,635
SOLE
1
591,635
ORACLE CORP
OPT
68389X100
19,516
250,000
C
SOLE
1
250,000
ORACLE CORP
OPT
68389X100
10,148
130,000
P
SOLE
1
130,000
OREGON STL MLS INC
COM
686079104
76
19,700
SOLE
1
19,700
OUTBACK STEAKHOUSE INC
COM
689899102
802
25,000
SOLE
1
25,000
OWENS CORNING
COM
69073F103
220
11,377
SOLE
1
11,377
OWENS ILL INC
COM NEW
690768403
528
31,262
SOLE
1
31,262
P F CHANGS CHINA BISTRO INC
COM
69333Y108
202
6,100
SOLE
1
6,100
P-COM INC
COM
693262107
622
33,600
SOLE
1
33,600
PACCAR INC
COM
693718108
2,090
41,803
SOLE
1
41,803
PACIFIC SUNWEAR CALIF INC
COM
694873100
882
22,900
SOLE
1
22,900
PACTIV CORP
COM
695257105
310
35,691
SOLE
1
35,691
PAINE WEBBER GROUP INC
COM
695629105
1,310
29,767
SOLE
1
29,767
PALL CORP
COM
696429307
4,572
203,760
SOLE
1
203,760
PALM INC
COM
696642107
4,488
100,000
SOLE
1
100,000
PALM INC
OPT
696642100
8,975
200,000
P
SOLE
1
200,000
PANAMSAT CORP NEW
OPT
697933100
3,925
80,000
C
SOLE
1
80,000
PANAMSAT CORP NEW
OPT
697933100
2,453
50,000
P
SOLE
1
50,000
PARAMETRIC TECHNOLOGY CORP
COM
699173100
1,207
57,313
SOLE
1
57,313
PARKER DRILLING CO
COM
701081101
5,814
1,162,800
SOLE
1
1,162,800
PARKER HANNIFIN CORP
COM
701094104
4,103
99,306
SOLE
1
99,306
PARLEX CORP
COM
701630105
247
8,100
SOLE
1
8,100
PATTERSON DENTAL CO
COM
703412106
344
9,000
SOLE
1
9,000
PAYCHEX INC
COM
704326107
2,915
55,662
SOLE
1
55,662
PAYLESS SHOESOURCE INC
COM
704379106
2,238
43,100
SOLE
1
43,100
PE CORP
COM PE
BIO GRP
69332S102
6,212
64,374
SOLE
1
64,374
PECO ENERGY CO
COM
693304107
83,242
2,257,403
SOLE
1
2,257,403
PENNEY J C INC
COM
708160106
6,451
433,658
SOLE
1
433,658
PENNZOIL-QUAKER STATE COMPANY
COM
709323109
652
62,500
SOLE
1
62,500
PEOPLES ENERGY CORP
COM
711030106
2,442
89,003
SOLE
1
89,003
PEOPLESOFT INC
COM
712713106
1,341
67,073
SOLE
1
67,073
PEP BOYS MANNY MOE & JACK
COM
713278109
65
11,028
SOLE
1
11,028
PEPSICO INC
COM
713448108
75,746
2,171,933
SOLE
1
2,171,933
PEPSICO INC
OPT
713448100
10,114
290,000
C
SOLE
1
290,000
PEPSICO INC
OPT
713448100
10,114
290,000
P
SOLE
1
290,000
PERKINELMER INC
COM
714046109
774
11,641
SOLE
1
11,641
PERRIGO CO
COM
714290103
327
43,100
SOLE
1
43,100
PERSONNEL GROUP AMER INC
COM
715338109
330
53,800
SOLE
1
53,800
PETCO ANIMAL SUPPLIES
COM
716016100
296
24,900
SOLE
1
24,900
PETSMART INC
COM
716768106
206
68,800
SOLE
1
68,800
PFIZER INC
COM
717081103
130,140
3,559,432
SOLE
1
3,559,432
PG&E CORP
COM
69331C108
5,987
285,099
SOLE
1
285,099
PHARMACIA & UPJOHN INC
COM
716941109
8,341
140,185
SOLE
1
140,185
PHARMACIA & UPJOHN INC
OPT
716941100
6,545
110,000
C
SOLE
1
110,000
PHELPS DODGE CORP
COM
717265102
2,189
46,215
SOLE
1
46,215
PHILIP MORRIS COS INC
COM
718154107
187,603
8,880,636
SOLE
1
8,880,636
PHILLIPS PETE CO
COM
718507106
4,144
89,603
SOLE
1
89,603
PIER 1 IMPORTS INC
COM
720279108
413
40,300
SOLE
1
40,300
PIERCING PAGODA INC
COM
720773100
167
12,500
SOLE
1
12,500
PINNACLE SYS INC
COM
723481107
346
10,400
SOLE
1
10,400
PINNACLE WEST CAP CORP
COM
723484101
1,769
62,752
SOLE
1
62,752
PIONEER NAT RES CO
COM
723787107
463
44,049
SOLE
1
44,049
PITNEY BOWES INC
COM
724479100
5,452
122,013
SOLE
1
122,013
PITNEY BOWES INC
OPT
724479100
1,877
42,000
C
SOLE
1
42,000
PITTSTON CO
COM
BRINKS
GRP
725701106
910
53,500
SOLE
1
53,500
PLACER DOME INC
COM
725906101
1,250
153,886
SOLE
1
153,886
PMC-SIERRA INC
COM
69344F106
4,277
21,000
SOLE
1
21,000
PMC-SIERRA INC
OPT
69344F100
2,037
10,000
C
SOLE
1
10,000
PMC-SIERRA INC
OPT
69344F100
2,037
10,000
P
SOLE
1
10,000
PMI GROUP INC
COM
69344M101
2,291
48,300
SOLE
1
48,300
PNC BK CORP
COM
693475105
8,989
199,489
SOLE
1
199,489
POLAROID CORP
COM
731095105
222
9,330
SOLE
1
9,330
POLICY MGMT SYS CORP
COM
731108106
337
28,100
SOLE
1
28,100
POPULAR INC
COM
733174106
461
20,800
SOLE
1
20,800
POTLATCH CORP
COM
737628107
259
6,013
SOLE
1
6,013
POTOMAC ELEC PWR CO
COM
737679100
412
18,200
SOLE
1
18,200
POWERWAVE TECHNOLOGIES INC
COM
739363109
213
1,700
SOLE
1
1,700
PPG INDS INC
COM
693506107
4,289
81,997
SOLE
1
81,997
PPL CORP
COM
69351T106
665
31,755
SOLE
1
31,755
PRAXAIR INC
COM
74005P104
3,684
88,505
SOLE
1
88,505
PRECISION CASTPARTS CORP
COM
740189105
548
15,000
SOLE
1
15,000
PRI AUTOMATION INC
COM
69357H106
361
5,900
SOLE
1
5,900
PRICE T ROWE & ASSOCIATES
COM
741477103
1,460
36,961
SOLE
1
36,961
PRIME MED SVCS INC NEW
COM
74156D108
226
25,500
SOLE
1
25,500
PRIORITY HEALTHCARE CORP
CL B
74264T102
390
7,757
SOLE
1
7,757
PROCTER & GAMBLE CO
COM
742718109
19,442
344,104
SOLE
1
344,104
PROCTER & GAMBLE CO
OPT
742718100
3,249
57,500
C
SOLE
1
57,500
PROGRESS SOFTWARE CORP
COM
743312100
319
13,600
SOLE
1
13,600
PROGRESSIVE CORP OHIO
COM
743315103
4,353
57,234
SOLE
1
57,234
PROGRESSIVE CORP OHIO
OPT
743315100
1,597
21,000
C
SOLE
1
21,000
PROVIDIAN FINL CORP
COM
74406A102
2,567
29,630
SOLE
1
29,630
PSS WORLD MED INC
COM
69366A100
83
12,300
SOLE
1
12,300
PTEK HLDGS INC
COM
69366M104
248
37,400
SOLE
1
37,400
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
162,364
5,480,650
SOLE
1
5,480,650
QLOGIC CORP
COM
747277101
5,420
40,000
SOLE
1
40,000
QUAKER OATS CO
COM
747402105
7,911
130,488
SOLE
1
130,488
QUALCOMM INC
COM
747525103
27,996
187,499
SOLE
1
187,499
QUINTILES TRANSNATIONAL CORP
COM
748767100
408
23,912
SOLE
1
23,912
QWEST COMMUNICATIONS INTL INC
COM
749121109
7,200
150,000
SOLE
1
150,000
RADISYS CORP
COM
750459109
253
4,200
SOLE
1
4,200
RALSTON PURINA CO
COM
RAL-PUR
GP
751277302
4,190
152,363
SOLE
1
152,363
RARE HOSPITALITY INTL INC
COM
753820109
257
13,200
SOLE
1
13,200
RAYTHEON CO
CL B
755111408
3,737
210,543
SOLE
1
210,543
READ-RITE CORP
COM
755246105
134
28,600
SOLE
1
28,600
READERS DIGEST ASSN INC
CL A
NON VTG
755267101
1,220
34,500
SOLE
1
34,500
RECKSON ASSOCS RLTY CORP
COM
75621K106
304
16,200
SOLE
1
16,200
RED HAT INC
COM
756577102
1,814
42,800
SOLE
1
42,800
REEBOK INTL LTD
COM
758110100
109
11,776
SOLE
1
11,776
REGIONS FINL CORP
COM
758940100
1,254
54,966
SOLE
1
54,966
REGIS CORP MINN
COM
758932107
200
13,500
SOLE
1
13,500
RELIANCE GROUP HOLDINGS INC
COM
759464100
1,107
316,200
SOLE
1
316,200
RELIANT ENERGY INC
COM
75952J108
4,199
178,212
SOLE
1
178,212
RELIASTAR FINL CORP
COM
75952U103
545
16,100
SOLE
1
16,100
REMEDY CORP
COM
759548100
249
5,900
SOLE
1
5,900
REYNOLDS METALS CO
COM
761763101
22,655
338,760
SOLE
1
338,760
RITE AID CORP
COM
767754104
746
132,544
SOLE
1
132,544
ROADWAY EXPRESS INC DEL
COM
769742107
518
25,600
SOLE
1
25,600
ROCKWELL INTL CORP NEW
COM
773903109
1,856
44,389
SOLE
1
44,389
ROHM & HAAS CO
COM
775371107
2,339
52,423
SOLE
1
52,423
ROWAN COS INC
COM
779382100
859
29,182
SOLE
1
29,182
ROYAL DUTCH PETE CO
NY REG
GLD1.25
780257804
28,321
489,880
SOLE
1
489,880
ROYAL DUTCH PETE CO
OPT
780257800
16,592
287,000
C
SOLE
1
287,000
ROYAL DUTCH PETE CO
OPT
780257800
2,891
50,000
P
SOLE
1
50,000
RYANS FAMILY STEAK HOUSE INC
COM
783519101
194
20,300
SOLE
1
20,300
RYDER SYS INC
COM
783549108
487
21,459
SOLE
1
21,459
SABRE HLDGS CORP
CL A
785905100
985
26,978
SOLE
1
26,978
SAFECO CORP
COM
786429100
977
36,787
SOLE
1
36,787
SAFEWAY INC
COM NEW
786514208
10,971
242,451
SOLE
1
242,451
SANDISK CORP
COM
80004C101
221
1,800
SOLE
1
1,800
SANMINA CORP
OPT
800907100
6,756
100,000
C
SOLE
1
100,000
SANMINA CORP
OPT
800907100
6,756
100,000
P
SOLE
1
100,000
SANTA FE SNYDER CORP
COM
80218K105
130
13,697
SOLE
1
13,697
SARA LEE CORP
COM
803111103
14,257
792,071
SOLE
1
792,071
SARA LEE CORP
OPT
803111100
4,500
250,000
C
SOLE
1
250,000
SAWTEK INC
COM
805468105
399
7,600
SOLE
1
7,600
SBC COMMUNICATIONS INC
COM
78387G103
93,554
2,220,858
SOLE
1
2,220,858
SCANA CORP NEW
COM
80589M102
715
29,100
SOLE
1
29,100
SCHERING PLOUGH CORP
COM
806605101
20,192
543,884
SOLE
1
543,884
SCHLUMBERGER LTD
COM
806857108
9,347
122,189
SOLE
1
122,189
SCHLUMBERGER LTD
OPT
806857100
15,300
200,000
C
SOLE
1
200,000
SCHLUMBERGER LTD
OPT
806857100
3,825
50,000
P
SOLE
1
50,000
SCHOOL SPECIALTY INC
COM
807863105
4,766
221,659
SOLE
1
221,659
SCHWAB CHARLES CORP NEW
COM
808513105
9,706
170,844
SOLE
1
170,844
SCHWAB CHARLES CORP NEW
OPT
808513100
11,362
200,000
C
SOLE
1
200,000
SCHWAB CHARLES CORP NEW
OPT
808513100
5,681
100,000
P
SOLE
1
100,000
SCI SYS INC
COM
783890106
989
18,400
SOLE
1
18,400
SCIENTIFIC ATLANTA INC
COM
808655104
2,200
34,786
SOLE
1
34,786
SCIOS INC
COM
808905103
146
28,100
SOLE
1
28,100
SCP POOL CORP
COM
784028102
319
10,400
SOLE
1
10,400
SCRIPPS E W CO OHIO
CL A
811054204
1,130
23,300
SOLE
1
23,300
SDL INC
COM
784076101
4,470
21,000
SOLE
1
21,000
SEAGATE TECHNOLOGY
COM
811804103
6,485
105,019
SOLE
1
105,019
SEAGATE TECHNOLOGY
OPT
811804100
5,558
90,000
C
SOLE
1
90,000
SEAGATE TECHNOLOGY
OPT
811804100
3,705
60,000
P
SOLE
1
60,000
SEAGRAM LTD
COM
811850106
5,373
90,302
SOLE
1
90,302
SEALED AIR CORP NEW
COM
81211K100
946
17,423
SOLE
1
17,423
SEARS ROEBUCK & CO
COM
812387108
2,504
81,766
SOLE
1
81,766
SEITEL INC
COM NEW
816074306
217
27,300
SOLE
1
27,300
SEMPRA ENERGY
COM
816851109
2,910
173,704
SOLE
1
173,704
SEMTECH CORP
COM
816850101
448
7,000
SOLE
1
7,000
SEPRACOR INC
COM
817315104
9,649
132,513
SOLE
1
132,513
SEPRACOR INC
OPT
817315100
1,456
20,000
C
SOLE
1
20,000
SEPRACOR INC
OPT
817315100
9,902
136,000
P
SOLE
1
136,000
SERVICE CORP INTL
COM
817565104
1,245
414,900
SOLE
1
414,900
SHARED MED SYS CORP
COM
819486101
290
5,592
SOLE
1
5,592
SHERWIN WILLIAMS CO
COM
824348106
766
34,613
SOLE
1
34,613
SIGMA ALDRICH CORP
COM
826552101
564
20,982
SOLE
1
20,982
SILICON GRAPHICS INC
COM
827056102
404
38,288
SOLE
1
38,288
SILICON VY BANCSHARES
COM
827064106
345
4,800
SOLE
1
4,800
SILICON VY GROUP INC
COM
827066101
477
17,361
SOLE
1
17,361
SLM HLDG CORP
COM
78442A109
128,469
3,856,549
SOLE
1
3,856,549
SMITH INTL INC
COM
832110100
217
2,800
SOLE
1
2,800
SMITHKLINE BEECHAM PLC
ADR REP
ORD
832378301
912
13,800
SOLE
1
13,800
SMURFIT-STONE CONTAINER CORP
COM
832727101
588
34,700
SOLE
1
34,700
SNAP ON INC
COM
833034101
351
13,413
SOLE
1
13,413
SOLA INTL INC
COM
834092108
83
13,500
SOLE
1
13,500
SOLECTRON CORP
COM
834182107
5,559
138,532
SOLE
1
138,532
SOLECTRON CORP
OPT
834182100
4,013
100,000
P
SOLE
1
100,000
SOLUTIA INC
COM
834376105
484
36,200
SOLE
1
36,200
SONIC CORP
COM
835451105
223
8,200
SOLE
1
8,200
SOTHEBYS HLDGS INC
CL A
835898107
394
21,000
SOLE
1
21,000
SOUTHERN CO
COM
842587107
3,784
173,956
SOLE
1
173,956
SOUTHTRUST CORP
COM
844730101
1,834
72,111
SOLE
1
72,111
SOUTHWEST AIRLS CO
COM
844741108
2,459
118,169
SOLE
1
118,169
SPDR TR
UNIT
SER 1
78462F103
92,556
615,500
SOLE
1
615,500
SPLASH TECHNOLOGY HLDGS INC
COM
848623104
259
20,700
SOLE
1
20,700
SPRINGS INDS INC
CL A
851783100
364
9,566
SOLE
1
9,566
SPRINT CORP
COM FON
GROUP
852061100
11,484
181,564
SOLE
1
181,564
SPRINT CORP
PCS COM
SER 1
852061506
11,758
179,506
SOLE
1
179,506
ST JUDE MED INC
COM
790849103
2,030
78,645
SOLE
1
78,645
ST PAUL COS INC
COM
792860108
6,251
183,168
SOLE
1
183,168
STANLEY WKS
COM
854616109
1,169
44,311
SOLE
1
44,311
STAPLES INC
COM
855030102
4,411
220,570
SOLE
1
220,570
STARBUCKS CORP
OPT
855244100
3,585
80,000
C
SOLE
1
80,000
STARBUCKS CORP
OPT
855244100
3,585
80,000
P
SOLE
1
80,000
STARWOOD HOTELS&RESORTS WRLDWD
PAIRED
CTF
85590A203
1,818
70,600
SOLE
1
70,600
STATE AUTO FINL CORP
COM
855707105
100
12,500
SOLE
1
12,500
STATE STR CORP
COM
857477103
8,518
87,932
SOLE
1
87,932
STATION CASINOS INC
COM
857689103
2,583
118,400
SOLE
1
118,400
STORAGE TECHNOLOGY CORP
COM PAR
$0.10
862111200
1,288
80,800
SOLE
1
80,800
STRATASYS INC
COM
862685104
116
15,000
SOLE
1
15,000
STRYKER CORP
COM
863667101
739
10,600
SOLE
1
10,600
SUIZA FOODS CORP
COM
865077101
3,224
80,100
SOLE
1
80,100
SUMMIT BANCORP
COM
866005101
5,029
191,580
SOLE
1
191,580
SUN MICROSYSTEMS INC
COM
866810104
36,666
391,300
SOLE
1
391,300
SUNBEAM CORP
COM
867071102
102
24,300
SOLE
1
24,300
SUNGLASS HUT INTL INC
COM
86736F106
128
16,400
SOLE
1
16,400
SUNOCO INC
COM
86764P109
514
18,783
SOLE
1
18,783
SUNTRUST BKS INC
COM
867914103
13,455
232,995
SOLE
1
232,995
SUPERVALU INC
COM
868536103
550
29,044
SOLE
1
29,044
SUPERVALU INC
OPT
868536100
748
39,500
C
SOLE
1
39,500
SYMBOL TECHNOLOGIES INC
COM
871508107
1,366
16,600
SOLE
1
16,600
SYNERGY BRANDS INC
COM
87159E105
169
64,500
SOLE
1
64,500
SYNOVUS FINL CORP
COM
87161C105
1,588
84,117
SOLE
1
84,117
SYSCO CORP
COM
871829107
7,324
202,731
SOLE
1
202,731
TANDY CORP
COM
875382103
5,426
106,918
SOLE
1
106,918
TANDY CORP
OPT
875382100
5,532
109,000
C
SOLE
1
109,000
TARGET CORP
COM
87612E106
20,033
268,003
SOLE
1
268,003
TCF FINL CORP
COM
872275102
1,274
53,500
SOLE
1
53,500
TECNOMATIX TECHNOLOGIES LTD
ORD
M8743P105
269
6,200
SOLE
1
6,200
TEKTRONIX INC
COM
879131100
646
11,530
SOLE
1
11,530
TELEFONOS DE MEXICO S A
SR DB
CV
4.25%04
879403AD5
12,000
8,000,000
SOLE
1
8,000,000
TELLABS INC
COM
879664100
5,843
92,768
SOLE
1
92,768
TELULAR CORP
COM NEW
87970T208
837
54,882
SOLE
1
54,882
TEMPLE INLAND INC
COM
879868107
2,281
45,783
SOLE
1
45,783
TENET HEALTHCARE CORP
COM
88033G100
3,704
159,331
SOLE
1
159,331
TERADYNE INC
COM
880770102
7,695
93,846
SOLE
1
93,846
TESORO PETE CORP
COM
881609101
7,170
623,484
SOLE
1
623,484
TEXACO INC
COM
881694103
24,794
461,283
SOLE
1
461,283
TEXACO INC
OPT
881694100
538
10,000
C
SOLE
1
10,000
TEXAS INDS INC
COM
882491103
680
21,507
SOLE
1
21,507
TEXAS INSTRS INC
COM
882508104
94,723
592,021
SHARED
1
173,648
TEXAS INSTRS INC
OPT
882508100
6,160
38,500
P
SOLE
1
38,500
TEXAS UTILS CO
COM
882848104
6,101
205,519
SOLE
1
205,519
TEXTRON INC
COM
883203101
72,726
1,194,683
SOLE
1
1,194,683
THERMO ELECTRON CORP
COM
883556102
672
32,983
SOLE
1
32,983
THOMAS & BETTS CORP
COM
884315102
341
12,073
SOLE
1
12,073
TIDEWATER INC
COM
886423102
24,309
764,150
SOLE
1
764,150
TIFFANY & CO NEW
COM
886547108
2,275
27,200
SOLE
1
27,200
TIME WARNER INC
COM
887315109
26,806
268,061
SOLE
1
268,061
TIMES MIRROR CO NEW
COM SER
A
887364107
1,161
12,489
SOLE
1
12,489
TIMKEN CO
COM
887389104
210
12,896
SOLE
1
12,896
TITAN CORP
OPT
888266100
1,530
30,000
C
SOLE
1
30,000
TJX COS INC NEW
COM
872540109
3,571
160,959
SOLE
1
160,959
TORCHMARK CORP
COM
891027104
723
31,248
SOLE
1
31,248
TOSCO CORP
COM NEW
891490302
2,848
92,999
SOLE
1
92,999
TOTAL RENAL CARE HLDGS INC
COM
89151A107
1,248
399,200
SOLE
1
399,200
TOWER SEMICONDUCTOR LTD
ORD
M87915100
263
11,560
SOLE
1
11,560
TOYS R US INC
COM
892335100
741
50,000
SOLE
1
50,000
TRANSOCEAN SEDCO FOREX INC
ORD
G90078109
2,344
45,681
SOLE
1
45,681
TRIBUNE CO NEW
COM
896047107
1,808
49,456
SOLE
1
49,456
TRICO MARINE SERVICES INC
COM
896106101
925
105,000
SOLE
1
105,000
TRICON GLOBAL RESTAURANTS
COM
895953107
1,088
35,042
SOLE
1
35,042
TRINITY INDS INC
COM
896522109
256
10,800
SOLE
1
10,800
TRIQUINT SEMICONDUCTOR INC
COM
89674K103
2,969
40,400
SOLE
1
40,400
TRIQUINT SEMICONDUCTOR INC
SB NT
CV 144A
07
89674KAA1
74
100,000
SOLE
1
100,000
TRIZEC HAHN CORP
SUB VTG
896938107
569
37,900
SOLE
1
37,900
TRW INC
COM
872649108
1,482
25,332
SOLE
1
25,332
TUBOSCOPE INC
COM
898600101
425
25,000
SOLE
1
25,000
TUPPERWARE CORP
COM
899896104
2,023
127,935
SOLE
1
127,935
TUPPERWARE CORP
OPT
899896100
553
35,000
C
SOLE
1
35,000
TUPPERWARE CORP
OPT
899896100
553
35,000
P
SOLE
1
35,000
TUT SYSTEMS
COM
901103101
1,191
20,000
SOLE
1
20,000
TYCO INTL LTD NEW
COM
902124106
17,662
352,364
SOLE
1
352,364
TYCO INTL LTD NEW
OPT
902124100
19,584
390,700
C
SOLE
1
390,700
TYCO INTL LTD NEW
OPT
902124100
3,258
65,000
P
SOLE
1
65,000
U S G CORP
COM NEW
903293405
1,476
35,200
SOLE
1
35,200
U S INDS INC NEW
COM
912080108
22,799
2,061,000
SOLE
1
2,061,000
U S OFFICE PRODS CO
COM NEW
912325305
328
131,173
SOLE
1
131,173
U S WEST INC NEW
COM
91273H101
93,111
1,282,083
SOLE
1
1,282,083
UAL CORP
COM PAR
$0.01
902549500
3,309
54,700
SOLE
1
54,700
ULTRAMAR DIAMOND SHAMROCK CORP
COM
904000106
8,237
324,600
SOLE
1
324,600
UNICOM CORP
COM
904911104
4,848
132,826
SOLE
1
132,826
UNIFI INC
COM
904677101
538
60,200
SOLE
1
60,200
UNILEVER N V
N Y SHS
NEW
904784709
12,961
269,316
SOLE
1
269,316
UNION CARBIDE CORP
COM
905581104
1,627
27,895
SOLE
1
27,895
UNION PAC CORP
COM
907818108
2,026
51,775
SOLE
1
51,775
UNION PAC RES GROUP INC
COM
907834105
762
52,566
SOLE
1
52,566
UNION PLANTERS CORP
COM
908068109
4,997
162,190
SOLE
1
162,190
UNISYS CORP
COM
909214108
2,295
89,360
SOLE
1
89,360
UNISYS CORP
OPT
909214100
1,927
75,000
C
SOLE
1
75,000
UNISYS CORP
OPT
909214100
1,927
75,000
P
SOLE
1
75,000
UNITED HEALTHCARE CORP
COM
910581107
2,324
38,977
SOLE
1
38,977
UNITED HEALTHCARE CORP
OPT
910581100
5,217
87,500
C
SOLE
1
87,500
UNITED STATIONERS INC
COM
913004107
221
6,200
SOLE
1
6,200
UNITED TECHNOLOGIES CORP
COM
913017109
18,211
288,214
SOLE
1
288,214
UNIVISION COMMUNICATIONS INC
CL A
914906102
283
2,500
SOLE
1
2,500
UNIVISION COMMUNICATIONS INC
OPT
914906100
8,475
75,000
C
SOLE
1
75,000
UNOCAL CORP
COM
915289102
9,053
304,290
SOLE
1
304,290
UNUMPROVIDENT CORP
COM
91529Y106
4,483
264,663
SOLE
1
264,663
US AIRWAYS GROUP INC
COM
911905107
2,275
81,808
SOLE
1
81,808
US BANCORP DEL
COM
902973106
3,900
178,283
SOLE
1
178,283
USFREIGHTWAYS CORP
COM
916906100
681
18,200
SOLE
1
18,200
UST INC
COM
902911106
557
35,636
SOLE
1
35,636
USX MARATHON GROUP
COM NEW
902905827
7,889
302,712
SOLE
1
302,712
USX-U S STL
COM
90337T101
1,997
79,891
SOLE
1
79,891
UTILICORP UTD INC
COM
918005109
1,040
57,600
SOLE
1
57,600
V F CORP
COM
918204108
593
24,634
SOLE
1
24,634
VALASSIS COMMUNICATIONS INC
COM
918866104
4,094
122,900
SOLE
1
122,900
VALERO ENERGY CORP NEW
COM
91913Y100
2,354
76,700
SOLE
1
76,700
VIACOM INC
CL B
925524308
7,661
145,226
SOLE
1
145,226
VIAD CORP
COM
92552R109
1,080
47,200
SOLE
1
47,200
VIATEL INC
COM
925529208
2,509
50,000
SOLE
1
50,000
VIRATA CORP
COM
927646109
205
2,050
SOLE
1
2,050
VISHAY INTERTECHNOLOGY INC
COM
928298108
668
12,000
SOLE
1
12,000
VITESSE SEMICONDUCTOR CORP
COM
928497106
989
10,275
SOLE
1
10,275
VITESSE SEMICONDUCTOR CORP
SB DB
CV 144A
05
928497AA4
259
250,000
SOLE
1
250,000
VULCAN MATLS CO
COM
929160109
954
20,826
SOLE
1
20,826
WACHOVIA CORP
COM
929771103
8,684
128,535
SOLE
1
128,535
WAL MART STORES INC
COM
931142103
52,436
928,071
SOLE
1
928,071
WALGREEN CO
COM
931422109
5,871
227,984
SOLE
1
227,984
WALGREEN CO
OPT
931422100
2,524
98,000
C
SOLE
1
98,000
WALLACE COMPUTER SERVICES INC
COM
932270101
130
11,000
SOLE
1
11,000
WARNER LAMBERT CO
COM
934488107
20,408
208,915
SOLE
1
208,915
WARNER LAMBERT CO
OPT
934488100
33,849
346,500
C
SOLE
1
346,500
WARNER LAMBERT CO
OPT
934488100
21,491
220,000
P
SOLE
1
220,000
WASHINGTON MUT INC
COM
939322103
9,348
352,748
SOLE
1
352,748
WASHINGTON MUT INC
OPT
939322100
7,950
300,000
C
SOLE
1
300,000
WASHINGTON POST CO
CL B
939640108
487
900
SOLE
1
900
WASTE MGMT INC DEL
COM
94106L109
1,768
129,204
SOLE
1
129,204
WATERS CORP
COM
941848103
495
5,200
SOLE
1
5,200
WATSON PHARMACEUTICALS INC
COM
942683103
794
19,999
SOLE
1
19,999
WEBSTER FINL CORP CONN
COM
947890109
207
9,000
SOLE
1
9,000
WELLPOINT HEALTH NETWORK NEW
COM
94973H108
3,393
48,557
SOLE
1
48,557
WELLS FARGO & CO NEW
COM
949746101
14,241
349,466
SOLE
1
349,466
WELLS FARGO & CO NEW
OPT
949746100
4,279
105,000
C
SOLE
1
105,000
WENDYS INTL INC
COM
950590109
1,872
92,738
SOLE
1
92,738
WESTERN WIRELESS CORP
CL A
95988E204
220
4,800
SOLE
1
4,800
WESTVACO CORP
COM
961548104
1,397
41,864
SOLE
1
41,864
WEYERHAEUSER CO
COM
962166104
7,706
135,200
SOLE
1
135,200
WHIRLPOOL CORP
COM
963320106
4,080
69,587
SOLE
1
69,587
WILLAMETTE INDS INC
COM
969133107
964
24,019
SOLE
1
24,019
WILLIAMS COS INC DEL
COM
969457100
5,529
125,843
SOLE
1
125,843
WILLIAMS SONOMA INC
COM
969904101
2,427
78,300
SOLE
1
78,300
WIND RIVER SYSTEMS INC
COM
973149107
707
19,500
SOLE
1
19,500
WINDMERE-DURABLE HLDGS INC
COM
973411101
312
21,166
SOLE
1
21,166
WINN DIXIE STORES INC
COM
974280109
592
30,447
SOLE
1
30,447
WOODHEAD INDS INC
COM
979438108
194
11,200
SOLE
1
11,200
WORKFLOW MGMT INC
COM
98137N109
7,165
265,989
SOLE
1
265,989
WORLD ACCESS INC
COM
98141A101
249
13,004
SOLE
1
13,004
WORTHINGTON INDS INC
COM
981811102
230
18,560
SOLE
1
18,560
WRIGLEY WM JR CO
COM
982526105
10,294
134,012
SOLE
1
134,012
XEROX CORP
COM
984121103
4,448
171,091
SOLE
1
171,091
XILINX INC
COM
983919101
5,544
66,952
SOLE
1
66,952
XIRCOM INC
COM
983922105
259
7,000
SOLE
1
7,000
YAHOO INC
COM
984332106
18,875
110,137
SOLE
1
110,137
YAHOO INC
OPT
984332100
6,855
40,000
C
SOLE
1
40,000
YAHOO INC
OPT
984332100
6,855
40,000
P
SOLE
1
40,000
YOUNG & RUBICAM INC
COM
987425105
682
14,500
SOLE
1
14,500
YOUNG BROADCASTING INC
CL A
987434107
209
11,000
SOLE
1
11,000
ZEBRA TECHNOLOGIES CORP
CL A
989207105
605
12,100
SOLE
1
12,100
ZIONS BANCORPORATION
COM
989701107
2,693
64,700
SOLE
1
64,700
ZIONS BANCORPORATION
OPT
989701100
2,081
50,000
P
SOLE
1
50,000
ZIXIT CORP
COM
98974P100
218
3,000
SOLE
1
3,000
ZOLTEK COS INC
COM
98975W104
139
15,100
SOLE
1
15,100
ZORAN CORP
COM
98975F101
220
3,900
SOLE
1
3,900
</TABLE>
