UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Fund Asset Management, L.P. d/b/a Fund Asset Management
Address: 800 Scudders Mill Road
Plainsboro, New Jersey 08536
13F File Number: 28-790
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: Jerry Weiss
Title: First Vice President
Phone: (609) 282-1727
Signature, Place, and Date of Signing:
Jerry Weiss Plainsboro, New Jersey 08536 October 26, 2000
Fund Asset Management, L.P., d/b/a Fund Asset Management ("FAM") is an
indirect wholly-owned unit of Merrill Lynch & Co., Inc. ("ML&Co.").
The securities positions of FAM reported herein are also being reported
on behalf of ML&Co. which may be deemed to share with FAM, as the case
may be, investment discretion with respect to such positions. Unless
otherwise indicated, FAM, as the case may be, has sole voting authority
with respect to the securities reported herein.
Report Type (Check only one.):
[X] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXHCANGE
ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 568
Form 13F Information Table Value Total: $12900943
List of Other Included Managers:
NONE
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
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Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
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VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALCATEL ALSTHOM ADR 013904305 1175 19821 SH DEFINED 19821 0 0
DONCASTERS PLC ADR 257692103 2696 149800 SH DEFINED 149800 0 0
SAP AKTIENGESELLSCHAFT ADR 803054204 456 10000 SH DEFINED 10000 0 0
SCOTTISH POWER PLC ADR 81013T705 348 11600 SH DEFINED 11600 0 0
TELEFONICA SA ADR 879382208 227563 4095635 SH DEFINED 4095635 0 0
TELE1 EUROPE AB ADR 87944T201 1320 176125 SH DEFINED 176125 0 0
THERMO FIBERTEK INC. BOND/NOTE 88355WAA3 860 1000000 SH DEFINED 1000000 0 0
THERMO TERRATECH INC. BOND/NOTE 883598AA2 954 1063000 SH DEFINED 1063000 0 0
THERMOLASE CORP. BOND/NOTE 883624AA6 1697 2000000 SH DEFINED 2000000 0 0
ADC TELECOMMUNICATIONS INC COMM 000886101 680 35953 SH DEFINED 35953 0 0
ABM INDUSTRIES INC. COMM 000957100 1391 51764 SH SOLE 0 0 51764
AFLAC INC COMM 001055102 2200 33400 SH DEFINED 33400 0 0
AES CORP COMM 00130H105 1120 21700 SH DEFINED 21700 0 0
AK STL HLDG CORP COMM 001547108 9286 1046400 SH DEFINED 1046400 0 0
APAC TELESERVICES INC COMM 00185E106 11900 2266800 SH DEFINED 2266800 0 0
AT&T CORP-LIBERTY MEDIA GROUP COMM 001957109 155479 6651515 SH DEFINED 6651515 0 0
AXA FINANCIAL INC COMM 002451102 1001 19100 SH DEFINED 19100 0 0
ABBOTT LABS COMM 002824100 101007 1963700 SH DEFINED 1963700 0 0
ACLARA BIOSCIENCES INC COMM 00461P106 729 31800 SH SOLE 0 0 31800
ACNIELSEN CORPORATION COMM 004833109 6893 308100 SH DEFINED 308100 0 0
ACTIVE POWER INC COMM 00504W100 636 15200 SH SOLE 0 0 15200
ACUSON COMM 005113105 341 15000 SH DEFINED 15000 0 0
ADMINISTAFF INC COMM 007094105 1358 44028 SH SOLE 0 0 44028
ADMINISTAFF INC COMM 007094105 317 10300 SH DEFINED 10300 0 0
ADOBE SYS INC COMM 00724F101 675 10000 SH DEFINED 10000 0 0
ADVANCED MICRO DEVICES INC COMM 007903107 268 14000 SH DEFINED 14000 0 0
ADVANTA CORP. COMM 007942105 971 92500 SH DEFINED 92500 0 0
AGILENT TECHNOLOGIES INC COMM 00846U101 752 17663 SH DEFINED 17663 0 0
AGILE SOFTWARE CORP COMM 00846X105 1454 20000 SH DEFINED 20000 0 0
AGILE SOFTWARE CORP COMM 00846X105 1398 19200 SH SOLE 0 0 19200
AIR PRODS & CHEMS INC COMM 009158106 413 11300 SH DEFINED 11300 0 0
AIRGAS INC COMM 009363102 361 61500 SH DEFINED 61500 0 0
ALBERTSONS INC COMM 013104104 450 19800 SH DEFINED 19800 0 0
ALCAN ALUM LTD COMM 013716105 327 11000 SH DEFINED 11000 0 0
ALCOA INC COMM 013817101 889 35660 SH DEFINED 35660 0 0
ALLIANCE CAPITAL MANAGEMENT HO COMM 01855A101 801 17500 SH DEFINED 17500 0 0
ALLMERICA FINL CORP COMM 019754100 959 14800 SH DEFINED 14800 0 0
ALLSTATE CORP COMM 020002101 240323 6528300 SH DEFINED 6528300 0 0
ALLTEL CORP COMM 020039103 695 12200 SH DEFINED 12200 0 0
ALTERA CORP COMM 021441100 559 17300 SH DEFINED 17300 0 0
AMBASSADORS INTL INC COMM 023178106 9500 560900 SH DEFINED 560900 0 0
AMERICA ONLINE INC DEL COMM 02364J104 4447 94600 SH DEFINED 94600 0 0
AMERICAN ELEC PWR INC COMM 025537101 546 14220 SH DEFINED 14220 0 0
AMERICAN EXPRESS CO COMM 025816109 5037 87800 SH DEFINED 87800 0 0
AMERICAN GEN CORP COMM 026351106 218570 2721500 SH DEFINED 2721500 0 0
AMERICAN HOME PRODS CORP COMM 026609107 3347 52000 SH DEFINED 52000 0 0
AMERICAN INTL GROUP INC COMM 026874107 13271 133550 SH DEFINED 133550 0 0
AMERICAN MGMT SYS INC COMM 027352103 11788 587600 SH DEFINED 587600 0 0
AMERICAN NATL INS CO COMM 028591105 4370 65050 SH DEFINED 65050 0 0
AMGEN INC COMM 031162100 2902 42300 SH DEFINED 42300 0 0
AMSOUTH BANCORPORATION COMM 032165102 220 17100 SH DEFINED 17100 0 0
ANACOMP INC COMM 032371106 312 1600000 SH DEFINED 1600000 0 0
ANADARKO PETE CORP COMM 032511107 634 10232 SH DEFINED 10232 0 0
ANADIGICS INC COMM 032515108 5079 277400 SH DEFINED 277400 0 0
ANALOG DEVICES INC COMM 032654105 5508 85900 SH DEFINED 85900 0 0
ANHEUSER BUSCH COS INC COMM 035229103 1624 41000 SH DEFINED 41000 0 0
ANIXTER INTERNATIONAL INC. COMM 035290105 15005 652400 SH DEFINED 652400 0 0
ANTEC CORP COMM 03664P105 8167 742500 SH DEFINED 742500 0 0
AON CORP COMM 037389103 1646 40600 SH DEFINED 40600 0 0
APPLE COMPUTER INC COMM 037833100 223 12100 SH DEFINED 12100 0 0
APPLIED INDUSTRIAL TECHNOLOGY COMM 03820C105 10683 633100 SH DEFINED 633100 0 0
APPLIED MATLS INC COMM 038222105 1647 33800 SH DEFINED 33800 0 0
APPLIED MICRO CIRCUITS CORP COMM 03822W109 78406 530000 SH DEFINED 530000 0 0
ARCHER DANIELS MIDLAND CO COMM 039483102 325 31410 SH DEFINED 31410 0 0
ARMOR HOLDINGS INC. COMM 042260109 1528 102749 SH SOLE 0 0 102749
ARVINMERITOR INC COMM 043353101 3212 204750 SH DEFINED 204750 0 0
ASSOCIATES FIRST CAP CORP COMM 046008108 183385 5102900 SH DEFINED 5102900 0 0
AURORA FOODS COMM 05164B106 478 159397 SH DEFINED 159397.0 0 0
AUTOMATIC DATA PROCESSING INC COMM 053015103 1594 24800 SH DEFINED 24800 0 0
AVANT CORP COMM 053487104 2514 143700 SH DEFINED 143700 0 0
AVANEX CORP. COMM 05348W109 3205 31900 SH DEFINED 31900 0 0
AWARE INC MASS COMM 05453N100 449 16900 SH SOLE 0 0 16900
BB&T CORP COMM 054937107 477 15966 SH DEFINED 15966 0 0
BHA GROUP INC COMM 055446108 8377 638277 SH DEFINED 638277 0 0
BISYS GROUP INC COMM 055472104 2753 61112 SH SOLE 0 0 61112
BP AMOCO PLC COMM 055622104 131343 2528880 SH DEFINED 2528880 0 0
BAKER HUGHES INC COMM 057224107 488 14600 SH DEFINED 14600 0 0
BANK OF AMERICA CORP COMM 060505104 91936 2086509 SH DEFINED 2086509 0 0
BANK NEW YORK INC COMM 064057102 2694 49900 SH DEFINED 49900 0 0
BANK ONE CORPORATION COMM 06423A103 208753 6095000 SH DEFINED 6095000 0 0
BANK UTD CORP COMM 065412108 785 14600 SH DEFINED 14600 0 0
BANKNORTH GROUP INC COMM 06646R107 19235 1152700 SH DEFINED 1152700 0 0
BARRICK GOLD CORP COMM 067901108 228 17900 SH DEFINED 17900 0 0
BARRETT RESOURCES CORP. COMM 068480201 3532 94200 SH DEFINED 94200 0 0
BASIN EXPL INC COMM 070107107 11089 563300 SH DEFINED 563300 0 0
BAXTER INTL INC COMM 071813109 954 12100 SH DEFINED 12100 0 0
BE AEROSPACE INC COMM 073302101 6602 442000 SH DEFINED 442000 0 0
BEA SYS INC COMM 073325102 113533 1372000 SH DEFINED 1372000 0 0
BECTON DICKINSON & CO COMM 075887109 356 11800 SH DEFINED 11800 0 0
BED BATH BEYOND INC COMM 075896100 3390 145000 SH DEFINED 145000 0 0
BELLSOUTH CORP COMM 079860102 3336 77700 SH DEFINED 77700 0 0
BILLING INFORMATION CONCEPTS C COMM 090063108 3310 1394000 SH DEFINED 1394000 0 0
BIOSITE DIAGNOSTICS INC COMM 090945106 1337 41300 SH SOLE 0 0 41300
BOEING CO COMM 097023105 171188 2736282 SH DEFINED 2736282 0 0
BOISE CASCADE CORP COMM 097383103 16199 629100 SH DEFINED 629100 0 0
BORDERS GROUP INC COMM 099709107 3950 299600 SH DEFINED 299600 0 0
BORON LEPORE & ASSOCS INC COMM 10001P102 5360 556900 SH DEFINED 556900 0 0
BOSTON COMMUNICATIONS GROUP IN COMM 100582105 7013 310000 SH DEFINED 310000 0 0
BOSTON SCIENTIFIC CORP COMM 101137107 291 18300 SH DEFINED 18300 0 0
BRANDYWINE REALTY TRUST COMM 105368203 9470 515400 SH DEFINED 515400 0 0
BRISTOL MYERS SQUIBB CO COMM 110122108 196072 3130900 SH DEFINED 3130900 0 0
BROCADE COMMUNICATIONS SYS INC COMM 111621108 102735 426400 SH DEFINED 426400 0 0
BROWN & SHARPE MFG CO. COMM 115223109 3387 846900 SH DEFINED 846900 0 0
BROWN TOM INC COMM 115660201 6513 309250 SH DEFINED 309250 0 0
BURLINGTON NORTHN SANTA FE COR COMM 12189T104 430 18500 SH DEFINED 18500 0 0
C&D TECHNOLOGIES INC. COMM 124661109 1502 26500 SH SOLE 0 0 26500
CIGNA CORP COMM 125509109 2540 23200 SH DEFINED 23200 0 0
CNF TRANSN INC COMM 12612W104 15544 659700 SH DEFINED 659700 0 0
C P CLARE CORP COMM 12615K107 2409 535450 SH DEFINED 535450 0 0
CVS CORP COMM 126650100 777 16700 SH DEFINED 16700 0 0
CAMDEN PROPERTY TRUST COMM 133131102 7836 278000 SH DEFINED 278000 0 0
CAMPBELL SOUP CO COMM 134429109 515 18400 SH DEFINED 18400 0 0
CANADIAN IMPERIAL BK COMM 136069101 681 22800 SH DEFINED 22800 0 0
CAPITAL ONE FINL CORP COMM 14040H105 1891 31400 SH DEFINED 31400 0 0
CAPITOL FEDERAL FINANCIAL COMM 14057C106 9213 658100 SH DEFINED 658100 0 0
CARDINAL HEALTH INC COMM 14149Y108 972 10800 SH DEFINED 10800 0 0
CAREER EDUCATION CORP COMM 141665109 1073 32400 SH SOLE 0 0 32400
CAREMARK RX INC. COMM 141705103 14675 1276100 SH DEFINED 1276100 0 0
CARNIVAL CORP COMM 143658102 625 28200 SH DEFINED 28200 0 0
CAROLINA FIRST CORP COMM 143877108 648 62674 SH SOLE 0 0 62674
CARPENTER TECHNOLOGY COMM 144285103 1830 62700 SH DEFINED 62700 0 0
CASTLE A M & CO COMM 148411101 4497 506800 SH DEFINED 506800 0 0
CATERPILLAR INC COMM 149123101 63060 2013900 SH DEFINED 2013900 0 0
CELGENE CORP COMM 151020104 2113 32600 SH DEFINED 32600 0 0
CENDANT CORPORATION COMM 151313103 307 31500 SH DEFINED 31500 0 0
CEPHALON INC COMM 156708109 1333 23804 SH SOLE 0 0 23804
CERTICOM CORP COMM 156915100 1913 48300 SH SOLE 0 0 48300
CHARTER ONE FINL INC COMM 160903100 26415 1235793 SH DEFINED 1235793 0 0
CHASE MANHATTAN CORP NEW COMM 16161A108 114074 2851850 SH DEFINED 2851850 0 0
CHEVRON CORP COMM 166751107 2127 26100 SH DEFINED 26100 0 0
CHOICEPOINT INCORPORATED COMM 170388102 1415 30737 SH SOLE 0 0 30737
CHUBB CORP COMM 171232101 966 11800 SH DEFINED 11800 0 0
CIENA CORP COMM 171779101 113163 1047200 SH DEFINED 1047200 0 0
CISCO SYS INC COMM 17275R102 77111 1524739 SH DEFINED 1524739 0 0
CITIGROUP INC COMM 172967101 417094 8238899 SH DEFINED 8238899 0 0
CLEAR CHANNEL COMMUNICATIONS I COMM 184502102 1201 23104 SH DEFINED 23104 0 0
CLOROX CO COMM 189054109 483 11200 SH DEFINED 11200 0 0
CLOSURE MED CORP COMM 189093107 7795 328000 SH DEFINED 328000 0 0
COASTAL CORP. COMM 190441105 770 10700 SH DEFINED 10700 0 0
COCA COLA CO COMM 191216100 6042 104300 SH DEFINED 104300 0 0
COCA COLA ENTERPRISES INC COMM 191219104 324 18900 SH DEFINED 18900 0 0
COLGATE PALMOLIVE CO COMM 194162103 1249 22500 SH DEFINED 22500 0 0
COMCAST CORP COMM 200300200 14919 360600 SH DEFINED 360600 0 0
COMDIAL CORP COMM 200332302 1617 808800 SH DEFINED 808800 0 0
COMMONWEALTH INDUSTRIES COMM 203004106 1863 359300 SH DEFINED 359300 0 0
COMPAQ COMPUTER CORP COMM 204493100 227193 8070800 SH DEFINED 8070800 0 0
COMPUCREDIT CORP COMM 20478N100 753 26100 SH DEFINED 26100 0 0
COMPUTER ASSOC INTL INC COMM 204912109 708 24700 SH DEFINED 24700 0 0
COMVERSE TECHNOLOGY INC COMM 205862402 99463 977494 SH DEFINED 977494 0 0
CONAGRA INC COMM 205887102 505 24900 SH DEFINED 24900 0 0
COM21 INC COMM 205937105 5213 514900 SH DEFINED 514900 0 0
CONOCO INC. COMM 208251405 681 25700 SH DEFINED 25700 0 0
CORN PRODUCTS INTERNATIONAL IN COMM 219023108 21105 900500 SH DEFINED 900500 0 0
CORNING INC COMM 219350105 87983 1144500 SH DEFINED 1144500 0 0
CORPORATE EXECUTIVE BOARD CO COMM 21988R102 1356 31600 SH SOLE 0 0 31600
CORVIS CORPORATION COMM 221009103 17710 277000 SH DEFINED 277000 0 0
COSTCO WHOLESALE CORPORATION COMM 22160K105 561 17000 SH DEFINED 17000 0 0
COVANCE INC COMM 222816100 4983 573600 SH DEFINED 573600 0 0
CRITICAL PATH INC COMM 22674V100 2507 53700 SH DEFINED 53700 0 0
CROWN CORK & SEAL INC COMM 228255105 9087 1031200 SH DEFINED 1031200 0 0
CRYOLIFE INC COMM 228903100 2236 64812 SH SOLE 0 0 64812
CYTYC CORP COMM 232946103 1956 46579 SH SOLE 0 0 46579
DAIN RAUSCHER CORP COMM 233856103 1286 13800 SH DEFINED 13800 0 0
DEAN FOODS CO. COMM 242361103 8239 259000 SH DEFINED 259000 0 0
DEERE & CO COMM 244199105 144884 4333000 SH DEFINED 4333000 0 0
DELL COMPUTER CORP COMM 247025109 2778 107400 SH DEFINED 107400 0 0
DELPHI AUTOMOTIVE SYSTEMS COMM 247126105 126539 8652300 SH DEFINED 8652300 0 0
DEVON ENERGY CORPORATION-OLD COMM 25179M103 546 10400 SH DEFINED 10400 0 0
DEVON ENERGY CORPORATION-OLD COMM 25179M103 1270 24184 SH SOLE 0 0 24184
DIAMOND OFFSHORE DRILLING COMM 25271C102 163208 4679800 SH DEFINED 4679800 0 0
DIME BANCORP INC NEW COMM 25429Q102 549 24000 SH DEFINED 24000 0 0
DISCOVERY PARTNERS INTERNATION COMM 254675101 219 13500 SH SOLE 0 0 13500
DISNEY WALT CO COMM 254687106 3091 88800 SH DEFINED 88800 0 0
DOLLAR GEN CORP COMM 256669102 201 13500 SH DEFINED 13500 0 0
DOVER DOWNS ENTERTAINMENT COMM 260086103 5886 511900 SH DEFINED 511900 0 0
DOW CHEM CO COMM 260543103 614 23700 SH DEFINED 23700 0 0
DU PONT E I DE NEMOURS & CO COMM 263534109 172264 4041400 SH DEFINED 4041400 0 0
DUKE PWR CO COMM 264399106 126736 1514400 SH DEFINED 1514400 0 0
DYNEGY INC COMM 26816Q101 624 14200 SH DEFINED 14200 0 0
EGL INC COMM 268484102 12863 469900 SH DEFINED 469900 0 0
E M C CORP MASS COMM 268648102 27609 307200 SH DEFINED 307200 0 0
EOG RESOURCES INC. COMM 26875P101 26096 708900 SH DEFINED 708900 0 0
EASTMAN KODAK CO COMM 277461109 162967 4011500 SH DEFINED 4011500 0 0
EATON CORP COMM 278058102 44175 704700 SH DEFINED 704700 0 0
EDISON INTL COMM 281020107 233 10200 SH DEFINED 10200 0 0
EDUCATION MGMT CORP COMM 28139T101 1595 62893 SH SOLE 0 0 62893
ELANTEC SEMICONDUCTOR INC COMM 284155108 1491 15700 SH SOLE 0 0 15700
ELECTRONIC DATA SYS CORP NEW COMM 285661104 92729 2018600 SH DEFINED 2018600 0 0
ELECTRONICS FOR IMAGING INC COMM 286082102 11281 809400 SH DEFINED 809400 0 0
EMCORE CORP COMM 290846104 2154 56892 SH SOLE 0 0 56892
EMERSON ELEC CO COMM 291011104 136379 2016700 SH DEFINED 2016700 0 0
ENRON CORP COMM 293561106 5854 76900 SH DEFINED 76900 0 0
ENTRAVISION COMMUNICATIONS COMM 29382R107 1013 65360 SH DEFINED 65360 0 0
ESCO TECHNOLOGIES INC. COMM 296315104 13334 683800 SH DEFINED 683800 0 0
ETHAN ALLEN INTERIORS INC COMM 297602104 1997 77000 SH DEFINED 77000 0 0
EVERGREEN RES INC COMM 299900308 4207 150600 SH DEFINED 150600 0 0
EXTREME NETWORKS INC COMM 30226D106 99810 1465100 SH DEFINED 1465100 0 0
EXXON MOBIL CORPORATION COMM 30231G102 361275 4143661 SH DEFINED 4143661 0 0
FEDERAL HOME LOAN MORTGAGE CO COMM 313400301 3608 63800 SH DEFINED 63800 0 0
FEDERAL NATIONAL MORTGAGE ASSO COMM 313586109 5195 69500 SH DEFINED 69500 0 0
FEDERATED DEPT STORES INC DEL COMM 31410H101 56826 2007100 SH DEFINED 2007100 0 0
FEDEX CORPORATION COMM 31428X106 514 12300 SH DEFINED 12300 0 0
FIFTH THIRD BANCORP COMM 316773100 904 17600 SH DEFINED 17600 0 0
FILENET CORP COMM 316869106 28862 1202600 SH DEFINED 1202600 0 0
FINISAR CORPORATION COMM 31787A101 765 28300 SH SOLE 0 0 28300
FIRST DATA CORP COMM 319963104 717 15500 SH DEFINED 15500 0 0
FIRST SEC CORP DEL COMM 336294103 2233 150800 SH DEFINED 150800 0 0
FIRST UNION CORP COMM 337358105 172213 5964100 SH DEFINED 5964100 0 0
FIRSTAR CORP.-(OLD) COMM 33763V109 1551 87400 SH DEFINED 87400 0 0
FIRSTENERGY CORPORATION COMM 337932107 268 10700 SH DEFINED 10700 0 0
FLEET BOSTON FINANCIAL CORP. COMM 339030108 1216 35200 SH DEFINED 35200 0 0
FLUOR CORP COMM 343861100 145799 4401500 SH DEFINED 4401500 0 0
FORCENERGY INC. COMM 345206205 6153 274925 SH DEFINED 274925 0 0
FORD MTR CO DEL COMM 345370860 121441 4833473 SH DEFINED 4833473 0 0
FORRESTER RESH INC COMM 346563109 1516 33800 SH SOLE 0 0 33800
FORT JAMES CORPORATION COMM 347471104 812 25800 SH DEFINED 25800 0 0
FOX ENTERTAINMENT GROUP INC. COMM 35138T107 112015 5350000 SH DEFINED 5350000 0 0
FRANKLIN RES INC COMM 354613101 424 10700 SH DEFINED 10700 0 0
FRITZ COMPANIES INC COMM 358846103 6235 803000 SH DEFINED 803000 0 0
G & K SVCS INC COMM 361268105 5396 218600 SH DEFINED 218600 0 0
GANNETT CO. INC. COMM 364730101 129892 2359000 SH DEFINED 2359000 0 0
GAP INC COMM 364760108 789 33600 SH DEFINED 33600 0 0
GATEWAY INC. COMM 367626108 604 12600 SH DEFINED 12600 0 0
GENAISSANCE PHARMACEUTICALS IN COMM 36867W105 881 37400 SH SOLE 0 0 37400
GENERAL ELEC CO COMM 369604103 21693 409800 SH DEFINED 409800 0 0
GENERAL MILLS INC COMM 370334104 173765 4441300 SH DEFINED 4441300 0 0
GENERAL MOTORS CORP. COMM 370442105 1184 21054 SH DEFINED 21054 0 0
GENTEX CORP COMM 371901109 4190 185200 SH DEFINED 185200 0 0
GERON CORP COMM 374163103 916 39846 SH SOLE 0 0 39846
GETTY IMAGES INC COMM 374276103 880 35767 SH SOLE 0 0 35767
GIBRALTAR STEEL CORP COMM 37476F103 5779 467000 SH DEFINED 467000 0 0
GILLETTE CO COMM 375766102 1370 41600 SH DEFINED 41600 0 0
GOLDEN ST BANCORPORATION COMM 381197102 1397 58670 SH SOLE 0 0 58670
GOLDEN WEST FINL CORP DEL COMM 381317106 1869 36000 SH DEFINED 36000 0 0
GREENPOINT FINANCIAL CORP. COMM 395384100 521 18600 SH DEFINED 18600 0 0
GUIDANT CORP COMM 401698105 729 13100 SH DEFINED 13100 0 0
HCA - THE HEALTHCARE COMPANY COMM 404119109 8905 222300 SH DEFINED 222300 0 0
HA-LO INDS INC COMM 404429102 6533 1742250 SH DEFINED 1742250 0 0
HALLIBURTON CO COMM 406216101 167444 4517900 SH DEFINED 4517900 0 0
JOHN HANCOCK FINANCIAL SERVICE COMM 41014S106 957 34200 SH DEFINED 34200 0 0
HARLEY DAVIDSON INC COMM 412822108 5836 124012 SH DEFINED 124012 0 0
HARMONIC LIGHTWAVES INC COMM 413160102 11940 1186600 SH DEFINED 1186600 0 0
HARRIS CORP DEL COMM 413875105 5275 200000 SH DEFINED 200000 0 0
HARTE-HANKS COMMUNICATIONS COMM 416196103 684 25000 SH DEFINED 25000 0 0
THE HARTFORD FINANCIAL SERVICE COMM 416515104 258570 3536000 SH DEFINED 3536000 0 0
HEINZ H J CO COMM 423074103 494 12400 SH DEFINED 12400 0 0
HELLER FINL INC COMM 423328103 360 13500 SH DEFINED 13500 0 0
HEWLETT PACKARD CO COMM 428236103 90371 1041000 SH DEFINED 1041000 0 0
HOME DEPOT INC COMM 437076102 3659 95350 SH DEFINED 95350 0 0
HONEYWELL INTERNATIONAL INC COMM 438516106 2584 49462 SH DEFINED 49462 0 0
HOUSEHOLD INTL INC COMM 441815107 1989 40200 SH DEFINED 40200 0 0
HUMAN GENOME SCIENCES INC COMM 444903108 1004 11324 SH SOLE 0 0 11324
IMS HEALTH INC COMM 449934108 339 14800 SH DEFINED 14800 0 0
ITC DELTACOM INC COMM 45031T104 236 31400 SH SOLE 0 0 31400
ILLINOIS TOOL WKS INC COMM 452308109 579 11200 SH DEFINED 11200 0 0
IMMUNEX CORP NEW COMM 452528102 1344 30000 SH DEFINED 30000 0 0
INAMED CORP COMM 453235103 16892 619900 SH DEFINED 619900 0 0
INFORMATICA CORP COMM 45666Q102 3967 40900 SH DEFINED 40900 0 0
INFORMATION HOLDINGS INC. COMM 456727106 855 34200 SH SOLE 0 0 34200
INGERSOLL RAND CO COMM 456866102 56061 1705300 SH DEFINED 1705300 0 0
INKTOMI CORP COMM 457277101 46900 560000 SH DEFINED 560000 0 0
INPRISE CORPORATION COMM 45766C102 13094 2380800 SH DEFINED 2380800 0 0
INTEL CORP COMM 458140100 11472 277700 SH DEFINED 277700 0 0
INTERLOGIX INC COMM 458763109 1859 147992 SH DEFINED 147992 0 0
INTERMET CORP COMM 45881K104 5091 848500 SH DEFINED 848500 0 0
INTERNATIONAL BUSINESS MACHS C COMM 459200101 378427 4321804 SH DEFINED 4321804 0 0
INTERNATIONAL PAPER CO COMM 460146103 80451 2514112 SH DEFINED 2514112 0 0
INTERPUBLIC GROUP COS INC COMM 460690100 518 13500 SH DEFINED 13500 0 0
INTERTRUST TECHNOLOGIES COMM 46113Q109 337 41212 SH SOLE 0 0 41212
INTERVOICE INC COMM 461142101 3520 358753 SH DEFINED 358753 0 0
INVESTMENT TECHNOLOGY GROUP IN COMM 46145F105 1829 51900 SH DEFINED 51900 0 0
INVESTORS FINL SVCS CORP DEL COMM 461915100 2369 34500 SH SOLE 0 0 34500
INVESTORS FINL SVCS CORP DEL COMM 461915100 1399 20400 SH DEFINED 20400 0 0
ISIS PHARMACEUTICALS COMM 464330109 3481 346000 SH DEFINED 346000 0 0
I2 TECHNOLOGIES INC COMM 465754109 1761 10706 SH SOLE 0 0 10706
I2 TECHNOLOGIES INC COMM 465754109 31243 190000 SH DEFINED 190000 0 0
JCC HOLDING CO. COMM 46611Q205 567 908692 SH DEFINED 908692 0 0
JDS UNIPHASE CORP. COMM 46612J101 2706 38113 SH DEFINED 38113 0 0
JDA SOFTWARE GROUP INC COMM 46612K108 13426 990000 SH DEFINED 990000 0 0
JACK IN THE BOX INC COMM 466367109 7091 320500 SH DEFINED 320500 0 0
JEFFERIES GROUP INC. COMM 472319102 1267 47700 SH SOLE 0 0 47700
JOHNSON & JOHNSON COMM 478160104 5382 57300 SH DEFINED 57300 0 0
JUNIPER NETWORKS INC COMM 48203R104 123752 632800 SH DEFINED 632800 0 0
KAYDON CORP. COMM 486587108 2488 121000 SH DEFINED 121000 0 0
KELLOGG CO COMM 487836108 436 19200 SH DEFINED 19200 0 0
KEYCORP NEW COMM 493267108 454 19400 SH DEFINED 19400 0 0
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