File No. 28-417
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(f) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
Securities and Exchange Commission
Washington, D.C. 20549
Report of the Calendar Quarter or Year Ended June 30, 2000.
Name of Institutional Investment Manager:
Colonial Management Associates, Inc.
Business Address:
One Financial Center, Boston, MA 02111
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
Nancy Conlin, (617) 772-3053, Senior Vice President
ATTENTION - Intentional misstatements or omissions of facts constitute Federal
Criminal Violations. See 18 U.S.C. 1001 and U.S.C. 78ff(a).
The institutional investment manager submitting this Form and its attachments
and the person by whom it is signed represent hereby that all information
contained herein is true, correct and complete. It is understood that all
required items, statements and schedules are considered integral parts of this
Form and that the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete as previously
submitted.
Pursuant to the requirements of the Securities and Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be signed
on its behalf in the City of Boston and The Commonwealth of Massachusetts on the
18th day of July, 2000.
COLONIAL MANAGEMENT ASSOCIATES, INC.
By: Nancy Conlin, Senior Vice President
Name and 13f file number of ALL Institutional Investment Managers with respect
to which this Schedule is filed (other than the one filing this report).
(List in alphabetical order.)
13f File Numbers will be assigned to Institutional Investment Managers
after they file their first report.
1. Liberty Mutual Insurance Company (13F File No. 28-33)
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 772
Form 13F Information Table Value Total: $4,947,011,103
List of Other Included Manager:
No. 13F File Number Name
1 28-33 Liberty Mutual Insurance Company
<PAGE>
<TABLE>
FORM 13F REPORT
<CAPTION>
Item 1 Item 2 Item 3 Item 4 Item 5 Item 6 Item 7 Item 8
Investment Discretion Voting Authority (Shares)
Shares or ------------------- ---------------------------
Title of CUSIP Fair Market Principal (a) (b) (c)Shd
Name of Issuer Class Number Value Amount Sole Shared Other Managers (a)Sole (b)Shared (c)None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS INC COM 000886101 15,676,238 186,900 X 1 186,900
AES CORP COM 00130H105 7,815,563 171,300 X 1 171,300
A T & T CORP COM 001957109 47,383,137 1,498,281 X 1 1,498,281
AT & T WIRELESS CORP COM 001957406 16,881,100 605,600 X 1 605,600
AXA FINANICAL INC COM 002451102 8,513,260 250,390 X 1 250,390
ABBOTT LABS COM 002824100 7,627,318 171,160 X 1 171,160
ABERCROMBIE & FITCH CO-CL A COM 002896207 1,979,250 162,400 X 1 162,400
ACTEL CORP COM 004934105 2,340,563 51,300 X 1 51,300
ADAC LABORATORIES COM 005313200 2,421,600 100,900 X 1 100,900
ADOBE SYSTEMS INC COM 00724F101 25,519,000 196,300 X 1 196,300
ADOBE SYSTEMS INC COM 00724F101 11,700 90 X 90
ADVANCED DIGITIAL INFO CORP COM 007525108 699,656 43,900 X 1 43,900
ADVANCED DIGITIAL INFO CORP COM 007525108 1,434 90 X 90
ADVANCED FIBRE COMMUNICATION COM 00754A105 1,585,938 35,000 X 1 35,000
ADVANCED FIBRE COMMUNICATION COM 00754A105 1,359 30 X 30
ADVO INC COM 007585102 2,520,000 60,000 X 1 60,000
ADVANCED MICRO DEVICES INC COM 007903107 3,769,800 48,800 X 1 48,800
AETNA INC COM 008117103 20,565,675 320,400 X 1 320,400
AFFILIATED COMPUTER SVCS INC-A COM 008190100 562,063 17,000 X 1 17,000
AFFILIATED MANAGERS GROUP COM 008252108 2,029,300 44,600 X 1 44,600
AGILENT TECHNOLOGIES INC COM 00846U101 4,123,658 55,914 X 1 55,914
AGILENT TECHNOLOGIES INC COM 00846U101 2,508 34 X 34
AGRIBRANDS INTERNATIONAL INC COM 00849R105 1,308,450 31,200 X 1 31,200
AIRGATE PCS INC COM 009367103 1,411,303 26,850 X 1 26,850
ALBEMARLE CORP COM 012653101 1,098,100 55,600 X 1 55,600
ALBERTSONS INC COM 013104104 4,864,475 146,300 X 1 146,300
ALCOA INC COM 013817101 4,376,100 150,900 X 1 150,900
ALCATEL SA- ADR COM 013904305 3,364,900 50,600 X 1 50,600
ALLEGHENY ENERGY IN COM COM 017361106 4,349,888 158,900 X 1 158,900
ALLERGAN INC COM 018490102 6,491,930 87,140 X 1 87,140
ALLERGAN INC COM 018490102 8,940 120 X 120
ALLIANT TECHSYSTEMS INC COM 018804104 1,395,956 20,700 X 1 20,700
ALLMERICA FINANCIAL CORP COM 019754100 3,278,675 62,600 X 1 62,600
ALPHA INDUSTRIES INC COM 020753109 1,180,875 26,800 X 1 26,800
ALPHARMA INC COM 020813101 2,782,575 44,700 X 1 44,700
ALTERA CORPORATION COM 021441100 6,432,256 63,100 X 1 63,100
ALTERA CORPORATION COM 021441100 13,252 130 X 130
AMBAC FINANCIAL GROUP INC COM 023139108 17,523,556 319,700 X 1 319,700
AMERADA HESS CORP COM 023551104 8,422,700 136,400 X 1 136,400
AMERICA ONLINE INC COM 02364J104 11,409,825 216,300 X 1 216,300
AMERICA ONLINE INC COM 02364J104 1,055 20 X 20
AMERICAN EXPRESS CO COM 025816109 8,863,335 170,040 X 1 170,040
AMER INTERNATIONAL GROUP INC COM 026874107 40,950,630 348,516 X 1 348,516
AMERICREDIT CORP COM 03060R101 1,822,400 107,200 X 1 107,200
AMERUS LIFE HOLDINGS INC-A COM 030732101 1,728,375 83,800 X 1 83,800
AMGEN INC COM 031162100 18,320,498 260,790 X 1 260,790
AMGEN INC COM 031162100 11,943 170 X 170
AMKOR TECHNOLOGY INC COM 031652100 2,998,031 84,900 X 1 84,900
AMKOR TECHNOLOGY INC COM 031652100 2,119 60 X 60
ANADARKO PETROLEUM COM 032511107 4,980,563 101,000 X 1 101,000
ANALOG DEVICES INC. COM 032654105 10,445,136 137,436 X 1 137,436
ANALOG DEVICES INC. COM 032654105 13,680 180 X 180
ANCHOR GAMING COM 033037102 1,888,738 39,400 X 1 39,400
ANHEUSER BUSCH INC COM 035229103 24,116,594 322,900 X 1 322,900
ANIXTER INTERNATIONAL INC COM 035290105 2,170,350 81,900 X 1 81,900
AON CORP COM 037389103 12,636,225 406,800 X 1 406,800
APPLE COMPUTER INC COM 037833100 17,210,425 328,600 X 1 328,600
APPLE COMPUTER INC COM 037833100 9,428 180 X 180
APPLIED MATLS COM 038222105 26,843,125 296,200 X 1 296,200
APPLIED MATLS COM 038222105 10,875 120 X 120
APPLIED MICRO CIRCUITS CORP COM 03822W109 5,925,000 60,000 X 1 60,000
ARCH COMMUNICATIONS GROUP COM 039381504 791,050 121,700 X 1 121,700
ARGOSY GAMING COMPANY COM 040228108 1,427,438 99,300 X 1 99,300
ARKANSAS BEST CORP COM 040790107 1,371,375 138,000 X 1 138,000
ARROW ELECTRONICS INC COM 042735100 1,345,400 43,400 X 1 43,400
ARVIN INDUSTRIES INC COM 043339100 853,113 49,100 X 1 49,100
ASSOCIATED MATERIALS INC. COM 045709102 750,000 50,000 X 1 50,000
ASSOCIATES FIRST CAPITAL CORP COM 046008108 564,506 25,300 X 1 25,300
ATMEL CORP COM 049513104 11,704,125 317,400 X 1 317,400
ATMEL CORP COM 049513104 6,269 170 X 170
AUDIOVOX CORP -CL A COM 050757103 717,031 32,500 X 1 32,500
AURORA BIOSCIENCES CORP COM 051920106 913,713 13,400 X 1 13,400
AUTOMATIC DATA PROCESSING INC COM 053015103 11,705,549 218,540 X 1 218,540
AUTOMATIC DATA PROCESSING INC COM 053015103 10,177 190 X 190
AVIS GROUP HOLDINGS INC COM 053790101 1,768,125 94,300 X 1 94,300
BJ SERVICES CO COM 055482103 5,118,750 81,900 X 1 81,900
BJ'S WHOLESALE CLUB INC COM 05548J106 4,052,400 122,800 X 1 122,800
BP AMOCO PLC-ADR COM 055622104 11,748,031 207,700 X 1 207,700
BALDOR ELECTRIC COM 057741100 819,500 44,000 X 1 44,000
BANCWEST CORPORATION COM 059790105 4,211,288 256,200 X 1 256,200
BANK OF AMERICA CORP COM 060505104 16,064,542 373,594 X 1 373,594
BANK ONE COM 06423A103 4,376,411 164,759 X 1 164,759
BANK UNITED CORP CL A COM 065412108 2,881,856 81,900 X 1 81,900
BANKATLANTIC BANCORP INC-B COM 065908105 613,938 104,500 X 1 104,500
BANKNORTH GROUP INC COM 06646R107 4,824,203 315,050 X 1 315,050
C R BARD INC COM 067383109 1,929,813 40,100 X 1 40,100
BARNES GROUP INC COM 067806109 1,655,719 101,500 X 1 101,500
BARR LABORATORIES INC COM 068306109 1,088,944 24,300 X 1 24,300
BARRA INC COM 068313105 1,303,494 26,300 X 1 26,300
BARRA INC COM 068313105 4,956 100 X 100
BAUSCH & LOMB INC COM 071707103 17,045,713 220,300 X 1 220,300
BAUSCH & LOMB INC COM 071707103 6,190 80 X 80
BEA SYSTEMS INC COM 073325102 2,165,363 43,800 X 1 43,800
BEA SYSTEMS INC COM 073325102 6,427 130 X 130
BEAR STEARNS COMPANIES INC COM 073902108 7,568,133 181,817 X 1 181,817
BECKMAN COULTER INC COM 075811109 1,990,588 34,100 X 1 34,100
BECKMAN COULTER INC COM 075811109 3,503 60 X 60
BELL AND HOWELL COMPANY COM 077852101 948,175 39,100 X 1 39,100
BELL ATLANTIC CORP COM 077853109 38,846,156 764,500 X 1 764,500
BELLSOUTH CORP COM 079860102 40,265,493 944,645 X 1 944,645
BEST BUY INC COM 086516101 20,885,150 330,200 X 1 330,200
BESTFOODS COM 08658U101 23,392,650 337,800 X 1 337,800
BETHLEHEM STEEL CORP COM 087509105 629,330 176,654 X 1 176,654
BINDLEY WESTERN INDUSTRIES INC COM 090324104 2,008,351 75,966 X 1 75,966
BIOGEN INC COM 090597105 1,402,230 21,740 X 1 21,740
BIOGEN INC COM 090597105 645 10 X 10
BOEING CO COM 097023105 56,716,733 1,356,454 X 1 1,356,454
BOISE CASCADE CORP COM 097383103 3,731,175 144,200 X 1 144,200
BOSTON COMMUNICATIONS GROUP COM 100582105 1,197,000 85,500 X 1 85,500
BOSTON SCIENTIFIC CORP COM 101137107 12,346,206 562,790 X 1 562,790
BOSTON SCIENTIFIC CORP COM 101137107 4,607 210 X 210
BRIGHTPOINT INC COM 109473108 1,256,022 145,100 X 1 145,100
BRINKER INTERNATIONAL INC COM 109641100 2,301,975 78,700 X 1 78,700
BRISTOL-MYERS SQUIBB CO COM 110122108 30,345,920 520,960 X 1 520,960
BROADCOM CORP CL A COM 111320107 437,875 2,000 X 1 2,000
BROADCOM CORP CL A COM 111320107 8,758 40 X 40
BROADWING INC COM 111620100 2,139,844 82,500 X 1 82,500
BROCADE COMMUNICATIONS SYS COM 111621108 550,453 3,000 X 1 3,000
BROCADE COMMUNICATIONS SYS COM 111621108 12,844 70 X 70
BRUNSWICK CORP COM 117043109 8,715,188 526,200 X 1 526,200
BURLINGTON RESOURCES INC COM 122014103 3,408,075 89,100 X 1 89,100
BURR-BROWN CORP COM 122574106 1,109,600 12,800 X 1 12,800
CEC ENTERTAINMENT INC COM 125137109 3,926,263 153,220 X 1 153,220
CIGNA CORP COM 125509109 4,275,755 45,730 X 1 45,730
CIGNA CORP COM 125509109 11,220 120 X 120
CLECO CORP COM 12561W105 1,005,000 30,000 X 1 30,000
CMP GROUP INC COM 125887109 6,240,631 212,900 X 1 212,900
CMS ENERGY CORP COM 125896100 41,079,488 1,856,700 X 1 1,856,700
CNF TRANSPORTATION INC COM 12612W104 4,104,100 180,400 X 1 180,400
CVS CORP COM 126650100 12,264,000 306,600 X 1 306,600
CABLEVISION SYSTEMS CL-A COM 12686C109 2,443,500 36,000 X 1 36,000
CACI INTERNATIONAL INC-CL A COM 127190304 1,267,500 65,000 X 1 65,000
CALPINE CORPORATION COM 131347106 9,402,250 143,000 X 1 143,000
CALTON INC COM 131380503 320,400 71,200 X 1 71,200
CANADIAN PACIFIC LTD COM 135923100 2,744,450 104,800 X 1 104,800
CANADIAN NATL RAILWAY CO COM 136375102 4,550,331 155,900 X 1 155,900
CANANDAIGUA BRANDS INC COM 137219200 4,256,925 84,400 X 1 84,400
CANANDAIGUA BRANDS INC COM 137219200 4,035 80 X 80
CAPITAL ONE FINANCIAL CORP COM 14040H105 6,903,488 154,700 X 1 154,700
CAPITOL FEDERAL FINANCIAL COM 14057C106 1,987,931 179,700 X 1 179,700
CARLISLE COS INC COM 142339100 1,885,500 41,900 X 1 41,900
CATERPILLAR INC COM 149123101 479,433 14,153 X 1 14,153
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 964,219 42,500 X 1 42,500
CENTURYTEL INC COM 156700106 24,878,813 865,350 X 1 865,350
CHARTER COMMUNICATIONS INC-A COM 16117M107 460,250 28,000 X 1 28,000
CHASE MANHATTAN CORP (NEW) COM 16161A108 23,483,584 509,820 X 1 509,820
CHEVRON CORP COM 166751107 23,187,738 273,400 X 1 273,400
CHINA TELECOM HK LTD-SP ADR COM 169428109 2,684,969 15,100 X 1 15,100
CHIRON CORP COM 170040109 3,712,600 78,160 X 1 78,160
CHIRON CORP COM 170040109 5,700 120 X 120
CHRIS-CRAFT INDUSTIRES INC COM 170520100 11,621,187 175,912 X 1 175,912
CHURCH & DWIGHT CO COM 171340102 1,351,800 75,100 X 1 75,100
CINCINNATI FINANCIAL CORP COM 172062101 9,201,756 292,700 X 1 292,700
CIRCLE INTERNATIONAL COM 172574105 1,668,300 66,400 X 1 66,400
CIRCUIT CITY STORES INC COM 172737108 6,249,206 188,300 X 1 188,300
CISCO SYSTEMS INC COM 17275R102 85,517,877 1,345,414 X 1 1,345,414
CISCO SYSTEMS INC COM 17275R102 11,441 180 X 180
CITIGROUP INC COM 172967101 63,756,430 1,058,198 X 1 1,058,198
CITIZENS COMMUNICATIONS CO COM 17453B101 791,775 45,900 X 1 45,900
CITIZENS UTILITIES 5% CONV PRF PFD CV 177351202 6,737,500 100,000 X 1 100,000
CITY NATIONAL CORP COM 178566105 10,192,050 287,100 X 1 287,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 459,825 6,131 X 1 6,131
COCA COLA CO COM 191216100 4,198,681 73,100 X 1 73,100
COCA-COLA ENTERPRISES COM 191219104 3,639,319 223,100 X 1 223,100
COFLEXIP-SPONSORED ADR COM 192384105 1,651,650 27,300 X 1 27,300
COLT TELECOM GROUP-SPONS ADR COM 196877104 2,753,188 20,300 X 1 20,300
COLUMBIA ENERGY GROUP COM 197648108 4,147,500 63,200 X 1 63,200
COMCAST CORP-SPECIAL CL A COM 200300200 12,656,250 312,500 X 1 312,500
COMDISCO INC COM 200336105 2,842,613 127,400 X 1 127,400
COMMERCE BANCORP INC COM 200519106 2,438,000 53,000 X 1 53,000
COMMSCOPE INC COM 203372107 1,943,400 47,400 X 1 47,400
COMMUNITY BANK SYSTEM INC COM 203607106 1,677,375 75,600 X 1 75,600
COMPAQ COMPUTER CORP COM 204493100 2,451,444 95,900 X 1 95,900
COMPAQ COMPUTER CORP COM 204493100 2,045 80 X 80
COMPASS BANCSHARES INC COM 20449H109 1,540,744 90,300 X 1 90,300
COMPUTER ASSOCIATES INT'L INC COM 204912109 2,597,049 50,736 X 1 50,736
COMVERSE TECH COM 205862402 14,880,000 160,000 X 1 160,000
COMVERSE TECH COM 205862402 11,160 120 X 120
CONCORD EFS INC COM 206197105 520,000 20,000 X 1 20,000
CONECTIV INC COM 206829103 4,310,813 277,000 X 1 277,000
CONOCO INC -CL B COM 208251405 3,947,145 160,698 X 1 160,698
CONSTELLATION ENERGY GROUP COM 210371100 2,110,050 64,800 X 1 64,800
CONVERGYS CORP COM 212485106 14,540,563 280,300 X 1 280,300
CHECK POINT SOFTWARE-ADR COM 218133SDL 531,069 2,508 X 1 2,508
CORN PRODUCTS INTL INC COM 219023108 1,219,000 46,000 X 1 46,000
CORNING INCORPORATED COM 219350105 27,635,200 102,400 X 1 102,400
COSTCO WHOLESALE CORP COM 22160K105 4,976,400 150,800 X 1 150,800
COVAD COMMUNICATIONS GROUP COM 222814204 3,250,800 201,600 X 1 201,600
COVENTRY HEALTH CARE INC COM 222862104 1,458,097 109,400 X 1 109,400
COX COMMUNICATIONS INC-CL A COM 224044107 2,346,469 51,500 X 1 51,500
CRAYFISH CO LTD-SPONS ADR COM 225226109 112,000 16,000 X 1 16,000
CREE INC COM 225447101 854,400 6,400 X 1 6,400
CROMPTON CORPORATION COM 227116100 174,354 14,233 X 1 14,233
CROWN CORK AND SEAL CO. INC. COM 228255105 2,124,000 141,600 X 1 141,600
CULLEN/FROST BANKERS INC COM 229899109 5,065,156 192,500 X 1 192,500
CURATIVE HEALTH SERVICES INC COM 231264102 927,606 153,800 X 1 153,800
CYMER INC COM 232572107 1,661,700 34,800 X 1 34,800
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,244,800 76,800 X 1 76,800
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,380 80 X 80
CYTEC INDUSTRIES INC COM 232820100 3,241,469 131,300 X 1 131,300
DST SYSTEMS INC COM 233326107 4,080,300 53,600 X 1 53,600
DALLAS SEMICONDUCTOR CORP COM 235204104 2,787,300 68,400 X 1 68,400
DARDEN RESTURANTS INC COM 237194105 3,922,750 241,400 X 1 241,400
DARLING INTERNATIONAL INC COM 237266101 148,730 132,204 X 1 132,204
DELL COMPUTER CORPORATION COM 247025109 5,199,116 105,432 X 1 105,432
DELL COMPUTER CORPORATION COM 247025109 2,959 60 X 60
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 9,873,695 678,022 X 1 678,022
DELPHI FINANCIAL GROUP CLASS A COM 247131105 2,331,240 68,692 X 1 68,692
DELTA AIR LINES INC COM 247361108 13,348,500 264,000 X 1 264,000
DENDRITE INTERNATIONAL INC COM 248239105 2,250,259 67,550 X 1 67,550
DENDRITE INTERNATIONAL INC COM 248239105 1,999 60 X 60
DIAMOND OFFSHORE DRILLING COM 25271C102 16,027,538 456,300 X 1 456,300
WALT DISNEY PRODUCTIONS COM 254687106 36,402,244 937,900 X 1 937,900
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 768,844 41,700 X 1 41,700
DOMINION RESOURCES INC COM 25746U109 1,360,467 31,731 X 1 31,731
DOVER CORP COM 260003108 4,920,231 121,300 X 1 121,300
DOW CHEMICAL CO COM 260543103 19,012,088 629,800 X 1 629,800
DOW JONES & CO INC COM 260561105 1,413,725 19,300 X 1 19,300
DOWNEY FINL CP COM 261018105 2,691,200 92,800 X 1 92,800
EI DUPONT DE NEMOURS & CO INC COM 263534109 3,671,850 83,928 X 1 83,928
DUKE ENERGY COM 264399106 26,244,761 465,539 X 1 465,539
DUN & BRADSTREET CORP COM 26483B106 9,841,275 343,800 X 1 343,800
DYNEGY INC COM 26816Q101 4,959,488 72,600 X 1 72,600
ECCS INC COM 26825H100 268,313 54,000 X 1 54,000
EMC CORP COM 268648102 37,130,038 482,600 X 1 482,600
EMC CORP COM 268648102 9,233 120 X 120
ESS TECHNOLOGY COM 269151106 526,350 36,300 X 1 36,300
ESS TECHNOLOGY COM 269151106 725 50 X 50
EASTMAN KODAK CO COM 277461109 27,782,930 466,940 X 1 466,940
EATON CORP COM 278058102 3,055,200 45,600 X 1 45,600
ECHOSTAR COMMUNICATIONS CL A COM 278762109 10,595,000 320,000 X 1 320,000
ECOLAB INC COM 278865100 832,031 21,300 X 1 21,300
EDISON INTERNATIONAL COM 281020107 35,553,929 1,734,338 X 1 1,734,338
EDWARDS (A.G.), INC COM 281760108 3,092,700 79,300 X 1 79,300
EL PASO ENERGY CORP COM 283905107 33,430,281 656,300 X 1 656,300
ELANTEC SEMICONDUCTOR INC COM 284155108 1,002,600 14,400 X 1 14,400
ELANTEC SEMICONDUCTOR INC COM 284155108 4,178 60 X 60
EMBRATEL PARTICIPACOES ADR COM 29081N100 1,159,988 49,100 X 1 49,100
EMERSON ELECTRIC CO COM 291011104 4,878,300 80,800 X 1 80,800
EMULEX CORP COM 292475209 426,969 6,500 X 1 6,500
EMULEX CORP COM 292475209 1,314 20 X 20
ENERGEN CORP COM 29265N108 2,610,956 119,700 X 1 119,700
ENERGY EAST CORPORATION COM 29266M109 4,292,875 225,200 X 1 225,200
ENGELHARD CORPORATION COM 292845104 8,548,313 501,000 X 1 501,000
ENHANCE FINANCIAL SVCS GROUP COM 293310108 1,512,250 105,200 X 1 105,200
ENRON CORP COM 293561106 42,423,198 657,724 X 1 657,724
ENTERGY CORP COM 29364G103 49,451,344 1,818,900 X 1 1,818,900
ERICSSON (LM) TEL ADR B SHARES COM 294821400 6,752,403 337,620 X 1 337,620
ERICSSON (LM) TEL ADR B SHARES COM 294821400 10,000 500 X 500
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,323,875 89,000 X 1 89,000
ETHAN ALLEN INTERIORS INC COM 297602104 1,374,000 57,250 X 1 57,250
EXAR CORP COM 300645108 653,906 7,500 X 1 7,500
EXODUS COMMUNICATIONS INC COM 302088109 368,500 8,000 X 1 8,000
EXODUS COMMUNICATIONS INC COM 302088109 2,764 60 X 60
EXXON MOBIL CORPORATION COM 30231G102 56,526,045 720,077 X 1 720,077
FMC CORP COM 302491303 6,774,400 116,800 X 1 116,800
FPL GROUP INC COM 302571104 22,671,000 458,000 X 1 458,000
FREDDIE MAC COM 313400301 30,637,440 756,480 X 1 756,480
FANNIE MAE COM 313586109 10,042,963 192,440 X 1 192,440
FEDERATED DEPT STORES INC NEW COM 31410H101 4,006,125 118,700 X 1 118,700
FIDELITY NATIONAL FINL INC COM 316326107 2,519,800 137,600 X 1 137,600
FINL SECURITY ASSURANCE HLDG COM 31769P100 3,042,588 40,100 X 1 40,100
FIRST FEDERAL CAPITAL CORP COM 319960100 1,742,344 157,500 X 1 157,500
FIRST DATA CORP COM 319963104 12,619,638 254,300 X 1 254,300
FIRST DATA CORP COM 319963104 9,925 200 X 200
FIRST HEALTH GROUP CORP COM 320960107 2,050,781 62,500 X 1 62,500
FIRSTAR CORP COM 33763V109 2,036,744 96,700 X 1 96,700
FIRSTFED FINANCIAL CORP COM 337907109 2,070,725 146,600 X 1 146,600
FLEET BOSTON FINANCIAL CORP COM 339030108 25,938,260 762,890 X 1 762,890
FLORIDA PROGRESS CORP COM 341109106 4,556,250 97,200 X 1 97,200
FLUOR CORP COM 343861100 1,685,613 53,300 X 1 53,300
FORD MOTOR CO COM 345370100 20,068,100 466,700 X 1 466,700
FOREST OIL CORP COM 346091606 261,869 16,431 X 1 16,431
FOSSIL INC COM 349882100 1,379,577 70,975 X 1 70,975
FOSSIL INC COM 349882100 3,499 180 X 180
FULLER (H.B.) CO COM 359694106 924,919 20,300 X 1 20,300
FURNITURE BRANDS INTL INC COM 360921100 3,215,575 212,600 X 1 212,600
GPU INC COM 36225X100 3,325,981 122,900 X 1 122,900
GTE CORP COM 362320103 50,908,050 817,800 X 1 817,800
GALLAGHER (ARTHUR J.) & CO. COM 363576109 2,346,960 55,880 X 1 55,880
GATEWAY INC COM 367626108 7,031,325 123,900 X 1 123,900
GATEWAY INC COM 367626108 6,243 110 X 110
GEHL CO COM 368483103 1,311,000 92,000 X 1 92,000
GENENTECH INC COM 368710406 708,640 4,120 X 1 4,120
GENENTECH INC COM 368710406 3,440 20 X 20
GENERAL ELECTRIC CO COM 369604103 84,972,621 1,603,257 X 1 1,603,257
GENERAL MILLS INC COM 370334104 19,661,456 514,025 X 1 514,025
GENERAL MOTORS CORP COM 370442105 1,974,125 34,000 X 1 34,000
GENERAL SEMICONDUCTOR INC COM 370787103 1,342,250 91,000 X 1 91,000
GEON COMPANY COM 37246W105 995,300 53,800 X 1 53,800
GEORGIA PACIFIC CORP COM 373298108 5,205,375 198,300 X 1 198,300
GETTHERE.COM INC COM 374266104 763,669 72,300 X 1 72,300
GLATFELTER (P.H.) CO COM 377316104 1,144,056 112,300 X 1 112,300
GLENAYRE TECHNOLOGIES INC COM 377899109 1,361,506 128,900 X 1 128,900
GLENAYRE TECHNOLOGIES INC COM 377899109 1,056 100 X 100
GOLDEN STATE BANCORP COM 381197102 8,361,000 464,500 X 1 464,500
GOLDEN STATE BANCORP-LITIG WT COM 381197136 174,825 155,400 X 1 155,400
GOLDEN WEST FINANCIAL CORP COM 381317106 10,574,519 259,100 X 1 259,100
GOLDMAN SACHS GROUP INC COM 38141G104 506,633 5,340 X 1 5,340
B F GOODRICH CO COM 382388106 3,511,844 103,100 X 1 103,100
W R GRACE & CO COM 38388F108 3,933,350 324,400 X 1 324,400
GRANITE CONSTRUCTION INC COM 387328107 1,930,600 78,800 X 1 78,800
GRANT PRIDECO INC COM 38821G101 7,427,500 297,100 X 1 297,100
GREATER BAY BANCORP COM 391648102 2,183,225 46,700 X 1 46,700
GREENPOINT FINANCIAL CORP COM 395384100 6,598,125 351,900 X 1 351,900
GRUPO TELEVISA SA-SPONS GDR COM 40049J206 6,811,025 98,800 X 1 98,800
GULF CANADA RES LTD COM 40218L305 721,875 150,000 X 1 150,000
HCA-THE HEALTHCARE CORP COM 404119109 21,180,579 697,303 X 1 697,303
HCA-THE HEALTHCARE CORP COM 404119109 8,809 290 X 290
HS RESOURCES INC COM 404297103 3,048,000 101,600 X 1 101,600
HAIN CELESTIAL GROUP INC COM 405217100 2,197,581 59,900 X 1 59,900
HALL KINION & ASSOCIATES INC COM 406069104 2,015,406 60,500 X 1 60,500
HANDLEMAN CO COM 410252100 913,750 73,100 X 1 73,100
HANNA CO COM 410522106 1,551,600 172,400 X 1 172,400
HARLEY DAVIDSON COM 412822108 4,558,400 118,400 X 1 118,400
HARLEY DAVIDSON COM 412822108 1,155 30 X 30
HARMAN INTERNATIONAL INC NEW COM 413086109 2,665,700 43,700 X 1 43,700
HARMAN INTERNATIONAL INC NEW COM 413086109 4,880 80 X 80
HARRAH'S ENTERTAINMENT INC COM 413619107 5,720,125 273,200 X 1 273,200
HARRIS CORPORATION DEL COM 413875105 1,617,850 49,400 X 1 49,400
HARSCO CORP COM 415864107 1,078,650 42,300 X 1 42,300
HAVERTY FURNITURE COM 419596101 91,800 10,800 X 1 10,800
HEALTH MGMT SYSTEMS INC COM 42219M100 555,313 177,700 X 1 177,700
HELIX TECHNOLOGY CORP COM 423319102 269,100 6,900 X 1 6,900
HERTZ CORP-CL A COM 428040109 2,447,050 87,200 X 1 87,200
HEWLETT-PACKARD CO COM 428236103 20,442,038 163,700 X 1 163,700
HEWLETT-PACKARD CO COM 428236103 11,239 90 X 90
HOME DEPOT INC COM 437076102 11,420,706 228,700 X 1 228,700
HOME DEPOT INC COM 437076102 3,995 80 X 80
HONEYWELL INTERNATIONAL INC COM 438516106 8,336,376 247,462 X 1 247,462
HOOPER HOLMES INC COM 439104100 797,600 99,700 X 1 99,700
HORMEL FOODS CORP COM 440452100 5,833,938 347,000 X 1 347,000
HOUSEHOLD INTERNATIONAL INC COM 441815107 4,082,684 98,230 X 1 98,230
HUDSON UNITED BANCORP COM 444165104 2,000,370 89,153 X 1 89,153
IDEC PHARMACEUTICALS CORP COM 449370105 2,029,506 17,300 X 1 17,300
IDEC PHARMACEUTICALS CORP COM 449370105 2,346 20 X 20
IMS HEALTH INC COM 449934108 1,652,400 91,800 X 1 91,800
IDACORP INC COM 451107106 2,525,175 78,300 X 1 78,300
IDEXX LABS INC COM 45168D104 1,253,550 54,800 X 1 54,800
ILLINOIS TOOL WORKS INC COM 452308109 523,203 9,179 X 1 9,179
IMATION CORP COM 45245A107 1,656,750 56,400 X 1 56,400
IMMUNEX CORP COM 452528102 732,169 14,810 X 1 14,810
IMMUNEX CORP COM 452528102 14,831 300 X 300
INCO LTD COM 453258402 3,331,763 216,700 X 1 216,700
INDEPENDENCE COMMUNITY BANK COM 453414104 2,063,025 155,700 X 1 155,700
INFINEON TECHNOLOGIES-ADR COM 45662N103 737,025 9,300 X 1 9,300
INFOCUS CORP COM 45665B106 2,294,969 71,300 X 1 71,300
INFOCUS CORP COM 45665B106 4,506 140 X 140
INFONET SERVICES CORPORATION COM 45666T106 214,875 18,000 X 1 18,000
INGERSOLL RAND CO COM 456866102 9,040,150 224,600 X 1 224,600
INKTOMI CORP COM 457277101 354,750 3,000 X 1 3,000
INKTOMI CORP COM 457277101 2,365 20 X 20
INPRISE CORPORATION COM 45766C102 584,938 95,500 X 1 95,500
INTEGRATED DEVICES TECH INC COM 458118106 5,011,538 83,700 X 1 83,700
INTEGRATED DEVICES TECH INC COM 458118106 4,191 70 X 70
INTEL CORP COM 458140100 85,499,440 639,547 X 1 639,547
INTEL CORP COM 458140100 16,043 120 X 120
INTERIM SERVICES INC COM 45868P100 1,861,443 104,870 X 1 104,870
INTL BUSINESS MACHINES CORP COM 459200101 39,149,530 357,326 X 1 357,326
INTL BUSINESS MACHINES CORP COM 459200101 9,861 90 X 90
INTERNATIONAL HOME FOODS INC COM 459655106 2,445,500 116,800 X 1 116,800
INTERNATIONAL GAME TECH COM 459902102 1,902,700 71,800 X 1 71,800
INTERNATIONAL PAPER CO COM 460146103 8,902,013 298,600 X 1 298,600
INTERNATIONAL RECTIFIER CORP COM 460254105 4,149,600 74,100 X 1 74,100
INTERPUBLIC GROUP COS INC COM 460690100 2,997,100 69,700 X 1 69,700
INTERSTATE BAKERIES COM 46072H108 2,550,800 182,200 X 1 182,200
INTUIT INC COM 461202103 3,496,188 84,500 X 1 84,500
WEBS - JAPAN INDEX SERIES COM 464286848 1,063,125 70,000 X 1 70,000
ISLE OF CAPRI CASINOS COM 464592104 3,661,875 270,000 X 1 270,000
IVAX CORP COM 465823102 6,613,025 159,350 X 1 159,350
JDS UNIPHASE CORP COM 46612J101 3,128,738 26,100 X 1 26,100
JDS UNIPHASE CORP COM 46612J101 9,590 80 X 80
JACK IN THE BOX INC COM 466367109 1,620,325 65,800 X 1 65,800
JACOBS ENGINEERING GROUP INC COM 469814107 1,879,531 57,500 X 1 57,500
JOHNSON & JOHNSON COM 478160104 11,152,053 109,468 X 1 109,468
JOHNSON CONTROLS INC COM 478366107 9,657,013 188,200 X 1 188,200
JONES PHARMA INC COM 480236108 2,074,753 51,950 X 1 51,950
JONES PHARMA INC COM 480236108 5,392 135 X 135
K N ENERGY INC 8.25% PREFD PFD CV 482620507 17,812,500 375,000 X 1 375,000
KELLWOOD CO COM 488044108 806,975 38,200 X 1 38,200
KEMET CORP COM 488360108 521,300 20,800 X 1 20,800
KENNAMETAL INC COM 489170100 953,969 44,500 X 1 44,500
SAMSUNG ELEC GDS COMMON COM 494281SDL 2,081,132 10,591 X 1 10,591
KIMBERLY CLARK CORP COM 494368103 14,070,186 245,232 X 1 245,232
KINDER MORGAN ENERGY PRTNRS COM 494550106 3,358,744 84,100 X 1 84,100
KINDER MORGAN INC COM 49455P101 3,418,231 98,900 X 1 98,900
KNIGHT RIDDER INC COM 499040103 6,334,631 119,100 X 1 119,100
KNIGHT TRADING GROUP INC COM 499063105 1,216,350 40,800 X 1 40,800
KNIGHT TRADING GROUP INC COM 499063105 4,770 160 X 160
KOHLS CORP COM 500255104 785,870 14,128 X 1 14,128
KONINKLIJKE PHILIPS ELECTRONIC COM 500472204 2,573,170 54,172 X 1 54,172
KOREA ELECTRIC POWER ADR COM 500631106 13,217,844 716,900 X 1 716,900
KOREA TELECOM CORP-SP ADR COM 50063P103 5,147,100 106,400 X 1 106,400
KRONOS INC COM 501052104 826,800 31,800 X 1 31,800
KUALA HEALTHCARE INC COM 501157101 44,167 176,666 X 1 176,666
LSI LOGIC CORP COM 502161102 6,164,838 113,900 X 1 113,900
LSI LOGIC CORP COM 502161102 9,743 180 X 180
LAFARGE CORP COM 505862102 1,642,200 78,200 X 1 78,200
LAM RESEARCH CORP COM 512807108 1,346,250 35,900 X 1 35,900
LAM RESEARCH CORP COM 512807108 3,375 90 X 90
LATTICE SEMICONDUCTOR CORP COM 518415104 442,400 6,400 X 1 6,400
LEAR CORP COM 521865105 2,390,000 119,500 X 1 119,500
LEHMAN BROTHERS HLDG INC COM 524908100 24,349,844 257,500 X 1 257,500
LEVEL 3 COMMUNICATIONS COM 52729N100 2,296,800 26,100 X 1 26,100
LEVEL 3 COMMUNICATIONS COM 52729N100 3,520 40 X 40
LIGHTBRIDGE INC COM 532226107 1,248,663 52,300 X 1 52,300
ELI LILLY & CO COM 532457108 28,562,652 285,984 X 1 285,984
ELI LILLY & CO COM 532457108 11,985 120 X 120
LINCARE HOLDINGS INC COM 532791100 2,824,488 114,700 X 1 114,700
LINEAR TECHNOLOGY CORP COM 535678106 6,233,906 97,500 X 1 97,500
LINEAR TECHNOLOGY CORP COM 535678106 8,951 140 X 140
LOCKHEED MARTIN CORP COM 539830109 16,090,906 648,500 X 1 648,500
LOEWS CORP COM 540424108 7,149,600 119,160 X 1 119,160
LONGVIEW FIBRE CO COM 543213102 1,712,475 154,800 X 1 154,800
LUBRIZOL CORP COM 549271104 5,086,200 242,200 X 1 242,200
LUCENT TECHNOLOGIES INC COM 549463107 13,697,652 231,184 X 1 231,184
LUCENT TECHNOLOGIES INC COM 549463107 1,778 30 X 30
LUXOTTICA GROU SPA-SPON ADR COM 55068R202 621,563 51,000 X 1 51,000
LYONDELL PETRO COM 552078107 9,545,825 569,900 X 1 569,900
MAF BANCORP INC COM 55261R108 2,022,450 111,200 X 1 111,200
MBNA CORP COM 55262L100 8,750,796 322,610 X 1 322,610
MCN ENERGY GROUP INC COM 55267J100 8,601,300 402,400 X 1 402,400
MDU RESOURCES GROUP COM 552690109 9,915,063 458,500 X 1 458,500
MGIC INV CORP COM 552848103 11,961,950 262,900 X 1 262,900
MKS INSTRUMENTS INC COM 55306N104 1,349,813 34,500 X 1 34,500
MRV COMMUNICTIONS INC COM 553477100 1,405,525 20,900 X 1 20,900
MACLEOD-STEDMAN COM 55477D109 4,250 425,000 X 1 425,000
MANITOWOC INC COM 563571108 1,794,925 67,100 X 1 67,100
MANPOWER COM 56418H100 4,819,200 150,600 X 1 150,600
MARCHFIRST INC COM 566244109 680,725 37,300 X 1 37,300
MARSH & MCLENNAN CO INC COM 571748102 3,539,387 33,890 X 1 33,890
MATTEL INC COM 577081102 21,871,469 1,658,500 X 1 1,658,500
MATTSON TECHNOLOGY INC COM 577223100 529,750 16,300 X 1 16,300
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,388,763 64,600 X 1 64,600
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 6,114 90 X 90
MCCORMICK & CO COM 579780206 3,155,750 97,100 X 1 97,100
MCDONALDS CORP COM 580135101 9,513,569 288,837 X 1 288,837
MEDTRONIC INC COM 585055106 506,095 10,160 X 1 10,160
MEDTRONIC INC COM 585055106 4,483 90 X 90
MERCK & CO INC COM 589331107 37,316,911 487,007 X 1 487,007
MERCK & CO INC COM 589331107 11,494 150 X 150
MERCURY INTERACTIVE CORP COM 589405109 1,141,650 11,800 X 1 11,800
MERCURY INTERACTIVE CORP COM 589405109 2,903 30 X 30
MERITOR AUTOMOTIVE INC COM 59000G100 3,109,700 282,700 X 1 282,700
MERRILL LYNCH & CO INC COM 590188108 6,825,365 59,351 X 1 59,351
METRIS COMPANIES INC COM 591598107 3,683,325 146,600 X 1 146,600
METROCALL INC COM 591647102 1,592,100 176,900 X 1 176,900
METROMEDIA FIBER NETWORK-A COM 591689104 2,928,938 73,800 X 1 73,800
MICHAEL FOODS INC COM 594079105 1,484,700 60,600 X 1 60,600
MICROS SYSTEMS INC COM 594901100 543,881 29,300 X 1 29,300
MICROSOFT CORP COM 594918104 36,400,560 455,007 X 1 455,007
MICROCHIP TECHNOLOGY COM 595017104 10,528,598 180,700 X 1 180,700
MICRON TECHNOLOGY INCORPORATED COM 595112103 2,316,044 26,300 X 1 26,300
MICRON TECHNOLOGY INCORPORATED COM 595112103 9,687 110 X 110
MIDLAND CO COM 597486109 1,129,450 46,100 X 1 46,100
MILACRON INC COM 598709103 1,271,650 87,700 X 1 87,700
MINNESOTA MINING & MFG CO COM 604059105 22,629,750 274,300 X 1 274,300
MINNESOTA POWER INC COM 604110106 6,447,521 372,420 X 1 372,420
MONTANA POWER CO COM 612085100 1,733,844 49,100 X 1 49,100
MONY GROUP INC COM 615337102 2,096,375 62,000 X 1 62,000
J P MORGAN & CO INC COM 616880100 9,253,804 84,030 X 1 84,030
MORGAN STANLEY DEAN WITTER COM 617446448 24,447,944 293,669 X 1 293,669
MOTOROLA INC COM 620076109 5,222,531 179,700 X 1 179,700
MOTOROLA INC COM 620076109 872 30 X 30
DATACRAFT ASIA LTD COM 624683SDL 994,400 113,000 X 1 113,000
MUELLER INDUSTRIES INC COM 624756102 6,574,400 234,800 X 1 234,800
MUSICLAND STORES CORP COM 62758B109 696,894 93,700 X 1 93,700
MYLAN LABORATORIES, INC COM 628530107 7,316,425 400,900 X 1 400,900
NTL INC COM 629407107 3,159,903 52,775 X 1 52,775
NUI CORP COM 629430109 1,320,300 48,900 X 1 48,900
NVR INC COM 62944T105 2,171,700 38,100 X 1 38,100
NABISCO HOLDINGS CORP COM 629526104 4,740,750 90,300 X 1 90,300
NABISCO GROUP HOLDINGS COM 62952P102 4,488,043 173,033 X 1 173,033
NACCO INDUSTRIES INC CL A COM 629579103 1,113,463 31,700 X 1 31,700
NATIONAL COMPUTER SYS INC COM 635519101 2,009,400 40,800 X 1 40,800
NATIONAL SEMICONDUCTOR CORP COM 637640103 5,640,950 99,400 X 1 99,400
NATIONAL SEMICONDUCTOR CORP COM 637640103 6,810 120 X 120
NATIONWIDE FINANCIAL SERV A COM 638612101 16,102,175 489,800 X 1 489,800
NATURAL MICROSYSTEMS CORP COM 638882100 1,079,400 9,600 X 1 9,600
NAVISTAR INTERNATIONAL COM 63934E108 4,038,125 130,000 X 1 130,000
NEOPHARM INC COM 640919106 796,141 40,600 X 1 40,600
NETWORK APPLIANCE INC COM 64120L104 2,020,550 25,100 X 1 25,100
NETWORK APPLIANCE INC COM 64120L104 11,270 140 X 140
NEW YORK TIMES CO CLASS A COM 650111107 4,558,300 115,400 X 1 115,400
NEXTEL COMMUNICATIONS CL A COM 65332V103 7,652,721 125,070 X 1 125,070
NEXTLINK COMMUNICATIONS-A COM 65333H707 3,308,150 87,200 X 1 87,200
NICOR INC COM 654086107 326,250 10,000 X 1 10,000
NIKE INC CL B COM 654106103 31,376,231 788,100 X 1 788,100
NOKIA CORP ADR COM 654902204 17,118,575 342,800 X 1 342,800
NOKIA CORP ADR COM 654902204 10,487 210 X 210
NOBLE DRILLING CORP COM 655042109 5,931,000 144,000 X 1 144,000
NORDSTROM INC COM 655664100 2,996,325 124,200 X 1 124,200
NORTEK INC. COM 656559101 1,279,800 64,800 X 1 64,800
NORTEL NETWORKS CORP COM 656568102 3,053,437 44,739 X 1 44,739
NORTEL NETWORKS CORP COM 656568102 8,190 120 X 120
NORTH FORK BANCORPORATION COM 659424105 5,745,988 379,900 X 1 379,900
NORTHEAST UTILITIES COM 664397106 14,583,375 670,500 X 1 670,500
NORTHROP GRUMMAN CORP COM 666807102 2,351,875 35,500 X 1 35,500
NORTHWEST NATURAL GAS CO COM 667655104 2,544,038 113,700 X 1 113,700
NOVELLUS SYSTEMS INC COM 670008101 10,922,219 193,100 X 1 193,100
NOVELLUS SYSTEMS INC COM 670008101 566 10 X 10
NUCOR CORP COM 670346105 2,668,275 80,400 X 1 80,400
OCCIDENTAL PETROLEUM COM 674599105 2,584,032 122,684 X 1 122,684
OCEANEERING INTL INC COM 675232102 849,300 44,700 X 1 44,700
ODETICS INC-CL A COM 676065204 790,250 54,500 X 1 54,500
OMNICOM GROUP COM 681919106 13,243,594 148,700 X 1 148,700
ONEOK INC COM 682680103 2,352,531 90,700 X 1 90,700
ORACLE CORP COM 68389X105 38,638,403 459,639 X 1 459,639
ORACLE CORP COM 68389X105 13,450 160 X 160
OSHKOSH TRUCK CORP COM 688239201 1,192,263 33,350 X 1 33,350
OWENS & MINOR INC HLDG CO COM 690732102 2,270,469 132,100 X 1 132,100
PECO ENERGY CO COM 693304107 28,859,719 715,900 X 1 715,900
P G & E CORP COM 69331C108 39,323,663 1,596,900 X 1 1,596,900
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 1,910,375 29,000 X 1 29,000
PE CORP-CELERA GENOMICS GRP COM 69332S201 2,524,500 27,000 X 1 27,000
PMC-SIERRA INC COM 69344F106 10,057,113 56,600 X 1 56,600
PMI GROUP INC COM 69344M101 15,551,500 327,400 X 1 327,400
PNC FINANCIAL SERVICES GROUP COM 693475105 5,765,625 123,000 X 1 123,000
PPG INDUSTRIES INC COM 693506107 4,542,031 102,500 X 1 102,500
P P & L RESOURCES INC COM 69351T106 3,134,869 142,900 X 1 142,900
PACCAR INC COM 693718108 8,397,875 211,600 X 1 211,600
PACIFIC CENTURY FINL CORP COM 694058108 5,338,125 365,000 X 1 365,000
PACIFICARE HEALTH SYSTEMS - A COM 695112102 1,113,469 18,500 X 1 18,500
PACIFICARE HEALTH SYSTEMS - A COM 695112102 4,213 70 X 70
PAINE WEBBER GROUP INC COM 695629105 2,238,600 49,200 X 1 49,200
PARK ELECTROCHEMICAL CORP COM 700416209 2,852,544 79,100 X 1 79,100
PARK PLACE ENTERTAINMENT COM 700690100 2,811,656 230,700 X 1 230,700
PARKER DRILLING CO COM 701081101 2,855,531 461,500 X 1 461,500
PARKER HANNIFIN CORP COM 701094104 1,366,575 39,900 X 1 39,900
PATTERSON DENTAL CO COM 703412106 5,980,260 117,260 X 1 117,260
PATTERSON ENERGY INC COM 703414102 4,049,850 142,100 X 1 142,100
PAYCHEX INC COM 704326107 7,417,452 176,606 X 1 176,606
PENNZOIL-QUAKER STATE CO COM 709323109 1,124,225 93,200 X 1 93,200
PENTAIR INC COM 709631105 1,455,500 41,000 X 1 41,000
PEOPLES ENERGY CORP COM 711030106 2,434,600 75,200 X 1 75,200
PEPSI BOTTLING GROUP COM 713409100 25,101,250 860,000 X 1 860,000
PEPSICO INC COM 713448108 30,044,194 676,100 X 1 676,100
PETROCHINA CO LTD-ADS COM 71646E100 705,594 33,700 X 1 33,700
PETROLEUM GEO SERVICES ADR COM 716597109 11,155,463 653,800 X 1 653,800
PFIZER INC COM 717081103 56,502,708 1,177,140 X 1 1,177,140
PFIZER INC COM 717081103 13,920 290 X 290
PHARMACIA CORPORATION COM 71713U102 2,733,493 52,885 X 1 52,885
PHILIP MORRIS CO INC COM 718154107 49,784,739 1,874,249 X 1 1,874,249
PHILLIPS VAN HEUSEN CORP COM 718592108 939,550 98,900 X 1 98,900
PHOTON DYNAMICS INC COM 719364101 649,781 8,700 X 1 8,700
PINNACLE HOLDINGS INC COM 72346N101 523,800 9,700 X 1 9,700
PINNACLE WEST CAPITAL CORP COM 723484101 13,861,650 409,200 X 1 409,200
PIONEER NATURAL RESOURCES CO COM 723787107 192,653 15,110 X 1 15,110
PITNEY BOWES INC COM 724479100 804,000 20,100 X 1 20,100
PLEXUS CORP COM 729132100 2,463,400 21,800 X 1 21,800
PORTAL SOFTWARE COM 736126103 1,903,475 29,800 X 1 29,800
PORTAL SOFTWARE COM 736126103 8,943 140 X 140
POTOMAC ELECTRIC POWER CO COM 737679100 2,182,500 87,300 X 1 87,300
POWERWAVE TECHNOLOGIES INC COM 739363109 2,481,600 56,400 X 1 56,400
POWERWAVE TECHNOLOGIES INC COM 739363109 3,960 90 X 90
PRAXAIR INC COM 74005P104 2,942,588 78,600 X 1 78,600
PRECISION CASTPARTS CORP COM 740189105 1,031,700 22,800 X 1 22,800
PRICE COMMUNICATIONS CORP COM 741437305 11,656,852 494,721 X 1 494,721
PRIDE PETROLEUM INTERNATIONAL COM 741932107 5,506,875 222,500 X 1 222,500
PROCTER & GAMBLE CO COM 742718109 49,477,053 864,228 X 1 864,228
PROGRESS SOFTWARE CORP COM 743312100 1,307,644 72,900 X 1 72,900
PROTEIN DESIGN LABS INC COM 74369L103 1,748,503 10,600 X 1 10,600
PROVIDENT BANKSHARES CORP COM 743859100 1,749,465 129,590 X 1 129,590
PROVIDIAN FINANCIAL CORP COM 74406A102 3,186,000 35,400 X 1 35,400
PUBLIC SERVICE CO NEW MEX COM 744499104 20,357,431 1,318,700 X 1 1,318,700
PUBLIC SERVICE ENTER GROUP INC COM 744573106 2,801,163 80,900 X 1 80,900
PUGET SOUND ENERGY INC COM 745332106 2,216,500 104,000 X 1 104,000
QUAKER OATS CO COM 747402105 10,652,725 141,800 X 1 141,800
QUALCOMM INC COM 747525103 2,316,000 38,600 X 1 38,600
QUALCOMM INC COM 747525103 3,600 60 X 60
QUANEX CORP COM 747620102 1,097,775 73,800 X 1 73,800
QUEST DIAGNOSTICS COM 74834L100 3,871,531 54,100 X 1 54,100
FALCON DRILLING COMPANY INC COM 74912E101 28,696,769 1,217,900 X 1 1,217,900
RGS ENERGY GROUP INC COM 74956K104 2,327,350 104,600 X 1 104,600
RSA SECURITY INC COM 749719100 886,400 12,800 X 1 12,800
RSA SECURITY INC COM 749719100 693 10 X 10
RF MICRO DEVICES INC COM 749941100 4,863,188 55,500 X 1 55,500
RF MICRO DEVICES INC COM 749941100 2,629 30 X 30
RADIAN GROUP INC COM 750236101 9,651,375 186,500 X 1 186,500
RADIOSHACK CORP COM 750438103 10,744,650 226,800 X 1 226,800
RAYMOND JAMES FINANCIAL INC COM 754730109 1,194,750 53,100 X 1 53,100
RAYONIER INC COM 754907103 1,940,838 54,100 X 1 54,100
REALNETWORKS INC COM 75605L104 1,036,531 20,500 X 1 20,500
REALNETWORKS INC COM 75605L104 506 10 X 10
REHABCARE GROUP INC COM 759148109 3,861,325 141,700 X 1 141,700
RELIANT ENERGY INC COM 75952J108 26,827,969 907,500 X 1 907,500
REMEDY CORP COM 759548100 730,325 13,100 X 1 13,100
REMEDY CORP COM 759548100 5,575 100 X 100
RENT-A-CENTER INC COM 76009N100 1,674,000 74,400 X 1 74,400
RICHARDS ELEC LTD COM 763165107 1,358,888 84,600 X 1 84,600
ROBERT HALF INTL INC COM 770323103 1,433,550 50,300 X 1 50,300
ROSS STORES COM 778296103 4,900,350 287,200 X 1 287,200
ROYAL DUTCH PETRO-NY SHARES COM 780257804 49,802,031 808,967 X 1 808,967
RUSS BERRIE & CO INC COM 782233100 1,205,050 62,600 X 1 62,600
RYERSON TULL INC COM 78375P107 986,102 95,046 X 1 95,046
SBC COMMUNICATIONS INC COM 78387G103 66,724,067 1,542,753 X 1 1,542,753
SCI SYSTEMS INC COM 783890106 3,942,263 100,600 X 1 100,600
SCI SYSTEMS INC COM 783890106 5,094 130 X 130
SK TELECOM CO LTD-ADR COM 78440P108 3,325,281 91,574 X 1 91,574
SPS TECHNOLOGIES, IN COM 784626103 1,096,369 26,700 X 1 26,700
SAFEWAY INC COM 786514208 1,272,525 28,200 X 1 28,200
ST JOHNSBURY TRUCKING CO COM 79099L109 2,046 204,637 X 1 204,637
ST PAUL COMPANIES INC COM 792860108 4,170,075 122,200 X 1 122,200
SALTON INC COM 795757103 512,563 13,900 X 1 13,900
SANMINA CORPX COM 800907107 6,634,800 77,600 X 1 77,600
SARA LEE CORP COM 803111103 35,212,481 1,823,300 X 1 1,823,300
SCHERING-PLOUGH CORP COM 806605101 13,016,880 257,760 X 1 257,760
SCHLUMBERGER LTD COM 806857108 16,201,088 217,100 X 1 217,100
SCOTTISH POWER PLC-ADR COM 81013T705 3,474,156 103,900 X 1 103,900
SEMTECH CORP COM 816850101 2,003,891 26,200 X 1 26,200
SEMPRA ENERGY COM 816851109 1,356,600 79,800 X 1 79,800
SENSORMATIC ELECTRONICS CORP COM 817265101 583,481 36,900 X 1 36,900
SERENA SOFTWARE INC COM 817492101 1,371,269 30,200 X 1 30,200
SHERWIN WILLIAMS CO COM 824348106 4,307,419 203,300 X 1 203,300
SHIRE PHARMACEUTICALS-ADR COM 82481R106 1,696,812 32,710 X 1 32,710
SIEBEL SYSTEMS INC COM 826170102 5,413,919 33,100 X 1 33,100
SIEBEL SYSTEMS INC COM 826170102 16,356 100 X 100
SIERRA PACIFIC RESOURCES COM 826428104 27,956,990 2,225,432 X 1 2,225,432
SILICON VALLEY GROUP INC COM 827066101 2,499,525 96,600 X 1 96,600
SKYWEST INC COM 830879102 1,797,531 48,500 X 1 48,500
SONIC CORP COM 835451105 1,251,375 42,600 X 1 42,600
SOUTHERN CO COM 842587107 31,691,013 1,359,400 X 1 1,359,400
SOUTHWESTERN ENERGY COMPANY COM 845467109 895,000 143,200 X 1 143,200
SOVEREIGN BANCORP INC COM 845905108 10,349,297 1,471,900 X 1 1,471,900
SPRINGS INDUSTRIES INC COM 851783100 721,000 22,400 X 1 22,400
SPRINT CORP (FON GROUP) COM 852061100 22,518,948 441,548 X 1 441,548
SPRINT CORP PCS COM 852061506 2,513,102 42,237 X 1 42,237
STATE AUTO FINANCIAL CORP COM 855707105 1,036,688 87,300 X 1 87,300
STATE STREET CORP COM 857477103 2,558,228 24,120 X 1 24,120
STATEN ISLAND BANCORP INC COM 857550107 1,216,125 69,000 X 1 69,000
STORAGENETWORKS INC COM 86211E103 1,073,975 11,900 X 1 11,900
STURM RUGER & CO INC COM 864159108 1,633,888 184,100 X 1 184,100
SUIZA FOODS CORP COM 865077101 1,911,013 39,100 X 1 39,100
SUN CARRIERS INC COM 86664L109 8,476 847,600 X 1 847,600
SUN MICROSYSTEMS INC COM 866810104 37,023,566 407,132 X 1 407,132
SUN MICROSYSTEMS INC COM 866810104 10,913 120 X 120
SUNGARD DATA SYSTEMS INC COM 867363103 1,968,500 63,500 X 1 63,500
SUPERIOR INDUSTRIES INTL COM 868168105 1,884,900 73,200 X 1 73,200
SUSQUEHANNA BANCSHARES INC COM 869099101 1,446,375 101,500 X 1 101,500
SYBASE INC COM 871130100 2,509,300 109,100 X 1 109,100
SYCAMORE NETWORKS INC COM 871206108 331,125 3,000 X 1 3,000
SYMANTEC CORP COM 871503108 3,759,444 69,700 X 1 69,700
SYMANTEC CORP COM 871503108 3,236 60 X 60
SYSCO CORP COM 871829107 13,637,126 323,730 X 1 323,730
TXU CORP COM 873168108 40,975,500 1,389,000 X 1 1,389,000
TARGET CORP COM 87612E106 4,181,800 72,100 X 1 72,100
TEKTRONIX INC COM 879131100 1,480,000 20,000 X 1 20,000
TELCOM SEMICONDUCTOR INC COM 87921P107 791,350 19,600 X 1 19,600
TELE DANMARK A/S-ADR COM 879242105 1,972,000 58,000 X 1 58,000
TELENORTE LESTE PATICIP-ADR COM 879246106 3,477,671 147,203 X 1 147,203
TELECOM NEW ZEALAND-SP ADR COM 879278208 1,816,875 64,600 X 1 64,600
TELEBRAS-SPONS ADR PFD BLOCK COM 879287308 820,706 8,450 X 1 8,450
TELEFONICA SA-SPON ADR COM 879382208 6,822,080 106,491 X 1 106,491
TELEFONOS DE MEXICO-CL L ADR COM 879403780 15,263,800 267,200 X 1 267,200
TELEPHONE & DATA COM 879433100 10,014,975 99,900 X 1 99,900
TELE1 EUROPE HOLDING AB-ADR COM 87944T201 677,913 56,200 X 1 56,200
TELLABS INC COM 879664100 7,103,813 103,800 X 1 103,800
TELLABS INC COM 879664100 2,738 40 X 40
TEMPLE INLAND INC COM 879868107 2,667,000 63,500 X 1 63,500
TERADYNE INC COM 880770102 19,073,103 259,498 X 1 259,498
TERADYNE INC COM 880770102 8,820 120 X 120
TEREX CORP COM 880779103 1,217,575 86,200 X 1 86,200
TESORO PETROLEUM CORP COM 881609101 1,454,963 143,700 X 1 143,700
TEXACO INC COM 881694103 25,309,725 475,300 X 1 475,300
TEXAS INDUSTRIES INC COM 882491103 1,772,925 61,400 X 1 61,400
TEXAS INSTRUMENTS INC COM 882508104 23,755,366 345,847 X 1 345,847
TEXAS INSTRUMENTS INC COM 882508104 6,869 100 X 100
360NETWORKS INC. COM 88575T205 366,000 24,000 X 1 24,000
TIDEWATER INC COM 886423102 2,880,000 80,000 X 1 80,000
TIMBERLAND COMPANY-CL A COM 887100105 863,913 12,200 X 1 12,200
TIMBERLAND COMPANY-CL A COM 887100105 4,249 60 X 60
TIME WARNER INC COM 887315109 1,497,200 19,700 X 1 19,700
TIME WARNER TELECOM-CL A COM 887319101 605,125 9,400 X 1 9,400
TIMKEN CO COM 887389104 1,836,425 98,600 X 1 98,600
TOLL BROTHERS INC COM 889478103 813,850 39,700 X 1 39,700
TOLLGRADE COMMUNICATIONS INC COM 889542106 1,126,250 8,500 X 1 8,500
TOPPS COMPANY COM 890786106 1,553,650 135,100 X 1 135,100
TORCHMARK INSURANCE COM 891027104 1,436,813 58,200 X 1 58,200
TORO CO COM 891092108 1,495,363 45,400 X 1 45,400
TOSCO CORP COM 891490302 4,535,663 160,200 X 1 160,200
TOWER AUTOMOTIVE INC COM 891707101 966,250 77,300 X 1 77,300
TRANSTEXAS GAS CORP-CLA COM 893895201 39,334 7,318 X 1 7,318
TRANSTEXAS GAS CORP-CLA COM 893895201 26,499 4,930 X 4,930
TRICON GLOBAL RESTAURANTS COM 895953107 3,237,450 114,600 X 1 114,600
TRIQUINT SEMICONDUCTOR INC COM 89674K103 966,444 10,100 X 1 10,100
TRUE NORTH COMMUNICATIONS COM 897844106 1,694,000 38,500 X 1 38,500
TUPPERWARE CORPORATION COM 899896104 5,603,400 254,700 X 1 254,700
TYCO INT'L LTD COM 902124106 8,759,638 184,900 X 1 184,900
UAL INC COM 902549500 10,211,906 175,500 X 1 175,500
U G I CORP COM 902681105 2,640,400 128,800 X 1 128,800
UMB FINANCIAL CORP COM 902788108 2,083,594 63,500 X 1 63,500
USX-MARATHON GROUP COM 902905827 20,341,527 811,632 X 1 811,632
USA NETWORKS INC COM 902984103 5,174,603 239,288 X 1 239,288
U.S. CAN CORPORATION COM 90328W105 1,252,738 72,100 X 1 72,100
USG CORP NEW COM 903293405 6,002,100 197,600 X 1 197,600
USX-US STEEL GROUP COM 90337T101 826,031 44,500 X 1 44,500
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1,632,663 65,800 X 1 65,800
ULTRAMED COM 904006AAA 0 450,000 X 1 450,000
UNICOM CORPORATION COM 904911104 17,811,725 460,400 X 1 460,400
UNION PACIFIC CORP COM 907818108 19,370,969 520,900 X 1 520,900
UNIONBANCAL CORPORATION COM 908906100 9,639,506 519,300 X 1 519,300
UNISYS CORP COM 909214108 2,652,195 182,125 X 1 182,125
UNITED ILLUMINATING CO COM 910637107 1,456,875 33,300 X 1 33,300
US CELLULAR CORP COM 911684108 2,192,400 34,800 X 1 34,800
US WEST INC COM 91273H101 2,675,400 31,200 X 1 31,200
UNITED STATIONERS INC COM 913004107 3,020,588 93,300 X 1 93,300
UNITED TECHNOLOGIES CORP COM 913017109 17,650,725 299,800 X 1 299,800
UNITED HEALTHCARE CORP COM 91324P102 33,764,920 393,760 X 1 393,760
UNITED HEALTHCARE CORP COM 91324P102 12,005 140 X 140
UNIVERSAL HEALTH SERVICES - B COM 913903100 1,914,000 29,000 X 1 29,000
UNIVERSAL HEALTH SERVICES - B COM 913903100 4,620 70 X 70
UNIVISION COMMUNICATIONS CL A COM 914906102 5,392,350 52,100 X 1 52,100
USFREIGHTWAYS CORPORATION COM 916906100 3,261,900 132,800 X 1 132,800
UTILICORP UNITED INC COM 918005109 2,577,788 129,700 X 1 129,700
VALASSIS COMM. INC COM 918866104 9,035,625 237,000 X 1 237,000
VARIAN INC COM 922206107 784,125 17,000 X 1 17,000
VECTREN CORPORATION COM 92240G101 945,300 54,800 X 1 54,800
VERITAS SOFTWRE COM 923436109 9,809,756 86,800 X 1 86,800
VERITAS SOFTWRE COM 923436109 8,476 75 X 75
VERITAS DGC INC COM 92343P107 3,481,400 133,900 X 1 133,900
VERTEX PHARMACEUTICALS INC COM 92532F100 1,338,263 12,700 X 1 12,700
VIACOM INC CL A COM 925524100 478,625 7,000 X 1 7,000
VIACOM INC CL B COM 925524308 2,086,538 30,600 X 1 30,600
VICAL INC COM 925602104 856,625 44,500 X 1 44,500
VINTAGE PETROLEUM INC COM 927460105 4,049,969 179,500 X 1 179,500
VISHAY INTERTECHNOLOGY COM 928298108 6,026,372 158,850 X 1 158,850
VISTEON CORP COM 92839U107 740,729 61,091 X 1 61,091
VITESSE SEMICONDUCTOR CORP COM 928497106 5,318,569 72,300 X 1 72,300
VITESSE SEMICONDUCTOR CORP COM 928497106 2,207 30 X 30
VODAFONE AIRTOUCH PLC-ADR COM 92857T107 3,000,075 72,400 X 1 72,400
VODAFONE AIRTOUCH PLC-ADR COM 92857T107 2,486 60 X 60
WPS RESOURCES COM 92931B106 1,040,163 34,600 X 1 34,600
WAL-MART STORES INC COM 931142103 29,244,457 507,496 X 1 507,496
WALTER INDUSTRIES INC COM 93317Q105 1,317,600 115,200 X 1 115,200
WASHINGTON MUTUAL INC COM 939322103 3,523,328 122,020 X 1 122,020
WATERS CORPORATION COM 941848103 6,115,813 49,000 X 1 49,000
WATSON PHARMACEUTICALS COM 942683103 3,660,375 68,100 X 1 68,100
WEATHERFORD INTERNATIONAL COM 947074100 11,828,294 297,100 X 1 297,100
WEBSTER FINANCIAL CORP COM 947890109 4,899,000 220,800 X 1 220,800
WELLPOINT HEALTH NETWORKS COM 94973H108 4,520,100 62,400 X 1 62,400
WELLPOINT HEALTH NETWORKS COM 94973H108 5,795 80 X 80
WELLS FARGO & CO COM 949746101 2,965,266 76,523 X 1 76,523
WESTERN WIRELESS CORP-CL A COM 95988E204 1,237,150 22,700 X 1 22,700
WESTVACO CORP COM 961548104 12,031,581 484,900 X 1 484,900
WESTWOOD ONE INC COM 961815107 2,016,788 59,100 X 1 59,100
WEYERHAEUSER CO COM 962166104 5,581,400 129,800 X 1 129,800
WHIRLPOOL CORP COM 963320106 10,793,688 231,500 X 1 231,500
WHITNEY HOLDING CORP COM 966612103 2,482,013 72,600 X 1 72,600
WILLAMETTE IND INC COM 969133107 2,477,025 90,900 X 1 90,900
WILLIAMS COMMUNICATIONS GRP COM 969455104 464,625 14,000 X 1 14,000
WILLIAMS COMPANIES INC COM 969457100 18,840,124 451,937 X 1 451,937
WINNEBAGO INDUSTRIES COM 974637100 542,094 41,500 X 1 41,500
WORLDCOM INC COM 98157D106 43,335,452 944,642 X 1 944,642
WORLDCOM INC COM 98157D106 4,817 105 X 105
WORTHINGTON INDUSTRIES COM 981811102 2,187,150 208,300 X 1 208,300
XILINIX INC COM 983919101 5,228,270 63,325 X 1 63,325
XILINIX INC COM 983919101 14,861 180 X 180
XEROX CORP COM 984121103 21,061,250 1,015,000 X 1 1,015,000
XTRA CORP COM 984138107 1,601,163 40,600 X 1 40,600
YOUNG & RUBICAM INC COM 987425105 400,313 7,000 X 1 7,000
ZALE CORP COM 988858106 2,295,850 62,900 X 1 62,900
ZALE CORP COM 988858106 4,015 110 X 110
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 1,081,225 24,400 X 1 24,400
ACE LIMITED COM G0070K103 3,239,600 115,700 X 1 115,700
AMDOCS COM G02602103 5,341,800 69,600 X 1 69,600
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,864,475 42,800 X 1 42,800
TRANSOCEAN SEDCO FOREX INC COM G90078109 11,083,899 207,418 X 1 207,418
XL CAPITAL LTD-CLASS A COM G98255105 5,856,325 108,200 X 1 108,200
CHECK POINT SOFTWARE TECH COM M22465104 1,450,488 6,850 X 1 6,850
CHECK POINT SOFTWARE TECH COM M22465104 10,588 50 X 50
FLEXTRONICS INTL LTD COM Y2573F102 2,678,813 39,000 X 1 39,000
FLEXTRONICS INTL LTD COM Y2573F102 6,182 90 X 90
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