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 March 31, 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
27th day of April, 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: 739
Form 13F Information Table Value Total: $5,524,747,060
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 11,626,225 215,800 X 1 215,800
AES CORP COM 00130H105 30,247,875 384,100 X 1 384,100
A T & T CORP COM 001957109 79,053,750 1,405,400 X 1 1,405,400
AXA FINANICAL INC COM 002451102 15,971,550 445,200 X 1 445,200
ABBOTT LABS COM 002824100 5,971,319 169,700 X 1 169,700
ABERCROMBIE & FITCH CO-CL A COM 002896207 4,104,000 256,500 X 1 256,500
ACNIELSEN CORP COM 004833109 2,565,000 114,000 X 1 114,000
ADAC LABORATORIES COM 005313200 2,083,125 151,500 X 1 151,500
ADAPTEC INC COM 00651F108 6,655,088 172,300 X 1 172,300
ADAPTEC INC COM 00651F108 3,476 90 X 90
ADELPHIA BUSINESS SOLUTIONS COM 006847107 2,471,163 40,100 X 1 40,100
ADELPHIA COMMUN 13% SERIES B PFD CV 006848303 11,000,000 100,000 X 1 100,000
ADOBE SYSTEMS INC COM 00724F101 21,193,900 190,400 X 1 190,400
ADOBE SYSTEMS INC COM 00724F101 12,244 110 X 110
ADVANCED FIBRE COMMUNICATION COM 00754A105 2,187,794 34,900 X 1 34,900
ADVANCED FIBRE COMMUNICATION COM 00754A105 1,881 30 X 30
ADVEST GROUP COM 007566102 1,430,700 75,300 X 1 75,300
ADVO INC COM 007585102 1,685,000 67,400 X 1 67,400
AFFILIATED COMPUTER SVCS INC-A COM 008190100 646,000 17,000 X 1 17,000
AFFILIATED MANAGERS GROUP COM 008252108 2,113,750 44,500 X 1 44,500
AIRBORNE FREIGHT CORP COM 009266107 2,064,000 86,000 X 1 86,000
AIRGAS INC COM 009363102 1,650,031 198,500 X 1 198,500
ALBERTSONS INC COM 013104104 2,430,400 78,400 X 1 78,400
ALCOA INC COM 013817101 5,226,600 74,400 X 1 74,400
ALCATEL SA- ADR COM 013904305 1,932,131 44,100 X 1 44,100
ALLEGHENY ENERGY IN COM COM 017361106 4,368,656 158,500 X 1 158,500
ALLERGAN INC COM 018490102 16,795,000 335,900 X 1 335,900
ALLERGAN INC COM 018490102 7,000 140 X 140
ALLIANT TECHSYSTEMS INC COM 018804104 1,212,825 20,600 X 1 20,600
ALLMERICA FINANCIAL CORP COM 019754100 3,182,400 62,400 X 1 62,400
ALLSTATE CORP COM 020002101 7,820,025 328,400 X 1 328,400
ALPHA INDUSTRIES INC COM 020753109 1,273,000 13,400 X 1 13,400
ALPHARMA INC COM 020813101 2,322,600 63,200 X 1 63,200
ALTERA CORPORATION COM 021441100 6,872,250 77,000 X 1 77,000
ALTERA CORPORATION COM 021441100 13,388 150 X 150
AMBAC FINANCIAL GROUP INC COM 023139108 25,509,900 506,400 X 1 506,400
AMCOL INTERNATIONAL CORP COM 02341W103 1,881,900 122,400 X 1 122,400
AMERADA HESS CORP COM 023551104 8,873,013 137,300 X 1 137,300
AMERICA ONLINE INC COM 02364J104 14,290,625 212,500 X 1 212,500
AMERICAN EXPRESS CO COM 025816109 8,221,350 55,200 X 1 55,200
AMER INTERNATIONAL GROUP INC COM 026874107 37,728,882 344,556 X 1 344,556
AMERICREDIT CORP COM 03060R101 2,402,831 147,300 X 1 147,300
AMES DEPT STORES INC COM 030789507 1,891,313 77,000 X 1 77,000
AMGEN INC COM 031162100 15,871,575 258,600 X 1 258,600
AMGEN INC COM 031162100 9,820 160 X 160
AMSOUTH BANCORPORATION COM 032165102 3,569,853 238,986 X 1 238,986
ANCHOR GAMING COM 033037102 1,699,600 44,800 X 1 44,800
ANHEUSER BUSCH INC COM 035229103 21,880,875 351,500 X 1 351,500
ANIXTER INTERNATIONAL INC COM 035290105 1,875,988 67,300 X 1 67,300
APPLE COMPUTER INC COM 037833100 26,945,200 198,400 X 1 198,400
APPLE COMPUTER INC COM 037833100 13,581 100 X 100
APPLIED MATLS COM 038222105 27,634,100 293,200 X 1 293,200
APPLIED MATLS COM 038222105 11,310 120 X 120
APPLIED MICRO CIRCUITS CORP COM 03822W109 11,554,813 77,000 X 1 77,000
ARCH COMMUNICATIONS GROUP COM 039381504 1,176,450 151,800 X 1 151,800
ARGOSY GAMING COMPANY COM 040228108 1,829,700 128,400 X 1 128,400
ARKANSAS BEST CORP COM 040790107 1,576,050 150,100 X 1 150,100
ARVIN INDUSTRIES INC COM 043339100 653,863 28,900 X 1 28,900
ASPECT COMMUNICATIONS CORP COM 04523Q102 1,693,756 45,700 X 1 45,700
ASSOCIATED MATERIALS INC. COM 045709102 693,750 50,000 X 1 50,000
ASSOCIATES FIRST CAPITAL CORP COM 046008108 10,332,232 481,970 X 1 481,970
ASYST TECHNOLOGIES INC COM 04648X107 2,919,150 49,900 X 1 49,900
ATMEL CORP COM 049513104 14,738,938 285,500 X 1 285,500
ATMEL CORP COM 049513104 8,776 170 X 170
AUDIOVOX CORP -CL A COM 050757103 1,413,450 32,400 X 1 32,400
AVIS GROUP HOLDINGS INC COM 053790101 2,215,463 125,700 X 1 125,700
BJ SERVICES CO COM 055482103 6,774,338 91,700 X 1 91,700
BJ'S WHOLESALE CLUB INC COM 05548J106 7,690,238 199,100 X 1 199,100
BP AMOCO PLC-ADR COM 055622104 12,428,511 234,224 X 1 234,224
BMC SOFTWARE INC COM 055921100 1,382,500 28,000 X 1 28,000
BANCWEST CORPORATION COM 059790105 1,038,850 52,600 X 1 52,600
BANK OF AMERICA CORP COM 060505104 19,288,295 367,834 X 1 367,834
BANK ONE COM 06423A103 5,616,875 163,400 X 1 163,400
BANK UNITED CORP CL A COM 065412108 3,361,406 106,500 X 1 106,500
C R BARD INC COM 067383109 1,547,500 40,000 X 1 40,000
BARNES GROUP INC COM 067806109 1,467,400 101,200 X 1 101,200
BARRICK GOLD CORP COM 067901108 2,621,381 167,100 X 1 167,100
BARR LABORATORIES INC COM 068306109 1,827,000 43,500 X 1 43,500
BEA SYSTEMS INC COM 073325102 1,027,250 14,000 X 1 14,000
BEA SYSTEMS INC COM 073325102 5,136 70 X 70
BEAR STEARNS COMPANIES INC COM 073902108 4,125,276 90,417 X 1 90,417
BECKMAN COULTER INC COM 075811109 2,150,281 33,500 X 1 33,500
BECKMAN COULTER INC COM 075811109 3,851 60 X 60
BELL AND HOWELL COMPANY COM 077852101 1,421,875 45,500 X 1 45,500
BELL ATLANTIC CORP COM 077853109 46,448,888 759,900 X 1 759,900
BELLSOUTH CORP COM 079860102 44,184,700 940,100 X 1 940,100
BEST BUY INC COM 086516101 30,349,400 352,900 X 1 352,900
BESTFOODS COM 08658U101 15,626,013 333,800 X 1 333,800
BINDLEY WESTERN INDUSTRIES INC COM 090324104 1,026,220 75,666 X 1 75,666
BIOGEN INC COM 090597105 6,994,488 100,100 X 1 100,100
BIOGEN INC COM 090597105 7,686 110 X 110
BOEING CO COM 097023105 48,328,581 1,273,900 X 1 1,273,900
BOISE CASCADE CORP COM 097383103 7,770,100 223,600 X 1 223,600
BRIGHTPOINT INC COM 109473108 2,018,800 164,800 X 1 164,800
BRINKER INTERNATIONAL INC COM 109641100 12,569,688 423,400 X 1 423,400
BRISTOL-MYERS SQUIBB CO COM 110122108 29,833,650 516,600 X 1 516,600
BROADWING INC COM 111620100 7,225,531 194,300 X 1 194,300
BRUNSWICK CORP COM 117043109 9,870,225 521,200 X 1 521,200
BURLINGTON RESOURCES INC COM 122014103 3,207,900 86,700 X 1 86,700
C-CUBE MICROSYSTEMS INC COM 125015107 1,303,344 17,900 X 1 17,900
C-CUBE MICROSYSTEMS INC COM 125015107 728 10 X 10
CEC ENTERTAINMENT INC COM 125137109 4,359,530 160,720 X 1 160,720
CIGNA CORP COM 125509109 3,439,050 45,400 X 1 45,400
CIGNA CORP COM 125509109 9,090 120 X 120
CK WITCO CORPORATION COM 12562C108 144,999 14,233 X 1 14,233
CMGI INC COM 125750109 2,130,275 18,800 X 1 18,800
CMGI INC COM 125750109 7,932 70 X 70
CMP GROUP INC COM 125887109 6,200,713 212,900 X 1 212,900
CMS ENERGY CORP COM 125896100 18,616,188 1,027,100 X 1 1,027,100
CNF TRANSPORTATION INC COM 12612W104 5,411,250 195,000 X 1 195,000
CTS CORP COM 126501105 1,202,700 21,100 X 1 21,100
CVS CORP COM 126650100 11,355,144 302,300 X 1 302,300
CABLEVISION SYSTEMS CL-A COM 12686C109 7,739,550 127,400 X 1 127,400
CACI INTERNATIONAL INC-CL A COM 127190304 2,020,781 67,500 X 1 67,500
CALPINE CORPORATION COM 131347106 8,685,600 92,400 X 1 92,400
CALTON INC COM 131380206 1,134,750 356,000 X 1 356,000
CANADIAN NATL RAILWAY CO COM 136375102 4,067,175 152,400 X 1 152,400
CANANDAIGUA BRANDS INC COM 137219200 4,544,100 89,100 X 1 89,100
CANANDAIGUA BRANDS INC COM 137219200 5,610 110 X 110
CAPITAL ONE FINANCIAL CORP COM 14040H105 11,596,081 241,900 X 1 241,900
CAPITOL FEDERAL FINANCIAL COM 14057C106 1,690,256 179,100 X 1 179,100
CARLISLE COS INC COM 142339100 2,164,000 54,100 X 1 54,100
CATERPILLAR INC COM 149123101 3,545,431 89,900 X 1 89,900
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 572,250 21,800 X 1 21,800
CENTURYTEL INC COM 156700106 13,129,256 353,650 X 1 353,650
CHAMPION INTL CORP COM 158525105 8,370,900 157,200 X 1 157,200
CHARTER ONE FIN INC COM 160903100 4,088,070 194,670 X 1 194,670
CHARTER COMMUNICATIONS INC-A COM 16117M107 401,188 28,000 X 1 28,000
CHASE MANHATTAN CORP (NEW) COM 16161A108 41,823,844 479,700 X 1 479,700
CHEVRON CORP COM 166751107 24,985,856 270,300 X 1 270,300
CHINA TELECOM HK LTD-SP ADR COM 169428109 1,276,200 7,200 X 1 7,200
CHIRON CORP COM 170040109 3,880,275 77,800 X 1 77,800
CHIRON CORP COM 170040109 5,985 120 X 120
CHRIS-CRAFT INDUSTIRES INC COM 170520100 12,489,883 196,112 X 1 196,112
CHURCH & DWIGHT CO COM 171340102 1,287,344 74,900 X 1 74,900
CINCINNATI FINANCIAL CORP COM 172062101 10,892,438 289,500 X 1 289,500
CIRCLE INTERNATIONAL COM 172574105 2,119,000 81,500 X 1 81,500
CIRCUIT CITY STORES INC COM 172737108 9,502,588 156,100 X 1 156,100
CISCO SYSTEMS INC COM 17275R102 101,944,263 1,318,600 X 1 1,318,600
CISCO SYSTEMS INC COM 17275R102 15,463 200 X 200
CITIGROUP INC COM 172967101 65,519,553 1,104,650 X 1 1,104,650
CITIZENS UTILITIES 5% CONV PRF PFD CV 177351202 6,250,000 100,000 X 1 100,000
CITRIX SYS INC COM 177376100 4,544,750 68,600 X 1 68,600
CITRIX SYS INC COM 177376100 7,950 120 X 120
CITY NATIONAL CORP COM 178566105 10,369,013 307,800 X 1 307,800
CLEAR CHANNEL COMMUNICATIONS COM 184502102 690,625 10,000 X 1 10,000
COASTAL CORP COM 190441105 2,217,200 48,200 X 1 48,200
COCA COLA CO COM 191216100 2,299,938 49,000 X 1 49,000
COCA-COLA ENTERPRISES COM 191219104 4,806,281 222,900 X 1 222,900
COFLEXIP-SPONSORED ADR COM 192384105 1,461,825 26,700 X 1 26,700
COHO ENERGY INC COM 192481109 6,300 30,000 X 1 30,000
COLORADO MEDTECH COM 19652U104 1,248,975 158,600 X 1 158,600
COLT TELECOM GROUP-SPONS ADR COM 196877104 3,047,275 15,400 X 1 15,400
COLUMBIA ENERGY GROUP COM 197648108 3,732,750 63,000 X 1 63,000
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 20,353,781 804,100 X 1 804,100
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 7,341 290 X 290
COMCAST CORP-SPECIAL CL A COM 200300200 17,636,275 406,600 X 1 406,600
COMDISCO INC COM 200336105 5,603,875 127,000 X 1 127,000
COMMERCE BANCORP INC COM 200519106 1,953,600 52,800 X 1 52,800
COMMSCOPE INC COM 203372107 3,093,375 67,800 X 1 67,800
COMMUNITY BANK SYSTEM INC COM 203607106 1,720,063 75,400 X 1 75,400
COMPAQ COMPUTER CORP COM 204493100 2,534,700 95,200 X 1 95,200
COMPAQ COMPUTER CORP COM 204493100 1,864 70 X 70
COMPASS BANCSHARES INC COM 20449H109 2,817,169 141,300 X 1 141,300
COMPUTER ASSOCIATES INT'L INC COM 204912109 10,091,469 170,500 X 1 170,500
COMPUWARE CORP COM 205638109 878,306 41,700 X 1 41,700
COMVERSE TECH COM 205862402 16,773,750 88,750 X 1 88,750
COMVERSE TECH COM 205862402 11,340 60 X 60
CONCENTRIC NETWRK 13.5% PIK PF PFD CV 20589R305 3,836,862 3,769 X 1 3,769
CONCORD EFS INC COM 206197105 665,188 29,000 X 1 29,000
CONECTIV INC COM 206829103 4,833,500 276,200 X 1 276,200
CONOCO INC -CL B COM 208251405 4,095,336 159,818 X 1 159,818
CONSTELLATION ENERGY GROUP COM 210371100 1,969,875 61,800 X 1 61,800
CONVERGYS CORP COM 212485106 12,116,663 313,700 X 1 313,700
CORN PRODUCTS INTL INC COM 219023108 3,075,188 127,800 X 1 127,800
CORNING INCORPORATED COM 219350105 15,054,400 77,600 X 1 77,600
COVAD COMMUNICATIONS GROUP COM 222814204 9,729,500 134,200 X 1 134,200
COVENTRY HEALTH CARE INC COM 222862104 927,350 109,100 X 1 109,100
COX COMMUNICATIONS INC-CL A COM 224044107 2,138,850 44,100 X 1 44,100
CRAYFISH CO LTD-SPONS ADR COM 225226109 220,400 5,800 X 1 5,800
CREE INC COM 225447101 1,467,375 13,000 X 1 13,000
CROWN CORK AND SEAL CO. INC. COM 228255105 2,257,600 141,100 X 1 141,100
CULLEN/FROST BANKERS INC COM 229899109 5,631,188 213,000 X 1 213,000
CURATIVE HEALTH SERVICES INC COM 231264102 1,132,200 188,700 X 1 188,700
CYMER INC COM 232572107 1,735,000 34,700 X 1 34,700
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,070,081 21,700 X 1 21,700
CYTEC INDUSTRIES INC COM 232820100 4,005,750 130,800 X 1 130,800
DPL INC COM 233293109 1,082,107 48,771 X 1 48,771
DST SYSTEMS INC COM 233326107 3,467,663 53,400 X 1 53,400
DSP GROUP INC COM 23332B106 2,778,600 42,100 X 1 42,100
DSP GROUP INC COM 23332B106 1,980 30 X 30
DALLAS SEMICONDUCTOR CORP COM 235204104 2,395,525 68,200 X 1 68,200
DARDEN RESTURANTS INC COM 237194105 9,748,781 547,300 X 1 547,300
DARLING INTERNATIONAL INC COM 237266101 206,569 132,204 X 1 132,204
DELL COMPUTER CORPORATION COM 247025109 5,631,075 104,400 X 1 104,400
DELL COMPUTER CORPORATION COM 247025109 2,158 40 X 40
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 3,544,960 221,560 X 1 221,560
DELPHI FINANCIAL GROUP CLASS A COM 247131105 2,080,449 68,492 X 1 68,492
DELTA AIR LINES INC COM 247361108 15,442,500 290,000 X 1 290,000
DENDRITE INTERNATIONAL INC COM 248239105 1,410,141 67,350 X 1 67,350
DENDRITE INTERNATIONAL INC COM 248239105 1,256 60 X 60
DEXTER CORP COM 252165105 3,227,700 60,900 X 1 60,900
DIAMOND OFFSHORE DRILLING COM 25271C102 18,075,713 452,600 X 1 452,600
DIEBOLD INC COM 253651103 3,774,375 137,250 X 1 137,250
WALT DISNEY PRODUCTIONS COM 254687106 35,896,950 867,600 X 1 867,600
DOMINION RESOURCES INC COM 25746U109 1,211,973 31,531 X 1 31,531
DOVER CORP COM 260003108 3,590,625 75,000 X 1 75,000
DOW CHEMICAL CO COM 260543103 28,796,400 252,600 X 1 252,600
DOWNEY FINL CP COM 261018105 2,284,375 107,500 X 1 107,500
EI DUPONT DE NEMOURS & CO INC COM 263534109 2,571,681 48,637 X 1 48,637
DUKE ENERGY COM 264399106 20,737,500 395,000 X 1 395,000
DUN & BRADSTREET CORP COM 26483B106 7,104,725 248,200 X 1 248,200
DYCOM INDUSTRIES INC COM 267475101 1,971,450 40,440 X 1 40,440
EMC CORP COM 268648102 30,837,500 246,700 X 1 246,700
EMC CORP COM 268648102 7,500 60 X 60
ESS TECHNOLOGY COM 269151106 413,000 23,600 X 1 23,600
ESS TECHNOLOGY COM 269151106 2,800 160 X 160
ECHOSTAR COMMUNICATIONS CL A COM 278762109 25,280,000 320,000 X 1 320,000
ECOLAB INC COM 278865100 399,894 10,900 X 1 10,900
EDISON INTERNATIONAL COM 281020107 28,369,906 1,712,900 X 1 1,712,900
EDWARDS (A.G.), INC COM 281760108 3,164,000 79,100 X 1 79,100
EL PASO ENERGY CORP COM 283905107 26,385,063 653,500 X 1 653,500
ELECTRONIC ARTS INC COM 285512109 2,940,044 41,300 X 1 41,300
ELECTRONIC DATA SYSTEMS CORP COM 285661104 14,365,163 223,800 X 1 223,800
ELECTRONIC DATA SYSTEMS CORP COM 285661104 10,270 160 X 160
ELECTRONISC FOR IMAGING COM 286082102 3,114,000 51,900 X 1 51,900
ELECTRONISC FOR IMAGING COM 286082102 1,200 20 X 20
EMBRATEL PARTICIPACOES ADR COM 29081N100 1,496,500 58,400 X 1 58,400
EMERSON ELECTRIC CO COM 291011104 2,649,038 50,100 X 1 50,100
EMULEX CORP COM 292475209 371,025 3,400 X 1 3,400
EMULEX CORP COM 292475209 2,183 20 X 20
ENERGEN CORP COM 29265N108 2,207,344 138,500 X 1 138,500
ENERGY EAST CORPORATION COM 29266M109 4,449,888 224,600 X 1 224,600
ENGELHARD CORPORATION COM 292845104 7,570,063 500,500 X 1 500,500
ENHANCE FINANCIAL SVCS GROUP COM 293310108 2,230,338 157,900 X 1 157,900
ENRON CORP COM 293561106 48,947,585 653,724 X 1 653,724
ENTERGY CORP COM 29364G103 45,433,988 2,250,600 X 1 2,250,600
ERICSSON (LM) TEL ADR COM 294821400 3,433,538 36,600 X 1 36,600
ERICSSON (LM) TEL ADR COM 294821400 13,134 140 X 140
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,153,100 88,700 X 1 88,700
ETHAN ALLEN INTERIORS INC COM 297602104 1,426,250 57,050 X 1 57,050
EXPEDITORS INTL WASH INC COM 302130109 1,065,300 26,800 X 1 26,800
EXXON MOBIL CORPORATION COM 30231G102 58,466,757 751,380 X 1 751,380
FMC CORP COM 302491303 6,542,700 115,800 X 1 115,800
FPL GROUP INC COM 302571104 21,907,325 475,600 X 1 475,600
FREDDIE MAC COM 313400301 33,401,331 755,900 X 1 755,900
FANNIE MAE COM 313586109 10,661,044 188,900 X 1 188,900
FEDERATED DEPT STORES INC NEW COM 31410H101 15,130,200 362,400 X 1 362,400
FIDELITY NATIONAL FINL INC COM 316326107 1,895,075 137,200 X 1 137,200
FINL SECURITY ASSURANCE HLDG COM 31769P100 3,980,313 54,200 X 1 54,200
FIRST FEDERAL CAPITAL CORP COM 319960100 1,833,769 156,900 X 1 156,900
FIRST DATA CORP COM 319963104 11,146,575 251,900 X 1 251,900
FIRST DATA CORP COM 319963104 10,620 240 X 240
FIRSTAR CORP COM 33763V109 2,974,994 129,700 X 1 129,700
FIRSTFED FINANCIAL CORP COM 337907109 2,489,675 187,900 X 1 187,900
FLEET BOSTON FINANCIAL CORP COM 339030108 28,681,700 785,800 X 1 785,800
FLORIDA PROGRESS CORP COM 341109106 4,445,288 96,900 X 1 96,900
FLUOR CORP COM 343861100 1,646,100 53,100 X 1 53,100
FORD MOTOR CO COM 345370100 30,860,813 671,800 X 1 671,800
FOREST OIL CORP COM 346091606 174,579 16,431 X 1 16,431
FOSSIL INC COM 349882100 1,965,820 83,875 X 1 83,875
FOSSIL INC COM 349882100 4,922 210 X 210
FULLER (H.B.) CO COM 359694106 1,817,156 45,500 X 1 45,500
FURNITURE BRANDS INTL INC COM 360921100 8,243,638 438,200 X 1 438,200
GPU INC COM 36225X100 3,356,175 122,600 X 1 122,600
GTE CORP COM 362320103 57,666,200 812,200 X 1 812,200
GALLAGHER (ARTHUR J.) & CO. COM 363576109 2,180,100 67,080 X 1 67,080
GATEWAY INC COM 367626108 6,508,400 122,800 X 1 122,800
GATEWAY INC COM 367626108 5,830 110 X 110
GEHL CO COM 368483103 1,888,875 103,500 X 1 103,500
GENENTECH INC COM 368710406 364,800 2,400 X 1 2,400
GENENTECH INC COM 368710406 3,040 20 X 20
GENERAL ELECTRIC CO COM 369604103 82,156,263 529,400 X 1 529,400
GENERAL MILLS INC COM 370334104 23,380,744 646,100 X 1 646,100
GENERAL MOTORS CORP COM 370442105 2,799,063 33,800 X 1 33,800
GEON COMPANY COM 37246W105 1,152,400 53,600 X 1 53,600
GEORGIA PACIFIC CORP COM 373298108 4,161,975 105,200 X 1 105,200
GLATFELTER (P.H.) CO COM 377316104 1,188,938 111,900 X 1 111,900
GOLDEN STATE BANCORP COM 381197102 3,931,550 263,200 X 1 263,200
GOLDEN STATE BANCORP-LITIG WT COM 381197136 208,281 155,000 X 1 155,000
GOLDEN WEST FINANCIAL CORP COM 381317106 5,267,569 168,900 X 1 168,900
GOLDMAN SACHS GROUP INC COM 38141G104 525,625 5,000 X 1 5,000
B F GOODRICH CO COM 382388106 7,705,463 268,600 X 1 268,600
W R GRACE & CO COM 38388F108 2,397,938 189,000 X 1 189,000
GRANITE CONSTRUCTION INC COM 387328107 2,432,700 90,100 X 1 90,100
GREAT LAKES CHEMICAL CORP COM 390568103 2,992,000 88,000 X 1 88,000
GREATER BAY BANCORP COM 391648102 1,867,600 46,400 X 1 46,400
GREENPOINT FINANCIAL CORP COM 395384100 6,892,300 351,200 X 1 351,200
GRUPO TELEVISA SA-SPONS GDR COM 40049J206 3,971,200 58,400 X 1 58,400
GULF CANADA RES LTD COM 40218L305 553,125 150,000 X 1 150,000
HS RESOURCES INC COM 404297103 2,782,163 131,700 X 1 131,700
HALL KINION & ASSOCIATES INC COM 406069104 1,450,969 60,300 X 1 60,300
HANDLEMAN CO COM 410252100 646,988 72,900 X 1 72,900
HANNA CO COM 410522106 2,403,906 212,500 X 1 212,500
HARLEY DAVIDSON COM 412822108 4,683,125 59,000 X 1 59,000
HARLEY DAVIDSON COM 412822108 794 10 X 10
HARMAN INTERNATIONAL INC NEW COM 413086109 2,832,000 47,200 X 1 47,200
HARMAN INTERNATIONAL INC NEW COM 413086109 5,400 90 X 90
HARMONIC INC COM 413160102 3,230,100 38,800 X 1 38,800
HARRAH'S ENTERTAINMENT INC COM 413619107 5,019,300 270,400 X 1 270,400
HARTFORD LIFE CL A COM 416592103 3,370,313 71,900 X 1 71,900
HEALTH MGMT SYSTEMS INC COM 42219M100 852,294 177,100 X 1 177,100
HERTZ CORP-CL A COM 428040109 2,963,438 87,000 X 1 87,000
HEWLETT-PACKARD CO COM 428236103 21,329,306 160,900 X 1 160,900
HEWLETT-PACKARD CO COM 428236103 11,931 90 X 90
HIBERNIA CORP COM 428656102 1,992,900 189,800 X 1 189,800
HOME DEPOT INC COM 437076102 14,260,950 221,100 X 1 221,100
HOME DEPOT INC COM 437076102 5,160 80 X 80
HONEYWELL INTERNATIONAL INC COM 438516106 17,853,818 338,863 X 1 338,863
HOOPER HOLMES INC COM 439104100 2,093,063 61,000 X 1 61,000
HORMEL FOODS CORP COM 440452100 5,697,238 346,600 X 1 346,600
HOUSEHOLD INTERNATIONAL INC COM 441815107 3,593,194 96,300 X 1 96,300
HUDSON UNITED BANCORP COM 444165104 2,174,237 100,253 X 1 100,253
IBP INC COM 449223106 1,152,900 73,200 X 1 73,200
IDEC PHARMACEUTICALS CORP COM 449370105 1,935,525 19,700 X 1 19,700
IDEC PHARMACEUTICALS CORP COM 449370105 1,965 20 X 20
IMS HEALTH INC COM 449934108 287,938 17,000 X 1 17,000
IDACORP INC COM 451107106 2,710,500 78,000 X 1 78,000
IDEXX LABS INC COM 45168D104 1,461,694 62,700 X 1 62,700
ILLINOIS TOOL WORKS INC COM 452308109 566,976 10,262 X 1 10,262
IMATION CORP COM 45245A107 1,502,506 56,300 X 1 56,300
IN FOCUS SYSTEMS INC COM 452919103 3,058,388 85,400 X 1 85,400
IN FOCUS SYSTEMS INC COM 452919103 5,730 160 X 160
INCO LTD COM 453258402 3,955,500 216,000 X 1 216,000
INDEPENDENCE COMMUNITY BANK COM 453414104 1,726,600 155,200 X 1 155,200
INDIANA ENERGY INC COM 454707100 1,064,700 54,600 X 1 54,600
INFINEON TECHNOLOGIES-ADR COM 45662N103 534,169 9,300 X 1 9,300
INFONET SERVICES CORPORATION COM 45666T106 407,250 18,000 X 1 18,000
INGERSOLL RAND CO COM 456866102 10,650,975 240,700 X 1 240,700
INTEGRATED DEVICES TECH INC COM 458118106 2,635,063 66,500 X 1 66,500
INTEGRATED DEVICES TECH INC COM 458118106 2,774 70 X 70
INTEL CORP COM 458140100 85,640,631 649,100 X 1 649,100
INTEL CORP COM 458140100 15,833 120 X 120
INTERIM SERVICES INC COM 45868P100 2,126,706 114,570 X 1 114,570
INTL BUSINESS MACHINES CORP COM 459200101 55,058,800 466,600 X 1 466,600
INTL BUSINESS MACHINES CORP COM 459200101 12,980 110 X 110
INTERNATIONAL PAPER CO COM 460146103 16,578,450 387,800 X 1 387,800
INTERNATIONAL RECTIFIER CORP COM 460254105 2,969,938 77,900 X 1 77,900
INTERPUBLIC GROUP COS INC COM 460690100 3,279,150 69,400 X 1 69,400
INTERSTATE BAKERIES COM 46072H108 2,589,225 181,700 X 1 181,700
INTUIT INC COM 461202103 4,959,000 91,200 X 1 91,200
INTUIT INC COM 461202103 544 10 X 10
IRISH INVESTMENT FUND COM 462710104 1,905,000 120,000 X 1 120,000
ISLE OF CAPRI CASINOS COM 464592104 3,572,500 285,800 X 1 285,800
IVAX CORP COM 465823102 4,328,663 158,850 X 1 158,850
JDS UNIPHASE CORP COM 46612J101 5,545,875 46,000 X 1 46,000
JDS UNIPHASE CORP COM 46612J101 9,645 80 X 80
JACK IN THE BOX INC COM 466367109 1,935,175 90,800 X 1 90,800
JACOBS ENGINEERING GROUP INC COM 469814107 2,231,700 69,200 X 1 69,200
RELIANCE IND GDR COM 473114SDL 270,000 12,000 X 1 12,000
JOHNSON & JOHNSON COM 478160104 6,151,488 87,800 X 1 87,800
JOHNSON CONTROLS INC COM 478366107 10,044,813 185,800 X 1 185,800
JONES PHARMA INC COM 480236108 1,571,906 51,750 X 1 51,750
JONES PHARMA INC COM 480236108 4,101 135 X 135
K N ENERGY INC 8.25% PREFD PFD CV 482620507 17,718,750 375,000 X 1 375,000
KELLWOOD CO COM 488044108 1,405,000 80,000 X 1 80,000
SAMSUNG ELEC GDS COMMON COM 494281SDL 3,871,844 21,691 X 1 21,691
KIMBERLY CLARK CORP COM 494368103 13,624,800 243,300 X 1 243,300
KINDER MORGAN ENERGY PRTNRS COM 494550106 3,333,750 84,000 X 1 84,000
KINDER MORGAN INC COM 49455P101 1,017,750 29,500 X 1 29,500
KNIGHT RIDDER INC COM 499040103 6,255,125 122,800 X 1 122,800
KOHLS CORP COM 500255104 1,025,000 10,000 X 1 10,000
KONINKLIJKE PHILIPS ELECTRONIC COM 500472204 3,729,131 21,768 X 1 21,768
KOREA ELECTRIC POWER ADR COM 500631106 7,770,263 491,400 X 1 491,400
KOREA TELECOM CORP-SP ADR COM 50063P103 1,964,375 44,900 X 1 44,900
KRONOS INC COM 501052104 939,113 31,700 X 1 31,700
KRONOS INC COM 501052104 2,074 70 X 70
KUALA HEALTHCARE INC COM 501157101 167,833 176,666 X 1 176,666
LSI LOGIC CORP COM 502161102 6,623,400 91,200 X 1 91,200
LSI LOGIC CORP COM 502161102 13,073 180 X 180
LAFARGE CORP COM 505862102 1,852,500 78,000 X 1 78,000
LANDAMERICA COM 514936103 1,962,688 101,300 X 1 101,300
LATTICE SEMICONDUCTOR CORP COM 518415104 2,199,844 32,500 X 1 32,500
LEAR CORP COM 521865105 5,304,375 188,600 X 1 188,600
LEGGETT & PLATT INC COM 524660107 1,887,700 87,800 X 1 87,800
LEHMAN BROTHERS HLDG INC COM 524908100 9,001,600 92,800 X 1 92,800
LEVEL 3 COMMUNICATIONS COM 52729N100 2,146,725 20,300 X 1 20,300
LEVEL 3 COMMUNICATIONS COM 52729N100 4,230 40 X 40
LEXMARK INTL COM 529771107 7,391,925 69,900 X 1 69,900
LEXMARK INTL COM 529771107 10,575 100 X 100
LIBERTY PROPERTY TRUST COM 531172104 19,779,556 826,300 X 1 826,300
ELI LILLY & CO COM 532457108 16,764,300 266,100 X 1 266,100
ELI LILLY & CO COM 532457108 630 10 X 10
LIMITED INC COM 532716107 5,964,900 141,600 X 1 141,600
LINCARE HOLDINGS INC COM 532791100 3,810,763 134,300 X 1 134,300
LINEAR TECHNOLOGY CORP COM 535678106 6,545,000 119,000 X 1 119,000
LINEAR TECHNOLOGY CORP COM 535678106 7,700 140 X 140
LIPOSOME COMPANY INC COM 536310105 2,258,709 129,300 X 1 129,300
LIPOSOME COMPANY INC COM 536310105 3,144 180 X 180
LOCKHEED MARTIN CORP COM 539830109 11,263,106 551,100 X 1 551,100
LOEWS CORP COM 540424108 5,895,000 117,900 X 1 117,900
LONGVIEW FIBRE CO COM 543213102 2,500,125 169,500 X 1 169,500
LUBRIZOL CORP COM 549271104 9,799,131 340,100 X 1 340,100
LUCENT TECHNOLOGIES INC COM 549463107 12,441,600 204,800 X 1 204,800
LUCENT TECHNOLOGIES INC COM 549463107 1,215 20 X 20
LYONDELL PETRO COM 552078107 8,333,750 565,000 X 1 565,000
MAF BANCORP INC COM 55261R108 2,428,125 150,000 X 1 150,000
MBNA CORP COM 55262L100 6,199,050 243,100 X 1 243,100
MCN ENERGY GROUP INC COM 55267J100 10,060,000 402,400 X 1 402,400
MCI WORLDCOM INC COM 55268B106 78,383,828 1,729,850 X 1 1,729,850
MCI WORLDCOM INC COM 55268B106 4,758 105 X 105
MDU RESOURCES GROUP COM 552690109 9,513,875 458,500 X 1 458,500
MGIC INV CORP COM 552848103 11,381,763 260,900 X 1 260,900
MKS INSTRUMENTS INC COM 55306N104 1,898,800 37,600 X 1 37,600
MRV COMMUNICTIONS INC COM 553477100 1,621,763 17,700 X 1 17,700
MACLEOD-STEDMAN COM 55477D109 4,250 425,000 X 1 425,000
MANITOWOC INC COM 563571108 2,124,406 78,500 X 1 78,500
MANPOWER COM 56418H100 5,672,900 159,800 X 1 159,800
MAPICS INC COM 564910107 258,188 16,200 X 1 16,200
MARCHFIRST INC COM 566244109 1,324,006 37,100 X 1 37,100
MARSH & MCLENNAN CO INC COM 571748102 3,971,250 36,000 X 1 36,000
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 7,887,938 111,000 X 1 111,000
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 6,396 90 X 90
MCCLATCHY COMPANY COM 579489105 3,681,100 112,400 X 1 112,400
MCCORMICK & CO COM 579780206 3,121,800 96,800 X 1 96,800
MCDONALDS CORP COM 580135101 3,534,631 94,100 X 1 94,100
MEDICIS PHARMACEUTICAL CL A COM 584690309 4,450,000 111,250 X 1 111,250
MEDICIS PHARMACEUTICAL CL A COM 584690309 4,400 110 X 110
MEDTRONIC INC COM 585055106 462,938 9,000 X 1 9,000
MEDTRONIC INC COM 585055106 4,629 90 X 90
MEMBERWORKS INC COM 586002107 987,075 24,600 X 1 24,600
MEMBERWORKS INC COM 586002107 3,611 90 X 90
MERCK & CO INC COM 589331107 28,366,275 456,600 X 1 456,600
MERCK & CO INC COM 589331107 11,183 180 X 180
MERCURY INTERACTIVE CORP COM 589405109 1,965,400 24,800 X 1 24,800
MERCURY INTERACTIVE CORP COM 589405109 2,378 30 X 30
MERITOR AUTOMOTIVE INC COM 59000G100 4,457,544 281,900 X 1 281,900
MERRILL LYNCH & CO INC COM 590188108 10,080,000 96,000 X 1 96,000
METRIS COMPANIES INC COM 591598107 5,831,250 150,000 X 1 150,000
METROCALL INC COM 591647102 1,000,000 100,000 X 1 100,000
METROMEDIA FIBER NETWORK-A COM 591689104 4,186,569 43,300 X 1 43,300
MICHAEL FOODS INC COM 594079105 1,268,400 60,400 X 1 60,400
MICREL INC COM 594793101 1,824,000 19,000 X 1 19,000
MICREL INC COM 594793101 960 10 X 10
MICROS SYSTEMS INC COM 594901100 1,837,775 29,200 X 1 29,200
MICROSOFT CORP COM 594918104 66,682,500 627,600 X 1 627,600
MICROSOFT CORP COM 594918104 1,063 10 X 10
MICROCHIP TECHNOLOGY COM 595017104 11,756,100 178,800 X 1 178,800
MIDAS INC COM 595626102 1,113,600 46,400 X 1 46,400
MILACRON INC COM 598709103 1,261,838 87,400 X 1 87,400
MILLENNIUM PHARMACEUTICALS COM 599902103 207,800 1,600 X 1 1,600
MILLENNIUM PHARMACEUTICALS COM 599902103 2,598 20 X 20
MILLER HERMAN INC COM 600544100 3,343,200 119,400 X 1 119,400
MINNESOTA MINING & MFG CO COM 604059105 24,089,000 272,000 X 1 272,000
MINNESOTA POWER INC COM 604110106 6,173,195 371,320 X 1 371,320
MONTANA POWER CO COM 612085100 3,584,000 56,000 X 1 56,000
MONY GROUP INC COM 615337102 1,996,913 61,800 X 1 61,800
J P MORGAN & CO INC COM 616880100 13,333,100 101,200 X 1 101,200
MORGAN STANLEY DEAN WITTER COM 617446448 23,661,281 290,100 X 1 290,100
MSDW EMERGING MARKETS FUND COM 61744G107 950,413 54,700 X 1 54,700
MOTOROLA INC COM 620076109 27,606,513 193,900 X 1 193,900
MOTOROLA INC COM 620076109 2,848 20 X 20
MUELLER INDUSTRIES INC COM 624756102 7,110,788 234,100 X 1 234,100
MYLAN LABORATORIES, INC COM 628530107 13,403,500 487,400 X 1 487,400
NTL INC COM 629407107 4,591,898 49,475 X 1 49,475
NVR INC COM 62944T105 2,467,800 45,700 X 1 45,700
NABISCO HOLDINGS CORP COM 629526104 2,906,531 90,300 X 1 90,300
NABORS INDUSTRIES INC COM 629568106 2,414,429 62,208 X 1 62,208
NACCO INDUSTRIES INC CL A COM 629579103 1,706,575 35,600 X 1 35,600
NATIONAL COMPUTER SYS INC COM 635519101 2,527,350 49,800 X 1 49,800
NATIONAL SEMICONDUCTOR CORP COM 637640103 6,408,063 105,700 X 1 105,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 7,275 120 X 120
NATIONWIDE FINANCIAL SERV A COM 638612101 14,540,175 497,100 X 1 497,100
NAVISTAR INTERNATIONAL COM 63934E108 5,577,375 139,000 X 1 139,000
NEOPHARM INC COM 640919106 1,012,500 40,500 X 1 40,500
NETWORK APPLIANCE INC COM 64120L104 2,052,200 24,800 X 1 24,800
NETWORK APPLIANCE INC COM 64120L104 13,240 160 X 160
JAPAN OTC FUND INC COM 647305SDL 687,500 250 X 1 250
NEW YORK TIMES CO CLASS A COM 650111107 4,937,813 115,000 X 1 115,000
NEXTEL COMMUNICATIONS CL A COM 65332V103 9,249,762 62,393 X 1 62,393
NEXTEL COMMUN 11.125% PIK PFD PFD CV 65332V707 25,850,754 27,211 X 1 27,211
NICOR INC COM 654086107 329,375 10,000 X 1 10,000
NIKE INC CL B COM 654106103 31,577,163 796,900 X 1 796,900
NISOURCE INC COM 65473P105 445,500 26,400 X 1 26,400
NOKIA CORP ADR COM 654902204 3,867,050 17,800 X 1 17,800
NOKIA CORP ADR COM 654902204 8,690 40 X 40
NOBLE DRILLING CORP COM 655042109 6,472,538 156,200 X 1 156,200
NORDSTROM INC COM 655664100 3,660,950 124,100 X 1 124,100
NORTEK INC. COM 656559101 1,429,275 64,600 X 1 64,600
NORTH FORK BANCORPORATION COM 659424105 7,251,888 405,700 X 1 405,700
NORTHEAST UTILITIES COM 664397106 12,323,800 573,200 X 1 573,200
NORTHWEST NATURAL GAS CO COM 667655104 2,209,350 113,300 X 1 113,300
NOVELLUS SYSTEMS INC COM 670008101 12,594,450 224,400 X 1 224,400
NOVELLUS SYSTEMS INC COM 670008101 5,613 100 X 100
NUCOR CORP COM 670346105 8,690,000 173,800 X 1 173,800
NVIDIA CORP COM 67066G104 1,960,038 23,200 X 1 23,200
NVIDIA CORP COM 67066G104 5,069 60 X 60
OFFICE DEPOT INC COM 676220106 6,278,438 543,000 X 1 543,000
OMNICOM GROUP COM 681919106 13,875,469 148,500 X 1 148,500
ONEOK INC COM 682680103 2,615,000 104,600 X 1 104,600
ORACLE CORP COM 68389X105 27,485,806 352,100 X 1 352,100
ORACLE CORP COM 68389X105 12,490 160 X 160
OSHKOSH TRUCK CORP COM 688239201 1,032,828 33,250 X 1 33,250
OWENS & MINOR INC HLDG CO COM 690732102 1,581,000 148,800 X 1 148,800
PECO ENERGY CO COM 693304107 26,579,500 720,800 X 1 720,800
P G & E CORP COM 69331C108 31,481,100 1,499,100 X 1 1,499,100
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 2,779,200 28,800 X 1 28,800
PE CORP-CELERA GENOMICS GRP COM 69332S201 2,902,531 31,700 X 1 31,700
PMC-SIERRA INC COM 69344F106 2,688,675 13,200 X 1 13,200
PMI GROUP INC COM 69344M101 14,601,263 307,800 X 1 307,800
PNC FINANCIAL SERVICES GROUP COM 693475105 5,461,575 121,200 X 1 121,200
P P & L RESOURCES INC COM 69351T106 2,981,500 142,400 X 1 142,400
PACCAR INC COM 693718108 7,850,000 157,000 X 1 157,000
PACIFIC CENTURY FINL CORP COM 694058108 1,763,125 86,800 X 1 86,800
PACKAGING CORP OF AMERICA COM 695156109 210,000 20,000 X 1 20,000
PAINE WEBBER GROUP INC COM 695629105 12,980,000 295,000 X 1 295,000
PARK ELECTROCHEMICAL CORP COM 700416209 2,178,050 88,900 X 1 88,900
PARK PLACE ENTERTAINMENT COM 700690100 2,659,375 230,000 X 1 230,000
PARKER DRILLING CO COM 701081101 2,855,000 571,000 X 1 571,000
PATTERSON DENTAL CO COM 703412106 4,473,720 116,960 X 1 116,960
PAYCHEX INC COM 704326107 6,144,216 117,312 X 1 117,312
PENNZOIL-QUAKER STATE CO COM 709323109 969,644 92,900 X 1 92,900
PENTAIR INC COM 709631105 1,719,700 46,400 X 1 46,400
PEOPLES ENERGY CORP COM 711030106 2,057,813 75,000 X 1 75,000
PEOPLES HERITAGE FINL GRP INC COM 711147108 5,606,250 373,750 X 1 373,750
PEPSI BOTTLING GROUP COM 713409100 19,712,000 985,600 X 1 985,600
PEPSICO INC COM 713448108 21,197,181 613,300 X 1 613,300
PERKINELMER INC COM 714046109 2,207,800 33,200 X 1 33,200
PETROCHINA CO LTD-ADS COM 71646E100 554,028 33,700 X 1 33,700
PETROLEUM GEO SERVICES ADR COM 716597109 11,201,188 647,000 X 1 647,000
PHARMACIA & UPJOHN INC COM 716941109 2,518,125 42,500 X 1 42,500
PFIZER INC COM 717081103 19,063,688 521,400 X 1 521,400
PFIZER INC COM 717081103 12,066 330 X 330
PHILIP MORRIS CO INC COM 718154107 29,942,575 1,417,400 X 1 1,417,400
PINNACLE WEST CAPITAL CORP COM 723484101 10,437,831 370,300 X 1 370,300
PIONEER NATURAL RESOURCES CO COM 723787107 160,544 15,110 X 1 15,110
PITNEY BOWES INC COM 724479100 893,750 20,000 X 1 20,000
PLEXUS CORP COM 729132100 2,145,325 32,200 X 1 32,200
POHANG IRON AND STEEL ADR COM 730450103 503,250 18,300 X 1 18,300
PORTUGAL TELECOM ADR COM 737273102 590,781 47,500 X 1 47,500
POTOMAC ELECTRIC POWER CO COM 737679100 3,880,188 171,500 X 1 171,500
POWERWAVE TECHNOLOGIES INC COM 739363109 1,512,500 12,100 X 1 12,100
POWERWAVE TECHNOLOGIES INC COM 739363109 5,000 40 X 40
PRECISION RESPONSE CORP COM 740314109 1,299,800 53,600 X 1 53,600
PRICE COMMUNICATIONS CORP COM 741437305 10,325,931 448,954 X 1 448,954
PRIDE PETROLEUM INTERNATIONAL COM 741932107 5,062,094 221,900 X 1 221,900
PROCTER & GAMBLE CO COM 742718109 46,653,750 829,400 X 1 829,400
PROGRESS SOFTWARE CORP COM 743312100 2,088,281 89,100 X 1 89,100
PROLOGIS TRUST COM 743410102 19,454,050 1,010,600 X 1 1,010,600
PROTECTIVE LIFE CORP COM 743674103 1,905,000 60,000 X 1 60,000
PROTEIN DESIGN LABS INC COM 74369L103 842,700 10,600 X 1 10,600
PROVIDENT BANKSHARES CORP COM 743859100 2,523,150 160,200 X 1 160,200
PROVIDIAN FINANCIAL CORP COM 74406A102 2,988,563 34,500 X 1 34,500
PUBLIC SERVICE CO NEW MEX COM 744499104 11,998,350 761,800 X 1 761,800
PUGET SOUND ENERGY INC COM 745332106 2,300,844 103,700 X 1 103,700
QUAKER OATS CO COM 747402105 10,330,500 170,400 X 1 170,400
QUALCOMM INC COM 747525103 11,750,894 78,700 X 1 78,700
QUALCOMM INC COM 747525103 7,466 50 X 50
QUANEX CORP COM 747620102 1,524,600 84,700 X 1 84,700
QUEST DIAGNOSTICS COM 74834L100 2,679,150 67,400 X 1 67,400
FALCON DRILLING COMPANY INC COM 74912E101 29,102,063 1,478,200 X 1 1,478,200
RGS ENERGY GROUP INC COM 74956K104 2,728,500 128,400 X 1 128,400
RSA SECURITY INC COM 749719100 658,019 12,700 X 1 12,700
RSA SECURITY INC COM 749719100 518 10 X 10
RF MICRO DEVICES INC COM 749941100 7,363,750 54,800 X 1 54,800
RF MICRO DEVICES INC COM 749941100 4,031 30 X 30
RADIAN GROUP INC COM 750236101 9,725,025 204,200 X 1 204,200
RAYMOND JAMES FINANCIAL INC COM 754730109 1,085,225 52,300 X 1 52,300
RAYONIER INC COM 754907103 2,418,000 49,600 X 1 49,600
REALNETWORKS INC COM 75605L104 3,319,456 58,300 X 1 58,300
REALNETWORKS INC COM 75605L104 2,278 40 X 40
REHABCARE GROUP INC COM 759148109 1,742,938 70,600 X 1 70,600
RELIANT ENERGY INC COM 75952J108 18,923,438 807,400 X 1 807,400
RENT-A-CENTER INC COM 76009N100 1,113,000 74,200 X 1 74,200
REPSOL SA ADS (NYSE) COM 76026T205 3,650,831 171,300 X 1 171,300
ROSS STORES COM 778296103 10,496,063 436,200 X 1 436,200
ROYAL DUTCH PETRO-NY SHARES COM 780257804 46,786,800 812,800 X 1 812,800
RUSS BERRIE & CO INC COM 782233100 1,341,250 72,500 X 1 72,500
RYERSON TULL INC COM 78375P107 1,468,563 94,746 X 1 94,746
SBC COMMUNICATIONS INC COM 78387G103 61,592,286 1,466,483 X 1 1,466,483
SCI SYSTEMS INC COM 783890106 5,413,538 100,600 X 1 100,600
SCI SYSTEMS INC COM 783890106 3,767 70 X 70
SK TELECOM CO LTD-ADR COM 78440P108 2,327,286 59,674 X 1 59,674
SPS TECHNOLOGIES, IN COM 784626103 811,300 26,600 X 1 26,600
SAFEWAY INC COM 786514208 1,307,725 28,900 X 1 28,900
ST JOHNSBURY TRUCKING CO COM 79099L109 2,046 204,637 X 1 204,637
ST PAUL COMPANIES INC COM 792860108 4,156,425 121,800 X 1 121,800
SANMINA CORPX COM 800907107 6,972,450 103,200 X 1 103,200
SARA LEE CORP COM 803111103 26,935,200 1,496,400 X 1 1,496,400
SCHERING-PLOUGH CORP COM 806605101 8,658,300 235,600 X 1 235,600
SCHLUMBERGER LTD COM 806857108 16,202,700 211,800 X 1 211,800
SCOTTISH POWER PLC-ADR COM 81013T705 2,810,681 88,700 X 1 88,700
SCUDDER NEW ASIA FD INC COM 811183102 903,375 49,500 X 1 49,500
SEACOR SMIT INC COM 811904101 4,896,413 81,100 X 1 81,100
SEMTECH CORP COM 816850101 1,934,688 30,200 X 1 30,200
SEMPRA ENERGY COM 816851109 1,453,364 86,768 X 1 86,768
SHERWIN WILLIAMS CO COM 824348106 8,167,331 372,300 X 1 372,300
SHIRE PHARMACEUTICALS-ADR COM 82481R106 1,671,243 32,610 X 1 32,610
SIEBEL SYSTEMS INC COM 826170102 6,449,625 54,000 X 1 54,000
SIEBEL SYSTEMS INC COM 826170102 10,749 90 X 90
SIERRA PACIFIC RESOURCES COM 826428104 19,520,400 1,561,632 X 1 1,561,632
SILICON VALLEY GROUP INC COM 827066101 2,774,750 100,900 X 1 100,900
SKYWEST INC COM 830879102 2,813,088 71,900 X 1 71,900
SOLUTIA INC COM 834376105 3,247,450 242,800 X 1 242,800
SONIC CORP COM 835451105 1,158,125 42,500 X 1 42,500
SOUTHERN CO COM 842587107 29,560,425 1,359,100 X 1 1,359,100
SOVEREIGN BANCORP INC COM 845905108 11,020,075 1,457,200 X 1 1,457,200
SPRINGS INDUSTRIES INC COM 851783100 851,200 22,400 X 1 22,400
SPRINT CORP (FON GROUP) COM 852061100 3,389,400 53,800 X 1 53,800
SPRINT CORP PCS COM 852061506 3,043,563 46,600 X 1 46,600
STATEN ISLAND BANCORP INC COM 857550107 1,178,200 68,800 X 1 68,800
SUN CARRIERS INC COM 86664L109 8,476 847,600 X 1 847,600
SUN MICROSYSTEMS INC COM 866810104 37,837,322 403,800 X 1 403,800
SUN MICROSYSTEMS INC COM 866810104 12,181 130 X 130
SUNGARD DATA SYSTEMS INC COM 867363103 2,329,175 61,700 X 1 61,700
SUPERIOR INDUSTRIES INTL COM 868168105 2,598,375 82,000 X 1 82,000
SUSQUEHANNA BANCSHARES INC COM 869099101 1,397,825 101,200 X 1 101,200
SWIFT ENERGY CO COM 870738101 2,456,025 137,400 X 1 137,400
SYBASE INC COM 871130100 2,210,000 108,800 X 1 108,800
SYCAMORE NETWORKS INC COM 871206108 387,000 3,000 X 1 3,000
SYMANTEC CORP COM 871503108 5,596,813 74,500 X 1 74,500
SYMANTEC CORP COM 871503108 4,508 60 X 60
SYSCO CORP COM 871829107 11,380,744 318,900 X 1 318,900
TAIWAN FUND INC COM 874036106 1,152,413 47,400 X 1 47,400
TALK.COM INC COM 874264104 1,596,800 99,800 X 1 99,800
TANDY CORP COM 875382103 12,393,150 244,200 X 1 244,200
TARGET CORP COM 87612E106 19,913,400 266,400 X 1 266,400
TEKTRONIX INC COM 879131100 890,400 15,900 X 1 15,900
TELE DANMARK A/S-ADR COM 879242105 20,729,700 446,400 X 1 446,400
TELENORTE LESTE PATICIP-ADR COM 879246106 3,650,288 137,100 X 1 137,100
TELECOM ARGENTINA COM 879273209 423,950 12,200 X 1 12,200
TELECOM NEW ZEALAND-SP ADR COM 879278208 2,571,794 70,100 X 1 70,100
TELEBRAS-SPONS ADR PFD BLOCK COM 879287308 3,873,463 25,877 X 1 25,877
TELECOMUNICACOES DE S.P. COM 87929A102 368,125 12,400 X 1 12,400
TELEFONICA SA-SPON ADR COM 879382208 27,286,367 365,646 X 1 365,646
TELEFONOS DE MEXICO-CL L ADR COM 879403780 25,185,300 375,900 X 1 375,900
TELEPHONE & DATA COM 879433100 11,022,300 99,300 X 1 99,300
TELE1 EUROPE HOLDING AB-ADR COM 87944T201 1,074,825 56,200 X 1 56,200
TELLABS INC COM 879664100 16,035,822 254,600 X 1 254,600
TELLABS INC COM 879664100 1,260 20 X 20
TEMPLETON EMERGING MKTS FD COM 880191101 470,888 43,300 X 1 43,300
TERADYNE INC COM 880770102 23,161,436 281,598 X 1 281,598
TERADYNE INC COM 880770102 3,290 40 X 40
TEREX CORP COM 880779103 1,453,313 101,100 X 1 101,100
TESORO PETROLEUM CORP COM 881609101 1,646,800 143,200 X 1 143,200
TEXACO INC COM 881694103 25,450,425 474,600 X 1 474,600
TEXAS INDUSTRIES INC COM 882491103 1,515,788 48,700 X 1 48,700
TEXAS INSTRUMENTS INC COM 882508104 22,432,000 140,200 X 1 140,200
TEXAS INSTRUMENTS INC COM 882508104 6,400 40 X 40
TEXAS UTILITIES CO COM 882848104 27,695,469 932,900 X 1 932,900
THAI FUND COM 882904105 414,600 69,100 X 1 69,100
THERMO ELECTRON CORP COM 883556102 3,286,488 161,300 X 1 161,300
TIDEWATER INC COM 886423102 2,545,000 80,000 X 1 80,000
TIMBERLAND COMPANY-CL A COM 887100105 265,200 5,200 X 1 5,200
TIMBERLAND COMPANY-CL A COM 887100105 5,100 100 X 100
TIME WARNER INC COM 887315109 1,880,000 18,800 X 1 18,800
TIMES MIRROR CO CL A COM 887364107 5,678,481 61,100 X 1 61,100
TOLL BROTHERS INC COM 889478103 794,000 39,700 X 1 39,700
TORO CO COM 891092108 1,353,175 45,200 X 1 45,200
TOSCO CORP COM 891490302 4,857,825 159,600 X 1 159,600
TOWER AUTOMOTIVE INC COM 891707101 1,260,875 77,000 X 1 77,000
TREDEGAR CORP COM COM 894650100 2,243,894 83,300 X 1 83,300
TRICON GLOBAL RESTAURANTS COM 895953107 4,587,931 147,700 X 1 147,700
TRIQUINT SEMICONDUCTOR INC COM 89674K103 712,950 9,700 X 1 9,700
TRUE NORTH COMMUNICATIONS COM 897844106 2,500,275 63,600 X 1 63,600
TUPPERWARE CORPORATION COM 899896104 4,014,794 253,900 X 1 253,900
24/7 MEDIA INC COM 901314104 292,300 7,400 X 1 7,400
24/7 MEDIA INC COM 901314104 3,950 100 X 100
TYCO INT'L LTD COM 902124106 9,541,088 191,300 X 1 191,300
UAL INC COM 902549500 8,777,675 146,600 X 1 146,600
U G I CORP COM 902681105 2,785,300 128,800 X 1 128,800
USX-MARATHON GROUP COM 902905827 21,149,719 811,500 X 1 811,500
URS CORP COM 903236107 969,938 73,900 X 1 73,900
U.S. CAN CORPORATION COM 90328W105 1,395,613 71,800 X 1 71,800
USG CORP NEW COM 903293405 8,584,606 204,700 X 1 204,700
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 17,888,650 490,100 X 1 490,100
UNION PACIFIC CORP COM 907818108 20,274,575 518,200 X 1 518,200
UNIONBANCAL CORPORATION COM 908906100 14,191,931 514,900 X 1 514,900
UNISYS CORP COM 909214108 5,989,950 234,900 X 1 234,900
UNITED HEALTHCARE CORP COM 910581107 33,205,163 556,900 X 1 556,900
UNITED HEALTHCARE CORP COM 910581107 9,540 160 X 160
UNITED ILLUMINATING CO COM 910637107 1,303,100 33,200 X 1 33,200
US CELLULAR CORP COM 911684108 4,558,200 64,200 X 1 64,200
US WEST INC COM 91273H101 3,151,925 43,400 X 1 43,400
UNITED STATIONERS INC COM 913004107 3,536,631 99,100 X 1 99,100
UNITED TECHNOLOGIES CORP COM 913017109 18,027,394 285,300 X 1 285,300
UNIVERSAL HEALTH SERVICES - B COM 913903100 1,999,200 40,800 X 1 40,800
UNIVISION COMMUNICATIONS CL A COM 914906102 5,876,000 52,000 X 1 52,000
USFREIGHTWAYS CORPORATION COM 916906100 5,316,125 142,000 X 1 142,000
UTILICORP UNITED INC COM 918005109 3,583,600 198,400 X 1 198,400
UTSTARCOM INC COM 918076100 273,219 3,500 X 1 3,500
VALASSIS COMM. INC COM 918866104 8,071,619 242,300 X 1 242,300
VARIAN INC COM 922206107 448,988 11,700 X 1 11,700
VERITAS SOFTWRE COM 923436109 15,680,700 119,700 X 1 119,700
VERITAS SOFTWRE COM 923436109 9,825 75 X 75
VERITAS DGC INC COM 92343P107 3,754,688 133,500 X 1 133,500
VERTEX PHARMACEUTICALS INC COM 92532F100 327,688 7,000 X 1 7,000
VIACOM INC CL A COM 925524100 416,813 7,800 X 1 7,800
VIACOM INC CL B COM 925524308 1,477,000 28,000 X 1 28,000
VINTAGE PETROLEUM INC COM 927460105 3,803,625 189,000 X 1 189,000
VISHAY INTERTECHNOLOGY COM 928298108 7,331,375 131,800 X 1 131,800
VITESSE SEMICONDUCTOR CORP COM 928497106 8,778,000 91,200 X 1 91,200
VITESSE SEMICONDUCTOR CORP COM 928497106 5,775 60 X 60
VODAFONE AIRTOUCH PLC-ADR COM 92857T107 3,611,563 65,000 X 1 65,000
VODAFONE AIRTOUCH PLC-ADR COM 92857T107 2,778 50 X 50
WEBS - JAPAN INDEX SERIES COM 92923H889 1,666,763 101,400 X 1 101,400
WAL-MART STORES INC COM 931142103 23,998,200 432,400 X 1 432,400
WALTER INDUSTRIES INC COM 93317Q105 889,700 114,800 X 1 114,800
WARNER-LAMBERT CO COM 934488107 32,175,000 330,000 X 1 330,000
WASHINGTON FEDERAL INC COM 938824109 1,008,406 52,900 X 1 52,900
WASHINGTON MUTUAL INC COM 939322103 2,785,150 105,100 X 1 105,100
WATERS CORPORATION COM 941848103 4,657,725 48,900 X 1 48,900
WATSON PHARMACEUTICALS COM 942683103 2,694,781 67,900 X 1 67,900
WEATHERFORD INTERNATIONAL COM 947074100 19,614,400 332,800 X 1 332,800
WEBSTER FINANCIAL CORP COM 947890109 5,494,700 238,900 X 1 238,900
WELLPOINT HEALTH NETWORKS COM 94973H108 5,995,275 85,800 X 1 85,800
WELLPOINT HEALTH NETWORKS COM 94973H108 6,988 100 X 100
WELLS FARGO & CO COM 949746101 1,756,219 42,900 X 1 42,900
WESLEY JESSEN VISIONCARE COM 951018100 1,998,125 55,600 X 1 55,600
WESTVACO CORP COM 961548104 8,490,600 254,400 X 1 254,400
WEYERHAEUSER CO COM 962166104 7,318,800 128,400 X 1 128,400
WHIRLPOOL CORP COM 963320106 16,561,563 282,500 X 1 282,500
WHITNEY HOLDING CORP COM 966612103 2,825,325 86,600 X 1 86,600
WILLAMETTE IND INC COM 969133107 3,635,325 90,600 X 1 90,600
WILLIAMS COMMUNICATIONS GRP COM 969455104 725,375 14,000 X 1 14,000
WILLIAMS COMPANIES INC COM 969457100 41,566,501 946,037 X 1 946,037
WINNEBAGO INDUSTRIES COM 974637100 747,788 41,400 X 1 41,400
WORTHINGTON INDUSTRIES COM 981811102 2,569,050 207,600 X 1 207,600
WYNNS INTERNATIONAL INC COM 983195108 2,014,553 145,850 X 1 145,850
XILINIX INC COM 983919101 8,272,969 99,900 X 1 99,900
XILINIX INC COM 983919101 14,906 180 X 180
XIRCOM INC COM 983922105 1,206,200 32,600 X 1 32,600
XEROX CORP COM 984121103 25,841,400 993,900 X 1 993,900
XTRA CORP COM 984138107 1,539,000 40,500 X 1 40,500
YORK INTERNATIONAL CORP COM 986670107 1,841,950 78,800 X 1 78,800
YOUNG & RUBICAM INC COM 987425105 329,000 7,000 X 1 7,000
ZALE CORP COM 988858106 1,722,344 36,500 X 1 36,500
ZALE CORP COM 988858106 5,663 120 X 120
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 1,470,000 29,400 X 1 29,400
ACE LIMITED COM G0070K103 244,763 10,700 X 1 10,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,133,675 52,200 X 1 52,200
TRANSOCEAN SEDCO FOREX INC COM G90078109 12,115,446 236,111 X 1 236,111
XL CAPITAL LTD-CLASS A COM G98255105 5,155,413 93,100 X 1 93,100
STOLT COMEX SEAWAY S.A. COM L8873E103 1,822,800 130,200 X 1 130,200
ORBOTECH LTD COM M75253100 969,000 11,400 X 1 11,400
FLEXTRONICS INTL LTD COM Y2573F102 2,747,063 39,000 X 1 39,000
FLEXTRONICS INTL LTD COM Y2573F102 6,339 90 X 90
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