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 September 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:
William Ballou, (617) 772-3339, 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
6th day of November, 2000.
COLONIAL MANAGEMENT ASSOCIATES, INC.
By: William Ballou, 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: 715
Form 13F Information Table Value Total: $5,126,767,318
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 10,019,447 372,600 X 1 372,600
AES CORP COM 00130H105 12,001,200 175,200 X 1 175,200
AMR CORP COM 001765106 2,615,000 80,000 X 1 80,000
A T & T CORP COM 001957109 94,467,063 3,215,900 X 1 3,215,900
AT & T WIRELESS CORP COM 001957406 5,963,988 285,700 X 1 285,700
AXA FINANICAL INC COM 002451102 5,567,469 109,300 X 1 109,300
ABBOTT LABS COM 002824100 32,293,511 678,970 X 1 678,970
ABERCROMBIE & FITCH CO-CL A COM 002896207 3,088,125 162,000 X 1 162,000
ACTEL CORP COM 004934105 1,843,594 51,300 X 1 51,300
ADAC LABORATORIES COM 005313200 2,102,063 101,000 X 1 101,000
ADOBE SYSTEMS INC COM 00724F101 19,049,175 122,700 X 1 122,700
ADOBE SYSTEMS INC COM 00724F101 13,973 90 X 90
ADVANCED DIGITIAL INFO CORP COM 007525108 332,606 21,900 X 1 21,900
ADVANCED DIGITIAL INFO CORP COM 007525108 1,367 90 X 90
ADVANCED FIBRE COMMUNICATION COM 00754A105 1,329,413 35,100 X 1 35,100
ADVANCED FIBRE COMMUNICATION COM 00754A105 1,136 30 X 30
ADVO INC COM 007585102 1,980,000 60,000 X 1 60,000
ADVANCED MICRO DEVICES INC COM 007903107 2,296,350 97,200 X 1 97,200
AETNA INC COM 008117103 50,589,856 871,300 X 1 871,300
AFFILIATED COMPUTER SVCS INC-A COM 008190100 2,344,125 47,000 X 1 47,000
AFFILIATED MANAGERS GROUP COM 008252108 2,545,106 44,700 X 1 44,700
AGILENT TECHNOLOGIES INC COM 00846U101 449,980 9,195 X 1 9,195
AGRIBRANDS INTERNATIONAL INC COM 00849R105 1,361,100 31,200 X 1 31,200
AIRGATE PCS INC COM 009367103 1,204,894 26,850 X 1 26,850
ALBEMARLE CORP COM 012653101 1,124,444 55,700 X 1 55,700
ALCOA INC COM 013817101 989,719 39,100 X 1 39,100
ALCATEL SA- ADR COM 013904305 3,476,988 55,300 X 1 55,300
ALLEGHENY ENERGY IN COM COM 017361106 6,052,719 158,500 X 1 158,500
ALLEGIANCE TELECOM INC COM 01747T102 1,370,800 36,800 X 1 36,800
ALLERGAN INC COM 018490102 7,337,619 86,900 X 1 86,900
ALLERGAN INC COM 018490102 9,288 110 X 110
ALLETE COM 018522102 8,224,305 371,720 X 1 371,720
ALLIANT TECHSYSTEMS INC COM 018804104 1,699,988 20,700 X 1 20,700
ALLMERICA FINANCIAL CORP COM 019754100 3,989,700 62,400 X 1 62,400
ALLTEL CORP COM 020039103 396,625 7,600 X 1 7,600
ALPHA INDUSTRIES INC COM 020753109 912,875 26,800 X 1 26,800
ALPHARMA INC COM 020813101 2,732,288 44,700 X 1 44,700
ALTERA CORPORATION COM 021441100 2,463,900 51,600 X 1 51,600
ALTERA CORPORATION COM 021441100 11,460 240 X 240
AMBAC FINANCIAL GROUP INC COM 023139108 20,429,425 278,900 X 1 278,900
AMERADA HESS CORP COM 023551104 33,769,969 504,500 X 1 504,500
AMERICA ONLINE INC COM 02364J104 8,562,375 159,300 X 1 159,300
AMERICA ONLINE INC COM 02364J104 1,075 20 X 20
AMERICAN EXPRESS CO COM 025816109 1,494,450 24,600 X 1 24,600
AMER INTERNATIONAL GROUP INC COM 026874107 50,784,514 530,733 X 1 530,733
AMERICREDIT CORP COM 03060R101 3,091,581 107,300 X 1 107,300
AMERUS GROUP CO COM 03072M108 2,157,850 83,800 X 1 83,800
AMGEN INC COM 031162100 15,913,830 227,900 X 1 227,900
AMGEN INC COM 031162100 11,173 160 X 160
ANADARKO PETROLEUM COM 032511107 5,961,462 89,700 X 1 89,700
ANALOG DEVICES INC. COM 032654105 4,483,144 54,300 X 1 54,300
ANALOG DEVICES INC. COM 032654105 16,513 200 X 200
ANCHOR GAMING COM 033037102 3,134,763 39,400 X 1 39,400
ANDREW CORP COM 034425108 916,563 35,000 X 1 35,000
ANHEUSER BUSCH INC COM 035229103 27,308,488 645,400 X 1 645,400
ANIXTER INTERNATIONAL INC COM 035290105 2,388,250 82,000 X 1 82,000
AON CORP COM 037389103 40,946,778 1,043,230 X 1 1,043,230
APPLE COMPUTER INC COM 037833100 6,496,725 252,300 X 1 252,300
APPLE COMPUTER INC COM 037833100 4,635 180 X 180
APPLIED MATLS COM 038222105 9,887,394 166,700 X 1 166,700
APPLIED MATLS COM 038222105 7,118 120 X 120
ARCH WIRELESS INC COM 039392105 609,500 121,900 X 1 121,900
ARCHER DANIELS MIDLAND CO COM 039483102 32,606,813 3,780,500 X 1 3,780,500
ARGOSY GAMING COMPANY COM 040228108 1,801,625 99,400 X 1 99,400
ARKANSAS BEST CORP COM 040790107 2,123,288 138,100 X 1 138,100
ARROW ELECTRONICS INC COM 042735100 1,474,906 43,300 X 1 43,300
ARVINMERITOR INC COM 043353101 3,826,461 260,525 X 1 260,525
ASSOCIATED MATERIALS INC. COM 045709102 703,125 50,000 X 1 50,000
ATMEL CORP COM 049513104 4,960,238 326,600 X 1 326,600
ATMEL CORP COM 049513104 5,164 340 X 340
AUDIOVOX CORP -CL A COM 050757103 489,531 32,500 X 1 32,500
AURORA BIOSCIENCES CORP COM 051920106 911,200 13,400 X 1 13,400
AUTOMATIC DATA PROCESSING INC COM 053015103 14,598,813 218,300 X 1 218,300
AUTOMATIC DATA PROCESSING INC COM 053015103 13,375 200 X 200
AVIS GROUP HOLDINGS INC COM 053790101 1,611,600 54,400 X 1 54,400
AVNET INC COM 053807103 1,878,425 66,200 X 1 66,200
BJ SERVICES CO COM 055482103 4,993,913 81,700 X 1 81,700
BJ'S WHOLESALE CLUB INC COM 05548J106 4,180,313 122,500 X 1 122,500
BP AMOCO PLC-ADR COM 055622104 18,120,700 341,900 X 1 341,900
BALDOR ELECTRIC COM 057741100 893,750 44,000 X 1 44,000
BANCWEST CORPORATION COM 059790105 8,295,925 426,800 X 1 426,800
BANK OF AMERICA CORP COM 060505104 11,538,213 220,300 X 1 220,300
BANK ONE COM 06423A103 6,311,325 163,400 X 1 163,400
BANK UNITED CORP CL A COM 065412108 4,156,375 82,000 X 1 82,000
BANKNORTH GROUP INC COM 06646R107 5,622,581 314,550 X 1 314,550
C R BARD INC COM 067383109 1,690,000 40,000 X 1 40,000
BARNES GROUP INC COM 067806109 1,866,900 101,600 X 1 101,600
BARR LABORATORIES INC COM 068306109 1,618,025 24,400 X 1 24,400
BARRA INC COM 068313105 1,632,244 26,300 X 1 26,300
BARRA INC COM 068313105 4,965 80 X 80
BAUSCH & LOMB INC COM 071707103 3,699,063 95,000 X 1 95,000
BAUSCH & LOMB INC COM 071707103 3,115 80 X 80
BEAR STEARNS COMPANIES INC COM 073902108 8,608,572 136,644 X 1 136,644
BECKMAN COULTER INC COM 075811109 2,629,963 34,100 X 1 34,100
BECKMAN COULTER INC COM 075811109 3,856 50 X 50
BELL AND HOWELL COMPANY COM 077852101 855,313 39,100 X 1 39,100
BELLSOUTH CORP COM 079860102 44,834,475 1,113,900 X 1 1,113,900
BERKSHIRE HATHAWAY IN CL A COM 084670108 36,708,000 570 X 1 570
BEST BUY INC COM 086516101 10,587,200 166,400 X 1 166,400
BESTFOODS COM 08658U101 22,072,350 303,400 X 1 303,400
BETHLEHEM STEEL CORP COM 087509105 529,800 176,600 X 1 176,600
BINDLEY WESTERN INDUSTRIES INC COM 090324104 2,430,912 75,966 X 1 75,966
BIOGEN INC COM 090597105 1,305,400 21,400 X 1 21,400
BIOGEN INC COM 090597105 610 10 X 10
BOEING CO COM 097023105 100,556,820 1,596,140 X 1 1,596,140
BOISE CASCADE CORP COM 097383103 3,825,000 144,000 X 1 144,000
BOSTON COMMUNICATIONS GROUP COM 100582105 1,645,875 85,500 X 1 85,500
BOSTON SCIENTIFIC CORP COM 101137107 34,564,775 2,102,800 X 1 2,102,800
BOSTON SCIENTIFIC CORP COM 101137107 3,452 210 X 210
BRIGHTPOINT INC COM 109473108 730,538 145,200 X 1 145,200
BRINKER INTERNATIONAL INC COM 109641100 2,364,813 78,500 X 1 78,500
BRISTOL-MYERS SQUIBB CO COM 110122108 51,875,213 908,100 X 1 908,100
BROADCOM CORP CL A COM 111320107 487,500 2,000 X 1 2,000
BROADCOM CORP CL A COM 111320107 9,750 40 X 40
BROADWING INC COM 111620100 2,305,738 90,200 X 1 90,200
BROCADE COMMUNICATIONS SYS COM 111621108 2,407,200 10,200 X 1 10,200
BROCADE COMMUNICATIONS SYS COM 111621108 16,520 70 X 70
BRUNSWICK CORP COM 117043109 2,940,075 161,100 X 1 161,100
BURLINGTON RESOURCES INC COM 122014103 478,563 13,000 X 1 13,000
CEC ENTERTAINMENT INC COM 125137109 4,906,240 153,320 X 1 153,320
CLECO CORP COM 12561W105 1,425,875 30,500 X 1 30,500
CMS ENERGY CORP COM 125896100 33,881,988 1,257,800 X 1 1,257,800
CNF TRANSPORTATION INC COM 12612W104 4,007,225 180,100 X 1 180,100
CVS CORP COM 126650100 14,190,150 306,400 X 1 306,400
CABLEVISION SYSTEMS CL-A COM 12686C109 2,387,250 36,000 X 1 36,000
CACI INTERNATIONAL INC-CL A COM 127190304 1,393,438 65,000 X 1 65,000
CALPINE CORPORATION COM 131347106 9,665,125 92,600 X 1 92,600
CALTON INC COM 131380503 311,500 71,200 X 1 71,200
CANADIAN PACIFIC LTD COM 135923100 2,717,000 104,500 X 1 104,500
CAPITAL ONE FINANCIAL CORP COM 14040H105 5,766,144 82,300 X 1 82,300
CAPITOL FEDERAL FINANCIAL COM 14057C106 2,629,575 179,800 X 1 179,800
CARLISLE COS INC COM 142339100 1,743,000 42,000 X 1 42,000
CATERPILLAR INC COM 149123101 472,500 14,000 X 1 14,000
CELL GENESYS INC COM 150921104 1,173,000 39,100 X 1 39,100
CENDANT CORP COM 151313103 2,175,000 200,000 X 1 200,000
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 1,054,531 42,500 X 1 42,500
CENTURYTEL INC COM 156700106 2,824,463 103,650 X 1 103,650
CHARTER COMMUNICATIONS INC-A COM 16117M107 455,438 28,000 X 1 28,000
CHASE MANHATTAN CORP (NEW) COM 16161A108 14,611,416 316,350 X 1 316,350
CHEVRON CORP COM 166751107 22,804,375 267,500 X 1 267,500
CHINA MOBILE HK LTD-SP ADR COM 16941M109 1,959,225 60,400 X 1 60,400
CHIRON CORP COM 170040109 3,501,000 77,800 X 1 77,800
CHIRON CORP COM 170040109 7,650 170 X 170
CHRIS-CRAFT INDUSTIRES INC COM 170520100 3,299,778 40,058 X 1 40,058
CHURCH & DWIGHT CO COM 171340102 1,381,800 75,200 X 1 75,200
CINCINNATI FINANCIAL CORP COM 172062101 5,193,650 146,300 X 1 146,300
CIRCLE INTERNATIONAL COM 172574105 1,004,300 33,200 X 1 33,200
CIRCUIT CITY STORES INC COM 172737108 2,007,900 87,300 X 1 87,300
CISCO SYSTEMS INC COM 17275R102 48,887,963 884,850 X 1 884,850
CISCO SYSTEMS INC COM 17275R102 9,945 180 X 180
CITIGROUP INC COM 172967101 74,371,889 1,375,665 X 1 1,375,665
CITIZENS UTILITIES 5% CONV PRF PFD CV 177351202 5,425,000 100,000 X 1 100,000
CITY NATIONAL CORP COM 178566105 6,458,100 167,200 X 1 167,200
CLEAR CHANNEL COMMUNICATIONS COM 184502102 339,000 6,000 X 1 6,000
CLOROX CO COM 189054109 2,710,031 68,500 X 1 68,500
COCA COLA CO COM 191216100 2,888,550 52,400 X 1 52,400
COLT TELECOM GROUP-SPONS ADR COM 196877104 2,238,075 20,300 X 1 20,300
COLUMBIA ENERGY GROUP COM 197648108 4,473,000 63,000 X 1 63,000
COMCAST CORP-SPECIAL CL A COM 200300200 6,017,813 147,000 X 1 147,000
COMDISCO INC COM 200336105 2,420,938 127,000 X 1 127,000
COMMERCE BANCORP INC COM 200519106 3,083,938 53,000 X 1 53,000
COMMSCOPE INC COM 203372107 1,161,300 47,400 X 1 47,400
COMMUNITY BANK SYSTEM INC COM 203607106 1,963,658 75,700 X 1 75,700
COMPAQ COMPUTER CORP COM 204493100 17,601,556 638,200 X 1 638,200
COMPAQ COMPUTER CORP COM 204493100 2,482 90 X 90
COMPASS BANCSHARES INC COM 20449H109 1,755,000 90,000 X 1 90,000
COMPUTER ASSOCIATES INT'L INC COM 204912109 15,659,069 621,700 X 1 621,700
COMVERSE TECH COM 205862402 13,770,000 127,500 X 1 127,500
COMVERSE TECH COM 205862402 12,960 120 X 120
CONAGRA INC COM 205887102 1,282,676 63,934 X 1 63,934
CONCORD EFS INC COM 206197105 710,313 20,000 X 1 20,000
CONECTIV INC COM 206829103 4,937,075 276,200 X 1 276,200
CONOCO INC -CL B COM 208251405 4,324,896 160,553 X 1 160,553
CONSTELLATION BRANDS INC-A COM 21036P108 4,583,975 84,400 X 1 84,400
CONSTELLATION BRANDS INC-A COM 21036P108 4,888 90 X 90
CONSTELLATION ENERGY GROUP COM 210371100 22,317,850 448,600 X 1 448,600
CONVERGYS CORP COM 212485106 13,606,250 350,000 X 1 350,000
CORNING INCORPORATED COM 219350105 24,116,400 81,200 X 1 81,200
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 7,263,100 192,400 X 1 192,400
COVAD COMMUNICATIONS GROUP COM 222814204 1,404,375 105,000 X 1 105,000
COVENTRY HEALTH CARE INC COM 222862104 1,656,188 109,500 X 1 109,500
COX COMMUNICATIONS INC-CL A COM 224044107 1,969,875 51,500 X 1 51,500
CRAYFISH CO LTD-SPONS ADR COM 225226109 54,000 16,000 X 1 16,000
CROMPTON CORPORATION COM 227116100 112,085 14,233 X 1 14,233
CROWN CORK AND SEAL CO. INC. COM 228255105 1,508,006 141,100 X 1 141,100
CULLEN/FROST BANKERS INC COM 229899109 6,246,500 192,200 X 1 192,200
CYMER INC COM 232572107 1,067,925 34,800 X 1 34,800
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,187,844 76,700 X 1 76,700
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,325 80 X 80
CYTEC INDUSTRIES INC COM 232820100 4,393,688 131,400 X 1 131,400
DST SYSTEMS INC COM 233326107 6,274,500 53,400 X 1 53,400
DALLAS SEMICONDUCTOR CORP COM 235204104 2,242,075 68,200 X 1 68,200
DARDEN RESTURANTS INC COM 237194105 734,681 35,300 X 1 35,300
DARLING INTERNATIONAL INC COM 237266101 99,153 132,204 X 1 132,204
DEERE & CO COM 244199105 24,940,825 750,100 X 1 750,100
DELL COMPUTER CORPORATION COM 247025109 3,216,825 104,400 X 1 104,400
DELL COMPUTER CORPORATION COM 247025109 1,849 60 X 60
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 9,134,895 603,960 X 1 603,960
DELPHI FINANCIAL GROUP CLASS A COM 247131105 2,786,082 68,792 X 1 68,792
DELTA & PINE LAND CO COM 247357106 1,623,450 63,200 X 1 63,200
DELTA AIR LINES INC COM 247361108 7,561,500 170,400 X 1 170,400
DENDRITE INTERNATIONAL INC COM 248239105 1,813,866 67,650 X 1 67,650
DENDRITE INTERNATIONAL INC COM 248239105 1,609 60 X 60
DIAMOND OFFSHORE DRILLING COM 25271C102 18,691,900 455,900 X 1 455,900
WALT DISNEY PRODUCTIONS COM 254687106 29,659,050 775,400 X 1 775,400
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 825,550 41,800 X 1 41,800
DOMINION RESOURCES INC COM 25746U109 1,830,769 31,531 X 1 31,531
R R DONNELLEY & SONS CO COM 257867101 2,949,956 120,100 X 1 120,100
DOVER CORP COM 260003108 5,674,744 120,900 X 1 120,900
DOW CHEMICAL CO COM 260543103 1,496,250 60,000 X 1 60,000
DOW JONES & CO INC COM 260561105 2,492,600 41,200 X 1 41,200
DOWNEY FINL CP COM 261018105 3,669,550 92,900 X 1 92,900
EI DUPONT DE NEMOURS & CO INC COM 263534109 6,683,703 161,296 X 1 161,296
DUKE ENERGY COM 264399106 45,996,300 536,400 X 1 536,400
DUN & BRADSTREET CORP COM 26483B106 14,456,863 419,800 X 1 419,800
DYNEGY INC COM 26816Q101 9,074,400 159,200 X 1 159,200
EMC CORP COM 268648102 35,357,888 356,700 X 1 356,700
EMC CORP COM 268648102 11,895 120 X 120
ESS TECHNOLOGY COM 269151106 520,975 36,400 X 1 36,400
EASTMAN KODAK CO COM 277461109 41,148,863 1,006,700 X 1 1,006,700
EATON CORP COM 278058102 2,803,938 45,500 X 1 45,500
ECHOSTAR COMMUNICATIONS CL A COM 278762109 10,550,000 200,000 X 1 200,000
ECOLAB INC COM 278865100 760,919 21,100 X 1 21,100
EDISON INTERNATIONAL COM 281020107 27,456,581 1,421,700 X 1 1,421,700
EDWARDS (A.G.), INC COM 281760108 4,137,919 79,100 X 1 79,100
EL PASO ENERGY CORP COM 283905107 32,858,450 533,200 X 1 533,200
ELANTEC SEMICONDUCTOR INC COM 284155108 1,434,600 14,400 X 1 14,400
ELANTEC SEMICONDUCTOR INC COM 284155108 5,978 60 X 60
ELECTRO SCIENTIFIC INDS INC COM 285229100 1,355,825 38,600 X 1 38,600
ELECTRONIC DATA SYSTEMS CORP COM 285661104 14,653,650 353,100 X 1 353,100
ELECTRONIC DATA SYSTEMS CORP COM 285661104 6,640 160 X 160
EMBRATEL PARTICIPACOES ADR COM 29081N100 908,350 49,100 X 1 49,100
EMERSON ELECTRIC CO COM 291011104 29,506,800 440,400 X 1 440,400
EMULEX CORP COM 292475209 796,250 6,500 X 1 6,500
EMULEX CORP COM 292475209 2,450 20 X 20
ENERGEN CORP COM 29265N108 3,564,050 119,800 X 1 119,800
ENERGY EAST CORPORATION COM 29266M109 5,081,575 224,600 X 1 224,600
ENGELHARD CORPORATION COM 292845104 7,250,750 446,200 X 1 446,200
ENHANCE FINANCIAL SVCS GROUP COM 293310108 1,368,900 105,300 X 1 105,300
ENRON CORP COM 293561106 56,765,578 647,824 X 1 647,824
ENTERGY CORP COM 29364G103 7,088,675 190,300 X 1 190,300
ERICSSON (LM) TEL ADR B SHARES COM 294821400 5,605,348 378,420 X 1 378,420
ERICSSON (LM) TEL ADR B SHARES COM 294821400 7,406 500 X 500
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,754,156 89,100 X 1 89,100
ETHAN ALLEN INTERIORS INC COM 297602104 1,620,891 57,250 X 1 57,250
EXODUS COMMUNICATIONS INC COM 302088109 395,000 8,000 X 1 8,000
EXODUS COMMUNICATIONS INC COM 302088109 3,456 70 X 70
EXXON MOBIL CORPORATION COM 30231G102 64,052,712 718,684 X 1 718,684
FMC CORP COM 302491303 4,922,388 73,400 X 1 73,400
FPL GROUP INC COM 302571104 30,106,925 457,900 X 1 457,900
FREDDIE MAC COM 313400301 54,900,469 1,015,500 X 1 1,015,500
FANNIE MAE COM 313586109 17,617,600 246,400 X 1 246,400
FIDELITY NATIONAL FINL INC COM 316326107 3,408,075 137,700 X 1 137,700
FIRST FEDERAL CAPITAL CORP COM 319960100 1,940,450 157,600 X 1 157,600
FIRST DATA CORP COM 319963104 9,925,781 254,100 X 1 254,100
FIRST DATA CORP COM 319963104 8,594 220 X 220
FIRST HEALTH GROUP CORP COM 320960107 2,667,075 82,700 X 1 82,700
FIRSTAR CORP COM 33763V109 3,929,050 175,600 X 1 175,600
FIRSTFED FINANCIAL CORP COM 337907109 3,374,100 146,700 X 1 146,700
FLEET BOSTON FINANCIAL CORP COM 339030108 28,797,600 738,400 X 1 738,400
FLORIDA PROGRESS CORP COM 341109106 5,129,644 96,900 X 1 96,900
FORD MOTOR COMPANY -W/I COM 345370860 8,845,667 349,458 X 1 349,458
FOREST OIL CORP COM 346091606 265,977 16,431 X 1 16,431
FOSSIL INC COM 349882100 946,186 71,075 X 1 71,075
FOSSIL INC COM 349882100 2,396 180 X 180
FULLER (H.B.) CO COM 359694106 316,250 11,000 X 1 11,000
FURNITURE BRANDS INTL INC COM 360921100 3,529,488 212,300 X 1 212,300
GPU INC COM 36225X100 3,976,838 122,600 X 1 122,600
GALLAGHER (ARTHUR J.) & CO. COM 363576109 3,309,818 55,980 X 1 55,980
GATEWAY INC COM 367626108 3,403,400 72,800 X 1 72,800
GATEWAY INC COM 367626108 5,143 110 X 110
GEHL CO COM 368483103 1,063,750 92,000 X 1 92,000
GENENTECH INC COM 368710406 742,750 4,000 X 1 4,000
GENENTECH INC COM 368710406 5,571 30 X 30
GENERAL DYNAMICS CORP COM 369550108 2,223,563 35,400 X 1 35,400
GENERAL ELECTRIC CO COM 369604103 57,543,281 997,500 X 1 997,500
GENERAL MILLS INC COM 370334104 6,794,700 191,400 X 1 191,400
GENERAL MOTORS CORP COM 370442105 2,847,000 43,800 X 1 43,800
GENERAL SEMICONDUCTOR INC COM 370787103 1,109,063 91,000 X 1 91,000
GEORGIA PACIFIC CORP COM 373298108 2,143,200 91,200 X 1 91,200
GETTHERE INC. COM 374266104 1,278,806 72,300 X 1 72,300
GLATFELTER (P.H.) CO COM 377316104 1,362,850 112,400 X 1 112,400
GLENAYRE TECHNOLOGIES INC COM 377899109 1,402,875 129,000 X 1 129,000
GLENAYRE TECHNOLOGIES INC COM 377899109 1,088 100 X 100
GOLDEN STATE BANCORP COM 381197102 6,910,313 292,500 X 1 292,500
GOLDEN WEST FINANCIAL CORP COM 381317106 7,448,513 138,900 X 1 138,900
GOLDMAN SACHS GROUP INC COM 38141G104 569,688 5,000 X 1 5,000
W R GRACE & CO COM 38388F108 2,227,500 324,000 X 1 324,000
GRANITE CONSTRUCTION INC COM 387328107 1,154,300 47,600 X 1 47,600
GRANT PRIDECO INC COM 38821G101 2,895,750 132,000 X 1 132,000
GREATER BAY BANCORP COM 391648102 3,242,731 46,700 X 1 46,700
GREENPOINT FINANCIAL CORP COM 395384100 7,003,350 236,400 X 1 236,400
GRUPO TELEVISA SA-SPONS GDR COM 40049J206 6,489,844 112,500 X 1 112,500
GULF CANADA RES LTD COM 40218L305 806,250 150,000 X 1 150,000
HCA-THE HEALTHCARE CORP COM 404119109 7,191,113 193,700 X 1 193,700
HCA-THE HEALTHCARE CORP COM 404119109 7,796 210 X 210
HS RESOURCES INC COM 404297103 2,074,663 61,700 X 1 61,700
HAIN CELESTIAL GROUP INC COM 405217100 2,103,988 59,900 X 1 59,900
HALL KINION & ASSOCIATES INC COM 406069104 1,723,313 60,600 X 1 60,600
HANDLEMAN CO COM 410252100 905,850 73,200 X 1 73,200
HARLEY DAVIDSON COM 412822108 5,649,250 118,000 X 1 118,000
HARLEY DAVIDSON COM 412822108 1,436 30 X 30
HARMAN INTERNATIONAL INC NEW COM 413086109 3,417,340 87,400 X 1 87,400
HARMAN INTERNATIONAL INC NEW COM 413086109 5,474 140 X 140
HARRAH'S ENTERTAINMENT INC COM 413619107 5,062,750 184,100 X 1 184,100
HARRIS CORPORATION DEL COM 413875105 1,401,969 49,300 X 1 49,300
HARSCO CORP COM 415864107 935,450 42,400 X 1 42,400
HEALTH MGMT SYSTEMS INC COM 42219M100 355,600 177,800 X 1 177,800
H J HEINZ CO COM 423074103 20,562,275 554,800 X 1 554,800
HERTZ CORP-CL A COM 428040109 2,762,250 87,000 X 1 87,000
HEWLETT-PACKARD CO COM 428236103 7,090,700 73,100 X 1 73,100
HEWLETT-PACKARD CO COM 428236103 8,730 90 X 90
HOME DEPOT INC COM 437076102 8,418,366 158,650 X 1 158,650
HOME DEPOT INC COM 437076102 4,245 80 X 80
HONEYWELL INTERNATIONAL INC COM 438516106 6,046,453 169,725 X 1 169,725
HOOPER HOLMES INC COM 439104100 949,098 99,800 X 1 99,800
HORMEL FOODS CORP COM 440452100 2,292,863 137,400 X 1 137,400
HOUSEHOLD INTERNATIONAL INC COM 441815107 809,738 14,300 X 1 14,300
HUDSON UNITED BANCORP COM 444165104 2,465,614 89,253 X 1 89,253
IDEC PHARMACEUTICALS CORP COM 449370105 3,033,717 17,300 X 1 17,300
IDEC PHARMACEUTICALS CORP COM 449370105 5,261 30 X 30
IMS HEALTH INC COM 449934108 1,896,550 91,400 X 1 91,400
IDACORP INC COM 451107106 3,621,375 78,300 X 1 78,300
IDEXX LABS INC COM 45168D104 1,468,575 54,900 X 1 54,900
ILLINOIS TOOL WORKS INC COM 452308109 505,669 9,050 X 1 9,050
INCO LTD COM 453258402 3,483,000 216,000 X 1 216,000
INDEPENDENCE COMMUNITY BANK COM 453414104 2,182,600 155,900 X 1 155,900
INFINEON TECHNOLOGIES-ADR COM 45662N103 441,750 9,300 X 1 9,300
INFOCUS CORP COM 45665B106 3,778,900 71,300 X 1 71,300
INFOCUS CORP COM 45665B106 6,890 130 X 130
INFONET SERVICES CORPORATION COM 45666T106 190,125 18,000 X 1 18,000
INGERSOLL RAND CO COM 456866102 5,321,763 157,100 X 1 157,100
INKTOMI CORP COM 457277101 342,000 3,000 X 1 3,000
INKTOMI CORP COM 457277101 2,280 20 X 20
INTEGRATED DEVICES TECH INC COM 458118106 5,267,100 58,200 X 1 58,200
INTEGRATED DEVICES TECH INC COM 458118106 6,335 70 X 70
INTEL CORP COM 458140100 40,725,900 978,400 X 1 978,400
INTEL CORP COM 458140100 9,990 240 X 240
INTL BUSINESS MACHINES CORP COM 459200101 32,602,500 289,800 X 1 289,800
INTL BUSINESS MACHINES CORP COM 459200101 10,125 90 X 90
INTERNATIONAL GAME TECH COM 459902102 4,892,438 145,500 X 1 145,500
INTERNATIONAL PAPER CO COM 460146103 3,376,519 117,700 X 1 117,700
INTERNATIONAL RECTIFIER CORP COM 460254105 2,330,931 46,100 X 1 46,100
INTERPUBLIC GROUP COS INC COM 460690100 2,363,938 69,400 X 1 69,400
INTUIT INC COM 461202103 4,805,100 84,300 X 1 84,300
IOMEGA CORP COM 462030107 2,145,000 429,000 X 1 429,000
IOMEGA CORP COM 462030107 5,900 1,180 X 1,180
ISLE OF CAPRI CASINOS COM 464592104 4,186,550 270,100 X 1 270,100
IVAX CORP COM 465823102 7,307,100 158,850 X 1 158,850
JDS UNIPHASE CORP COM 46612J101 378,750 4,000 X 1 4,000
JDS UNIPHASE CORP COM 46612J101 7,575 80 X 80
JACK IN THE BOX INC COM 466367109 1,410,588 65,800 X 1 65,800
JOHNSON & JOHNSON COM 478160104 10,154,644 108,100 X 1 108,100
JOHNSON CONTROLS INC COM 478366107 5,659,150 106,400 X 1 106,400
K N ENERGY INC 8.25% PREFD PFD CV 482620507 20,718,750 375,000 X 1 375,000
KELLWOOD CO COM 488044108 698,975 38,300 X 1 38,300
KEMET CORP COM 488360108 574,600 20,800 X 1 20,800
KENNAMETAL INC COM 489170100 1,145,875 44,500 X 1 44,500
KIMBERLY CLARK CORP COM 494368103 22,470,113 402,600 X 1 402,600
KINDER MORGAN ENERGY PRTNRS COM 494550106 4,102,675 86,600 X 1 86,600
KINDER MORGAN INC COM 49455P101 9,804,531 239,500 X 1 239,500
KING PHARMACEUTICALS INC COM 495582108 6,133,875 183,443 X 1 183,443
KING PHARMACEUTICALS INC COM 495582108 6,219 186 X 186
KNIGHT RIDDER INC COM 499040103 6,041,606 118,900 X 1 118,900
KOHLS CORP COM 500255104 807,625 14,000 X 1 14,000
KOREA ELECTRIC POWER ADR COM 500631106 9,364,506 716,900 X 1 716,900
KOREA TELECOM CORP-SP ADR COM 50063P103 3,597,875 107,000 X 1 107,000
KUALA HEALTHCARE INC COM 501157101 27,604 176,666 X 1 176,666
LSI LOGIC CORP COM 502161102 266,175 9,100 X 1 9,100
LSI LOGIC CORP COM 502161102 1,463 50 X 50
LAFARGE CORP COM 505862102 1,696,500 78,000 X 1 78,000
LAM RESEARCH CORP COM 512807108 753,750 36,000 X 1 36,000
LATTICE SEMICONDUCTOR CORP COM 518415104 344,000 6,400 X 1 6,400
LEHMAN BROTHERS HLDG INC COM 524908100 21,039,600 142,400 X 1 142,400
LEVEL 3 COMMUNICATIONS COM 52729N100 5,383,325 69,800 X 1 69,800
LEVEL 3 COMMUNICATIONS COM 52729N100 3,085 40 X 40
LIGHTBRIDGE INC COM 532226107 607,988 52,300 X 1 52,300
ELI LILLY & CO COM 532457108 13,823,700 170,400 X 1 170,400
ELI LILLY & CO COM 532457108 10,546 130 X 130
LINEAR TECHNOLOGY CORP COM 535678106 4,150,475 64,100 X 1 64,100
LINEAR TECHNOLOGY CORP COM 535678106 11,008 170 X 170
LITTLEFUSE INC COM 537008104 1,920,781 64,700 X 1 64,700
LOCKHEED MARTIN CORP COM 539830109 21,354,784 647,900 X 1 647,900
LOEWS CORP COM 540424108 4,427,213 53,100 X 1 53,100
LONGVIEW FIBRE CO COM 543213102 1,858,800 154,900 X 1 154,900
LUBRIZOL CORP COM 549271104 4,758,469 241,700 X 1 241,700
LUCENT TECHNOLOGIES INC COM 549463107 223,106 7,300 X 1 7,300
LUCENT TECHNOLOGIES INC COM 549463107 306 10 X 10
LYONDELL PETRO COM 552078107 2,552,681 216,100 X 1 216,100
MAF BANCORP INC COM 55261R108 2,768,588 111,300 X 1 111,300
MBNA CORP COM 55262L100 4,292,750 111,500 X 1 111,500
MCN ENERGY GROUP INC COM 55267J100 10,311,500 402,400 X 1 402,400
MDU RESOURCES GROUP COM 552690109 13,640,375 458,500 X 1 458,500
MGIC INV CORP COM 552848103 10,226,213 167,300 X 1 167,300
MKS INSTRUMENTS INC COM 55306N104 944,438 34,500 X 1 34,500
MRV COMMUNICTIONS INC COM 553477100 947,031 20,900 X 1 20,900
MACLEOD-STEDMAN COM 55477D109 4,250 425,000 X 1 425,000
MACROVISION CORP COM 555904101 2,494,800 30,800 X 1 30,800
MACROVISION CORP COM 555904101 2,430 30 X 30
MANITOWOC INC COM 563571108 1,293,600 67,200 X 1 67,200
MANPOWER COM 56418H100 702,625 22,000 X 1 22,000
MARSH & MCLENNAN CO INC COM 571748102 5,097,600 38,400 X 1 38,400
MATTEL INC COM 577081102 36,091,994 3,226,100 X 1 3,226,100
MCCORMICK & CO COM 579780206 2,879,800 96,800 X 1 96,800
MCDONALDS CORP COM 580135101 36,191,794 1,198,900 X 1 1,198,900
MEDTRONIC INC COM 585055106 466,313 9,000 X 1 9,000
MEDTRONIC INC COM 585055106 5,181 100 X 100
MERCK & CO INC COM 589331107 44,156,325 593,200 X 1 593,200
MERCK & CO INC COM 589331107 11,166 150 X 150
MERCURY INTERACTIVE CORP COM 589405109 1,849,650 11,800 X 1 11,800
MERCURY INTERACTIVE CORP COM 589405109 4,703 30 X 30
MERRILL LYNCH & CO INC COM 590188108 7,774,800 117,800 X 1 117,800
METRIS COMPANIES INC COM 591598107 2,370,000 60,000 X 1 60,000
METROCALL INC COM 591647102 531,000 177,000 X 1 177,000
METROMEDIA FIBER NETWORK-A COM 591689104 2,516,344 103,500 X 1 103,500
MICHAEL FOODS INC COM 594079105 1,418,863 60,700 X 1 60,700
MICROSOFT CORP COM 594918104 25,250,775 419,100 X 1 419,100
MICROCHIP TECHNOLOGY COM 595017104 3,213,675 97,200 X 1 97,200
MICRON TECHNOLOGY INCORPORATED COM 595112103 1,196,000 26,000 X 1 26,000
MICRON TECHNOLOGY INCORPORATED COM 595112103 6,900 150 X 150
MIDLAND CO COM 597486109 1,221,650 46,100 X 1 46,100
MILACRON INC COM 598709103 1,168,838 87,800 X 1 87,800
MINNESOTA MINING & MFG CO COM 604059105 24,977,363 274,100 X 1 274,100
MONTANA POWER CO COM 612085100 1,899,038 56,900 X 1 56,900
MONY GROUP INC COM 615337102 2,464,275 61,800 X 1 61,800
J P MORGAN & CO INC COM 616880100 1,535,725 9,400 X 1 9,400
MORGAN STANLEY DEAN WITTER COM 617446448 11,575,988 126,600 X 1 126,600
MOTOROLA INC COM 620076109 4,686,675 165,900 X 1 165,900
MOTOROLA INC COM 620076109 848 30 X 30
DATACRAFT ASIA LTD COM 624683SDL 937,900 113,000 X 1 113,000
MUELLER INDUSTRIES INC COM 624756102 5,261,594 234,500 X 1 234,500
MUSICLAND STORES CORP COM 62758B109 662,463 93,800 X 1 93,800
MYLAN LABORATORIES, INC COM 628530107 4,361,181 161,900 X 1 161,900
NTL INC COM 629407107 2,620,130 56,575 X 1 56,575
NUI CORP COM 629430109 1,479,188 49,000 X 1 49,000
NVR INC COM 62944T105 3,086,100 38,100 X 1 38,100
NABISCO HOLDINGS CORP COM 629526104 2,494,000 46,400 X 1 46,400
NABISCO GROUP HOLDINGS COM 62952P102 4,913,400 172,400 X 1 172,400
NACCO INDUSTRIES INC CL A COM 629579103 1,331,400 31,700 X 1 31,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 3,992,800 99,200 X 1 99,200
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,830 120 X 120
NATIONWIDE FINANCIAL SERV A COM 638612101 12,868,213 344,300 X 1 344,300
NAVISTAR INTERNATIONAL COM 63934E108 3,879,900 129,600 X 1 129,600
NETWORK APPLIANCE INC COM 64120L104 1,222,800 9,600 X 1 9,600
NETWORK APPLIANCE INC COM 64120L104 17,833 140 X 140
NEW YORK TIMES CO CLASS A COM 650111107 5,232,494 133,100 X 1 133,100
NEXTEL COMMUNICATIONS CL A COM 65332V103 6,062,821 129,686 X 1 129,686
NEXTLINK COMMUNICATIONS-A COM 65333H707 6,235,225 177,200 X 1 177,200
NIKE INC CL B COM 654106103 43,901,689 1,095,830 X 1 1,095,830
NOKIA CORP ADR COM 654902204 9,172,800 230,400 X 1 230,400
NOKIA CORP ADR COM 654902204 8,361 210 X 210
NOBLE DRILLING CORP COM 655042109 7,215,900 143,600 X 1 143,600
NORTEK INC. COM 656559101 1,134,000 64,800 X 1 64,800
NORTEL NETWORKS CORP COM 656568102 2,595,674 43,579 X 1 43,579
NORTEL NETWORKS CORP COM 656568102 7,148 120 X 120
NORTH FORK BANCORPORATION COM 659424105 8,198,038 379,100 X 1 379,100
NORTHEAST UTILITIES COM 664397106 14,534,963 670,200 X 1 670,200
NORTHROP GRUMMAN CORP COM 666807102 3,216,975 35,400 X 1 35,400
NORTHWEST NATURAL GAS CO COM 667655104 2,588,950 113,800 X 1 113,800
NOVELLUS SYSTEMS INC COM 670008101 8,465,063 181,800 X 1 181,800
NOVELLUS SYSTEMS INC COM 670008101 466 10 X 10
NUCOR CORP COM 670346105 2,416,025 80,200 X 1 80,200
OCCIDENTAL PETROLEUM COM 674599105 2,665,488 122,200 X 1 122,200
ODETICS INC-CL A COM 676065204 938,438 54,600 X 1 54,600
OMNICOM GROUP COM 681919106 10,831,219 148,500 X 1 148,500
ONEOK INC COM 682680103 3,605,325 90,700 X 1 90,700
ORACLE CORP COM 68389X105 24,105,375 306,100 X 1 306,100
ORACLE CORP COM 68389X105 12,600 160 X 160
OSHKOSH TRUCK CORP COM 688239201 1,292,313 33,350 X 1 33,350
OWENS & MINOR INC HLDG CO COM 690732102 2,082,150 132,200 X 1 132,200
PECO ENERGY CO COM 693304107 46,275,806 764,100 X 1 764,100
P G & E CORP COM 69331C108 38,608,088 1,596,200 X 1 1,596,200
PMC-SIERRA INC COM 69344F106 6,177,675 28,700 X 1 28,700
PMI GROUP INC COM 69344M101 11,273,600 166,400 X 1 166,400
PNC FINANCIAL SERVICES GROUP COM 693475105 1,170,000 18,000 X 1 18,000
PPG INDUSTRIES INC COM 693506107 4,052,094 102,100 X 1 102,100
P P & L RESOURCES INC COM 69351T106 5,945,200 142,400 X 1 142,400
PACCAR INC COM 693718108 2,757,450 74,400 X 1 74,400
PACIFICARE HEALTH SYSTEMS - A COM 695112102 640,550 18,400 X 1 18,400
PARK ELECTROCHEMICAL CORP COM 700416209 4,399,938 79,100 X 1 79,100
PARK PLACE ENTERTAINMENT COM 700690100 3,478,750 230,000 X 1 230,000
PARKER DRILLING CO COM 701081101 3,233,300 461,900 X 1 461,900
PARKER HANNIFIN CORP COM 701094104 3,371,625 99,900 X 1 99,900
PATHMARK STORES INC COM 70322A101 7,647,944 621,153 X 1 621,153
PATTERSON DENTAL CO COM 703412106 5,267,700 234,120 X 1 234,120
PATTERSON ENERGY INC COM 703414102 4,888,125 142,200 X 1 142,200
PAYCHEX INC COM 704326107 7,358,820 140,168 X 1 140,168
J C PENNEY CO COM 708160106 14,411,250 1,220,000 X 1 1,220,000
PENNZOIL-QUAKER STATE CO COM 709323109 979,650 93,300 X 1 93,300
PENTON MEDIA INC COM 709668107 1,028,500 37,400 X 1 37,400
PEOPLES ENERGY CORP COM 711030106 2,503,125 75,000 X 1 75,000
PEPSI BOTTLING GROUP COM 713409100 23,556,975 783,600 X 1 783,600
PEPSICO INC COM 713448108 31,073,000 675,500 X 1 675,500
PETROCHINA CO LTD-ADS COM 71646E100 434,500 22,000 X 1 22,000
PETROLEUM GEO SERVICES ADR COM 716597109 7,141,500 414,000 X 1 414,000
PFIZER INC COM 717081103 27,763,511 617,825 X 1 617,825
PFIZER INC COM 717081103 13,032 290 X 290
PHARMACIA CORPORATION COM 71713U102 3,266,677 54,275 X 1 54,275
PHILIP MORRIS CO INC COM 718154107 82,098,833 2,788,920 X 1 2,788,920
PHILLIPS PETROLEUM CO COM 718507106 60,326,595 961,380 X 1 961,380
PINNACLE HOLDINGS INC COM 72346N101 258,263 9,700 X 1 9,700
PINNACLE WEST CAPITAL CORP COM 723484101 20,812,963 409,100 X 1 409,100
PIONEER NATURAL RESOURCES CO COM 723787107 214,373 15,110 X 1 15,110
PLEXUS CORP COM 729132100 1,508,700 21,400 X 1 21,400
POLYONE CORPORATION -W/I COM 73179P106 1,273,106 174,100 X 1 174,100
PORTAL SOFTWARE COM 736126103 1,188,000 29,700 X 1 29,700
PORTAL SOFTWARE COM 736126103 5,600 140 X 140
POTOMAC ELECTRIC POWER CO COM 737679100 2,193,831 87,100 X 1 87,100
POWERWAVE TECHNOLOGIES INC COM 739363109 1,135,266 29,900 X 1 29,900
POWERWAVE TECHNOLOGIES INC COM 739363109 5,695 150 X 150
PRAXAIR INC COM 74005P104 13,245,700 354,400 X 1 354,400
PRECISION CASTPARTS CORP COM 740189105 1,757,575 45,800 X 1 45,800
PRICE COMMUNICATIONS CORP COM 741437305 9,677,970 494,721 X 1 494,721
PRIDE PETROLEUM INTERNATIONAL COM 741932107 5,901,550 222,700 X 1 222,700
PROCTER & GAMBLE CO COM 742718109 99,243,080 1,481,240 X 1 1,481,240
PROGRESS SOFTWARE CORP COM 743312100 993,263 72,900 X 1 72,900
PROTEIN DESIGN LABS INC COM 74369L103 2,578,700 21,400 X 1 21,400
PROVIDENT BANKSHARES CORP COM 743859100 2,172,308 129,690 X 1 129,690
PROVIDIAN FINANCIAL CORP COM 74406A102 660,400 5,200 X 1 5,200
PUBLIC SERVICE CO NEW MEX COM 744499104 34,123,950 1,318,800 X 1 1,318,800
PUBLIC SERVICE ENTER GROUP INC COM 744573106 3,601,813 80,600 X 1 80,600
PUGET SOUND ENERGY INC COM 745332106 2,631,388 103,700 X 1 103,700
QUANEX CORP COM 747620102 1,408,719 73,900 X 1 73,900
QUANTUM CORP-HARD DISK DRIVE COM 747906303 1,194,488 120,200 X 1 120,200
QUANTUM CORP-HARD DISK DRIVE COM 747906303 3,876 390 X 390
QUEST DIAGNOSTICS COM 74834L100 5,060,475 44,100 X 1 44,100
QWEST COMMUNICATIONS INTL COM 749121109 2,576,535 53,608 X 1 53,608
QWEST COMMUNICATIONS INTL COM 749121109 3,364 70 X 70
FALCON DRILLING COMPANY INC COM 74912E101 21,307,650 764,400 X 1 764,400
RGS ENERGY GROUP INC COM 74956K104 2,948,413 104,600 X 1 104,600
RSA SECURITY INC COM 749719100 552,000 12,800 X 1 12,800
RSA SECURITY INC COM 749719100 431 10 X 10
RF MICRO DEVICES INC COM 749941100 508,275 16,200 X 1 16,200
RF MICRO DEVICES INC COM 749941100 1,883 60 X 60
RADIAN GROUP INC COM 750236101 13,608,000 201,600 X 1 201,600
RADIOSHACK CORP COM 750438103 6,578,825 101,800 X 1 101,800
RAYMOND JAMES FINANCIAL INC COM 754730109 1,748,981 53,100 X 1 53,100
RAYONIER INC COM 754907103 1,947,813 54,200 X 1 54,200
REHABCARE GROUP INC COM 759148109 6,026,500 141,800 X 1 141,800
RELIANT ENERGY INC COM 75952J108 42,180,150 907,100 X 1 907,100
REMEDY CORP COM 759548100 247,263 13,100 X 1 13,100
REMEDY CORP COM 759548100 1,888 100 X 100
RENT-A-CENTER INC COM 76009N100 2,584,219 74,500 X 1 74,500
RICHARDS ELEC LTD COM 763165107 1,417,050 84,600 X 1 84,600
ROBERT HALF INTL INC COM 770323103 1,741,313 50,200 X 1 50,200
ROCKWELL INTERNATIONAL CORP COM 773903109 2,453,275 81,100 X 1 81,100
ROSS STORES COM 778296103 4,119,875 286,600 X 1 286,600
ROYAL DUTCH PETRO-NY SHARES COM 780257804 48,435,494 808,100 X 1 808,100
RUSS BERRIE & CO INC COM 782233100 819,625 41,500 X 1 41,500
SBC COMMUNICATIONS INC COM 78387G103 80,158,900 1,603,178 X 1 1,603,178
SCI SYSTEMS INC COM 783890106 2,964,300 72,300 X 1 72,300
SK TELECOM CO LTD-ADR COM 78440P108 835,375 32,600 X 1 32,600
SPS TECHNOLOGIES, IN COM 784626103 1,294,950 26,700 X 1 26,700
SAFEWAY INC COM 786514208 1,073,813 23,000 X 1 23,000
ST JOHNSBURY TRUCKING CO COM 79099L109 2,046 204,637 X 1 204,637
ST PAUL COMPANIES INC COM 792860108 6,006,263 121,800 X 1 121,800
SALTON INC COM 795757103 449,144 13,900 X 1 13,900
SANMINA CORPX COM 800907107 5,374,075 57,400 X 1 57,400
SANMINA CORPX COM 800907107 2,809 30 X 30
SARA LEE CORP COM 803111103 73,424,609 3,614,750 X 1 3,614,750
SCHERING-PLOUGH CORP COM 806605101 11,917,950 256,300 X 1 256,300
SCHLUMBERGER LTD COM 806857108 26,899,725 326,800 X 1 326,800
SCIENTIFIC ATLANTA INC COM 808655104 1,660,613 26,100 X 1 26,100
SCOTTISH POWER PLC-ADR COM 81013T705 3,123,494 103,900 X 1 103,900
SEMTECH CORP COM 816850101 1,224,750 28,400 X 1 28,400
SENSORMATIC ELECTRONICS CORP COM 817265101 552,000 36,800 X 1 36,800
SERENA SOFTWARE INC COM 817492101 1,391,088 30,200 X 1 30,200
SHERWIN WILLIAMS CO COM 824348106 33,182,550 1,552,400 X 1 1,552,400
SHIRE PHARMACEUTICALS-ADR COM 82481R106 1,688,635 32,710 X 1 32,710
SIEBEL SYSTEMS INC COM 826170102 667,875 6,000 X 1 6,000
SIEBEL SYSTEMS INC COM 826170102 22,263 200 X 200
SIERRA PACIFIC RESOURCES COM 826428104 40,059,576 2,225,532 X 1 2,225,532
SILICON VALLEY GROUP INC COM 827066101 2,541,788 96,600 X 1 96,600
SKYWEST INC COM 830879102 2,490,750 48,600 X 1 48,600
SONIC CORP COM 835451105 1,345,050 42,700 X 1 42,700
SOUTHERN CO COM 842587107 51,627,525 1,591,600 X 1 1,591,600
SOUTHERN ENERGY INC COM 842816100 3,539,100 112,800 X 1 112,800
SOUTHWESTERN ENERGY COMPANY COM 845467109 1,248,625 142,700 X 1 142,700
SPHERION CORPORATION COM 848420105 1,251,886 104,870 X 1 104,870
SPRINGS INDUSTRIES INC COM 851783100 634,219 22,500 X 1 22,500
SPRINT CORP (FON GROUP) COM 852061100 2,063,600 70,400 X 1 70,400
SPRINT CORP PCS COM 852061506 3,173,156 90,500 X 1 90,500
STATE AUTO FINANCIAL CORP COM 855707105 1,147,125 87,400 X 1 87,400
STATE STREET CORP COM 857477103 3,107,000 23,900 X 1 23,900
STATEN ISLAND BANCORP INC COM 857550107 1,382,000 69,100 X 1 69,100
STURM RUGER & CO INC COM 864159108 1,508,138 184,200 X 1 184,200
SUIZA FOODS CORP COM 865077101 1,981,881 39,100 X 1 39,100
SUN CARRIERS INC COM 86664L109 0 847,600 X 1 847,600
SUN MICROSYSTEMS INC COM 866810104 32,865,125 281,500 X 1 281,500
SUN MICROSYSTEMS INC COM 866810104 15,178 130 X 130
SUNGARD DATA SYSTEMS INC COM 867363103 1,913,719 44,700 X 1 44,700
SUPERIOR INDUSTRIES INTL COM 868168105 2,199,000 73,300 X 1 73,300
SUSQUEHANNA BANCSHARES INC COM 869099101 1,549,400 101,600 X 1 101,600
SYBASE INC COM 871130100 2,511,600 109,200 X 1 109,200
SYMANTEC CORP COM 871503108 3,058,000 69,500 X 1 69,500
SYMANTEC CORP COM 871503108 3,960 90 X 90
SYSCO CORP COM 871829107 14,986,725 323,600 X 1 323,600
TXU CORP COM 873168108 55,023,275 1,388,600 X 1 1,388,600
TARGET CORP COM 87612E106 3,684,875 143,800 X 1 143,800
TEKTRONIX INC COM 879131100 1,536,250 20,000 X 1 20,000
TELCOM SEMICONDUCTOR INC COM 87921P107 291,550 19,600 X 1 19,600
TELE DANMARK A/S-ADR COM 879242105 1,631,250 58,000 X 1 58,000
TELENORTE LESTE PATICIP-ADR COM 879246106 2,199,500 96,153 X 1 96,153
TELEFONICA SA-SPON ADR COM 879382208 6,341,446 106,691 X 1 106,691
TELEFONOS DE MEXICO-CL L ADR COM 879403780 14,424,450 271,200 X 1 271,200
TELEPHONE & DATA COM 879433100 5,523,930 49,900 X 1 49,900
TELE1 EUROPE HOLDING AB-ADR COM 87944T201 505,800 56,200 X 1 56,200
TELLABS INC COM 879664100 8,322,825 174,300 X 1 174,300
TELLABS INC COM 879664100 1,910 40 X 40
TEMPLE INLAND INC COM 879868107 1,465,763 38,700 X 1 38,700
TERADYNE INC COM 880770102 5,907,930 168,798 X 1 168,798
TERADYNE INC COM 880770102 4,200 120 X 120
TEREX CORP COM 880779103 1,127,294 86,300 X 1 86,300
TESORO PETROLEUM CORP COM 881609101 1,031,513 103,800 X 1 103,800
TEXACO INC COM 881694103 2,375,625 45,250 X 1 45,250
TEXAS INDUSTRIES INC COM 882491103 1,960,313 61,500 X 1 61,500
TEXAS INSTRUMENTS INC COM 882508104 13,322,919 282,340 X 1 282,340
TEXAS INSTRUMENTS INC COM 882508104 4,719 100 X 100
TIDEWATER INC COM 886423102 3,640,000 80,000 X 1 80,000
TIMBERLAND COMPANY-CL A COM 887100105 1,000,400 24,400 X 1 24,400
TIMBERLAND COMPANY-CL A COM 887100105 4,920 120 X 120
TIME WARNER INC COM 887315109 15,102,250 193,000 X 1 193,000
TIMKEN CO COM 887389104 1,350,956 98,700 X 1 98,700
TOLL BROTHERS INC COM 889478103 1,364,688 39,700 X 1 39,700
TOLLGRADE COMMUNICATIONS INC COM 889542106 1,179,906 8,500 X 1 8,500
TOPPS COMPANY COM 890786106 1,242,150 135,200 X 1 135,200
TORCHMARK INSURANCE COM 891027104 1,610,344 57,900 X 1 57,900
TORO CO COM 891092108 1,430,100 45,400 X 1 45,400
TOSCO CORP COM 891490302 4,977,525 159,600 X 1 159,600
TOWER AUTOMOTIVE INC COM 891707101 724,688 77,300 X 1 77,300
TRICON GLOBAL RESTAURANTS COM 895953107 3,497,375 114,200 X 1 114,200
TRUE NORTH COMMUNICATIONS COM 897844106 1,376,375 38,500 X 1 38,500
TUPPERWARE CORPORATION COM 899896104 4,577,400 254,300 X 1 254,300
TYCO INT'L LTD COM 902124106 14,413,469 277,850 X 1 277,850
UAL INC COM 902549500 3,103,800 73,900 X 1 73,900
U G I CORP COM 902681105 3,123,400 128,800 X 1 128,800
UNITED ILLUMINATING CO COM 902748102 1,712,869 33,300 X 1 33,300
UMB FINANCIAL CORP COM 902788108 2,365,375 63,500 X 1 63,500
USX-MARATHON GROUP COM 902905827 49,023,488 1,727,700 X 1 1,727,700
USA NETWORKS INC COM 902984103 6,530,531 297,688 X 1 297,688
U.S. CAN CORPORATION COM 90328W105 1,428,481 72,100 X 1 72,100
USG CORP NEW COM 903293405 270,675 10,800 X 1 10,800
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1,664,600 65,600 X 1 65,600
ULTRAMED COM 904006AAA 0 450,000 X 1 450,000
UNICOM CORPORATION COM 904911104 25,672,069 456,900 X 1 456,900
UNION PACIFIC CORP COM 907818108 5,042,088 129,700 X 1 129,700
UNIONBANCAL CORPORATION COM 908906100 305,394 13,100 X 1 13,100
UNISYS CORP COM 909214108 2,041,875 181,500 X 1 181,500
UNITED STATIONERS INC COM 913004107 2,510,125 93,400 X 1 93,400
UNITED TECHNOLOGIES CORP COM 913017109 20,747,300 299,600 X 1 299,600
UNITED HEALTHCARE CORP COM 91324P102 23,858,000 241,600 X 1 241,600
UNITED HEALTHCARE CORP COM 91324P102 12,838 130 X 130
UNIVERSAL HEALTH SERVICES - B COM 913903100 2,491,688 29,100 X 1 29,100
UNIVERSAL HEALTH SERVICES - B COM 913903100 5,994 70 X 70
UNIVISION COMMUNICATIONS CL A COM 914906102 3,887,000 104,000 X 1 104,000
USFREIGHTWAYS CORPORATION COM 916906100 3,010,631 132,700 X 1 132,700
UTILICORP UNITED INC COM 918005109 3,340,463 129,100 X 1 129,100
VALASSIS COMM. INC COM 918866104 5,264,350 236,600 X 1 236,600
VARIAN INC COM 922206107 732,063 17,000 X 1 17,000
VECTREN CORPORATION COM 92240G101 1,115,156 54,900 X 1 54,900
VERITAS SOFTWRE COM 923436109 12,283,000 86,500 X 1 86,500
VERITAS SOFTWRE COM 923436109 10,650 75 X 75
VERITAS DGC INC COM 92343P107 3,298,875 114,000 X 1 114,000
VERIZON COMMUNICATIONS COM 92343V104 70,458,156 1,454,620 X 1 1,454,620
VERTEX PHARMACEUTICALS INC COM 92532F100 2,146,300 25,400 X 1 25,400
VIACOM INC CL A COM 925524100 409,500 7,000 X 1 7,000
VIACOM INC CL B COM 925524308 1,199,250 20,500 X 1 20,500
VIAD CORP COM 92552R109 2,629,688 99,000 X 1 99,000
VICAL INC COM 925602104 1,151,438 44,500 X 1 44,500
VINTAGE PETROLEUM INC COM 927460105 4,085,900 179,600 X 1 179,600
VISHAY INTERTECHNOLOGY COM 928298108 4,870,800 158,400 X 1 158,400
VODAFONE GROUP PLC- ADR COM 92857W100 2,678,800 72,400 X 1 72,400
VODAFONE GROUP PLC- ADR COM 92857W100 2,220 60 X 60
WPS RESOURCES COM 92931B106 1,133,150 34,600 X 1 34,600
WAL-MART STORES INC COM 931142103 20,072,938 417,100 X 1 417,100
WALTER INDUSTRIES INC COM 93317Q105 1,023,288 115,300 X 1 115,300
WASHINGTON MUTUAL INC COM 939322103 4,817,313 121,000 X 1 121,000
WATERS CORPORATION COM 941848103 8,704,200 97,800 X 1 97,800
WATSON PHARMACEUTICALS COM 942683103 4,405,013 67,900 X 1 67,900
WEATHERFORD INTERNATIONAL COM 947074100 5,676,000 132,000 X 1 132,000
WEBSTER FINANCIAL CORP COM 947890109 5,942,413 220,600 X 1 220,600
WELLPOINT HEALTH NETWORKS COM 94973H108 5,971,200 62,200 X 1 62,200
WELLPOINT HEALTH NETWORKS COM 94973H108 6,720 70 X 70
WELLS FARGO & CO COM 949746101 321,563 7,000 X 1 7,000
WESTERN WIRELESS CORP-CL A COM 95988E204 808,688 22,700 X 1 22,700
WESTVACO CORP COM 961548104 5,759,163 215,800 X 1 215,800
WEYERHAEUSER CO COM 962166104 3,185,588 78,900 X 1 78,900
WHIRLPOOL CORP COM 963320106 2,009,838 51,700 X 1 51,700
WHITNEY HOLDING CORP COM 966612103 2,636,288 72,600 X 1 72,600
WILLAMETTE IND INC COM 969133107 2,536,800 90,600 X 1 90,600
WILLIAMS COMMUNICATIONS GRP COM 969455104 280,000 14,000 X 1 14,000
WILLIAMS COMPANIES INC COM 969457100 19,085,888 451,737 X 1 451,737
WINNEBAGO INDUSTRIES COM 974637100 520,000 41,600 X 1 41,600
WORLDCOM INC COM 98157D106 48,536,213 1,597,900 X 1 1,597,900
WORLDCOM INC COM 98157D106 1,367 45 X 45
WORTHINGTON INDUSTRIES COM 981811102 1,954,688 208,500 X 1 208,500
XILINIX INC COM 983919101 2,740,000 32,000 X 1 32,000
XILINIX INC COM 983919101 15,413 180 X 180
XTRA CORP COM 984138107 1,804,163 40,600 X 1 40,600
YOUNG & RUBICAM INC COM 987425105 346,500 7,000 X 1 7,000
ZALE CORP COM 988858106 1,190,456 36,700 X 1 36,700
ZALE CORP COM 988858106 3,568 110 X 110
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 1,177,531 24,500 X 1 24,500
ACE LIMITED COM G0070K103 392,500 10,000 X 1 10,000
AMDOCS COM G02602103 6,094,038 97,700 X 1 97,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,742,919 42,900 X 1 42,900
TRANSOCEAN SEDCO FOREX INC COM G90078109 7,842,559 133,775 X 1 133,775
TYCOM LTD COM G9144B106 3,342,463 87,100 X 1 87,100
TYCOM LTD COM G9144B106 3,838 100 X 100
XL CAPITAL LTD-CLASS A COM G98255105 32,869,200 447,200 X 1 447,200
CHECK POINT SOFTWARE TECH COM M22465104 3,766,770 23,916 X 1 23,916
CHECK POINT SOFTWARE TECH COM M22465104 14,175 90 X 90
CORE LABORATORIES N.V. COM N22717107 1,174,088 47,800 X 1 47,800
FLEXTRONICS INTL LTD COM Y2573F102 3,202,875 39,000 X 1 39,000
FLEXTRONICS INTL LTD COM Y2573F102 7,391 90 X 90
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