UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
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: Nomura Securities Company, Ltd.
Address: 1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
Form 13F File Number: 28-04979
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: Gregory P. Gnall
Title: Director
Phone: 212-667-1711
Signature, Place, and Date of Signing:
\s\ Gregory P. Gnall
[Signature]
New York, NY 10281
[City, State]
May 15, 2000
[Date]
Report Type (Check one only):
[x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: Five
Form 13F Information Table Entry Total: _____________
Form 13F Information Table Value Total: $____________
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file nember(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
Form 13F File Number: 28-04983
Name: Nomura Securities International, Inc.
Form 13F File Number: 28-04985
Name: Nomura International plc
Form 13F File Number: 28-04989
Name: Nomura Asset Capital Corporation
Form 13F File Number: 28-04993
Name: Nomura Securities (Bermuda)
Form 13F File Number:
Name: Global Funds Management, S.A.
[Repeat as necessary.]
<PAGE>
<TABLE>
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 5,212 000000044500 SH DEFINED 02 SOLE
ACE LTD ORD G0070K103 569 000000024900 SH DEFINED 01 SOLE
FLAG TELECOM HOLDINGS LTD ORD G3529L102 1,201 000000050000 SH DEFINED 02 SOLE
GEMSTAR INTL GROUP LTD ORD G3788V106 417 000000004851 SH DEFINED 01 SOLE
GLOBAL CROSSING LTD COM G3921A100 8,579 000000209574 SH DEFINED 01 SOLE
GLOBAL CROSSING LTD COM G3921A100 65 000000001510 SH DEFINED 06 SOLE
LORAL SPACE & COMMUNICATIONS COM G56462107 345 000000034100 SH DEFINED 01 SOLE
PARTNERRE LTD COM G6852T105 143 000000004000 SH DEFINED 06 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 220 000000015200 SH DEFINED 01 SOLE
TRANSOCEAN SEDCO FOREX INC ORD G90078109 361 000000007742 SH SOLE SOLE
TRANSOCEAN SEDCO FOREX INC ORD G90078109 2,720 000000053019 SH DEFINED 01 SOLE
TRANSOCEAN SEDCO FOREX INC ORD G90078109 209 000000004284 SH DEFINED 06 SOLE
SBS BROADCASTING SA ORD L8137F102 716 000000011500 SH DEFINED 02 SOLE
BAAN CO NV COM N08044104 11 000000002100 SH DEFINED 02 SOLE
BANCO LATINOAMERICANO DE EXPO CL E P16994132 10 000000000400 SH DEFINED 01 SOLE
CREATIVE TECHNOLOGY LTD ORD Y1775U107 256 000000008000 SH DEFINED 02 SOLE
AAR CORP COM 000361105 85 000000005100 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 4,412 000000081898 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 2,967 000000065122 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 18 000000001600 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 15 000000000851 SH DEFINED 01 SOLE
AES CORP COM 00130H105 3,981 000000050559 SH DEFINED 01 SOLE
AES CORP COM 00130H105 310 000000003900 SH DEFINED 06 SOLE
AK STL HLDG CORP COM 001547108 131 000000012700 SH DEFINED 01 SOLE
AMFM INC COM 001693100 2,752 000000044300 SH DEFINED 01 SOLE
AMR CORP COM 001765106 1,154 000000036209 SH DEFINED 01 SOLE
AMR CORP COM 001765106 54 000000001760 SH DEFINED 06 SOLE
AT&T CORP COM 001957109 525 000000008700 SH SOLE SOLE
AT&T CORP COM 001957109 45,084 000000800600 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 1,179 000000020408 SH DEFINED 06 SOLE
AT&T CORP COM LIB GR 001957208 2,798 000000048204 SH DEFINED 06 SOLE
AXA FINL INC COM 002451102 383 000000010700 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 904 000000027200 SH SOLE SOLE
ABBOTT LABS COM 002824100 13,684 000000388893 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 78 000000002200 SH DEFINED 06 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 56 000000003500 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 1,055 000000027339 SH DEFINED 01 SOLE
ADECCO SA SPONSORED 006754105 8,837 000000100000 SH DEFINED 04 SOLE
ADELPHIA COMMUNICATIONS CORP CL A 006848105 132 000000002714 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 3,628 000000032599 SH DEFINED 01 SOLE
AERIAL COMMUNICATIONS INC COM 007655103 9,646 000000169800 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 2,150 000000037693 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 272 000000004600 SH DEFINED 06 SOLE
AETNA INC COM 008117103 1,982 000000035715 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 32 000000003000 SH DEFINED 06 SOLE
AIR PRODS & CHEMS INC COM 009158106 1,610 000000056623 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AIR PRODS & CHEMS INC COM 009158106 66 000000002300 SH DEFINED 06 SOLE
ALBANY INTL CORP CL A 012348108 35 000000002400 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 325 000000013659 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 3,335 000000108047 SH DEFINED 01 SOLE
ALCAN ALUMINIUM LTD NEW COM 013716105 2,245 000000065919 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 7,546 000000107430 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 405 000000005640 SH DEFINED 06 SOLE
ALCATEL SPONSORED 013904305 4,367 000000101300 SH DEFINED 01 SOLE
ALCATEL SPONSORED 013904305 103,911 000002410000 SH DEFINED 04 SOLE
ALLEGHANY CORP DEL COM 017175100 23 000000000126 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 98 000000003575 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 487 000000024299 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 1,650 000000033018 SH DEFINED 01 SOLE
ALLIANT CORP COM 018802108 39 000000001283 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 76 000000001300 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 303 000000046244 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 96 000000001900 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 4,734 000000198810 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 199 000000008600 SH DEFINED 06 SOLE
ALLTEL CORP COM 020039103 5,039 000000079674 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 560 000000006279 SH DEFINED 01 SOLE
ALZA CORP DEL COM 022615108 937 000000024950 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 346 000000005176 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 312 000000006200 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 1,438 000000022258 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 335 000000005200 SH DEFINED 06 SOLE
AMERCO COM 023586100 2 000000000156 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 1,079 000000034879 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 37,643 000000558189 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 232 000000003600 SH DEFINED 06 SOLE
AMERICAN ELEC PWR INC COM 025537101 1,460 000000048980 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 18,976 000000127410 SH DEFINED 01 SOLE
AMERICAN GENERAL CORP COM 026351106 4,304 000000076688 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 288 000000015783 SH DEFINED 01 SOLE
AMERICAN HOME PRODS CORP COM 026609107 357 000000007000 SH SOLE SOLE
AMERICAN HOME PRODS CORP COM 026609107 17,169 000000319427 SH DEFINED 01 SOLE
AMERICAN HOME PRODS CORP COM 026609107 510 000000009800 SH DEFINED 06 SOLE
AMERICAN INTL GROUP INC COM 026874107 57 000000005500 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 026874107 41,465 000000378683 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 51 000000004410 SH DEFINED 06 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 243 000000005688 SH DEFINED 01 SOLE
AMERICAN TOWER CORP NT CV 144A 029912AE2 5,575 000005000000 PRN DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 32 000000001700 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 15,993 000000260591 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 257 000000004280 SH DEFINED 06 SOLE
AMSOUTH BANCORPORATION COM 032165102 1,429 000000095702 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ANADARKO PETE CORP COM 032511107 1,205 000000031159 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 65 000000001700 SH DEFINED 06 SOLE
ANALOG DEVICES INC COM 032654105 528 000000006000 SH SOLE SOLE
ANALOG DEVICES INC COM 032654105 7,060 000000087702 SH DEFINED 01 SOLE
ANDREA ELECTRONICS CORP COM 034393108 5 000000000500 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 452 000000019796 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 7,462 000000119874 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 96 000000001500 SH DEFINED 06 SOLE
ANNTAYLOR STORES CORP COM 036115103 98 000000004300 SH DEFINED 01 SOLE
AON CORP COM 037389103 2,071 000000064241 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 1,877 000000037740 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 45 000000001602 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 6,300 000000046391 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 132 000000009202 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 465 000000003103 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 18,498 000000196268 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 633 000000006810 SH DEFINED 06 SOLE
APPLIED PWR INC CL A 038225108 282 000000009901 SH DEFINED 01 SOLE
ARACRUZ CELULOSE S A SPON ADR C 038496204 268 000000013400 SH DEFINED 06 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 1,695 000000164439 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 104 000000010120 SH DEFINED 06 SOLE
ARMSTRONG WORLD INDS INC COM 042476101 176 000000009898 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 582 000000017505 SH DEFINED 01 SOLE
ASPECT DEV INC COM 045234101 2,317 000000036000 SH DEFINED 01 SOLE
AT HOME CORP COM SER A 045919107 209 000000006358 SH DEFINED 01 SOLE
ASSOCIATES FIRST CAP CORP CL A 046008108 3,808 000000178189 SH DEFINED 01 SOLE
ASSOCIATES FIRST CAP CORP CL A 046008108 147 000000007000 SH DEFINED 06 SOLE
ASTORIA FINL CORP COM 046265104 31 000000001100 SH DEFINED 01 SOLE
ASTRAZENECA PLC SPONSORED 046353108 93 000000002300 SH DEFINED 06 SOLE
ATLANTIC RICHFIELD CO COM 048825103 6,721 000000079075 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 258 000000004998 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 684 000000015042 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 408 000000009200 SH DEFINED 06 SOLE
AUTOMATIC DATA PROCESSING INC COM 053015103 7,433 000000154062 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING INC COM 053015103 152 000000003220 SH DEFINED 06 SOLE
AUTOZONE INC COM 053332102 939 000000033855 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 2,090 000000034230 SH DEFINED 01 SOLE
AVNET INC COM 053807103 56 000000000900 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 1,736 000000059362 SH DEFINED 01 SOLE
AZTAR CORP COM 054802103 47 000000005000 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 2,386 000000085052 SH DEFINED 01 SOLE
BCE INC COM 05534B109 16,005 000000127600 SH DEFINED 01 SOLE
BP AMOCO P L C SPONSORED 055622104 410 000000007700 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 3,151 000000063825 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 127 000000002660 SH DEFINED 06 SOLE
BAKER HUGHES INC COM 057224107 2,519 000000083293 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BAKER HUGHES INC COM 057224107 122 000000004100 SH DEFINED 06 SOLE
BALL CORP COM 058498106 258 000000007472 SH DEFINED 01 SOLE
BANCO RIO DE LA PLATA SA SPON ADR C 059644104 571 000000039900 SH DEFINED 01 SOLE
BANCO RIO DE LA PLATA SA SPON ADR C 059644104 571 000000039900 SH DEFINED 04 SOLE
BANK OF AMERICA CORPORATION COM 060505104 22,255 000000424412 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 471 000000009300 SH DEFINED 06 SOLE
BANK NEW YORK INC COM 064057102 7,487 000000180143 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 150 000000003840 SH DEFINED 06 SOLE
BANK ONE CORP COM 06423A103 9,684 000000280720 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 105 000000003100 SH DEFINED 06 SOLE
BARD C R INC COM 067383109 483 000000012488 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 1,513 000000096472 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 438 000000027600 SH DEFINED 06 SOLE
BAUSCH & LOMB INC COM 071707103 736 000000014107 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 5,102 000000081397 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 267 000000004350 SH DEFINED 06 SOLE
BEA SYS INC SB NT CV14 073325AC6 6,861 000005500000 PRN DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 1,774 000000038891 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 51 000000000800 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 2,219 000000084336 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 1,569 000000039857 SH DEFINED 01 SOLE
BELL ATLANTIC CORP COM 077853109 27,540 000000450562 SH DEFINED 01 SOLE
BELL ATLANTIC CORP COM 077853109 254 000000004150 SH DEFINED 06 SOLE
BELLSOUTH CORP COM 079860102 21,588 000000460558 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 117 000000002500 SH DEFINED 06 SOLE
BEMIS INC COM 081437105 472 000000012817 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 4,300 000000050010 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 122 000000001460 SH DEFINED 06 SOLE
BESTFOODS COM 08658U101 3,233 000000069070 SH DEFINED 01 SOLE
BESTFOODS COM 08658U101 218 000000004650 SH DEFINED 06 SOLE
BETHLEHEM STL CORP COM 087509105 192 000000032138 SH DEFINED 01 SOLE
BINDLEY WESTN INDS INC COM 090324104 14 000000001100 SH DEFINED 01 SOLE
BIOCHEM PHARMA INC COM 09058T108 216 000000009800 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 278 000000003500 SH SOLE SOLE
BIOGEN INC COM 090597105 2,851 000000040807 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 76 000000001100 SH DEFINED 06 SOLE
BIOMET INC COM 090613100 1,127 000000030989 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 94 000000002840 SH DEFINED 06 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 20,170 000000119000 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 797 000000021244 SH DEFINED 01 SOLE
BLAIR CORP COM 092828102 20 000000001300 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 1,119 000000025017 SH DEFINED 01 SOLE
BLYTH INDS INC COM 09643P108 2 000000000100 SH DEFINED 01 SOLE
BOEING CO COM 097023105 8,695 000000229970 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 486 000000014011 SH DEFINED 01 SOLE
BORG-WARNER AUTOMOTIVE INC COM 099724106 31 000000000800 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BOSTON SCIENTIFIC CORP COM 101137107 2,534 000000118895 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 314 000000005900 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 229 000000005575 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 966 000000017700 SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 28,199 000000486204 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 229 000000004010 SH DEFINED 06 SOLE
BROADVISION INC COM 111412102 271 000000006042 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 912 000000016764 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 426 000000022495 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 2,561 000000112593 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 150 000000007070 SH DEFINED 06 SOLE
BURLINGTON RES INC COM 122014103 1,967 000000053167 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 145 000000003700 SH DEFINED 06 SOLE
CBS CORP COM 12490K107 20,084 000000354689 SH DEFINED 01 SOLE
C D I CORP COM 125071100 38 000000002001 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 3,700 000000048847 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 140 000000001800 SH DEFINED 06 SOLE
CMGI INC COM 125750109 750 000000006625 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 553 000000030521 SH DEFINED 01 SOLE
CNF TRANSN INC COM 12612W104 258 000000009300 SH DEFINED 01 SOLE
CNET NETWORKS INC COM 12613R104 95 000000001891 SH DEFINED 01 SOLE
CSX CORP COM 126408103 1,255 000000053416 SH DEFINED 01 SOLE
CSX CORP COM 126408103 61 000000002600 SH DEFINED 06 SOLE
CVS CORP COM 126650100 3,685 000000098110 SH DEFINED 01 SOLE
CVS CORP COM 126650100 137 000000003710 SH DEFINED 06 SOLE
CABLEVISION SYS CORP CL A 12686C109 302 000000005000 SH SOLE SOLE
CABLEVISION SYS CORP CL A 12686C109 221 000000003800 SH DEFINED 06 SOLE
CABLETRON SYS INC COM 126920107 1,314 000000044733 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 128 000000004200 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 226 000000011300 SH DEFINED 06 SOLE
CALPINE CORP COM 131347106 272 000000002900 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 3,529 000000114776 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 80 000000002600 SH DEFINED 06 SOLE
CANADIAN NATL RY CO COM 136375102 255 000000009700 SH DEFINED 06 SOLE
CAPITAL ONE FINL CORP COM 14040H105 2,308 000000048162 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 130 000000002820 SH DEFINED 06 SOLE
CARDINAL HEALTH INC COM 14149Y108 3,155 000000068786 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 3,744 000000150889 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 117 000000004900 SH DEFINED 06 SOLE
CAROLINA PWR & LT CO COM 144141108 1,355 000000041789 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 4,114 000000104326 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 83 000000002060 SH DEFINED 06 SOLE
CELLNET DATA SYS INC COM 15115M101 1 000000001182 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 3,194 000000172657 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 345 000000014501 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 194 000000008400 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CENTRAL & SOUTH WEST CORP COM 152357109 931 000000054398 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 1,266 000000034125 SH DEFINED 01 SOLE
CERIDIAN CORP COM 15677T106 680 000000035465 SH DEFINED 01 SOLE
CHAMPION INTL CORP COM 158525105 1,253 000000023541 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 78 000000005200 SH DEFINED 06 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 17,910 000000205421 SH DEFINED 01 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 86 000000001000 SH DEFINED 06 SOLE
CHESAPEAKE CORP COM 165159104 14 000000000500 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 14,835 000000160487 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 330 000000003580 SH DEFINED 06 SOLE
CHIRON CORP COM 170040109 283 000000005685 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 2,983 000000044157 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 120 000000001800 SH DEFINED 06 SOLE
CHURCH & DWIGHT INC COM 171340102 89 000000005200 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 468 000000003718 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 1,506 000000040041 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 221 000000006300 SH DEFINED 06 SOLE
CINERGY CORP COM 172474108 947 000000044069 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 203 000000009500 SH DEFINED 06 SOLE
CIRCLE INTL GROUP INC COM 172574105 364 000000014000 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 3,030 000000049787 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 142 000000002340 SH DEFINED 06 SOLE
CISCO SYS INC COM 17275R102 2,041 000000025500 SH SOLE SOLE
CISCO SYS INC COM 17275R102 133,710 000001729476 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 176 000000002400 SH DEFINED 06 SOLE
CINTAS CORP COM 172908105 244 000000006250 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 995 000000016575 SH SOLE SOLE
CITIGROUP INC COM 172967101 50,432 000000842297 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 166 000000002800 SH DEFINED 06 SOLE
CITIZENS INC CL A 174740100 436 000000016400 SH DEFINED 06 SOLE
CITIZENS UTILS TR PFD EPPICS 177351202 6,250 000000100000 PRN DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 3,229 000000048748 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5,807 000000084085 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 2,277 000000069005 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 188 000000005800 SH DEFINED 06 SOLE
COASTAL CORP COM 190441105 4,872 000000105915 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 366 000000008000 SH SOLE SOLE
COCA COLA CO COM 191216100 29,176 000000621590 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 253 000000005210 SH DEFINED 06 SOLE
COCA COLA ENTERPRISES INC COM 191219104 2,584 000000119870 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 8,034 000000142519 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 153 000000002740 SH DEFINED 06 SOLE
COLUMBIA ENERGY GROUP COM 197648108 2,957 000000049921 SH DEFINED 01 SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 3,488 000000137829 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 10,229 000000235850 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 136 000000003460 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COMERICA INC COM 200340107 1,604 000000038325 SH DEFINED 01 SOLE
COMMERCE ONE INC DEL COM 200693109 12 000000000700 SH DEFINED 06 SOLE
COMMERCIAL INTERTECH CORP COM 201709102 1,870 000000095002 SH DEFINED 01 SOLE
COMMERCIAL INTERTECH CORP COM 201709102 1,454 000000074100 SH DEFINED 02 SOLE
COMMERCIAL METALS CO COM 201723103 58 000000002102 SH DEFINED 01 SOLE
COMPANHIA SIDERURGICA NACIONAL SPONSORED 20440W105 24,544 000000698787 SH DEFINED 04 SOLE
COMPAQ COMPUTER CORP COM 204493100 321 000000011000 SH SOLE SOLE
COMPAQ COMPUTER CORP COM 204493100 11,189 000000414427 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 880 000000033400 SH DEFINED 06 SOLE
COMPUTER ASSOC INTL INC COM 204912109 8,701 000000147015 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 3,454 000000043664 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 148 000000001950 SH DEFINED 06 SOLE
COMPUTER TASK GROUP INC COM 205477102 41 000000003740 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 1,962 000000093166 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 3,864 000000020446 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 2,674 000000147555 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 109 000000006000 SH DEFINED 06 SOLE
CONCENTRIC NETWORK CORP COM 20589R107 4,279 000000077800 SH DEFINED 01 SOLE
CONCORD EFS INC COM 206197105 119 000000005202 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 4,103 000000057793 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 74 000000001050 SH DEFINED 06 SOLE
CONOCO INC CL A 208251306 731 000000027600 SH DEFINED 06 SOLE
CONOCO INC CL B 208251405 4,158 000000162293 SH DEFINED 01 SOLE
CONOCO INC CL B 208251405 153 000000005620 SH DEFINED 06 SOLE
CONSECO INC COM 208464107 915 000000080049 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 1,587 000000054490 SH DEFINED 01 SOLE
CONSOLIDATED STORES CORP COM 210149100 342 000000030131 SH DEFINED 01 SOLE
CONSTELLATION ENERGY CORP COM 210371100 1,209 000000037933 SH DEFINED 01 SOLE
COOPER INDS INC COM 216669101 836 000000023907 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 232 000000018529 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 437 000000009110 SH DEFINED 01 SOLE
CORDANT TECHNOLOGIES INC COM 218412104 5,203 000000092000 SH DEFINED 01 SOLE
CORNERSTONE PPTYS INC COM 21922H103 3,107 000000178200 SH DEFINED 01 SOLE
CORNING INC COM 219350105 197 000000009100 SH SOLE SOLE
CORNING INC COM 219350105 13,348 000000068809 SH DEFINED 01 SOLE
CORNING INC COM 219350105 29 000000001550 SH DEFINED 06 SOLE
COSTCO WHSL CORP NEW COM 22160K105 5,992 000000114006 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 118 000000002350 SH DEFINED 06 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 903 000000033146 SH DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 324 000000006700 SH DEFINED 01 SOLE
CRANE CO COM 224399105 380 000000016161 SH DEFINED 01 SOLE
CRAYFISH CO LTD SPONSORED 225226109 41 000000001000 SH DEFINED 06 SOLE
CREDENCE SYS CORP NT CV 5 225302AC2 8,357 000004530000 PRN DEFINED 01 SOLE
CROWN CORK & SEAL INC COM 228255105 506 000000031661 SH DEFINED 01 SOLE
CROWN CORK & SEAL INC COM 228255105 79 000000005200 SH DEFINED 06 SOLE
CUMMINS ENGINE INC COM 231021106 382 000000010187 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CYMER INC SB NT CV S 232572AC1 14,884 000012763000 PRN DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP SUB NT CON 232806AD1 18,408 000008850000 PRN DEFINED 01 SOLE
DII GROUP INC COM 232949107 14,698 000000130002 SH DEFINED 01 SOLE
DQE INC COM 23329J104 48 000000001061 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 103 000000001600 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 1,037 000000035540 SH DEFINED 01 SOLE
DANA CORP COM 235811106 1,208 000000042889 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 1,777 000000034862 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 136 000000002720 SH DEFINED 06 SOLE
DARDEN RESTAURANTS INC COM 237194105 773 000000043407 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 2,193 000000057727 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 105 000000002700 SH DEFINED 06 SOLE
DELHAIZE AMER INC CL B 246688204 536 000000027000 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 34,993 000000648766 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 423 000000008110 SH DEFINED 06 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 2,211 000000138223 SH DEFINED 01 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 148 000000009199 SH DEFINED 06 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,681 000000031578 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 474 000000017923 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 145 000000003000 SH DEFINED 01 SOLE
DIACRIN INC COM 25243N103 507 000000043200 SH DEFINED 02 SOLE
DIAL CORP NEW COM 25247D101 86 000000006300 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 122,570 000001120000 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 903 000000054949 SH DEFINED 01 SOLE
DIME BANCORP INC NEW COM 25429Q102 185 000000010000 SH DEFINED 01 SOLE
DISCOUNT AUTO PTS INC COM 254642101 25 000000002800 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 21,788 000000528208 SH DEFINED 01 SOLE
DOLE FOOD INC COM 256605106 194 000000010000 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 1,739 000000064707 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 66 000000001277 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 2,241 000000058305 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 51 000000002300 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 735 000000035106 SH DEFINED 01 SOLE
DOUBLECLICK INC SB NT CV 1 258609AA4 31,818 000013849000 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 3,132 000000065439 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 239 000000005000 SH DEFINED 06 SOLE
DOVER DOWNS ENTMT INC COM 260086103 44 000000003502 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 6,127 000000053748 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 21 000000001800 SH DEFINED 06 SOLE
DOW JONES & CO INC COM 260561105 1,730 000000024101 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 14,443 000000272833 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 66 000000001240 SH DEFINED 06 SOLE
DUKE ENERGY CORP COM 264399106 4,735 000000090196 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL COM 26483B106 1,128 000000039413 SH DEFINED 01 SOLE
E M C CORP MASS SUB NT CON 268648AE2 13,439 000008900000 PRN DEFINED 01 SOLE
E M C CORP MASS COM 268648102 31,695 000000251551 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0E M C CORP MASS COM 268648102 32 000000002450 SH DEFINED 06 SOLE
EOG RES INC COM 26875P101 27 000000001300 SH DEFINED 01 SOLE
ESAT TELECOM GROUP PLC SPONSORED 26883Y102 14,072 000000140900 SH DEFINED 01 SOLE
ETEC SYS INC COM 26922C103 11,864 000000095200 SH DEFINED 01 SOLE
E TOWN COM 269242103 5,060 000000080000 SH DEFINED 01 SOLE
E TRADE GROUP INC SUB NT CV 269246AA2 4,177 000003000000 PRN DEFINED 01 SOLE
EASTERN ENTERPRISES COM 27637F100 398 000000006662 SH DEFINED 01 SOLE
EASTERN UTILS ASSOC COM 277173100 3,448 000000109800 SH DEFINED 02 SOLE
EASTGROUP PPTY INC COM 277276101 32 000000001502 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 1,349 000000029649 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 5,565 000000102472 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 105 000000001900 SH DEFINED 06 SOLE
EATON CORP COM 278058102 1,798 000000023061 SH DEFINED 01 SOLE
EBAY INC COM 278642103 381 000000002167 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 397 000000005033 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 1,166 000000031796 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 211 000000005800 SH DEFINED 06 SOLE
EDISON INTL COM 281020107 1,408 000000085012 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 204 000000005100 SH DEFINED 01 SOLE
EL PASO ENERGY CORP DEL COM 283905107 2,256 000000055887 SH DEFINED 01 SOLE
ELECTRO SCIENTIFIC INDS COM 285229100 114 000000002200 SH DEFINED 06 SOLE
ELECTRONIC ARTS INC COM 285512109 104 000000001473 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 7,913 000000123280 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 654 000000009740 SH DEFINED 06 SOLE
EMERSON ELEC CO COM 291011104 5,926 000000111564 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 138 000000002600 SH DEFINED 06 SOLE
ENERGY EAST CORP COM 29266M109 29 000000001468 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 465 000000030791 SH DEFINED 01 SOLE
ENRON CORP COM 293561106 13,113 000000175136 SH DEFINED 01 SOLE
ENRON CORP COM 293561106 771 000000010700 SH DEFINED 06 SOLE
ENTERGY CORP NEW COM 29364G103 1,264 000000062638 SH DEFINED 01 SOLE
EOTT ENERGY PARTNERS L P UNIT LTD P 294103106 11 000000000800 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 885 000000035064 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 351 000000008700 SH DEFINED 06 SOLE
ERICSSON L M TEL CO ADR CL B S 294821400 518 000000005523 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 31 000000002400 SH DEFINED 01 SOLE
EXIDE CORP COM 302051107 101 000000008600 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 68,373 000000877277 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 1,321 000000016812 SH DEFINED 06 SOLE
F M C CORP COM NEW 302491303 425 000000007528 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 2,021 000000043876 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 101 000000002200 SH DEFINED 06 SOLE
FACTSET RESH SYS INC COM 303075105 73 000000002700 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 189 000000009100 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 7,583 000000171609 SH DEFINED 01 SOLE
FEDERAL MOGUL CORP COM 313549107 160 000000010800 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FEDERAL NATL MTG ASSN COM 313586109 19,690 000000348113 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 84 000000001500 SH DEFINED 06 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 2,612 000000061824 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 143 000000003300 SH DEFINED 06 SOLE
FEDEX CORP COM 31428X106 2,941 000000075787 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 76 000000004300 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 1,381 000000099984 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 4,759 000000075549 SH DEFINED 01 SOLE
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 2,820 000000038400 SH DEFINED 01 SOLE
FINOVA GROUP INC COM 317928109 248 000000014800 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 5,038 000000113545 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 104 000000002350 SH DEFINED 06 SOLE
FIRST UN CORP COM 337358105 9,001 000000241641 SH DEFINED 01 SOLE
FIRST UN CORP COM 337358105 31 000000000900 SH DEFINED 06 SOLE
FIRSTAR CORP NEW WIS COM 33763V109 5,499 000000239766 SH DEFINED 01 SOLE
FISERV INC COM 337738108 127 000000003426 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 1,178 000000057116 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 102 000000005000 SH DEFINED 06 SOLE
FLEETBOSTON FINL CORP COM 339030108 8,721 000000238958 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 182 000000005035 SH DEFINED 06 SOLE
FLORIDA PROGRESS CORP COM 341109106 1,100 000000023994 SH DEFINED 01 SOLE
FLUOR CORP COM 343861100 575 000000018562 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 13,934 000000303340 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 102 000000002200 SH DEFINED 06 SOLE
FOREST LABS INC COM 345838106 101 000000001200 SH DEFINED 01 SOLE
FORT JAMES CORP COM 347471104 1,166 000000053032 SH DEFINED 01 SOLE
FORT JAMES CORP COM 347471104 160 000000007550 SH DEFINED 06 SOLE
FORTUNE BRANDS INC COM 349631101 1,003 000000040153 SH DEFINED 01 SOLE
FOUR MEDIA CO COM 350872107 1,750 000000113400 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 100 000000002200 SH DEFINED 06 SOLE
FOX ENTMT GROUP INC CL A 35138T107 222 000000008000 SH DEFINED 06 SOLE
FRANKLIN RES INC COM 354613101 2,072 000000061989 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 87 000000007900 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 548 000000045447 SH DEFINED 01 SOLE
FREQUENCY ELECTRS INC COM 358010106 69 000000003800 SH DEFINED 01 SOLE
FRIENDLY ICE CREAM CORP NEW COM 358497105 48 000000012372 SH SOLE SOLE
GPU INC COM 36225X100 896 000000032738 SH DEFINED 01 SOLE
GTE CORP COM 362320103 339 000000004800 SH SOLE SOLE
GTE CORP COM 362320103 16,881 000000237761 SH DEFINED 01 SOLE
GTE CORP COM 362320103 148 000000002100 SH DEFINED 06 SOLE
GANNETT INC COM 364730101 5,154 000000073239 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 10,896 000000218750 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 4,107 000000077430 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 9 000000000600 SH DEFINED 06 SOLE
GENERAL DATACOMM INDS INC COM 369487103 17 000000001900 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 2,445 000000049165 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GENERAL DYNAMICS CORP COM 369550108 62 000000001300 SH DEFINED 06 SOLE
GENERAL ELEC CO COM 369604103 106 000000006400 SH SOLE SOLE
GENERAL ELEC CO COM 369604103 127,617 000000820034 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 75 000000004570 SH DEFINED 06 SOLE
GENERAL MLS INC COM 370334104 2,667 000000073707 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 250 000000006990 SH DEFINED 06 SOLE
GENERAL MTRS CORP COM 370442105 32,109 000000387741 SH DEFINED 01 SOLE
GENERAL MTRS CORP CL H NEW 370442832 14,317 000000115000 SH DEFINED 01 SOLE
GENESCO INC COM 371532102 23 000000001800 SH DEFINED 01 SOLE
GENRAD INC COM 372447102 47 000000003800 SH DEFINED 01 SOLE
GEON CO COM 37246W105 86 000000004000 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 1,038 000000043483 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 137 000000002750 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM GA PAC 373298108 1,656 000000041873 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM GA PAC 373298108 126 000000003300 SH DEFINED 06 SOLE
GILLETTE CO COM 375766102 9,968 000000264509 SH DEFINED 01 SOLE
GLOBAL MARINE INC COM 379352404 43 000000001700 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 1,236 000000039642 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 39 000000003500 SH SOLE SOLE
GOODRICH B F CO COM 382388106 878 000000030610 SH DEFINED 01 SOLE
GOODRICH B F CO COM 382388106 98 000000003510 SH DEFINED 06 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 930 000000039901 SH DEFINED 01 SOLE
GRACE W R & CO DEL NEW COM 38388F108 225 000000017476 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 1,245 000000022966 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 208 000000003820 SH DEFINED 06 SOLE
GRAND UN CO COM 386532402 3,136 000001067528 SH DEFINED 05 SOLE
GRANITE CONSTR INC COM 387328107 27 000000001001 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 335 000000017210 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 546 000000016073 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 70 000000003600 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 66 000000003600 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 4,547 000000077242 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 452 000000008140 SH DEFINED 06 SOLE
HSB GROUP INC COM 40428N109 173 000000006001 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 4,715 000000114653 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 144 000000003560 SH DEFINED 06 SOLE
HANNAFORD BROS CO COM 410550107 2,950 000000040000 SH DEFINED 01 SOLE
HARCOURT GEN INC COM 41163G101 660 000000017729 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 2,938 000000037016 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 584 000000031487 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 254 000000011200 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 2,865 000000054331 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 718 000000043028 SH DEFINED 01 SOLE
HAYES LEMMERZ INTL INC COM 420781106 747 000000037900 SH DEFINED 02 SOLE
HAYES LEMMERZ INTL INC COM 420781106 24,629 000001287800 SH DEFINED 05 SOLE
HEALTHSOUTH CORP COM 421924101 537 000000094546 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HEICO CORP NEW COM 422806109 26 000000001800 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 3,642 000000104438 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 103 000000003000 SH DEFINED 06 SOLE
HELMERICH & PAYNE INC COM 423452101 409 000000013200 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 421 000000026136 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 1,887 000000038722 SH DEFINED 01 SOLE
HERTZ CORP CL A 428040109 153 000000004500 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 34,969 000000263176 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 54 000000004130 SH DEFINED 06 SOLE
HILTON HOTELS CORP COM 432848109 699 000000090286 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 37,447 000000580587 SH DEFINED 01 SOLE
HOMESTAKE MNG CO COM 437614100 381 000000063633 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 11,161 000000211841 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 149 000000002930 SH DEFINED 06 SOLE
HOUGHTON MIFFLIN CO COM 441560109 127 000000003000 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 4,568 000000122435 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 312 000000008600 SH DEFINED 06 SOLE
HOUSTON EXPL CO COM 442120101 4 000000000259 SH DEFINED 01 SOLE
HOWMET INTERNATIONAL COM 443208103 504 000000025000 SH DEFINED 01 SOLE
HUGHES SUPPLY INC COM 444482103 9 000000000600 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 299 000000040997 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC SUB NT CV 444903AE8 3,150 000003500000 PRN DEFINED 01 SOLE
HUNGARIAN TEL & CABLE CORP COM 445542103 4 000000000500 SH DEFINED 02 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 1,498 000000066966 SH DEFINED 01 SOLE
IDT CORP COM 448947101 340 000000008201 SH DEFINED 01 SOLE
ICICI LTD SPONSORED 44926P103 468 000000020800 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 129 000000008600 SH DEFINED 06 SOLE
IMS HEALTH INC COM 449934108 1,637 000000096681 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 666 000000021470 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 24 000000000701 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 227 000000036704 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 4,103 000000074272 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 241 000000004160 SH DEFINED 06 SOLE
IMATION CORP COM 45245A107 224 000000008401 SH DEFINED 01 SOLE
IMMUNEX CORP NEW COM 452528102 967 000000015253 SH DEFINED 01 SOLE
IMPERIAL BANCORP COM 452556103 80 000000002600 SH DEFINED 01 SOLE
IMPERIAL CHEM INDS PLC ADR NEW 452704505 387 000000012000 SH DEFINED 01 SOLE
IMPSAT FIBER NETWORKS INC COM 45321T103 100 000000003600 SH DEFINED 04 SOLE
INCO LTD COM 453258402 888 000000048329 SH DEFINED 01 SOLE
INCYTE PHARMACEUTICALS INC SUB NT CV 45337CAA0 5,366 000006750000 PRN DEFINED 01 SOLE
INGERSOLL-RAND CO COM 456866102 1,772 000000040063 SH DEFINED 01 SOLE
INGERSOLL-RAND CO COM 456866102 87 000000001920 SH DEFINED 06 SOLE
INTEL CORP COM 458140100 59 000000004000 SH SOLE SOLE
INTEL CORP COM 458140100 113,595 000000860979 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 116 000000009140 SH DEFINED 06 SOLE
INTERLEAF INC COM NEW 458729209 4,112 000000087500 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTERMAGNETICS GEN CORP COM 458771102 54 000000003200 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 86 000000006600 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 54,171 000000459083 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 111 000000008800 SH DEFINED 06 SOLE
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 904 000000025785 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 5,117 000000119701 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 213 000000005330 SH DEFINED 06 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 55,569 000000334000 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 3,249 000000068774 SH DEFINED 01 SOLE
INTUIT COM 461202103 312 000000005755 SH DEFINED 01 SOLE
ITURF INC CL A 46575Q100 1 000000000191 SH DEFINED 01 SOLE
I2 TECHNOLOGIES INC SUBNTCV 14 465754AD1 6,050 000003500000 PRN DEFINED 01 SOLE
I2 TECHNOLOGIES INC COM 465754109 460 000000003772 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 149 000000005500 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 1,985 000000016465 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 44 000000001400 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 1,712 000000025720 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 25,431 000000362014 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 63 000000000900 SH DEFINED 06 SOLE
JOHNSON CTLS INC COM 478366107 1,126 000000020833 SH DEFINED 01 SOLE
JOSTENS INC COM 481088102 198 000000008155 SH DEFINED 01 SOLE
JOSTENS INC COM 481088102 1,646 000000067100 SH DEFINED 02 SOLE
KLA-TENCOR CORP COM 482480100 4,289 000000050909 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 798 000000010080 SH DEFINED 06 SOLE
K MART CORP COM 482584109 1,155 000000119271 SH DEFINED 01 SOLE
KANSAS CITY SOUTHN INDS INC COM 485170104 2,601 000000030277 SH DEFINED 01 SOLE
KANSAS CITY SOUTHN INDS INC COM 485170104 136 000000001560 SH DEFINED 06 SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 249 000000011631 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 2,655 000000103142 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 156 000000006000 SH DEFINED 06 SOLE
KERR MCGEE CORP COM 492386107 1,450 000000025114 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 2,080 000000109482 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 61 000000003300 SH DEFINED 06 SOLE
KEYSPAN CORP COM 49337W100 113 000000004101 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 7,622 000000135965 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 124 000000002190 SH DEFINED 06 SOLE
KNIGHT RIDDER INC COM 499040103 1,055 000000020593 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 4,082 000000039832 SH DEFINED 01 SOLE
KROGER CO COM 501044101 3,583 000000204059 SH DEFINED 01 SOLE
KROGER CO COM 501044101 215 000000012370 SH DEFINED 06 SOLE
KULICKE & SOFFA INDS INC SUB NT CV 501242AC5 4,586 000003000000 PRN DEFINED 01 SOLE
LG&E ENERGY CORP COM 501917108 3,133 000000137000 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 5,549 000000076419 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 104 000000001600 SH DEFINED 06 SOLE
LACLEDE GAS CO COM 505588103 24 000000001200 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO NT CV 5 512815AF8 3,110 000002750000 PRN DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LATTICE SEMICONDUCTOR CORP COM 518415104 135 000000002000 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 388 000000008500 SH SOLE SOLE
LAUDER ESTEE COS INC CL A 518439104 310 000000006200 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 78 000000002800 SH DEFINED 01 SOLE
LEGATO SYS INC COM 524651106 93 000000002094 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 1,035 000000048167 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 2,958 000000030499 SH DEFINED 01 SOLE
LENNAR CORP COM 526057104 162 000000007501 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 681 000000006449 SH DEFINED 01 SOLE
LEXMARK INTL GROUP INC CL A 529771107 3,351 000000031696 SH DEFINED 01 SOLE
LEXMARK INTL GROUP INC CL A 529771107 17 000000001570 SH DEFINED 06 SOLE
LIBERTY DIGITAL INC CL A 530436104 7,892 000000205000 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 16,907 000000269983 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 61 000000001000 SH DEFINED 06 SOLE
LIMITED INC COM 532716107 2,631 000000062457 SH DEFINED 01 SOLE
LIMITED INC COM 532716107 105 000000002553 SH DEFINED 06 SOLE
LINCARE HLDGS INC COM 532791100 215 000000007600 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 1,982 000000059186 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 785 000000014283 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 659 000000014393 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 2,351 000000115068 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 1,299 000000025983 SH DEFINED 01 SOLE
LONGS DRUG STORES CORP COM 543162101 219 000000009644 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 44 000000003000 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 902 000000065059 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 5,464 000000093616 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 451 000000007790 SH DEFINED 06 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 72,521 000001184028 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 371 000000006080 SH DEFINED 06 SOLE
LYCOS INC COM 550818108 209 000000002988 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 1,315 000000025274 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 5,533 000000217018 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 100 000000003980 SH DEFINED 06 SOLE
MCN ENERGY GROUP INC COM 55267J100 4,052 000000162100 SH DEFINED 01 SOLE
MCI WORLDCOM INC COM 55268B106 589 000000013700 SH SOLE SOLE
MCI WORLDCOM INC COM 55268B106 32,913 000000726348 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 1,227 000000028129 SH DEFINED 01 SOLE
MSC SOFTWARE CORP COM 553531104 3 000000000300 SH DEFINED 01 SOLE
MALLINCKRODT INC NEW COM 561232109 483 000000016805 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 340 000000025222 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 478 000000016000 SH SOLE SOLE
MAPQUEST COM INC COM 565644101 4,876 000000235000 SH DEFINED 01 SOLE
MAPQUEST COM INC COM 565644101 815 000000040000 SH DEFINED 02 SOLE
MARSH & MCLENNAN COS INC COM 571748102 7,208 000000065345 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 63 000000001100 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 1,918 000000060917 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MASCO CORP COM 574599106 2,243 000000109426 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 121 000000005600 SH DEFINED 06 SOLE
MATTEL INC COM 577081102 1,081 000000103040 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 624 000000008781 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 2,328 000000081712 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 159 000000005450 SH DEFINED 06 SOLE
MAYTAG CORP COM 578592107 759 000000022917 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 133 000000014528 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 13,025 000000348508 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 82 000000002200 SH DEFINED 06 SOLE
MCGRAW HILL COS INC COM 580645109 2,585 000000056828 SH DEFINED 01 SOLE
MCKESSON HBOC INC COM 58155Q103 1,446 000000068903 SH DEFINED 01 SOLE
MCLEODUSA INC COM 582266102 246 000000002905 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 903 000000025850 SH DEFINED 01 SOLE
MEDIAONE GROUP INC COM 58440J104 46,390 000000572724 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 280 000000001611 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 15,036 000000292314 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 217 000000004270 SH DEFINED 06 SOLE
MELLON FINL CORP COM 58551A108 3,999 000000134438 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 672 000000011000 SH SOLE SOLE
MERCK & CO INC COM 589331107 36,856 000000593265 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 347 000000012565 SH DEFINED 01 SOLE
MERITOR AUTOMOTIVE INC COM 59000G100 199 000000012600 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 9,822 000000093549 SH DEFINED 01 SOLE
MESA AIR GROUP INC COM 590479101 1 000000000206 SH DEFINED 01 SOLE
METROMEDIA FIBER NETWORK INC CL A 591689104 422 000000004366 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 65 000000006300 SH SOLE SOLE
MICROSOFT CORP COM 594918104 142,489 000001341081 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 81 000000007610 SH DEFINED 06 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 94 000000001433 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 8,339 000000066187 SH DEFINED 01 SOLE
MIDCAP SPDR TR UNIT SER 1 595635103 136,875 000001500000 SH DEFINED 01 SOLE
MIDWAY GAMES INC COM 598148104 25 000000001900 SH DEFINED 01 SOLE
MILACRON INC COM 598709103 130 000000009036 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 38 000000001386 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 620 000000010999 SH DEFINED 01 SOLE
MINIMED INC COM 60365K108 103 000000000800 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 10,189 000000115058 SH DEFINED 01 SOLE
MIRAGE RESORTS INC COM 60462E104 1,691 000000087285 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 62 000000002800 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 2,946 000000050146 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 7,283 000000164125 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 2,371 000000062500 SH DEFINED 02 SOLE
MONSANTO CO COM 611662107 7,995 000000155258 SH DEFINED 01 SOLE
MONTANA POWER CO COM 612085100 76 000000001200 SH DEFINED 01 SOLE
MORGAN J P & CO INC COM 616880100 8,215 000000062355 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MORGAN KEEGAN INC COM 617410105 41 000000002400 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 23,102 000000278758 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 25,613 000000175435 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 103 000000006880 SH DEFINED 06 SOLE
MURPHY OIL CORP COM 626717102 414 000000007200 SH DEFINED 01 SOLE
MUTUAL RISK MGMT LTD COM 628351108 58 000000002900 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 349 000000012700 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 949 000000023665 SH DEFINED 01 SOLE
NTL INC COM 629407107 305 000000003293 SH DEFINED 01 SOLE
NABISCO GROUP HLDG CORP COM 62952P102 962 000000079767 SH DEFINED 01 SOLE
NABISCO HLDGS CORP CL A 629526104 677 000000021000 SH DEFINED 01 SOLE
NABORS INDS INC COM 629568106 294 000000007600 SH DEFINED 01 SOLE
NACCO INDS INC CL A 629579103 103 000000002151 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 728,853 000006656200 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 3,112 000000150887 SH DEFINED 01 SOLE
NATIONAL DATA CORP COM 635621105 254 000000009800 SH DEFINED 01 SOLE
NATIONAL PROCESSING INC COM 637229105 1 000000000154 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,800 000000046101 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 140 000000002430 SH DEFINED 06 SOLE
NATIONAL SVC INDS INC COM 637657107 211 000000010022 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 618 000000015412 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 104 000000003254 SH DEFINED 01 SOLE
NETOPTIX CORP COM 64116F103 1,528 000000008900 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 6,757 000000081658 SH DEFINED 01 SOLE
NETWORK SOLUTIONS INC DEL COM 64121Q102 270 000000001757 SH DEFINED 01 SOLE
NEW CENTURY ENERGIES INC COM 64352U103 849 000000028241 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 1,797 000000041854 SH DEFINED 01 SOLE
NEWBRIDGE NETWORKS CORP COM 650901101 316 000000009000 SH SOLE SOLE
NEWBRIDGE NETWORKS CORP COM 650901101 5,962 000000183800 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 1,978 000000079752 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 920 000000041042 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 223 000000010000 SH DEFINED 06 SOLE
NEWS CORP LTD SP ADR PFD 652487802 2,024 000000042400 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 14,717 000000099272 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 69 000000004700 SH DEFINED 06 SOLE
NEXTLINK COMMUNICATIONS INC CL A 65333H707 234 000000001893 SH DEFINED 01 SOLE
NIAGARA MOHAWK HLDGS INC COM 653520106 656 000000048599 SH DEFINED 01 SOLE
NICOR INC COM 654086107 379 000000011516 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 3,042 000000076777 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 197 000000005100 SH DEFINED 06 SOLE
99 CENTS ONLY STORES COM 65440K106 19 000000000500 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 27 000000001600 SH DEFINED 01 SOLE
NOKIA CORP SPONSORED 654902204 44,577 000000200800 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 99 000000002400 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 971 000000032917 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 1,333 000000093547 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NORFOLK SOUTHERN CORP COM 655844108 93 000000006600 SH DEFINED 06 SOLE
NORTEL NETWORKS CORP COM 656569100 44,546 000000353191 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 983 000000046500 SH DEFINED 02 SOLE
NORTHN STS PWR CO MINN COM 665772109 752 000000037866 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 3,676 000000054423 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 1,211 000000022893 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 364 000000006900 SH DEFINED 06 SOLE
NORTHWEST AIRLS CORP CL A 667280101 35 000000001555 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 2,537 000000088640 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 79 000000002930 SH DEFINED 06 SOLE
NOVELLUS SYS INC COM 670008101 89 000000001600 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 1,450 000000029008 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 73 000000001520 SH DEFINED 06 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 1,890 000000091127 PRN DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 1,050 000000090888 SH DEFINED 01 SOLE
OLD KENT FINL CORP COM 679833103 955 000000029857 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 4,162 000000044459 SH DEFINED 01 SOLE
ONE VALLEY BANCORP INC COM 682419106 640 000000018502 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 202 000000008089 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 1,238 000000014000 SH SOLE SOLE
ORACLE CORP COM 68389X105 64,015 000000820043 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 1,253 000000015980 SH DEFINED 06 SOLE
ORGANOGENESIS INC COM 685906109 133 000000011100 SH DEFINED 01 SOLE
ORTEL CORP COM 68749W102 6,625 000000035300 SH DEFINED 01 SOLE
OWENS CORNING COM 69073F103 261 000000013499 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 620 000000036742 SH DEFINED 01 SOLE
PECO ENERGY CO COM 693304107 1,677 000000045505 SH DEFINED 01 SOLE
PECO ENERGY CO COM 693304107 516 000000013900 SH DEFINED 06 SOLE
PG&E CORP COM 69331C108 2,432 000000115844 SH DEFINED 01 SOLE
PE CORP COM PE BIO 69332S102 4,875 000000050519 SH DEFINED 01 SOLE
PIMCO ADVISORS HLDGS L P UT LTD PAR 69338P102 6,896 000000180000 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 687 000000003376 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 14 000000000800 SH DEFINED 06 SOLE
PNC BK CORP COM 693475105 3,643 000000080857 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 3,032 000000057976 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 100 000000001900 SH DEFINED 06 SOLE
PPL CORP COM 69351T106 763 000000036468 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 1,054 000000021090 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 143 000000002869 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 363 000000041871 SH DEFINED 01 SOLE
PAINE WEBBER GROUP INC COM 695629105 1,576 000000035829 SH DEFINED 01 SOLE
PALL CORP COM 696429307 709 000000031603 SH DEFINED 01 SOLE
PALM INC COM 696642107 134 000000003000 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 221 000000004514 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,592 000000075584 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 404 000000018260 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PARKER HANNIFIN CORP COM 701094104 1,131 000000027391 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 82 000000001980 SH DEFINED 06 SOLE
PAYCHEX INC COM 704326107 3,444 000000065773 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 114 000000002200 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 947 000000063676 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 318 000000008600 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 446 000000016280 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 1,482 000000074147 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 209 000000011000 SH DEFINED 06 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 77 000000013033 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 90 000000004700 SH DEFINED 06 SOLE
PEPSICO INC COM 713448108 12,590 000000361012 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 219 000000006200 SH DEFINED 06 SOLE
PERKINELMER INC COM 714046109 774 000000011651 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 7,551 000000126916 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 158 000000002660 SH DEFINED 06 SOLE
PFIZER INC COM 717081103 34,629 000000947124 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 613 000000016820 SH DEFINED 06 SOLE
PHARMACEUTICAL HLDRS TR DEPOSITRY 71712A206 21,343 000000250000 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 1,168 000000024671 SH DEFINED 01 SOLE
PHILADELPHIA SUBN CORP COM PAR $0 718009608 41 000000002302 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 12,593 000000596131 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 106 000000005000 SH DEFINED 06 SOLE
PHILLIPS PETE CO COM 718507106 2,951 000000063812 SH DEFINED 01 SOLE
PHILLIPS PETE CO COM 718507106 323 000000007100 SH DEFINED 06 SOLE
PIEDMONT NAT GAS INC COM 720186105 62 000000002402 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 664 000000023570 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 3,383 000000075707 SH DEFINED 01 SOLE
PITTSTON CO COM BRINKS 725701106 49 000000002900 SH DEFINED 01 SOLE
PLACER DOME INC COM 725906101 647 000000079711 SH DEFINED 01 SOLE
PLANTRONICS INC NEW COM 727493108 2,559 000000027600 SH DEFINED 02 SOLE
PLAYBOY ENTERPRISES INC CL B 728117300 2 000000000101 SH DEFINED 01 SOLE
POLAROID CORP COM 731095105 257 000000010846 SH DEFINED 01 SOLE
POPE & TALBOT INC COM 732827100 75 000000004100 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 345 000000006900 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 309 000000007199 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 750 000000006000 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 1,618 000000038874 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 107 000000002600 SH DEFINED 06 SOLE
PRECISION RESPONSE CORP COM 740314109 4,255 000000175500 SH DEFINED 01 SOLE
PRECISION RESPONSE CORP COM 740314109 228 000000010000 SH DEFINED 02 SOLE
PRICE T ROWE & ASSOCIATES COM 741477103 1,190 000000030147 SH DEFINED 01 SOLE
PRIMARK CORP COM 741903108 12 000000000500 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 19,363 000000342721 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 1,359 000000017868 SH DEFINED 01 SOLE
PROVIDENCE ENERGY CORP COM 743743106 18 000000000500 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PROVIDIAN FINL CORP COM 74406A102 3,317 000000038296 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 122 000000001460 SH DEFINED 06 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,720 000000058063 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 95 000000003200 SH DEFINED 06 SOLE
PULTE CORP COM 745867101 222 000000010674 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 228 000000001689 SH DEFINED 01 SOLE
QUAKER OATS CO COM 747402105 1,984 000000032739 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 29,764 000000199345 SH DEFINED 01 SOLE
QUANEX CORP COM 747620102 39 000000002201 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP SB NT CV 4 748767AC4 13,920 000013938000 PRN DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 540 000000031666 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 185 000000011800 SH DEFINED 06 SOLE
QWEST COMMUNICATIONS INTL INC COM 749121109 20,265 000000422200 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 273 000000002033 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 29 000000001000 SH DEFINED 06 SOLE
RALSTON PURINA CO COM RAL-PU 751277302 2,030 000000073830 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 238 000000004900 SH DEFINED 01 SOLE
RAYTHEON CO CL A 755111309 161 000000008500 SH DEFINED 06 SOLE
RAYTHEON CO CL B 755111408 1,804 000000101668 SH DEFINED 01 SOLE
REALNETWORKS INC COM 75605L104 183 000000003224 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 127 000000013812 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 1,220 000000053517 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 2,161 000000091717 SH DEFINED 01 SOLE
RELIASTAR FINL CORP COM 75952U103 216 000000006400 SH DEFINED 01 SOLE
REYNOLDS METALS CO COM 761763101 1,031 000000015418 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 107 000000006300 SH DEFINED 06 SOLE
RITE AID CORP COM 767754104 356 000000063418 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 289 000000006100 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 2,038 000000048744 SH DEFINED 01 SOLE
ROGERS COMMUNICATIONS INC CL B 775109200 104 000000003500 SH DEFINED 01 SOLE
ROGERS CORP COM 775133101 18 000000000300 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 2,390 000000053573 SH DEFINED 01 SOLE
ROUSE CO COM 779273101 46 000000002200 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 668 000000022721 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 30,509 000000527731 SH DEFINED 01 SOLE
RUSSELL CORP COM 782352108 142 000000009964 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 356 000000015731 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 35,889 000000851966 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 399 000000009600 SH DEFINED 06 SOLE
SDL INC COM 784076101 350 000000001647 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 1,382 000000041499 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 323 000000009220 SH DEFINED 06 SOLE
SPDR TR UNIT SER 1 78462F103 817,498 000005436400 SH DEFINED 01 SOLE
SPX CORP COM 784635104 57 000000004900 SH SOLE SOLE
SABRE HLDGS CORP CL A 785905100 1,156 000000031681 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 276 000000008000 SH DEFINED 06 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SAFECO CORP COM 786429100 1,070 000000040283 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 5,634 000000124527 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 157 000000003590 SH DEFINED 06 SOLE
ST JUDE MED INC COM 790849103 706 000000027366 SH DEFINED 01 SOLE
ST LAURENT PAPERBOARD INC COM 790907109 984 000000050000 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 2,046 000000059965 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 97 000000003000 SH DEFINED 06 SOLE
SANMINA CORP SUB NTCV 4 800907AB3 3,272 000002000000 PRN DEFINED 01 SOLE
SANMINA CORP COM 800907107 15,131 000000223956 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 4,000 000000222272 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 62 000000003420 SH DEFINED 06 SOLE
SAVIA S A DE C V SPON ADR R 805175106 56,631 000002462252 SH DEFINED 04 SOLE
SCANA CORP NEW COM 80589M102 44 000000001800 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 216 000000006200 SH SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 13,350 000000359611 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 172 000000004620 SH DEFINED 06 SOLE
SCHLUMBERGER LTD COM 806857108 716 000000009000 SH SOLE SOLE
SCHLUMBERGER LTD COM 806857108 10,504 000000137313 SH DEFINED 01 SOLE
SCHULMAN A INC COM 808194104 8 000000000630 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 11,479 000000202065 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 2,457 000000038851 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY COM 811804103 3,262 000000052836 SH DEFINED 01 SOLE
SEAGRAM LTD COM 811850106 6,312 000000106098 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 1,108 000000020417 SH DEFINED 01 SOLE
SEALED AIR CORP NEW PFD CV A $ 81211K209 33,510 000000645200 PRN DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 3,498 000000114245 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI CONS S 81369Y308 1,060 000000050000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-EN 81369Y506 7,328 000000250000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-FI 81369Y605 7,279 000000300000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-TE 81369Y803 148,379 000002450000 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 969 000000057898 SH DEFINED 01 SOLE
SENSORMATIC ELECTRS CORP COM 817265101 208 000000009900 SH DEFINED 06 SOLE
SEPRACOR INC SB DB CV 1 817315AJ3 24,797 000026000000 PRN DEFINED 01 SOLE
SEPRACOR INC COM 817315104 1,132 000000015556 SH SOLE SOLE
SERVICE CORP INTL COM 817565104 158 000000052755 SH DEFINED 01 SOLE
SHARED MED SYS CORP COM 819486101 344 000000006641 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 957 000000043272 SH DEFINED 01 SOLE
SIEBEL SYS INC SB NT CV 1 826170AA0 20,115 000007645000 PRN DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 609 000000005101 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 182 000000014600 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 1,014 000000037736 SH DEFINED 01 SOLE
SILICON GRAPHICS INC COM 827056102 475 000000045022 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 260 000000015384 SH DEFINED 01 SOLE
SNYDER COMMUNICATIONS INC COM SNC 832914105 1,425 000000063000 SH DEFINED 02 SOLE
SNAP ON INC COM 833034101 374 000000014284 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 5,906 000000147209 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SOLECTRON CORP COM 834182107 211 000000005560 SH DEFINED 06 SOLE
SOLUTIA INC COM 834376105 204 000000015300 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 391 000000017000 SH DEFINED 01 SOLE
SONY CORP ADR NEW 835699307 112 000000000400 SH DEFINED 01 SOLE
SOUTHDOWN INC COM 841297104 402 000000006800 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 3,582 000000164730 SH DEFINED 01 SOLE
SOUTHERN PERU COPPER CORP COM 843611104 9 000000000702 SH DEFINED 01 SOLE
SOUTHERN UN CO NEW COM 844030106 18 000000001000 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 1,090 000000042877 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 2,672 000000128386 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 119 000000006010 SH DEFINED 06 SOLE
SPLITROCK SVCS INC COM 848636304 2,472 000000060300 SH DEFINED 01 SOLE
SPRINGS INDS INC CL A 851783100 170 000000004477 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 13,484 000000213200 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 421 000000007000 SH DEFINED 06 SOLE
SPRINT CORP PCS COM SE 852061506 13,811 000000210862 SH DEFINED 01 SOLE
STANDARD MTR PRODS INC COM 853666105 19 000000001300 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 576 000000021871 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 2,551 000000127558 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 256 000000005730 SH DEFINED 01 SOLE
STARMEDIA NETWORK INC COM 855546107 30 000000001000 SH DEFINED 04 SOLE
STARTEK INC COM 85569C107 885 000000012000 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 2,575 000000100000 SH DEFINED 04 SOLE
STATE STR CORP COM 857477103 4,110 000000042428 SH DEFINED 01 SOLE
STERLING SOFTWARE INC COM 859547101 163 000000005000 SH DEFINED 01 SOLE
STILLWATER MNG CO COM 86074Q102 692 000000017000 SH DEFINED 06 SOLE
STMICROELECTRONICS N V SUB LYON Z 861012AB8 11,532 000007000000 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 145 000000010600 SH DEFINED 06 SOLE
SUMMIT BANCORP COM 866005101 1,257 000000047909 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 37,632 000000401612 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 521 000000005600 SH DEFINED 06 SOLE
SUNOCO INC COM 86764P109 847 000000030975 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 4,520 000000078279 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 800 000000042281 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 59 000000003300 SH DEFINED 06 SOLE
SYNOPSYS INC COM 871607107 89 000000001837 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 1,292 000000068486 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 2,916 000000080734 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 1,966 000000088612 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 109 000000004760 SH DEFINED 06 SOLE
TRW INC COM 872649108 1,742 000000029781 SH DEFINED 01 SOLE
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED 874039100 166 000000003000 SH DEFINED 06 SOLE
TALBOTS INC COM 874161102 16 000000000274 SH DEFINED 01 SOLE
TANDY CORP COM 875382103 493 000000010000 SH SOLE SOLE
TANDY CORP COM 875382103 2,400 000000047305 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 8,012 000000107196 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TARGET CORP COM 87612E106 155 000000002010 SH DEFINED 06 SOLE
TECHNITROL INC COM 878555101 50 000000000859 SH DEFINED 01 SOLE
TEJON RANCH CO DEL COM 879080109 16 000000000744 SH DEFINED 01 SOLE
TEKELEC COM 879101103 23 000000000624 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 725 000000012954 SH DEFINED 01 SOLE
TELE SUDESTE CELULAR PART S A SPON ADR P 879252104 617 000000012375 SH DEFINED 01 SOLE
TELECOM HLDRS TR DEPOSITRY 87927P200 8,526 000000093500 SH DEFINED 01 SOLE
TELECOMUNICACOES DE SAO PAULO SPON ADR P 87929A102 5,172 000000174225 SH DEFINED 01 SOLE
TELECOMUNICACOES DE SAO PAULO SPON ADR P 87929A102 967 000000032600 SH DEFINED 04 SOLE
TELEFONICA DE ARGENTINA S A SPON ADR C 879378206 3,756 000000095700 SH DEFINED 01 SOLE
TELEFONICA DE ARGENTINA S A SPON ADR C 879378206 57,159 000001456300 SH DEFINED 04 SOLE
TELEFONICA S A SPONSORED 879382208 282,528 000003798700 SH DEFINED 04 SOLE
TELEFONICA DEL PERU S A SPON ADR C 879384105 295 000000017400 SH DEFINED 01 SOLE
TELEFONOS DE MEXICO S A SR DB CV 4 879403AD5 28,500 000019000000 SH DEFINED 04 SOLE
TELEFONOS DE MEXICO S A SPON ADR O 879403780 199 000000003000 SH DEFINED 04 SOLE
TELEFONOS DE MEXICO S A SPON ADR O 879403780 658 000000009600 SH DEFINED 06 SOLE
TELEGLOBE INC COM 87941V100 8 000000000300 SH DEFINED 06 SOLE
TELLABS INC COM 879664100 723 000000011000 SH SOLE SOLE
TELLABS INC COM 879664100 9,059 000000143833 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 177 000000002980 SH DEFINED 06 SOLE
TEMPLE INLAND INC COM 879868107 1,094 000000021981 SH DEFINED 01 SOLE
TELETECH HOLDINGS INC COM 879939106 26 000000000772 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 1,814 000000078025 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 108 000000004700 SH DEFINED 06 SOLE
TERADYNE INC COM 880770102 3,515 000000042876 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 295 000000003710 SH DEFINED 06 SOLE
TERAYON COMMUNICATION SYS COM 880775101 1,950 000000009112 SH DEFINED 02 SOLE
TERRA NETWORKS S A SPONSORED 88100W103 86 000000001100 SH DEFINED 04 SOLE
TESORO PETE CORP COM 881609101 135 000000011800 SH DEFINED 01 SOLE
TEXACO INC COM 881694103 282 000000005500 SH SOLE SOLE
TEXACO INC COM 881694103 7,676 000000142816 SH DEFINED 01 SOLE
TEXACO INC COM 881694103 303 000000005500 SH DEFINED 06 SOLE
TEXAS INSTRS INC COM 882508104 132 000000007000 SH SOLE SOLE
TEXAS INSTRS INC COM 882508104 32,040 000000200253 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 47 000000002890 SH DEFINED 06 SOLE
TEXAS UTILS CO COM 882848104 2,329 000000078471 SH DEFINED 01 SOLE
TEXAS UTILS CO COM 882848104 88 000000003000 SH DEFINED 06 SOLE
TEXTRON INC COM 883203101 2,341 000000038464 SH DEFINED 01 SOLE
THERMO CARDIOSYSTEMS INC COM NONRED 88355K200 21 000000001501 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 790 000000038811 SH DEFINED 01 SOLE
THERMO INSTR SYS INC COM 883559106 61 000000002900 SH DEFINED 01 SOLE
THERMO OPTEK CORP COM 883582108 6 000000000457 SH DEFINED 01 SOLE
THERMOQUEST CORP COM 883655102 9 000000000559 SH DEFINED 01 SOLE
THESTREET COM COM 88368Q103 1 000000000194 SH DEFINED 01 SOLE
THERMEDICS INC COM 883901100 1 000000000230 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 399 000000014127 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0THOMAS INDS INC COM 884425109 6 000000000320 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 7 000000000299 SH DEFINED 01 SOLE
THORNBURG MTG ASSET CORP COM 885218107 2 000000000297 SH DEFINED 01 SOLE
3COM CORP COM 885535104 4,879 000000087717 SH DEFINED 01 SOLE
THREE FIVE SYS INC COM 88554L108 72 000000001200 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 75 000000000900 SH DEFINED 01 SOLE
TIMBERLAND CO CL A 887100105 20 000000000402 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 31,475 000000314755 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 290 000000003200 SH DEFINED 06 SOLE
TIME WARNER INC COM 887315109 101 000000001730 SH DEFINED 06 SOLE
TIMES MIRROR CO NEW COM SER A 887364107 1,357 000000014611 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 245 000000015124 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 16 000000000823 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 1,110 000000048027 SH DEFINED 01 SOLE
TORO CO COM 891092108 8 000000000290 SH DEFINED 01 SOLE
TOSCO CORP COM NEW 891490302 1,171 000000038238 SH DEFINED 01 SOLE
TOSCO CORP COM NEW 891490302 37 000000001200 SH DEFINED 06 SOLE
TOYS R US INC COM 892335100 870 000000058750 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 8 000000000280 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP CL A 893939108 5,775 000000140000 SH DEFINED 01 SOLE
TRAVELOCITY COM INC COM 893953109 37 000000001260 SH DEFINED 01 SOLE
TREND MICRO INC SPONSORED 89486M107 24 000000001403 SH DEFINED 01 SOLE
TRENDWEST RESORTS INC COM 894917103 4 000000000188 SH DEFINED 01 SOLE
TRENWICK GROUP INC COM 895290104 4 000000000348 SH DEFINED 01 SOLE
TREX INC COM 89531P105 37 000000000978 SH DEFINED 01 SOLE
TREX MED CORP COM 89531R101 2 000000000934 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 18 000000001123 SH DEFINED 01 SOLE
TRIARC COS INC CL A 895927101 9 000000000451 SH DEFINED 01 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 1,148 000000036958 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 2,125 000000058141 SH DEFINED 01 SOLE
TRIMBLE NAVIGATION LTD COM 896239100 12 000000000499 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 186 000000007884 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 6 000000000084 SH DEFINED 01 SOLE
TROPICAL SPORTSWEAR INTL CORP COM 89708P102 3 000000000320 SH DEFINED 01 SOLE
TRUE NORTH COMMUNICATIONS INC COM 897844106 129 000000003300 SH DEFINED 01 SOLE
TUBOSCOPE INC COM 898600101 299 000000017812 SH DEFINED 02 SOLE
TUESDAY MORNING CORP COM NEW 899035505 19 000000001363 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 222 000000014099 SH DEFINED 01 SOLE
TUT SYSTEMS COM 901103101 1 000000000020 SH DEFINED 01 SOLE
TWEETER HOME ENTMT GROUP INC COM 901167106 33 000000000761 SH DEFINED 01 SOLE
TWINLAB CORP COM 901774109 1 000000000261 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 970 000000019200 SH SOLE SOLE
TYCO INTL LTD NEW COM 902124106 20,736 000000413696 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 652 000000013090 SH DEFINED 06 SOLE
UAL CORP COM PAR $0 902549500 86 000000001500 SH DEFINED 06 SOLE
UCAR INTL INC COM 90262K109 20 000000001578 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UICI COM 902737105 2 000000000417 SH DEFINED 01 SOLE
UMB FINL CORP COM 902788108 25 000000000689 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 2,881 000000110573 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 123 000000004900 SH DEFINED 06 SOLE
UST INC COM 902911106 712 000000045610 SH DEFINED 01 SOLE
U S RESTAURANT PPTYS INC COM 902971100 2 000000000164 SH DEFINED 01 SOLE
US BANCORP DEL COM 902973106 4,032 000000184328 SH DEFINED 01 SOLE
U S LIQUIDS INC COM 902974104 7 000000001186 SH DEFINED 01 SOLE
USA NETWORKS INC COM 902984103 159 000000007050 SH DEFINED 01 SOLE
U S CAN CORP COM 90328W105 32 000000001669 SH DEFINED 01 SOLE
U S G CORP COM NEW 903293405 100 000000002400 SH DEFINED 01 SOLE
U S FOODSERVICE COM 90331R101 7,158 000000278000 SH DEFINED 01 SOLE
USEC INC COM 90333E108 1,634 000000040300 SH DEFINED 06 SOLE
USX-U S STL COM 90337T101 593 000000023752 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 363 000000014800 SH DEFINED 06 SOLE
U S XPRESS ENTERPRISES INC CL A 90338N103 10 000000001166 SH DEFINED 01 SOLE
UBID INC COM 903469104 3,382 000000115402 SH DEFINED 01 SOLE
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 83 000000003300 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 6,898 000000143337 SH DEFINED 01 SOLE
UNICOM CORP COM 904911104 1,942 000000053207 SH DEFINED 01 SOLE
UNIGRAPHICS SOLUTIONS INC CL A 904928108 6 000000000208 SH DEFINED 01 SOLE
UNION CARBIDE CORP COM 905581104 7,741 000000132750 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 2,690 000000068770 SH DEFINED 01 SOLE
UNION PAC RES GROUP INC COM 907834105 893 000000061632 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 1,062 000000034491 SH DEFINED 01 SOLE
UNIQUE MOBILITY INC COM 909154106 12 000000001300 SH DEFINED 01 SOLE
UNISOURCE ENERGY CORP COM 909205106 44 000000003001 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 235 000000008500 SH SOLE SOLE
UNISYS CORP COM 909214108 2,284 000000088950 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 237 000000009100 SH DEFINED 06 SOLE
UNITED AUTO GROUP INC COM 909440109 7 000000000850 SH DEFINED 01 SOLE
UNITED FIRE & CAS CO COM 910331107 27 000000001426 SH DEFINED 01 SOLE
UNITED HEALTHCARE CORP COM 910581107 2,688 000000045093 SH DEFINED 01 SOLE
UNITED ILLUM CO COM 910637107 54 000000001378 SH DEFINED 01 SOLE
UNITED NAT FOODS INC COM 911163103 9 000000000641 SH DEFINED 01 SOLE
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A 911300200 40,577 000000818700 SH DEFINED 04 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 70 000000001200 SH DEFINED 06 SOLE
US AIRWAYS GROUP INC COM 911905107 483 000000017380 SH DEFINED 01 SOLE
U S HOME CORP NEW COM 911920106 3,849 000000101300 SH DEFINED 01 SOLE
U S INDS INC NEW COM 912080108 46 000000004200 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 8,976 000000123607 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 157 000000002160 SH DEFINED 06 SOLE
U S TR CORP NEW COM 91288L105 10,032 000000053000 SH DEFINED 01 SOLE
UNITED STATIONERS INC COM 913004107 56 000000001588 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 8,438 000000133545 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 171 000000002800 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UNITED TELEVISION INC COM 913066106 97 000000000737 SH DEFINED 01 SOLE
UNITED WTR RES INC COM 913190104 4,865 000000140000 SH DEFINED 01 SOLE
UNITEDGLOBALCOM CL A 913247508 13,201 000000184800 SH DEFINED 02 SOLE
UNIVERSAL FST PRODS INC COM 913543104 5 000000000465 SH DEFINED 01 SOLE
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UNOCAL CORP COM 915289102 334 000000011200 SH DEFINED 06 SOLE
UNUMPROVIDENT CORP COM 91529Y106 995 000000058764 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 364 000000022600 SH DEFINED 06 SOLE
URBAN OUTFITTERS INC COM 917047102 1 000000000086 SH DEFINED 01 SOLE
V F CORP COM 918204108 823 000000034230 SH DEFINED 01 SOLE
V F CORP COM 918204108 140 000000005700 SH DEFINED 06 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 63 000000001900 SH DEFINED 01 SOLE
VALENCE TECHNOLOGY INC COM 918914102 16 000000000695 SH DEFINED 01 SOLE
VALLEY MEDIA INC COM 91972C106 1 000000000275 SH DEFINED 01 SOLE
VALUE AMER INC COM 92038N102 2 000000000746 SH DEFINED 01 SOLE
VALUE LINE INC COM 920437100 28 000000000780 SH DEFINED 01 SOLE
VARCO INTL INC COM 922126107 131 000000010400 SH DEFINED 01 SOLE
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 40 000000000642 SH DEFINED 01 SOLE
VASTAR RES INC COM 922380100 743 000000010000 SH DEFINED 01 SOLE
VEECO INSTRS INC DEL COM 922417100 52 000000000703 SH DEFINED 01 SOLE
VENTANA MED SYS INC COM 92276H106 13 000000000305 SH DEFINED 01 SOLE
VERITAS DGC INC COM 92343P107 731 000000026000 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 1,180 000000009014 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 6 000000000147 SH DEFINED 01 SOLE
VERTICALNET INC SB DB CV 1 92532LAA5 9,236 000002600000 PRN DEFINED 01 SOLE
VIAD CORP COM 92552R109 219 000000009600 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 291 000000005400 SH DEFINED 06 SOLE
VIACOM INC CL B 925524308 8,994 000000170510 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 84 000000001570 SH DEFINED 06 SOLE
VIATEL INC COM 925529208 38 000000000772 SH DEFINED 01 SOLE
VICAL INC COM 925602104 2 000000000066 SH DEFINED 01 SOLE
VINTAGE PETE INC COM 927460105 9 000000000455 SH DEFINED 01 SOLE
VIRCO MFG CO COM 927651109 7 000000000737 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 29 000000001643 SH DEFINED 01 SOLE
VITAL SIGNS INC COM 928469105 13 000000000601 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 367 000000003817 SH DEFINED 01 SOLE
VOICESTREAM WIRELESS CORP COM 928615103 492 000000003827 SH DEFINED 01 SOLE
VOLT INFORMATION SCIENCES INC COM 928703107 35 000000000982 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 1,123 000000024516 SH DEFINED 01 SOLE
WFS FINL INC COM 92923B106 26 000000001375 SH DEFINED 01 SOLE
WD-40 CO COM 929236107 8 000000000415 SH DEFINED 01 SOLE
WICOR INC COM 929253102 12 000000000410 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 3,457 000000051181 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 131 000000001970 SH DEFINED 06 SOLE
WACKENHUT CORP COM SER A 929794105 8 000000000581 SH DEFINED 01 SOLE
WACKENHUT CORRECTIONS CORP COM 929798106 42 000000004449 SH DEFINED 01 SOLE
1Page 26 00-05-12 14:18:23
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INFORMATION TABLE
QUARTER ENDING
03/31/2000
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WAL MART STORES INC COM 931142103 1,031 000000018600 SH SOLE SOLE
WAL MART STORES INC COM 931142103 62,543 000001106958 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 458 000000017400 SH SOLE SOLE
WALGREEN CO COM 931422109 6,337 000000246126 SH DEFINED 01 SOLE
WALLACE COMPUTER SERVICES INC COM 932270101 29 000000002456 SH DEFINED 01 SOLE
WARNACO GROUP INC CL A 934390105 94 000000008000 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 20,520 000000210063 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 215 000000002250 SH DEFINED 06 SOLE
WASHINGTON GAS LT CO COM 938837101 14 000000000515 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 3,741 000000141173 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 228 000000008700 SH DEFINED 06 SOLE
WASTE CONNECTIONS INC COM 941053100 7 000000000634 SH DEFINED 01 SOLE
WASTE INDUSTRIES INC COM 941058109 11 000000001042 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 2,074 000000151558 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 77 000000005600 SH DEFINED 06 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 932 000000023499 SH DEFINED 01 SOLE
WATTS INDS INC CL A 942749102 9 000000000801 SH DEFINED 01 SOLE
WAVE SYSTEMS CORP CL A 943526103 5 000000000137 SH DEFINED 01 SOLE
WAVO CORP COM 944027101 2 000000000513 SH DEFINED 01 SOLE
WEBB DEL CORP COM 947423109 46 000000003140 SH DEFINED 01 SOLE
WEBLINK WIRELESS INC CL A 94769A101 2 000000000150 SH DEFINED 01 SOLE
WEBTRENDS CORP COM 94844D104 34 000000000478 SH DEFINED 01 SOLE
WELLMAN INC COM 949702104 1 000000000078 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,089 000000015591 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 16,459 000000403918 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 263 000000006720 SH DEFINED 06 SOLE
WENDYS INTL INC COM 950590109 692 000000034320 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 65 000000003300 SH DEFINED 06 SOLE
WESCO INTL INC COM 95082P105 4 000000000561 SH DEFINED 01 SOLE
WESLEY JESSEN VISIONCARE INC COM 951018100 16 000000000448 SH DEFINED 01 SOLE
WEST COAST BANCORP ORE NEW COM 952145100 4 000000000416 SH DEFINED 01 SOLE
WEST MARINE INC COM 954235107 11 000000001182 SH DEFINED 01 SOLE
WEST PHARMACEUTICAL SVSC INC COM 955306105 3 000000000120 SH DEFINED 01 SOLE
WEST TELESERVICES CORP COM 956188106 1 000000000040 SH DEFINED 01 SOLE
WESTELL TECHNOLOGIES INC CL A 957541105 49 000000001559 SH DEFINED 01 SOLE
WESTCORP INC COM 957907108 6 000000000471 SH DEFINED 01 SOLE
WESTERN WIRELESS CORP CL A 95988E204 22 000000000500 SH DEFINED 01 SOLE
WESTVACO CORP COM 961548104 996 000000029861 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 3,414 000000059909 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 87 000000001480 SH DEFINED 06 SOLE
WHIRLPOOL CORP COM 963320106 1,163 000000019842 SH DEFINED 01 SOLE
WHITMAN CORP NEW COM 96647R107 105 000000007600 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC COM 966837106 7 000000000191 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 1,183 000000029499 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 4,945 000000112551 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC SUB NT CON 973149AC1 15,075 000012000000 SH DEFINED 01 SOLE
1Page 27 00-05-12 14:18:23
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INFORMATION TABLE
QUARTER ENDING
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WINDMERE-DURABLE HLDGS INC COM 973411101 18 000000001256 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 693 000000035697 SH DEFINED 01 SOLE
WINNEBAGO INDS INC COM 974637100 55 000000003100 SH DEFINED 01 SOLE
WOLVERINE TUBE INC COM 978093102 20 000000001600 SH DEFINED 01 SOLE
WOLVERINE WORLD WIDE INC COM 978097103 28 000000002557 SH DEFINED 01 SOLE
WOODWARD GOVERNOR CO COM 980745103 4 000000000191 SH DEFINED 01 SOLE
WORLDGATE COMMUNICATIONS INC COM 98156L307 29 000000000968 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 471 000000038112 SH DEFINED 01 SOLE
WORLDPAGES COM INC COM 981922107 6 000000000645 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 2,174 000000028315 SH DEFINED 01 SOLE
WYNNS INTL INC COM 983195108 2 000000000196 SH DEFINED 01 SOLE
XCEED INC COM 98388N105 9 000000000379 SH DEFINED 01 SOLE
XILINX INC COM 983919101 7,304 000000088204 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 4,477 000000172227 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 163 000000006200 SH DEFINED 06 SOLE
YAHOO INC COM 984332106 23,052 000000134517 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 19 000000001140 SH DEFINED 06 SOLE
YOUNG & RUBICAM INC COM 987425105 804 000000017114 SH DEFINED 01 SOLE
YOUNG & RUBICAM INC COM 987425105 145 000000003100 SH DEFINED 06 SOLE
YOUNG BROADCASTING INC CL A 987434107 8 000000000424 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 33 000000000700 SH DEFINED 01 SOLE
ZAPATA CORP COM NEW 989070503 1 000000000300 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 2 000000000058 SH DEFINED 01 SOLE
ZOMAX INC MINN COM 989929104 17 000000000291 SH DEFINED 01 SOLE
</TABLE>
