UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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: First Quadrant, L.P.
Address: 800 E. Colorado Blvd.
Suite 900
Pasadena, CA 91101
13F File Number: 028-05582
The institutional 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: Kevin W. Brennan
Title: Controller - Portfolio Accounting
Phone: 626-683-4123
Signature, Place and Date of Signing:
Kevin W. Brennan Pasadena, CA August 12, 1999
Report Type (Check only one):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Report for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 1191
Form 13F Information Table Value Total: $6,222,254,000
List of Other Included Managers:
No. 13F File Number Name
01 28-2437 Strategic Investment Mgmt.
02 pending Affiliated Managers Group
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
A D C TELECOMMUNICATN COM 000886101 87 1200 SH DEFINED 02 1200 0 0
A H BELO CORPORATION CLASS A COM 080555105 1716 90000 SH DEFINED 02 90000 0 0
ABBOTT LABS COM 002824100 14500 399300 SH DEFINED 01 162300 0 237000
ABERCROMBIE AND FITCH CO COM 002896207 8158 305700 SH DEFINED 01 305700 0 0
AC NEILSON CORP COM 004833109 2315 94000 SH DEFINED 01 94000 0 0
ACKERLEY GROUP INC. COM 004527107 508 28000 SH DEFINED 02 28000 0 0
ACTION PERFORMANCE COMPANIES COM 004933107 552 48000 SH DEFINED 02 48000 0 0
ACTIVISION INC NEW COM NEW COM 004930202 475 31000 SH DEFINED 02 31000 0 0
ACTUATE CORPORATION COM 00508B102 2444 57000 SH DEFINED 02 57000 0 0
ACUSON CORP COM 005113105 2050 163200 SH DEFINED 02 163200 0 0
ADAPTEC INC COM 00651F108 2793 56000 SH DEFINED 02 56000 0 0
ADFORCE INC COM 006867105 1428 20000 SH DEFINED 02 20000 0 0
ADOBE SYS INC COM 00724F101 5434 80800 SH DEFINED 01 41800 0 39000
ADVANCED MICRO DEVICES COM 007903107 104 3600 SH DEFINED 02 3600 0 0
ADVANTAGE LEARNING SYS INC COM 00757K100 503 45000 SH DEFINED 02 45000 0 0
ADVENT SOFTWARE INC COM COM 007974108 2642 41000 SH DEFINED 02 41000 0 0
AEGON NV COM 007924103 31203 326729 SH DEFINED 01 270729 0 56000
AETNA INC COM 008117103 40029 717200 SH DEFINED 01 498200 0 219000
AFFILIATED COMPUTER SERVICES COM 008190100 13188 286700 SH DEFINED 01 286700 0 0
AFFYMETRIX INC COM 00826T108 1358 8000 SH DEFINED 02 8000 0 0
AGL RES INC COM 001204106 496 29200 SH DEFINED 02 29200 0 0
AGRIBRANDS INTL INC COM 00849R105 1426 31000 SH DEFINED 02 31000 0 0
AIR PRODS & CHEMS INC COM 009158106 4397 131000 SH DEFINED 01 77000 0 54000
AIRGAS INC COM 009363102 2073 218200 SH DEFINED 02 218200 0 0
AK STL HLDG CORP COM 001547108 2131 112900 SH DEFINED 01 112900 0 0
AKZO NOBEL NV COM 010199305 219 4400 SH DEFINED 02 4400 0 0
ALBERTSONS INC COM 013104104 8501 263600 SH DEFINED 01 220600 0 43000
ALCAN ALUMINUM LTD NEW COM 013716105 1494 36100 SH DEFINED 01 4100 0 32000
ALCOA INC COM 013817101 614 7400 SH DEFINED 02 7400 0 0
ALEXANDER & BALDWIN COM 014482103 388 17000 SH DEFINED 02 17000 0 0
ALLAIRE CORP COM 016714107 146 1000 SH DEFINED 02 1000 0 0
ALLEGHANY CORP DEL COM COM 017175100 186 1000 SH DEFINED 02 1000 0 0
ALLEGIANCE TELECOM INC COM 01747T102 923 10000 SH DEFINED 02 10000 0 0
ALLERGAN INC COM 018490102 1194 24000 SH DEFINED 02 24000 0 0
ALLIED WASTE INDUSTRIES INC COM 019589308 1163 132000 SH DEFINED 01 132000 0 0
ALLMERICA FINANCIAL CORP COM 019754100 250 4500 SH DEFINED 02 4500 0 0
ALLSTATE CORP COM 020002101 10580 439700 SH DEFINED 01 311700 0 128000
ALLTEL CORP COM 020039103 3804 46000 SH DEFINED 02 46000 0 0
ALLTRISTA CORP COM 020040101 2 100 SH DEFINED 02 100 0 0
ALPHARMA INC COM 020813101 1445 47000 SH DEFINED 02 47000 0 0
ALTERA CORP COM 021441100 1383 27900 SH DEFINED 02 27900 0 0
ALZA CORP DEL COM 022615108 1316 38000 SH DEFINED 02 38000 0 0
AMAZON COM INC COM 023135106 2512 33000 SH DEFINED 02 33000 0 0
AMBAC INC COM 023139108 4018 77000 SH DEFINED 01 77000 0 0
AMCAST INDL CORP COM 023395106 802 49000 SH DEFINED 02 49000 0 0
AMDOCS LTD COM G02602103 513 14866 SH DEFINED 02 14866 0 0
AMERADA HESS CORP COM 023551104 40 700 SH DEFINED 02 700 0 0
AMEREN CORP COM 023608102 66 2000 SH DEFINED 02 2000 0 0
AMERICA ONLINE INC COM 02364J104 61186 806400 SH DEFINED 01 522400 0 284000
AMERICAN ANNUITY GROUP COM COM 023840101 41 2300 SH DEFINED 02 2300 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 1350 30000 SH DEFINED 02 30000 0 0
AMERICAN ELEC PWR INC COM 025537101 292 9100 SH DEFINED 01 9100 0 0
AMERICAN EXPRESS CO COM 025816109 8562 51500 SH DEFINED 01 14500 0 37000
AMERICAN FAMILY CORP COM 001055102 1604 34000 SH DEFINED 01 31000 0 3000
AMERICAN FINANCIAL GROUP INC COM 025932104 797 30200 SH DEFINED 02 30200 0 0
AMERICAN GENERAL CORP COM 026351106 402 5300 SH DEFINED 02 5300 0 0
AMERICAN GREETINGS CORP COM 026375105 7199 304700 SH DEFINED 01 304700 0 0
AMERICAN HOME PRODS CP COM 026609107 14432 367700 SH DEFINED 01 192700 0 175000
AMERICAN INTL GROUP COM 026874107 26782 247697 SH DEFINED 01 111697 0 136000
AMERICAN MGMT SYS INC COM COM 027352103 784 25000 SH DEFINED 02 25000 0 0
AMERICAN NATL INS CO COM 028591105 1479 23200 SH DEFINED 02 23200 0 0
AMERICAN STANDARD COMPANIES COM 029712106 2248 49000 SH DEFINED 02 49000 0 0
AMERICAN WATER WORKS INC COM 030411102 871 41000 SH DEFINED 02 41000 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 1273 73000 SH DEFINED 02 73000 0 0
AMERN PWR CONVERSION COM 029066107 1543 58500 SH DEFINED 01 58500 0 0
AMERUS LIFE HOLDINGS A COM 030732101 2484 108000 SH DEFINED 02 108000 0 0
AMFM INC COM 001693100 141 1800 SH DEFINED 02 1800 0 0
AMGEN INC COM 031162100 30608 509600 SH DEFINED 01 320600 0 189000
AMR CORP COM 001765106 469 7000 SH DEFINED 01 1000 0 6000
AMSOUTH BANCORPORATION COM 032165102 168 8700 SH DEFINED 02 8700 0 0
ANALOG DEVICES INC COM 032654105 1414 15200 SH DEFINED 01 15200 0 0
ANCHOR GAMING COM 033037102 391 9000 SH DEFINED 02 9000 0 0
ANDRX CORP COM COM 034551101 7422 175400 SH DEFINED 01 175400 0 0
ANHEUSER BUSCH COS INC COM 035229103 510 7200 SH DEFINED 02 7200 0 0
ANIXTER INTL INC COM COM 035290105 5156 250000 SH DEFINED 02 250000 0 0
ANN TAYLOR STORES CORP COM 036115103 2421 70300 SH DEFINED 02 70300 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 411 12000 SH DEFINED 02 12000 0 0
APACHE CORP COM 037411105 960 26000 SH DEFINED 02 26000 0 0
APPLE COMPUTER INC COM 037833100 216 2100 SH DEFINED 02 2100 0 0
APPLIED MATLS INC COM 038222105 13467 106300 SH DEFINED 01 77300 0 29000
APRIA HEALTHCARE GROUP INC COM 037933108 77 4300 SH DEFINED 02 4300 0 0
APTARGROUP INC COM 038336103 854 34000 SH DEFINED 02 34000 0 0
ARDENT SOFTWARE INC COM 039794102 702 18000 SH DEFINED 02 18000 0 0
ARGOSY GAMING COMPANY COM 040228108 3097 199000 SH DEFINED 02 199000 0 0
ARROW ELECTRONICS INC COM 042735100 2043 80500 SH DEFINED 02 80500 0 0
ARVIN INDS INC COM 043339100 284 10000 SH DEFINED 02 10000 0 0
ASCENT ENTMT GROUP INC COM COM 043628106 292 23000 SH DEFINED 02 23000 0 0
ASHLAND INC COM 044204105 3623 110000 SH DEFINED 01 36000 0 74000
ASPEN TECHNOLOGY INC. COM 045327103 1666 63000 SH DEFINED 02 63000 0 0
ASSOCIATES FIRST CAPITAL COR COM 046008108 5622 204899 SH DEFINED 01 105899 0 99000
ASTEC ONDUSTRIES INC COM 046224101 263 14000 SH DEFINED 02 14000 0 0
ASTORIA FINL CORP COM COM 046265104 1978 65000 SH DEFINED 02 65000 0 0
AT & T CORP LIBERTY MEDIA GR COM 001957208 108 1900 SH DEFINED 02 1900 0 0
AT HOME CORP COM 045919107 227 5300 SH DEFINED 02 5300 0 0
AT&T CORP COM 001957109 31153 613102 SH DEFINED 01 321102 0 292000
ATLANTIC RICHFIELD CO COM 048825103 29920 345900 SH DEFINED 01 288900 0 57000
ATMEL CORP COM 049513104 237 8000 SH DEFINED 02 8000 0 0
ATWOOD OCEANICS INC COM 050095108 464 12000 SH DEFINED 02 12000 0 0
AURORA FOODS INC COM 05164B106 689 74000 SH DEFINED 02 74000 0 0
AUTODESK INC COM 052769106 503 14900 SH DEFINED 02 14900 0 0
AUTOLIV INC COM 052800109 556 19000 SH DEFINED 02 19000 0 0
AUTOMATIC DATA PROCESS COM 053015103 7133 132400 SH DEFINED 01 58400 0 74000
AUTOWEB.COM INC. COM 053331104 11 1000 SH DEFINED 02 1000 0 0
AVATAR HOLDINGS INC COM 053494100 1722 95000 SH DEFINED 02 95000 0 0
AVERY DENNISON CORP COM 053611109 437 6000 SH DEFINED 02 6000 0 0
AVIALL INC. COM 05366B102 172 21000 SH DEFINED 02 21000 0 0
AVID TECHNOLOGY INC COM 05367P100 1332 102000 SH DEFINED 02 102000 0 0
AVIRON COM 053762100 606 38300 SH DEFINED 02 38300 0 0
AVISTA CORPORATION COM 05379B107 756 49000 SH DEFINED 02 49000 0 0
AVNET INC COM 053807103 605 10000 SH DEFINED 02 10000 0 0
AVON PRODS INC COM 054303102 9689 293600 SH DEFINED 01 252600 0 41000
AVT CORPORATION COM 002420107 799 17000 SH DEFINED 02 17000 0 0
AWARE INC MASS COM COM 05453N100 422 11600 SH DEFINED 02 11600 0 0
AXA FINANCIAL INC COM 002451102 31960 940000 SH DEFINED 01 539000 0 401000
AZTAR CORP COM 054802103 3067 282000 SH DEFINED 02 282000 0 0
BAIRNCO CORP COM 057097107 34 5700 SH DEFINED 02 5700 0 0
BAKER HUGHES INC COM 057224107 9034 428900 SH DEFINED 01 297900 0 131000
BALL CORP COM 058498106 1181 30000 SH DEFINED 02 30000 0 0
BANCWEST CORP COM 059790105 312 16000 SH DEFINED 02 16000 0 0
BANK OF AMERICA CORP COM 060505104 44531 887300 SH DEFINED 01 599300 0 288000
BANK ONE CORP COM 06423A103 4710 147200 SH DEFINED 01 63200 0 84000
BARD C R INC COM 067383109 3562 67200 SH DEFINED 01 67200 0 0
BARNES AND NOBLE INC COM 067774109 4971 241000 SH DEFINED 01 241000 0 0
BARNESANDNOBLE.COM INC COM 067846105 1 100 SH DEFINED 02 100 0 0
BARRETT RESOURCES CORP COM 068480201 26 900 SH DEFINED 02 900 0 0
BAUSCH & LOMB INC COM 071707103 4531 66200 SH DEFINED 01 66200 0 0
BAXTER INTL INC COM 071813109 35634 567300 SH DEFINED 01 463300 0 104000
BB&T CORP COM COM 054937107 958 35000 SH DEFINED 02 35000 0 0
BEA SYSTEMS INC COM 073325102 1119 16000 SH DEFINED 02 16000 0 0
BEAR STEARNS COS INC COM 073902108 7294 170620 SH DEFINED 01 170620 0 0
BEBE STORES INC COM 075571109 32 1200 SH DEFINED 02 1200 0 0
BECKMAN COULTER INC. COM 075811109 2946 57900 SH DEFINED 01 57900 0 0
BECTON DICKINSON & CO COM 075887109 1495 55500 SH DEFINED 01 25500 0 30000
BED BATH AND BEYOND INC COM 075896100 5306 152700 SH DEFINED 01 152700 0 0
BELDEN INC COM 077459105 4152 197700 SH DEFINED 02 197700 0 0
BELL ATLANTIC CORP COM 077853109 30769 499800 SH DEFINED 01 307800 0 192000
BELLSOUTH CORP COM 079860102 88003 1879900 SH DEFINED 01 1420900 0 459000
BEMIS INC COM 081437105 384 11000 SH DEFINED 02 11000 0 0
BERGEN BRUNSWIG CORP COM 083739102 972 116900 SH DEFINED 02 116900 0 0
BERLITZ INTL INC NEW COM COM 08520F100 172 10000 SH DEFINED 02 10000 0 0
BEST BUY INC COM 086516101 21015 418200 SH DEFINED 01 327200 0 91000
BESTFOODS COM 08658U101 231 4400 SH DEFINED 02 4400 0 0
BETHLEHEM STEEL CORP COM 087509105 8 1000 SH DEFINED 01 1000 0 0
BHC COMMUNICATIONS INC COM 055448104 2240 14000 SH DEFINED 02 14000 0 0
BINDLEY WESTN INDS INC COM COM 090324104 0 1 SH DEFINED 02 1 0 0
BINDVIEW DEVELOPMENT CORP COM 090327107 398 8000 SH DEFINED 02 8000 0 0
BIOGEN INC COM 090597105 39715 470000 SH DEFINED 01 410000 0 60000
BIOMATRIX INC COM 09060P102 1348 70000 SH DEFINED 02 70000 0 0
BIOMET INC COM 090613100 4380 109500 SH DEFINED 01 109500 0 0
BJ SVCS CO COM 055482103 6974 166800 SH DEFINED 01 166800 0 0
BJS WHOLESALE CLUB INC COM COM 05548J106 256 7000 SH DEFINED 02 7000 0 0
BLACK & DECKER CORP COM 091797100 78 1500 SH DEFINED 02 1500 0 0
BLOCK DRUG INC CL A COM 093644102 543 17510 SH DEFINED 02 17510 0 0
BLOUNT INTERNATIONAL INC COM 095180105 6 400 SH DEFINED 02 400 0 0
BLYTH INDS INC COM COM 09643P108 125 5100 SH DEFINED 02 5100 0 0
BMC SOFTWARE INC COM 055921100 5756 72000 SH DEFINED 01 26000 0 46000
BOEING CO COM 097023105 2822 68100 SH DEFINED 01 5100 0 63000
BOISE CASCADE CORP COM 097383103 10198 251800 SH DEFINED 01 251800 0 0
BOK FINL CORP COM 05561Q201 1 30 SH DEFINED 02 30 0 0
BORDERS GROUP INC. COM 099709107 2096 129000 SH DEFINED 01 129000 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 587 14500 SH DEFINED 02 14500 0 0
BOSTON SCIENTIFIC CORPORATIO COM 101137107 3800 173700 SH DEFINED 01 129700 0 44000
BOTTOMLINE TECHNOLOGIES INC COM 101388106 900 25000 SH DEFINED 02 25000 0 0
BRADY CORP COM 104674106 475 14000 SH DEFINED 02 14000 0 0
BRANDYWINE RLTY TR COM 105368203 66 4000 SH DEFINED 02 4000 0 0
BRIGGS & STRATTON CORP COM 109043109 3116 58100 SH DEFINED 01 58100 0 0
BRINKER INTL INC COM 109641100 31 1300 SH DEFINED 02 1300 0 0
BRISTOL MYERS SQUIBB COM 110122108 33288 518600 SH DEFINED 01 281600 0 237000
BROADCOM CORP CL A COM 111320107 681 2500 SH DEFINED 02 2500 0 0
BROADVISION INC COM 111412102 5272 31000 SH DEFINED 02 31000 0 0
BROCADE COMMUNICATIONS SYS I COM 111621108 13452 76000 SH DEFINED 02 76000 0 0
BROWN FORMAN CORP CLASS B COM 115637209 418 7300 SH DEFINED 02 7300 0 0
BUCKLE INC COM 118440106 2637 178000 SH DEFINED 02 178000 0 0
BUDGET GROUP INC COM 119003101 1296 143000 SH DEFINED 02 143000 0 0
BUILDING ONE SVCS CORP COM 120114103 321 34000 SH DEFINED 02 34000 0 0
BURLINGTON COAT FACTRY COM 121579106 1587 114400 SH DEFINED 02 114400 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 8924 368000 SH DEFINED 01 304000 0 64000
BURLINGTON RES INC COM 122014103 3075 93000 SH DEFINED 01 93000 0 0
BURNHAM PACIFIC PROPERTIES I COM 12232C108 300 32000 SH DEFINED 02 32000 0 0
C & D TECHNOLOGIES INC COM 124661109 383 9000 SH DEFINED 02 9000 0 0
C D I CORP COM COM 125071100 458 19000 SH DEFINED 02 19000 0 0
CABLE DESIGN TECH CORP COM COM 126924109 3174 138000 SH DEFINED 02 138000 0 0
CABLETRON SYS INC COM 126920107 1430 55000 SH DEFINED 02 55000 0 0
CACI INTERNATIONAL INC - CL COM 127190304 1606 71000 SH DEFINED 02 71000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1538 64100 SH DEFINED 02 64100 0 0
CAL DIVE INTERNATIONAL COM 127914109 696 21000 SH DEFINED 02 21000 0 0
CALLAWAY GOLF CO COM 131193104 1026 58000 SH DEFINED 02 58000 0 0
CALPINE CORP COM 131347106 9466 147900 SH DEFINED 01 147900 0 0
CAMBREX CORP COM COM 132011107 930 27000 SH DEFINED 02 27000 0 0
CANADIAN NATL RAILWAY CO COM 136375102 170 6400 SH DEFINED 02 6400 0 0
CANANDAIGUA BRANDS INC CL A COM 137219200 408 8000 SH DEFINED 02 8000 0 0
CARDINAL HEALTH INC COM 14149Y108 2791 58300 SH DEFINED 01 27300 0 31000
CARLISLE COS INC COM COM 142339100 252 7000 SH DEFINED 02 7000 0 0
CAROLINA PWR & LT CO COM 144141108 304 10000 SH DEFINED 02 10000 0 0
CARRAMERICA REALTY CORP COM 144418100 2309 108000 SH DEFINED 01 108000 0 0
CASEYS GENERAL STORES INC COM 147528103 397 38000 SH DEFINED 02 38000 0 0
CASTLE & COOKE INC NEW COM COM 148433105 520 41000 SH DEFINED 02 41000 0 0
CATELLUS DEVELOPMENT CORP COM 149111106 948 74000 SH DEFINED 02 74000 0 0
CATERPILLAR INC DEL COM 149123101 9902 210400 SH DEFINED 01 210400 0 0
CATO CORP COM 149205106 1540 122000 SH DEFINED 02 122000 0 0
CB RICHARD SERVICES COM 12489L108 421 34000 SH DEFINED 02 34000 0 0
CBS CORP COM 12490K107 5089 79590 SH DEFINED 01 79590 0 0
CBT GROUP PLC SPONSORED ADR COM 124853300 47 1400 SH DEFINED 02 1400 0 0
CCB FINANCIAL CORP COM 124875105 1350 31000 SH DEFINED 02 31000 0 0
CDW COMPUTER CENTERS INC COM 125129106 24 300 SH DEFINED 02 300 0 0
CENDENT CORP. COM 151313103 2614 98400 SH DEFINED 01 21400 0 77000
CENTEX CORP COM 152312104 21530 872100 SH DEFINED 01 763100 0 109000
CENTRAL GARDEN & PET CO COM COM 153527106 1722 166000 SH DEFINED 02 166000 0 0
CENTURYTEL INC COM 156700106 13980 295100 SH DEFINED 01 295100 0 0
CERIDIAN CORPORATION COM 15677T106 35 1600 SH DEFINED 02 1600 0 0
CERNER CORPORATION COM 156782104 984 50000 SH DEFINED 02 50000 0 0
CHAMPION ENTERPRISES INC COM 158496109 1258 148000 SH DEFINED 02 148000 0 0
CHAMPION INTL CORP COM 158525105 21387 345300 SH DEFINED 01 288300 0 57000
CHARTER ONE FINL INC COM 160903100 361 18900 SH DEFINED 02 18900 0 0
CHASE MANHATTAN CORP COM 16161A108 14442 185900 SH DEFINED 01 104900 0 81000
CHEAP TICKETS INC COM 162672109 411 30000 SH DEFINED 02 30000 0 0
CHECKFREE HLDGS CORP COM COM 162816102 1588 15200 SH DEFINED 02 15200 0 0
CHESAPEAKE CORP. COM 165159104 3721 122000 SH DEFINED 01 122000 0 0
CHEVRON CORPORATION COM 166751107 10828 125000 SH DEFINED 01 56000 0 69000
CHICOS FAS INC COM 168615102 666 17700 SH DEFINED 02 17700 0 0
CHILDREN'S PLACE COM 168905107 279 17000 SH DEFINED 02 17000 0 0
CHIRON CORP COM 170040109 8157 192500 SH DEFINED 01 192500 0 0
CHOICEPOINT INC COM 170388102 372 9000 SH DEFINED 02 9000 0 0
CHRIS CRAFT INDS INC COM 170520100 10460 145030 SH DEFINED 01 145030 0 0
CHURCH & DWIGHT INC COM 171340102 3795 142200 SH DEFINED 02 142200 0 0
CIBER INC COM 17163B102 770 28000 SH DEFINED 02 28000 0 0
CIENA CORP COM COM 171779101 805 14000 SH DEFINED 02 14000 0 0
CIGNA CORP COM 125509109 645 8000 SH DEFINED 02 8000 0 0
CINTAS CORP COM COM 172908105 7119 134000 SH DEFINED 01 134000 0 0
CIRCLE.COM COM 832914204 31 2500 SH DEFINED 02 2500 0 0
CIRCUIT CITY STORE INC COM 172737108 32021 710600 SH DEFINED 01 530600 0 180000
CISCO SYS INC COM 17275R102 112138 1046800 SH DEFINED 01 579800 0 467000
CITADEL COMMUNICATIONS CORP COM 172853202 39 600 SH DEFINED 02 600 0 0
CITIGROUP INC COM 172967101 63740 1144599 SH DEFINED 01 721599 0 423000
CITIZENS UTILITIES CO.CL B COM 177342201 0 15 SH DEFINED 02 15 0 0
CITRIX SYSTEMS INC COM 177376100 504 4100 SH DEFINED 02 4100 0 0
CK WITCO CORPORATION COM 12562C108 562 42000 SH DEFINED 02 42000 0 0
CLAIRE'S STORES INC COM 179584107 3593 160600 SH DEFINED 01 160600 0 0
CLAYTON HOMES INC COM 184190106 2643 287700 SH DEFINED 01 287700 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 339 3800 SH DEFINED 02 3800 0 0
CLECO CORP COM 12561W105 545 17000 SH DEFINED 02 17000 0 0
CLEVELAND CLIFFS INC COM 185896107 405 13000 SH DEFINED 02 13000 0 0
CLOROX CO DEL COM 189054109 16014 317900 SH DEFINED 01 234900 0 83000
CMG INFORMATION SERVICE COM 125750109 2215 8000 SH DEFINED 02 8000 0 0
CMS ENERGY CORP COM 125896100 53 1700 SH DEFINED 02 1700 0 0
CNA FINL CORP COM 126117100 467 12000 SH DEFINED 02 12000 0 0
CNET INC COM 125945105 624 11000 SH DEFINED 02 11000 0 0
CNF TRANSPORTATION INC COM 12612W104 173 5000 SH DEFINED 02 5000 0 0
COASTAL CORP COM 190441105 7534 212600 SH DEFINED 01 212600 0 0
COCA COLA CO COM 191216100 61436 1054700 SH DEFINED 01 664700 0 390000
COCA COLA ENTERPRISES COM 191219104 4830 240000 SH DEFINED 01 199000 0 41000
COLGATE PALMOLIVE CO COM 194162103 21450 330000 SH DEFINED 01 197000 0 133000
COLUMBIA GAS SYSTEM INC COM 197648108 12302 194500 SH DEFINED 01 194500 0 0
COLUMBIA HEALTHCARE CORP COM 197677107 152 5200 SH DEFINED 02 5200 0 0
COMAIR HOLDINGS INC. COM 199789108 6 237 SH DEFINED 02 237 0 0
COMCAST CORP COM 200300200 48024 949800 SH DEFINED 01 840800 0 109000
COMDISCO INC COM 200336105 160 4300 SH DEFINED 02 4300 0 0
COMERICA INC COM 200340107 5710 122300 SH DEFINED 01 75300 0 47000
COMFORT SYS USA INC COM 199908104 848 115000 SH DEFINED 02 115000 0 0
COMMERCE BANCSHARES INC COM 200525103 1778 52500 SH DEFINED 02 52500 0 0
COMMERCIAL FEDERAL CORP COM 201647104 2690 151000 SH DEFINED 01 95000 0 56000
COMMERCIAL INTERTECH COM COM 201709102 1 100 SH DEFINED 02 100 0 0
COMMSCOPE INC COM 203372107 1169 29000 SH DEFINED 02 29000 0 0
COMMUNICATIONS SATELLI COM 20564D107 327 16441 SH DEFINED 02 16441 0 0
COMMUNITY FIRST BANKSH COM COM 203902101 6 400 SH DEFINED 02 400 0 0
COMPAQ COMPUTER CORP COM 204493100 4330 160000 SH DEFINED 01 21000 0 139000
COMPASS BANCHSHARES INC COM 20449H109 7 300 SH DEFINED 02 300 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 553 22000 SH DEFINED 02 22000 0 0
COMPUSA INC. COM 204932107 157 31000 SH DEFINED 02 31000 0 0
COMPUTER ASSOC INTL COM 204912109 46278 661700 SH DEFINED 01 462200 0 199500
COMPUTER SCIENCES CORP COM 205363104 17600 186000 SH DEFINED 01 148000 0 38000
COMPUWARE CORP COM 205638109 40781 1094800 SH DEFINED 01 883800 0 211000
COMVERSE TECHNOLOGY COM PAR COM 205862402 1086 7500 SH DEFINED 02 7500 0 0
CONCENTRIC NETWORK CORP COM 20589R107 80 2600 SH DEFINED 02 2600 0 0
CONCORD COMMUNICATIONS INC COM 206186108 1109 25000 SH DEFINED 02 25000 0 0
CONCORD EFS INC COM 206197105 981 38100 SH DEFINED 02 38100 0 0
CONECTIV COM 206829103 1192 70900 SH DEFINED 02 70900 0 0
CONEXANT SYSTEMS INC COM 207142100 4713 71000 SH DEFINED 02 71000 0 0
CONOCO INC CLASS B COM 208251405 2040 82000 SH DEFINED 01 6000 0 76000
CONSECO INC COM 208464107 134 7500 SH DEFINED 02 7500 0 0
CONSOLIDATED EDISON INC COM 209115104 14055 407400 SH DEFINED 01 282400 0 125000
CONSOLIDATED GRAPHICS INC COM 209341106 388 26000 SH DEFINED 02 26000 0 0
CONSOLIDATED NAT GAS COM 209615103 156 2400 SH DEFINED 02 2400 0 0
CONSOLIDATED PAPERS INC COM 209759109 2131 67000 SH DEFINED 02 67000 0 0
CONVERGYS CORP COM 212485106 338 11000 SH DEFINED 02 11000 0 0
COOPER CAMERON CORP COM 216640102 529 10800 SH DEFINED 02 10800 0 0
COOPER INDS INC COM 216669101 32334 799600 SH DEFINED 01 609600 0 190000
COOPER TIRE & RUBR CO COM 216831107 1906 121000 SH DEFINED 01 121000 0 0
COORS ADOLPH CL B COM 217016104 1995 38000 SH DEFINED 02 38000 0 0
CORN PRODUCTS INTERNATIONSL COM 219023108 262 8000 SH DEFINED 02 8000 0 0
CORNERSTONE PPTYS INC COM 21922H103 717 49000 SH DEFINED 01 49000 0 0
CORNING INC COM 219350105 335 2600 SH DEFINED 02 2600 0 0
COST PLUS INC / CALIFORNIA COM 221485105 178 5000 SH DEFINED 02 5000 0 0
COSTCO WHOLESALE CORP COM 22160K105 502 5500 SH DEFINED 02 5500 0 0
COUNTRYWIDE CR IND DEL COM 222372104 15302 606000 SH DEFINED 01 588000 0 18000
COVANCE INC COM 222816100 3286 303900 SH DEFINED 02 303900 0 0
COVENANT TRANSPORT INC. CL A COM 22284P105 70 4000 SH DEFINED 02 4000 0 0
COX COMMUNICATIONS COM 224044107 116652 2265083 SH DEFINED 01 1270083 0 995000
COX RADIO INC COM 224051102 1397 14000 SH DEFINED 02 14000 0 0
CREDENCE SYS CORP COM COM 225302108 35 400 SH DEFINED 02 400 0 0
CREDITRUST CORP COM 225429109 204 26500 SH DEFINED 02 26500 0 0
CREE INC COM 225447101 854 10000 SH DEFINED 02 10000 0 0
CRESTLINE CAPITAL CORP COM 226153104 380 18400 SH DEFINED 02 18400 0 0
CROSS TIMBERS OIL CO COM 227573102 788 87000 SH DEFINED 02 87000 0 0
CROSSMANN COMMUNITIES COM 22764E109 248 16000 SH DEFINED 02 16000 0 0
CROWN CASTLE INTL CORP COM 228227104 64 2000 SH DEFINED 02 2000 0 0
CROWN CORK & SEAL INC COM 228255105 10136 453000 SH DEFINED 01 311000 0 142000
CSG SYS INTL INC COM COM 126349109 120 3000 SH DEFINED 02 3000 0 0
CSX CORP COM 126408103 257 8200 SH DEFINED 02 8200 0 0
CTS CORP COM COM 126501105 45 600 SH DEFINED 02 600 0 0
CULLEN FROST BANKERS COM COM 229899109 695 27000 SH DEFINED 02 27000 0 0
CUMMINS ENGINE INC COM 231021106 25770 533400 SH DEFINED 01 461400 0 72000
CYBERIAN OUTPOST INC COM 231914102 70 7000 SH DEFINED 02 7000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 278 8600 SH DEFINED 02 8600 0 0
Coca Cola Bottling Co Consol COM 191098102 133 2800 SH DEFINED 02 2800 0 0
DAIMLERCHRYSLER AG COM D1668R123 2395 30699 SH DEFINED 02 30699 0 0
DAL TILE INTERNATIONAL INC COM 23426R108 1094 108000 SH DEFINED 02 108000 0 0
DANA CORP COM 235811106 171 5700 SH DEFINED 02 5700 0 0
DANAHER CORP DEL COM 235851102 7841 162500 SH DEFINED 01 162500 0 0
DARDEN RESTAURANTS INC COM 237194105 1463 80700 SH DEFINED 02 80700 0 0
DATASCOPE CORP COM 238113104 1000 25000 SH DEFINED 02 25000 0 0
DAVE & BUSTERs INC COM 23833N104 549 67000 SH DEFINED 02 67000 0 0
DAVIDS BRIDAL INC COM 238576102 1074 96000 SH DEFINED 02 96000 0 0
DEAN FOODS CO COM 242361103 1352 34000 SH DEFINED 02 34000 0 0
DEERE & CO COM 244199105 1314 30300 SH DEFINED 01 5300 0 25000
DELL COMPUTER CORP COM 247025109 38867 762100 SH DEFINED 01 471100 0 291000
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 553 35134 SH DEFINED 02 35134 0 0
DELTA AIR LINES INC DEL COM 247361108 697 14000 SH DEFINED 02 14000 0 0
DELTA AND PINE LAND COM 247357106 330 19000 SH DEFINED 02 19000 0 0
DENDRITE INTERNATIONAL INC COM 248239105 508 15000 SH DEFINED 02 15000 0 0
DENTSPLY INTL INC NEW COM COM 249030107 3487 147600 SH DEFINED 01 147600 0 0
DEVON ENERGY CORP COM COM 25179M103 526 16000 SH DEFINED 02 16000 0 0
DEVRY INC COM 251893103 156 8300 SH DEFINED 02 8300 0 0
DEXTER CORP COM 252165105 4 100 SH DEFINED 02 100 0 0
DIAGNOSTIC PRODS CORP COM COM 252450101 343 14000 SH DEFINED 02 14000 0 0
DIAL CORP COM 25247D101 10333 425000 SH DEFINED 01 425000 0 0
DIAMOND OFFSHORE DRILL COM COM 25271C102 10333 338100 SH DEFINED 01 338100 0 0
DIEBOLD INC COM 253651103 12 500 SH DEFINED 02 500 0 0
DILLARD'S INC CLASS A COM 254067101 2768 137100 SH DEFINED 01 10100 0 127000
DIME SAVINGS BANK OF NY FSB COM 25429Q102 13597 899000 SH DEFINED 01 830000 0 69000
DISNEY (WALT) CO. HOLDING CO COM 254687106 22455 767700 SH DEFINED 01 540700 0 227000
DLJ DIRECT COM 257661504 393 29000 SH DEFINED 02 29000 0 0
DOCUMENTUM INC COM 256159104 838 14000 SH DEFINED 02 14000 0 0
DOLE FOOD INC COM 256605106 4306 265000 SH DEFINED 01 265000 0 0
DOLLAR GEN CORP COM 256669102 111 4900 SH DEFINED 02 4900 0 0
DOLLAR TREE STORES INC. COM 256747106 3483 71900 SH DEFINED 01 71900 0 0
DONALDSON LUFKIN & JENRET COM 257661108 2661 55000 SH DEFINED 01 55000 0 0
DOUBLECLICK INC COM 258609304 2583 10205 SH DEFINED 02 10205 0 0
DOVER CORP COM 260003108 73 1600 SH DEFINED 02 1600 0 0
DOW CHEM CO COM 260543103 14979 112100 SH DEFINED 01 93100 0 19000
DOW JONES & CO INC COM 260561105 150 2200 SH DEFINED 02 2200 0 0
DPL INC COM 233293109 493 28500 SH DEFINED 01 28500 0 0
DQE COM 23329J104 1454 42000 SH DEFINED 02 42000 0 0
DST SYS INC DEL COM COM 233326107 2289 30000 SH DEFINED 02 30000 0 0
DTE HOLDING INC COM 233331107 12887 407500 SH DEFINED 01 329500 0 78000
DU PONT E I DE NEMOURS COM 263534109 5744 87200 SH DEFINED 01 21200 0 66000
DUANE READE INC COM 263578106 386 14000 SH DEFINED 02 14000 0 0
DUKE POWER CO COM 264399106 3288 65604 SH DEFINED 01 16604 0 49000
DUN & BRADSTREET CORP COM 26483B106 59 2000 SH DEFINED 02 2000 0 0
DURA AUTOMOTIVE SYSTEMS CORP COM 265903104 279 16000 SH DEFINED 02 16000 0 0
DYCON INDUSTRIES COM 267475101 106 2400 SH DEFINED 02 2400 0 0
DYNEGY INC COM 26816Q101 95 3900 SH DEFINED 02 3900 0 0
E M C CORP MASS COM 268648102 47819 437700 SH DEFINED 01 277700 0 160000
E TRADE GROUP INC COM 269246104 993 38000 SH DEFINED 02 38000 0 0
EARTHGRAINS CO COM 270319106 1129 70000 SH DEFINED 02 70000 0 0
EARTHLINK INC COM 270321102 778 18300 SH DEFINED 02 18300 0 0
EARTHWEB INC COM 27032C108 101 2000 SH DEFINED 02 2000 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 196 4100 SH DEFINED 02 4100 0 0
EASTMAN KODAK CO COM 277461109 133 2000 SH DEFINED 02 2000 0 0
EATON CORP COM 278058102 29 400 SH DEFINED 02 400 0 0
EATON VANCE CORP COM NON VTG COM 278265103 1672 44000 SH DEFINED 02 44000 0 0
EBAY INC COM 278642103 13 100 SH DEFINED 02 100 0 0
ECOLAB INC COM 278865100 352 9000 SH DEFINED 02 9000 0 0
EDWARDS AG INC COM 281760108 3415 106500 SH DEFINED 02 106500 0 0
EL PASO ELECTRIC CO COM 283677854 177 18000 SH DEFINED 02 18000 0 0
EL PASO ENERGY CORP COM 283905107 147 3800 SH DEFINED 02 3800 0 0
ELAN PLC COM 284131208 30 1000 SH DEFINED 02 1000 0 0
ELCOR INC COM 284443108 14 450 SH DEFINED 02 450 0 0
ELECTRONIC ARTS INC COM 285512109 13877 165200 SH DEFINED 01 133200 0 32000
ELECTRONIC DATA SYSTEM COM 285661104 696 10400 SH DEFINED 01 4400 0 6000
ELECTRONICS FOR IMAGING INC COM 286082102 99 1700 SH DEFINED 02 1700 0 0
EMCOR GROUP INC COM 29084Q100 292 16000 SH DEFINED 02 16000 0 0
EMERSON ELEC CO COM 291011104 83045 1447400 SH DEFINED 01 1154400 0 293000
EMMIS COMMUNICTNS CORP CL A COM 291525103 2742 22000 SH DEFINED 02 22000 0 0
EMULEX CORP COM 292475209 1350 12000 SH DEFINED 02 12000 0 0
ENERGEN CORP COM COM 29265N108 1156 64000 SH DEFINED 02 64000 0 0
ENERGY EAST CORP HOLDING CO. COM 29266M109 1794 86200 SH DEFINED 02 86200 0 0
ENGELHARD CORP COM 292845104 680 36000 SH DEFINED 02 36000 0 0
ENHANCE FINL SVCS GRP COM COM 293310108 390 24000 SH DEFINED 02 24000 0 0
ENRON CORP COM 293561106 2370 53400 SH DEFINED 01 10400 0 43000
ENSCO INTERNATIONAL INC COM 26874Q100 49927 2182600 SH DEFINED 01 1908600 0 274000
ENTERGY CORPORATION COM 29364G103 14549 565000 SH DEFINED 01 422000 0 143000
ENTREMED INC COM 29382F103 333 13000 SH DEFINED 02 13000 0 0
ENTRUST TECHNOLOGIES INC COM 293848107 60 1000 SH DEFINED 02 1000 0 0
EQUIFAX INC COM 294429105 1437 61000 SH DEFINED 01 61000 0 0
ESS TECHNOLOGY COM 269151106 1318 59400 SH DEFINED 02 59400 0 0
ESTEE LAUDER COM 518439104 27110 537500 SH DEFINED 01 460500 0 77000
ESTERLINE TECHNOLOGIES COM COM 297425100 555 48000 SH DEFINED 02 48000 0 0
ETHAN ALLEN INTERIORS COM COM 297602104 577 18000 SH DEFINED 02 18000 0 0
ETOYS INC COM 297862104 13 500 SH DEFINED 02 500 0 0
EVEREST REINS HLDGS COM COM 299808105 502 22500 SH DEFINED 02 22500 0 0
EXCHANGE APPLICATIONS INC COM 300867108 56 1000 SH DEFINED 02 1000 0 0
EXODUS COMMUNICATIONS INC COM 302088109 2735 30800 SH DEFINED 02 30800 0 0
EXPEDITORS INTERNATIONAL WAS COM 302130109 96 2200 SH DEFINED 02 2200 0 0
EXPRESS SCRIPTS INC CL A COM 302182100 4864 76000 SH DEFINED 01 76000 0 0
EXTREME NETWORKS INC COM 30226D106 4509 54000 SH DEFINED 01 54000 0 0
EXXON MOBIL CORP COM 30231G102 101859 1264345 SH DEFINED 01 803345 0 461000
FAIRCHILD CORP CL A COM 303698104 1387 153000 SH DEFINED 02 153000 0 0
FAMILY DLR STORES INC COM 307000109 701 43000 SH DEFINED 02 43000 0 0
FASTANAL CO COM 311900104 225 5000 SH DEFINED 02 5000 0 0
FATBRAIN.COM INC COM 311889109 50 2000 SH DEFINED 02 2000 0 0
FBL FINL GROUP INC CL A COM 30239F106 460 23000 SH DEFINED 02 23000 0 0
FEDERAL HOME LN MTG CP COM 313400301 16392 348300 SH DEFINED 01 141300 0 207000
FEDERAL MOGUL CORP COM 313549107 12457 619000 SH DEFINED 01 529000 0 90000
FEDERAL NATL MTG ASSN COM 313586109 43201 691900 SH DEFINED 01 513900 0 178000
FEDERATED DEPARTMENT STORES COM 31410H101 16519 326700 SH DEFINED 01 326700 0 0
FEDEX CORPORATION COM 31428X106 1985 48500 SH DEFINED 02 48500 0 0
FERRO CORP COM 315405100 286 13000 SH DEFINED 02 13000 0 0
FIFTH THIRD BANCORP COM 316773100 881 12000 SH DEFINED 02 12000 0 0
FINOVA FINANCIAL TRUST COM 317928109 1569 44200 SH DEFINED 02 44200 0 0
FIRST AMERN FINL CORP COM COM 318522307 1704 137000 SH DEFINED 02 137000 0 0
FIRST COMWLTH FINL PA COM COM 319829107 84 7000 SH DEFINED 02 7000 0 0
FIRST CTZNS BANCSHS NC CL A COM 31946M103 279 4000 SH DEFINED 02 4000 0 0
FIRST DATA CORPORATION COM 319963104 1908 38700 SH DEFINED 01 4700 0 34000
FIRST SEC CORP DEL COM COM 336294103 255 10000 SH DEFINED 02 10000 0 0
FIRST TENNESSEE NATL CORP COM 337162101 3087 108300 SH DEFINED 01 108300 0 0
FIRST UN CORP COM 337358105 7760 235600 SH DEFINED 01 104600 0 131000
FIRSTAR CORP NEW COM 33763V109 503 23800 SH DEFINED 02 23800 0 0
FISERV INC COM 337738108 379 9900 SH DEFINED 02 9900 0 0
FLASHNET COMMUNICATIONS INC COM 338527104 12 2000 SH DEFINED 02 2000 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 2959 85000 SH DEFINED 01 31000 0 54000
FLEMING COS INC COM 339130106 113 11000 SH DEFINED 02 11000 0 0
FLEXTRONICS INTL LTD COM Y2573F102 18 400 SH DEFINED 02 400 0 0
FLORIDA PROGRESS CORP COM 341109106 343 8100 SH DEFINED 02 8100 0 0
FLORIDA ROCK INDS COM 341140101 1515 44000 SH DEFINED 02 44000 0 0
FLOWERS INDS INC GA COM 343496105 306 19200 SH DEFINED 02 19200 0 0
FLUOR CORP COM 343861100 734 16000 SH DEFINED 02 16000 0 0
FORD MOTOR CO DEL COM 345370100 87438 1640100 SH DEFINED 01 1209100 0 431000
FOREST LABS INC COM 345838106 11427 186000 SH DEFINED 01 186000 0 0
FORT JAMES CORP COM 347471104 1451 53000 SH DEFINED 01 4000 0 49000
FORTUNE BRANDS INC COM 349631101 155 4700 SH DEFINED 02 4700 0 0
FOSSIL INC COM 349882100 509 22000 SH DEFINED 02 22000 0 0
FOUNDATION HEALTH SYSTEMS COM 350404109 40 4000 SH DEFINED 02 4000 0 0
FOX ENTERTAINMENT GRP INC A COM 35138T107 10 400 SH DEFINED 02 400 0 0
FPIC INSURANCE GROUP INC COM 302563101 237 14200 SH DEFINED 02 14200 0 0
FPL GROUP INC COM 302571104 8207 191700 SH DEFINED 01 113700 0 78000
FRITZ COMPANIES INC COM 358846103 158 15000 SH DEFINED 02 15000 0 0
GALILEO INTERNATIONAL INC COM 363547100 180 6000 SH DEFINED 02 6000 0 0
GANNETT INC COM 364730101 710 8700 SH DEFINED 02 8700 0 0
GAP INC DEL COM 364760108 22489 488900 SH DEFINED 01 216900 0 272000
GARDNER DENVER INC COM COM 365558105 234 14000 SH DEFINED 02 14000 0 0
GARTNER GROUP INC COM 366651107 11322 742400 SH DEFINED 01 561400 0 181000
GARTNER GROUP NEW [B] COM 366651206 69 5000 SH DEFINED 02 5000 0 0
GATX CORP COM 361448103 3382 100200 SH DEFINED 02 100200 0 0
GAYLORD ENTERTAINMENT COMPAN COM 367905106 2395 80000 SH DEFINED 02 80000 0 0
GELTEX PHARMACEUTICALS COM COM 368538104 243 19000 SH DEFINED 02 19000 0 0
GENENTECH INC COM 368710406 54 400 SH DEFINED 02 400 0 0
GENERAL DYNAMICS CORP COM 369550108 32 600 SH DEFINED 02 600 0 0
GENERAL ELEC CO COM 369604103 204703 1322800 SH DEFINED 01 842800 0 480000
GENERAL INSTR CORP NEW COM 370120107 119 1400 SH DEFINED 02 1400 0 0
GENERAL MLS INC COM 370334104 57 1600 SH DEFINED 02 1600 0 0
GENERAL MOTORS CORP COM 370442105 11361 156300 SH DEFINED 01 61300 0 95000
GENTEX CORP. COM 371901109 4940 178000 SH DEFINED 01 178000 0 0
GENZYME CORP COM 372917104 7610 169100 SH DEFINED 01 169100 0 0
GENZYME SURGICAL PRODUCTS COM 372917609 30 5222 SH DEFINED 01 5222 0 0
GEON COMPAMY COM 37246W105 423 13000 SH DEFINED 02 13000 0 0
GEORGIA PAC CORP COM 373298108 76764 1512600 SH DEFINED 01 1214600 0 298000
GEORGIA PACIFIC CORP TIMBER COM 373298702 1596 64800 SH DEFINED 02 64800 0 0
GILEAD SCIENCES INC COM 375558103 770 14221 SH DEFINED 02 14221 0 0
GILLETTE CO COM 375766102 11541 280200 SH DEFINED 01 157200 0 123000
GLAXO HLDGS PLC COM 37733W105 196 3500 SH DEFINED 02 3500 0 0
GLIATECH INC COM 37929C103 1563 94000 SH DEFINED 02 94000 0 0
GLOBAL CROSSING LTD COM G3921A100 103 2050 SH DEFINED 02 2050 0 0
GLOBAL IMAGING SYSTEMS COM 37934A100 257 21000 SH DEFINED 02 21000 0 0
GLOBAL INDS LTD COM COM 379336100 638 74000 SH DEFINED 02 74000 0 0
GLOBAL MARINE INC COM 379352404 22943 1380000 SH DEFINED 01 1380000 0 0
GLOBALSTAR TELECOMMUNICATION COM 40 900 SH DEFINED 02 900 0 0
GO.COM COM 254687205 164 6900 SH DEFINED 02 6900 0 0
GO2NET OMC COM 383486107 435 5000 SH DEFINED 02 5000 0 0
GOLDEN STATE BANCORP INC. COM 381197102 1328 77000 SH DEFINED 02 77000 0 0
GOLDEN WEST FINL DEL COM 381317106 171 5100 SH DEFINED 02 5100 0 0
GOODYEAR TIRE & RUBR COM 382550101 730 26000 SH DEFINED 01 7000 0 19000
GORMAN-RUPP CO COM 383082104 53 3000 SH DEFINED 02 3000 0 0
GPU INC COM 36225X100 1755 59000 SH DEFINED 01 59000 0 0
GRACO INC COM COM 384109104 15 425 SH DEFINED 02 425 0 0
GREAT LAKES CHEM CORP COM 390568103 1413 37000 SH DEFINED 02 37000 0 0
GREAT PLAINS SOFTWARE INC COM 39119E105 2915 39000 SH DEFINED 02 39000 0 0
GREENPOINT FINANCIAL CORP COM 395384100 11028 463100 SH DEFINED 01 463100 0 0
GREY ADVERTISING INC COM COM 397838103 1080 2700 SH DEFINED 02 2700 0 0
GREY WOLF INC COM 397888108 1 400 SH DEFINED 02 400 0 0
GRIFFON CORP COM 398433102 3 400 SH DEFINED 02 400 0 0
GT INTERACTIVE SOFTWRE COM COM 36236E109 190 114700 SH DEFINED 02 114700 0 0
GTE CORP COM 362320103 12680 179700 SH DEFINED 01 85700 0 94000
GTECH HOLDINGS CORP COM 400518106 308 14000 SH DEFINED 02 14000 0 0
GUIDANT CORP COM 401698105 20680 440000 SH DEFINED 01 372000 0 68000
GUITAR CTR MGMT INC COM COM 402040109 614 61000 SH DEFINED 02 61000 0 0
HALLIBURTON CO COM 406216101 29656 736800 SH DEFINED 01 726800 0 10000
HANOVER COMPRESSOR CO COM 410768105 166 4400 SH DEFINED 02 4400 0 0
HARBINGER CORPORATION COM 41145C103 32 1000 SH DEFINED 02 1000 0 0
HARLEY DAVIDSON INC COM 412822108 1012 15800 SH DEFINED 02 15800 0 0
HARMONIC INC COM 413160102 2943 31000 SH DEFINED 02 31000 0 0
HARRAHS ENTERTAINMENT INC COM 413619107 10937 413700 SH DEFINED 01 413700 0 0
HARRIS CORP DEL COM 413875105 240 9000 SH DEFINED 02 9000 0 0
HARTE HANKS COMMUNICATIONS I COM 416196103 3002 138000 SH DEFINED 01 138000 0 0
HARTFORD FINANCIAL SERVICES COM 416515104 8528 180000 SH DEFINED 01 149000 0 31000
HARTFORD LIFE INC COM 416592103 13728 312000 SH DEFINED 01 312000 0 0
HCC INS HLDGS INC COM COM 404132102 804 61000 SH DEFINED 02 61000 0 0
HEALTH MANAGEMENT ASSOCIATES COM 421933102 607 45400 SH DEFINED 02 45400 0 0
HEALTHSOUTH REHABILITN COM 421924101 2014 374700 SH DEFINED 01 374700 0 0
HEARST ARGYLE TELEVISION INC COM 422317107 559 21000 SH DEFINED 02 21000 0 0
HEARTLAND EXPRESS INC COM 422347104 441 28000 SH DEFINED 02 28000 0 0
HELLER FINANCIAL INC COM 423328103 6384 318200 SH DEFINED 01 318200 0 0
HELMERICH & PAYNE INC COM 423452101 1064 48900 SH DEFINED 01 48900 0 0
HENRY SCHEIN INC COM 806407102 453 34000 SH DEFINED 02 34000 0 0
HERCULES INC COM 427056106 2202 79000 SH DEFINED 01 79000 0 0
HERTZ CORP COM 428040109 3810 76000 SH DEFINED 01 76000 0 0
HEWLETT PACKARD CO COM 428236103 23751 208800 SH DEFINED 01 87800 0 121000
HI/FN INC COM 428358105 426 11000 SH DEFINED 02 11000 0 0
HIBERNIA CORP CL A COM 428656102 298 28000 SH DEFINED 02 28000 0 0
HIGHWOODS PROP COM 431284108 1063 45000 SH DEFINED 01 20000 0 25000
HILTON HOTELS CORP COM 432848109 3020 315804 SH DEFINED 01 315804 0 0
HISPANIC BROADCASTING CORP COM 43357B104 729 7900 SH DEFINED 02 7900 0 0
HOLLINGER INTERNATIONAL INC COM 435569108 3584 277000 SH DEFINED 01 277000 0 0
HOME DEPOT INC COM 437076102 31422 457050 SH DEFINED 01 196050 0 261000
HOMESTAKE MNG CO COM 437614100 1153 147600 SH DEFINED 01 147600 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 3231 56000 SH DEFINED 01 10000 0 46000
HORMEL GEO A & CO COM 440452100 3364 82800 SH DEFINED 02 82800 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 458 24000 SH DEFINED 02 24000 0 0
HOST MARRIOTT CORP COM 44107P104 2145 260000 SH DEFINED 02 260000 0 0
HOUSEHOLD INTL INC COM 441815107 413 11100 SH DEFINED 02 11100 0 0
HOUSTON INDUSTRIES INC COM 75952J108 53 2300 SH DEFINED 02 2300 0 0
HPSC INC. COM 404264103 7 800 SH DEFINED 02 800 0 0
HS RESOURCES INC COM 404297103 518 30000 SH DEFINED 02 30000 0 0
HSBC HOLDINGS PLC SPONS ADR COM 404280406 128 1800 SH DEFINED 02 1800 0 0
HUBBELL INC CLASS B COM 443510201 981 36000 SH DEFINED 02 36000 0 0
HUGHES SUPPLY INC COM COM 444482103 1121 52000 SH DEFINED 02 52000 0 0
HUMAN GENOME SCIENCES COM 444903108 458 3000 SH DEFINED 02 3000 0 0
HYPERION SOLUTIONS CORP COM 44914M104 827 19000 SH DEFINED 02 19000 0 0
I2 TECHNOLOGIES COM 465754109 1170 6000 SH DEFINED 02 6000 0 0
IBP INC COM 449223106 10289 571600 SH DEFINED 01 571600 0 0
ICN PHARMACEUTICAL INC COM 448924100 3 100 SH DEFINED 02 100 0 0
ICOS CORP COM COM 449295104 1316 45000 SH DEFINED 02 45000 0 0
IDEC PHARMACEUTICALS COM COM 449370105 1376 14000 SH DEFINED 02 14000 0 0
IDEXX LABS CORP COM COM 45168D104 613 38000 SH DEFINED 02 38000 0 0
IKON OFFICE SOLUTIONS INC. COM 451713101 5 800 SH DEFINED 02 800 0 0
ILLINOIS TOOL WKS INC COM 452308109 3477 51465 SH DEFINED 01 10465 0 41000
IMCO RECYCLING INC COM COM 449681105 316 25000 SH DEFINED 02 25000 0 0
IMMUNEX CORPORATION COM 452528102 1566 14300 SH DEFINED 02 14300 0 0
IMS HEALTH INC COM 449934108 1743 64100 SH DEFINED 01 64100 0 0
IN FOCUS SYS INC COM COM 452919103 417 18000 SH DEFINED 02 18000 0 0
INCO LTD COM 453258402 2254 95900 SH DEFINED 01 95900 0 0
INCYTE PHARMACEUTICALS COM COM 45337C102 600 10000 SH DEFINED 02 10000 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 2163 173000 SH DEFINED 02 173000 0 0
INFOCURE CORP COM 45665A108 1871 60000 SH DEFINED 02 60000 0 0
INFORMATICA CORP COM 45666Q102 532 5000 SH DEFINED 02 5000 0 0
INFORMIX CORP COM 456779107 26 2300 SH DEFINED 02 2300 0 0
INFOSPACE.COM INC COM 45678T102 1327 6200 SH DEFINED 02 6200 0 0
INGERSOLL RAND CO COM 456866102 4554 82700 SH DEFINED 01 59700 0 23000
INGRAM MICRO INC COM 457153104 369 28100 SH DEFINED 01 28100 0 0
INKTOMI CORP. COM 457277101 568 6400 SH DEFINED 02 6400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 37 900 SH DEFINED 02 900 0 0
INTEL CORP COM 458140100 61825 751100 SH DEFINED 01 400100 0 351000
INTERMET CORP COM COM 45881K104 1337 115000 SH DEFINED 02 115000 0 0
INTERNATIONAL BUSINESS MACHI COM 459200101 61802 572900 SH DEFINED 01 339900 0 233000
INTERNATIONAL FLAV&FRA COM 459506101 188 5000 SH DEFINED 02 5000 0 0
INTERNATIONAL PAPER CO COM 460146103 5576 98800 SH DEFINED 01 48800 0 50000
INTERPUBLIC GROUP COS IN COM 460690100 81 1400 SH DEFINED 02 1400 0 0
INTERSTATE BAKERIES CORPORAT COM 46072H108 1729 95400 SH DEFINED 02 95400 0 0
INTIMATE BRANDS INC COM 461156101 6598 153000 SH DEFINED 01 146000 0 7000
INTUIT INC COM 461202103 1624 27100 SH DEFINED 02 27100 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 89 3100 SH DEFINED 02 3100 0 0
IPALCO ENTERPRISES INC COM 462613100 802 47000 SH DEFINED 02 47000 0 0
ISIS PHARMACEUTICAL COM 464330109 325 52000 SH DEFINED 02 52000 0 0
ITT INDUSTRIES INC INDIANA COM 450911102 4317 129100 SH DEFINED 01 129100 0 0
IVAX CORP COM 465823102 2395 93000 SH DEFINED 02 93000 0 0
J D EDWARDS AND COMPANY COM 281667105 2002 67000 SH DEFINED 01 67000 0 0
JACK HENRY AND ASSOCIATED IN COM 426281101 215 4000 SH DEFINED 02 4000 0 0
JACOBS ENGR GROUP DEL COM 469814107 3728 114700 SH DEFINED 02 114700 0 0
JAKKS PAC INC COM 47012E106 860 46000 SH DEFINED 02 46000 0 0
JAVIL CIRCUIT INC COM 466313103 365 5000 SH DEFINED 02 5000 0 0
JDS UNIPHASE CORP COM 46612J101 226 1400 SH DEFINED 02 1400 0 0
JEFFERIES GROUP INC NEW COM 472319102 68 3100 SH DEFINED 02 3100 0 0
JEFFERSON PILOT CORP COM 475070108 10135 148500 SH DEFINED 01 142500 0 6000
JOHN NUVEEN CO CL A COM 478035108 2308 64000 SH DEFINED 02 64000 0 0
JOHNS MANVILLE CP NEW COM COM 478129109 764 54800 SH DEFINED 02 54800 0 0
JOHNSON & JOHNSON COM 478160104 66944 717900 SH DEFINED 01 412900 0 305000
JONES APPAREL GROUP INC COM 480074103 320 11800 SH DEFINED 02 11800 0 0
JONES INTERCABLE INC CL A COM 480206200 76 1100 SH DEFINED 02 1100 0 0
JONES PHARMA INC COM 480236108 59 1350 SH DEFINED 02 1350 0 0
K MART CORP COM 482584109 22466 2232600 SH DEFINED 01 1625600 0 607000
KANSAS CITY LIFE INS COM COM 484836101 371 11000 SH DEFINED 02 11000 0 0
KEANE INC COM 486665102 3662 114000 SH DEFINED 02 114000 0 0
KEEBLER FOODS CO COM 487256109 1097 39000 SH DEFINED 02 39000 0 0
KELLOGG CO COM 487836108 740 24000 SH DEFINED 02 24000 0 0
KELLY SERVICES INC. COM 488152208 477 19000 SH DEFINED 02 19000 0 0
KERR MCGEE CORP COM 492386107 1653 26669 SH DEFINED 02 26669 0 0
KEYCORP COM 493267108 1752 79200 SH DEFINED 01 17200 0 62000
KIMBERLY CLARK CORP COM 494368103 4960 75800 SH DEFINED 01 10800 0 65000
KIMCO REALTY COM 49446R109 373 11000 SH DEFINED 01 11000 0 0
KLA INSTRS CORP COM COM 482480100 780 7000 SH DEFINED 02 7000 0 0
KNIGHT RIDDER INC COM 499040103 2984 50100 SH DEFINED 01 50100 0 0
KNIGHT/TRIMARK GROUP INC COM 499068104 368 8000 SH DEFINED 01 8000 0 0
KOHLS CORP COM 500255104 2238 31000 SH DEFINED 01 31000 0 0
KROGER CO COM 501044101 1548 82000 SH DEFINED 01 82000 0 0
LAFARGE CORP COM 505862102 8 300 SH DEFINED 02 300 0 0
LAM RESEARCH CORP COM 512807108 2343 21000 SH DEFINED 02 21000 0 0
LANCASTER COLONY CORP COM 513847103 6493 196000 SH DEFINED 01 196000 0 0
LANDS END INC COM 515086106 70 2000 SH DEFINED 02 2000 0 0
LANDSTAR SYS INC COM COM 515098101 270 6300 SH DEFINED 02 6300 0 0
LASER VISION CENTERS INC COM 51807H100 623 59000 SH DEFINED 02 59000 0 0
LASON INC COM 51808R107 143 13000 SH DEFINED 02 13000 0 0
LATITUDE COMMUNICATIONS INC COM 518292107 261 10000 SH DEFINED 02 10000 0 0
LATTICE SEMICONDUCTOR CORP. COM 518415104 754 16000 SH DEFINED 02 16000 0 0
LEAP WIRELESS INTL INC COM 521863100 628 8000 SH DEFINED 02 8000 0 0
LEAR SEATING CORP COM 521865105 141 4400 SH DEFINED 02 4400 0 0
LEE ENTERPRISES INC COM 523768109 6 200 SH DEFINED 02 200 0 0
LEGG MASON INC. COM 524901105 2320 64000 SH DEFINED 02 64000 0 0
LEGGETT & PLATT INC COM 524660107 1887 88000 SH DEFINED 01 88000 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 13999 165300 SH DEFINED 01 116300 0 49000
LEJATO SYSTEMS INC COM 524651106 4535 65900 SH DEFINED 02 65900 0 0
LENNAR CORP COM 526057104 312 19200 SH DEFINED 02 19200 0 0
LEUCADIA NATIONAL CORPORATIO COM 527288104 439 19000 SH DEFINED 02 19000 0 0
LEVEL 3 COMMUNICATION INC COM 52729N100 1228 15000 SH DEFINED 02 15000 0 0
LEXMARK INTL GROUP INC COM 529771107 11665 128900 SH DEFINED 01 128900 0 0
LG&E ENERGY CORP COM 501917108 305 17500 SH DEFINED 02 17500 0 0
LHS GROUP INC COM 501938104 609 24800 SH DEFINED 02 24800 0 0
LIBBEY INC. COM 529898108 952 33100 SH DEFINED 02 33100 0 0
LIBERTY CORP S C COM COM 530370105 338 8000 SH DEFINED 02 8000 0 0
LIBERTY DIGITAL INC CL A COM 530436104 45 600 SH DEFINED 02 600 0 0
LIFE TECHNOLOGIES INC COM 532177201 213 5000 SH DEFINED 02 5000 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 4 300 SH DEFINED 02 300 0 0
LILLY ELI & CO COM 532457108 45965 691200 SH DEFINED 01 482200 0 209000
LIMITED INC COM 532716107 17832 411700 SH DEFINED 01 299700 0 112000
LINCARE HOLDINGS INC COM 532791100 24 700 SH DEFINED 02 700 0 0
LINCOLN ELECTRIC HOLDINGS IN COM 533900106 2176 105500 SH DEFINED 02 105500 0 0
LINCOLN NATL CORP IND COM 534187109 2000 50000 SH DEFINED 01 4000 0 46000
LINDSAY MANUFACTURING CO COM 535555106 201 11000 SH DEFINED 02 11000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1145 16000 SH DEFINED 02 16000 0 0
LINEN & THINGS INC COM 535679104 1357 45800 SH DEFINED 01 45800 0 0
LNR PROPERTY CORP. COM 501940100 362 18200 SH DEFINED 02 18200 0 0
LOEWS CORP COM 540424108 668 11000 SH DEFINED 02 11000 0 0
LONE STAR STEAKHOUSE ANS SAL COM 542307103 19 2100 SH DEFINED 02 2100 0 0
LONGS DRUG STORES CORP COM 543162101 594 23000 SH DEFINED 02 23000 0 0
LONGVIEW FIBRE CO COM 543213102 11 800 SH DEFINED 02 800 0 0
LORAL SPACE & COMMUNICATIONS COM G56462107 17 700 SH DEFINED 02 700 0 0
LOUISIANA PAC CORP COM 546347105 15244 1084000 SH DEFINED 01 763000 0 321000
LOWES COS INC COM 548661107 10146 169800 SH DEFINED 01 129800 0 40000
LSI INDS INC COM COM 50216C108 1125 52000 SH DEFINED 02 52000 0 0
LSI LOGIC CORP COM 502161102 358 5300 SH DEFINED 02 5300 0 0
LTC PROP INC COM 502175102 236 28000 SH DEFINED 02 28000 0 0
LUBRIZOL CORP COM 549271104 3 100 SH DEFINED 02 100 0 0
LUCENT TECHNOLOGIES COM COM 549463107 78622 1048299 SH DEFINED 01 715299 0 333000
LYCOS INC COM COM 550818108 509 6400 SH DEFINED 02 6400 0 0
LYONDELL PETROCHEMICAL CORP COM 552078107 54 4200 SH DEFINED 02 4200 0 0
M & T BANK CORP COM 55261F104 3480 8400 SH DEFINED 02 8400 0 0
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 26 1700 SH DEFINED 02 1700 0 0
MACROMEDIA INC COM 556100105 80 1100 SH DEFINED 02 1100 0 0
MACROVISION CORP COM 555904101 1924 26000 SH DEFINED 02 26000 0 0
MAF BANCORP INC COM COM 55261R108 44 2100 SH DEFINED 02 2100 0 0
MAIL-WELL INC COM COM 560321200 3618 268000 SH DEFINED 02 268000 0 0
MAKER COMMUNICATIONS INC COM 560875106 770 18000 SH DEFINED 02 18000 0 0
MALLINCKRODT INC COM 561232109 6776 213000 SH DEFINED 01 213000 0 0
MANDALAY RESORT GROUP COM 562567107 1610 80000 SH DEFINED 01 80000 0 0
MANPOWER INC COM 56418H100 3969 105500 SH DEFINED 01 105500 0 0
MARIMBA COM 56781Q109 369 8000 SH DEFINED 02 8000 0 0
MARINE DRILLING COS COM PAR COM 568240204 987 44000 SH DEFINED 02 44000 0 0
MARKETWATCH.COM INC. COM 570619106 37 1000 SH DEFINED 02 1000 0 0
MARRIOTT INTERNATIONAL INC. COM 571903103 9 300 SH DEFINED 02 300 0 0
MARSH & MCLENNAN COS COM 571748102 3971 41500 SH DEFINED 01 4500 0 37000
MARSHALL & ILSLEY CORP COM COM 571834100 188 3000 SH DEFINED 02 3000 0 0
MARTIN MARIETTA MATLS COM COM 573284106 1082 26400 SH DEFINED 02 26400 0 0
MASCO CORP COM 574599106 16646 656000 SH DEFINED 01 607000 0 49000
MASCOTECH INC COM 574670105 406 32000 SH DEFINED 02 32000 0 0
MATTEL INC COM 577081102 6371 485400 SH DEFINED 01 347400 0 138000
MAXIM INTERGRATED PRODUCTS COM 57772K101 1208 25600 SH DEFINED 02 25600 0 0
MAY DEPT STORES CO COM 577778103 7256 225000 SH DEFINED 01 225000 0 0
MAYTAG CORP COM 578592107 10 200 SH DEFINED 02 200 0 0
MBNA CORP COM 55262L100 1880 69000 SH DEFINED 01 5000 0 64000
MCCLATCHY CO HOLDING CO COM 579489105 6228 144000 SH DEFINED 02 144000 0 0
MCDERMOTT INTL INC COM 580037109 8550 943400 SH DEFINED 01 660400 0 283000
MCDONALDS CORP COM 580135101 3032 75200 SH DEFINED 01 12200 0 63000
MCGRAW HILL INC COM 580645109 296 4800 SH DEFINED 02 4800 0 0
MCI WORLDCOM INC. COM 55268B106 28988 546300 SH DEFINED 01 288300 0 258000
MCKESSON HBOC INC COM 58155Q103 2693 119700 SH DEFINED 01 61700 0 58000
MCLEODUSA INC COM COM 582266102 247 4200 SH DEFINED 02 4200 0 0
MCN CORP COM 55267J100 1401 59000 SH DEFINED 02 59000 0 0
MEAD CORP COM 582834107 25498 587000 SH DEFINED 01 587000 0 0
MEDIAONE GROUP INC COM 58440J104 1060 13800 SH DEFINED 02 13800 0 0
MEDIMMUNE INC COM 584699102 1526 9200 SH DEFINED 02 9200 0 0
MEDITRUST SBI COM 58501T306 5192 944000 SH DEFINED 01 944000 0 0
MEDQUIST INC COM COM 584949101 26 1000 SH DEFINED 02 1000 0 0
MEDTRONIC INC COM 585055106 4584 125800 SH DEFINED 01 10800 0 115000
MENTOR GRAPHICS CORP COM 587200106 1039 78800 SH DEFINED 02 78800 0 0
MERCANTILE BANKSHARES COM COM 587405101 6212 194500 SH DEFINED 01 194500 0 0
MERCK & CO INC COM 589331107 62854 935500 SH DEFINED 01 593500 0 342000
MERCURY COMPUTER SYSTEMS INC COM 589378108 910 26000 SH DEFINED 02 26000 0 0
MERCURY INTERACTIVE CP COM COM 589405109 864 8000 SH DEFINED 02 8000 0 0
MEREDITH CORP COM 589433101 3752 90000 SH DEFINED 01 90000 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 832 52000 SH DEFINED 02 52000 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 3023 156000 SH DEFINED 01 156000 0 0
MERRILL LYNCH & CO INC COM 590188108 17862 214400 SH DEFINED 01 173400 0 41000
METAMOR WORLDWIDE INC COM COM 59133P100 204 7000 SH DEFINED 02 7000 0 0
METRIS COMPANIES INC COM 591598107 54 1500 SH DEFINED 02 1500 0 0
METROMEDIA FIBER NETWORK INC COM 591689104 11 235 SH DEFINED 02 235 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 11 300 SH DEFINED 02 300 0 0
MGM GRAND INC COM 552953101 10213 203000 SH DEFINED 01 203000 0 0
MICHAEL STORES INC COM 594087108 1967 69000 SH DEFINED 02 69000 0 0
MICREL INC COM 594793101 763 13400 SH DEFINED 02 13400 0 0
MICROCHIP TECHNOLOGY COM 595017104 294 4300 SH DEFINED 02 4300 0 0
MICROMUSE INC COM 595094103 680 4000 SH DEFINED 02 4000 0 0
MICRON TECHNOLOGY INC COM 595112103 1586 20300 SH DEFINED 01 4300 0 16000
MICROSOFT CORP COM 594918104 295284 2529200 SH DEFINED 01 1673200 0 856000
MIDAMERICAN ENERGY HOLDINGS COM 59562V107 202 6000 SH DEFINED 02 6000 0 0
MIDWEST EXPRESS HLDGS COM COM 597911106 446 14000 SH DEFINED 02 14000 0 0
MILACRON INC COM 598709103 77 5000 SH DEFINED 02 5000 0 0
MILLENNIUM CHEMICAL INC COM 599903101 7572 383400 SH DEFINED 01 383400 0 0
MILLENNIUM PHARMACEUTC COM COM 599902103 1196 9800 SH DEFINED 02 9800 0 0
MINDSPRING ENTERPRISES INC COM 602683104 290 11000 SH DEFINED 02 11000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 761 19000 SH DEFINED 02 19000 0 0
MINIMED INC COM 60365K108 8753 119500 SH DEFINED 01 119500 0 0
MINNESOTA MNG & MFG CO COM 604059105 9670 98800 SH DEFINED 01 19800 0 79000
MIRAGE RESORTS INC COM 60462E104 19053 1259700 SH DEFINED 01 932700 0 327000
MODIS PROFESSIONAL SERVICES COM 607830106 2505 175800 SH DEFINED 01 175800 0 0
MOHAWK INDS INC COM COM 608190104 1372 52000 SH DEFINED 02 52000 0 0
MOLEX INC COM 608554101 40 700 SH DEFINED 02 700 0 0
MONACO COACH CORP COM 60886R103 435 17000 SH DEFINED 02 17000 0 0
MONDAVI ROBERT CORP CL A COM 609200100 973 28000 SH DEFINED 02 28000 0 0
MONSANTO CO COM 611662107 868 24500 SH DEFINED 01 2500 0 22000
MONTANA POWER CO COM 612085100 938 26000 SH DEFINED 02 26000 0 0
MONY GROUP INC COM 615337102 3619 124000 SH DEFINED 02 124000 0 0
MORGAN J P & CO INC COM 616880100 11523 91000 SH DEFINED 01 52000 0 39000
MORGAN STANLEY DEAN WITTER & COM 617446448 30434 213200 SH DEFINED 01 153200 0 60000
MOTOROLA INC COM 620076109 11117 75500 SH DEFINED 01 7500 0 68000
MULTEX.COM INC COM 625367107 38 1000 SH DEFINED 02 1000 0 0
MURPHY OIL CORP COM 626717102 109 1900 SH DEFINED 02 1900 0 0
MUSICLAND STORES CORP COM 62758B109 262 31000 SH DEFINED 02 31000 0 0
MYLAN LABS INC COM 628530107 353 14000 SH DEFINED 02 14000 0 0
NABISCO GROUP HOLDINGS COM 62952P102 10912 1027000 SH DEFINED 01 1011000 0 16000
NABISCO HOLDINGS CORP COM 629526104 15561 494000 SH DEFINED 01 468000 0 26000
NABORS INDUSTRIES INC COM 629568106 8986 290450 SH DEFINED 01 290450 0 0
NACCO INDS INC COM 629579103 945 17000 SH DEFINED 02 17000 0 0
NALCO CHEM CO COM 629853102 583 11000 SH DEFINED 02 11000 0 0
NATIONA COMMERCE BANCORPORAT COM 635449101 1134 50000 SH DEFINED 02 50000 0 0
NATIONAL CITY CORP COM 635405103 1042 44000 SH DEFINED 02 44000 0 0
NATIONAL DATA CORP COM 635621105 848 25000 SH DEFINED 01 25000 0 0
NATIONAL EQUIPMENT SERVICES COM 635847106 576 92200 SH DEFINED 02 92200 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 727 19000 SH DEFINED 02 19000 0 0
NATIONAL RV HOLDINGS INC COM 637277104 366 19000 SH DEFINED 02 19000 0 0
NATIONAL STL CORP COM 637844309 491 66000 SH DEFINED 02 66000 0 0
NATIONAL SVC INDS INC COM 637657107 797 27000 SH DEFINED 01 2000 0 25000
NATIONAL WESTN LFE INS CL A COM 638522102 82 1200 SH DEFINED 02 1200 0 0
NATIONAL-OILWELL INC COM COM 637071101 35 2200 SH DEFINED 02 2200 0 0
NATIONWIDE FINL SVCS CL A COM 638612101 13902 497600 SH DEFINED 01 385600 0 112000
NATL HEALTH INVS COM 63633D104 1711 115000 SH DEFINED 02 115000 0 0
NAVIGANT CONSULTING CO COM 63935N107 359 33000 SH DEFINED 02 33000 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 20751 441500 SH DEFINED 01 377500 0 64000
NCH CORP COM 628850109 223 5000 SH DEFINED 02 5000 0 0
NCR Corp COM 62886E108 9999 264000 SH DEFINED 01 185000 0 79000
NCS HEALTHCARE INC COM 628874109 82 34000 SH DEFINED 02 34000 0 0
NEIMAN MARCUS GROUP INC COM 640204202 271 9700 SH DEFINED 01 9700 0 0
NEON SYSTEMS COM 640509105 510 13000 SH DEFINED 02 13000 0 0
NESTLE SA SPONS REG COM 641069406 119 1300 SH DEFINED 02 1300 0 0
NETWORK APPLIANCE INC COM 64120L104 249 3000 SH DEFINED 02 3000 0 0
NETWORK PERIPHERALS INC COM 64121R100 425 9000 SH DEFINED 02 9000 0 0
NETWORK SOLUTIONS INC COM 64121Q102 674 3100 SH DEFINED 02 3100 0 0
NETWORKS ASSOCIATES INC COM 640938106 1289 48300 SH DEFINED 02 48300 0 0
NEW ENGLAND ELEC SYS COM 644001109 10 200 SH DEFINED 02 200 0 0
NEW JERSEY RES COM COM 646025106 625 16000 SH DEFINED 02 16000 0 0
NEWELL RUBBERMAID INC COM 651229106 3512 121100 SH DEFINED 01 61100 0 60000
NEWMONT MNG CORP COM 651639106 125 5100 SH DEFINED 02 5100 0 0
NEWS CORP LTD COM 652487703 57 1500 SH DEFINED 02 1500 0 0
NEXTEL COMMUNICATIONS INC COM 65332V103 588 5700 SH DEFINED 02 5700 0 0
NEXTLINK COMMUNICATIONS COM 65333H707 83 1000 SH DEFINED 02 1000 0 0
NIAGARA MOHAWK HOLDINGS INC COM 653520106 1278 91700 SH DEFINED 01 62700 0 29000
NIKE INC COM 654106103 193 3900 SH DEFINED 02 3900 0 0
NISOURCE INC COM 65473P105 175 9800 SH DEFINED 02 9800 0 0
NOBLE AFFILIATES INC COM 654894104 214 10000 SH DEFINED 02 10000 0 0
NOBLE DRILLING CORP COM COM 655042109 11463 350000 SH DEFINED 01 350000 0 0
NORDSON CORPORATION COM 655663102 241 5000 SH DEFINED 02 5000 0 0
NORDSTROM INC COM 655664100 9428 358300 SH DEFINED 01 330300 0 28000
NORFOLK SOUTHERN CORP COM 655844108 209 10200 SH DEFINED 02 10200 0 0
NORTEK INC COM 656559101 1008 36000 SH DEFINED 02 36000 0 0
NORTEL NETWORKS CORPORATION COM 656569100 7494 74200 SH DEFINED 01 10200 0 64000
NORTH FORK BANCORP NY COM 659424105 346 19900 SH DEFINED 02 19900 0 0
NORTHEAST UTILS COM 664397106 14641 712000 SH DEFINED 01 712000 0 0
NORTHERN TR CORP COM 665859104 3339 63000 SH DEFINED 01 36000 0 27000
NORTHN STS PWR MINN COM 665772109 1736 89000 SH DEFINED 01 89000 0 0
NORTHROP CORP COM 666807102 270 5000 SH DEFINED 02 5000 0 0
NORTHWEST NAT GAS CO COM COM 667655104 2 100 SH DEFINED 02 100 0 0
NOVA CORP GEORGIA COM 669784100 316 10000 SH DEFINED 02 10000 0 0
NOVARTIS AG-ADR COM 66987V109 278 3800 SH DEFINED 02 3800 0 0
NOVELL INC COM 670006105 23711 593700 SH DEFINED 01 413700 0 180000
NOVELLUS SYS INC COM 670008101 809 6600 SH DEFINED 02 6600 0 0
NSTAR BEN INT COM 67019E107 150 3700 SH DEFINED 02 3700 0 0
NU SKIN ENTERPRISES INC A COM 67018T105 81 8900 SH DEFINED 01 8900 0 0
NUCOR CORP COM 670346105 66 1200 SH DEFINED 02 1200 0 0
NUEVO ENERGY CO COM 670509108 356 19000 SH DEFINED 02 19000 0 0
OCCIDENTAL PETROLEUM CORP DE COM 674599105 309 14300 SH DEFINED 02 14300 0 0
OCTEL CORP COM 675727101 301 29000 SH DEFINED 02 29000 0 0
OCWEN FINL CORP COM COM 675746101 128 20400 SH DEFINED 02 20400 0 0
OFFICEMAX INC COM 67622M108 1415 260200 SH DEFINED 01 260200 0 0
OGDEN CORP COM 676346109 315 26400 SH DEFINED 02 26400 0 0
OGE ENERGY CORP. COM 670837103 456 24000 SH DEFINED 02 24000 0 0
OHIO CAS CORP COM 677240103 1494 93000 SH DEFINED 02 93000 0 0
OLD KENT FINANCIAL CORP COM 679833103 318 9000 SH DEFINED 02 9000 0 0
OLD REP INTL CORP COM 680223104 2920 214300 SH DEFINED 01 214300 0 0
OLIN CORP COM 680665205 713 36000 SH DEFINED 02 36000 0 0
OM GROUP INC COM COM 670872100 379 11000 SH DEFINED 02 11000 0 0
OMEGA HEALTH CARE INVESTORS COM 681936100 1954 154000 SH DEFINED 02 154000 0 0
OMNICARE COM 681904108 50 4200 SH DEFINED 02 4200 0 0
OMNICOM GROUP INC COM 681919106 60 600 SH DEFINED 02 600 0 0
ONEIDA LTD COM 682505102 152 7000 SH DEFINED 02 7000 0 0
ONEMAIN.COM INC. COM 68267P109 45 3000 SH DEFINED 02 3000 0 0
ONEOK INC COM 682680103 477 19000 SH DEFINED 02 19000 0 0
OPEN MKT INC COM COM 68370M100 45 1000 SH DEFINED 02 1000 0 0
OPTICAL COATING LABORATORY COM 683829105 1184 4000 SH DEFINED 02 4000 0 0
ORACLE SYSTEMS COM 68389X105 22020 196500 SH DEFINED 01 90500 0 106000
OTTER TAIL PWR CO COM COM 689648103 300 8000 SH DEFINED 02 8000 0 0
OUTBACK STEAKHOUSE INC COM 689899102 13 500 SH DEFINED 02 500 0 0
PACCAR INC COM 693718108 5260 118700 SH DEFINED 01 118700 0 0
PACIFIC CENTURY FINANCIAL CO COM 694058108 2728 146000 SH DEFINED 01 146000 0 0
PACIFIC GAS & ELEC CO COM 69331C108 37700 1839000 SH DEFINED 01 1397000 0 442000
PACIFIC GATEWAY EXCHANGE INC COM 694327107 307 18000 SH DEFINED 02 18000 0 0
PACIFIC SUNWEAR OF CALIFORNI COM 694873100 2550 80000 SH DEFINED 02 80000 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 3101 58500 SH DEFINED 01 58500 0 0
PAINE WEBBER GROUP INC COM 695629105 7064 182000 SH DEFINED 01 182000 0 0
PARADYNE NETWORKS INC COM 69911G107 46 1700 SH DEFINED 02 1700 0 0
PARAMETRIC TECH CORP COM 699173100 777 28700 SH DEFINED 02 28700 0 0
PARK PLACE ENTERTAINMENT COR COM 700690100 14818 1185400 SH DEFINED 01 1041400 0 144000
PARTY CITY CORP COM 702145103 17 17000 SH DEFINED 02 17000 0 0
PATTERSON DENTAL CO COM 703412106 384 9000 SH DEFINED 02 9000 0 0
PATTERSON ENERGY INC COM COM 703414102 1560 120000 SH DEFINED 02 120000 0 0
PAYCHEX INC COM 704326107 128 3200 SH DEFINED 02 3200 0 0
PAYLESS SHOESOURCE INC COM 704379106 17978 382500 SH DEFINED 01 332500 0 50000
PECO ENERGY CO. COM 693304107 1387 39900 SH DEFINED 02 39900 0 0
PENN TREATY AMERICAN CORP COM 707874103 977 62000 SH DEFINED 02 62000 0 0
PENNEY J C INC COM 708160106 319 16000 SH DEFINED 02 16000 0 0
PEOPLES BANK COM 710198102 1310 62000 SH DEFINED 02 62000 0 0
PEOPLES ENERGY CORP COM 711030106 2881 86000 SH DEFINED 02 86000 0 0
PEOPLESOFT COM 712713106 2830 132800 SH DEFINED 01 132800 0 0
PEP BOYS MANNY MOE&JCK COM 713278109 2958 331000 SH DEFINED 01 331000 0 0
PEPSI BOTTLING GROUP INC COM 713409100 1607 97000 SH DEFINED 02 97000 0 0
PEPSICO INC COM 713448108 5598 158800 SH DEFINED 01 33800 0 125000
PEREGRINE SYSTEMS INC COM 71366Q101 135 1600 SH DEFINED 02 1600 0 0
PERKINELMER INC COM 714046109 29 700 SH DEFINED 02 700 0 0
PERVASIVE SOFTWARE INC COM 715710109 1660 98000 SH DEFINED 02 98000 0 0
PETCO ANIMAL SUPPLIES INC COM 716016100 610 41000 SH DEFINED 02 41000 0 0
PETSMART INC COM 716768106 207 36000 SH DEFINED 02 36000 0 0
PFIZER INC COM 717081103 37602 1159200 SH DEFINED 01 677200 0 482000
PH GLATFELTER CO COM 377316104 41 2800 SH DEFINED 02 2800 0 0
PHARMACIA AND UPJOHN INC COM 716941109 17510 389100 SH DEFINED 01 327100 0 62000
PHELPS DODGE CORP COM 717265102 21068 312700 SH DEFINED 01 206700 0 106000
PHILIP MORRIS COS INC COM 718154107 10992 477900 SH DEFINED 02 477900 0 0
PHILIPS N V COM 718337504 216 1600 SH DEFINED 02 1600 0 0
PHILLIPS PETROLEUM CO COM 718507106 160 3400 SH DEFINED 02 3400 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 79 5000 SH DEFINED 02 5000 0 0
PHOTRONICS INC COM COM 719405102 773 27000 SH DEFINED 02 27000 0 0
PINNACLE WEST CAP CORP COM 723484101 1449 47400 SH DEFINED 02 47400 0 0
PITNEY BOWES INC COM 724479100 1275 26400 SH DEFINED 01 3400 0 23000
PITTSTON BRINKS GROUP COM 725701106 240 10900 SH DEFINED 02 10900 0 0
PIXAR COM 725811103 8320 235200 SH DEFINED 01 235200 0 0
PLAINS RES INC COM PAR $0.10 COM 726540503 205 16400 SH DEFINED 02 16400 0 0
PLANTRONICS INC NEW COM COM 727493108 1288 18000 SH DEFINED 02 18000 0 0
PLAYTEX PRODUCTS INC COM 72813P100 646 42000 SH DEFINED 02 42000 0 0
PMC-SIERRA INC COM COM 69344F106 64 400 SH DEFINED 02 400 0 0
PMI GROUP INC COM 69344M101 273 5600 SH DEFINED 02 5600 0 0
PNC FINL CORP COM 693475105 3222 72400 SH DEFINED 01 51400 0 21000
POLICY MGMT SYS CORP COM 731108106 1048 41000 SH DEFINED 02 41000 0 0
POPULAR INC COM 733174106 7071 253100 SH DEFINED 01 222100 0 31000
POTOMAC ELEC PWR CO COM 737679100 436 19000 SH DEFINED 02 19000 0 0
POWEER-ONE INC COM 739308104 1466 32000 SH DEFINED 02 32000 0 0
POWER INTEGRATIONS INC COM 739276103 29 600 SH DEFINED 02 600 0 0
POWERWAVE TECHNOLOGIES COM COM 739363109 64 1100 SH DEFINED 02 1100 0 0
PPG INDS INC COM 693506107 2252 36000 SH DEFINED 01 6000 0 30000
PPL CORPORATION COM 69351T106 206 9000 SH DEFINED 02 9000 0 0
PREMIER PKS INC COM NEW COM 740540208 1054 36500 SH DEFINED 02 36500 0 0
PRESIDENTIAL LIFE CORP COM COM 740884101 441 24000 SH DEFINED 02 24000 0 0
PRICE COMMUNICATIONS CORP COM 741437305 1585 57000 SH DEFINED 02 57000 0 0
PRICESMART INC. COM 741511109 24 600 SH DEFINED 02 600 0 0
PRIME HOSPITALITY CORP COM COM 741917108 1163 132000 SH DEFINED 02 132000 0 0
PRIORITY HEALTHCARE CORP COM 74264T102 1621 56000 SH DEFINED 02 56000 0 0
PROCTER & GAMBLE CO COM 742718109 66548 607400 SH DEFINED 01 385400 0 222000
PROTECTIVE LIFE CORP COM 743674103 194 6100 SH DEFINED 02 6100 0 0
PROTEIN DESIGN LABS INC COM 74369L103 1330 19000 SH DEFINED 02 19000 0 0
PROVIDENT BANKSHARES COM COM 743859100 1270 73350 SH DEFINED 02 73350 0 0
PROVIDIAN CORPORATION COM 74406A102 20243 222300 SH DEFINED 01 201300 0 21000
PROXIM INC COM COM 744284100 99 900 SH DEFINED 02 900 0 0
PSINET INC COM COM 74437C101 1050 17000 SH DEFINED 02 17000 0 0
PSS WORLD MEDICAL INC COM 69366A100 551 58400 SH DEFINED 02 58400 0 0
PUBLIC SERVICE CO NEW MEXICO COM 744499104 1918 118000 SH DEFINED 02 118000 0 0
PUBLIC SVC ENTERPRISE COM 744573106 167 4800 SH DEFINED 02 4800 0 0
PUGET SOUND POWER & LIGHT CO COM 745332106 5057 261000 SH DEFINED 01 212000 0 49000
PULTE CORPORATION COM 745867101 9461 420500 SH DEFINED 01 331500 0 89000
QLOGIC CORP COM 747277101 1183 7400 SH DEFINED 02 7400 0 0
QRS INC COM 74726X105 840 8000 SH DEFINED 02 8000 0 0
QUAKER OATS CO COM 747402105 1260 19200 SH DEFINED 02 19200 0 0
QUALCOMM INC COM 747525103 1479 8400 SH DEFINED 02 8400 0 0
QUANTUM CORP-DLT & STORAGE COM 747906204 210 13900 SH DEFINED 02 13900 0 0
QUANTUM CORP-HARD DISK DRIVE COM 747906303 19 2750 SH DEFINED 02 2750 0 0
QUEENS COUNTY BANCORP INC COM 748242104 2346 86500 SH DEFINED 02 86500 0 0
QUESTAR CORP COM 748356102 945 63000 SH DEFINED 02 63000 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 1226 65600 SH DEFINED 01 65600 0 0
QUORUM HEALTH GRP INC COM COM 749084109 82 8800 SH DEFINED 02 8800 0 0
R&B FALCON CORP COM 74912E101 1272 96000 SH DEFINED 02 96000 0 0
RADIAN GROUP INC COM 750236101 1103 23099 SH DEFINED 02 23099 0 0
RALCORP HOLDINGS COM 751028101 5323 267000 SH DEFINED 02 267000 0 0
RALSTON PURINA CO COM 751277302 2202 79000 SH DEFINED 01 9000 0 70000
RARE MEDIUM GROUP INC COM 75382N109 34 1000 SH DEFINED 02 1000 0 0
RATIONAL SOFTWARE CORP COM N COM 75409P202 7727 157300 SH DEFINED 01 157300 0 0
RAYONIER INC COM 754907103 9179 190000 SH DEFINED 01 190000 0 0
RCN CORP COM 749361101 223 4600 SH DEFINED 02 4600 0 0
READERS DIGEST ASSN COM 755267101 263 9000 SH DEFINED 02 9000 0 0
REALNETWORKS INC COM 75605L104 481 4000 SH DEFINED 02 4000 0 0
REDBACK NETWORKS COM 757209101 21176 119300 SH DEFINED 01 119300 0 0
REGAL BELOIT CORP COM COM 758750103 268 13000 SH DEFINED 02 13000 0 0
REINSURANCE GROUP OF AMERICA COM 759351109 305 11000 SH DEFINED 02 11000 0 0
RELIANCE STEEL & ALUM COM COM 759509102 2109 90000 SH DEFINED 02 90000 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 235 6000 SH DEFINED 02 6000 0 0
RENAISSANCE RE HLDGS LTD COM G7496G103 4 100 SH DEFINED 02 100 0 0
REPUBLIC BANCORP INC COM 760282103 240 19800 SH DEFINED 02 19800 0 0
REPUBLIC N Y CORP COM 760719104 432 6000 SH DEFINED 01 0 0 6000
RES-CARE INC COM 760943100 26 2000 SH DEFINED 02 2000 0 0
RESMED INC COM 761152107 1420 34000 SH DEFINED 02 34000 0 0
REVLON INC COM 761525500 579 73000 SH DEFINED 02 73000 0 0
REXALL SUNDOWN INC COM 761648104 2382 231000 SH DEFINED 01 231000 0 0
REYNOLDS & REYNOLDS COMPANY COM 761695105 790 35100 SH DEFINED 02 35100 0 0
REYNOLDS METALS CO COM 761763101 1226 16000 SH DEFINED 02 16000 0 0
RF MICRODEVICES INC COM 749941100 1232 18000 SH DEFINED 02 18000 0 0
RFS HOTEL INVS INC COM 74955J108 929 89000 SH DEFINED 02 89000 0 0
RHYTHMS NETCONNECTIONS INC COM 762430205 434 14000 SH DEFINED 02 14000 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 705 40001 SH DEFINED 02 40001 0 0
ROADWAY EXPRESS DEL COM COM 769742107 216 10000 SH DEFINED 02 10000 0 0
ROBERT HALF INTERNATIONAL IN COM 770323103 1931 67600 SH DEFINED 02 67600 0 0
ROCKWELL INTL CORP COM 773903109 35705 745800 SH DEFINED 01 629800 0 116000
ROHM & HAAS CO COM 775371107 366 9000 SH DEFINED 02 9000 0 0
ROSS STORES INC COM 778296103 653 36400 SH DEFINED 02 36400 0 0
ROWAN COS INC COM 779382100 8935 412000 SH DEFINED 01 412000 0 0
ROYAL DUTCH PETE CO COM 780257804 12337 203700 SH DEFINED 01 27700 0 176000
RUSS BERRIE AND COMPANY INC COM 782233100 13 500 SH DEFINED 02 500 0 0
RUSSELL CORP COM 782352108 184 11000 SH DEFINED 02 11000 0 0
RYLAND GROUP INC COM 783764103 1280 55500 SH DEFINED 02 55500 0 0
S1 CORPORATION COM 78463B101 781 10000 SH DEFINED 02 10000 0 0
SABRE GROUP HOLDINGS INC COM 785905100 3444 67200 SH DEFINED 01 67200 0 0
SAFESKIN CORP COM COM 786454108 825 68000 SH DEFINED 02 68000 0 0
SAFEWAY INC COM 786514208 26455 740000 SH DEFINED 01 594000 0 146000
SAGA SYSTEMS INC COM 786610105 8 400 SH DEFINED 02 400 0 0
SAKS INC. COM 79377W108 4124 265000 SH DEFINED 02 265000 0 0
SALTON INC COM 795757103 568 17000 SH DEFINED 02 17000 0 0
SANCHEZ COMPUTER ASSOCIATES COM 799702105 247 6000 SH DEFINED 02 6000 0 0
SANDISK CORP COM 80004C101 972 10100 SH DEFINED 02 10100 0 0
SANMINA CORP COM 800907107 439 4400 SH DEFINED 02 4400 0 0
SANTA FE SNYDER CORP COM 80218K105 126 15800 SH DEFINED 02 15800 0 0
SAPIENT CORP COM 803062108 2396 17000 SH DEFINED 02 17000 0 0
SARA LEE CORP COM 803111103 2162 98000 SH DEFINED 01 15000 0 83000
SBC COMMUNICATIONS INC. COM 78387G103 93287 1913578 SH DEFINED 01 1319578 0 594000
SCHERING PLOUGH CORP COM 806605101 28514 672900 SH DEFINED 01 448900 0 224000
SCHLUMBERGER LTD COM 806857108 22792 406100 SH DEFINED 01 220100 0 186000
SCHWAB CHARLES CORP NEW COM 808513105 10140 265100 SH DEFINED 01 153100 0 112000
SCI SYSTEMS INC COM 783890106 616 7500 SH DEFINED 02 7500 0 0
SCIENT CORP COM 80864H109 1556 18000 SH DEFINED 02 18000 0 0
SCIENTIFIC ATLANTA INC COM 808655104 9951 178100 SH DEFINED 01 178100 0 0
SCP POOL CORP COM 784028102 441 17000 SH DEFINED 02 17000 0 0
SEARS ROEBUCK & CO COM 812387108 12505 411700 SH DEFINED 01 328700 0 83000
SEGATE COM 811804103 1956 42000 SH DEFINED 01 42000 0 0
SEI INVESTMENTS CO COM 784117103 5713 48000 SH DEFINED 01 48000 0 0
SEITEL INC COM 816074306 1289 191000 SH DEFINED 02 191000 0 0
SEPRACOR INC COM 817315104 119 1200 SH DEFINED 02 1200 0 0
SEQUA CORPORATION CLASS A COM 817320104 97 1800 SH DEFINED 02 1800 0 0
SERENA SOFTWARE INC COM 817492101 928 30000 SH DEFINED 02 30000 0 0
SFX ENTERTAINMENT INC COM 784178105 14 400 SH DEFINED 02 400 0 0
SHARED MEDICAL SYSTEMS CORP COM 819486101 917 18000 SH DEFINED 02 18000 0 0
SHAW INDS INC COM 820286102 202 13000 SH DEFINED 02 13000 0 0
SHOE CARNIVAL INC COM 824889109 312 31000 SH DEFINED 02 31000 0 0
SHOPKO STORES INC COM 824911101 1242 54000 SH DEFINED 02 54000 0 0
SIEBEL SYS INC COM COM 826170102 1890 22500 SH DEFINED 02 22500 0 0
SIERRA PACIFIC RESOURCES COM 826428104 1286 74000 SH DEFINED 02 74000 0 0
SIGMA ALDRICH CORP COM 826552101 1714 57000 SH DEFINED 02 57000 0 0
SILICON GRAPHICS INC COM 827056102 262 27000 SH DEFINED 02 27000 0 0
SKYWEST INC COM 830879102 1775 63400 SH DEFINED 02 63400 0 0
SMITH A O COM COM 831865209 1776 81200 SH DEFINED 02 81200 0 0
SMITH INTL INC COM 832110100 1093 22000 SH DEFINED 02 22000 0 0
SMITHFIELD FOODS INC COM COM 832248108 1176 49000 SH DEFINED 02 49000 0 0
SMUCKER J M CO COM 832696108 1287 66000 SH DEFINED 02 66000 0 0
SNYDER COMM. INC COM 832914105 7123 370000 SH DEFINED 01 370000 0 0
SODEXHO MARRIOTT SERVICES IN COM 833793102 234 18000 SH DEFINED 02 18000 0 0
SOLA INTL INC COM COM 834092108 250 18000 SH DEFINED 02 18000 0 0
SOLECTRON CORP COM 834182107 476 5000 SH DEFINED 02 5000 0 0
SOLUTIA INC. COM 834376105 8514 551500 SH DEFINED 01 551500 0 0
SONOCO CO COM 835495102 387 17000 SH DEFINED 02 17000 0 0
SOUTH TRUST CORP COM 844730101 4348 115000 SH DEFINED 01 115000 0 0
SOUTHDOWN INC COM 841297104 9747 188800 SH DEFINED 01 142800 0 46000
SOUTHERN CO COM 842587107 1443 61400 SH DEFINED 02 61400 0 0
SOUTHWEST AIRLS CO COM 844741108 9706 601900 SH DEFINED 01 601900 0 0
SOVEREIGN BANCORP INC COM 845905108 10 1300 SH DEFINED 02 1300 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 122 4400 SH DEFINED 02 4400 0 0
SPIEKER PROPS COM 848497103 445 12200 SH DEFINED 02 12200 0 0
SPRINT CORP PCS GROUP COM 852061506 277 2700 SH DEFINED 02 2700 0 0
SPRINT CORPORATION COM 852061100 269 4000 SH DEFINED 02 4000 0 0
ST JUDE MEDICAL INC COM 790849103 7368 240100 SH DEFINED 01 240100 0 0
ST PAUL COS INC COM 792860108 13 400 SH DEFINED 02 400 0 0
STANCORP FINL GROUP INC COM 852891100 579 23000 SH DEFINED 02 23000 0 0
STANDARD MOTOR PRODUCTS COM 853666105 24 1500 SH DEFINED 02 1500 0 0
STAPLES INC COM 855030102 4 200 SH DEFINED 02 200 0 0
STARBUCKS CORP COM 855244109 204 8400 SH DEFINED 02 8400 0 0
STARWOOD FINANCIAL INC COM 85569R104 6 352 SH DEFINED 02 352 0 0
STATE STREET CORP COM 857477103 6649 91000 SH DEFINED 01 91000 0 0
STATION CASINOS INC COM COM 857689103 292 13000 SH DEFINED 02 13000 0 0
STEEL DYNAMICS INC COM COM 858119100 478 30000 SH DEFINED 02 30000 0 0
STERIS CORP COM 859152100 1322 129000 SH DEFINED 01 129000 0 0
STERLING COMM INC COM COM 859205106 1146 33700 SH DEFINED 02 33700 0 0
STERLING SOFTWARE INC COM 859547101 8086 256700 SH DEFINED 02 256700 0 0
STEWART ENTERPRISES INC COM 860370105 178 37500 SH DEFINED 02 37500 0 0
STILLWATER MINING COMPANY COM 86074Q102 542 17000 SH DEFINED 02 17000 0 0
STRYKER CORP COM 863667101 696 10000 SH DEFINED 02 10000 0 0
SUIZA FOODS CORP COM COM 865077101 357 9000 SH DEFINED 02 9000 0 0
SUN MICROSYSTEMS INC COM 866810104 24331 314200 SH DEFINED 01 181200 0 133000
SUNGARD DATA SYSTEMS COM 867363103 428 18000 SH DEFINED 02 18000 0 0
SUNOCO INC COM 86764P109 964 41000 SH DEFINED 02 41000 0 0
SUNQUEST INFORMATION SYSTEMS COM 867654105 864 64000 SH DEFINED 02 64000 0 0
SUNTERRA CORP COM 86787D109 1738 151100 SH DEFINED 02 151100 0 0
SUNTRUST BKS INC COM 867914103 2890 42000 SH DEFINED 01 15000 0 27000
SUPERIOR CONSULTANT HLDGS COM 868146101 2722 191000 SH DEFINED 02 191000 0 0
SUPERIOR NATL INS GROUP DEL COM 868224106 136 18000 SH DEFINED 02 18000 0 0
SUPERIOR TELECOM INC COM COM 868365107 710 46000 SH DEFINED 02 46000 0 0
SUPERVALUE INC COM 868536103 3560 178000 SH DEFINED 01 178000 0 0
SWIFT TRANSPORTATION CO INC. COM 870756103 182 10300 SH DEFINED 02 10300 0 0
SYBRON INTERNATIONAL CORP COM 87114F106 370 15000 SH DEFINED 02 15000 0 0
SYLVAN LEARNING SYS COM COM 871399101 18814 1447200 SH DEFINED 01 1265200 0 182000
SYMANTEC CORP COM 871503108 317 5400 SH DEFINED 02 5400 0 0
SYMBOL TECHNOLOGIES COM 871508107 3490 54900 SH DEFINED 02 54900 0 0
SYNCOR INTL CORP DEL COM 87157J106 262 9000 SH DEFINED 02 9000 0 0
SYNOPSYS INC COM 871607107 2984 44700 SH DEFINED 02 44700 0 0
TALBOTS INCORPORATED COM 874161102 848 19000 SH DEFINED 02 19000 0 0
TANDY CORP COM 875382103 3979 80900 SH DEFINED 01 80900 0 0
TARGET CORP COM 87612E106 12411 169000 SH DEFINED 01 113000 0 56000
TAUBMAN CNTR INC COM 876664103 366 34000 SH DEFINED 02 34000 0 0
TECH DATA CORP COM 878237106 3011 111000 SH DEFINED 01 111000 0 0
TECHNE CORP COM COM 878377100 991 18000 SH DEFINED 02 18000 0 0
TEKTRONIX INC COM 879131100 1034 26600 SH DEFINED 02 26600 0 0
TELEBANC FINANCIAL CORP COM 87925R109 3666 141000 SH DEFINED 02 141000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3 314 SH DEFINED 02 314 0 0
TELEFLEX INC COM 879369106 5063 161700 SH DEFINED 01 161700 0 0
TELEFONICA DE ESPANA COM 879382208 615 7800 SH DEFINED 02 7800 0 0
TELEPHONE AND DATASYSTEMS IN COM 879433100 13217 104900 SH DEFINED 01 104900 0 0
TELESCAN INC COM 879516102 580 23500 SH DEFINED 02 23500 0 0
TELLABS INC COM 879664100 9115 142000 SH DEFINED 01 119000 0 23000
TEMPLE INLAND INC COM 879868107 7451 113000 SH DEFINED 01 83000 0 30000
TENET HEALTHCARE COM 88033G100 26 1100 SH DEFINED 02 1100 0 0
TENFOLD CORPORATION COM 88033A103 1038 26000 SH DEFINED 02 26000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 30 3200 SH DEFINED 02 3200 0 0
TERADYNE INC COM 880770102 502 7600 SH DEFINED 02 7600 0 0
TESORO PETROLEUM CORP. COM 881609101 728 63000 SH DEFINED 02 63000 0 0
TETRA TECH INC COM 88162G103 60 3900 SH DEFINED 02 3900 0 0
TEXACO INC COM 881694103 2270 41800 SH DEFINED 01 6800 0 35000
TEXAS INDUSTRIES COM 882491103 13 300 SH DEFINED 02 300 0 0
TEXAS INSTRUMENTS INC COM 882508104 60130 622300 SH DEFINED 01 493300 0 129000
TEXTRON INC COM 883203101 8 100 SH DEFINED 02 100 0 0
THE EW SCRIPPS CO NEW CL A COM 811054204 197 4400 SH DEFINED 02 4400 0 0
THE MEN'S WEARHOUSE INC COM 587118100 969 33000 SH DEFINED 02 33000 0 0
THE SCOTTS CO CL A COM 810186106 8 200 SH DEFINED 02 200 0 0
THERMO CARDIOSYSTEMS INC COM 88355K200 282 43000 SH DEFINED 02 43000 0 0
THOMAS & BETTS CORP COM 884315102 1658 52000 SH DEFINED 02 52000 0 0
TIDEWATER INC COM 886423102 7456 207100 SH DEFINED 01 207100 0 0
TIFFANY & CO NEW COM 886547108 6837 76600 SH DEFINED 02 76600 0 0
TIME WARNER INC COM 887315109 21072 291400 SH DEFINED 01 213400 0 78000
TIMKEN CO COM 887389104 431 21100 SH DEFINED 02 21100 0 0
TJX COS INC NEW COM 872540109 18835 921600 SH DEFINED 01 703600 0 218000
TOLL BROTHERS COM 889478103 1416 76000 SH DEFINED 02 76000 0 0
TOO INC COM 890333107 314 18200 SH DEFINED 02 18200 0 0
TORCHMARK CORP COM 891027104 180 6200 SH DEFINED 02 6200 0 0
TRANSACTION SYSTEMS ARCHIT-A COM 893416107 392 14000 SH DEFINED 02 14000 0 0
TRANSATLANTIC HLDGS COM 893521104 203 2600 SH DEFINED 02 2600 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 3191 94716 SH DEFINED 01 58707 0 36009
TRANSWORLD ENTERPRISE CORP COM 89336Q100 683 65000 SH DEFINED 02 65000 0 0
TRAVELERS PROPERTY CASUALTY COM 893939108 7651 223400 SH DEFINED 01 223400 0 0
TREMONT CORP COM 894745207 42 2800 SH DEFINED 02 2800 0 0
TREX INC COM 89531P105 294 11000 SH DEFINED 02 11000 0 0
TRIAD GTY INC COM COM 895925105 956 42000 SH DEFINED 02 42000 0 0
TRIAD HOSPITALS INC COM 89579K109 5 300 SH DEFINED 02 300 0 0
TRIAGLE PHARMACEUTICIALS COM 89589H104 154 12000 SH DEFINED 02 12000 0 0
TRIARC COS INC CL A COM 895927101 184 10000 SH DEFINED 02 10000 0 0
TRIBUNE CO NEW COM 896047107 27311 496000 SH DEFINED 01 427000 0 69000
TRICON GLOBAL RESTAURANTS COM 895953107 62 1600 SH DEFINED 02 1600 0 0
TRIGON HEALTHCARE INC COM 89618L100 3216 109000 SH DEFINED 01 109000 0 0
TRUSTMARK CORP COM 898402102 52 2400 SH DEFINED 02 2400 0 0
TUPPERWARE CORP COM COM 899896104 15 900 SH DEFINED 02 900 0 0
TV GUIDE INC CL A COM 87307Q109 103 2400 SH DEFINED 02 2400 0 0
TYCO INTERNATIONAL LTD COM 902124106 15483 397000 SH DEFINED 01 135000 0 262000
U S INDUSTRIES INC COM 912080108 756 54000 SH DEFINED 01 54000 0 0
U S WEST INC COM 91273H101 8741 121400 SH DEFINED 01 121400 0 0
U.S. FRANCHISE SYSTEMS INC-A COM 902956309 396 88000 SH DEFINED 02 88000 0 0
UAL CORP COM 902549500 2017 26000 SH DEFINED 01 26000 0 0
UCAR INTERNATIONAL INC COM 90262K109 96 5400 SH DEFINED 02 5400 0 0
UNICOM CORPORATION COM 904911104 1595 47600 SH DEFINED 02 47600 0 0
UNIGRAPHICS SOLUTIONS INC COM 904928108 27 1000 SH DEFINED 02 1000 0 0
UNILEVER N VN - NY SHARES COM 904784709 3533 64899 SH DEFINED 01 12899 0 52000
UNION CARBIDE CORP COM 905581104 13 200 SH DEFINED 02 200 0 0
UNION PAC CORP COM 907818108 786 18000 SH DEFINED 01 18000 0 0
UNIONBANCAL CORPORATION COM 908906100 2721 69000 SH DEFINED 01 69000 0 0
UNISYS CORP COM 909214108 5155 161400 SH DEFINED 01 130400 0 31000
UNITED ASSET MGMT CORP COM 909420101 278 15000 SH DEFINED 02 15000 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 338 34000 SH DEFINED 02 34000 0 0
UNITED HEALTHCARE CORP COM 910581107 32 600 SH DEFINED 02 600 0 0
UNITED RENTALS INC COM 911363109 3379 197300 SH DEFINED 01 197300 0 0
UNITED STATES CELLULAR COM COM 911684108 3937 39000 SH DEFINED 01 39000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1690 26000 SH DEFINED 01 2000 0 24000
UNITEDGLOBALCOM INC COM 913247508 777 11000 SH DEFINED 02 11000 0 0
UNIVERSAL CORP VA COM 913456109 1141 50000 SH DEFINED 02 50000 0 0
UNIVERSAL FOODS CORP COM 913538104 8 400 SH DEFINED 02 400 0 0
UNIVERSAL FST PRODS COM COM 913543104 118 8000 SH DEFINED 02 8000 0 0
UNIVERSAL HEALTH SVCS COM 913903100 14 400 SH DEFINED 02 400 0 0
UNIVISION COMMUNICATIONS A COM 914906102 940 9200 SH DEFINED 02 9200 0 0
UNOCAL CORP COM 915289102 839 25000 SH DEFINED 01 2000 0 23000
UNOVA INC COM 91529B106 260 20000 SH DEFINED 02 20000 0 0
UNUMPROVIDENT COM 91529Y106 5354 167000 SH DEFINED 01 87000 0 80000
US BANCORP DEL COM COM 902973106 71 3000 SH DEFINED 01 0 0 3000
US FOODSERVICE COM 90331R101 201 12000 SH DEFINED 02 12000 0 0
US FREIGHTWAYS CORP COM 916906100 1101 23000 SH DEFINED 02 23000 0 0
US WEB CORP COM 917327108 622 14000 SH DEFINED 02 14000 0 0
USA NETWORKS INC. COM 902984103 276 5000 SH DEFINED 02 5000 0 0
USG CORP COM 903293405 4453 94500 SH DEFINED 02 94500 0 0
UST CORP COM 902900109 349 11000 SH DEFINED 02 11000 0 0
USX-U S STEEL COM 90337T101 2066 62600 SH DEFINED 01 62600 0 0
UTILICORP UTD INC DEL COM 918005109 700 36000 SH DEFINED 02 36000 0 0
VAIL RESORTS COM 91879Q109 915 51000 SH DEFINED 02 51000 0 0
VALASSIS COMMUNICATION COM 918866104 1306 30900 SH DEFINED 02 30900 0 0
VALUE AMERICA INC COM 92038N102 147 29000 SH DEFINED 02 29000 0 0
VARIAN ASSOCIATES INC COM 92220P105 3223 108100 SH DEFINED 01 108100 0 0
VARIAN INC COM 922206107 23 1003 SH DEFINED 02 1003 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 7 200 SH DEFINED 02 200 0 0
VENATOR GROUP INC COM 922944103 2 300 SH DEFINED 02 300 0 0
VENTIV HEALTH INC COM 922793104 40 4333 SH DEFINED 02 4333 0 0
VERIO INC COM 923433106 508 11000 SH DEFINED 02 11000 0 0
VERISIGN INC COM 92343E102 1718 9000 SH DEFINED 02 9000 0 0
VERITAS SOFTWARE CORP COM 923436109 10620 74200 SH DEFINED 02 74200 0 0
VERTICALNET INC COM 92532L107 1476 9000 SH DEFINED 02 9000 0 0
VIACOM INC CLASS B COM 925524308 84878 1404400 SH DEFINED 01 1215400 0 189000
VIAD CORP DELAWARE COM 92552R109 251 9000 SH DEFINED 02 9000 0 0
VICAL INC COM 925602104 419 14000 SH DEFINED 02 14000 0 0
VICORP RESTAURANTS INC COM 925817108 48 3000 SH DEFINED 02 3000 0 0
VIGNETTE CORPORATION COM 926734104 1304 8000 SH DEFINED 02 8000 0 0
VIRCO MANUFACTURING CORP COM 927651109 52 4000 SH DEFINED 02 4000 0 0
VISUAL NETWORKS INC COM 928444108 317 4000 SH DEFINED 02 4000 0 0
VISX INC COM 92844S105 5822 112500 SH DEFINED 01 112500 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 629 12000 SH DEFINED 02 12000 0 0
VODAFONE AIRTOUCH PLC SP ADR COM 92857T107 411 8300 SH DEFINED 02 8300 0 0
VOICESTREAM WIRELESS CORP COM 928615103 384 2700 SH DEFINED 02 2700 0 0
WACHOVIA CORP COM 929771103 272 4000 SH DEFINED 02 4000 0 0
WAL MART STORES INC COM 931142103 117388 1698200 SH DEFINED 01 1007200 0 691000
WALGREEN CO COM 931422109 4066 139000 SH DEFINED 01 31000 0 108000
WALTER INDS INC COM COM 93317Q105 422 39000 SH DEFINED 02 39000 0 0
WARNER LAMBERT CO COM 934488107 9095 111000 SH DEFINED 01 36000 0 75000
WASHINGTON GAS LT CO COM 938837101 143 5200 SH DEFINED 02 5200 0 0
WASHINGTON POST CO COM 939640108 500 900 SH DEFINED 02 900 0 0
WASTE MANAGEMENT INC COM 94106L109 105 6100 SH DEFINED 02 6100 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 1 110 SH DEFINED 02 110 0 0
WATERS CORP COM 941848103 986 18600 SH DEFINED 02 18600 0 0
WATKINS JOHNSON CO COM 942486101 1560 39000 SH DEFINED 02 39000 0 0
WATSON PHARMACEUTICALS INC COM 942683103 8745 244200 SH DEFINED 01 213200 0 31000
WD-40 CO COM 929236107 863 39000 SH DEFINED 02 39000 0 0
WEATHERFORD INTERNATIONAL COM 947074100 859 21500 SH DEFINED 02 21500 0 0
WEBB DEL E CORP COM 947423109 1070 43000 SH DEFINED 02 43000 0 0
WEBTRENDS CORP COM 94844D104 243 3000 SH DEFINED 02 3000 0 0
WEIS MARKETS INC COM 948849104 574 13200 SH DEFINED 02 13200 0 0
WELLMAN INC COM 949702104 447 24000 SH DEFINED 02 24000 0 0
WELLPOINT HEALTH NETWORKS IN COM 94973H108 824 12500 SH DEFINED 02 12500 0 0
WELLS FARGO & CO DEL COM 949746101 9058 224000 SH DEFINED 01 117000 0 107000
WESCO INTERNATIONAL INC COM 95082P105 683 77000 SH DEFINED 02 77000 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 588 19000 SH DEFINED 02 19000 0 0
WESTAMERICA BANCORP COM COM 957090103 754 27000 SH DEFINED 02 27000 0 0
WESTERN GAS RESOURCES INC COM 958259103 313 23700 SH DEFINED 02 23700 0 0
WESTERN RESOURCES INC. COM 959425109 8249 487000 SH DEFINED 01 487000 0 0
WESTERN WIRELESS CP CLA COM 95988E204 1582 23700 SH DEFINED 02 23700 0 0
WET SEAL INC COM 961840105 1348 110000 SH DEFINED 02 110000 0 0
WEYERHAEUSER CO COM 962166104 6126 85300 SH DEFINED 01 48300 0 37000
WHIRLPOOL CORP COM 963320106 156 2400 SH DEFINED 02 2400 0 0
WHITMAN CORP COM 96647R107 309 23000 SH DEFINED 02 23000 0 0
WILD OATS MARKETS INC COM 96808B107 422 19000 SH DEFINED 02 19000 0 0
WILLAMETTE INDUSTRIES COM 969133107 51 1100 SH DEFINED 02 1100 0 0
WILLIAMS COS INC DEL COM 969457100 917 30000 SH DEFINED 01 24000 0 6000
WILLIAMS SONOMA INC COM 969904101 97 2100 SH DEFINED 02 2100 0 0
WMS INDS INC COM 929297109 354 27000 SH DEFINED 02 27000 0 0
WOODWARD GOVERNOR CO COM 980745103 479 17400 SH DEFINED 02 17400 0 0
XEROX CORP COM 984121103 281 12400 SH DEFINED 02 12400 0 0
XILINX INC COM 983919101 5174 113800 SH DEFINED 01 113800 0 0
YAHOO INC COM 984332106 37664 87046 SH DEFINED 01 53046 0 34000
YELLOW CORPORATION COM 985509108 420 25000 SH DEFINED 02 25000 0 0
YORK INTERNATIONAL CORP COM 986670107 892 32500 SH DEFINED 02 32500 0 0
YOUNG & RUBICAM INC COM 987425105 71 1000 SH DEFINED 02 1000 0 0
ZALE CORP NEW COM COM 988858106 2080 43000 SH DEFINED 02 43000 0 0
ZOMAX INC COM 989929104 453 10000 SH DEFINED 02 10000 0 0
</TABLE>
