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)
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 644
Form 13F Information Table Value Total: $5,109,927,529
9,436,935,906
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 7,964,325 372,600 X 1 372,600
AES CORP COM 00130H105 9,729,300 172,200 X 1 172,200
AMR CORP COM 001765106 2,620,000 80,000 X 1 80,000
A T & T CORP COM 001957109 15,146,075 653,200 X 1 653,200
AT & T WIRELESS CORP COM 001957406 6,768,038 271,400 X 1 271,400
AXA FINANICAL INC COM 002451102 5,909,031 109,300 X 1 109,300
ABBOTT LABS COM 002824100 35,361,666 669,570 X 1 669,570
ABERCROMBIE & FITCH CO-CL A COM 002896207 3,817,125 162,000 X 1 162,000
ACTEL CORP COM 004934105 1,878,863 51,300 X 1 51,300
ADAC LABORATORIES COM 005313200 1,313,000 101,000 X 1 101,000
ADOBE SYSTEMS INC COM 00724F101 18,665,738 245,400 X 1 245,400
ADOBE SYSTEMS INC COM 00724F101 13,691 180 X 180
ADVANCED DIGITIAL INFO CORP COM 007525108 284,700 21,900 X 1 21,900
ADVANCED FIBRE COMMUNICATION COM 00754A105 1,142,944 35,100 X 1 35,100
ADVO INC COM 007585102 2,208,750 60,000 X 1 60,000
ADVANCED MICRO DEVICES INC COM 007903107 2,199,150 97,200 X 1 97,200
AETNA INC COM 008117103 52,019,688 899,800 X 1 899,800
AFFILIATED COMPUTER SVCS INC-A COM 008190100 2,673,000 48,000 X 1 48,000
AFFILIATED MANAGERS GROUP COM 008252108 2,687,588 44,700 X 1 44,700
AGILENT TECHNOLOGIES INC COM 00846U101 425,843 9,195 X 1 9,195
AGRIBRANDS INTERNATIONAL INC COM 00849R105 1,357,200 31,200 X 1 31,200
AIRGATE PCS INC COM 009367103 1,043,794 26,850 X 1 26,850
ALBEMARLE CORP COM 012653101 1,291,544 55,700 X 1 55,700
ALCOA INC COM 013817101 1,121,681 39,100 X 1 39,100
ALCATEL SA- ADR COM 013904305 3,449,338 55,300 X 1 55,300
ALLEGHENY ENERGY IN COM COM 017361106 6,488,594 158,500 X 1 158,500
ALLEGIANCE TELECOM INC COM 01747T102 1,156,900 36,800 X 1 36,800
ALLERGAN INC COM 018490102 7,305,031 86,900 X 1 86,900
ALLETE COM 018522102 8,015,213 371,720 X 1 371,720
ALLIANT TECHSYSTEMS INC COM 018804104 1,861,706 20,700 X 1 20,700
ALLMERICA FINANCIAL CORP COM 019754100 3,935,100 62,400 X 1 62,400
ALLTEL CORP COM 020039103 489,725 7,600 X 1 7,600
ALPHA INDUSTRIES INC COM 020753109 1,068,650 26,800 X 1 26,800
ALPHARMA INC COM 020813101 1,734,919 44,700 X 1 44,700
ALTERA CORPORATION COM 021441100 2,112,375 51,600 X 1 51,600
AMBAC FINANCIAL GROUP INC COM 023139108 19,865,331 248,900 X 1 248,900
AMERADA HESS CORP COM 023551104 31,341,000 505,500 X 1 505,500
AMERICA ONLINE INC COM 02364J104 8,033,499 159,300 X 1 159,300
AMERICA ONLINE INC COM 02364J104 20,172 400 X 400
AMERICAN EXPRESS CO COM 025816109 1,476,000 24,600 X 1 24,600
AMER INTERNATIONAL GROUP INC COM 026874107 52,011,834 530,733 X 1 530,733
AMERICREDIT CORP COM 03060R101 2,883,688 107,300 X 1 107,300
AMERUS GROUP CO COM 03072M108 2,210,225 83,800 X 1 83,800
AMGEN INC COM 031162100 13,203,956 227,900 X 1 227,900
ANADARKO PETROLEUM COM 032511107 5,034,330 78,600 X 1 78,600
ANALOG DEVICES INC. COM 032654105 3,529,500 54,300 X 1 54,300
ANCHOR GAMING COM 033037102 3,346,538 39,400 X 1 39,400
ANDREW CORP COM 034425108 2,683,875 102,000 X 1 102,000
ANHEUSER BUSCH INC COM 035229103 29,527,050 645,400 X 1 645,400
ANIXTER INTERNATIONAL INC COM 035290105 1,988,500 82,000 X 1 82,000
AON CORP COM 037389103 43,228,843 1,043,230 X 1 1,043,230
APPLE COMPUTER INC COM 037833100 2,095,144 107,100 X 1 107,100
APPLIED MATLS COM 038222105 7,389,688 139,100 X 1 139,100
APPLIED MATLS COM 038222105 15,938 300 X 300
ARCH WIRELESS INC COM 039392105 365,700 121,900 X 1 121,900
ARCHER DANIELS MIDLAND CO COM 039483102 58,858,800 5,350,800 X 1 5,350,800
ARGOSY GAMING COMPANY COM 040228108 1,615,250 99,400 X 1 99,400
ARKANSAS BEST CORP COM 040790107 2,209,600 138,100 X 1 138,100
ARROW ELECTRONICS INC COM 042735100 1,385,600 43,300 X 1 43,300
ARVINMERITOR INC COM 043353101 4,363,794 260,525 X 1 260,525
ASSOCIATED MATERIALS INC. COM 045709102 687,500 50,000 X 1 50,000
ATMEL CORP COM 049513104 4,878,588 326,600 X 1 326,600
AUDIOVOX CORP -CL A COM 050757103 444,844 32,500 X 1 32,500
AURORA BIOSCIENCES CORP COM 051920106 816,563 13,400 X 1 13,400
AUTOMATIC DATA PROCESSING INC COM 053015103 14,257,719 218,300 X 1 218,300
AVIS GROUP HOLDINGS INC COM 053790101 1,625,200 54,400 X 1 54,400
AVNET INC COM 053807103 1,779,125 66,200 X 1 66,200
BJ SERVICES CO COM 055482103 4,284,144 81,700 X 1 81,700
BJ'S WHOLESALE CLUB INC COM 05548J106 4,034,844 122,500 X 1 122,500
BP AMOCO PLC-ADR COM 055622104 26,584,281 521,900 X 1 521,900
BALDOR ELECTRIC COM 057741100 874,500 44,000 X 1 44,000
BANCWEST CORPORATION COM 059790105 8,722,725 426,800 X 1 426,800
BANK OF AMERICA CORP COM 060505104 10,588,169 220,300 X 1 220,300
BANK ONE COM 06423A103 5,964,100 163,400 X 1 163,400
BANK UNITED CORP CL A COM 065412108 4,648,375 82,000 X 1 82,000
BANKNORTH GROUP INC COM 06646R107 5,701,219 314,550 X 1 314,550
C R BARD INC COM 067383109 1,675,000 40,000 X 1 40,000
BARNES GROUP INC COM 067806109 1,955,800 101,600 X 1 101,600
BARR LABORATORIES INC COM 068306109 1,540,250 24,400 X 1 24,400
BARRA INC COM 068313105 1,607,588 26,300 X 1 26,300
BARRA INC COM 068313105 9,169 150 X 150
BAUSCH & LOMB INC COM 071707103 2,915,325 75,600 X 1 75,600
BEAR STEARNS COMPANIES INC COM 073902108 8,284,043 136,644 X 1 136,644
BECKMAN COULTER INC COM 075811109 2,389,131 34,100 X 1 34,100
BELL AND HOWELL COMPANY COM 077852101 742,900 39,100 X 1 39,100
BELLSOUTH CORP COM 079860102 53,815,294 1,113,900 X 1 1,113,900
BERKSHIRE HATHAWAY IN CL A COM 084670108 42,042,000 660 X 1 660
BEST BUY INC COM 086516101 8,351,200 166,400 X 1 166,400
BETHLEHEM STEEL CORP COM 087509105 507,725 176,600 X 1 176,600
BINDLEY WESTERN INDUSTRIES INC COM 090324104 2,730,028 75,966 X 1 75,966
BIOGEN INC COM 090597105 1,288,013 21,400 X 1 21,400
BOEING CO COM 097023105 107,044,744 1,578,540 X 1 1,578,540
BOISE CASCADE CORP COM 097383103 4,131,000 144,000 X 1 144,000
BOSTON COMMUNICATIONS GROUP COM 100582105 2,019,938 85,500 X 1 85,500
BOSTON PROPERTIES INC COM 101121101 3,900,150 96,300 X 1 96,300
BOSTON SCIENTIFIC CORP COM 101137107 18,874,781 1,184,300 X 1 1,184,300
BRIGHTPOINT INC COM 109473108 966,488 145,200 X 1 145,200
BRINKER INTERNATIONAL INC COM 109641100 3,081,125 78,500 X 1 78,500
BRISTOL-MYERS SQUIBB CO COM 110122108 55,337,344 908,100 X 1 908,100
BROADWING INC COM 111620100 2,548,150 90,200 X 1 90,200
BRUNSWICK CORP COM 117043109 3,131,381 161,100 X 1 161,100
BURLINGTON RESOURCES INC COM 122014103 468,000 13,000 X 1 13,000
CEC ENTERTAINMENT INC COM 125137109 4,887,075 153,320 X 1 153,320
CLECO CORP COM 12561W105 1,450,656 30,500 X 1 30,500
CMS ENERGY CORP COM 125896100 33,960,600 1,257,800 X 1 1,257,800
CNF TRANSPORTATION INC COM 12612W104 4,806,419 180,100 X 1 180,100
CVS CORP COM 126650100 16,220,050 306,400 X 1 306,400
CABLEVISION SYSTEMS CL-A COM 12686C109 2,682,000 36,000 X 1 36,000
CACI INTERNATIONAL INC-CL A COM 127190304 1,340,625 65,000 X 1 65,000
CALPINE CORPORATION COM 131347106 7,309,613 92,600 X 1 92,600
CALTON INC COM 131380503 271,450 71,200 X 1 71,200
CANADIAN PACIFIC LTD COM 135923100 3,050,094 104,500 X 1 104,500
CAPITAL ONE FINANCIAL CORP COM 14040H105 5,195,188 82,300 X 1 82,300
CAPITOL FEDERAL FINANCIAL COM 14057C106 2,607,100 179,800 X 1 179,800
CARLISLE COS INC COM 142339100 1,748,250 42,000 X 1 42,000
CELL GENESYS INC COM 150921104 901,744 39,100 X 1 39,100
CENDANT CORP COM 151313103 3,660,000 305,000 X 1 305,000
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 1,102,344 42,500 X 1 42,500
CENTURYTEL INC COM 156700106 3,990,525 103,650 X 1 103,650
CHARTER COMMUNICATIONS INC-A COM 16117M107 546,000 28,000 X 1 28,000
CHASE MANHATTAN CORP (NEW) COM 16161A108 14,393,925 316,350 X 1 316,350
CHEVRON CORP COM 166751107 21,968,438 267,500 X 1 267,500
CHINA MOBILE HK LTD-SP ADR COM 16941M109 1,849,750 60,400 X 1 60,400
CHIRON CORP COM 170040109 3,369,713 77,800 X 1 77,800
CHRIS-CRAFT INDUSTIRES INC COM 170520100 2,944,263 40,058 X 1 40,058
CHURCH & DWIGHT CO COM 171340102 1,485,200 75,200 X 1 75,200
CINCINNATI FINANCIAL CORP COM 172062101 5,376,525 146,300 X 1 146,300
CIRCUIT CITY STORES INC COM 172737108 1,156,725 87,300 X 1 87,300
CISCO SYSTEMS INC COM 17275R102 42,580,106 790,350 X 1 790,350
CISCO SYSTEMS INC COM 17275R102 21,550 400 X 400
CITIGROUP INC COM 172967101 63,079,746 1,198,665 X 1 1,198,665
CITIZENS UTILITIES 5% CONV PRF PFD CV 177351202 5,625,000 100,000 X 1 100,000
CITY NATIONAL CORP COM 178566105 5,747,500 167,200 X 1 167,200
CLEAR CHANNEL COMMUNICATIONS COM 184502102 360,375 6,000 X 1 6,000
CLOROX CO COM 189054109 3,056,813 68,500 X 1 68,500
COCA COLA CO COM 191216100 3,163,650 52,400 X 1 52,400
COLT TELECOM GROUP-SPONS ADR COM 196877104 2,651,688 20,300 X 1 20,300
COLUMBIA ENERGY GROUP COM 197648108 4,532,063 63,000 X 1 63,000
COMCAST CORP-SPECIAL CL A COM 200300200 5,990,250 147,000 X 1 147,000
COMDISCO INC COM 200336105 1,563,688 127,000 X 1 127,000
COMMERCE BANCORP INC COM 200519106 3,209,813 53,000 X 1 53,000
COMMSCOPE INC COM 203372107 1,199,813 47,400 X 1 47,400
COMMUNITY BANK SYSTEM INC COM 203607106 1,839,510 75,700 X 1 75,700
COMPAQ COMPUTER CORP COM 204493100 11,665,276 383,600 X 1 383,600
COMPASS BANCSHARES INC COM 20449H109 1,636,875 90,000 X 1 90,000
COMPUTER ASSOCIATES INT'L INC COM 204912109 19,816,688 621,700 X 1 621,700
COMVERSE TECH COM 205862402 14,248,125 127,500 X 1 127,500
COMVERSE TECH COM 205862402 22,350 200 X 200
CONAGRA FOODS INC COM 205887102 1,366,589 63,934 X 1 63,934
CONCORD EFS INC COM 206197105 826,250 20,000 X 1 20,000
CONECTIV INC COM 206829103 4,954,338 276,200 X 1 276,200
CONOCO INC -CL B COM 208251405 4,365,035 160,553 X 1 160,553
CONSTELLATION BRANDS INC-A COM 21036P108 4,114,500 84,400 X 1 84,400
CONSTELLATION ENERGY GROUP COM 210371100 18,701,013 448,600 X 1 448,600
CONVERGYS CORP COM 212485106 15,246,875 350,000 X 1 350,000
CORNING INCORPORATED COM 219350105 17,197,200 224,800 X 1 224,800
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 1,871,875 50,000 X 1 50,000
COVAD COMMUNICATIONS GROUP COM 222814204 554,531 105,000 X 1 105,000
COVENTRY HEALTH CARE INC COM 222862104 1,998,375 109,500 X 1 109,500
COX COMMUNICATIONS INC-CL A COM 224044107 2,269,219 51,500 X 1 51,500
CROMPTON CORPORATION COM 227116100 113,864 14,233 X 1 14,233
CROWN CORK AND SEAL CO. INC. COM 228255105 1,287,538 141,100 X 1 141,100
CULLEN/FROST BANKERS INC COM 229899109 6,402,663 192,200 X 1 192,200
CYMER INC COM 232572107 870,000 34,800 X 1 34,800
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,871,456 76,700 X 1 76,700
CYTEC INDUSTRIES INC COM 232820100 4,549,725 131,400 X 1 131,400
DST SYSTEMS INC COM 233326107 6,581,550 106,800 X 1 106,800
DALLAS SEMICONDUCTOR CORP COM 235204104 2,702,425 68,200 X 1 68,200
DARDEN RESTURANTS INC COM 237194105 794,250 35,300 X 1 35,300
DARLING INTERNATIONAL INC COM 237266101 66,102 132,204 X 1 132,204
DEERE & CO COM 244199105 33,050,263 897,800 X 1 897,800
DELL COMPUTER CORPORATION COM 247025109 3,079,800 104,400 X 1 104,400
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 9,474,623 603,960 X 1 603,960
DELPHI FINANCIAL GROUP CLASS A COM 247131105 2,545,309 68,792 X 1 68,792
DELTA & PINE LAND CO COM 247357106 1,544,450 63,200 X 1 63,200
DELTA AIR LINES INC COM 247361108 8,051,400 170,400 X 1 170,400
DENDRITE INTERNATIONAL INC COM 248239105 1,471,388 67,650 X 1 67,650
DIAMOND OFFSHORE DRILLING COM 25271C102 15,757,044 455,900 X 1 455,900
WALT DISNEY PRODUCTIONS COM 254687106 27,769,013 775,400 X 1 775,400
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 642,675 41,800 X 1 41,800
DOMINION RESOURCES INC COM 25746U109 1,878,065 31,531 X 1 31,531
R R DONNELLEY & SONS CO COM 257867101 2,582,150 120,100 X 1 120,100
DOVER CORP COM 260003108 5,130,694 120,900 X 1 120,900
DOW CHEMICAL CO COM 260543103 1,837,500 60,000 X 1 60,000
DOW JONES & CO INC COM 260561105 2,425,650 41,200 X 1 41,200
DOWNEY FINL CP COM 261018105 4,435,975 92,900 X 1 92,900
EI DUPONT DE NEMOURS & CO INC COM 263534109 7,318,806 161,296 X 1 161,296
DUKE ENERGY COM 264399106 46,365,075 536,400 X 1 536,400
DUN & BRADSTREET CORP COM 26483E100 4,539,088 209,900 X 1 209,900
DYNEGY INC COM 26816Q101 7,372,950 159,200 X 1 159,200
EGL INC COM 268484102 946,200 33,200 X 1 33,200
EMC CORP COM 268648102 31,590,469 354,700 X 1 354,700
EMC CORP COM 268648102 10,688 120 X 120
ESS TECHNOLOGY COM 269151106 564,200 36,400 X 1 36,400
EASTMAN KODAK CO COM 277461109 30,088,688 670,500 X 1 670,500
EATON CORP COM 278058102 3,096,844 45,500 X 1 45,500
ECHOSTAR COMMUNICATIONS CL A COM 278762109 9,050,000 200,000 X 1 200,000
ECOLAB INC COM 278865100 897,394 22,900 X 1 22,900
EDISON INTERNATIONAL COM 281020107 12,231,163 512,300 X 1 512,300
EDWARDS (A.G.), INC COM 281760108 4,014,325 79,100 X 1 79,100
EL PASO ENERGY CORP COM 283905107 33,424,975 533,200 X 1 533,200
ELANTEC SEMICONDUCTOR INC COM 284155108 1,602,000 14,400 X 1 14,400
ELECTRO SCIENTIFIC INDS INC COM 285229100 1,348,588 38,600 X 1 38,600
ELECTRONIC DATA SYSTEMS CORP COM 285661104 17,967,675 382,800 X 1 382,800
EMBRATEL PARTICIPACOES ADR COM 29081N100 794,806 49,100 X 1 49,100
EMERSON ELECTRIC CO COM 291011104 32,341,875 440,400 X 1 440,400
EMULEX CORP COM 292475209 954,688 6,500 X 1 6,500
EMULEX CORP COM 292475209 22,031 150 X 150
ENERGEN CORP COM 29265N108 3,429,275 119,800 X 1 119,800
ENERGY EAST CORPORATION COM 29266M109 4,534,113 224,600 X 1 224,600
ENGELHARD CORPORATION COM 292845104 9,314,425 446,200 X 1 446,200
ENHANCE FINANCIAL SVCS GROUP COM 293310108 1,224,113 105,300 X 1 105,300
ENRON CORP COM 293561106 51,955,738 633,124 X 1 633,124
ENTERGY CORP COM 29364G103 7,290,869 190,300 X 1 190,300
EQUITY RESIDENTIAL PROPS COM 29476L107 2,927,288 62,200 X 1 62,200
ERICSSON (LM) TEL ADR B SHARES COM 294821400 5,250,605 378,422 X 1 378,422
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,988,044 89,100 X 1 89,100
ETHAN ALLEN INTERIORS INC COM 297602104 1,674,563 57,250 X 1 57,250
EXELON CORPORATION COM 30161N101 69,978,736 1,163,888 X 1 1,163,888
EXODUS COMMUNICATIONS INC COM 302088109 268,500 8,000 X 1 8,000
EXXON MOBIL CORPORATION COM 30231G102 64,097,629 718,684 X 1 718,684
FMC CORP COM 302491303 5,578,400 73,400 X 1 73,400
FPL GROUP INC COM 302571104 30,221,400 457,900 X 1 457,900
FREDDIE MAC COM 313400301 60,930,000 1,015,500 X 1 1,015,500
FANNIE MAE COM 313586109 18,972,800 246,400 X 1 246,400
FIDELITY NATIONAL FINL INC COM 316326107 3,382,256 137,700 X 1 137,700
FIRST FEDERAL CAPITAL CORP COM 319960100 1,851,800 157,600 X 1 157,600
FIRST DATA CORP COM 319963104 6,240,563 124,500 X 1 124,500
FIRST HEALTH GROUP CORP COM 320960107 3,240,900 83,100 X 1 83,100
FIRSTAR CORP COM 33763V109 3,516,188 178,600 X 1 178,600
FIRSTFED FINANCIAL CORP COM 337907109 3,740,850 146,700 X 1 146,700
FLEET BOSTON FINANCIAL CORP COM 339030108 28,059,200 738,400 X 1 738,400
FLORIDA PROGRESS CORP COM 341109106 5,153,869 96,900 X 1 96,900
FORD MOTOR COMPANY -W/I COM 345370860 9,129,602 349,458 X 1 349,458
FOREST OIL CORP COM 346091606 226,953 16,431 X 1 16,431
FOSSIL INC COM 349882100 928,417 71,075 X 1 71,075
FULLER (H.B.) CO COM 359694106 368,556 10,900 X 1 10,900
FURNITURE BRANDS INTL INC COM 360921100 3,582,563 212,300 X 1 212,300
GPU INC COM 36225X100 4,053,463 122,600 X 1 122,600
GALLAGHER (ARTHUR J.) & CO. COM 363576109 3,533,738 55,980 X 1 55,980
GATEWAY INC COM 367626108 3,757,208 72,800 X 1 72,800
GEHL CO COM 368483103 966,000 92,000 X 1 92,000
GENENTECH INC COM 368710406 660,000 8,000 X 1 8,000
GENERAL DYNAMICS CORP COM 369550108 6,898,625 96,400 X 1 96,400
GENERAL ELECTRIC CO COM 369604103 52,757,031 962,500 X 1 962,500
GENERAL MILLS INC COM 370334104 7,990,950 191,400 X 1 191,400
GENERAL MOTORS CORP COM 370442105 2,721,075 43,800 X 1 43,800
GENERAL SEMICONDUCTOR INC COM 370787103 1,040,813 91,000 X 1 91,000
GENTEX CORP COM 371901109 1,311,750 53,000 X 1 53,000
GEORGIA PACIFIC CORP COM 373298108 2,451,000 91,200 X 1 91,200
GLATFELTER (P.H.) CO COM 377316104 1,173,175 112,400 X 1 112,400
GLENAYRE TECHNOLOGIES INC COM 377899109 1,064,250 129,000 X 1 129,000
GOLDEN STATE BANCORP COM 381197102 7,641,563 292,500 X 1 292,500
GOLDEN WEST FINANCIAL CORP COM 381317106 7,787,081 138,900 X 1 138,900
GOLDMAN SACHS GROUP INC COM 38141G104 499,063 5,000 X 1 5,000
GOODYEAR TIRE & RUBBER CO COM 382550101 36,050,950 1,948,700 X 1 1,948,700
W R GRACE & CO COM 38388F108 514,688 135,000 X 1 135,000
GRANITE CONSTRUCTION INC COM 387328107 1,085,875 47,600 X 1 47,600
GRANT PRIDECO INC COM 38821G101 2,450,250 132,000 X 1 132,000
GREATER BAY BANCORP COM 391648102 3,041,338 93,400 X 1 93,400
GREENPOINT FINANCIAL CORP COM 395384100 7,032,900 236,400 X 1 236,400
GRUPO TELEVISA SA-SPONS GDR COM 40049J206 6,089,063 112,500 X 1 112,500
GULF CANADA RES LTD COM 40218L305 637,500 150,000 X 1 150,000
HCA-THE HEALTHCARE CORP COM 404119109 7,735,894 193,700 X 1 193,700
HCA-THE HEALTHCARE CORP COM 404119109 8,387 210 X 210
HS RESOURCES INC COM 404297103 1,920,413 61,700 X 1 61,700
HAIN CELESTIAL GROUP INC COM 405217100 2,377,281 59,900 X 1 59,900
HALL KINION & ASSOCIATES INC COM 406069104 1,602,113 60,600 X 1 60,600
HANDLEMAN CO COM 410252100 722,850 73,200 X 1 73,200
HARLEY DAVIDSON COM 412822108 5,686,125 118,000 X 1 118,000
HARMAN INTERNATIONAL INC NEW COM 413086109 4,195,200 87,400 X 1 87,400
HARRAH'S ENTERTAINMENT INC COM 413619107 5,269,863 184,100 X 1 184,100
HARRIS CORPORATION DEL COM 413875105 1,562,194 49,300 X 1 49,300
HARSCO CORP COM 415864107 855,950 42,400 X 1 42,400
HEALTH MGMT SYSTEMS INC COM 42219M100 266,700 177,800 X 1 177,800
H J HEINZ CO COM 423074103 23,266,925 554,800 X 1 554,800
HERTZ CORP-CL A COM 428040109 2,860,125 87,000 X 1 87,000
HEWLETT-PACKARD CO COM 428236103 6,789,163 146,200 X 1 146,200
HOME DEPOT INC COM 437076102 6,821,950 158,650 X 1 158,650
HONEYWELL INTERNATIONAL INC COM 438516106 9,133,327 169,725 X 1 169,725
HOOPER HOLMES INC COM 439104100 947,102 99,800 X 1 99,800
HORMEL FOODS CORP COM 440452100 2,310,038 137,400 X 1 137,400
HOUSEHOLD INTERNATIONAL INC COM 441815107 719,469 14,300 X 1 14,300
HUDSON UNITED BANCORP COM 444165104 1,997,036 89,253 X 1 89,253
IDEC PHARMACEUTICALS CORP COM 449370105 3,392,963 17,300 X 1 17,300
IMS HEALTH INC COM 449934108 2,159,325 91,400 X 1 91,400
IDACORP INC COM 451107106 3,861,169 78,300 X 1 78,300
IDEXX LABS INC COM 45168D104 1,317,600 54,900 X 1 54,900
ILLINOIS TOOL WORKS INC COM 452308109 502,841 9,050 X 1 9,050
INCO LTD COM 453258402 3,334,500 216,000 X 1 216,000
INDEPENDENCE COMMUNITY BANK COM 453414104 2,289,781 155,900 X 1 155,900
INFINEON TECHNOLOGIES-ADR COM 45662N103 398,738 9,300 X 1 9,300
INFOCUS CORP COM 45665B106 3,150,569 71,300 X 1 71,300
INFONET SERVICES CORPORATION COM 45666T106 117,000 18,000 X 1 18,000
INGERSOLL RAND CO COM 456866102 5,930,525 157,100 X 1 157,100
INTEGRATED DEVICES TECH INC COM 458118106 3,277,388 58,200 X 1 58,200
INTEGRATED DEVICES TECH INC COM 458118106 11,263 200 X 200
INTEL CORP COM 458140100 36,900,000 820,000 X 1 820,000
INTEL CORP COM 458140100 18,000 400 X 400
INTL BUSINESS MACHINES CORP COM 459200101 28,545,300 289,800 X 1 289,800
INTERNATIONAL GAME TECH COM 459902102 5,328,938 145,500 X 1 145,500
INTERNATIONAL PAPER CO COM 460146103 6,105,388 166,700 X 1 166,700
INTERNATIONAL RECTIFIER CORP COM 460254105 2,057,213 46,100 X 1 46,100
INTERPUBLIC GROUP COS INC COM 460690100 2,979,863 69,400 X 1 69,400
INTUIT INC COM 461202103 5,179,181 84,300 X 1 84,300
IOMEGA CORP COM 462030107 2,106,390 429,000 X 1 429,000
ISLE OF CAPRI CASINOS COM 464592104 1,321,100 120,100 X 1 120,100
IVAX CORP COM 465823102 6,909,975 158,850 X 1 158,850
JDS UNIPHASE CORP COM 46612J101 325,500 4,000 X 1 4,000
JDS UNIPHASE CORP COM 46612J101 17,903 220 X 220
JACK IN THE BOX INC COM 466367109 1,612,100 65,800 X 1 65,800
JOHNSON & JOHNSON COM 478160104 9,958,713 108,100 X 1 108,100
JOHNSON CONTROLS INC COM 478366107 6,344,100 106,400 X 1 106,400
K N ENERGY INC 8.25% PREFD PFD CV 482620507 19,710,938 375,000 X 1 375,000
KELLWOOD CO COM 488044108 744,456 38,300 X 1 38,300
KEMET CORP COM 488360108 579,800 20,800 X 1 20,800
KENNAMETAL INC COM 489170100 1,307,188 44,500 X 1 44,500
KIMBERLY CLARK CORP COM 494368103 26,571,600 402,600 X 1 402,600
KINDER MORGAN ENERGY PRTNRS COM 494550106 4,113,500 86,600 X 1 86,600
KINDER MORGAN INC COM 49455P101 9,235,719 239,500 X 1 239,500
KING PHARMACEUTICALS INC COM 495582108 8,220,539 183,443 X 1 183,443
KNIGHT RIDDER INC COM 499040103 5,974,725 118,900 X 1 118,900
KOHLS CORP COM 500255104 758,625 14,000 X 1 14,000
KOREA TELECOM CORP-SP ADR COM 50063P103 3,945,625 107,000 X 1 107,000
KUALA HEALTHCARE INC COM 501157101 44,167 176,666 X 1 176,666
LSI LOGIC CORP COM 502161102 299,163 9,100 X 1 9,100
LAFARGE CORP COM 505862102 1,472,250 78,000 X 1 78,000
LAM RESEARCH CORP COM 512807108 697,500 36,000 X 1 36,000
LATTICE SEMICONDUCTOR CORP COM 518415104 373,600 12,800 X 1 12,800
LEHMAN BROTHERS HLDG INC COM 524908100 18,369,600 284,800 X 1 284,800
LEVEL 3 COMMUNICATIONS COM 52729N100 3,328,588 69,800 X 1 69,800
LEVEL 3 COMMUNICATIONS COM 52729N100 19,075 400 X 400
LIGHTBRIDGE INC COM 532226107 558,956 52,300 X 1 52,300
ELI LILLY & CO COM 532457108 15,229,500 170,400 X 1 170,400
LINEAR TECHNOLOGY CORP COM 535678106 4,138,456 64,100 X 1 64,100
LITTLEFUSE INC COM 537008104 3,355,300 115,700 X 1 115,700
LOCKHEED MARTIN CORP COM 539830109 23,227,215 647,900 X 1 647,900
LOEWS CORP COM 540424108 4,828,781 53,100 X 1 53,100
LONGVIEW FIBRE CO COM 543213102 2,110,513 154,900 X 1 154,900
LUBRIZOL CORP COM 549271104 5,241,869 241,700 X 1 241,700
LYONDELL PETRO COM 552078107 3,106,438 216,100 X 1 216,100
MAF BANCORP INC COM 55261R108 2,671,200 111,300 X 1 111,300
MBNA CORP COM 55262L100 4,188,219 111,500 X 1 111,500
MCN ENERGY GROUP INC COM 55267J100 9,909,100 402,400 X 1 402,400
MDU RESOURCES GROUP COM 552690109 13,411,125 458,500 X 1 458,500
MGIC INV CORP COM 552848103 11,397,313 167,300 X 1 167,300
MKS INSTRUMENTS INC COM 55306N104 633,938 34,500 X 1 34,500
MRV COMMUNICTIONS INC COM 553477100 825,550 20,900 X 1 20,900
MACLEOD-STEDMAN COM 55477D109 4,250 425,000 X 1 425,000
MACROVISION CORP COM 555904101 2,244,550 30,800 X 1 30,800
MANITOWOC INC COM 563571108 1,827,000 67,200 X 1 67,200
MANPOWER COM 56418H100 765,875 22,000 X 1 22,000
MARSH & MCLENNAN CO INC COM 571748102 5,020,800 38,400 X 1 38,400
MATTEL INC COM 577081102 37,438,538 2,893,800 X 1 2,893,800
MCCORMICK & CO COM 579780206 3,067,350 96,800 X 1 96,800
MCDONALDS CORP COM 580135101 37,165,900 1,198,900 X 1 1,198,900
MEDTRONIC INC COM 585055106 488,813 9,000 X 1 9,000
MEDTRONIC INC COM 585055106 16,294 300 X 300
MERCK & CO INC COM 589331107 53,350,925 593,200 X 1 593,200
MERCURY INTERACTIVE CORP COM 589405109 1,309,800 11,800 X 1 11,800
MERCURY INTERACTIVE CORP COM 589405109 11,100 100 X 100
MERRILL LYNCH & CO INC COM 590188108 8,246,000 117,800 X 1 117,800
METRIS COMPANIES INC COM 591598107 1,942,500 60,000 X 1 60,000
METROCALL INC COM 591647102 226,781 177,000 X 1 177,000
METROMEDIA FIBER NETWORK-A COM 591689104 1,966,500 103,500 X 1 103,500
MICHAEL FOODS INC COM 594079105 1,635,106 60,700 X 1 60,700
MICROSOFT CORP COM 594918104 28,865,513 419,100 X 1 419,100
MICROCHIP TECHNOLOGY COM 595017104 3,073,950 97,200 X 1 97,200
MICRON TECHNOLOGY INCORPORATED COM 595112103 903,500 26,000 X 1 26,000
MIDLAND CO COM 597486109 1,342,663 46,100 X 1 46,100
MILACRON INC COM 598709103 1,399,313 87,800 X 1 87,800
MINNESOTA MINING & MFG CO COM 604059105 26,484,913 274,100 X 1 274,100
MONTANA POWER CO COM 612085100 1,607,425 56,900 X 1 56,900
MONY GROUP INC COM 615337102 2,541,525 61,800 X 1 61,800
MOODY'S CORPORATION COM 615369105 11,045,988 419,800 X 1 419,800
J P MORGAN & CO INC COM 616880100 1,555,700 9,400 X 1 9,400
MORGAN STANLEY DEAN WITTER COM 617446448 10,167,563 126,600 X 1 126,600
MOTOROLA INC COM 620076109 4,137,131 165,900 X 1 165,900
MOTOROLA INC COM 620076109 24,938 1,000 X 1,000
DATACRAFT ASIA LTD COM 624683SDL 774,050 113,000 X 1 113,000
MUELLER INDUSTRIES INC COM 624756102 5,466,781 234,500 X 1 234,500
MUSICLAND STORES CORP COM 62758B109 762,125 93,800 X 1 93,800
MYLAN LABORATORIES, INC COM 628530107 4,533,200 161,900 X 1 161,900
NTL INC COM 629407107 1,198,395 27,275 X 1 27,275
NUI CORP COM 629430109 1,528,188 49,000 X 1 49,000
NVR INC COM 62944T105 3,939,540 38,100 X 1 38,100
NABISCO HOLDINGS CORP COM 629526104 2,508,500 46,400 X 1 46,400
NABISCO GROUP HOLDINGS COM 62952P102 4,978,050 172,400 X 1 172,400
NACCO INDUSTRIES INC CL A COM 629579103 1,206,581 31,700 X 1 31,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,579,200 99,200 X 1 99,200
NATIONWIDE FINANCIAL SERV A COM 638612101 12,676,538 260,700 X 1 260,700
NAVISTAR INTERNATIONAL COM 63934E108 4,284,900 129,600 X 1 129,600
NETWORK APPLIANCE INC COM 64120L104 1,142,400 9,600 X 1 9,600
NETWORK APPLIANCE INC COM 64120L104 21,420 180 X 180
NEW YORK TIMES CO CLASS A COM 650111107 4,891,425 133,100 X 1 133,100
NEXTEL COMMUNICATIONS CL A COM 65332V103 4,984,806 129,686 X 1 129,686
NIKE INC CL B COM 654106103 43,764,711 1,095,830 X 1 1,095,830
NOKIA CORP ADR COM 654902204 9,849,600 230,400 X 1 230,400
NOBLE DRILLING CORP COM 655042109 5,968,375 143,600 X 1 143,600
NORTEK INC. COM 656559101 1,219,050 64,800 X 1 64,800
NORTEL NETWORKS CORP COM 656568102 1,982,845 43,579 X 1 43,579
NORTEL NETWORKS CORP COM 656568102 18,200 400 X 400
NORTH FORK BANCORPORATION COM 659424105 7,653,081 379,100 X 1 379,100
NORTHEAST UTILITIES COM 664397106 14,449,950 709,200 X 1 709,200
NORTHROP GRUMMAN CORP COM 666807102 2,973,600 35,400 X 1 35,400
NORTHWEST NATURAL GAS CO COM 667655104 2,667,188 113,800 X 1 113,800
NOVELLUS SYSTEMS INC COM 670008101 7,442,438 181,800 X 1 181,800
NUCOR CORP COM 670346105 2,816,625 81,200 X 1 81,200
OCCIDENTAL PETROLEUM COM 674599105 2,428,725 122,200 X 1 122,200
ODETICS INC-CL A COM 676065204 812,175 54,600 X 1 54,600
OMNICOM GROUP COM 681919106 13,699,125 148,500 X 1 148,500
ONEOK INC COM 682680103 793 20 X 20
ONEOK INC COM 682680103 3,593,988 90,700 X 1 90,700
ORACLE CORP COM 68389X105 20,202,600 612,200 X 1 612,200
ORACLE CORP COM 68389X105 19,800 600 X 600
OSHKOSH TRUCK CORP COM 688239201 1,371,519 33,350 X 1 33,350
OWENS & MINOR INC HLDG CO COM 690732102 1,999,525 132,200 X 1 132,200
P G & E CORP COM 69331C108 50,330,025 1,868,400 X 1 1,868,400
PMC-SIERRA INC COM 69344F106 2,678,100 15,800 X 1 15,800
PMI GROUP INC COM 69344M101 12,292,800 166,400 X 1 166,400
PNC FINANCIAL SERVICES GROUP COM 693475105 1,203,750 18,000 X 1 18,000
PPG INDUSTRIES INC COM 693506107 4,556,213 102,100 X 1 102,100
P P & L RESOURCES INC COM 69351T106 5,865,100 142,400 X 1 142,400
PACCAR INC COM 693718108 3,129,450 74,400 X 1 74,400
PACIFICARE HEALTH SYSTEMS - A COM 695112102 192,050 18,400 X 1 18,400
PARK ELECTROCHEMICAL CORP COM 700416209 5,225,544 79,100 X 1 79,100
PARK PLACE ENTERTAINMENT COM 700690100 2,932,500 230,000 X 1 230,000
PARKER DRILLING CO COM 701081101 2,771,400 461,900 X 1 461,900
PARKER HANNIFIN CORP COM 701094104 4,133,363 99,900 X 1 99,900
PATTERSON DENTAL CO COM 703412106 7,330,883 234,120 X 1 234,120
PATTERSON ENERGY INC COM 703414102 3,999,375 142,200 X 1 142,200
PAYCHEX INC COM 704326107 7,945,774 140,168 X 1 140,168
J C PENNEY CO COM 708160106 2,358,538 201,800 X 1 201,800
PENNZOIL-QUAKER STATE CO COM 709323109 1,096,275 93,300 X 1 93,300
PENTON MEDIA INC COM 709668107 1,143,038 37,400 X 1 37,400
PEOPLES ENERGY CORP COM 711030106 2,578,125 75,000 X 1 75,000
PEPSI BOTTLING GROUP COM 713409100 27,132,150 783,600 X 1 783,600
PEPSICO INC COM 713448108 32,719,531 675,500 X 1 675,500
PETROCHINA CO LTD-ADS COM 71646E100 466,125 22,000 X 1 22,000
PETROLEUM GEO SERVICES ADR COM 716597109 5,666,625 414,000 X 1 414,000
PFIZER INC COM 717081103 26,682,317 617,825 X 1 617,825
PFIZER INC COM 717081103 25,913 600 X 600
PHARMACIA CORPORATION COM 71713U102 2,985,125 54,275 X 1 54,275
PHILIP MORRIS CO INC COM 718154107 102,144,195 2,788,920 X 1 2,788,920
PHILLIPS PETROLEUM CO COM 718507106 59,365,215 961,380 X 1 961,380
PINNACLE WEST CAPITAL CORP COM 723484101 17,770,281 409,100 X 1 409,100
PIONEER NATURAL RESOURCES CO COM 723787107 197,374 15,110 X 1 15,110
PLEXUS CORP COM 729132100 1,349,538 21,400 X 1 21,400
POLYONE CORPORATION COM 73179P106 1,371,038 174,100 X 1 174,100
PORTAL SOFTWARE COM 736126103 1,045,069 29,700 X 1 29,700
POTOMAC ELECTRIC POWER CO COM 737679100 1,992,413 87,100 X 1 87,100
POWERWAVE TECHNOLOGIES INC COM 739363109 1,438,938 29,900 X 1 29,900
PRAXAIR INC COM 74005P104 13,201,400 354,400 X 1 354,400
PRECISION CASTPARTS CORP COM 740189105 1,728,950 45,800 X 1 45,800
PRICE COMMUNICATIONS CORP COM 741437305 10,698,331 494,721 X 1 494,721
PRIDE PETROLEUM INTERNATIONAL COM 741932107 5,637,094 222,700 X 1 222,700
PROCTER & GAMBLE CO COM 742718109 105,816,083 1,481,240 X 1 1,481,240
PROGRESS SOFTWARE CORP COM 743312100 1,152,731 72,900 X 1 72,900
PROTEIN DESIGN LABS INC COM 74369L103 2,890,672 21,400 X 1 21,400
PROVIDENT BANKSHARES CORP COM 743859100 2,456,004 129,690 X 1 129,690
PROVIDIAN FINANCIAL CORP COM 74406A102 540,800 5,200 X 1 5,200
PUBLIC SERVICE CO NEW MEX COM 744499104 36,349,425 1,318,800 X 1 1,318,800
PUBLIC SERVICE ENTER GROUP INC COM 744573106 3,344,900 80,600 X 1 80,600
PUGET SOUND ENERGY INC COM 745332106 2,547,131 103,700 X 1 103,700
QUANEX CORP COM 747620102 1,464,144 73,900 X 1 73,900
QUANTUM CORP-HARD DISK DRIVE COM 747906303 1,374,788 120,200 X 1 120,200
QUEST DIAGNOSTICS COM 74834L100 4,244,625 44,100 X 1 44,100
QWEST COMMUNICATIONS INTL COM 749121109 2,606,689 53,608 X 1 53,608
FALCON DRILLING COMPANY INC COM 74912E101 19,110,000 764,400 X 1 764,400
RGS ENERGY GROUP INC COM 74956K104 3,085,700 104,600 X 1 104,600
RSA SECURITY INC COM 749719100 742,400 12,800 X 1 12,800
RF MICRO DEVICES INC COM 749941100 322,988 16,200 X 1 16,200
RADIAN GROUP INC COM 750236101 14,288,400 201,600 X 1 201,600
RADIOSHACK CORP COM 750438103 6,069,825 101,800 X 1 101,800
RAYMOND JAMES FINANCIAL INC COM 754730109 1,795,444 53,100 X 1 53,100
RAYONIER INC COM 754907103 1,907,163 54,200 X 1 54,200
RAYTHEON CO CLASS B COM 755111408 19,854,049 580,740 X 1 580,740
REHABCARE GROUP INC COM 759148109 6,123,988 141,800 X 1 141,800
RELIANT ENERGY INC COM 75952J108 37,474,569 907,100 X 1 907,100
REMEDY CORP COM 759548100 224,338 13,100 X 1 13,100
RENT-A-CENTER INC COM 76009N100 2,174,469 74,500 X 1 74,500
RICHARDS ELEC LTD COM 763165107 1,157,963 84,600 X 1 84,600
ROBERT HALF INTL INC COM 770323103 1,531,100 50,200 X 1 50,200
ROCKWELL INTERNATIONAL CORP COM 773903109 3,188,244 81,100 X 1 81,100
ROSS STORES COM 778296103 3,779,538 286,600 X 1 286,600
ROYAL DUTCH PETRO-NY SHARES COM 780257804 58,211,250 980,400 X 1 980,400
RUSS BERRIE & CO INC COM 782233100 941,531 41,500 X 1 41,500
SBC COMMUNICATIONS INC COM 78387G103 92,483,331 1,603,178 X 1 1,603,178
SCI SYSTEMS INC COM 783890106 3,108,900 72,300 X 1 72,300
SK TELECOM CO LTD-ADR COM 78440P108 817,038 32,600 X 1 32,600
SPS TECHNOLOGIES, IN COM 784626103 1,378,388 26,700 X 1 26,700
SABRE HOLDINGS CORP COM 785905100 21,189,344 633,700 X 1 633,700
SAFEWAY INC COM 786514208 1,257,813 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 6,242,250 121,800 X 1 121,800
SALTON INC COM 795757103 317,963 13,900 X 1 13,900
SANMINA CORPX COM 800907107 6,561,538 57,400 X 1 57,400
SANMINA CORPX COM 800907107 17,147 150 X 150
SARA LEE CORP COM 803111103 77,943,047 3,614,750 X 1 3,614,750
SCHERING-PLOUGH CORP COM 806605101 13,247,506 256,300 X 1 256,300
SCHLUMBERGER LTD COM 806857108 24,877,650 326,800 X 1 326,800
SCIENTIFIC ATLANTA INC COM 808655104 1,786,219 26,100 X 1 26,100
SCOTTISH POWER PLC-ADR COM 81013T705 3,136,481 103,900 X 1 103,900
SEMTECH CORP COM 816850101 915,900 28,400 X 1 28,400
SENSORMATIC ELECTRONICS CORP COM 817265101 662,400 36,800 X 1 36,800
SERENA SOFTWARE INC COM 817492101 1,536,425 30,200 X 1 30,200
SHERWIN WILLIAMS CO COM 824348106 33,667,675 1,552,400 X 1 1,552,400
SHIRE PHARMACEUTICALS-ADR COM 82481R106 2,056,618 32,710 X 1 32,710
SIERRA PACIFIC RESOURCES COM 826428104 38,251,331 2,225,532 X 1 2,225,532
SILICON VALLEY GROUP INC COM 827066101 3,181,763 96,600 X 1 96,600
SIMON PROPERTY GROUP INC COM 828806109 1,555,181 69,700 X 1 69,700
SKYWEST INC COM 830879102 2,454,300 48,600 X 1 48,600
SONIC CORP COM 835451105 1,558,550 42,700 X 1 42,700
SOUTHERN CO COM 842587107 47,399,500 1,613,600 X 1 1,613,600
SOUTHERN ENERGY INC COM 842816100 3,073,800 112,800 X 1 112,800
SOUTHWESTERN ENERGY COMPANY COM 845467109 1,141,600 142,700 X 1 142,700
SPHERION CORPORATION COM 848420105 1,245,331 104,870 X 1 104,870
SPRINGS INDUSTRIES INC COM 851783100 530,156 22,500 X 1 22,500
SPRINT CORP (FON GROUP) COM 852061100 22,950,000 900,000 X 1 900,000
SPRINT CORP PCS COM 852061506 3,450,313 90,500 X 1 90,500
STATE AUTO FINANCIAL CORP COM 855707105 1,179,900 87,400 X 1 87,400
STATE STREET CORP COM 857477103 2,981,286 23,900 X 1 23,900
STATEN ISLAND BANCORP INC COM 857550107 1,334,494 69,100 X 1 69,100
STURM RUGER & CO INC COM 864159108 1,554,188 184,200 X 1 184,200
SUIZA FOODS CORP COM 865077101 1,810,819 39,100 X 1 39,100
SUN CARRIERS INC COM 86664L109 0 847,600 X 1 847,600
SUN MICROSYSTEMS INC COM 866810104 31,100,438 280,500 X 1 280,500
SUN MICROSYSTEMS INC COM 866810104 14,414 130 X 130
SUNGARD DATA SYSTEMS INC COM 867363103 2,285,288 44,700 X 1 44,700
SUPERIOR INDUSTRIES INTL COM 868168105 2,496,781 73,300 X 1 73,300
SUSQUEHANNA BANCSHARES INC COM 869099101 1,435,100 101,600 X 1 101,600
SYBASE INC COM 871130100 2,286,375 109,200 X 1 109,200
SYMANTEC CORP COM 871503108 2,714,844 69,500 X 1 69,500
SYSCO CORP COM 871829107 16,887,875 323,600 X 1 323,600
TXU CORP COM 873168108 51,464,988 1,388,600 X 1 1,388,600
TARGET CORP COM 87612E106 3,972,475 143,800 X 1 143,800
TEKTRONIX INC COM 879131100 1,425,000 20,000 X 1 20,000
TELCOM SEMICONDUCTOR INC COM 87921P107 275,625 19,600 X 1 19,600
TELENORTE LESTE PATICIP-ADR COM 879246106 2,127,385 96,153 X 1 96,153
TELEFONICA SA-SPON ADR COM 879382208 6,181,410 106,691 X 1 106,691
TELEFONOS DE MEXICO-CL L ADR COM 879403780 14,627,850 271,200 X 1 271,200
TELEPHONE & DATA COM 879433100 6,055,700 57,400 X 1 57,400
TELE1 EUROPE HOLDING AB-ADR COM 87944T201 442,575 56,200 X 1 56,200
TELLABS INC COM 879664100 8,704,106 174,300 X 1 174,300
TELUS CORP -NON VTG SHS COM 87971M202 350,860 13,827 X 1 13,827
TEMPLE INLAND INC COM 879868107 1,731,825 38,700 X 1 38,700
TERADYNE INC COM 880770102 5,274,938 168,798 X 1 168,798
TEREX CORP COM 880779103 1,062,569 86,300 X 1 86,300
TESORO PETROLEUM CORP COM 881609101 1,076,925 103,800 X 1 103,800
TEXACO INC COM 881694103 2,672,578 45,250 X 1 45,250
TEXAS INDUSTRIES INC COM 882491103 1,433,719 61,500 X 1 61,500
TEXAS INSTRUMENTS INC COM 882508104 13,852,306 282,340 X 1 282,340
TEXAS INSTRUMENTS INC COM 882508104 19,625 400 X 400
TIDEWATER INC COM 886423102 3,695,000 80,000 X 1 80,000
TIMBERLAND COMPANY-CL A COM 887100105 1,259,650 24,400 X 1 24,400
TIME WARNER INC COM 887315109 15,485,640 204,000 X 1 204,000
TIMKEN CO COM 887389104 1,387,969 98,700 X 1 98,700
TOLL BROTHERS INC COM 889478103 1,290,250 39,700 X 1 39,700
TOLLGRADE COMMUNICATIONS INC COM 889542106 813,875 8,500 X 1 8,500
TOPPS COMPANY COM 890786106 1,221,025 135,200 X 1 135,200
TORCHMARK INSURANCE COM 891027104 1,928,794 57,900 X 1 57,900
TORO CO COM 891092108 1,589,000 45,400 X 1 45,400
TOSCO CORP COM 891490302 4,568,550 159,600 X 1 159,600
TOWER AUTOMOTIVE INC COM 891707101 894,300 81,300 X 1 81,300
TRICON GLOBAL RESTAURANTS COM 895953107 3,426,000 114,200 X 1 114,200
TRUE NORTH COMMUNICATIONS COM 897844106 1,450,969 38,500 X 1 38,500
TUPPERWARE CORPORATION COM 899896104 4,354,888 254,300 X 1 254,300
TYCO INT'L LTD COM 902124106 15,750,622 277,850 X 1 277,850
TYCO INT'L LTD COM 902124106 17,006 300 X 300
UAL INC COM 902549500 2,803,581 73,900 X 1 73,900
U G I CORP COM 902681105 2,986,550 128,800 X 1 128,800
UNITED ILLUMINATING CO COM 902748102 1,558,856 33,300 X 1 33,300
UMB FINANCIAL CORP COM 902788108 2,151,063 63,500 X 1 63,500
USX-MARATHON GROUP COM 902905827 46,971,844 1,727,700 X 1 1,727,700
USA NETWORKS INC COM 902984103 6,028,182 297,688 X 1 297,688
USG CORP NEW COM 903293405 184,275 10,800 X 1 10,800
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1,722,000 65,600 X 1 65,600
ULTRAMED COM 904006AAA 0 450,000 X 1 450,000
UNION PACIFIC CORP COM 907818108 6,079,688 129,700 X 1 129,700
UNIONBANCAL CORPORATION COM 908906100 275,100 13,100 X 1 13,100
UNISYS CORP COM 909214108 2,314,125 181,500 X 1 181,500
UNITED STATIONERS INC COM 913004107 2,807,838 93,400 X 1 93,400
UNITED TECHNOLOGIES CORP COM 913017109 2,038,525 29,200 X 1 29,200
UNITED HEALTHCARE CORP COM 91324P102 9,810,938 89,700 X 1 89,700
UNIVERSAL HEALTH SERVICES - B COM 913903100 2,440,763 29,100 X 1 29,100
UNIVISION COMMUNICATIONS CL A COM 914906102 3,978,000 104,000 X 1 104,000
USFREIGHTWAYS CORPORATION COM 916906100 3,417,025 132,700 X 1 132,700
UTILICORP UNITED INC COM 918005109 3,429,219 129,100 X 1 129,100
VALASSIS COMM. INC COM 918866104 6,565,650 236,600 X 1 236,600
VARIAN INC COM 922206107 523,813 17,000 X 1 17,000
VECTREN CORPORATION COM 92240G101 1,269,563 54,900 X 1 54,900
VERITAS SOFTWRE COM 923436109 6,994,375 49,600 X 1 49,600
VERITAS SOFTWRE COM 923436109 10,576 75 X 75
VERITAS DGC INC COM 92343P107 3,420,000 114,000 X 1 114,000
VERIZON COMMUNICATIONS COM 92343V104 93,079,281 1,610,020 X 1 1,610,020
VERTEX PHARMACEUTICALS INC COM 92532F100 2,364,978 25,400 X 1 25,400
VIACOM INC CL A COM 925524100 400,750 7,000 X 1 7,000
VIACOM INC CL B COM 925524308 1,165,938 20,500 X 1 20,500
VIAD CORP COM 92552R109 2,116,125 99,000 X 1 99,000
VICAL INC COM 925602104 945,625 44,500 X 1 44,500
VINTAGE PETROLEUM INC COM 927460105 3,794,050 179,600 X 1 179,600
VISHAY INTERTECHNOLOGY COM 928298108 4,752,000 158,400 X 1 158,400
VODAFONE GROUP PLC- ADR COM 92857W100 3,081,525 72,400 X 1 72,400
WPS RESOURCES COM 92931B106 1,113,688 34,600 X 1 34,600
WAL-MART STORES INC COM 931142103 18,925,913 417,100 X 1 417,100
WALTER INDUSTRIES INC COM 93317Q105 857,544 115,300 X 1 115,300
WASHINGTON MUTUAL INC COM 939322103 5,324,000 121,000 X 1 121,000
WASTE MANAGEMENT INC COM 94106L109 12,384,200 619,210 X 1 619,210
WATERS CORPORATION COM 941848103 7,096,613 97,800 X 1 97,800
WATSON PHARMACEUTICALS COM 942683103 4,247,994 67,900 X 1 67,900
WEATHERFORD INTERNATIONAL COM 947074100 4,818,000 132,000 X 1 132,000
WEBSTER FINANCIAL CORP COM 947890109 5,377,125 220,600 X 1 220,600
WELLPOINT HEALTH NETWORKS COM 94973H108 7,273,513 62,200 X 1 62,200
WELLS FARGO & CO COM 949746101 324,188 7,000 X 1 7,000
WESTERN WIRELESS CORP-CL A COM 95988E204 1,078,250 22,700 X 1 22,700
WESTVACO CORP COM 961548104 6,150,300 215,800 X 1 215,800
WEYERHAEUSER CO COM 962166104 3,703,369 78,900 X 1 78,900
WHIRLPOOL CORP COM 963320106 2,248,950 51,700 X 1 51,700
WHITNEY HOLDING CORP COM 966612103 2,681,663 72,600 X 1 72,600
WILLAMETTE IND INC COM 969133107 3,289,913 90,600 X 1 90,600
WILLIAMS COMMUNICATIONS GRP COM 969455104 256,375 14,000 X 1 14,000
WILLIAMS COMPANIES INC COM 969457100 18,888,253 451,737 X 1 451,737
WINNEBAGO INDUSTRIES COM 974637100 478,400 41,600 X 1 41,600
WORLDCOM INC COM 98157D106 26,702,125 1,124,300 X 1 1,124,300
WORTHINGTON INDUSTRIES COM 981811102 1,993,781 208,500 X 1 208,500
XO COMMUNICATIONS INC-A COM 983764101 5,977,731 177,200 X 1 177,200
XILINIX INC COM 983919101 2,318,000 32,000 X 1 32,000
XILINIX INC COM 983919101 13,039 180 X 180
XTRA CORP COM 984138107 1,847,300 40,600 X 1 40,600
YOUNG & RUBICAM INC COM 987425105 392,061 7,000 X 1 7,000
ZALE CORP COM 988858106 1,243,213 36,700 X 1 36,700
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 1,073,406 24,500 X 1 24,500
ACE LIMITED COM G0070K103 392,500 10,000 X 1 10,000
AMDOCS COM G02602103 6,332,181 97,700 X 1 97,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,112,931 42,900 X 1 42,900
TRANSOCEAN SEDCO FOREX INC COM G90078109 7,090,075 133,775 X 1 133,775
TYCOM LTD COM G9144B106 2,917,850 87,100 X 1 87,100
TYCOM LTD COM G9144B106 16,750 500 X 500
XL CAPITAL LTD-CLASS A COM G98255105 33,517,500 436,000 X 1 436,000
CHECK POINT SOFTWARE TECH COM M22465104 3,787,697 23,916 X 1 23,916
CHECK POINT SOFTWARE TECH COM M22465104 14,254 90 X 90
CORE LABORATORIES N.V. COM N22717107 1,030,688 47,800 X 1 47,800
FLEXTRONICS INTL LTD COM Y2573F102 2,964,000 78,000 X 1 78,000
FLEXTRONICS INTL LTD COM Y2573F102 15,200 400 X 400
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