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, 2000
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one): [X] 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 23, 2000
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: 1,231
Form 13F Information Table Value Total: $5,497,313,000
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
1ST SOURCE CORP COM COM 336901103 16 1000 SH DEFINED 02 1000 0 0
3COM CORP COM 885535104 1688 29300 SH DEFINED 01 3300 0 26000
A D C TELECOMMUNICATN COM 000886101 21027 250700 SH DEFINED 01 182700 0 68000
A H BELO CORPORATION CLASS A COM 080555105 5012 289500 SH DEFINED 01 289500 0 0
A S V INC COM 001963107 29 2000 SH DEFINED 02 2000 0 0
ABBOTT LABS COM 002824100 11707 262700 SH DEFINED 01 89700 0 173000
ABERCROMBIE AND FITCH CO COM 002896207 183 15000 SH DEFINED 02 15000 0 0
ABGENIC INC COM 00339B107 5034 42000 SH DEFINED 02 42000 0 0
AC NEILSON CORP COM 004833109 218 9900 SH DEFINED 02 9900 0 0
ACKERLEY GROUP INC. COM 004527107 12 1000 SH DEFINED 02 1000 0 0
ACTUATE CORPORATION COM 00508B102 1468 27500 SH DEFINED 02 27500 0 0
ACTV INC COM 00088E104 314 21000 SH DEFINED 02 21000 0 0
ACUSON CORP COM 005113105 1465 108500 SH DEFINED 02 108500 0 0
ACXIOM CORPORATION COM 005125109 248 9100 SH DEFINED 02 9100 0 0
ADAPTEC INC COM 00651F108 603 26500 SH DEFINED 02 26500 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 1176 32000 SH DEFINED 02 32000 0 0
ADOBE SYS INC COM 00724F101 17147 131900 SH DEFINED 01 92900 0 39000
ADTRAN INC COM 00738A106 1497 25000 SH DEFINED 02 25000 0 0
ADVANCE ENG. INDUSTRIES COM 007973100 737 12500 SH DEFINED 02 12500 0 0
ADVANCE FIBRE COMMUNICATIONS COM 00754A105 11265 248600 SH DEFINED 01 169600 0 79000
ADVANCE PARADIGM INC COM 007491103 431 21000 SH DEFINED 02 21000 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 367 23000 SH DEFINED 02 23000 0 0
ADVANCED MICRO DEVICES COM 007903107 2364 30600 SH DEFINED 02 30600 0 0
ADVANTA CORP COM 007942105 244 20000 SH DEFINED 02 20000 0 0
AEGON NV COM 007924103 5401 151600 SH DEFINED 01 91600 0 60000
AEROFLEX INC COM 007768104 224 4500 SH DEFINED 02 4500 0 0
AES CORP COM 00130H105 9 200 SH DEFINED 02 200 0 0
AETNA INC COM 008117103 45811 713700 SH DEFINED 01 475700 0 238000
AFFILIATED COMPUTER SERVICES COM 008190100 205 6200 SH DEFINED 02 6200 0 0
AFFILIATED MANAGERS GROUP COM 008252108 319 7000 SH DEFINED 02 7000 0 0
AFFYMETRIX INC COM 00826T108 4871 29500 SH DEFINED 01 29500 0 0
AGCO CORP COM 001084102 1987 162200 SH DEFINED 02 162200 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 513 6959 SH DEFINED 02 6959 0 0
AGRIBRANDS INTL INC COM 00849R105 21 500 SH DEFINED 02 500 0 0
AIRBORNE FGHT CORP COM 009266107 72 3800 SH DEFINED 02 3800 0 0
AIRGAS INC COM 009363102 700 123000 SH DEFINED 02 123000 0 0
AK STL HLDG CORP COM 001547108 132 16500 SH DEFINED 02 16500 0 0
AKZO NOBEL NV COM 010199305 185 4400 SH DEFINED 02 4400 0 0
ALASKA AIR GROUP INC COM 011659109 233 8600 SH DEFINED 02 8600 0 0
ALBANY INTERNATIONAL CORP. C COM 012348108 526 36300 SH DEFINED 02 36300 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 261 4800 SH DEFINED 02 4800 0 0
ALBERTSONS INC COM 013104104 2248 67600 SH DEFINED 01 42600 0 25000
ALCAN ALUMINUM LTD NEW COM 013716105 34 1100 SH DEFINED 02 1100 0 0
ALCOA INC COM 013817101 2598 89600 SH DEFINED 01 45600 0 44000
ALFA CORP COM COM 015385107 70 4000 SH DEFINED 02 4000 0 0
ALKERMES INC COM 01642T108 2615 55500 SH DEFINED 02 55500 0 0
ALLEGHANY CORP DEL COM COM 017175100 168 1000 SH DEFINED 02 1000 0 0
ALLEGHENY ENERGY INC COM 017361106 4141 147900 SH DEFINED 01 147900 0 0
ALLEN GROUP INC COM 018091108 18 1000 SH DEFINED 02 1000 0 0
ALLERGAN INC COM 018490102 31990 429400 SH DEFINED 01 329400 0 100000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 172 7000 SH DEFINED 02 7000 0 0
ALLIANT ENERGY CORP COM 018802108 1540 59200 SH DEFINED 01 59200 0 0
ALLIES CAPITAL CORP COM 01903Q108 68 4000 SH DEFINED 02 4000 0 0
ALLMERICA FINANCIAL CORP COM 019754100 388 7400 SH DEFINED 02 7400 0 0
ALLSTATE CORP COM 020002101 3760 169000 SH DEFINED 01 76000 0 93000
ALLTEL CORP COM 020039103 3345 54000 SH DEFINED 01 54000 0 0
ALLTRISTA CORP COM 020040101 2 100 SH DEFINED 02 100 0 0
ALPHA INDUSTRIES INC COM 020753109 2335 53000 SH DEFINED 02 53000 0 0
ALPHARMA INC COM 020813101 1463 23500 SH DEFINED 02 23500 0 0
ALTERA CORP COM 021441100 1998 19600 SH DEFINED 01 6600 0 13000
ALZA CORP DEL COM 022615108 1922 32500 SH DEFINED 02 32500 0 0
AMAZON COM INC COM 023135106 872 24000 SH DEFINED 02 24000 0 0
AMB PROPERTY CORP COM 00163T109 3627 159000 SH DEFINED 01 159000 0 0
AMBAC INC COM 023139108 1015 18500 SH DEFINED 02 18500 0 0
AMERADA HESS CORP COM 023551104 753 12200 SH DEFINED 02 12200 0 0
AMEREN CORP COM 023608102 2555 75700 SH DEFINED 01 75700 0 0
AMERICA ONLINE INC COM 02364J104 42928 813800 SH DEFINED 01 522800 0 291000
AMERICAN CLASSIC VOYAGES CO. COM 024928103 1073 52000 SH DEFINED 02 52000 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 151 10800 SH DEFINED 02 10800 0 0
AMERICAN ELEC PWR INC COM 025537101 1350 45580 SH DEFINED 01 45580 0 0
AMERICAN EXPRESS CO COM 025816109 1746 33500 SH DEFINED 02 33500 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 50 2000 SH DEFINED 02 2000 0 0
AMERICAN GENERAL CORP COM 026351106 305 5000 SH DEFINED 02 5000 0 0
AMERICAN HOME PRODS CP COM 026609107 17696 301200 SH DEFINED 01 144200 0 157000
AMERICAN INTL GROUP COM 026874107 53932 458996 SH DEFINED 01 280996 0 178000
AMERICAN ITALIAN PASTA CO COM 027070101 43 2000 SH DEFINED 02 2000 0 0
AMERICAN NATL INS CO COM 028591105 673 13200 SH DEFINED 02 13200 0 0
AMERICAN STANDARD COMPANIES COM 029712106 246 6000 SH DEFINED 02 6000 0 0
AMERICAN STATES WATER CO COM 029899101 30 1000 SH DEFINED 02 1000 0 0
AMERICAN TOWER CORP COM 029912201 938 22500 SH DEFINED 02 22500 0 0
AMERIPATH INC COM 03071D109 27 3000 SH DEFINED 02 3000 0 0
AMERN PWR CONVERSION COM 029066107 2775 68000 SH DEFINED 01 68000 0 0
AMERUS LIFE HOLDINGS A COM 030732101 969 47000 SH DEFINED 02 47000 0 0
AMFM INC COM 001693100 124 1800 SH DEFINED 02 1800 0 0
AMGEN INC COM 031162100 55111 784500 SH DEFINED 01 545500 0 239000
AMKOR TECHNOLOGY INC COM 031652100 4467 126500 SH DEFINED 01 126500 0 0
AMPHENOL CORP COM 032095101 1224 18500 SH DEFINED 02 18500 0 0
AMR CORP COM 001765106 2591 98000 SH DEFINED 01 98000 0 0
ANADARKO PETE CORP COM 032511107 5634 114100 SH DEFINED 01 114100 0 0
ANADIGICS INC COM COM 032515108 255 7500 SH DEFINED 02 7500 0 0
ANALOG DEVICES INC COM 032654105 274 3600 SH DEFINED 02 3600 0 0
ANALYSTS INTL CORP COM 032681108 308 33100 SH DEFINED 02 33100 0 0
ANCHOR BANCORP WIS INC COM COM 032839102 15 1000 SH DEFINED 02 1000 0 0
ANDREW CORP COM 034425108 5588 166500 SH DEFINED 01 166500 0 0
ANDRX CORP COM COM 034551101 11391 178200 SH DEFINED 01 178200 0 0
ANHEUSER BUSCH COS INC COM 035229103 874 11700 SH DEFINED 02 11700 0 0
ANIXTER INTL INC COM COM 035290105 2544 96000 SH DEFINED 02 96000 0 0
ANN TAYLOR STORES CORP COM 036115103 33 1000 SH DEFINED 02 1000 0 0
ANTEC CORP COM 03664P105 2731 65700 SH DEFINED 02 65700 0 0
APOLLO GROUP INC COM 037604105 132 4700 SH DEFINED 02 4700 0 0
APPLE COMPUTER INC COM 037833100 210 4000 SH DEFINED 02 4000 0 0
APPLIED MATLS INC COM 038222105 22484 248100 SH DEFINED 01 140100 0 108000
APPLIED MICRO CI4CUITS COM 03822W109 5767 58400 SH DEFINED 02 58400 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 1148 93600 SH DEFINED 02 93600 0 0
ARCH CAPITAL GROUP LTD COM 03937L105 60 4000 SH DEFINED 02 4000 0 0
ARCHER DANIELS MIDLAND COM 039483102 3700 377100 SH DEFINED 01 377100 0 0
ARCHSTONE COMMUNITIES TRUST COM 039581103 3854 183000 SH DEFINED 01 183000 0 0
ARROW ELECTRONICS INC COM 042735100 260 8400 SH DEFINED 02 8400 0 0
ARROW INTL INC COM COM 042764100 134 4000 SH DEFINED 02 4000 0 0
ARTESYN TECHNOLOGIES COM COM 043127109 1363 49000 SH DEFINED 02 49000 0 0
ASHLAND INC COM 044204105 56 1600 SH DEFINED 02 1600 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 1199 30500 SH DEFINED 02 30500 0 0
ASPEN TECHNOLOGY INC. COM 045327103 828 21500 SH DEFINED 02 21500 0 0
ASSOCIATES FIRST CAPITAL COR COM 046008108 4201 188300 SH DEFINED 01 89300 0 99000
ASTEC ONDUSTRIES INC COM 046224101 76 3000 SH DEFINED 02 3000 0 0
ASYST TECHNOLOGY CORP COM 04648X107 754 22000 SH DEFINED 02 22000 0 0
AT & T CORP LIBERTY MEDIA GR COM 001957208 7356 301800 SH DEFINED 02 301800 0 0
AT&T CORP COM 001957109 43034 1355400 SH DEFINED 01 793400 0 562000
ATLANTIC COAST AIRLINES HLDG COM 048396105 32 1000 SH DEFINED 02 1000 0 0
ATLAS AIR INC COM 049164106 287 8000 SH DEFINED 02 8000 0 0
ATMEL CORP COM 049513104 4418 119800 SH DEFINED 01 119800 0 0
ATWOOD OCEANICS INC COM 050095108 240 5400 SH DEFINED 02 5400 0 0
AURORA FOODS INC COM 05164B106 20 5000 SH DEFINED 02 5000 0 0
AUTODESK INC COM 052769106 5099 147000 SH DEFINED 01 93000 0 54000
AUTOMATIC DATA PROCESS COM 053015103 75 1400 SH DEFINED 02 1400 0 0
AVERY DENNISON CORP COM 053611109 409 6100 SH DEFINED 02 6100 0 0
AVISTA CORPORATION COM 05379B107 331 19000 SH DEFINED 02 19000 0 0
AVNET INC COM 053807103 190 3200 SH DEFINED 02 3200 0 0
AVT CORPORATION COM 002420107 708 96000 SH DEFINED 02 96000 0 0
AVX CORP NEW COM COM 002444107 5131 223700 SH DEFINED 01 223700 0 0
AWARE INC MASS COM COM 05453N100 31 600 SH DEFINED 02 600 0 0
AXA FINANCIAL INC COM 002451102 20505 603100 SH DEFINED 01 457100 0 146000
AZTAR CORP COM 054802103 1883 121500 SH DEFINED 02 121500 0 0
BAIRNCO CORP COM 057097107 42 5700 SH DEFINED 02 5700 0 0
BAKER HUGHES INC COM 057224107 12890 403200 SH DEFINED 01 272200 0 131000
BALDWIN & LYONS INC CL B COM 057755209 34 2000 SH DEFINED 02 2000 0 0
BANCWEST CORP COM 059790105 1266 77500 SH DEFINED 02 77500 0 0
BANK NEW YORK INC COM 064057102 605 13000 SH DEFINED 02 13000 0 0
BANK OF AMERICA CORP COM 060505104 26611 613500 SH DEFINED 01 391500 0 222000
BANK ONE CORP COM 06423A103 13539 509700 SH DEFINED 01 214700 0 295000
BANKNORTH GROUP INC COM 06646R107 545 35600 SH DEFINED 02 35600 0 0
BARD C R INC COM 067383109 4870 101200 SH DEFINED 01 101200 0 0
BARNES AND NOBLE INC COM 067774109 189 8500 SH DEFINED 02 8500 0 0
BARNES GROUP INC COM 067806109 16 1000 SH DEFINED 02 1000 0 0
BARRETT RESOURCES CORP COM 068480201 27 900 SH DEFINED 02 900 0 0
BARRICK GOLD CORP COM 067901108 284 15600 SH DEFINED 02 15600 0 0
BAUSCH & LOMB INC COM 071707103 2724 35200 SH DEFINED 01 35200 0 0
BAXTER INTL INC COM 071813109 31078 442000 SH DEFINED 01 338000 0 104000
BB&T CORP COM COM 054937107 2674 112000 SH DEFINED 01 112000 0 0
BEA SYSTEMS INC COM 073325102 9937 201000 SH DEFINED 01 179000 0 22000
BEAR STEARNS COS INC COM 073902108 19639 471799 SH DEFINED 01 392799 0 79000
BECKMAN COULTER INC. COM 075811109 4086 70000 SH DEFINED 01 70000 0 0
BECTON DICKINSON & CO COM 075887109 1988 69300 SH DEFINED 01 44300 0 25000
BED BATH AND BEYOND INC COM 075896100 29 800 SH DEFINED 02 800 0 0
BELDEN INC COM 077459105 1863 72700 SH DEFINED 02 72700 0 0
BELLSOUTH CORP COM 079860102 50370 1181700 SH DEFINED 01 824700 0 357000
BERKLEY W R CORP COM COM 084423102 553 29500 SH DEFINED 02 29500 0 0
BEST BUY INC COM 086516101 5838 92300 SH DEFINED 01 63300 0 29000
BHC COMMUNICATIONS INC COM 055448104 836 5500 SH DEFINED 02 5500 0 0
BINDVIEW DEVELOPMENT CORP COM 090327107 36 3000 SH DEFINED 02 3000 0 0
BIOGEN INC COM 090597105 2593 40200 SH DEFINED 01 25200 0 15000
BIOMATRIX INC COM 09060P102 339 15000 SH DEFINED 02 15000 0 0
BIOMET INC COM 090613100 2299 59800 SH DEFINED 01 59800 0 0
BJ SVCS CO COM 055482103 2126 34000 SH DEFINED 01 25000 0 9000
BJS WHOLESALE CLUB INC COM COM 05548J106 231 7000 SH DEFINED 02 7000 0 0
BLACK & DECKER CORP COM 091797100 39 1000 SH DEFINED 02 1000 0 0
BLACK HILLS CORP COM COM 092113109 316 14000 SH DEFINED 02 14000 0 0
BLOCK DRUG INC CL A COM 093644102 85 2000 SH DEFINED 02 2000 0 0
BLOCK H & R INC COM 093671105 1133 35000 SH DEFINED 01 35000 0 0
BLOUNT INTERNATIONAL INC COM 095180105 18 2400 SH DEFINED 02 2400 0 0
BMC SOFTWARE INC COM 055921100 2397 65700 SH DEFINED 01 30700 0 35000
BOEING CO COM 097023105 4 100 SH DEFINED 02 100 0 0
BOISE CASCADE CORP COM 097383103 4192 162000 SH DEFINED 01 143000 0 19000
BORDERS GROUP INC. COM 099709107 81 5200 SH DEFINED 02 5200 0 0
BORG WARNER INC COM 099724106 7 200 SH DEFINED 02 200 0 0
BOSTON PROPERTIES INC COM 101121101 3901 101000 SH DEFINED 01 101000 0 0
BOSTON SCIENTIFIC CORPORATIO COM 101137107 3403 155100 SH DEFINED 01 125100 0 30000
BOWATER INC COM 102183100 9213 208800 SH DEFINED 01 183800 0 25000
BRE PROP INC COM 05564E106 318 11000 SH DEFINED 02 11000 0 0
BRENTON BKS INC COM COM 107211104 69 5000 SH DEFINED 02 5000 0 0
BRIGGS & STRATTON CORP COM 109043109 27 800 SH DEFINED 02 800 0 0
BRINKER INTL INC COM 109641100 39 1300 SH DEFINED 02 1300 0 0
BRISTOL MYERS SQUIBB COM 110122108 32777 562700 SH DEFINED 01 325700 0 237000
BROADCOM CORP CL A COM 111320107 5561 25400 SH DEFINED 02 25400 0 0
BROADVISION INC COM 111412102 5818 114500 SH DEFINED 01 114500 0 0
BROADWING INC COM 111620100 1785 68500 SH DEFINED 02 68500 0 0
BROCADE COMMUNICATIONS SYS I COM 111621108 183 1000 SH DEFINED 02 1000 0 0
BROOKLINE BANCORP INC COM 113739106 34 3000 SH DEFINED 02 3000 0 0
BROOKTROUT INC COM 114580103 22 1000 SH DEFINED 02 1000 0 0
BROWN FORMAN CORP CLASS B COM 115637209 27 500 SH DEFINED 02 500 0 0
BROWN TOM INC COM NEW COM 115660201 911 39500 SH DEFINED 02 39500 0 0
BT FINL CORP COM COM 055763106 35 2000 SH DEFINED 02 2000 0 0
BUCKEYE TECHNOLOGY INC COM 118255108 1075 49000 SH DEFINED 02 49000 0 0
BUCKLE INC COM 118440106 1216 103500 SH DEFINED 02 103500 0 0
BURLINGTON COAT FACTRY COM 121579106 47 4360 SH DEFINED 02 4360 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 4929 212000 SH DEFINED 01 212000 0 0
BURLINGTON RES INC COM 122014103 1519 39700 SH DEFINED 01 39700 0 0
BURNHAM PACIFIC PROPERTIES I COM 12232C108 41 6000 SH DEFINED 02 6000 0 0
BURR BROWN CORP COM COM 122574106 650 7500 SH DEFINED 02 7500 0 0
C & D TECHNOLOGIES INC COM 124661109 1695 30000 SH DEFINED 02 30000 0 0
C COR ELECTRS INC COM COM 125010108 1728 64000 SH DEFINED 02 64000 0 0
C D I CORP COM COM 125071100 194 9500 SH DEFINED 02 9500 0 0
C P & L ENERGY INC COM 12614C106 29 900 SH DEFINED 02 900 0 0
CABLE DESIGN TECH CORP COM COM 126924109 1020 30000 SH DEFINED 02 30000 0 0
CABLETRON SYS INC COM 126920107 896 35500 SH DEFINED 02 35500 0 0
CABOT CORP COM 127055101 188 6900 SH DEFINED 02 6900 0 0
CABOT OIL & GAS CORP COM 127097103 403 19000 SH DEFINED 02 19000 0 0
CACI INTERNATIONAL INC - CL COM 127190304 527 27000 SH DEFINED 02 27000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 11029 541300 SH DEFINED 01 438300 0 103000
CALPINE CORP COM 131347106 24765 381000 SH DEFINED 01 305000 0 76000
CAMBREX CORP COM COM 132011107 1044 23200 SH DEFINED 02 23200 0 0
CAMBRIDGE TECHNOLOGY PARTNER COM 132524109 52 6000 SH DEFINED 02 6000 0 0
CAMDEN PROP TR COM 133131102 588 20000 SH DEFINED 02 20000 0 0
CANADIAN NATL RAILWAY CO COM 136375102 152 5200 SH DEFINED 02 5200 0 0
CAPROCK COMMUNICATIONS CORP COM 140667106 371 19000 SH DEFINED 02 19000 0 0
CARAUSTAR INDS INC COM COM 140909102 61 4000 SH DEFINED 02 4000 0 0
CARDINAL HEALTH INC COM 14149Y108 2982 40300 SH DEFINED 01 40300 0 0
CARRAMERICA REALTY CORP COM 144418100 3167 119500 SH DEFINED 01 119500 0 0
CASEYS GENERAL STORES INC COM 147528103 73 7000 SH DEFINED 02 7000 0 0
CATALINA MARKETING CP COM COM 148867104 612 6000 SH DEFINED 02 6000 0 0
CATERPILLAR INC DEL COM 149123101 7812 230600 SH DEFINED 01 230600 0 0
CB RICHARD SERVICES COM 12489L108 246 27000 SH DEFINED 02 27000 0 0
CBL & ASSOC PROP COM 124830100 125 5000 SH DEFINED 02 5000 0 0
CDW COMPUTER CENTERS INC COM 125129106 563 9000 SH DEFINED 02 9000 0 0
CELGENE CORP COM 151020104 412 7000 SH DEFINED 02 7000 0 0
CENDENT CORP. COM 151313103 2448 173300 SH DEFINED 01 82300 0 91000
CENTENNIAL COMMUNICATIONS CO COM 15133V208 578 42000 SH DEFINED 01 42000 0 0
CENTRAL NEWSPAPERS INC COM 154647101 3226 51000 SH DEFINED 01 51000 0 0
CENTURY SOUTH BANKS INC COM 156683104 19 1000 SH DEFINED 02 1000 0 0
CENTURYTEL INC COM 156700106 4974 173000 SH DEFINED 01 146000 0 27000
CEPHALON INC COM 156708109 1407 23500 SH DEFINED 02 23500 0 0
CERNER CORPORATION COM 156782104 1131 41500 SH DEFINED 02 41500 0 0
CH ROBINSON WORLDWIDE INC COM 12541W100 1703 34400 SH DEFINED 02 34400 0 0
CHARTER ONE FINL INC COM 160903100 488 21200 SH DEFINED 02 21200 0 0
CHASE MANHATTAN CORP COM 16161A108 50176 1089300 SH DEFINED 01 730800 0 358500
CHECKFREE CORP COM 162813109 660 12800 SH DEFINED 02 12800 0 0
CHESAPEAKE CORP. COM 165159104 2237 75500 SH DEFINED 02 75500 0 0
CHEVRON CORPORATION COM 166751107 24946 293700 SH DEFINED 01 147700 0 146000
CHICOS FAS INC COM 168615102 820 41000 SH DEFINED 02 41000 0 0
CHIRON CORP COM 170040109 1644 34600 SH DEFINED 02 34600 0 0
CHOICEPOINT INC COM 170388102 1236 28000 SH DEFINED 02 28000 0 0
CHRIS CRAFT INDS INC COM 170520100 14288 216276 SH DEFINED 01 195276 0 21000
CHURCH & DWIGHT INC COM 171340102 378 21000 SH DEFINED 02 21000 0 0
CIENA CORP COM COM 171779101 6101 36600 SH DEFINED 02 36600 0 0
CIGNA CORP COM 125509109 3179 34000 SH DEFINED 01 34000 0 0
CINCINNATI FINANCIAL CORP COM 172062101 5407 172000 SH DEFINED 01 172000 0 0
CINERGY CORP. COM 172474108 183 7200 SH DEFINED 02 7200 0 0
CINTAS CORP COM COM 172908105 620 16900 SH DEFINED 02 16900 0 0
CIRCLE INTERNATIONAL GROUP I COM 172574105 126 5000 SH DEFINED 02 5000 0 0
CIRCUIT CITY STORE INC COM 172737108 5526 166500 SH DEFINED 01 103500 0 63000
CISCO SYS INC COM 17275R102 126432 1989100 SH DEFINED 01 1082100 0 907000
CIT GROUP INC COM 125577106 5678 351600 SH DEFINED 01 252600 0 99000
CITADEL COMMUNICATIONS CORP COM 172853202 912 26100 SH DEFINED 02 26100 0 0
CITIGROUP INC COM 172967101 74879 1241999 SH DEFINED 01 818999 0 423000
CITIZENS COMMUNICATIONS COMP COM 17453B101 4851 281213 SH DEFINED 01 281213 0 0
CITRIX SYSTEMS INC COM 177376100 2918 154100 SH DEFINED 01 105100 0 49000
CITY NATIONAL CORP. COM 178566105 45 1300 SH DEFINED 02 1300 0 0
CLAIRE'S STORES INC COM 179584107 177 9200 SH DEFINED 02 9200 0 0
CLAYTON HOMES INC COM 184190106 71 8900 SH DEFINED 02 8900 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5528 73700 SH DEFINED 01 32700 0 41000
CLECO CORP COM 12561W105 1156 34500 SH DEFINED 02 34500 0 0
CLOROX CO DEL COM 189054109 4898 109300 SH DEFINED 01 87300 0 22000
CMG INFORMATION SERVICE COM 125750109 980 21400 SH DEFINED 02 21400 0 0
CMP GROUP INC COM 125887109 7612 259700 SH DEFINED 02 259700 0 0
CNA FINL CORP COM 126117100 5423 159500 SH DEFINED 01 94500 0 65000
CNET NETWORKS INC COM 12613R104 2849 116000 SH DEFINED 02 116000 0 0
CNF TRANSPORTATION INC COM 12612W104 114 5000 SH DEFINED 02 5000 0 0
COASTAL CORP COM 190441105 664 10900 SH DEFINED 02 10900 0 0
COCA COLA CO COM 191216100 57609 1002300 SH DEFINED 01 612300 0 390000
COCA COLA ENTERPRISES COM 191219104 3527 216200 SH DEFINED 01 145200 0 71000
COGNEX CORP COM COM 192422103 1190 23000 SH DEFINED 02 23000 0 0
COHU INC COM 192576106 270 10000 SH DEFINED 02 10000 0 0
COLGATE PALMOLIVE CO COM 194162103 15562 259900 SH DEFINED 01 126900 0 133000
COLONIAL PROP COM 195872106 55 2000 SH DEFINED 02 2000 0 0
COLUMBUS MCKINNON N Y COM COM 199333105 111 8000 SH DEFINED 02 8000 0 0
COMCAST CORP COM 200300200 24269 599240 SH DEFINED 01 416240 0 183000
COMDISCO INC COM 200336105 1009 45200 SH DEFINED 02 45200 0 0
COMERICA INC COM 200340107 1450 32300 SH DEFINED 01 14300 0 18000
COMMERCE BANCSHARES INC COM 200525103 2603 87500 SH DEFINED 01 44500 0 43000
COMMERCIAL NET LEASE RLTY IN COM 202218103 53 5000 SH DEFINED 02 5000 0 0
COMMONWEALTH TELEPHONE ENTER COM 203349105 753 16000 SH DEFINED 02 16000 0 0
COMMSCOPE INC COM 203372107 7995 195000 SH DEFINED 01 195000 0 0
COMMUNICATIONS SATELLI COM 20564D107 52 2200 SH DEFINED 02 2200 0 0
COMMUNITY FIRST BANKSH COM COM 203902101 553 33900 SH DEFINED 02 33900 0 0
COMPAQ COMPUTER CORP COM 204493100 1641 64200 SH DEFINED 01 17200 0 47000
COMPASS BANCHSHARES INC COM 20449H109 282 16500 SH DEFINED 02 16500 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 474 27000 SH DEFINED 02 27000 0 0
COMPUCREDIT CORP COM 20478N100 525 17500 SH DEFINED 02 17500 0 0
COMPUTER ASSOC INTL COM 204912109 13743 268484 SH DEFINED 01 172484 0 96000
COMPUTER SCIENCES CORP COM 205363104 75 1000 SH DEFINED 02 1000 0 0
COMPUWARE CORP COM 205638109 3857 371800 SH DEFINED 01 258800 0 113000
COMVERSE TECHNOLOGY COM PAR COM 205862402 8305 89300 SH DEFINED 01 46300 0 43000
CONAGRA INC COM 205887102 3145 165000 SH DEFINED 01 165000 0 0
CONCORD EFS INC COM 206197105 512 19700 SH DEFINED 02 19700 0 0
CONECTIV COM 206829103 135 8700 SH DEFINED 02 8700 0 0
CONEXANT SYSTEMS INC COM 207142100 10814 222400 SH DEFINED 01 179400 0 43000
CONOCO INC CLASS B COM 208251405 1820 74400 SH DEFINED 01 15400 0 59000
CONSOLIDATED EDISON INC COM 209115104 18658 629800 SH DEFINED 01 421800 0 208000
CONSTELLATION ENERGY GROUP COM 210371100 5568 171000 SH DEFINED 01 171000 0 0
CONTINENTAL AIRLINES INC CLA COM 210795308 15604 332000 SH DEFINED 01 274000 0 58000
COOPER CAMERON CORP COM 216640102 53 800 SH DEFINED 02 800 0 0
COOPER COS INC COM NEW COM 216648402 255 7000 SH DEFINED 02 7000 0 0
COOPER INDS INC COM 216669101 24798 760100 SH DEFINED 01 570100 0 190000
COPART INC COM COM 217204106 816 51000 SH DEFINED 02 51000 0 0
COPPER MTN NETWORKS INC COM 217510106 529 6000 SH DEFINED 02 6000 0 0
COR THERAPEUTICS INC COM COM 217753102 85 1000 SH DEFINED 02 1000 0 0
CORNING INC COM 219350105 5613 20800 SH DEFINED 01 12800 0 8000
COSTCO WHOLESALE CORP COM 22160K105 363 11000 SH DEFINED 02 11000 0 0
COUSINS PPTYS INC COM 222795106 154 4000 SH DEFINED 02 4000 0 0
COVANCE INC COM 222816100 825 93600 SH DEFINED 02 93600 0 0
COX COMMUNICATIONS COM 224044107 46399 1018700 SH DEFINED 01 674700 0 344000
COX RADIO INC COM 224051102 4220 150700 SH DEFINED 01 150700 0 0
CREDENCE SYS CORP COM COM 225302108 12842 232700 SH DEFINED 01 163700 0 69000
CREE INC COM 225447101 2670 20000 SH DEFINED 02 20000 0 0
CRESTLINE CAPITAL CORP COM 226153104 7 400 SH DEFINED 02 400 0 0
CROMPTON CORPORATION COM 227116100 74 6000 SH DEFINED 02 6000 0 0
CROSS TIMBERS OIL CO COM 227573102 1947 88000 SH DEFINED 02 88000 0 0
CROWN CASTLE INTL CORP COM 228227104 73 2000 SH DEFINED 02 2000 0 0
CSG SYS INTL INC COM COM 126349109 258 4600 SH DEFINED 02 4600 0 0
CSS INDUSTRIES INC COM 125906107 20 1000 SH DEFINED 02 1000 0 0
CSX CORP COM 126408103 5106 241000 SH DEFINED 01 172000 0 69000
CTS CORP COM COM 126501105 432 9600 SH DEFINED 02 9600 0 0
CUMMINS ENGINE INC COM 231021106 4777 175300 SH DEFINED 01 154300 0 21000
CUMULUS MEDIA INC COM 231082108 479 52500 SH DEFINED 02 52500 0 0
CVB FINL CORP COM COM 126600105 16 1000 SH DEFINED 02 1000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 4081 96600 SH DEFINED 01 96600 0 0
CYTEC INDUSTRIES INC COM 232820100 106 4300 SH DEFINED 02 4300 0 0
CYTYC CORP COM 232946103 3923 73500 SH DEFINED 01 73500 0 0
Coca Cola Bottling Co Consol COM 191098102 127 2800 SH DEFINED 02 2800 0 0
DAIMLERCHRYSLER AG COM D1668R123 1619 31099 SH DEFINED 02 31099 0 0
DAL TILE INTERNATIONAL INC COM 23426R108 462 56000 SH DEFINED 02 56000 0 0
DALLAS SEMICONDUCTOR COM 235204104 1219 30000 SH DEFINED 02 30000 0 0
DANAHER CORP DEL COM 235851102 5982 121000 SH DEFINED 01 87000 0 34000
DARDEN RESTAURANTS INC COM 237194105 239 14700 SH DEFINED 02 14700 0 0
DATASCOPE CORP COM 238113104 1224 34000 SH DEFINED 02 34000 0 0
DEAN FOODS CO COM 242361103 60 1900 SH DEFINED 02 1900 0 0
DEERE & CO COM 244199105 14493 391700 SH DEFINED 01 298700 0 93000
DELHAIZE AMERICA INC CLASS B COM 246688204 446 29000 SH DEFINED 01 29000 0 0
DELL COMPUTER CORP COM 247025109 19035 386000 SH DEFINED 01 118000 0 268000
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 502 34500 SH DEFINED 02 34500 0 0
DELTA AIR LINES INC DEL COM 247361108 21944 434000 SH DEFINED 01 343000 0 91000
DELTA AND PINE LAND COM 247357106 25 1000 SH DEFINED 02 1000 0 0
DELTIC TIMBER CORP COM COM 247850100 21 1000 SH DEFINED 02 1000 0 0
DENDRITE INTERNATIONAL INC COM 248239105 400 12000 SH DEFINED 02 12000 0 0
DENTSPLY INTL INC NEW COM COM 249030107 4483 145500 SH DEFINED 01 145500 0 0
DEVON ENERGY CORP COM COM 25179M103 2526 45100 SH DEFINED 02 45100 0 0
DEVRY INC COM 251893103 217 8200 SH DEFINED 02 8200 0 0
DEXTER CORP COM 252165105 5 100 SH DEFINED 02 100 0 0
DIAL CORP COM 25247D101 263 25800 SH DEFINED 02 25800 0 0
DIAMOND OFFSHORE DRILL COM COM 25271C102 3966 112900 SH DEFINED 01 112900 0 0
DIEBOLD INC COM 253651103 14 500 SH DEFINED 02 500 0 0
DISNEY (WALT) CO. HOLDING CO COM 254687106 26226 675700 SH DEFINED 01 448700 0 227000
DMC STRATEX NETWORKS INC COM 23322L106 3927 103000 SH DEFINED 01 103000 0 0
DOLE FOOD INC COM 256605106 41 2900 SH DEFINED 02 2900 0 0
DOLLAR GEN CORP COM 256669102 119 6124 SH DEFINED 02 6124 0 0
DOLLAR TREE STORES INC. COM 256747106 493 12450 SH DEFINED 02 12450 0 0
DOMINION RES INC VA COM 25746U109 1381 32200 SH DEFINED 01 32200 0 0
DONALDSON INC COM 257651109 770 39000 SH DEFINED 02 39000 0 0
DONALDSON LUFKIN & JENRET COM 257661108 2249 53000 SH DEFINED 01 53000 0 0
DOUBLECLICK INC COM 258609304 3172 83210 SH DEFINED 02 83210 0 0
DOVER CORP COM 260003108 5663 139600 SH DEFINED 01 105600 0 34000
DOVER DOWNS ENTMT INC COM 260086103 756 54000 SH DEFINED 02 54000 0 0
DOW CHEM CO COM 260543103 322 10500 SH DEFINED 02 10500 0 0
DOW JONES & CO INC COM 260561105 5801 79200 SH DEFINED 01 79200 0 0
DPL INC COM 233293109 143 6500 SH DEFINED 02 6500 0 0
DQE COM 23329J104 6676 169000 SH DEFINED 01 169000 0 0
DRESS BARN INC COM 261570105 66 3000 SH DEFINED 02 3000 0 0
DRIL-QUIP INC COM 262037104 771 16500 SH DEFINED 02 16500 0 0
DSP GROUP INC COM 23332B106 1792 32000 SH DEFINED 02 32000 0 0
DST SYS INC DEL COM COM 233326107 1790 23500 SH DEFINED 01 23500 0 0
DTE HOLDING INC COM 233331107 2659 87000 SH DEFINED 01 39000 0 48000
DU PONT E I DE NEMOURS COM 263534109 571 13001 SH DEFINED 02 13000 0 1
DUKE POWER CO COM 264399106 1226 21604 SH DEFINED 02 21604 0 0
DUN & BRADSTREET CORP COM 26483B106 1260 44000 SH DEFINED 01 44000 0 0
DVI INC COM 233343102 16 1000 SH DEFINED 02 1000 0 0
DYCON INDUSTRIES COM 267475101 1313 28600 SH DEFINED 02 28600 0 0
DYNEGY INC COM 26816Q101 4651 68091 SH DEFINED 02 68091 0 0
E M C CORP MASS COM 268648102 20521 266502 SH DEFINED 01 207502 0 59000
E TRADE GROUP INC COM 269246104 927 56200 SH DEFINED 02 56200 0 0
EARTHGRAINS CO COM 270319106 19 1000 SH DEFINED 02 1000 0 0
EARTHLINK INC COM 270321102 199 12900 SH DEFINED 02 12900 0 0
EASTERN ENTERPRISES COM 27637F100 1166 18500 SH DEFINED 02 18500 0 0
EASTMAN KODAK CO COM 277461109 137 2300 SH DEFINED 02 2300 0 0
EATON CORP COM 278058102 831 12400 SH DEFINED 01 12400 0 0
EATON VANCE CORP COM NON VTG COM 278265103 185 4000 SH DEFINED 02 4000 0 0
EBAY INC COM 278642103 11 200 SH DEFINED 02 200 0 0
ECHELON CORP COM 27874N105 58 1000 SH DEFINED 02 1000 0 0
ECHOSTAR COMM. CORP COM 278762109 2205 66600 SH DEFINED 01 41600 0 25000
EDISON INTERNATIONAL INC COM 281020107 1333 65000 SH DEFINED 01 65000 0 0
EDWARDS AG INC COM 281760108 577 14800 SH DEFINED 02 14800 0 0
EDWARDS LIFESIENCES CORP COM 28176E108 77 4160 SH DEFINED 02 4160 0 0
EL PASO ENERGY CORP COM 283905107 194 3800 SH DEFINED 02 3800 0 0
ELAN PLC ADR COM 284131208 48 1000 SH DEFINED 02 1000 0 0
ELCOR INC COM 284443108 10 450 SH DEFINED 02 450 0 0
ELECTRO SCIENTIFIC INDUSTRIE COM 285229100 705 16000 SH DEFINED 02 16000 0 0
ELECTRONIC ARTS INC COM 285512109 569 7800 SH DEFINED 02 7800 0 0
ELECTRONIC DATA SYSTEM COM 285661104 70 1700 SH DEFINED 02 1700 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 10 400 SH DEFINED 02 400 0 0
EMERSON ELEC CO COM 291011104 37330 618300 SH DEFINED 01 467300 0 151000
EMMIS COMMUNICTNS CORP CL A COM 291525103 1427 34500 SH DEFINED 02 34500 0 0
EMPIRE DIST ELEC CO COM COM 291641108 66 3000 SH DEFINED 02 3000 0 0
EMULEX CORP COM 292475209 1806 27500 SH DEFINED 02 27500 0 0
ENERGIZER HOLDINGS INC COM 29266R108 80 4400 SH DEFINED 02 4400 0 0
ENERGY EAST CORP HOLDING CO. COM 29266M109 2427 127300 SH DEFINED 02 127300 0 0
ENGELHARD CORP COM 292845104 34 2000 SH DEFINED 02 2000 0 0
ENRON CORP COM 293561106 4380 67900 SH DEFINED 01 24900 0 43000
ENSCO INTERNATIONAL INC COM 26874Q100 30913 861700 SH DEFINED 01 721700 0 140000
ENTERCOM COMMUNICATIONS CORP COM 293639100 1219 25000 SH DEFINED 02 25000 0 0
ENTERGY CORPORATION COM 29364G103 31692 1157700 SH DEFINED 01 912700 0 245000
ENTERTAINMENT PPTYS TR COM 29380T105 55 4000 SH DEFINED 02 4000 0 0
ENTRUST TECHNOLOGIES INC COM 293848107 15284 184700 SH DEFINED 01 129700 0 55000
ENZON INC COM 293904108 1020 24000 SH DEFINED 02 24000 0 0
EOG RESOURCES INC. COM 26875P101 18268 545300 SH DEFINED 01 452300 0 93000
EQ OFFICE PROP COM 294741103 6084 218400 SH DEFINED 01 218400 0 0
EQUITABLE RES INC COM 294549100 1206 25000 SH DEFINED 02 25000 0 0
ERIE INDTY CO CL A COM 29530P102 1512 48000 SH DEFINED 01 48000 0 0
ESTEE LAUDER COM 518439104 3133 63400 SH DEFINED 01 63400 0 0
EVEREST RE GROUP LTD COM G3223R108 227 6900 SH DEFINED 02 6900 0 0
EXCHANGE APPLICATIONS INC COM 300867108 945 35500 SH DEFINED 02 35500 0 0
EXODUS COMMUNICATIONS INC COM 302088109 5767 125200 SH DEFINED 02 125200 0 0
EXPEDITORS INTERNATIONAL WAS COM 302130109 5501 115800 SH DEFINED 01 115800 0 0
EXPRESS SCRIPTS INC CL A COM 302182100 2709 43600 SH DEFINED 01 43600 0 0
EXXON MOBIL CORP COM 30231G102 89765 1143509 SH DEFINED 01 679509 0 464000
F M C CORP COM 302491303 1798 31000 SH DEFINED 01 31000 0 0
F and M NATIONAL CORP COM 302374103 42 2000 SH DEFINED 02 2000 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 2698 95500 SH DEFINED 02 95500 0 0
FAMILY DLR STORES INC COM 307000109 274 14000 SH DEFINED 02 14000 0 0
FASTANAL CO COM 311900104 187 3700 SH DEFINED 02 3700 0 0
FEDERAL HOME LN MTG CP COM 313400301 13029 321700 SH DEFINED 01 147700 0 174000
FEDERAL NATL MTG ASSN COM 313586109 31037 593300 SH DEFINED 01 412300 0 181000
FEDERATED DEPARTMENT STORES COM 31410H101 6669 197600 SH DEFINED 01 104600 0 93000
FEDEX CORPORATION COM 31428X106 1843 48500 SH DEFINED 02 48500 0 0
FIFTH THIRD BANCORP COM 316773100 1898 30000 SH DEFINED 01 3000 0 27000
FINANCIAL FED CORP COM 317492106 17 1000 SH DEFINED 02 1000 0 0
FINOVA FINANCIAL TRUST COM 317928109 109 8100 SH DEFINED 02 8100 0 0
FIRST AMERICAN CORP COM 318522307 952 66500 SH DEFINED 02 66500 0 0
FIRST COMWLTH FINL PA COM COM 319829107 36 4000 SH DEFINED 02 4000 0 0
FIRST CTZNS BANCSHS NC CL A COM 31946M103 119 2000 SH DEFINED 02 2000 0 0
FIRST DATA CORPORATION COM 319963104 3760 75700 SH DEFINED 01 41700 0 34000
FIRST FINL BANCORP COM COM 320209109 98 5000 SH DEFINED 02 5000 0 0
FIRST HEALTH GROUP CORP COM 320960107 7186 219000 SH DEFINED 01 160000 0 59000
FIRST MERIT CORP COM 337915102 1188 55600 SH DEFINED 02 55600 0 0
FIRST NIAGARA FINANCIAL GROU COM 33582U100 234 25000 SH DEFINED 02 25000 0 0
FIRST TENNESSEE NATL CORP COM 337162101 265 16000 SH DEFINED 02 16000 0 0
FIRST UN CORP COM 337358105 598 24100 SH DEFINED 02 24100 0 0
FIRSTAR CORP NEW COM 33763V109 499 23800 SH DEFINED 02 23800 0 0
FIRSTENERGY CORP COM 337932107 2606 110600 SH DEFINED 01 110600 0 0
FISERV INC COM 337738108 558 12900 SH DEFINED 02 12900 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 4658 137000 SH DEFINED 01 83000 0 54000
FLEXTRONICS INTL LTD COM Y2573F102 27 400 SH DEFINED 02 400 0 0
FLORIDA EAST COAST IND COM COM 340632108 1180 29500 SH DEFINED 02 29500 0 0
FLORIDA PROGRESS CORP COM 341109106 14991 319800 SH DEFINED 01 280800 0 39000
FOOTSTAR CORP COM 344912100 33 1000 SH DEFINED 02 1000 0 0
FORD MOTOR CO COM 345370860 5384 125200 SH DEFINED 01 125200 0 0
FOREST LABS INC COM 345838106 1151 11400 SH DEFINED 02 11400 0 0
FORT JAMES CORP COM 347471104 3353 145000 SH DEFINED 01 145000 0 0
FORWARD AIR CORP COM 349853101 1200 30000 SH DEFINED 02 30000 0 0
FOUNDATION HEALTH SYSTEMS COM 350404109 295 21200 SH DEFINED 02 21200 0 0
FOX ENTERTAINMENT GRP INC A COM 35138T107 571 18800 SH DEFINED 02 18800 0 0
FPIC INSURANCE GROUP INC COM 302563101 3 200 SH DEFINED 02 200 0 0
FPL GROUP INC COM 302571104 15652 315000 SH DEFINED 01 203000 0 112000
FRANKLIN ELEC INC COM 353514102 68 1000 SH DEFINED 02 1000 0 0
FRANKLIN RES INC COM 354613101 6865 226000 SH DEFINED 01 143000 0 83000
FRONTIER FINANCIAL CORP COM 35907K105 74 4000 SH DEFINED 02 4000 0 0
FULTON FINL CORP PA COM COM 360271100 115 6501 SH DEFINED 02 6501 0 0
GALILEO INTERNATIONAL INC COM 363547100 2035 97500 SH DEFINED 01 97500 0 0
GALLAGHER ARTHUR J &CO COM COM 363576109 882 21000 SH DEFINED 02 21000 0 0
GANNETT INC COM 364730101 12884 215400 SH DEFINED 01 194400 0 21000
GAP INC DEL COM 364760108 9072 290300 SH DEFINED 01 134300 0 156000
GATX CORP COM 361448103 238 7000 SH DEFINED 02 7000 0 0
GAYLORD ENTERTAINMENT COMPAN COM 367905106 791 36800 SH DEFINED 02 36800 0 0
GC COMPANIES INC COM 36155Q109 22 1000 SH DEFINED 02 1000 0 0
GEN GROWTH PROP COM 370021107 4778 150500 SH DEFINED 01 150500 0 0
GENENTECH INC COM 368710406 69 400 SH DEFINED 02 400 0 0
GENERAL DYNAMICS CORP COM 369550108 10 200 SH DEFINED 02 200 0 0
GENERAL ELEC CO COM 369604103 182941 3492900 SH DEFINED 01 2184900 0 1308000
GENERAL MLS INC COM 370334104 15583 407400 SH DEFINED 01 289400 0 118000
GENERAL MOTORS CORP COM 370442105 8271 142600 SH DEFINED 01 74600 0 68000
GENERAL MOTORS CORPORATION C COM 370442832 1816 20700 SH DEFINED 01 20700 0 0
GENTEX CORP. COM 371901109 739 29400 SH DEFINED 01 29400 0 0
GENZYME CORP COM 372917104 2532 42600 SH DEFINED 01 42600 0 0
GEORGIA PAC CORP COM 373298108 3980 151600 SH DEFINED 01 99600 0 52000
GEORGIA PACIFIC CORP TIMBER COM 373298702 197 9100 SH DEFINED 02 9100 0 0
GETTY IMAGES INC COM 374276103 1242 33500 SH DEFINED 02 33500 0 0
GILEAD SCIENCES INC COM 375558103 1479 20800 SH DEFINED 02 20800 0 0
GILLETTE CO COM 375766102 5824 166700 SH DEFINED 01 32700 0 134000
GLAXO HLDGS PLC COM 37733W105 202 3500 SH DEFINED 02 3500 0 0
GLENBOROUGH RLTY COM 37803P105 70 4000 SH DEFINED 02 4000 0 0
GLOBAL CROSSING LTD COM G3921A100 2080 79050 SH DEFINED 01 11050 0 68000
GLOBAL INDS LTD COM COM 379336100 1321 70000 SH DEFINED 02 70000 0 0
GLOBAL MARINE INC COM 379352404 9322 330700 SH DEFINED 01 330700 0 0
GOLDEN WEST FINL DEL COM 381317106 208 5100 SH DEFINED 02 5100 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 24563 259000 SH DEFINED 01 209000 0 50000
GORMAN-RUPP CO COM 383082104 47 3000 SH DEFINED 02 3000 0 0
GPU INC COM 36225X100 5910 218400 SH DEFINED 01 158400 0 60000
GRACO INC COM COM 384109104 14 425 SH DEFINED 02 425 0 0
GRAY COMMUNICATIONS SYSTEMS COM 389190109 20 2000 SH DEFINED 02 2000 0 0
GREAT AMERICAN FINANCIAL RES COM 389915109 94 5300 SH DEFINED 02 5300 0 0
GREAT ATL & PAC TEA COM 390064103 1131 68000 SH DEFINED 01 68000 0 0
GREAT PLAINS SOFTWARE INC COM 39119E105 110 5600 SH DEFINED 02 5600 0 0
GREIF BROS CORP CL A COM 397624107 338 11000 SH DEFINED 02 11000 0 0
GREY ADVERTISING INC COM COM 397838103 364 700 SH DEFINED 02 700 0 0
GREY WOLF INC COM 397888108 2 400 SH DEFINED 02 400 0 0
GTE CORP COM 362320103 355 5700 SH DEFINED 02 5700 0 0
GUIDANT CORP COM 401698105 7277 147000 SH DEFINED 01 100000 0 47000
HALLIBURTON CO COM 406216101 680 14400 SH DEFINED 02 14400 0 0
HANOVER COMPRESSOR CO COM 410768105 1607 42300 SH DEFINED 02 42300 0 0
HARCOURT GENERAL INC COM 41163G101 8292 152500 SH DEFINED 01 152500 0 0
HARLEY DAVIDSON INC COM 412822108 15 400 SH DEFINED 02 400 0 0
HARMONIC INC COM 413160102 13382 540700 SH DEFINED 01 376700 0 164000
HARRAHS ENTERTAINMENT INC COM 413619107 4246 201000 SH DEFINED 01 201000 0 0
HARRIS CORP DEL COM 413875105 3521 107500 SH DEFINED 01 48500 0 59000
HARTE HANKS COMMUNICATIONS I COM 416196103 2500 100000 SH DEFINED 01 100000 0 0
HASBRO INC COM 418056107 1312 82000 SH DEFINED 01 82000 0 0
HCA - THE HEALTHCARE COMPANY COM 404119109 34217 1110500 SH DEFINED 01 867500 0 243000
HEALTH CARE REIT INC COM 42217K106 244 15000 SH DEFINED 02 15000 0 0
HEALTH MANAGEMENT ASSOCIATES COM 421933102 18786 1438200 SH DEFINED 01 1146200 0 292000
HEALTHCARE RLTY COM 421946104 137 8000 SH DEFINED 02 8000 0 0
HEALTHSOUTH REHABILITN COM 421924101 1044 141600 SH DEFINED 01 141600 0 0
HEARST ARGYLE TELEVISION INC COM 422317107 1143 58600 SH DEFINED 01 58600 0 0
HEARTLAND EXPRESS INC COM 422347104 67 4000 SH DEFINED 02 4000 0 0
HELLER FINANCIAL INC COM 423328103 8860 432200 SH DEFINED 01 432200 0 0
HELMERICH & PAYNE INC COM 423452101 1622 43400 SH DEFINED 02 43400 0 0
HERTZ CORP COM 428040109 7024 250300 SH DEFINED 01 198300 0 52000
HEWLETT PACKARD CO COM 428236103 36164 289600 SH DEFINED 01 165600 0 124000
HIBERNIA CORP CL A COM 428656102 106 9600 SH DEFINED 02 9600 0 0
HILLENBRAND INDS INC COM 431573104 506 16200 SH DEFINED 02 16200 0 0
HILTON HOTELS CORP COM 432848109 84 9000 SH DEFINED 02 9000 0 0
HISPANIC BROADCASTING CORP COM 43357B104 2932 88500 SH DEFINED 01 88500 0 0
HNC SOFTWARE COM 40425P107 309 5000 SH DEFINED 02 5000 0 0
HOLLINGER INTERNATIONAL INC COM 435569108 940 69000 SH DEFINED 01 69000 0 0
HOME DEPOT INC COM 437076102 25099 502600 SH DEFINED 01 241600 0 261000
HOMESTAKE MNG CO COM 437614100 203 29500 SH DEFINED 02 29500 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1213 36000 SH DEFINED 01 9000 0 27000
HORMEL GEO A & CO COM 440452100 15479 920700 SH DEFINED 01 720700 0 200000
HOSPITALITY PROPERTIES TRUST COM 44106M102 802 35500 SH DEFINED 02 35500 0 0
HOST MARRIOTT CORP COM 44107P104 4 400 SH DEFINED 02 400 0 0
HOUSEHOLD INTL INC COM 441815107 628 15100 SH DEFINED 02 15100 0 0
HPSC INC. COM 404264103 7 800 SH DEFINED 02 800 0 0
HSB GROUP INC COM 40428N109 93 3000 SH DEFINED 02 3000 0 0
HSBC HOLDINGS PLC SPONS ADR COM 404280406 104 1800 SH DEFINED 02 1800 0 0
HUBBELL INC CLASS B COM 443510201 2096 82200 SH DEFINED 01 82200 0 0
HUGHES SUPPLY INC COM COM 444482103 760 38500 SH DEFINED 02 38500 0 0
HUMAN GENOME SCIENCES COM 444903108 2801 21000 SH DEFINED 02 21000 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 3605 228000 SH DEFINED 01 228000 0 0
I2 TECHNOLOGIES COM 465754109 1668 16000 SH DEFINED 02 16000 0 0
IBP INC COM 449223106 195 12600 SH DEFINED 02 12600 0 0
ICN PHARMACEUTICAL INC COM 448924100 476 17100 SH DEFINED 02 17100 0 0
IDEC PHARMACEUTICALS COM COM 449370105 12940 110300 SH DEFINED 01 79300 0 31000
IDEXX LABS CORP COM COM 45168D104 469 20500 SH DEFINED 02 20500 0 0
IDX SYS CORP COM 449491109 346 24500 SH DEFINED 02 24500 0 0
IKON OFFICE SOLUTIONS INC. COM 451713101 3 800 SH DEFINED 02 800 0 0
IMCLONE SYSTEMS COM 45245W109 1185 15500 SH DEFINED 02 15500 0 0
IMMUNEX CORPORATION COM 452528102 1167 23600 SH DEFINED 02 23600 0 0
IMPERIAL BANCORP COM COM 452556103 755 48500 SH DEFINED 02 48500 0 0
INCO LTD COM 453258402 1533 98900 SH DEFINED 01 98900 0 0
INCYTE GENOMICS INC COM 45337C102 3838 46700 SH DEFINED 01 46700 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 841 63500 SH DEFINED 02 63500 0 0
INET TECHNOLOGIES INC COM 45662V105 1275 23500 SH DEFINED 02 23500 0 0
INFORMATICA CORP COM 45666Q102 942 11500 SH DEFINED 02 11500 0 0
INFORMATION HLDGS INC COM 456727106 1480 40000 SH DEFINED 02 40000 0 0
INFORMIX CORP COM 456779107 12821 1723800 SH DEFINED 01 1219100 0 504700
INFOSPACE.COM INC COM 45678T102 2834 51300 SH DEFINED 02 51300 0 0
INGERSOLL RAND CO COM 456866102 1638 40700 SH DEFINED 01 40700 0 0
INGLES MARKETS INC COM 457030104 73 7000 SH DEFINED 02 7000 0 0
INKTOMI CORP. COM 457277101 1786 15100 SH DEFINED 01 9100 0 6000
INSIGHT ENTERPRISES INC COM 45765U103 53 900 SH DEFINED 02 900 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 479 8000 SH DEFINED 02 8000 0 0
INTEL CORP COM 458140100 118407 885700 SH DEFINED 01 519700 0 366000
INTERNATIONAL BANCSHARES COR COM 459044103 33 1000 SH DEFINED 02 1000 0 0
INTERNATIONAL BUSINESS MACHI COM 459200101 67994 620600 SH DEFINED 01 389600 0 231000
INTERNATIONAL GAME TEC COM 459902102 58 2200 SH DEFINED 02 2200 0 0
INTERNATIONAL PAPER CO COM 460146103 11338 380300 SH DEFINED 01 252300 0 128000
INTERNATIONAL SPEEDWAY CORP COM 460335201 66 1600 SH DEFINED 02 1600 0 0
INTERNATL RECTIFIER CP COM 460254105 112 2000 SH DEFINED 02 2000 0 0
INTERPUBLIC GROUP COS IN COM 460690100 1264 29400 SH DEFINED 01 3400 0 26000
INTERSTATE BAKERIES CORPORAT COM 46072H108 6 400 SH DEFINED 02 400 0 0
INTIMATE BRANDS INC COM 461156101 1680 84000 SH DEFINED 01 84000 0 0
INTUIT INC COM 461202103 927 22400 SH DEFINED 02 22400 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 344 8700 SH DEFINED 02 8700 0 0
IPALCO ENTERPRISES INC COM 462613100 195 9700 SH DEFINED 02 9700 0 0
IRON MOUNTAIN INC COM 462846106 1241 36500 SH DEFINED 02 36500 0 0
ISS GROUP INC COM 450306105 247 2500 SH DEFINED 02 2500 0 0
ITT INDUSTRIES INC INDIANA COM 450911102 3162 104100 SH DEFINED 01 104100 0 0
IVAX CORP COM 465823102 7958 194700 SH DEFINED 01 194700 0 0
J D EDWARDS AND COMPANY COM 281667105 87 5800 SH DEFINED 02 5800 0 0
JACK HENRY AND ASSOCIATED IN COM 426281101 1203 24000 SH DEFINED 02 24000 0 0
JACOBS ENGR GROUP DEL COM 469814107 98 3000 SH DEFINED 02 3000 0 0
JAVIL CIRCUIT INC COM 466313103 14257 287300 SH DEFINED 01 221300 0 66000
JB HUNT TRANSPORT SERVICES I COM 445658107 500 32400 SH DEFINED 02 32400 0 0
JDS UNIPHASE CORP COM 46612J101 10669 89000 SH DEFINED 01 76000 0 13000
JEFFERIES GROUP INC NEW COM 472319102 537 26600 SH DEFINED 02 26600 0 0
JEFFERSON PILOT CORP COM 475070108 418 7400 SH DEFINED 02 7400 0 0
JLG INDUSTRIES INC COM 466210101 12 1000 SH DEFINED 02 1000 0 0
JOHN NUVEEN CO CL A COM 478035108 1036 24700 SH DEFINED 02 24700 0 0
JOHNSON & JOHNSON COM 478160104 64104 629000 SH DEFINED 01 380000 0 249000
JONES APPAREL GROUP INC COM 480074103 122 5200 SH DEFINED 02 5200 0 0
JONES PHARMA INC COM 480236108 4434 111025 SH DEFINED 01 111025 0 0
K MART CORP COM 482584109 2613 380000 SH DEFINED 02 380000 0 0
KANSAS CITY SOUTHN IND COM 485170302 1153 13000 SH DEFINED 01 13000 0 0
KEANE INC COM 486665102 740 34200 SH DEFINED 02 34200 0 0
KEEBLER FOODS CO COM 487256109 1819 49000 SH DEFINED 01 49000 0 0
KELLY SERVICES INC. COM 488152208 497 21500 SH DEFINED 02 21500 0 0
KEMET CORP COM COM 488360108 75 3000 SH DEFINED 02 3000 0 0
KENNAMETAL INC COM 489170100 21 1000 SH DEFINED 02 1000 0 0
KERR MCGEE CORP COM 492386107 195 3300 SH DEFINED 02 3300 0 0
KEYCORP COM 493267108 6163 340000 SH DEFINED 01 249000 0 91000
KIMBERLY CLARK CORP COM 494368103 299 5200 SH DEFINED 02 5200 0 0
KIMCO REALTY COM 49446R109 3526 86000 SH DEFINED 01 86000 0 0
KINDER MORGAN INC COM 49455P101 332 9600 SH DEFINED 02 9600 0 0
KING PHARMACEUTICALS INC COM 495582108 1207 27500 SH DEFINED 02 27500 0 0
KLA INSTRS CORP COM COM 482480100 33709 575600 SH DEFINED 01 449600 0 126000
KNIGHT RIDDER INC COM 499040103 5 100 SH DEFINED 02 100 0 0
KNIGHT TRADING GROUP INC COM 499063105 501 16800 SH DEFINED 02 16800 0 0
KOHLS CORP COM 500255104 2125 38200 SH DEFINED 01 5200 0 33000
KONINKLIJKE PHILIPS ELECTRON COM 500472204 304 6400 SH DEFINED 02 6400 0 0
KOPIN CORPORATION COM 500600101 1108 16000 SH DEFINED 02 16000 0 0
KROGER CO COM 501044101 1743 79000 SH DEFINED 01 79000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 953 16700 SH DEFINED 01 16700 0 0
LABOR READY INC COM 505401208 20 3000 SH DEFINED 02 3000 0 0
LAM RESEARCH CORP COM 512807108 5325 142000 SH DEFINED 01 142000 0 0
LANDAMERICA FINANCIAL GROUP COM 514936103 110 5000 SH DEFINED 02 5000 0 0
LANDS END INC COM 515086106 47 1400 SH DEFINED 02 1400 0 0
LANDSTAR SYS INC COM COM 515098101 18 300 SH DEFINED 02 300 0 0
LATTICE SEMICONDUCTOR CORP. COM 518415104 1106 16000 SH DEFINED 02 16000 0 0
LEAR SEATING CORP COM 521865105 140 7000 SH DEFINED 02 7000 0 0
LEE ENTERPRISES INC COM 523768109 154 6600 SH DEFINED 02 6600 0 0
LEGATO SYSTEMS INC COM 524651106 136 9000 SH DEFINED 02 9000 0 0
LEGG MASON INC. COM 524901105 250 5000 SH DEFINED 02 5000 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 13816 146100 SH DEFINED 01 134100 0 12000
LENNAR CORP COM 526057104 4 200 SH DEFINED 02 200 0 0
LEVEL 3 COMMUNICATION INC COM 52729N100 1144 13000 SH DEFINED 02 13000 0 0
LEXMARK INTL GROUP INC COM 529771107 867 12900 SH DEFINED 02 12900 0 0
LIBBEY INC. COM 529898108 3 100 SH DEFINED 02 100 0 0
LIBERTY CORP S C COM COM 530370105 42 1000 SH DEFINED 02 1000 0 0
LIBERTY FINL COS INC COM COM 530512102 197 9000 SH DEFINED 02 9000 0 0
LIBERTY PROPERTY TRUST COM 531172104 311 12000 SH DEFINED 02 12000 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 7 300 SH DEFINED 02 300 0 0
LILLY ELI & CO COM 532457108 19583 196000 SH DEFINED 01 78000 0 118000
LIMITED INC COM 532716107 30392 1405400 SH DEFINED 01 1029400 0 376000
LINCARE HOLDINGS INC COM 532791100 190 7700 SH DEFINED 02 7700 0 0
LINCOLN ELECTRIC HOLDINGS IN COM 533900106 634 44500 SH DEFINED 02 44500 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4156 65000 SH DEFINED 01 25000 0 40000
LINEN & THINGS INC COM 535679104 22 800 SH DEFINED 02 800 0 0
LITTON INDS INC COM 538021106 273 6500 SH DEFINED 02 6500 0 0
LNR PROPERTY CORP. COM 501940100 4 200 SH DEFINED 02 200 0 0
LOCKHEED MARTIN CORP COM 539830109 62 2500 SH DEFINED 02 2500 0 0
LONE STAR STEAKHOUSE ANS SAL COM 542307103 21 2100 SH DEFINED 02 2100 0 0
LONGVIEW FIBRE CO COM 543213102 53 4800 SH DEFINED 02 4800 0 0
LORAL SPACE & COMMUNICATIONS COM G56462107 2 300 SH DEFINED 02 300 0 0
LOUIS DREYFUS NAT GAS COM COM 546011107 705 22500 SH DEFINED 02 22500 0 0
LOWES COS INC COM 548661107 1886 45800 SH DEFINED 01 5800 0 40000
LSI LOGIC CORP COM 502161102 1819 33600 SH DEFINED 01 17600 0 16000
LTX CORP COM 502392103 681 19500 SH DEFINED 02 19500 0 0
LUBRIZOL CORP COM 549271104 2 100 SH DEFINED 02 100 0 0
LUCENT TECHNOLOGIES COM COM 549463107 65882 1121399 SH DEFINED 01 633399 0 488000
LYCOS INC COM COM 550818108 22 400 SH DEFINED 02 400 0 0
LYONDELL PETROCHEMICAL CORP COM 552078107 1007 60100 SH DEFINED 02 60100 0 0
M & T BANK CORP COM 55261F104 900 2000 SH DEFINED 02 2000 0 0
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 27 1700 SH DEFINED 02 1700 0 0
MACROMEDIA INC COM 556100105 570 5900 SH DEFINED 02 5900 0 0
MACROVISION CORP COM 555904101 1406 22000 SH DEFINED 02 22000 0 0
MAF BANCORP INC COM COM 55261R108 93 5100 SH DEFINED 02 5100 0 0
MAIL-WELL INC COM COM 560321200 1076 124500 SH DEFINED 02 124500 0 0
MALLINCKRODT INC COM 561232109 9029 208000 SH DEFINED 01 208000 0 0
MANDALAY RESORT GROUP COM 562567107 388 19400 SH DEFINED 02 19400 0 0
MANITOWOC INC COM COM 563571108 80 3000 SH DEFINED 02 3000 0 0
MANPOWER INC COM 56418H100 2931 91600 SH DEFINED 01 91600 0 0
MARCHFIRST INC COM 566244109 1197 65600 SH DEFINED 02 65600 0 0
MARINE DRILLING COS COM PAR COM 568240204 1344 48000 SH DEFINED 02 48000 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202 11 300 SH DEFINED 02 300 0 0
MARSH & MCLENNAN COS COM 571748102 1201 11500 SH DEFINED 01 2500 0 9000
MARSHALL & ILSLEY CORP COM COM 571834100 2519 60700 SH DEFINED 01 60700 0 0
MARTIN MARIETTA MATLS COM COM 573284106 226 5600 SH DEFINED 02 5600 0 0
MASCO CORP COM 574599106 723 40000 SH DEFINED 01 40000 0 0
MASTEC INC COM 576323109 1259 33000 SH DEFINED 02 33000 0 0
MAVERICK TUBE CORP COM 577914104 364 12500 SH DEFINED 02 12500 0 0
MAXIM INTERGRATED PRODUCTS COM 57772K101 109 1600 SH DEFINED 02 1600 0 0
MAXIMUS INC COM 577933104 343 15500 SH DEFINED 02 15500 0 0
MAXXAM INC COM COM 577913106 71 4000 SH DEFINED 02 4000 0 0
MAYTAG CORP COM 578592107 4 100 SH DEFINED 02 100 0 0
MCCLATCHY CO HOLDING CO COM 579489105 2133 64400 SH DEFINED 02 64400 0 0
MCCORMICK & CO INC COM 579780206 2711 83400 SH DEFINED 01 83400 0 0
MCDERMOTT INTL INC COM 580037109 2999 340300 SH DEFINED 01 230300 0 110000
MCDONALDS CORP COM 580135101 316 9600 SH DEFINED 02 9600 0 0
MCGRAW HILL INC COM 580645109 259 4800 SH DEFINED 02 4800 0 0
MCLEODUSA INC COM COM 582266102 1161 56100 SH DEFINED 01 56100 0 0
MCN CORP COM 55267J100 21 1000 SH DEFINED 02 1000 0 0
MDU RESOURCES GROUP INC COM 552690109 108 5000 SH DEFINED 02 5000 0 0
MEAD CORP COM 582834107 16387 644200 SH DEFINED 01 520200 0 124000
MEDIA GEN INC CL A COM 584404107 2279 46900 SH DEFINED 01 39900 0 7000
MEDIAONE GROUP INC COM 58440J104 24076 364100 SH DEFINED 01 247100 0 117000
MEDICAL MANAGER CORPORATION COM 58461U103 99 2900 SH DEFINED 02 2900 0 0
MEDIMMUNE INC COM 584699102 3086 41700 SH DEFINED 02 41700 0 0
MEDTRONIC INC COM 585055106 21396 429200 SH DEFINED 01 260200 0 169000
MELLON FINANCIAL CORP COM 58551A108 3243 89000 SH DEFINED 01 89000 0 0
MENTOR CORP MINN COM 587188103 190 7000 SH DEFINED 02 7000 0 0
MENTOR GRAPHICS CORP COM 587200106 326 16400 SH DEFINED 02 16400 0 0
MERCANTILE BANKSHARES COM COM 587405101 191 6400 SH DEFINED 02 6400 0 0
MERCK & CO INC COM 589331107 54493 710800 SH DEFINED 01 417800 0 293000
MERCURY COMPUTER SYSTEMS INC COM 589378108 986 30500 SH DEFINED 02 30500 0 0
MERCURY INTERACTIVE CP COM COM 589405109 13961 144300 SH DEFINED 01 103300 0 41000
MEREDITH CORP COM 589433101 911 27000 SH DEFINED 01 27000 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 357 17000 SH DEFINED 02 17000 0 0
MERRILL LYNCH & CO INC COM 590188108 15197 132100 SH DEFINED 01 89100 0 43000
MESABA HOLDINGS INC COM 59066B102 378 39500 SH DEFINED 02 39500 0 0
METHODE ELECTRONICS INC COM 591520200 19 500 SH DEFINED 02 500 0 0
METRIS COMPANIES INC COM 591598107 56 2250 SH DEFINED 02 2250 0 0
METROMEDIA FIBER NETWORK INC COM 591689104 1241 31270 SH DEFINED 02 31270 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 352 8800 SH DEFINED 02 8800 0 0
MGM MIRAGE COM 552953101 14215 442500 SH DEFINED 01 442500 0 0
MICREL INC COM 594793101 1512 34800 SH DEFINED 02 34800 0 0
MICROCHIP TECHNOLOGY COM 595017104 979 16800 SH DEFINED 02 16800 0 0
MICROMUSE INC COM 595094103 16184 97800 SH DEFINED 01 70800 0 27000
MICRON TECHNOLOGY INC COM 595112103 608 6900 SH DEFINED 02 6900 0 0
MICROSOFT CORP COM 594918104 144328 1804100 SH DEFINED 01 1133100 0 671000
MICROSTRATEGY INC COM 594972101 330 11000 SH DEFINED 02 11000 0 0
MID-STATE BANCSHARES COM 595440108 27 1000 SH DEFINED 02 1000 0 0
MIDWEST EXPRESS HLDGS COM COM 597911106 710 33000 SH DEFINED 02 33000 0 0
MILACRON INC COM 598709103 769 53000 SH DEFINED 01 53000 0 0
MILLENNIUM PHARMACEUTC COM COM 599902103 4553 40700 SH DEFINED 02 40700 0 0
MILLIPORE CORP COM 601073109 2330 30900 SH DEFINED 02 30900 0 0
MINIMED INC COM 60365K108 614 5200 SH DEFINED 02 5200 0 0
MINNESOTA MNG & MFG CO COM 604059105 1857 22500 SH DEFINED 01 22500 0 0
MKS INSTRUMENTS INC COM 55306N104 117 3000 SH DEFINED 02 3000 0 0
MODEM MEDIA POPPE TYSON INC COM 607533106 25 2000 SH DEFINED 02 2000 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 69 9000 SH DEFINED 02 9000 0 0
MOLEX INC COM 608554101 2478 51500 SH DEFINED 01 28500 0 23000
MONTANA POWER CO COM 612085100 1598 45000 SH DEFINED 01 45000 0 0
MONY GROUP INC COM 615337102 2697 80000 SH DEFINED 02 80000 0 0
MORGAN J P & CO INC COM 616880100 13517 122700 SH DEFINED 01 80700 0 42000
MORGAN STANLEY DEAN WITTER & COM 617446448 7751 93100 SH DEFINED 01 31100 0 62000
MOTOROLA INC COM 620076109 9644 333015 SH DEFINED 01 117015 0 216000
MRV COMMUNICATIONS INC COM 553477100 1244 18500 SH DEFINED 02 18500 0 0
MTI TECHNOLOGY CORP COM 553903105 48 6000 SH DEFINED 02 6000 0 0
MUELLER INDS INC COM COM 624756102 56 2000 SH DEFINED 02 2000 0 0
MURPHY OIL CORP COM 626717102 256 4300 SH DEFINED 02 4300 0 0
MYLAN LABS INC COM 628530107 176 9700 SH DEFINED 02 9700 0 0
NABISCO GROUP HOLDINGS COM 62952P102 3891 150000 SH DEFINED 01 150000 0 0
NABISCO HOLDINGS CORP COM 629526104 7918 150700 SH DEFINED 01 150700 0 0
NABORS INDUSTRIES INC COM 629568106 12490 300500 SH DEFINED 01 225500 0 75000
NACCO INDS INC COM 629579103 299 8500 SH DEFINED 02 8500 0 0
NATIONA COMMERCE BANCORPORAT COM 635449101 2515 156600 SH DEFINED 01 156600 0 0
NATIONAL BANCORP ALAS COM COM 632587101 36 1000 SH DEFINED 02 1000 0 0
NATIONAL CITY CORP COM 635405103 584 34200 SH DEFINED 02 34200 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 1091 25000 SH DEFINED 02 25000 0 0
NATIONAL SEMICONDUCTOR COM 637640103 539 9500 SH DEFINED 02 9500 0 0
NATIONAL STL CORP COM 637844309 4 1000 SH DEFINED 02 1000 0 0
NATIONAL WESTN LFE INS CL A COM 638522102 281 3900 SH DEFINED 02 3900 0 0
NATIONAL-OILWELL INC COM COM 637071101 1317 40200 SH DEFINED 02 40200 0 0
NATIONWIDE FINL SVCS CL A COM 638612101 1160 35300 SH DEFINED 01 35300 0 0
NATL HEALTH INVS COM 63633D104 478 43000 SH DEFINED 02 43000 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 2174 70000 SH DEFINED 01 70000 0 0
NBC INTERNET INC - A COM 62873D105 119 9500 SH DEFINED 02 9500 0 0
NBTY INC COM COM 628782104 13 2000 SH DEFINED 02 2000 0 0
NEIMAN MARCUS GROUP INC COM 640204202 109 3600 SH DEFINED 02 3600 0 0
NESTLE SA SPONS REG COM 641069406 130 1300 SH DEFINED 02 1300 0 0
NET.B@NK INC COM 640933107 398 32000 SH DEFINED 02 32000 0 0
NETWORK APPLIANCE INC COM 64120L104 7567 94000 SH DEFINED 01 79000 0 15000
NETWORKS ASSOCIATES INC COM 640938106 927 45500 SH DEFINED 02 45500 0 0
NEW CENTURY ENERGIES INC COM 64352U103 123 4100 SH DEFINED 02 4100 0 0
NEW YORK TIMES CO CLASS A COM 650111107 5412 137000 SH DEFINED 01 137000 0 0
NEWELL RUBBERMAID INC COM 651229106 1494 58000 SH DEFINED 01 19000 0 39000
NEWFIELD EXPL CO COM COM 651290108 1272 32500 SH DEFINED 02 32500 0 0
NEWMONT MNG CORP COM 651639106 110 5100 SH DEFINED 02 5100 0 0
NEWPORT NEWS SHIPBUILDING IN COM 652228107 1893 51500 SH DEFINED 02 51500 0 0
NEWS CORP LTD COM 652487703 82 1500 SH DEFINED 02 1500 0 0
NEXTEL COMMUNICATIONS INC COM 65332V103 942 15400 SH DEFINED 01 12400 0 3000
NEXTLINK COMMUNICATIONS COM 65333H707 105 2772 SH DEFINED 02 2772 0 0
NIAGARA MOHAWK HOLDINGS INC COM 653520106 6895 494700 SH DEFINED 01 494700 0 0
NIKE INC COM 654106103 96 2400 SH DEFINED 02 2400 0 0
NISOURCE INC COM 65473P105 183 9800 SH DEFINED 02 9800 0 0
NOBLE AFFILIATES INC COM 654894104 2567 68900 SH DEFINED 02 68900 0 0
NOBLE DRILLING CORP COM COM 655042109 11080 269000 SH DEFINED 01 210000 0 59000
NORDSTROM INC COM 655664100 5141 213100 SH DEFINED 01 168100 0 45000
NORFOLK SOUTHERN CORP COM 655844108 3082 207200 SH DEFINED 01 207200 0 0
NORTEL NETWORKS CORPORATION COM 656568102 44907 652000 SH DEFINED 01 335000 0 317000
NORTH FORK BANCORP NY COM 659424105 252 16800 SH DEFINED 02 16800 0 0
NORTHEAST OPTIC NETWORK INC COM 664334109 247 4000 SH DEFINED 02 4000 0 0
NORTHEAST UTILS COM 664397106 8622 396400 SH DEFINED 01 335400 0 61000
NORTHERN TR CORP COM 665859104 14314 220000 SH DEFINED 01 169000 0 51000
NORTHERWESTERN CORP COM 668074107 682 29500 SH DEFINED 02 29500 0 0
NORTHWEST AIRLINES CORPORATI COM 667280101 2502 82200 SH DEFINED 01 82200 0 0
NOVA CORP GEORGIA COM 669784100 134 4800 SH DEFINED 02 4800 0 0
NOVARTIS AG-ADR COM 66987V109 296 7400 SH DEFINED 02 7400 0 0
NOVELL INC COM 670006105 1816 196300 SH DEFINED 01 116300 0 80000
NOVELLUS SYS INC COM 670008101 481 8500 SH DEFINED 02 8500 0 0
NSTAR BEN INT COM 67019E107 22720 558400 SH DEFINED 01 511400 0 47000
NUCOR CORP COM 670346105 1998 60200 SH DEFINED 01 60200 0 0
NUEVO ENERGY CO COM 670509108 793 42000 SH DEFINED 02 42000 0 0
NUI CORP COM 629430109 81 3000 SH DEFINED 02 3000 0 0
NVIDIA CORP COM 67066G104 1373 21600 SH DEFINED 02 21600 0 0
OCCIDENTAL PETROLEUM CORP DE COM 674599105 2376 112800 SH DEFINED 01 112800 0 0
OCEAN ENERGY INC COM 67481E106 793 55900 SH DEFINED 02 55900 0 0
OFFICEMAX INC COM 67622M108 21 4200 SH DEFINED 02 4200 0 0
OFFSHORE LOGISTICS INC COM COM 676255102 417 29000 SH DEFINED 02 29000 0 0
OGDEN CORP COM 676346109 31 3400 SH DEFINED 02 3400 0 0
OGE ENERGY CORP. COM 670837103 179 9700 SH DEFINED 02 9700 0 0
OHIO CAS CORP COM 677240103 1376 129500 SH DEFINED 02 129500 0 0
OLD NATIONAL BANCORP COM 680033107 1788 61000 SH DEFINED 01 61000 0 0
OLD REP INTL CORP COM 680223104 3338 202300 SH DEFINED 01 202300 0 0
OLIN CORP COM 680665205 198 12000 SH DEFINED 02 12000 0 0
OMEGA FINL CORP COM COM 682092101 25 1000 SH DEFINED 02 1000 0 0
OMEGA HEALTH CARE INVESTORS COM 681936100 23 5000 SH DEFINED 02 5000 0 0
OMNICARE COM 681904108 216 23800 SH DEFINED 02 23800 0 0
OMNICOM GROUP INC COM 681919106 53 600 SH DEFINED 02 600 0 0
ONYX SOFTWARE CORP COM 683402101 1484 50000 SH DEFINED 02 50000 0 0
ORACLE SYSTEMS COM 68389X105 104145 1238900 SH DEFINED 01 784900 0 454000
OTTER TAIL PWR CO COM COM 689648103 336 16000 SH DEFINED 02 16000 0 0
OUTBACK STEAKHOUSE COM 689899102 88 3000 SH DEFINED 02 3000 0 0
OVERSEAS SHIPHOLDNG GP COM 690368105 419 17000 SH DEFINED 02 17000 0 0
OWENS ILLINOIS INC COM 690768403 3649 312200 SH DEFINED 01 312200 0 0
OXFORD HEALTH PLANS INC COM 691471106 5098 214100 SH DEFINED 01 214100 0 0
PACIFIC CENTURY FINANCIAL CO COM 694058108 2106 144000 SH DEFINED 01 144000 0 0
PACIFIC GAS & ELEC CO COM 69331C108 24778 1006200 SH DEFINED 01 790200 0 216000
PACIFIC GULF PPTYS INC COM 694396102 100 4000 SH DEFINED 02 4000 0 0
PACIFIC SUNWEAR OF CALIFORNI COM 694873100 778 41500 SH DEFINED 02 41500 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 5044 83800 SH DEFINED 01 64800 0 19000
PAINE WEBBER GROUP INC COM 695629105 3959 87000 SH DEFINED 01 87000 0 0
PANAMSAT CORP COM 697933109 2722 62300 SH DEFINED 01 43300 0 19000
PARADYNE NETWORKS INC COM 69911G107 55 1700 SH DEFINED 02 1700 0 0
PARAMETRIC TECH CORP COM 699173100 348 31600 SH DEFINED 02 31600 0 0
PARK NATL CORP COM COM 700658107 91 1000 SH DEFINED 02 1000 0 0
PARK PLACE ENTERTAINMENT COR COM 700690100 7966 653600 SH DEFINED 01 653600 0 0
PARKER HANNIFIN CORP COM 701094104 2 46 SH DEFINED 02 46 0 0
PARTY CITY CORP COM 702145103 5 2000 SH DEFINED 02 2000 0 0
PATTERSON DENTAL CO COM 703412106 1250 24500 SH DEFINED 02 24500 0 0
PATTERSON ENERGY INC COM COM 703414102 1340 47000 SH DEFINED 02 47000 0 0
PAYCHEX INC COM 704326107 202 4800 SH DEFINED 02 4800 0 0
PAYLESS SHOESOURCE INC COM 704379106 7206 140600 SH DEFINED 01 140600 0 0
PE CORP-CELERA GENOMICS GROU COM 69332S201 2000 21500 SH DEFINED 02 21500 0 0
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 1828 27700 SH DEFINED 02 27700 0 0
PECO ENERGY CO. COM 693304107 14968 371300 SH DEFINED 01 204300 0 167000
PEGASUS COMMUNICATIONS CORP COM 705904100 1325 27000 SH DEFINED 02 27000 0 0
PENN TREATY AMERICAN CORP COM 707874103 179 10500 SH DEFINED 02 10500 0 0
PENNEY J C INC COM 708160106 165 9000 SH DEFINED 02 9000 0 0
PENTAIR INC COM 709631105 131 3700 SH DEFINED 02 3700 0 0
PENTON MEDIA INC COM 709668107 875 25000 SH DEFINED 02 25000 0 0
PEOPLESOFT COM 712713106 1621 96800 SH DEFINED 01 75800 0 21000
PEPSI BOTTLING GROUP INC COM 713409100 3573 122400 SH DEFINED 01 122400 0 0
PEPSICO INC COM 713448108 9724 218900 SH DEFINED 01 72900 0 146000
PEREGRINE SYSTEMS INC COM 71366Q101 111 3200 SH DEFINED 02 3200 0 0
PERKINELMER INC COM 714046109 1169 17700 SH DEFINED 02 17700 0 0
PFIZER INC COM 717081103 47512 989825 SH DEFINED 01 507825 0 482000
PHARMACIA CORPORATION COM 71713U102 6752 130630 SH DEFINED 01 46630 0 84000
PHELPS DODGE CORP COM 717265102 937 25200 SH DEFINED 01 25200 0 0
PHILIP MORRIS COS INC COM 718154107 250 9400 SH DEFINED 02 9400 0 0
PHILLIPS PETROLEUM CO COM 718507106 451 8900 SH DEFINED 02 8900 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 33 2000 SH DEFINED 02 2000 0 0
PIEDMONT NAT GAS INC COM COM 720186105 80 3000 SH DEFINED 02 3000 0 0
PINNACLE HOLDINGS INC COM 72346N101 1323 24500 SH DEFINED 02 24500 0 0
PINNACLE SYSTEMS INC COM 723481107 337 15000 SH DEFINED 02 15000 0 0
PINNACLE WEST CAP CORP COM 723484101 8658 255600 SH DEFINED 01 209600 0 46000
PITNEY BOWES INC COM 724479100 16 400 SH DEFINED 02 400 0 0
PITTSTON BRINKS GROUP COM 725701106 127 9000 SH DEFINED 02 9000 0 0
PIXAR COM 725811103 335 9500 SH DEFINED 02 9500 0 0
PLAYBOY ENTERPRISES CL B COM 728117300 397 30800 SH DEFINED 02 30800 0 0
PLAYTEX PRODUCTS INC COM 72813P100 45 4000 SH DEFINED 02 4000 0 0
PLEXUS CORP COM 729132100 678 6000 SH DEFINED 02 6000 0 0
PMC-SIERRA INC COM COM 69344F106 7143 40200 SH DEFINED 02 40200 0 0
PNC FINL SERVICES GROUP COM 693475105 1050 22400 SH DEFINED 02 22400 0 0
POGO PRODUCING COMPANY COM 730448107 1460 66000 SH DEFINED 02 66000 0 0
POLYCOM INC COM 73172K104 1515 16100 SH DEFINED 02 16100 0 0
POPULAR INC COM 733174106 4556 239000 SH DEFINED 01 239000 0 0
PORTAL SOFTWARE INC COM 736126103 1341 21000 SH DEFINED 02 21000 0 0
POTLATCH CORP COM 737628107 5035 152000 SH DEFINED 01 152000 0 0
POTOMAC ELEC PWR CO COM 737679100 224 8600 SH DEFINED 02 8600 0 0
POWEER-ONE INC COM 739308104 1322 11600 SH DEFINED 02 11600 0 0
POWER INTEGRATIONS INC COM 739276103 568 24100 SH DEFINED 02 24100 0 0
POWERWAVE TECHNOLOGIES COM COM 739363109 6037 137200 SH DEFINED 01 137200 0 0
PPG INDS INC COM 693506107 89 2000 SH DEFINED 02 2000 0 0
PPL CORPORATION COM 69351T106 2238 102000 SH DEFINED 01 102000 0 0
PRESIDENTIAL LIFE CORP COM COM 740884101 548 39500 SH DEFINED 02 39500 0 0
PRICE COMMUNICATIONS CORP COM 741437305 1190 50500 SH DEFINED 02 50500 0 0
PRICESMART INC. COM 741511109 23 600 SH DEFINED 02 600 0 0
PRIDE INTERNATIONAL INC COM 741932107 1287 52000 SH DEFINED 02 52000 0 0
PRIME HOSPITALITY CORP COM COM 741917108 722 76500 SH DEFINED 02 76500 0 0
PROCTER & GAMBLE CO COM 742718109 27086 472800 SH DEFINED 01 269800 0 203000
PROGRESS SOFTWARE CORP COM 743312100 879 49000 SH DEFINED 02 49000 0 0
PROGRESSIVE CORP OHIO COM 743315103 52 700 SH DEFINED 02 700 0 0
PROJECT SOFTWARE & DEV COM COM 74339P101 639 35500 SH DEFINED 02 35500 0 0
PROTECTIVE LIFE CORP COM 743674103 1454 54600 SH DEFINED 01 54600 0 0
PROTEIN DESIGN LABS INC COM 74369L103 165 1000 SH DEFINED 02 1000 0 0
PROVIDENT FINANCIAL GROUP IN COM 743866105 3591 150800 SH DEFINED 01 150800 0 0
PROVIDIAN CORPORATION COM 74406A102 6875 76400 SH DEFINED 01 55400 0 21000
PROXICOM INC COM 744282104 1341 28000 SH DEFINED 02 28000 0 0
PROXIM INC COM COM 744284100 287 2900 SH DEFINED 02 2900 0 0
PSS WORLD MEDICAL INC COM 69366A100 412 61300 SH DEFINED 02 61300 0 0
PUBLIC SERVICE CO NEW MEXICO COM 744499104 863 55900 SH DEFINED 02 55900 0 0
PUBLIC STORAGE COM 74460D109 1195 51000 SH DEFINED 01 51000 0 0
PUBLIC SVC ENTERPRISE COM 744573106 2971 85800 SH DEFINED 01 85800 0 0
PUGET SOUND POWER & LIGHT CO COM 745332106 572 26600 SH DEFINED 02 26600 0 0
PULITZER INC COM 745769109 42 1000 SH DEFINED 02 1000 0 0
PULTE CORPORATION COM 745867101 735 34000 SH DEFINED 01 34000 0 0
QLOGIC CORP COM 747277101 3197 48400 SH DEFINED 02 48400 0 0
QUAKER OATS CO COM 747402105 684 9100 SH DEFINED 02 9100 0 0
QUALCOMM INC COM 747525103 18582 309700 SH DEFINED 01 210700 0 99000
QUANTA SERVICES INC COM 74762E102 1540 28000 SH DEFINED 02 28000 0 0
QUANTUM CORP-DLT & STORAGE COM 747906204 116 12000 SH DEFINED 02 12000 0 0
QUANTUM CORP-HARD DISK DRIVE COM 747906303 30 2750 SH DEFINED 02 2750 0 0
QUEENS COUNTY BANCORP INC COM 748242104 92 5000 SH DEFINED 02 5000 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 1233 16500 SH DEFINED 02 16500 0 0
QUORUM HEALTH GRP INC COM COM 749084109 922 89400 SH DEFINED 02 89400 0 0
R&B FALCON CORP COM 74912E101 2217 94100 SH DEFINED 02 94100 0 0
RADIAN GROUP INC COM 750236101 1190 23000 SH DEFINED 02 23000 0 0
RADIO ONE INC COM 75040P108 532 18000 SH DEFINED 02 18000 0 0
RADIOSHACK CORPORATION COM 750438103 801 16900 SH DEFINED 01 16900 0 0
RALCORP HOLDINGS COM 751028101 2340 191000 SH DEFINED 02 191000 0 0
RALSTON PURINA CO COM 751277302 1595 80000 SH DEFINED 01 10000 0 70000
RATIONAL SOFTWARE CORP COM N COM 75409P202 2314 24900 SH DEFINED 02 24900 0 0
RAYMOND JAMES FINL INC COM COM 754730109 1069 47500 SH DEFINED 02 47500 0 0
RAYONIER INC COM 754907103 1428 39800 SH DEFINED 02 39800 0 0
RAYTHEON CO. - CLASS B STOCK COM 755111408 46 2400 SH DEFINED 02 2400 0 0
RAZORFISH INC COM 755236106 416 25900 SH DEFINED 02 25900 0 0
RCN CORP COM 749361101 117 4600 SH DEFINED 02 4600 0 0
READERS DIGEST ASSN COM 755267101 1602 40300 SH DEFINED 01 40300 0 0
REALTY INCOME CORP COM 756109104 118 5000 SH DEFINED 02 5000 0 0
REDBACK NETWORKS COM 757209101 15842 89000 SH DEFINED 01 74000 0 15000
REGAL BELOIT CORP COM COM 758750103 48 3000 SH DEFINED 02 3000 0 0
RELIANCE STEEL & ALUM COM COM 759509102 679 35500 SH DEFINED 02 35500 0 0
RELIANT ENERGY INC COM 75952J108 8424 280800 SH DEFINED 01 184800 0 96000
REMEDY CORP COM 759548100 1617 29000 SH DEFINED 02 29000 0 0
RENAISSANCE RE HLDGS LTD COM G7496G103 3 58 SH DEFINED 02 58 0 0
RENAL CARE GROUP INC COM 759930100 49 2000 SH DEFINED 02 2000 0 0
RENT A CENTER INC. COM 76009N100 23 1000 SH DEFINED 02 1000 0 0
RESMED INC COM 761152107 1578 59000 SH DEFINED 02 59000 0 0
REYNOLDS & REYNOLDS COMPANY COM 761695105 20 1100 SH DEFINED 02 1100 0 0
RF MICRODEVICES INC COM 749941100 394 4500 SH DEFINED 02 4500 0 0
RFS HOTEL INVS INC COM 74955J108 176 15000 SH DEFINED 02 15000 0 0
RGS ENERGY GROUP INC COM 74956K104 289 13000 SH DEFINED 02 13000 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 4235 151600 SH DEFINED 01 151600 0 0
ROBERT HALF INTERNATIONAL IN COM 770323103 673 23600 SH DEFINED 02 23600 0 0
ROCKWELL INTL CORP COM 773903109 11145 353800 SH DEFINED 01 237800 0 116000
ROHM & HAAS CO COM 775371107 311 9000 SH DEFINED 02 9000 0 0
ROPER INDS INC NEW COM COM 776696106 423 16500 SH DEFINED 02 16500 0 0
ROSS STORES INC COM 778296103 128 7500 SH DEFINED 02 7500 0 0
ROUSE COMPANY COM 779273101 483 19500 SH DEFINED 02 19500 0 0
ROWAN COS INC COM 779382100 13262 436600 SH DEFINED 01 357600 0 79000
ROYAL DUTCH PETE CO COM 780257804 11740 190700 SH DEFINED 01 33700 0 157000
RSA SECURITY INC COM 749719100 1177 17000 SH DEFINED 02 17000 0 0
RUSS BERRIE AND COMPANY INC COM 782233100 4 200 SH DEFINED 02 200 0 0
RYERSON TULL INC COM 78375P107 31 3000 SH DEFINED 02 3000 0 0
RYLAND GROUP INC COM 783764103 33 1500 SH DEFINED 02 1500 0 0
S & T BANCORP INC COM COM 783859101 37 2000 SH DEFINED 02 2000 0 0
S1 CORPORATION COM 78463B101 1620 69500 SH DEFINED 02 69500 0 0
SABRE GROUP HOLDINGS INC COM 785905100 9568 335715 SH DEFINED 01 167715 0 168000
SAFECO CORP COM 786429100 6936 349000 SH DEFINED 01 241300 0 107700
SAFEGUARD SCIENTIFICS COM COM 786449108 1010 31500 SH DEFINED 02 31500 0 0
SAFEWAY INC COM 786514208 7536 167000 SH DEFINED 01 106000 0 61000
SAGA SYSTEMS INC COM 786610105 335 26900 SH DEFINED 02 26900 0 0
SANCHEZ COMPUTER ASSOCIATES COM 799702105 226 9500 SH DEFINED 02 9500 0 0
SANDISK CORP COM 80004C101 1389 22700 SH DEFINED 02 22700 0 0
SANMINA CORP COM 800907107 12038 140800 SH DEFINED 01 116800 0 24000
SANTA BARBARA BANCORP COM COM 69404P101 50 2000 SH DEFINED 02 2000 0 0
SAPIENT CORP COM 803062108 2406 22500 SH DEFINED 01 16500 0 6000
SARA LEE CORP COM 803111103 155 8000 SH DEFINED 02 8000 0 0
SAUL CTRS INC COM 804395101 16 1000 SH DEFINED 02 1000 0 0
SAWTEK INC COM 805468105 8059 140000 SH DEFINED 01 140000 0 0
SBC COMMUNICATIONS INC. COM 78387G103 44721 1034000 SH DEFINED 01 621000 0 413000
SCANA CORP COM 80589M102 6340 262800 SH DEFINED 01 262800 0 0
SCHERING PLOUGH CORP COM 806605101 21861 432900 SH DEFINED 01 208900 0 224000
SCHLUMBERGER LTD COM 806857108 12865 172400 SH DEFINED 01 79400 0 93000
SCHOLASTIC CORP COM 807066105 703 11500 SH DEFINED 02 11500 0 0
SCHWAB CHARLES CORP NEW COM 808513105 14353 426850 SH DEFINED 01 255850 0 171000
SCI SYSTEMS INC COM 783890106 12650 322800 SH DEFINED 01 271800 0 51000
SCIENT CORP COM 80864H109 600 13600 SH DEFINED 02 13600 0 0
SCIENTIFIC ATLANTA INC COM 808655104 12307 165200 SH DEFINED 01 122200 0 43000
SCOTT TECHNOLOGIES INC COM 810022301 17 1000 SH DEFINED 02 1000 0 0
SDL INC COM COM 784076101 12006 42100 SH DEFINED 02 42100 0 0
SEACOR SMIT INC COM 811904101 261 6750 SH DEFINED 02 6750 0 0
SEARS ROEBUCK & CO COM 812387108 3184 97600 SH DEFINED 01 73600 0 24000
SECURITY CAPITAL GROUP- B COM 81413P204 442 26000 SH DEFINED 02 26000 0 0
SEGATE COM 811804103 935 17000 SH DEFINED 01 17000 0 0
SEI INVESTMENTS CO COM 784117103 358 9000 SH DEFINED 02 9000 0 0
SEITEL INC COM 816074306 24 3000 SH DEFINED 02 3000 0 0
SEMTECH CORP COM 816850101 1186 15500 SH DEFINED 02 15500 0 0
SENSORMATIC ELECTRS CP COM 817265101 1836 116100 SH DEFINED 02 116100 0 0
SEPRACOR INC COM 817315104 1990 16500 SH DEFINED 02 16500 0 0
SERENA SOFTWARE INC COM 817492101 636 14000 SH DEFINED 02 14000 0 0
SFX ENTERTAINMENT INC COM 784178105 18 400 SH DEFINED 02 400 0 0
SHURGARD STORAGE COM 82567D104 248 11000 SH DEFINED 02 11000 0 0
SIEBEL SYS INC COM COM 826170102 8293 50700 SH DEFINED 01 40700 0 10000
SIERRA PACIFIC RESOURCES COM 826428104 1467 116800 SH DEFINED 02 116800 0 0
SILICON VALLEY GROUP INC COM 827066101 466 18000 SH DEFINED 02 18000 0 0
SILICONIX INC COM NEW COM 827079203 1080 16000 SH DEFINED 02 16000 0 0
SINCLAIR BROADCAST GROUP INC COM 829226109 803 73000 SH DEFINED 02 73000 0 0
SIX FLAGS INC COM 83001P109 830 36500 SH DEFINED 02 36500 0 0
SKY FINANCIAL GROUP INC COM 83080P103 32 2000 SH DEFINED 02 2000 0 0
SKYWEST INC COM 830879102 960 25900 SH DEFINED 02 25900 0 0
SMARTFORCE PLC SPONSORED ADR COM 83170A206 67 1400 SH DEFINED 02 1400 0 0
SMITH A O COM COM 831865209 188 9000 SH DEFINED 02 9000 0 0
SMITH CHARLES E RESDNTL RLTY COM 832197107 38 1000 SH DEFINED 02 1000 0 0
SMITH INTL INC COM 832110100 2942 40400 SH DEFINED 02 40400 0 0
SMUCKER J M CO COM 832696108 683 35500 SH DEFINED 02 35500 0 0
SMURFIT STONE CONTAINER CORP COM 832727101 2601 202000 SH DEFINED 01 164000 0 38000
SOLECTRON CORP COM 834182107 13823 330100 SH DEFINED 01 220100 0 110000
SOLUTIA INC. COM 834376105 188 13700 SH DEFINED 02 13700 0 0
SONOCO CO COM 835495102 343 16700 SH DEFINED 02 16700 0 0
SOTHEBYS HLDGS INC COM 835898107 93 5300 SH DEFINED 02 5300 0 0
SOUTH JERSEY INDS INC COM COM 838518108 26 1000 SH DEFINED 02 1000 0 0
SOUTH TRUST CORP COM 844730101 3168 140000 SH DEFINED 01 140000 0 0
SOUTHDOWN INC COM 841297104 144 2500 SH DEFINED 02 2500 0 0
SOUTHERN CO COM 842587107 2224 95400 SH DEFINED 01 95400 0 0
SOUTHERN PERU COPPER CORP COM 843611104 94 7700 SH DEFINED 02 7700 0 0
SOUTHWEST AIRLS CO COM 844741108 30864 1629800 SH DEFINED 01 1445800 0 184000
SOUTHWEST SECURITIES GROUP I COM 845224104 1024 27500 SH DEFINED 02 27500 0 0
SPRINT CORP PCS GROUP COM 852061506 7109 119400 SH DEFINED 01 73400 0 46000
SPRINT CORPORATION COM 852061100 11424 224000 SH DEFINED 01 135000 0 89000
SPX CORP COM 784635104 5406 44700 SH DEFINED 01 44700 0 0
ST JOE COMPANY COM 790148100 165 5500 SH DEFINED 02 5500 0 0
ST JUDE MEDICAL INC COM 790849103 5510 120100 SH DEFINED 01 120100 0 0
STANCORP FINL GROUP INC COM 852891100 787 24500 SH DEFINED 02 24500 0 0
STAPLES INC COM 855030102 3 200 SH DEFINED 02 200 0 0
STATE STREET CORP COM 857477103 106 1000 SH DEFINED 02 1000 0 0
STEEL DYNAMICS INC COM COM 858119100 63 7000 SH DEFINED 02 7000 0 0
STERIS CORP COM 859152100 83 9400 SH DEFINED 02 9400 0 0
STEWART ENTERPRISES INC COM 860370105 51 14400 SH DEFINED 02 14400 0 0
STORAGE USA INC COM 861907103 236 8000 SH DEFINED 02 8000 0 0
STRUCTURAL DYNAMIC RES COM 863555108 59 3900 SH DEFINED 02 3900 0 0
STRYKER CORP COM 863667101 13103 299500 SH DEFINED 01 235500 0 64000
STUDENT LOAN CORP COM 863902102 126 3000 SH DEFINED 02 3000 0 0
SUIZA FOODS CORP COM COM 865077101 191 3900 SH DEFINED 02 3900 0 0
SUN MICROSYSTEMS INC COM 866810104 43968 483500 SH DEFINED 01 263500 0 220000
SUNGARD DATA SYSTEMS COM 867363103 344 11100 SH DEFINED 02 11100 0 0
SUNOCO INC COM 86764P109 13424 456000 SH DEFINED 01 456000 0 0
SUNQUEST INFORMATION SYSTEMS COM 867654105 339 31500 SH DEFINED 02 31500 0 0
SUNRISE ASSIST LIVING COM COM 86768K106 1258 68000 SH DEFINED 02 68000 0 0
SUNTRUST BKS INC COM 867914103 548 12000 SH DEFINED 02 12000 0 0
SUPERVALUE INC COM 868536103 1716 90000 SH DEFINED 01 90000 0 0
SWIFT TRANSPORTATION CO INC. COM 870756103 336 24000 SH DEFINED 02 24000 0 0
SYBASE INC COM 871130100 223 9700 SH DEFINED 02 9700 0 0
SYBRON INTERNATIONAL CORP COM 87114F106 1228 62000 SH DEFINED 01 62000 0 0
SYLVAN LEARNING SYS COM COM 871399101 4874 354500 SH DEFINED 01 343000 0 11500
SYMANTEC CORP COM 871503108 394 7300 SH DEFINED 02 7300 0 0
SYMBOL TECHNOLOGIES COM 871508107 2681 49650 SH DEFINED 02 49650 0 0
SYNOPSYS INC COM 871607107 518 15000 SH DEFINED 02 15000 0 0
SYNOVUS FINL CORP COM 87161C105 3666 208000 SH DEFINED 01 208000 0 0
TALBOTS INCORPORATED COM 874161102 1307 24000 SH DEFINED 02 24000 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 24 1000 SH DEFINED 02 1000 0 0
TARGET CORP COM 87612E106 1218 21000 SH DEFINED 01 21000 0 0
TAUBMAN CNTR INC COM 876664103 66 6000 SH DEFINED 02 6000 0 0
TCF FINANCIAL CORPORATION COM 872275102 95 3700 SH DEFINED 02 3700 0 0
TECH DATA CORP COM 878237106 200 4600 SH DEFINED 02 4600 0 0
TECHNE CORP COM COM 878377100 1170 9000 SH DEFINED 02 9000 0 0
TECHNITROL INC COM COM 878555101 1066 11000 SH DEFINED 02 11000 0 0
TECUMSEH PRODUCTS CO COM 878895200 2979 78000 SH DEFINED 01 66000 0 12000
TEKELEC COM 879101103 4096 85000 SH DEFINED 01 85000 0 0
TEKTRONIX INC COM 879131100 10182 137600 SH DEFINED 01 137600 0 0
TELEFLEX INC COM 879369106 2338 65400 SH DEFINED 01 65400 0 0
TELEFONICA DE ESPANA COM 879382208 500 7800 SH DEFINED 02 7800 0 0
TELEPHONE AND DATASYSTEMS IN COM 879433100 642 6400 SH DEFINED 02 6400 0 0
TELETECH HOLDINGS INC COM 879939106 1258 40500 SH DEFINED 02 40500 0 0
TELLABS INC COM 879664100 17849 260800 SH DEFINED 01 143800 0 117000
TEMPLE INLAND INC COM 879868107 6615 157500 SH DEFINED 01 127500 0 30000
TENET HEALTHCARE COM 88033G100 41969 1554400 SH DEFINED 01 1221400 0 333000
TENFOLD CORPORATION COM 88033A103 16 1000 SH DEFINED 02 1000 0 0
TENNANT CO COM 880345103 188 5000 SH DEFINED 02 5000 0 0
TERADYNE INC COM 880770102 9018 122700 SH DEFINED 01 84700 0 38000
TERAYON COMMUNICATIONS SYS COM 880775101 1381 21500 SH DEFINED 02 21500 0 0
TEREX CORP COM 880779103 315 21000 SH DEFINED 02 21000 0 0
TESORO PETROLEUM CORP. COM 881609101 81 8000 SH DEFINED 02 8000 0 0
TETRA TECH INC COM 88162G103 89 3900 SH DEFINED 02 3900 0 0
TEXACO INC COM 881694103 618 11600 SH DEFINED 02 11600 0 0
TEXAS INDUSTRIES COM 882491103 702 24300 SH DEFINED 02 24300 0 0
TEXAS INSTRUMENTS INC COM 882508104 44441 647000 SH DEFINED 01 397000 0 250000
TEXTRON INC COM 883203101 5 100 SH DEFINED 02 100 0 0
THE EW SCRIPPS CO NEW CL A COM 811054204 6257 127000 SH DEFINED 01 127000 0 0
THE MEN'S WEARHOUSE INC COM 587118100 524 23500 SH DEFINED 02 23500 0 0
THE PMI GROUP INC COM 69344M101 195 4100 SH DEFINED 02 4100 0 0
THE SCOTTS CO CL A COM 810186106 7 200 SH DEFINED 02 200 0 0
THERMO CARDIOSYSTEMS INC COM 88355K200 295 29500 SH DEFINED 02 29500 0 0
THERMO INSTRUMENT SYSTEMS IN COM 883559106 2169 115700 SH DEFINED 01 115700 0 0
TIDEWATER INC COM 886423102 6127 170200 SH DEFINED 01 170200 0 0
TIFFANY & CO NEW COM 886547108 4172 61800 SH DEFINED 01 51800 0 10000
TIME WARNER INC COM 887315109 19220 252900 SH DEFINED 01 181900 0 71000
TIMKEN CO COM 887389104 3548 190500 SH DEFINED 01 190500 0 0
TITAN CORP COM 888266103 224 5000 SH DEFINED 02 5000 0 0
TJX COS INC NEW COM 872540109 3758 200400 SH DEFINED 01 148400 0 52000
TMP WORLDWIDE INC COM COM 872941109 9507 128800 SH DEFINED 01 112800 0 16000
TOO INC COM 890333107 5 200 SH DEFINED 02 200 0 0
TOOTSIE ROLL INDS INC COM 890516107 4415 126130 SH DEFINED 01 90130 0 36000
TOSCO CORP COM 891490302 113 4000 SH DEFINED 02 4000 0 0
TOTAL SYS SVCS INC COM 891906109 64 4000 SH DEFINED 02 4000 0 0
TRANSATLANTIC HLDGS COM 893521104 1390 16600 SH DEFINED 01 16600 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 88 1653 SH DEFINED 02 1653 0 0
TRANSWITCH CORP COM 894065101 1922 24900 SH DEFINED 02 24900 0 0
TREMONT CORP COM 894745207 63 2800 SH DEFINED 02 2800 0 0
TRIAD GTY INC COM COM 895925105 447 19500 SH DEFINED 02 19500 0 0
TRIAD HOSPITALS INC COM 89579K109 7 300 SH DEFINED 02 300 0 0
TRIBUNE CO NEW COM 896047107 75142 2146900 SH DEFINED 01 1768900 0 378000
TRICON GLOBAL RESTAURANTS COM 895953107 45 1600 SH DEFINED 02 1600 0 0
TRIGON HEALTHCARE INC COM 89618L100 1274 24700 SH DEFINED 02 24700 0 0
TRINITY INDS INC DEL COM 896522109 142 7700 SH DEFINED 02 7700 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 3177 33200 SH DEFINED 02 33200 0 0
TRUE NORTH COMMUNICATN COM COM 897844106 1229 28000 SH DEFINED 02 28000 0 0
TRUST CO NJ JERSEY CTY COM COM 898304100 18 1000 SH DEFINED 02 1000 0 0
TRUSTCO BK CORP N Y COM COM 898349105 150 12000 SH DEFINED 02 12000 0 0
TRUSTMARK CORP COM 898402102 42 2400 SH DEFINED 02 2400 0 0
TUPPERWARE CORP COM COM 899896104 20 900 SH DEFINED 02 900 0 0
TV GUIDE INC CL A COM 87307Q109 82 2400 SH DEFINED 02 2400 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 365 12000 SH DEFINED 02 12000 0 0
TXU CORPORATION COM 873168108 3304 112000 SH DEFINED 01 112000 0 0
TYCO INTERNATIONAL LTD COM 902124106 18628 393200 SH DEFINED 01 145200 0 248000
TYSON FOODS INC COM 902494103 2223 254000 SH DEFINED 01 254000 0 0
U S WEST INC COM 91273H101 4905 57200 SH DEFINED 02 57200 0 0
UAL CORP COM 902549500 29350 504400 SH DEFINED 01 396400 0 108000
UCAR INTERNATIONAL INC COM 90262K109 71 5400 SH DEFINED 02 5400 0 0
ULTRAMAR DIAMOND SHAMROCK CO COM 904000106 591 23800 SH DEFINED 02 23800 0 0
ULTRATECH STEPPER INC COM 904034105 15 1000 SH DEFINED 02 1000 0 0
UNICOM CORPORATION COM 904911104 15579 402700 SH DEFINED 01 289700 0 113000
UNIFIRST CORP MASS COM 904708104 24 3000 SH DEFINED 02 3000 0 0
UNILEVER N VN - NY SHARES COM 904784709 3126 72698 SH DEFINED 01 20698 0 52000
UNION CARBIDE CORP COM 905581104 1940 39200 SH DEFINED 01 39200 0 0
UNION PAC CORP COM 907818108 4575 122000 SH DEFINED 01 58000 0 64000
UNIONBANCAL CORPORATION COM 908906100 1940 104500 SH DEFINED 01 39500 0 65000
UNISOURCE ENERGY CORP COM COM 909205106 1748 116500 SH DEFINED 02 116500 0 0
UNISYS CORP COM 909214108 868 59600 SH DEFINED 01 59600 0 0
UNITED ILLUM CO COM 910637107 744 17000 SH DEFINED 02 17000 0 0
UNITED NATIONAL BANCORP NJ COM 910909100 18 1000 SH DEFINED 02 1000 0 0
UNITED RENTALS INC COM 911363109 2481 144900 SH DEFINED 01 144900 0 0
UNITED STATES CELLULAR COM COM 911684108 882 14000 SH DEFINED 01 14000 0 0
UNITED STATIONERS INC COM 913004107 1700 52500 SH DEFINED 02 52500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 47 800 SH DEFINED 02 800 0 0
UNITED TELEVISION INC COM COM 913066106 129 1000 SH DEFINED 02 1000 0 0
UNITED WTR RES INC COM COM 913190104 314 9000 SH DEFINED 02 9000 0 0
UNITEDGLOBALCOM INC COM 913247508 1870 40000 SH DEFINED 02 40000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 51 600 SH DEFINED 02 600 0 0
UNITRIN INC COM 913275103 2379 81000 SH DEFINED 01 81000 0 0
UNIVERSAL CORP VA COM 913456109 224 10600 SH DEFINED 02 10600 0 0
UNIVERSAL FOODS CORP COM 913538104 65 3500 SH DEFINED 02 3500 0 0
UNIVERSAL HEALTH SVCS COM 913903100 255 3900 SH DEFINED 02 3900 0 0
UNIVISION COMMUNICATIONS A COM 914906102 11586 111900 SH DEFINED 01 96900 0 15000
UNOCAL CORP COM 915289102 4469 134900 SH DEFINED 01 103900 0 31000
UNUMPROVIDENT COM 91529Y106 2 100 SH DEFINED 02 100 0 0
URBAN OUTFITTERS INC COM 917047102 44 5000 SH DEFINED 02 5000 0 0
USA EDUCATION INC COM 90390U102 1011 27000 SH DEFINED 01 27000 0 0
USA NETWORKS INC. COM 902984103 4868 225100 SH DEFINED 01 225100 0 0
USG CORP COM 903293405 125 4100 SH DEFINED 02 4100 0 0
USINTERNETWORKING INC COM 917311805 102 5000 SH DEFINED 02 5000 0 0
USX MARATHON GROUP COM 902905827 9173 366000 SH DEFINED 01 323000 0 43000
USX-U S STEEL COM 90337T101 4837 260600 SH DEFINED 01 228600 0 32000
UTILICORP UTD INC DEL COM 918005109 322 16200 SH DEFINED 02 16200 0 0
VAIL RESORTS COM 91879Q109 799 49000 SH DEFINED 02 49000 0 0
VALASSIS COMMUNICATION COM 918866104 730 19150 SH DEFINED 02 19150 0 0
VALENCE TECHNOLOGY INC COM 918914102 18 1000 SH DEFINED 02 1000 0 0
VALERO ENERGY CORP COM 91913Y100 6971 221300 SH DEFINED 01 157300 0 64000
VALMONT INDUSTRIES INC COM 920253101 60 3000 SH DEFINED 02 3000 0 0
VALSPAR CORP COM 920355104 159 4700 SH DEFINED 02 4700 0 0
VALUEVISION INTL INC CL A COM 92047K107 384 16000 SH DEFINED 02 16000 0 0
VARCO INTL INC COM 922122106 1197 51500 SH DEFINED 02 51500 0 0
VARIAN ASSOCIATES INC COM 92220P105 1315 33600 SH DEFINED 02 33600 0 0
VARIAN INC COM 922206107 46 1003 SH DEFINED 02 1003 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 13 200 SH DEFINED 02 200 0 0
VECTREN CORPORATION COM 92240G101 69 4000 SH DEFINED 02 4000 0 0
VENATOR GROUP INC COM 922944103 89 8700 SH DEFINED 02 8700 0 0
VERISIGN INC COM 92343E102 6868 38915 SH DEFINED 02 38915 0 0
VERITAS DGC INC COM COM 92343P107 221 8500 SH DEFINED 02 8500 0 0
VERITAS SOFTWARE CORP COM 923436109 14726 130300 SH DEFINED 01 89300 0 41000
VERITY INC COM COM 92343C106 893 23500 SH DEFINED 02 23500 0 0
VERIZON COMMUNICATIONS COM 92343V104 12862 252500 SH DEFINED 01 150500 0 102000
VERTEX PHARMACEUTICALS INC COM 92532F100 105 1000 SH DEFINED 02 1000 0 0
VERTICALNET INC COM 92532L107 6076 164500 SH DEFINED 01 164500 0 0
VETERINARY CENTERS OF AMERIC COM 925514101 41 3000 SH DEFINED 02 3000 0 0
VIACOM INC CLASS B COM 925524308 32412 475067 SH DEFINED 01 215032 0 260035
VIAD CORP DELAWARE COM 92552R109 4586 168300 SH DEFINED 01 168300 0 0
VICOR CORP COM 925815102 592 17000 SH DEFINED 02 17000 0 0
VICORP RESTAURANTS INC COM 925817108 55 3000 SH DEFINED 02 3000 0 0
VIGNETTE CORPORATION COM 926734104 3875 74500 SH DEFINED 02 74500 0 0
VISHAY INTERTECHNOLOGY COM 928298108 1337 35300 SH DEFINED 02 35300 0 0
VISTEON CORP COM 92839U107 199 16384 SH DEFINED 01 16384 0 0
VISUAL NETWORKS INC COM 928444108 143 5000 SH DEFINED 02 5000 0 0
VISX INC COM 92844S105 379 13500 SH DEFINED 02 13500 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 1251 17000 SH DEFINED 02 17000 0 0
VODAFONE GROUP PLC SP ADR COM 92857W100 347 8300 SH DEFINED 02 8300 0 0
VOICESTREAM WIRELESS CORP COM 928615103 1710 14700 SH DEFINED 02 14700 0 0
WAL MART STORES INC COM 931142103 67300 1179400 SH DEFINED 01 639400 0 540000
WALGREEN CO COM 931422109 4819 150000 SH DEFINED 01 37000 0 113000
WALTER INDS INC COM COM 93317Q105 103 9000 SH DEFINED 02 9000 0 0
WASHINGTON GAS LT CO COM 938837101 125 5200 SH DEFINED 02 5200 0 0
WASHINGTON POST CO COM 939640108 382 800 SH DEFINED 02 800 0 0
WATERS CORP COM 941848103 574 4600 SH DEFINED 02 4600 0 0
WATSON PHARMACEUTICALS INC COM 942683103 854 15900 SH DEFINED 01 15900 0 0
WEATHERFORD INTERNATIONAL COM 947074100 2680 67000 SH DEFINED 01 67000 0 0
WEBSTER FINL CORP CONN COM COM 947890109 67 3000 SH DEFINED 02 3000 0 0
WEINGARTEN REALTY INVESTORS COM 948741103 1999 49500 SH DEFINED 02 49500 0 0
WELLMAN INC COM 949702104 65 4000 SH DEFINED 02 4000 0 0
WELLPOINT HEALTH NETWORKS IN COM 94973H108 12937 178500 SH DEFINED 01 135500 0 43000
WELLS FARGO & CO DEL COM 949746101 7418 189000 SH DEFINED 01 82000 0 107000
WESBANCO INC COM COM 950810101 24 1000 SH DEFINED 02 1000 0 0
WESCO INTERNATIONAL INC COM 95082P105 86 9000 SH DEFINED 02 9000 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 43 2000 SH DEFINED 02 2000 0 0
WEST TELESERVICES CORP COM 956188106 1253 49500 SH DEFINED 02 49500 0 0
WESTAMERICA BANCORP COM COM 957090103 2038 78000 SH DEFINED 01 78000 0 0
WESTERN GAS RESOURCES INC COM 958259103 914 43500 SH DEFINED 02 43500 0 0
WESTERN RESOURCES INC. COM 959425109 2615 168700 SH DEFINED 01 136500 0 32200
WESTERN WIRELESS CP CLA COM 95988E204 147 2700 SH DEFINED 02 2700 0 0
WESTFIELD AMER INC COM 959910100 40 3000 SH DEFINED 02 3000 0 0
WESTVACO CORP COM 961548104 10558 425500 SH DEFINED 01 366500 0 59000
WESTWOOD ONE INC COM 961815107 3559 104600 SH DEFINED 02 104600 0 0
WEYERHAEUSER CO COM 962166104 8247 191800 SH DEFINED 01 110800 0 81000
WFS FINANCIAL INC COM 92923B106 216 12500 SH DEFINED 02 12500 0 0
WHIRLPOOL CORP COM 963320106 9 200 SH DEFINED 02 200 0 0
WHITMAN CORP COM 96647R107 2898 237800 SH DEFINED 01 237800 0 0
WHITNEY HLDG CORP COM COM 966612103 137 4000 SH DEFINED 02 4000 0 0
WHOLE FOODS MKT INC COM COM 966837106 744 18000 SH DEFINED 02 18000 0 0
WILD OATS MARKETS INC COM 96808B107 50 4000 SH DEFINED 02 4000 0 0
WILLAMETTE INDUSTRIES COM 969133107 3327 122100 SH DEFINED 01 122100 0 0
WILLIAMS COS INC DEL COM 969457100 1001 24000 SH DEFINED 02 24000 0 0
WILLIAMS SONOMA INC COM 969904101 169 5200 SH DEFINED 02 5200 0 0
WILMINGTON TRUST CORP COM 971807102 141 3300 SH DEFINED 02 3300 0 0
WIND RIVER SYSTEMS INC COM COM 973149107 1193 31500 SH DEFINED 02 31500 0 0
WINN DIXIE STORES INC COM 974280109 2118 148000 SH DEFINED 01 148000 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 187 14400 SH DEFINED 02 14400 0 0
WISCONSIN ENERGY CORP COM 976657106 16 800 SH DEFINED 02 800 0 0
WOODWARD GOVERNOR CO COM 980745103 266 9400 SH DEFINED 02 9400 0 0
WORLDCOM INC COM 98157D106 20548 447915 SH DEFINED 01 143915 0 304000
WORTHINGTON INDS INC COM 981811102 809 77000 SH DEFINED 01 77000 0 0
WPS RESOURCES CORP COM 92931B106 120 4000 SH DEFINED 02 4000 0 0
XCEL ENERGY INC COM 98389B100 1510 74800 SH DEFINED 01 74800 0 0
XEROX CORP COM 984121103 252 12400 SH DEFINED 02 12400 0 0
XILINX INC COM 983919101 4723 57200 SH DEFINED 01 16200 0 41000
XIRCOM INC COM COM 983922105 285 6000 SH DEFINED 02 6000 0 0
XTRA CORPORATION COM 984138107 39 1000 SH DEFINED 02 1000 0 0
YAHOO INC COM 984332106 23523 189892 SH DEFINED 01 114892 0 75000
YORK INTERNATIONAL CORP COM 986670107 3 100 SH DEFINED 02 100 0 0
YOUNG & RUBICAM INC COM 987425105 57 1000 SH DEFINED 02 1000 0 0
YOUNG BROADCASTING INC. CL A COM 987434107 26 1000 SH DEFINED 02 1000 0 0
ZALE CORP NEW COM COM 988858106 58 1600 SH DEFINED 02 1600 0 0
ZENITH NATL INS CORP COM 989390109 319 15000 SH DEFINED 02 15000 0 0
ZIONS BANCORPORATION COM 989701107 422 9200 SH DEFINED 02 9200 0 0
ZOMAX INC COM 989929104 781 59500 SH DEFINED 02 59500 0 0
</TABLE>
