UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 August 09, 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: 483
Form 13F Information Table Value Total: $12557781
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 1226 17321 SH DEFINED 17321 0 0
DANKA BUSINESS SYSTEMS PLC ADR 236277109 6023 2350800 SH DEFINED 2350800 0 0
DONCASTERS PLC ADR 257692103 5276 387300 SH DEFINED 387300 0 0
SAP AKTIENGESELLSCHAFT ADR 803054204 566 10000 SH DEFINED 10000 0 0
TELEFONICA SA ADR 879382208 298382 4759835 SH DEFINED 4759835 0 0
OWENS ILL INC BOND/NOTE 690768502 226 10000 SH DEFINED 10000 0 0
THERMO FIBERTEK INC. BOND/NOTE 88355WAA3 846 1000000 SH DEFINED 1000000 0 0
THERMO TERRATECH INC. BOND/NOTE 883598AA2 942 1063000 SH DEFINED 1063000 0 0
THERMOLASE CORP. BOND/NOTE 883624AA6 1682 2000000 SH DEFINED 2000000 0 0
ADC TELECOMMUNICATIONS INC COMM 000886101 1220 28300 SH DEFINED 28300 0 0
AFLAC INC COMM 001055102 1907 34100 SH DEFINED 34100 0 0
AES CORP COMM 00130H105 993 17200 SH DEFINED 17200 0 0
AK STL HLDG CORP COMM 001547108 11837 1046400 SH DEFINED 1046400 0 0
APAC TELESERVICES INC COMM 00185E106 18933 2133400 SH DEFINED 2133400 0 0
AT&T CORP-LIBERTY MEDIA GROUP COMM 001957109 184019 6185515 SH DEFINED 6185515 0 0
AXA FINANCIAL INC COMM 002451102 1446 32500 SH DEFINED 32500 0 0
ABBOTT LABS COMM 002824100 70926 1764900 SH DEFINED 1764900 0 0
ACNIELSEN CORPORATION COMM 004833109 9998 408100 SH DEFINED 408100 0 0
ADVANTA CORP. COMM 007942105 1223 102500 SH DEFINED 102500 0 0
AGILENT TECHNOLOGIES INC COMM 00846U101 754 19463 SH DEFINED 19463 0 0
AIR PRODS & CHEMS INC COMM 009158106 379 11000 SH DEFINED 11000 0 0
AIRGAS INC COMM 009363102 1551 278900 SH DEFINED 278900 0 0
ALBERTSONS INC COMM 013104104 614 19700 SH DEFINED 19700 0 0
ALCOA INC COMM 013817101 1328 38360 SH DEFINED 38360 0 0
ALLIANCE CAPITAL MANAGEMENT HO COMM 01855A101 925 17500 SH DEFINED 17500 0 0
ALLMERICA FINL CORP COMM 019754100 911 14800 SH DEFINED 14800 0 0
ALLSTATE CORP COMM 020002101 183906 6130200 SH DEFINED 6130200 0 0
ALLTEL CORP COMM 020039103 847 13300 SH DEFINED 13300 0 0
ALTEON WEBSYSTEMS INC COMM 02145A109 6786 48000 SH DEFINED 48000 0 0
AMBASSADORS INTL INC COMM 023178106 8273 560900 SH DEFINED 560900 0 0
AMERICA ONLINE INC DEL COMM 02364J104 5331 100000 SH DEFINED 100000 0 0
AMERICAN ELEC PWR INC COMM 025537101 520 14720 SH DEFINED 14720 0 0
AMERICAN EXPRESS CO COMM 025816109 5064 86200 SH DEFINED 86200 0 0
AMERICAN GEN CORP COMM 026351106 227921 3221500 SH DEFINED 3221500 0 0
AMERICAN HOME PRODS CORP COMM 026609107 3288 56400 SH DEFINED 56400 0 0
AMERICAN INTL GROUP INC COMM 026874107 11862 133950 SH DEFINED 133950 0 0
AMERICAN NATL INS CO COMM 028591105 4126 65050 SH DEFINED 65050 0 0
AMGEN INC COMM 031162100 3085 44400 SH DEFINED 44400 0 0
AMSOUTH BANCORPORATION COMM 032165102 302 16600 SH DEFINED 16600 0 0
ANACOMP INC COMM 032371106 950 1600000 SH DEFINED 1600000 0 0
ANADIGICS INC COMM 032515108 3619 143000 SH DEFINED 143000 0 0
ANALOG DEVICES INC COMM 032654105 4765 75800 SH DEFINED 75800 0 0
ANHEUSER BUSCH COS INC COMM 035229103 1616 19200 SH DEFINED 19200 0 0
ANIXTER INTERNATIONAL INC. COMM 035290105 25183 724700 SH DEFINED 724700 0 0
ANTEC CORP COMM 03664P105 11434 262100 SH DEFINED 262100 0 0
AON CORP COMM 037389103 1509 38900 SH DEFINED 38900 0 0
APPLE COMPUTER INC COMM 037833100 645 13800 SH DEFINED 13800 0 0
APPLIED INDUSTRIAL TECHNOLOGY COMM 03820C105 10723 633100 SH DEFINED 633100 0 0
APPLIED MATLS INC COMM 038222105 46736 662900 SH DEFINED 662900 0 0
APPLIED MICRO CIRCUITS CORP COMM 03822W109 49560 337000 SH DEFINED 337000 0 0
ARCHER DANIELS MIDLAND CO COMM 039483102 276 28200 SH DEFINED 28200 0 0
ASSOCIATES FIRST CAP CORP COMM 046008108 147176 5256300 SH DEFINED 5256300 0 0
AUTOMATIC DATA PROCESSING INC COMM 053015103 1540 28300 SH DEFINED 28300 0 0
AVON PRODS INC COMM 054303102 456 11400 SH DEFINED 11400 0 0
BB&T CORP COMM 054937107 430 15966 SH DEFINED 15966 0 0
BHA GROUP INC COMM 055446108 7021 638277 SH DEFINED 638277 0 0
BI INC. COMM 055467203 2462 606200 SH DEFINED 606200 0 0
BP AMOCO PLC COMM 055622104 212523 4028880 SH DEFINED 4028880 0 0
BAKER HUGHES INC COMM 057224107 571 15500 SH DEFINED 15500 0 0
BANK OF AMERICA CORP COMM 060505104 87800 1690500 SH DEFINED 1690500 0 0
BANK NEW YORK INC COMM 064057102 2765 52800 SH DEFINED 52800 0 0
BANK ONE CORPORATION COMM 06423A103 173628 4969700 SH DEFINED 4969700 0 0
BANK UTD CORP COMM 065412108 538 13800 SH DEFINED 13800 0 0
BANKNORTH GROUP INC COMM 06646R107 19451 1152700 SH DEFINED 1152700 0 0
BARRICK GOLD CORP COMM 067901108 280 17500 SH DEFINED 17500 0 0
BARRETT RESOURCES CORP. COMM 068480201 2867 94200 SH DEFINED 94200 0 0
BASIN EXPL INC COMM 070107107 9118 563300 SH DEFINED 563300 0 0
BAXTER INTL INC COMM 071813109 1008 13300 SH DEFINED 13300 0 0
BE AEROSPACE INC COMM 073302101 5565 492000 SH DEFINED 492000 0 0
BEA SYS INC COMM 073325102 75146 1390000 SH DEFINED 1390000 0 0
BECTON DICKINSON & CO COMM 075887109 293 11400 SH DEFINED 11400 0 0
BELLSOUTH CORP COMM 079860102 3206 81300 SH DEFINED 81300 0 0
BESTFOODS COMM 08658U101 755 10700 SH DEFINED 10700 0 0
BILLING INFORMATION CONCEPTS C COMM 090063108 6273 1394000 SH DEFINED 1394000 0 0
BOEING CO COMM 097023105 186378 3837900 SH DEFINED 3837900 0 0
BOISE CASCADE CORP COMM 097383103 13554 453700 SH DEFINED 453700 0 0
BORDERS GROUP INC COMM 099709107 3913 299600 SH DEFINED 299600 0 0
BORON LEPORE & ASSOCS INC COMM 10001P102 4524 556900 SH DEFINED 556900 0 0
BOSTON COMMUNICATIONS GROUP IN COMM 100582105 5076 310000 SH DEFINED 310000 0 0
BOSTON SCIENTIFIC CORP COMM 101137107 313 18300 SH DEFINED 18300 0 0
BRANDYWINE REALTY TRUST COMM 105368203 11016 515400 SH DEFINED 515400 0 0
BRISTOL MYERS SQUIBB CO COMM 110122108 157222 3060300 SH DEFINED 3060300 0 0
BROCADE COMMUNICATIONS SYS INC COMM 111621108 66204 310000 SH DEFINED 310000 0 0
BROWN & SHARPE MFG CO. COMM 115223109 1905 846900 SH DEFINED 846900 0 0
BROWN TOM INC COMM 115660201 7086 346750 SH DEFINED 346750 0 0
BUFFETS INC COMM 119882108 16815 1293500 SH DEFINED 1293500 0 0
BURLINGTON NORTHN SANTA FE COR COMM 12189T104 467 19000 SH DEFINED 19000 0 0
BURLINGTON RES INC COMM 122014103 25233 708300 SH DEFINED 708300 0 0
CIGNA CORP COMM 125509109 2333 22600 SH DEFINED 22600 0 0
CNF TRANSN INC COMM 12612W104 9604 392000 SH DEFINED 392000 0 0
C P CLARE CORP COMM 12615K107 3126 595450 SH DEFINED 595450 0 0
CVS CORP COMM 126650100 623 17900 SH DEFINED 17900 0 0
CAMDEN PROPERTY TRUST COMM 133131102 8670 278000 SH DEFINED 278000 0 0
CAMPBELL SOUP CO COMM 134429109 519 19800 SH DEFINED 19800 0 0
CANADIAN IMPERIAL BK COMM 136069101 314 10800 SH DEFINED 10800 0 0
CAPITAL ONE FINL CORP COMM 14040H105 1917 33200 SH DEFINED 33200 0 0
CAPITOL FEDERAL FINANCIAL COMM 14057C106 10114 805100 SH DEFINED 805100 0 0
CARDINAL HEALTH INC COMM 14149Y108 904 12500 SH DEFINED 12500 0 0
CAREMARK RX INC. COMM 141705103 14693 1754500 SH DEFINED 1754500 0 0
CARNIVAL CORP COMM 143658102 570 28100 SH DEFINED 28100 0 0
CARPENTER TECHNOLOGY COMM 144285103 1986 62700 SH DEFINED 62700 0 0
CASTLE A M & CO COMM 148411101 4529 506800 SH DEFINED 506800 0 0
CATERPILLAR INC COMM 149123101 114939 3014800 SH DEFINED 3014800 0 0
CENDANT CORPORATION COMM 151313103 409 31500 SH DEFINED 31500 0 0
CHARTER ONE FINL INC COMM 160903100 22760 978946 SH DEFINED 978946 0 0
CHASE MANHATTAN CORP NEW COMM 16161A108 4341 81150 SH DEFINED 81150 0 0
CHEESECAKE FACTORY INC COMM 163072101 4448 128700 SH DEFINED 128700 0 0
CHEVRON CORP COMM 166751107 2178 27100 SH DEFINED 27100 0 0
CHUBB CORP COMM 171232101 954 12000 SH DEFINED 12000 0 0
CIENA CORP COMM 171779101 77686 522700 SH DEFINED 522700 0 0
CIRCLE INTERNATIONAL GROUP COMM 172574105 21852 751900 SH DEFINED 751900 0 0
CISCO SYS INC COMM 17275R102 93442 1426600 SH DEFINED 1426600 0 0
CITIGROUP INC COMM 172967101 523361 7187800 SH DEFINED 7187800 0 0
CLEAR CHANNEL COMMUNICATIONS I COMM 184502102 77335 955500 SH DEFINED 955500 0 0
CLOROX CO COMM 189054109 374 10800 SH DEFINED 10800 0 0
CLOSURE MED CORP COMM 189093107 4290 220000 SH DEFINED 220000 0 0
COCA COLA CO COMM 191216100 6520 107000 SH DEFINED 107000 0 0
COCA COLA ENTERPRISES INC COMM 191219104 375 18200 SH DEFINED 18200 0 0
COGNOS INC COMM 19244C109 8625 217000 SH DEFINED 217000 0 0
COLGATE PALMOLIVE CO COMM 194162103 1242 23500 SH DEFINED 23500 0 0
COMCAST CORP COMM 200300200 10020 315600 SH DEFINED 315600 0 0
COMDIAL CORP COMM 200332302 1920 808800 SH DEFINED 808800 0 0
COMMERCE BANCORP INC. NJ COMM 200519106 6123 115815 SH DEFINED 115815 0 0
COMMONWEALTH INDUSTRIES COMM 203004106 2335 359300 SH DEFINED 359300 0 0
COMPAQ COMPUTER CORP COMM 204493100 240925 7771800 SH DEFINED 7771800 0 0
COMPUCREDIT CORP COMM 20478N100 748 22800 SH DEFINED 22800 0 0
COMPUTER ASSOC INTL INC COMM 204912109 688 26600 SH DEFINED 26600 0 0
COMVERSE TECHNOLOGY INC COMM 205862402 7929 88100 SH DEFINED 88100 0 0
CONAGRA INC COMM 205887102 451 22300 SH DEFINED 22300 0 0
COM21 INC COMM 205937105 4465 304000 SH DEFINED 304000 0 0
CONOCO INC. COMM 208251405 676 28800 SH DEFINED 28800 0 0
CORN PRODUCTS INTERNATIONAL IN COMM 219023108 19207 758800 SH DEFINED 758800 0 0
CORNING INC COMM 219350105 108461 380900 SH DEFINED 380900 0 0
COSTCO WHOLESALE CORPORATION COMM 22160K105 664 17700 SH DEFINED 17700 0 0
COVANCE INC COMM 222816100 7098 573600 SH DEFINED 573600 0 0
CROWN CORK & SEAL INC COMM 228255105 16250 1155600 SH DEFINED 1155600 0 0
DEAN FOODS CO. COMM 242361103 9097 259000 SH DEFINED 259000 0 0
DEERE & CO COMM 244199105 161112 4310700 SH DEFINED 4310700 0 0
DELL COMPUTER CORP COMM 247025109 4639 111300 SH DEFINED 111300 0 0
DELPHI AUTOMOTIVE SYSTEMS COMM 247126105 127286 8381000 SH DEFINED 8381000 0 0
DIAMOND OFFSHORE DRILLING COMM 25271C102 184267 4679800 SH DEFINED 4679800 0 0
DIME BANCORP INC NEW COMM 25429Q102 418 24000 SH DEFINED 24000 0 0
DISNEY WALT CO COMM 254687106 3765 89800 SH DEFINED 89800 0 0
DOLLAR GEN CORP COMM 256669102 264 13000 SH DEFINED 13000 0 0
DOMINION RES INC VA COMM 25746U109 564 11105 SH DEFINED 11105 0 0
DOVER DOWNS ENTERTAINMENT COMM 260086103 5598 511900 SH DEFINED 511900 0 0
DOW CHEM CO COMM 260543103 856 29800 SH DEFINED 29800 0 0
DU PONT E I DE NEMOURS & CO COMM 263534109 182022 3743400 SH DEFINED 3743400 0 0
DUKE PWR CO COMM 264399106 141266 2014500 SH DEFINED 2014500 0 0
E M C CORP MASS COMM 268648102 8649 94400 SH DEFINED 94400 0 0
EOG RESOURCES INC. COMM 26875P101 29531 900000 SH DEFINED 900000 0 0
EASTMAN KODAK CO COMM 277461109 164112 2712600 SH DEFINED 2712600 0 0
EATON CORP COMM 278058102 78124 1103255 SH DEFINED 1103255 0 0
EDISON INTL COMM 281020107 340 15900 SH DEFINED 15900 0 0
EL PASO ENERGY PARTNERS LP COMM 283905107 546 10200 SH DEFINED 10200 0 0
ELECTRONIC DATA SYS CORP NEW COMM 285661104 11461 233900 SH DEFINED 233900 0 0
ELECTRONICS FOR IMAGING INC COMM 286082102 11435 535000 SH DEFINED 535000 0 0
EMERSON ELEC CO COMM 291011104 169656 2518100 SH DEFINED 2518100 0 0
ENDOSONICS CORP COMM 29264K105 6625 625400 SH DEFINED 625400 0 0
ENRON CORP COMM 293561106 6322 76700 SH DEFINED 76700 0 0
ENTERGY CORP NEW COMM 29364G103 352 11300 SH DEFINED 11300 0 0
ETHAN ALLEN INTERIORS INC COMM 297602104 6403 209100 SH DEFINED 209100 0 0
EVERGREEN RES INC COMM 299900308 4028 150600 SH DEFINED 150600 0 0
EXTREME NETWORKS INC COMM 30226D106 118406 750000 SH DEFINED 750000 0 0
EXXON MOBIL CORPORATION COMM 30231G102 432392 5350561 SH DEFINED 5350561 0 0
FEDERAL HOME LOAN MORTGAGE CO COMM 313400301 2122 47900 SH DEFINED 47900 0 0
FEDERAL NATIONAL MORTGAGE ASSO COMM 313586109 3091 55900 SH DEFINED 55900 0 0
FEDERATED DEPT STORES INC DEL COMM 31410H101 61125 2408900 SH DEFINED 2408900 0 0
FEDEX CORPORATION COMM 31428X106 533 13600 SH DEFINED 13600 0 0
FIFTH THIRD BANCORP COMM 316773100 849 19200 SH DEFINED 19200 0 0
FILENET CORP COMM 316869106 17688 1060000 SH DEFINED 1060000 0 0
FIRST DATA CORP COMM 319963104 969 19200 SH DEFINED 19200 0 0
FIRST SEC CORP DEL COMM 336294103 2392 155000 SH DEFINED 155000 0 0
FIRST UNION CORP COMM 337358105 141795 4889500 SH DEFINED 4889500 0 0
FIRSTAR CORP.-(OLD) COMM 33763V109 1665 69200 SH DEFINED 69200 0 0
FIRSTENERGY CORPORATION COMM 337932107 270 10700 SH DEFINED 10700 0 0
FLEET BOSTON FINANCIAL CORP. COMM 339030108 3191 78800 SH DEFINED 78800 0 0
FLUOR CORP COMM 343861100 124652 3949400 SH DEFINED 3949400 0 0
FORCENERGY INC. COMM 345206205 10656 526234 SH DEFINED 526234 0 0
FORD MTR CO DEL COMM 345370100 2365 50800 SH DEFINED 50800 0 0
FORT JAMES CORPORATION COMM 347471104 321 10100 SH DEFINED 10100 0 0
FOX ENTERTAINMENT GROUP INC. COMM 35138T107 138000 4600000 SH DEFINED 4600000 0 0
FRANKLIN RES INC COMM 354613101 435 11600 SH DEFINED 11600 0 0
FRITZ COMPANIES INC COMM 358846103 14397 951900 SH DEFINED 951900 0 0
G & K SVCS INC COMM 361268105 4804 174700 SH DEFINED 174700 0 0
GANNETT CO. INC. COMM 364730101 596 10700 SH DEFINED 10700 0 0
GAP INC COMM 364760108 1124 35500 SH DEFINED 35500 0 0
GATEWAY INC. COMM 367626108 862 14400 SH DEFINED 14400 0 0
GENERAL ELEC CO COMM 369604103 24063 447700 SH DEFINED 447700 0 0
GENERAL MILLS INC COMM 370334104 135390 3910200 SH DEFINED 3910200 0 0
GENERAL MOTORS CORP. COMM 370442105 1349 21854 SH DEFINED 21854 0 0
GENTEX CORP COMM 371901109 4398 185200 SH DEFINED 185200 0 0
GIBRALTAR STEEL CORP COMM 37476F103 7064 452100 SH DEFINED 452100 0 0
GILLETTE CO COMM 375766102 1248 42700 SH DEFINED 42700 0 0
GLOBESPAN INC. COMM 379571102 4043 34000 SH DEFINED 34000 0 0
GOLDEN WEST FINL CORP DEL COMM 381317106 1626 33200 SH DEFINED 33200 0 0
GREENPOINT FINANCIAL CORP. COMM 395384100 458 18600 SH DEFINED 18600 0 0
GUIDANT CORP COMM 401698105 841 13800 SH DEFINED 13800 0 0
HCA - THE HEALTHCARE COMPANY COMM 404119109 11240 325800 SH DEFINED 325800 0 0
HA-LO INDS INC COMM 404429102 8057 1742250 SH DEFINED 1742250 0 0
HALLIBURTON CO COMM 406216101 212684 4269700 SH DEFINED 4269700 0 0
JOHN HANCOCK FINANCIAL SERVICE COMM 41014S106 786 34200 SH DEFINED 34200 0 0
HARLEY DAVIDSON INC COMM 412822108 5519 120812 SH DEFINED 120812 0 0
HARRIS CORP DEL COMM 413875105 9856 330600 SH DEFINED 330600 0 0
HARTE-HANKS COMMUNICATIONS COMM 416196103 1657 65000 SH DEFINED 65000 0 0
THE HARTFORD FINANCIAL SERVICE COMM 416515104 254182 3727700 SH DEFINED 3727700 0 0
HEINZ H J CO COMM 423074103 661 16300 SH DEFINED 16300 0 0
HERCULES INC COMM 427056106 17421 1201500 SH DEFINED 1201500 0 0
HEWLETT PACKARD CO COMM 428236103 120815 1043200 SH DEFINED 1043200 0 0
HOME DEPOT INC COMM 437076102 10021 175050 SH DEFINED 175050 0 0
HONEYWELL INTERNATIONAL INC COMM 438516106 1181 32762 SH DEFINED 32762 0 0
HOUSEHOLD INTL INC COMM 441815107 2140 42800 SH DEFINED 42800 0 0
HUNTINGTON BANCSHARES INC COMM 446150104 201 11770 SH DEFINED 11770 0 0
IMS HEALTH INC COMM 449934108 254 14400 SH DEFINED 14400 0 0
IKON OFFICE SOLUTIONS INC COMM 451713101 1764 415068 SH DEFINED 415068 0 0
ILLINOIS TOOL WKS INC COMM 452308109 735 12600 SH DEFINED 12600 0 0
INFORMATICA CORP COMM 45666Q102 3390 40000 SH DEFINED 40000 0 0
INGERSOLL RAND CO COMM 456866102 96755 2407600 SH DEFINED 2407600 0 0
INKTOMI CORP COMM 457277101 63441 556500 SH DEFINED 556500 0 0
INSITUFORM TECHNOLOGIES INC COMM 457667103 335 13300 SH DEFINED 13300 0 0
INPRISE CORPORATION COMM 45766C102 12648 2380800 SH DEFINED 2380800 0 0
INTEL CORP COMM 458140100 17920 290800 SH DEFINED 290800 0 0
INTERLOGIX INC COMM 458763109 1155 114792 SH DEFINED 114792 0 0
INTERMET CORP COMM 45881K104 7424 848500 SH DEFINED 848500 0 0
INTERNATIONAL BUSINESS MACHS C COMM 459200101 517568 4351600 SH DEFINED 4351600 0 0
INTERNATIONAL PAPER CO COMM 460146103 120951 3419112 SH DEFINED 3419112 0 0
INTERPUBLIC GROUP COS INC COMM 460690100 521 12900 SH DEFINED 12900 0 0
INTERVOICE INC COMM 461142101 4060 448053 SH DEFINED 448053 0 0
INVESTMENT TECHNOLOGY GROUP IN COMM 46145F105 6980 142100 SH DEFINED 142100 0 0
INVESTORS FINL SVCS CORP DEL COMM 461915100 819 20400 SH DEFINED 20400 0 0
ISIS PHARMACEUTICALS COMM 464330109 3964 314000 SH DEFINED 314000 0 0
I2 TECHNOLOGIES INC COMM 465754109 3803 27000 SH DEFINED 27000 0 0
IVAX CORP COMM 465823102 8725 200000 SH DEFINED 200000 0 0
JCC HOLDING CO. COMM 46611Q205 681 908692 SH DEFINED 908692 0 0
JDS UNIPHASE CORP. COMM 46612J101 4820 40213 SH DEFINED 40213 0 0
JDA SOFTWARE GROUP INC COMM 46612K108 8328 533000 SH DEFINED 533000 0 0
JACK IN THE BOX INC COMM 466367109 2822 117300 SH DEFINED 117300 0 0
JOHNSON & JOHNSON COMM 478160104 5810 60100 SH DEFINED 60100 0 0
JUNIPER NETWORKS INC COMM 48203R104 105175 662000 SH DEFINED 662000 0 0
KLA-TENCOR CORP COMM 482480100 2759 60400 SH DEFINED 60400 0 0
KAYDON CORP. COMM 486587108 2563 121000 SH DEFINED 121000 0 0
KELLOGG CO COMM 487836108 476 18500 SH DEFINED 18500 0 0
KEYCORP NEW COMM 493267108 401 20700 SH DEFINED 20700 0 0
KEYSTONE AUTOMOTIVE INDS INC COMM 49338N109 5863 1019700 SH DEFINED 1019700 0 0
KIMBERLY CLARK CORP COMM 494368103 1327 22700 SH DEFINED 22700 0 0
KOHLS CORP COMM 500255104 910 14600 SH DEFINED 14600 0 0
KROGER CO COMM 501044101 844 38700 SH DEFINED 38700 0 0
LSI LOGIC CORP COMM 502161102 2663 83400 SH DEFINED 83400 0 0
LTX CORP COMM 502392103 6124 410000 SH DEFINED 410000 0 0
LEHMAN BROTHERS HLDGS INC COMM 524908100 1268 10000 SH DEFINED 10000 0 0
LILLY ELI & CO COMM 532457108 5297 48800 SH DEFINED 48800 0 0
LIMITED INC COMM 532716107 411 19600 SH DEFINED 19600 0 0
LINCOLN NATL CORP IND COMM 534187109 787 17100 SH DEFINED 17100 0 0
LINEAR TECHNOLOGY CORP COMM 535678106 758 12900 SH DEFINED 12900 0 0
LINENS 'N THINGS INC. COMM 535679104 7746 216300 SH DEFINED 216300 0 0
LOCKHEED MARTIN CORP COMM 539830109 203266 6919700 SH DEFINED 6919700 0 0
LONGS DRUG STORES INC. COMM 543162101 3922 193100 SH DEFINED 193100 0 0
LOUIS DREYFUS NAT GAS CORP COMM 546011107 7889 259722 SH DEFINED 259722 0 0
LOWES COS INC COMM 548661107 704 15400 SH DEFINED 15400 0 0
LUCENT TECHNOLOGIES INC COMM 549463107 5697 142000 SH DEFINED 142000 0 0
MBIA INC COMM 55262C100 1057 16300 SH DEFINED 16300 0 0
MBNA CORP COMM 55262L100 2326 66000 SH DEFINED 66000 0 0
MARSH & MCLENNAN COS INC COMM 571748102 3249 26500 SH DEFINED 26500 0 0
MARRIOTT INTERNATIONAL INC. COMM 571903202 454 11400 SH DEFINED 11400 0 0
MASCO CORP COMM 574599106 446 20200 SH DEFINED 20200 0 0
MATTEL INC COMM 577081102 211 19300 SH DEFINED 19300 0 0
MAXIM INTEGRATED PRODS INC COMM 57772K101 776 11500 SH DEFINED 11500 0 0
MAY DEPT STORES CO COMM 577778103 377 15300 SH DEFINED 15300 0 0
MCDONALDS CORP COMM 580135101 1855 55600 SH DEFINED 55600 0 0
MCKESSON HBOC INC COMM 58155Q103 317 12900 SH DEFINED 12900 0 0
MCLEOD INC COMM 582266102 3122 182870 SH DEFINED 182870.3 0 0
MCNAUGHTON APPAREL GROUP INC COMM 582524104 11114 747200 SH DEFINED 747200 0 0
MEDITRUST CORP. COMM 58501T306 4525 1683800 SH DEFINED 1683800 0 0
MEDTRONIC INC COMM 585055106 2810 50700 SH DEFINED 50700 0 0
MELLON FINANCIAL CORP. COMM 58551A108 1348 31600 SH DEFINED 31600 0 0
MENS WEARHOUSE INC COMM 587118100 23458 812400 SH DEFINED 812400 0 0
MENTOR CORP. COMM 587188103 5762 302300 SH DEFINED 302300 0 0
MENTOR GRAPHICS CORP COMM 587200106 12206 675800 SH DEFINED 675800 0 0
MERCER INTL INC COMM 588056101 12149 1331500 SH DEFINED 1331500 0 0
MERCK & CO INC COMM 589331107 7194 99400 SH DEFINED 99400 0 0
MERRILL LYNCH & CO. COMM 590188108 2222 16000 SH DEFINED 16000 0 0
METLIFE INC COMM 59156R108 636 27300 SH DEFINED 27300 0 0
METRIS COS INC COMM 591598107 1296 42000 SH DEFINED 42000 0 0
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