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<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: AMVESCAP PLC
Address: 11 Devonshire Square
London EC2M 4YR
13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael S. Perman
Title: Group Company Secretary
Phone: (44)171 626 3434
Signature, Place and Date of Signing:
Michael S. Perman London August 10, 1999
- ----------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ x ] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
<PAGE> 2
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 717
Form 13F Information Table Value Total: 1,671,929
List of Other Included Managers:
No. 13F File Number Name
<PAGE> 3
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION MANAGERS VOTING AUTHORITY
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER SOLE SHARED NONE
(A) (B) (C) (A) (B) (C)
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORP COMMON 885535104 291 10750 10750 0 10750 0 0
4FRONT TECHNOLOGIES COMMON 351042106 152 15000 15000 0 15000 0 0
99 CENTS ONLY STORES COMMON 65440K106 947 26200 26200 0 26200 0 0
ABACUS DIRECT CORP COMMON 002553105 370 4000 4000 0 4000 0 0
ABBOTT LABS COMMON 002824100 6834 476054 476054 0 476054 0 0
ABERCROMBIE & FITCH CLASS A 002896207 1653 39018 39018 0 39018 0 0
ACCENT COLOR SCIENCE COMMON 004305108 22 30000 30000 0 30000 0 0
ACCLAIM ENTMT INC COMMON 004325205 255 40000 40000 0 40000 0 0
ACCREDO HEALTH INC COMMON 00437V104 763 33300 33300 0 33300 0 0
ACNIELSEN CORP COMMON 004833109 358 22200 22200 0 22200 0 0
ACTEL CORP COMMON 004934105 369 25000 25000 0 25000 0 0
ACTION PERFRM CO INC COMMON 004933107 160 10750 10750 0 10750 0 0
ACTIVISION INC COMMON 004930202 355 25000 25000 0 25000 0 0
ADC TELECOMMUNICATNS COMMON 000886101 889 23100 23100 0 23100 0 0
ADVANCE PARADIGM INC COMMON 007491103 911 15000 15000 0 15000 0 0
ADVANCED ENERGY IND COMMON 007973100 986 25000 25000 0 25000 0 0
ADVANTAGE LEARNING COMMON 00757K100 240 19500 19500 0 19500 0 0
AEROFLEX INC COMMON 007768104 1038 124550 124550 0 124550 0 0
AES CORP COMMON 00130H105 4275 80600 80600 0 80600 0 0
AETNA INC COMMON 008117103 348 3923 3923 0 3923 0 0
AFFILIATED MANAGE GR COMMON 008252108 431 34700 34700 0 34700 0 0
AFLAC INC COMMON 001055102 6594 718054 718054 0 718054 0 0
AHL SVCS INC COMMON 001296102 374 27600 27600 0 27600 0 0
AIR PRODS & CHEMS COMMON 009158106 4328 199700 199700 0 199700 0 0
ALBERTSONS INC COMMON 013104104 1413 43240 43240 0 43240 0 0
ALCOA INC COMMON 013817101 645 10244 10244 0 10244 0 0
ALKERMES INC COMMON 01642T108 160 12800 12800 0 12800 0 0
ALLAIRE CORP COMMON 016714107 624 10000 10000 0 10000 0 0
ALLEGIANCE TELECOM COMMON 01747T102 1250 79090 79090 0 79090 0 0
ALLERGAN INC COMMON 018490102 3576 65900 65900 0 65900 0 0
ALLIEDSIGNAL INC COMMON 019512102 1011 28400 28400 0 28400 0 0
ALLMERICA FINL CORP COMMON 019754100 434 7000 7000 0 7000 0 0
ALLSTATE CORP COMMON 020002101 6343 262366 262366 0 262366 0 0
ALLTEL CORP COMMON 020039103 552 7800 7800 0 7800 0 0
ALPHA INDS INC COMMON 020753109 1342 30150 30150 0 30150 0 0
ALTERA CORP COMMON 021441100 2468 145345 145345 0 145345 0 0
AMAZON COM INC COMMON 023135106 330 6200 6200 0 6200 0 0
AMERICA ONLINE INC COMMON 02364J104 6168 245905 245905 0 245905 0 0
AMERICAN EAGLE OUTFT COMMON 02553E106 227 10400 10400 0 10400 0 0
AMERICAN EXPRESS CO COMMON 025816109 1660 17670 17670 0 17670 0 0
AMERICAN GEN CORP COMMON 026351106 5877 370982 370982 0 370982 0 0
AMERICAN HOME PRODS COMMON 026609107 5295 408228 408228 0 408228 0 0
AMERICAN XTAL TECHNO COMMON 030514103 756 91500 91500 0 91500 0 0
AMERICREDIT CORP COMMON 03060R101 484 30000 30000 0 30000 0 0
AMERITECH CORP COMMON 030954101 10372 296350 296350 0 296350 0 0
AMERN ELEC PWR INC COMMON 025537101 222 5900 5900 0 5900 0 0
AMERN GREETINGS CORP CLASS A 026375105 4530 275800 275800 0 275800 0 0
AMERN INTL GROUP INC COMMON 026874107 8873 470760 470760 0 470760 0 0
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMES DEPT STORES INC COMMON 030789507 239 10400 10400 0 10400 0 0
AMGEN INC COMMON 031162100 23741 504700 504700 0 504700 0 0
AMR CORP COMMON 001765106 288 4132 4132 0 4132 0 0
ANADARKO PETE COMMON 032511107 1524 45870 45870 0 45870 0 0
ANADIGICS INC COMMON 032515108 872 45400 45400 0 45400 0 0
ANALOG DEVICES INC COMMON 032654105 228 4650 4650 0 4650 0 0
ANALYTICAL SURVEYS COMMON 032683302 242 9600 9600 0 9600 0 0
ANAREN MICROWAVE INC COMMON 032744104 344 38900 38900 0 38900 0 0
ANESTA CORP COMMON 034603100 743 40000 40000 0 40000 0 0
ANHEUSER BUSCH COS COMMON 035229103 6780 249998 249998 0 249998 0 0
ANNTAYLOR STORES COMMON 036115103 1028 30000 30000 0 30000 0 0
ANNUITY AND LIFE RE COMMON G03910109 369 22900 22900 0 22900 0 0
ANSWERTHINK CONSLTNG COMMON 036916104 752 35600 35600 0 35600 0 0
ANTEC CORP COMMON 03664P105 403 24900 24900 0 24900 0 0
AON CORPORATION COMMON 037389103 313 7687 7687 0 7687 0 0
APACHE CORP COMMON 037411105 1293 35830 35830 0 35830 0 0
APEX PC SOLUTIONS COMMON 037945102 604 30000 30000 0 30000 0 0
APPLIED MATLS INC COMMON 038222105 760 10500 10500 0 10500 0 0
APPLIED MICRO CRCTS COMMON 03822W109 579 19800 19800 0 19800 0 0
ARCHER-DANIEL MIDLND COMMON 039483102 270 18103 18103 0 18103 0 0
ARM FINL GROUP INC CLASS A 001944107 58 16000 16000 0 16000 0 0
ASE TEST LTD COMMON Y02516105 5381 239809 239809 0 239809 0 0
ASSOCIATES FIRST CAP CLASS A 046008108 841 24774 24774 0 24774 0 0
ASYST TECH CORP COMMON 04648X107 703 25000 25000 0 25000 0 0
AT&T CORP COMMON 001957109 5005 417129 417129 0 417129 0 0
AT&T CORP - LIBERTY GROUP COMMON 001957208 22386 1300369 1300369 0 1300369 0 0
ATLANTIC RICHFIELD COMMON 048825103 5103 113040 113040 0 113040 0 0
AUTOMATIC DATA PROC COMMON 053015103 5164 411640 411640 0 411640 0 0
AUTONATION INC COMMON 05329W102 228 13327 13327 0 13327 0 0
AVERY DENNISON CORP COMMON 053611109 203 5730 5730 0 5730 0 0
AVON PRODS INC COMMON 054303102 32472 1150262 1150262 0 1150262 0 0
BAKER HUGHES INC COMMON 057224107 1610 137321 137321 0 137321 0 0
BANCO SANTIAGO ADS 05965L105 391 42840 42840 0 42840 0 0
BANK NEW YORK INC COMMON 064057102 875 55400 55400 0 55400 0 0
BANK OF AMERN CORP COMMON 060505104 6419 318223 318223 0 318223 0 0
BANK ONE CORPORATION COMMON 06423A103 5775 177980 177980 0 177980 0 0
BANKBOSTON CORP COMMON 06605R106 414 8000 8000 0 8000 0 0
BARR LABS INC COMMON 068306109 1232 43100 43100 0 43100 0 0
BAUSCH & LOMB INC COMMON 071707103 2294 31045 31045 0 31045 0 0
BAXTER INTL INC COMMON 071813109 488 8300 8300 0 8300 0 0
BAY VIEW CAP CORP COMMON 07262L101 785 40000 40000 0 40000 0 0
BB&T CORPORATION COMMON 054937107 320 8900 8900 0 8900 0 0
BECTON DICKINSON COMMON 075887109 213 7190 7190 0 7190 0 0
BELL ATLANTIC CORP COMMON 077853109 3318 234031 234031 0 234031 0 0
BELLSOUTH CORP COMMON 079860102 3439 256030 256030 0 256030 0 0
BEN&JERRYS HOMEMADE CLASS A 081465106 982 35000 35000 0 35000 0 0
BERKSHIRE HATHAWAY CLASS A 084670108 2622 38 38 0 38 0 0
BEST FOODS COMMON 08658U101 4424 213100 213100 0 213100 0 0
BEST SOFTWARE INC COMMON 086579109 489 30000 30000 0 30000 0 0
BIG FLOWER HOLDINGS COMMON 089159107 221 10500 10500 0 10500 0 0
BIOSITE DIAGNOSTICS COMMON 090945106 283 30000 30000 0 30000 0 0
BJ SVCS CO COMMON 055482103 135 11300 11300 0 11300 0 0
BMC SOFTWARE INC COMMON 055921100 986 70365 70365 0 70365 0 0
BOEING CO COMMON 097023105 2556 88634 88634 0 88634 0 0
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOSTON COMMUNICATION COMMON 100582105 520 40000 40000 0 40000 0 0
BOSTON SCIENTIFIC COMMON 101137107 483 11050 11050 0 11050 0 0
BP AMOCO PLC ADR 055622104 628 5600 5600 0 5600 0 0
BRIGHT HORIZON FAM COMMON 109195107 378 20000 20000 0 20000 0 0
BRIO TECHNOLOGY INC COMMON 109704106 260 13000 13000 0 13000 0 0
BRISTOL MYERS SQUIBB COMMON 110122108 56592 2184935 2184935 0 2184935 0 0
BROADCOM CORP CLASS A 111320107 1102 8000 8000 0 8000 0 0
BROOKS AUTOMATION COMMON 11434A100 803 64300 64300 0 64300 0 0
BROWN FORMAN CORP CLASS B 115637209 2340 47480 47480 0 47480 0 0
BUCKLE INC COMMON 118440106 455 16000 16000 0 16000 0 0
BURLINGTN NRTHRN S F COMMON 12189T104 432 13322 13322 0 13322 0 0
BURLINGTON RES INC COMMON 122014103 213 4920 4920 0 4920 0 0
CABOT OIL & GAS CORP CLASS A 127097103 370 20000 20000 0 20000 0 0
CAMBREX CORP COMMON 132011107 539 20000 20000 0 20000 0 0
CAMPBELL SOUP CO COMMON 134429109 539 16300 16300 0 16300 0 0
CAPITAL ONE FINL CO COMMON 14040H105 319 5730 5730 0 5730 0 0
CAPITAL SR LIVING COMMON 140475104 662 66600 66600 0 66600 0 0
CARDINAL HEALTH INC COMMON 14149Y108 678 17999 17999 0 17999 0 0
CARNIVAL CORP COMMON 143658102 846 44900 44900 0 44900 0 0
CAROLINA PWR & LT CO COMMON 144141108 223 5200 5200 0 5200 0 0
CASE CORP COMMON 14743R103 1122 25310 25310 0 25310 0 0
CASELLA WASTE SYS CLASS A 147448104 261 10000 10000 0 10000 0 0
CATERPILLAR INC COMMON 149123101 3365 69926 69926 0 69926 0 0
CAVANAUGHS HOSP CORP COMMON 149564106 106 12500 12500 0 12500 0 0
CBS CORP COMMON 12490K107 7062 545225 545225 0 545225 0 0
CENDANT CORP COMMON 151313103 2069 224870 224870 0 224870 0 0
CENTEX CORP COMMON 152312104 1924 75500 75500 0 75500 0 0
CERNER CORP COMMON 156782104 570 30000 30000 0 30000 0 0
CHAMPSHP AUTO RCG TM COMMON 158711101 521 24700 24700 0 24700 0 0
CHANCELLOR MEDIA CLASS A 158915108 320 5900 5900 0 5900 0 0
CHASE MANHATTAN CORP COMMON 16161A108 7545 140596 140596 0 140596 0 0
CHECKFREE HLDGS COMMON 162816102 315 10500 10500 0 10500 0 0
CHEVRON CORPORATION COMMON 166751107 1755 22200 22200 0 22200 0 0
CHICOS FAS INC COMMON 168615102 421 17000 17000 0 17000 0 0
CHILDRENS PL RETL ST COMMON 168905107 830 33300 33300 0 33300 0 0
CHIREX INC COMMON 170038103 1045 68400 68400 0 68400 0 0
CHUBB CORP COMMON 171232101 3842 66400 66400 0 66400 0 0
CIGNA CORP COMMON 125509109 498 5600 5600 0 5600 0 0
CINERGY CORP COMMON 172474108 2244 79180 79180 0 79180 0 0
CIRCUIT CITY STORE COMMON 172737108 285 3000 3000 0 3000 0 0
CISCO SYSTEMS INC COMMON 17275R102 43106 1728134 1728134 0 1728134 0 0
CITADEL COMMUN GROUP COMMON 172853202 237 13800 13800 0 13800 0 0
CITIGROUP INC COMMON 172967101 48004 2582763 2582763 0 2582763 0 0
CITRIX SYS INC COMMON 177376100 352 6000 6000 0 6000 0 0
CITY NATL CORP COMMON 178566105 445 19100 19100 0 19100 0 0
CLARK/BARDES HLDGS COMMON 180668105 238 12200 12200 0 12200 0 0
CLEAR CHANNEL COMMUN COMMON 184502102 3521 130205 130205 0 130205 0 0
CLOROX CO COMMON 189054109 1340 16159 16159 0 16159 0 0
CMGI INC COMMON 125750109 2622 23400 23400 0 23400 0 0
COASTAL CORP COMMON 190441105 237 5800 5800 0 5800 0 0
COCA COLA CO COMMON 191216100 4476 243154 243154 0 243154 0 0
COCA COLA ENTERPRISE COMMON 191219104 367 11600 11600 0 11600 0 0
COLGATE PALMOLIVE CO COMMON 194162103 786 16870 16870 0 16870 0 0
COLORADO MEDTECH COMMON 19652U104 1175 50000 50000 0 50000 0 0
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLUMBIA HEALTHCARE COMMON 197679103 3466 122700 122700 0 122700 0 0
COLUMBIA/HCA HEALTH COMMON 197677107 2787 261206 261206 0 261206 0 0
COMAIR HLDGS INC COMMON 199789108 2580 123600 123600 0 123600 0 0
COMCAST CORP CLASS A 200300200 1433 60360 60360 0 60360 0 0
COMERICA INC COMMON 200340107 299 4950 4950 0 4950 0 0
COMFORT SYS USA INC COMMON 199908104 495 39400 39400 0 39400 0 0
COMP BRASIL DE DISTR ADS 20440T201 1048 115100 115100 0 115100 0 0
COMPAQ COMPUTER CORP COMMON 204493100 27036 2919235 2919235 0 2919235 0 0
COMPASS PLASTIC&TECH COMMON 203915103 113 150000 150000 0 150000 0 0
COMPUTER ASSOC INTL COMMON 204912109 815 15050 15050 0 15050 0 0
COMPUTER NETWK TECHN COMMON 204925101 770 35000 35000 0 35000 0 0
COMPUTER SCIENCES COMMON 205363104 312 4500 4500 0 4500 0 0
COMPUWARE CORP COMMON 205638109 1955 121400 121400 0 121400 0 0
COMVERSE TECHNOLOGY COMMON 205862402 1558 28750 28750 0 28750 0 0
CONAGRA INC COMMON 205887102 399 14600 14600 0 14600 0 0
CONCENTRIC NETWORK COMMON 20589R107 2322 64400 64400 0 64400 0 0
CONCORD COMMUNICATN COMMON 206186108 280 8000 8000 0 8000 0 0
CONMED CORP COMMON 207410101 146 11400 11400 0 11400 0 0
CONSECO INC COMMON 208464107 1871 69150 69150 0 69150 0 0
CONSOLDTD EDISON INC COMMON 209115104 329 7200 7200 0 7200 0 0
COOPER TIRE & RUBBER COMMON 216831107 2093 106300 106300 0 106300 0 0
COPART INC COMMON 217204106 668 30000 30000 0 30000 0 0
COPPER MTN NTWKS INC COMMON 217510106 1088 30600 30600 0 30600 0 0
CORNELL CORRECTIONS COMMON 219141108 231 22200 22200 0 22200 0 0
CORNING INCORPORATED COMMON 219350105 502 7174 7174 0 7174 0 0
CORRECTIONAL PPTYS COMMON 22025E104 227 24600 24600 0 24600 0 0
COST PLUS INC CALIF COMMON 221485105 298 14000 14000 0 14000 0 0
COSTCO COMPANIES INC COMMON 22160Q102 535 6551 6551 0 6551 0 0
COVAD COMMUN GRP COMMON 222814204 1013 49400 49400 0 49400 0 0
COX COMMUNICATIONS CLASS A 224044107 560 14800 14800 0 14800 0 0
COX RADIO INC CLASS A 224051102 500 15400 15400 0 15400 0 0
CREDICORP LTD COMMON G2519Y108 1139 447973 447973 0 447973 0 0
CREE RESH INC COMMON 225447101 1888 29900 29900 0 29900 0 0
CRITICAL PATH INC COMMON 22674V100 317 7550 7550 0 7550 0 0
CROWN CASTLE INTL COMMON 228227104 1124 52600 52600 0 52600 0 0
CSK AUTO CORP COMMON 125965103 399 29600 29600 0 29600 0 0
CSX CORP COMMON 126408103 312 6600 6600 0 6600 0 0
CVS CORP COMMON 126650100 34313 1757865 1757865 0 1757865 0 0
CYMER INC COMMON 232572107 276 20500 20500 0 20500 0 0
D&K HEALTHCARE RES COMMON 232861104 818 35000 35000 0 35000 0 0
DAIMLERCHRYSLER AG ORDINARY D1668R123 1130 12700 12700 0 12700 0 0
DANA CORP COMMON 235811106 218 4716 4716 0 4716 0 0
DATA PROCESSING RES COMMON 237823109 290 12200 12200 0 12200 0 0
DAYTON HUDSON CORP COMMON 239753106 6568 339470 339470 0 339470 0 0
DEERE & CO COMMON 244199105 285 7253 7253 0 7253 0 0
DELL COMPUTER CORP COMMON 247025109 4101 390211 390211 0 390211 0 0
DELPHI AUTOMOT SYS COMMON 247126105 250 21114 21114 0 21114 0 0
DELTA AIR LINES INC COMMON 247361108 224 3779 3779 0 3779 0 0
DELUXE CORPORATION COMMON 248019101 3036 153300 153300 0 153300 0 0
DIGITAL MICROWAVE COMMON 253859102 370 51900 51900 0 51900 0 0
DII GROUP INC COMMON 232949107 212 13200 13200 0 13200 0 0
DISNEY WALT CO COMMON 254687106 3437 214376 214376 0 214376 0 0
DOLLAR GEN CORP COMMON 256669102 566 26325 26325 0 26325 0 0
DOMINION RES INC VA COMMON 257470104 1782 45950 45950 0 45950 0 0
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DOVER CORP COMMON 260003108 611 32700 32700 0 32700 0 0
DOW CHEM CO COMMON 260543103 827 6370 6370 0 6370 0 0
DRIL-QUIP INC COMMON 262037104 675 30000 30000 0 30000 0 0
DTE ENERGY CO COMMON 233331107 3684 106200 106200 0 106200 0 0
DU PONT E I DE NEMOU COMMON 263534109 2196 31490 31490 0 31490 0 0
DUKE ENERGY CORP COMMON 264399106 3909 257698 257698 0 257698 0 0
DUN & BRADSTREET CO COMMON 26483B106 3407 210766 210766 0 210766 0 0
DYCOM INDUSTRIES INC COMMON 267475101 276 17450 17450 0 17450 0 0
EAGLE USA AIRFREIGHT COMMON 270018104 276 12200 12200 0 12200 0 0
EASTMAN KODAK CO COMMON 277461109 620 11893 11893 0 11893 0 0
EBAY INC COMMON 278642103 1362 13975 13975 0 13975 0 0
ECHOSTAR COMMNCTNS CLASS A 278762109 4918 47315 47315 0 47315 0 0
ECLIPSYS CORP COMMON 278856109 89 10400 10400 0 10400 0 0
EDISON INTL COMMON 281020107 255 9420 9420 0 9420 0 0
ELECTRONIC DATA SYS COMMON 285661104 4158 90200 90200 0 90200 0 0
EMC CORP MASS COMMON 268648102 3336 245380 245380 0 245380 0 0
EMERSON ELEC CO COMMON 291011104 2961 142370 142370 0 142370 0 0
EMULEX CORP COMMON 292475209 2143 20300 20300 0 20300 0 0
ENCORE MED CORP COMMON 29256E109 154 52349 52349 0 52349 0 0
ENERGY EAST CORP COMMON 29266M109 700 26400 26400 0 26400 0 0
ENRON CORP COMMON 293561106 4624 87500 87500 0 87500 0 0
ENTERGY CORP COMMON 29364G103 1894 67000 67000 0 67000 0 0
ENTERGY CORP COMMON 29364F105 2438 106400 106400 0 106400 0 0
ENTRUST TECHNOLOGIES COMMON 293848107 418 29100 29100 0 29100 0 0
EQUITABLE COS INC COMMON 29444G107 412 6200 6200 0 6200 0 0
EQUITY OFFICE PPTYS COMMON 294741103 1496 116242 116242 0 116242 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 971 35600 35600 0 35600 0 0
ETOYS INC COMMON 297862104 404 23100 23100 0 23100 0 0
EURONET SVCS INC COMMON 298736109 335 492400 492400 0 492400 0 0
EVERGREEN RES INC COMMON 299900308 613 44100 44100 0 44100 0 0
EXCEL SWITCHING CORP COMMON 30067V108 351 25100 25100 0 25100 0 0
EXODUS COMMUNICAT COMMON 302088109 2246 19200 19200 0 19200 0 0
EXXON CORP COMMON 302290101 5648 492330 492330 0 492330 0 0
FANNIE MAE COMMON 313586109 26713 1181127 1181127 0 1181127 0 0
FDX CORP COMMON 31304N107 1188 30180 30180 0 30180 0 0
FEDERATED DEPT STORE COMMON 31410H101 2407 152499 152499 0 152499 0 0
FIFTH THIRD BANCORP COMMON 316773100 511 7822 7822 0 7822 0 0
FINISH LINE INC CLASS A 317923100 224 20000 20000 0 20000 0 0
FIRST DATA CORP COMMON 319963104 10099 354800 354800 0 354800 0 0
FIRST FED FINL CORP COMMON 337907109 362 37200 37200 0 37200 0 0
FIRST TENN NATL CORP COMMON 337162101 3173 123190 123190 0 123190 0 0
FIRST UNION CORP COMMON 337358105 3945 462720 462720 0 462720 0 0
FIRSTAR CORPORATION COMMON 33763V109 563 19119 19119 0 19119 0 0
FLEET FINL GROUP INC COMMON 338915101 694 15534 15534 0 15534 0 0
FOOTSTAR INC COMMON 344912100 239 12100 12100 0 12100 0 0
FORD MOTOR CO COMMON 345370100 4896 233580 233580 0 233580 0 0
FORT JAMES CORP COMMON 347471104 242 6430 6430 0 6430 0 0
FORTUNE BRANDS INC COMMON 349631101 208 4860 4860 0 4860 0 0
FOSSIL INC COMMON 349882100 1246 25000 25000 0 25000 0 0
FPL GROUP INC COMMON 302571104 300 5500 5500 0 5500 0 0
FRANKLIN RES INC COMMON 354613101 318 7600 7600 0 7600 0 0
FREDDIE MAC COMMON 313400301 1140 19850 19850 0 19850 0 0
FRONTIER CORP COMMON 35906P105 2358 45000 45000 0 45000 0 0
GALILEO TECHNOLOGY COMMON M47298100 374 17100 17100 0 17100 0 0
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GANNETT INC DEL COMMON 364730101 4455 81968 81968 0 81968 0 0
GAP INC COMMON 364760108 7763 280574 280574 0 280574 0 0
GARDEN RIDGE CORP COMMON 36541P104 241 50000 50000 0 50000 0 0
GATX CORP COMMON 361448103 306 8000 8000 0 8000 0 0
GENERAL DYNAMIC CORP COMMON 369550108 248 3540 3540 0 3540 0 0
GENERAL ELEC CO COMMON 369604103 10206 537495 537495 0 537495 0 0
GENERAL INSTR CORP COMMON 370120107 223 4850 4850 0 4850 0 0
GENERAL MILLS INC COMMON 370334104 330 4100 4100 0 4100 0 0
GENERAL MTRS CORP COMMON 370442105 1225 29010 29010 0 29010 0 0
GENERAL SIGNAL CORP COMMON 370838104 472 14027 14027 0 14027 0 0
GENESIS MICROCHIP COMMON 371933102 416 18300 18300 0 18300 0 0
GENESYS TELECOM LABS COMMON 371931106 469 35500 35500 0 35500 0 0
GENTEX CORP COMMON 371901109 205 15400 15400 0 15400 0 0
GEORGIA PAC CORP COMMON 373298108 645 18200 18200 0 18200 0 0
GIBRALTAR STL CORP COMMON 37476F103 251 10000 10000 0 10000 0 0
GILLETTE CO COM COMMON 375766102 23678 1034761 1034761 0 1034761 0 0
GLOBAL MARINE INC COMMON 379352404 245 37200 37200 0 37200 0 0
GLOBAL TELESYSTEMS COMMON 37936U104 3519 47400 47400 0 47400 0 0
GOLDMAN SACHS GROUP COMMON 38141G104 2436 54600 54600 0 54600 0 0
GOODYEAR TIRE & RUBR COMMON 382550101 279 4800 4800 0 4800 0 0
GPU INC COMMON 36225X100 673 24510 24510 0 24510 0 0
GRADALL INDUSTRIES COMMON 38411P107 400 20000 20000 0 20000 0 0
GREENPOINT FINL COMMON 395384100 1886 59530 59530 0 59530 0 0
GREY ADVERTISING INC COMMON 397838103 328 1000 1000 0 1000 0 0
GTE CORP COMMON 362320103 2965 67231 67231 0 67231 0 0
GUIDANT CORP COMMON 401698105 12436 375219 375219 0 375219 0 0
GYMBOREE CORP COMMON 403777105 509 50000 50000 0 50000 0 0
HAIN FOOD GROUP COMMON 405219106 424 20000 20000 0 20000 0 0
HALLIBURTON COMMON 406216101 534 15900 15900 0 15900 0 0
HARKEN ENERGY CORP COMMON 412552101 206 166430 166430 0 166430 0 0
HARLEY DAVIDSON INC COMMON 412822108 246 4420 4420 0 4420 0 0
HARRAHS ENTMT INC COMMON 413619107 1227 114220 114220 0 114220 0 0
HARTE HANKS INC COMMON 416196103 519 40000 40000 0 40000 0 0
HARTFORD FINL SVCS COMMON 416515104 360 6100 6100 0 6100 0 0
HASBRO INC COMMON 418056107 623 28425 28425 0 28425 0 0
HAWK CORP CLASS A 420089104 91 10300 10300 0 10300 0 0
HCC INS HLDGS INC COMMON 404132102 337 27400 27400 0 27400 0 0
HEALTH MGMT ASSOC CLASS A 421933102 10519 900000 900000 0 900000 0 0
HEALTHCARE FINL PART COMMON 42219W108 449 23100 23100 0 23100 0 0
HEALTHSOUTH CORP COMMON 421924101 183 12400 12400 0 12400 0 0
HEINZ H J CO COMMON 423074103 525 20150 20150 0 20150 0 0
HENRY JACK & ASSOC COMMON 426281101 288 14580 14580 0 14580 0 0
HEWLETT PACKARD CO COMMON 428236103 5508 158470 158470 0 158470 0 0
HIBBETT SPORTING GDS COMMON 428565105 614 35500 35500 0 35500 0 0
HILTON HOTELS CORP COMMON 432848109 209 32900 32900 0 32900 0 0
HOLLYWOOD ENTMT CORP COMMON 436141105 570 30000 30000 0 30000 0 0
HOME DEPOT INC COMMON 437076102 5848 554670 554670 0 554670 0 0
HONEYWELL INC COMMON 438506107 454 3900 3900 0 3900 0 0
HOOPER HOLMES INC COMMON 439104100 506 24400 24400 0 24400 0 0
HORIZON ORGANIC HLDG COMMON 44043T103 245 17000 17000 0 17000 0 0
HOUSEHOLD INTL INC COMMON 441815107 5645 550864 550864 0 550864 0 0
HUB GROUP INC CLASS A 443320106 575 25000 25000 0 25000 0 0
HUDSON UNITED BANCOR COMMON 444165104 221 13400 13400 0 13400 0 0
HUNTINGTON BANCSHARE COMMON 446150104 218 5976 5976 0 5976 0 0
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IBM COMMON 459200101 11004 460210 460210 0 460210 0 0
IDEC PHARMACEUTICALS COMMON 449370105 230 7000 7000 0 7000 0 0
IDX SYSTEMS CORP COMMON 449491109 1131 50000 50000 0 50000 0 0
ILLINOIS TOOL WORKS COMMON 452308109 598 7400 7400 0 7400 0 0
IMS HEALTH INC COMMON 449934108 293 12522 12522 0 12522 0 0
INFOCURE CORP COMMON 45665A108 1363 30000 30000 0 30000 0 0
INFORMATION HLDGS COMMON 456727106 401 21995 21995 0 21995 0 0
INGERSOLL RAND CO COMMON 456866102 1211 25037 25037 0 25037 0 0
INSIGHT ENTERPRISES COMMON 45765U103 961 59575 59575 0 59575 0 0
INSPIRE INS SOLUTION COMMON 457732105 302 39900 39900 0 39900 0 0
INTEGRATED ELCTRCAL COMMON 45811E103 105 22500 22500 0 22500 0 0
INTEL CORP COMMON 458140100 44528 1890811 1890811 0 1890811 0 0
INTERMEDIA COMMUN COMMON 458801107 557 18000 18000 0 18000 0 0
INTERNATIONAL PAPER COMMON 460146103 593 11910 11910 0 11910 0 0
INTERPUBLIC GROUP COMMON 460690100 334 3900 3900 0 3900 0 0
INTERTAPE POLYMER COMMON 460919103 14156 658400 658400 0 658400 0 0
INTERVOICE INC COMMON 461142101 189 26600 26600 0 26600 0 0
INTIMATE BRANDS INC CLASS A 461156101 648 13650 13650 0 13650 0 0
INTRANET SOLUTIONS COMMON 460939309 150 32500 32500 0 32500 0 0
IRON MTN INC DEL COMMON 46284P104 862 41900 41900 0 41900 0 0
ISS GROUP INC COMMON 450306105 252 15200 15200 0 15200 0 0
ITT EDUCATIONAL SVCS COMMON 45068B109 282 10200 10200 0 10200 0 0
IVEX PACKAGING CORP COMMON 465855104 142 10000 10000 0 10000 0 0
J JILL GROUP INC COMMON 466189107 367 50900 50900 0 50900 0 0
JOHNSON & JOHNSON COMMON 478160104 6821 182373 182373 0 182373 0 0
JONES INTERCABLE INC CLASS A 480206200 483 9700 9700 0 9700 0 0
JONES PHARMA INC COMMON 480236108 833 28300 28300 0 28300 0 0
K MART CORP COMMON 482584109 232 13776 13776 0 13776 0 0
KAUFMAN & BROAD HOME COMMON 486168107 2020 80000 80000 0 80000 0 0
KELLOGG CO COMMON 487836108 366 21500 21500 0 21500 0 0
KESTREL ENERGY ICC COMMON 492545108 30 20000 20000 0 20000 0 0
KEYCORP COMMON 493267108 419 13000 13000 0 13000 0 0
KIMBERLY CLARK CORP COMMON 494368103 2838 89904 89904 0 89904 0 0
KINAM GOLD INC PREFERRED 494482201 268 8000 8000 0 8000 0 0
KNIGHT/TRIMARK GROUP CLASS A 499067106 1858 55300 55300 0 55300 0 0
KOHLS CORP COMMON 500255104 354 4580 4580 0 4580 0 0
KROGER CO COMMON 501044101 690 24578 24578 0 24578 0 0
KRONOS INC COMMON 501052104 284 11325 11325 0 11325 0 0
K-SWISS INC CLASS A 482686102 855 20000 20000 0 20000 0 0
KTI INC COMMON 482689205 218 15000 15000 0 15000 0 0
KULICKE & SOFFA INDS COMMON 501242101 441 16000 16000 0 16000 0 0
LAMAR ADVERTISING CO CLASS A 512815101 484 18200 18200 0 18200 0 0
LASON INC COMMON 51808R107 1004 26100 26100 0 26100 0 0
LATTICE SEMICONDUCTR COMMON 518415104 4204 68500 68500 0 68500 0 0
LAUNCH MEDIA INC COMMON 518567102 242 28000 28000 0 28000 0 0
LECROY CORP COMMON 52324W109 469 36200 36200 0 36200 0 0
LEGATO SYS INC COMMON 524651106 240 8700 8700 0 8700 0 0
LEVEL 3 COMMUNICTN COMMON 52729N100 918 23056 23056 0 23056 0 0
LEVEL ONE COMMUNICTN COMMON 527295109 682 13100 13100 0 13100 0 0
LIFEPOINT HOSPITALS COMMON 53219L109 87 17335 17335 0 17335 0 0
LILLY ELI & CO COMMON 532457108 5923 512820 512820 0 512820 0 0
LINCOLN NATL CORP COMMON 534187109 290 5400 5400 0 5400 0 0
LINEAR TECHNOLOGY COMMON 535678106 294 4200 4200 0 4200 0 0
LINENS N THINGS INC COMMON 535679104 228 10000 10000 0 10000 0 0
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIZ CLAIBORNE INC COMMON 539320101 5171 141900 141900 0 141900 0 0
LOCKHEED MARTIN CORP COMMON 539830109 2555 189084 189084 0 189084 0 0
LOEWS CORP COMMON 540424108 274 3460 3460 0 3460 0 0
LOUIS DREYFUS NAT COMMON 546011107 530 53700 53700 0 53700 0 0
LOWES CO COMMON 548661107 6720 161020 161020 0 161020 0 0
LUCENT TECHNOLOGIES COMMON 549463107 5808 332084 332084 0 332084 0 0
MACKENZIE FINANCIAL COMMON 554531103 8522 718600 718600 0 718600 0 0
MACROMEDIA INC COMMON 556100105 370 10000 10000 0 10000 0 0
MAGYAR TAVKOZLESI RT ADR 559776109 13419 4428438 4428438 0 4428438 0 0
MAKER COMMUNCTN INC COMMON 560875106 257 14900 14900 0 14900 0 0
MARRIOTT INTL INC CLASS A 571903202 725 26800 26800 0 26800 0 0
MARSH & MCLENNAN COS COMMON 571748102 911 31038 31038 0 31038 0 0
MARSHALL & ILSLEY COMMON 571834100 201 3030 3030 0 3030 0 0
MARTIN MARIETTA MATL COMMON 573284106 3854 95300 95300 0 95300 0 0
MASCO CORP COMMON 574599106 310 10314 10314 0 10314 0 0
MATTEL INC COMMON 577081102 2188 119883 119883 0 119883 0 0
MAVERICK TUBE CORP COMMON 577914104 398 30000 30000 0 30000 0 0
MAXIM INTEGRATED PRO COMMON 57772K101 2773 99795 99795 0 99795 0 0
MAY DEPT STORES CO COMMON 577778103 376 9050 9050 0 9050 0 0
MAYTAG CORP COMMON 578592107 2392 50800 50800 0 50800 0 0
MBIA INC COMMON 55262C100 204 5100 5100 0 5100 0 0
MBNA CORP COMMON 55262L100 708 23368 23368 0 23368 0 0
MCDONALDS CORP COMMON 580135101 5253 226120 226120 0 226120 0 0
MCGRAW HILL COS INC COMMON 580645109 3276 98180 98180 0 98180 0 0
MCI WORLDCOM INC COMMON 55268B106 16011 1207792 1207792 0 1207792 0 0
MCKESSON HBOC INC COMMON 58155Q103 263 7936 7936 0 7936 0 0
MCLEODUSA INC COMMON 582266102 1022 18000 18000 0 18000 0 0
MEDIA ARTS GROUP INC COMMON 58439C102 69 15000 15000 0 15000 0 0
MEDIA GEN INC CLASS A 584404107 401 9000 9000 0 9000 0 0
MEDIAONE GROUP INC COMMON 58440J104 5090 276974 276974 0 276974 0 0
MEDICAL ASSURANCE COMMON 58449U100 524 18350 18350 0 18350 0 0
MEDICAL MANAGER CORP COMMON 58461C103 981 26700 26700 0 26700 0 0
MEDICIS CLASS A 584690309 1113 25000 25000 0 25000 0 0
MEDQUIST INC COMMON 584949101 252 10500 10500 0 10500 0 0
MEDTRONIC INC COMMON 585055106 5949 92938 92938 0 92938 0 0
MELITA INTL CORP COMMON 585493109 291 40900 40900 0 40900 0 0
MELLON BANK CORP COMMON 585509102 1708 62288 62288 0 62288 0 0
MENS WEARHOUSE INC COMMON 587118100 428 30250 30250 0 30250 0 0
MERCANTILE BANCORP COMMON 587342106 275 4600 4600 0 4600 0 0
MERCK & CO INC COMMON 589331107 6095 534099 534099 0 534099 0 0
MERCURY INTERACTIVE COMMON 589405109 301 15700 15700 0 15700 0 0
MERRILL LYNCH & CO COMMON 590188108 795 10100 10100 0 10100 0 0
MESABA HLDGS INC COMMON 59066B102 503 35000 35000 0 35000 0 0
METALCLAD CORP CLASS A 591142104 7 37315 37315 0 37315 0 0
METRIS COS INC COMMON 591598107 5207 159600 159600 0 159600 0 0
METRO INFORMATN SVCS COMMON 59162P104 216 22700 22700 0 22700 0 0
METROMEDIA FIBR NTWK CLASS A 591689104 3337 95600 95600 0 95600 0 0
METTLER TOLEDO INTL COMMON 592688105 251 23700 23700 0 23700 0 0
METZLER GROUP INC COMMON 592903108 241 28810 28810 0 28810 0 0
MGIC INVT CORP COMMON 552848103 3181 73240 73240 0 73240 0 0
MICROMUSE INC COMMON 595094103 644 20600 20600 0 20600 0 0
MICRON TECHNOLOGY COMMON 595112103 312 7240 7240 0 7240 0 0
MICROSOFT CORP COMMON 594918104 13035 770077 770077 0 770077 0 0
MIDAMERICAN ENERGY COMMON 59562V107 421 12000 12000 0 12000 0 0
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MILLENNIUM CHEMICALS COMMON 599903101 695 28852 28852 0 28852 0 0
MINNESOTA MNG & MFG COMMON 604059105 2668 60040 60040 0 60040 0 0
MINNTECH CORP COMMON 604258103 248 17000 17000 0 17000 0 0
MOBIL CORP COMMON 607059102 6119 145540 145540 0 145540 0 0
MONSANTO CO COMMON 611662107 22225 801290 801290 0 801290 0 0
MONTANA POWER CO COMMON 612085100 1351 28300 28300 0 28300 0 0
MOOG INC CLASS A 615394202 698 32600 32600 0 32600 0 0
MORGAN J P & CO INC COMMON 616880100 673 4801 4801 0 4801 0 0
MORGAN STAN DN WT&CO COMMON 617446448 1634 33659 33659 0 33659 0 0
MOTOROLA INC COMMON 620076109 1668 27568 27568 0 27568 0 0
MYLAN LABS INC COMMON 628530107 3429 273800 273800 0 273800 0 0
NABISCO GROUP HLDG COMMON 62952P102 206 11533 11533 0 11533 0 0
NABORS INDS INC COMMON 629568106 345 34100 34100 0 34100 0 0
NALCO CHEM CO COMMON 629853102 209 5825 5825 0 5825 0 0
NATIONAL CITY CORP COMMON 635405103 2118 50800 50800 0 50800 0 0
NATIONAL EQUIP SVCS COMMON 635847106 152 34100 34100 0 34100 0 0
NCO GROUP INC COMMON 628858102 313 15500 15500 0 15500 0 0
NEON SYS INC COMMON 640509105 608 18000 18000 0 18000 0 0
NET PERCEPTIONS INC COMMON 64107U101 473 44000 44000 0 44000 0 0
NETGRAVITY INC COMMON 641114103 202 19590 19590 0 19590 0 0
NETOPIA INC COMMON 64114K104 175 14400 14400 0 14400 0 0
NEWELL RUBBERMAID IN COMMON 651229106 384 8316 8316 0 8316 0 0
NEWFIELD EXPL CO COMMON 651290108 345 31250 31250 0 31250 0 0
NEXTEL COMM INC CLASS A 65332V103 4910 106300 106300 0 106300 0 0
NEXTLINK COMMUN INC CLASS A 65333H707 3200 42100 42100 0 42100 0 0
NIKE INC CLASS B 654106103 1406 33200 33200 0 33200 0 0
NOODLE KIDOODLE INC COMMON 655370104 289 55000 55000 0 55000 0 0
NORFOLK SOUTHERN COMMON 655844108 3096 220300 220300 0 220300 0 0
NORTEL INVERSORA S A ADS 656567401 1269 292000 292000 0 292000 0 0
NORTHERN TR CORP COMMON 665859104 313 3190 3190 0 3190 0 0
NOVELL INC COMMON 670006105 278 10330 10330 0 10330 0 0
NTL INC COMMON 629407107 2479 62581 62581 0 62581 0 0
NUCOR CORP COMMON 670346105 2441 107680 107680 0 107680 0 0
O REILLY AUTOMOTIVE COMMON 686091109 281 12600 12600 0 12600 0 0
OCCIDENTAL PETE CORP COMMON 674599105 206 9590 9590 0 9590 0 0
OCEAN ENERGY INC COMMON 67481E106 156 41400 41400 0 41400 0 0
OEC MEDICAL SYSTEMS COMMON 670828102 237 10000 10000 0 10000 0 0
OFFICE DEPOT INC COMMON 676220106 592 37665 37665 0 37665 0 0
OHIO CASUALTY CORP COMMON 677240103 334 9000 9000 0 9000 0 0
OLD REP INTL CORP COMMON 680223104 1824 115250 115250 0 115250 0 0
OM GROUP INC COMMON 670872100 700 20000 20000 0 20000 0 0
OMNICOM GROUP INC COMMON 681919106 1008 21495 21495 0 21495 0 0
ONEMAIN COM INC COMMON 68267P109 196 14300 14300 0 14300 0 0
OPTICAL COATING LAB COMMON 683829105 1226 15000 15000 0 15000 0 0
ORACLE CORP COMMON 68389X105 6795 422475 422475 0 422475 0 0
ORTHODONTIC CTRS COMMON 68750P103 283 20000 20000 0 20000 0 0
OSTEOTECH INC COMMON 688582105 583 19750 19750 0 19750 0 0
OXIGENE INC COMMON 691828107 2025 357500 357500 0 357500 0 0
P F CHANGS CHINA BI COMMON 69333Y108 257 22800 22800 0 22800 0 0
PACIFIC INTERNET LTD COMMON Y66183107 732 15400 15400 0 15400 0 0
PACIFICARE HEALTH COMMON 695112102 456 12880 12880 0 12880 0 0
PAPA JOHNS INTL COMMON 698813102 269 15800 15800 0 15800 0 0
PAREXEL INTL CORP COMMON 699462107 308 24000 24000 0 24000 0 0
PARK PL ENTMT CORP COMMON 700690100 143 45500 45500 0 45500 0 0
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAYCHEX INC COMMON 704326107 226 7057 7057 0 7057 0 0
PECO ENERGY CO COMMON 693304107 218 5200 5200 0 5200 0 0
PENNEY J C INC COMMON 708160106 386 12854 12854 0 12854 0 0
PENTAIR CORP COMMON 709631105 205 9000 9000 0 9000 0 0
PEPSICO INC COMMON 713448108 1558 110810 110810 0 110810 0 0
PEREGRINE SYSTEMS COMMON 71366Q101 292 22500 22500 0 22500 0 0
PERFORMANCE FOOD GRP COMMON 713755106 115 10200 10200 0 10200 0 0
PERVASIVE SOFTWARE COMMON 715710109 1225 50000 50000 0 50000 0 0
PFIZER INC COMMON 717081103 4826 719893 719893 0 719893 0 0
PG&E CORP COMMON 69331C108 700 32050 32050 0 32050 0 0
PHARMACEUTICAL PROD COMMON 717124101 204 27500 27500 0 27500 0 0
PHARMACIA & UPJOHN COMMON 716941109 813 14100 14100 0 14100 0 0
PHELPS DODGE CORP COMMON 717265102 2849 48400 48400 0 48400 0 0
PHILIP MORRIS CO INC COMMON 718154107 5132 634639 634639 0 634639 0 0
PHILLIPS PETE CO COMMON 718507106 394 7890 7890 0 7890 0 0
PHOTRONICS INC COMMON 719405102 651 39900 39900 0 39900 0 0
PHYSICIAN RELIANCE COMMON 71940G108 452 38300 38300 0 38300 0 0
PINNACLE SYS INC COMMON 723481107 1330 40000 40000 0 40000 0 0
PINNACLE WEST CAP COMMON 723484101 844 23000 23000 0 23000 0 0
PIONEER HI BRED INTL COMMON 723686101 205 5300 5300 0 5300 0 0
PITNEY BOWES INC COMMON 724479100 5180 99500 99500 0 99500 0 0
PITTWAY CORP DEL CLASS A 725790208 289 8600 8600 0 8600 0 0
PJ AMER INC COMMON 72585Q104 838 35000 35000 0 35000 0 0
PLAYTEX PRODS INC COMMON 72813P100 267 34900 34900 0 34900 0 0
PLEXUS CORP COMMON 729132100 455 15000 15000 0 15000 0 0
PMC-SIERRA INC COMMON 69344F106 1056 16400 16400 0 16400 0 0
PNC BANK CORP COMMON 693475105 469 8100 8100 0 8100 0 0
POLO RALPH LAUREN CLASS A 731572103 202 10700 10700 0 10700 0 0
POLYCOM INC COMMON 73172K104 300 7500 7500 0 7500 0 0
POWER INTEGRATIONS COMMON 739276103 380 8500 8500 0 8500 0 0
POWERWAVE TECHNOLOG COMMON 739363109 643 32500 32500 0 32500 0 0
PPG INDUSTRIES INC COMMON 693506107 282 4700 4700 0 4700 0 0
PRAXAIR INC COMMON 74005P104 205 4300 4300 0 4300 0 0
PRECISION CASTPARTS COMMON 740189105 1910 61500 61500 0 61500 0 0
PRIDE INTL INC COMMON 741932107 87 19800 19800 0 19800 0 0
PRIMEX TECHNOLOGIES COMMON 741597108 5387 255000 255000 0 255000 0 0
PRIORITY HEALTHCARE CLASS B 74264T102 744 49350 49350 0 49350 0 0
PROBUSINESS SRVS INC COMMON 742674104 347 18700 18700 0 18700 0 0
PROCTER & GAMBLE CO COMMON 742718109 4303 258094 258094 0 258094 0 0
PROFESSIONAL DETLNG COMMON 74312N107 555 20000 20000 0 20000 0 0
PROFIT RECVRY GRP I COMMON 743168106 280 10430 10430 0 10430 0 0
PROGRESSVE CORP OHIO COMMON 743315103 312 2200 2200 0 2200 0 0
PROSPERITY BANCSHARE COMMON 743606105 219 15000 15000 0 15000 0 0
PROVANT INC COMMON 743724106 731 90100 90100 0 90100 0 0
PROVIDIAN FINL CORP COMMON 74406A102 6555 95849 95849 0 95849 0 0
PROVINCE HEALTHCARE COMMON 743977100 374 37100 37100 0 37100 0 0
PROXIM INC COMMON 744284100 821 28600 28600 0 28600 0 0
PSINET INC COMMON 74437C101 1265 34900 34900 0 34900 0 0
PUBLIC SVC ENTERPR COMMON 744573106 240 5900 5900 0 5900 0 0
PUBLICKER INDS INC COMMON 744635103 175 21500 21500 0 21500 0 0
QIAGEN NV ORDINARY N72482107 5863 171500 171500 0 171500 0 0
QLOGIC CORP COMMON 747277101 625 11050 11050 0 11050 0 0
QRS CORP COMMON 74726X105 215 6600 6600 0 6600 0 0
QUAKER OATS CO COMMON 747402105 260 5790 5790 0 5790 0 0
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUALCOMM INC COMMON 747525103 2138 15300 15300 0 15300 0 0
QUIKSILVER INC COMMON 74838C106 548 35550 35550 0 35550 0 0
QUINTILES TRANSNAT COMMON 748767100 1560 69500 69500 0 69500 0 0
QUORUM HEALTH GROUP COMMON 749084109 3304 267000 267000 0 267000 0 0
QWEST COMMUNCTN INTL COMMON 749121109 1212 36300 36300 0 36300 0 0
RADISYS CORP COMMON 750459109 790 20000 20000 0 20000 0 0
RALSTON-RALSTON PUR COMMON 751277302 5645 569370 569370 0 569370 0 0
RAYTHEON COMPANY CLASS A 755111309 209 2951 2951 0 2951 0 0
RAYTHEON COMPANY CLASS B 755111408 5920 319780 319780 0 319780 0 0
RCN CORP COMMON 749361101 957 27100 27100 0 27100 0 0
REGIONS FINL CORP COMMON 758940100 237 6100 6100 0 6100 0 0
REINSURANCE GRP AMER COMMON 759351208 479 19900 19900 0 19900 0 0
RELIANT ENERGY INC COMMON 75952J108 251 9017 9017 0 9017 0 0
REMEC INC COMMON 759543101 168 22200 22200 0 22200 0 0
RENT A CTR INC NEW COMMON 76009N100 631 33800 33800 0 33800 0 0
RENT WAY INC COMMON 76009U104 428 24300 24300 0 24300 0 0
RENTAL SERVICE CORP COMMON 76009V102 378 41500 41500 0 41500 0 0
REPUBLIC N Y CORP COMMON 760719104 211 3060 3060 0 3060 0 0
RESMED INC COMMON 761152107 680 23200 23200 0 23200 0 0
REXALL SUNDOWN INC COMMON 761648104 72 13800 13800 0 13800 0 0
RF MICRODEVICES INC COMMON 749941100 360 5000 5000 0 5000 0 0
ROBERTS PHARMACEUTIC COMMON 770491108 317 24200 24200 0 24200 0 0
ROCKWELL INTL CORP COMMON 773903109 350 5639 5639 0 5639 0 0
ROHM & HAAS CO COMMON 775371107 256 5809 5809 0 5809 0 0
ROYAL DUTCH PETROL ORDINARY 780257804 3996 204740 204740 0 204740 0 0
RUSSELL CORP COMMON 782352108 1615 88300 88300 0 88300 0 0
SAFEWAY INC COMMON 786514208 7454 579740 579740 0 579740 0 0
SANDISK CORP COMMON 80004C101 232 11700 11700 0 11700 0 0
SARA LEE CORP COMMON 803111103 4521 379630 379630 0 379630 0 0
SAWTEK INC COMMON 805468105 908 37400 37400 0 37400 0 0
SBC COMMUNICATIONS COMMON 78387G103 4966 293918 293918 0 293918 0 0
SCANSOURCE INC COMMON 806037107 915 40000 40000 0 40000 0 0
SCHERING PLOUGH CORP COMMON 806605101 11597 460368 460368 0 460368 0 0
SCHLUMBERGER LTD COMMON 806857108 936 15130 15130 0 15130 0 0
SCHWAB CHARLES CORP COMMON 808513105 5576 139045 139045 0 139045 0 0
SCM MICROSYSTEMS COMMON 784018103 17447 377000 377000 0 377000 0 0
SDL INC COMMON 784076101 418 12486 12486 0 12486 0 0
SEAGATE TECHNOLOGY COMMON 811804103 1708 71130 71130 0 71130 0 0
SEARS ROEBUCK & CO COMMON 812387108 498 10520 10520 0 10520 0 0
SERVICE CORP INTL COMMON 817565104 1453 133800 133800 0 133800 0 0
SFX ENTMT INC CLASS A 784178105 324 15075 15075 0 15075 0 0
SHERWIN WILLIAMS CO COMMON 824348106 6149 367005 367005 0 367005 0 0
SK TELECOM CO LTD ADS 78440P108 665 36450 36450 0 36450 0 0
SLI INC COMMON 78442T108 681 25000 25000 0 25000 0 0
SLM HOLDING CORP COMMON 78442A109 201 4350 4350 0 4350 0 0
SMURFIT-STONE CONTNR COMMON 832727101 1523 101107 101107 0 101107 0 0
SNAP-ON INC COMMON 833034101 215 11000 11000 0 11000 0 0
SOLECTRON CORP COMMON 834182107 459 6940 6940 0 6940 0 0
SONIC CORP COMMON 835451105 763 25000 25000 0 25000 0 0
SONY CORP ADR 835699307 1635 16390 16390 0 16390 0 0
SOUTHDOWN INC COMMON 841297104 3309 75300 75300 0 75300 0 0
SOUTHERN CO COMMON 842587107 3478 199080 199080 0 199080 0 0
SOUTHWEST AIRLS CO COMMON 844741108 312 9791 9791 0 9791 0 0
SOUTHWEST BANCORP COMMON 84476R109 491 27250 27250 0 27250 0 0
</TABLE>
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOUTHWEST SECS GRP COMMON 845224104 1013 15000 15000 0 15000 0 0
SPARTECH CORP COMMON 847220209 480 25500 25500 0 25500 0 0
SPRINT CORP(FON GRP) COMMON 852061100 1326 45856 45856 0 45856 0 0
SPRINT CORP(PCS GRP) COMMON 852061506 651 11244 11244 0 11244 0 0
SPYGLASS INC COMMON 852192103 239 12000 12000 0 12000 0 0
ST PAUL COS INC COMMON 792860108 2348 232226 232226 0 232226 0 0
ST. PAUL BANCORP COMMON 792848103 408 16000 16000 0 16000 0 0
STAPLES INC COMMON 855030102 423 13384 13384 0 13384 0 0
STATE STREET CORP COMMON 857477103 6106 219300 219300 0 219300 0 0
STEIN MART INC COMMON 858375108 323 35000 35000 0 35000 0 0
STET HELLAS COMMUN ADR 859823106 7971 1032082 1032082 0 1032082 0 0
STEWART ENTERPRISES CLASS A 860370105 12110 865000 865000 0 865000 0 0
STILLWATER MNG CO COMMON 86074Q102 579 17800 17800 0 17800 0 0
STONE ENERGY CORP COMMON 861642106 632 15000 15000 0 15000 0 0
SUN MICROSYSTEM INC COMMON 866810104 1473 35200 35200 0 35200 0 0
SUNGLASS HUT INTL COMMON 86736F106 2569 150000 150000 0 150000 0 0
SUNRISE ASSISTED LVG COMMON 86768K106 251 14100 14100 0 14100 0 0
SUNTRUST BANKS INC COMMON 867914103 1936 39162 39162 0 39162 0 0
SUPERIOR CONSULTANT COMMON 868146101 390 15000 15000 0 15000 0 0
SUPERVALU INC COMMON 868536103 391 18200 18200 0 18200 0 0
SYKES ENTERPRISES IN COMMON 871237103 397 27600 27600 0 27600 0 0
SYLVAN LEARNING SYS COMMON 871399101 297 21000 21000 0 21000 0 0
SYMBOL TECHNOLOGIES COMMON 871508107 976 25875 25875 0 25875 0 0
SYNCOR INTL CORP COMMON 87157J106 358 10000 10000 0 10000 0 0
SYSCO CORP COMMON 871829107 5976 679440 679440 0 679440 0 0
TACO CABANA INC COMMON 873425102 759 75000 75000 0 75000 0 0
TAIWAN FUND COMMON 874036106 1105 52000 52000 0 52000 0 0
TANDY CORP COMMON 875382103 2525 67600 67600 0 67600 0 0
TASTY BAKING CO COMMON 876553306 288 23750 23750 0 23750 0 0
TECHNE CORP COMMON 878377100 510 20000 20000 0 20000 0 0
TEKELEC COMMON 879101103 1182 99000 99000 0 99000 0 0
TELE CENTRO PAR SA ADS 879239101 443 19200 19200 0 19200 0 0
TELEBANC FINL CORP COMMON 87925R109 11684 348000 348000 0 348000 0 0
TELEFONICA DE ARGE ADR 2887245 0 76035 76035 0 76035 0 0
TELEKOMUNIKASI INDON ADR 69365L107 66 12769 12769 0 12769 0 0
TELLABS INC COMMON 879664100 3022 166860 166860 0 166860 0 0
TELOS CORP MD PREFERRED 87969B200 84 26772 26772 0 26772 0 0
TENET HEALTHCARE COMMON 88033G100 1512 91700 91700 0 91700 0 0
TETRA TECH INC COMMON 88162G103 750 40000 40000 0 40000 0 0
TEVA PHARMACEUTICAL ADR 881624209 396 16500 16500 0 16500 0 0
TEXACO INC COMMON 881694103 1555 57710 57710 0 57710 0 0
TEXAS INSTRS INC COMMON 882508104 13400 461095 461095 0 461095 0 0
TEXAS UTILS CO COMMON 882848104 5181 607745 607745 0 607745 0 0
TEXTRON INC COMMON 883203101 5706 79400 79400 0 79400 0 0
THE LIMITED INC COMMON 532716107 5445 290148 290148 0 290148 0 0
THQ INC COMMON 872443403 1291 45000 45000 0 45000 0 0
TIME WARNER INC COMMON 887315109 2354 74860 74860 0 74860 0 0
TJX COMPANIES INC COMMON 872540109 321 9453 9453 0 9453 0 0
TORCHMARK CORP COMMON 891027104 1570 53100 53100 0 53100 0 0
TOWER AUTOMOTIVE INC COMMON 891707101 470 24700 24700 0 24700 0 0
TOWNE SERVICES INC COMMON 892148107 157 28500 28500 0 28500 0 0
TRANSACTION SYS ARCH CLASS A 893416107 969 25000 25000 0 25000 0 0
TRANSAMERICA CORP COMMON 893485102 272 3570 3570 0 3570 0 0
TRANSWITCH CORP COMMON 894065101 312 15800 15800 0 15800 0 0
</TABLE>
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRIAD HOSPITALS INC COMMON 89579K109 80 17335 17335 0 17335 0 0
TRIBUNE CO COMMON 896047107 328 3700 3700 0 3700 0 0
TRICON GLOBAL RESTAU COMMON 895953107 237 4389 4389 0 4389 0 0
TSI INTL SOFTWARE COMMON 872879101 361 24500 24500 0 24500 0 0
TUBOS DE ACERO DE ME ADR 898592506 2346 503400 503400 0 503400 0 0
TUESDAY MORNING COR COMMON 899035505 267 29300 29300 0 29300 0 0
TV GUIDE INC CLASS A 87307Q109 212 6000 6000 0 6000 0 0
TYCO INTL LTD COMMON 902124106 9867 366393 366393 0 366393 0 0
TYSON FOODS INC CLASS A 902494103 987 45700 45700 0 45700 0 0
U S BIOSCIENCE INC COMMON 911646206 83 21000 21000 0 21000 0 0
U S G CORP COMMON 903293405 6591 158800 158800 0 158800 0 0
U S LIQUIDS INC COMMON 902974104 413 20000 20000 0 20000 0 0
U S TR CORP COMMON 91288L105 323 6300 6300 0 6300 0 0
UNICOM CORPORATION COMMON 904911104 3527 200900 200900 0 200900 0 0
UNIFI INC COMMON 904677101 1486 79700 79700 0 79700 0 0
UNION CARBIDE CORP COMMON 905581104 220 4200 4200 0 4200 0 0
UNION PAC CORP COMMON 907818108 400 6753 6753 0 6753 0 0
UNIPHASE CORP COMMON 909149106 2587 15400 15400 0 15400 0 0
UNISYS CORPORATION COMMON 909214108 989 31170 31170 0 31170 0 0
UNIT CORP COMMON 909218109 459 107000 107000 0 107000 0 0
UNITED HEALTHCARE COMMON 910581107 457 12500 12500 0 12500 0 0
UNITED RENTAL INC COMMON 911363109 140 12100 12100 0 12100 0 0
UNITED TECHNOLOGIES COMMON 913017109 3445 109404 109404 0 109404 0 0
UNITRODE CORP COMMON 913283107 491 31700 31700 0 31700 0 0
UNIVERSAL HEALTH SVC CLASS B 913903100 10446 229300 229300 0 229300 0 0
UNOCAL CORP COMMON 915289102 1615 46400 46400 0 46400 0 0
UNUM CORP COMMON 903192102 1730 43800 43800 0 43800 0 0
US BANCORP DEL COMMON 902973106 653 19611 19611 0 19611 0 0
US WEST INC COMMON 91273H101 830 20131 20131 0 20131 0 0
USWEB CORP COMMON 917327108 337 18750 18750 0 18750 0 0
USX MARATHON GROUP COMMON 902905827 289 8930 8930 0 8930 0 0
UTI ENERGY CORP COMMON 903387108 660 40000 40000 0 40000 0 0
V F CORP COMMON 918204108 5052 147700 147700 0 147700 0 0
VALASSIS COMMUNICTNS COMMON 918866104 485 12700 12700 0 12700 0 0
VARIAN INC COMMON 922206107 1917 142000 142000 0 142000 0 0
VARIAN SEMICONDUC EQ COMMON 922207105 2030 123000 123000 0 123000 0 0
VENTAS INC COMMON 92276F100 1488 280000 280000 0 280000 0 0
VERIO INC COMMON 923433106 1452 21000 21000 0 21000 0 0
VERITAS SOFTWARE COMMON 923436109 817 8700 8700 0 8700 0 0
VI TECHNOLOGIES INC COMMON 917920100 22 10600 10600 0 10600 0 0
VIACOM INC CLASS B 925524308 653 22542 22542 0 22542 0 0
VIATEL INC COMMON 925529208 1152 35200 35200 0 35200 0 0
VISUAL NETWORKS INC COMMON 928444108 718 61800 61800 0 61800 0 0
VISX INC DEL COMMON 92844S105 26181 570400 570400 0 570400 0 0
VITESSE SEMICONDCTOR COMMON 928497106 776 11000 11000 0 11000 0 0
VOICESTREAM WIRELES COMMON 928615103 907 30500 30500 0 30500 0 0
VULCAN MATLS CO COMMON 929160109 1538 59995 59995 0 59995 0 0
WACHOVIA CORP COMMON 929771103 5122 78728 78728 0 78728 0 0
WADDELL & REED FINL CLASS B 930059209 303 12122 12122 0 12122 0 0
WAL MART STORES INC COMMON 931142103 5944 427085 427085 0 427085 0 0
WALGREEN CO COMMON 931422109 5316 418280 418280 0 418280 0 0
WARNER LAMBERT CO COMMON 934488107 46912 1996339 1996339 0 1996339 0 0
WARNER-LAMBERT COMMON 934488107 1094 43100 43100 0 43100 0 0
WASHINGTON MUT INC COMMON 939322103 573 16388 16388 0 16388 0 0
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASTE CONNECTIONS I COMMON 941053100 655 37700 37700 0 37700 0 0
WASTE MGMT INC COMMON 94106L109 4933 354520 354520 0 354520 0 0
WATERS CORP COMMON 941848103 12936 485800 485800 0 485800 0 0
WATSON PHARMACEUTCLS COMMON 942683103 19216 515000 515000 0 515000 0 0
WELLS FARGO & CO COMMON 949746101 2005 45960 45960 0 45960 0 0
WET SEAL INC CLASS A 961840105 544 19000 19000 0 19000 0 0
WEYERHAEUSER CO COMMON 962166104 367 5500 5500 0 5500 0 0
WILD OATS MARKETS COMMON 96808B107 1052 79000 79000 0 79000 0 0
WILLIAMS COS INC COMMON 969457100 560 12670 12670 0 12670 0 0
WINSTAR COMMUNCTN COMMON 975515107 3273 64500 64500 0 64500 0 0
WIZTEC SOLUTIONS LTD COMMON M98105105 600 25000 25000 0 25000 0 0
WRIGLEY WM JR CO COMMON 982526105 378 6750 6750 0 6750 0 0
XEROX CORP COMMON 984121103 6858 488860 488860 0 488860 0 0
XILINX INC COMMON 983919101 239 4080 4080 0 4080 0 0
XIRCOM INC COMMON 983922105 266 15400 15400 0 15400 0 0
XOMED SURGICAL PRODS COMMON 98412V107 715 15250 15250 0 15250 0 0
YAHOO INC COMMON 984332106 1033 23090 23090 0 23090 0 0
YORK INTL CORP COMMON 986670107 2625 61500 61500 0 61500 0 0
YOUNG & RUBICAM INC COMMON 987425105 1114 30700 30700 0 30700 0 0
ZOLL MED CORP COMMON 989922109 300 25000 25000 0 25000 0 0
ZOMAX OPTICAL MEDIA COMMON 989929104 1439 35000 35000 0 35000 0 0
REPORT TOTALS 1671929 84082709 84082709 84082709 0 0
</TABLE>
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