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Previous: MISSOURI STATE EMPLOYEES RETIREMENT SYSTEM, 13F-HR, 1999-05-18 |
Next: DEUTSCHE BANK SECURITIES INC, 13F-HR, 1999-05-18 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calender Year or Quarter Ended: December 31, 1998
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: Deutsche Bank Securities Inc.
Address: 31 West 52nd Street
New York, NY - 10019
13F File Number:
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: MICHAEL C. MONTGOMERY
Title: DIRECTOR
Phone: (212)469-5303
Signature, Place and Date of Signing:
/s/ MICHAEL C. MONTGOMERY NEW YORK CITY NY
05/06/1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE> PAGE 2
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 3337
Form 13F Information Table Value Total: 14300422
List of Other Included Managers:
<PAGE> PAGE 3
<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
<C>
<C>
1ST SOURCE CORP COM 336901103 167 5000 SH
SOLE 5000 0 0
20TH CENTY INDS CAL COM PAR $10 901272203 956 41200 SH
SOLE 41200 0 0
3COM CORP COM 885535104 14266 318362 SH
SOLE 318362 0 0
3DFX INTERACTIVE INC COM 88553X103 93 7400 SH
SOLE 7400 0 0
4FRONT TECHNOLOGIES INC COM 351042106 38 3400 SH
SOLE 3400 0 0
800-JR CIGAR INC COM 282491109 38 1600 SH
SOLE 1600 0 0
99 CENTS ONLY STORES COM 65440K106 522 10620 SH
SOLE 10620 0 0
A D C TELECOMMUNICATIONS COM 000886101 1493 42935 SH
SOLE 42935 0 0
AAMES FINL CORP COM 00253A101 39 12400 SH
SOLE 12400 0 0
AAR CORP COM 000361105 355 14900 SH
SOLE 14900 0 0
AARON RENTS INC COM 002535201 101 6700 SH
SOLE 6700 0 0
AAVID THERMAL TECHNOLOGIES INC COM 002539104 67 4000 SH
SOLE 4000 0 0
ABACUS DIRECT CORP COM 002553105 182 4000 SH
SOLE 4000 0 0
ABBOTT LABS COM 002824100 67953 1386755 SH
SOLE 1386755 0 0
ABC RAIL PRODS CORP COM 000752105 115 9400 SH
SOLE 9400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 828 11700 SH
SOLE 11700 0 0
ABM INDS INC COM 000957100 360 10400 SH
SOLE 10400 0 0
ABR INFORMATION SVCS INC COM 00077R108 573 29200 SH
SOLE 29200 0 0
ACCEPTANCE INS COS INC COM 004308102 114 5600 SH
SOLE 5600 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 399 32600 SH
SOLE 32600 0 0
ACE LTD ORD G0070K103 702 20400 SH
SOLE 20400 0 0
ACKERLEY GROUP INC COM 004527107 124 6800 SH
SOLE 6800 0 0
ACM GOVT INCOME FD INC COM 000912105 0 4900 SH
SOLE 4900 0 0
ACNIELSEN CORP COM 004833109 1974 69916 SH
SOLE 69916 0 0
ACT MFG INC COM 000973107 5 344 SH
SOLE 344 0 0
ACTEL CORP COM 004934105 240 12000 SH
SOLE 12000 0 0
ACTION PERFORMANCE COS INC COM 004933107 241 6800 SH
SOLE 6800 0 0
ACUSON CORP COM 005113105 222 15000 SH
SOLE 15000 0 0
ACX TECHNOLOGIES INC COM 005123104 84 6400 SH
SOLE 6400 0 0
ACXIOM CORP COM 005125109 899 29000 SH
SOLE 29000 0 0
ADAC LABS COM NEW 005313200 216 10800 SH
SOLE 10800 0 0
ADAPTEC INC COM 00651F108 356 20258 SH
SOLE 20258 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 411 9000 SH
SOLE 9000 0 0
ADMINISTAFF INC COM 007094105 73 2900 SH
SOLE 2900 0 0
ADOBE SYS INC COM 00724F101 2781 59484 SH
SOLE 59484 0 0
ADTRAN INC COM 00738A106 172 9400 SH
SOLE 9400 0 0
ADVANCE PARADIGM INC COM 007491103 313 8900 SH
SOLE 8900 0 0
ADVANCED COMMUNICATIONS GROUP COM 00751B106 1295 309300 SH
SOLE 309300 0 0
ADVANCED ENERGY INDS COM 007973100 88 3500 SH
SOLE 3500 0 0
ADVANCED HEALTH CORP COM 00756H108 7 4100 SH
SOLE 4100 0 0
<PAGE> PAGE 4
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
<C>
<C>
ADVANCED LTG TECHNOLOGIES COM 00753C102 66 6800 SH
SOLE 6800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3724 128685 SH
SOLE 128685 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 724 96596 SH
SOLE 96596 0 0
ADVANCED TECHNICAL PRODS INC COM 007548100 81 8900 SH
SOLE 8900 0 0
ADVANCED TISSUE SCIENCES INC COM 00755F103 50 19300 SH
SOLE 19300 0 0
ADVANTA CORP CL A 007942105 146 11000 SH
SOLE 11000 0 0
ADVANTA CORP CL B 007942204 10178 920005 SH
SOLE 920005 0 0
ADVANTAGE LEARNING SYSTEMS COM 00757K100 144 2200 SH
SOLE 2200 0 0
ADVANTICA RESTAURANT GROUP INC COM 00758B109 117 18900 SH
SOLE 18900 0 0
ADVENT SOFTWARE INC COM 007974108 123 2600 SH
SOLE 2600 0 0
ADVEST GROUP INC COM 007566102 69 3700 SH
SOLE 3700 0 0
ADVO INC COM 007585102 702 26600 SH
SOLE 26600 0 0
AERIAL COMMUNICATIONS INC COM 007655103 36 6100 SH
SOLE 6100 0 0
AEROFLEX INC COM 007768104 6 400 SH
SOLE 400 0 0
AEROQUIP-VICKERS INC COM 007869100 1830 61100 SH
SOLE 61100 0 0
AES CORP COM 00130H105 16121 340301 SH
SOLE 340301 0 0
AETNA INC COM 008117103 10068 128049 SH
SOLE 128049 0 0
AFC CABLE SYS INC COM 000950105 121 3600 SH
SOLE 3600 0 0
AFFILIATED MANAGERS GROUP COM 008252108 254 8500 SH
SOLE 8500 0 0
AFFYMETRIX INC COM 00826T108 188 7706 SH
SOLE 7706 0 0
AFLAC INC COM 001055102 2123 48260 SH
SOLE 48260 0 0
AFTERMARKET TECHNOLOGY CORP COM 008318107 76 9600 SH
SOLE 9600 0 0
AGCO CORP COM 001084102 455 57800 SH
SOLE 57800 0 0
AGL RES INC COM 001204106 928 40200 SH
SOLE 40200 0 0
AGOURON PHARMACEUTICALS INC COM 008488108 1292 22000 SH
SOLE 22000 0 0
AGRIBIOTECH INC NEV COM 008494106 256 19800 SH
SOLE 19800 0 0
AGRIBRANDS INTL INC COM 00849R105 153 5100 SH
SOLE 5100 0 0
AHL SVCS INC COM 001296102 78 2500 SH
SOLE 2500 0 0
AIR EXPRESS INTL CORP COM 009104100 932 42800 SH
SOLE 42800 0 0
AIR PRODS & CHEMS INC COM 009158106 8625 215617 SH
SOLE 215617 0 0
AIRBORNE FGHT CORP COM 009266107 296 8200 SH
SOLE 8200 0 0
AIRGAS INC COM 009363102 1249 139862 SH
SOLE 139862 0 0
AIRNET SYS INC COM 009417106 110 7700 SH
SOLE 7700 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 40121 556072 SH
SOLE 556072 0 0
AIRTOUCH COMMUNICATIONS INC PFD B CV 6.00% 00949T209 75560 1269900 SH
SOLE 1269900 0 0
AIRTOUCH COMMUNICATIONS INC PFD C CV 4.25% 00949T308 70788 687260 SH
SOLE 687260 0 0
AIRTRAN HLDGS INC COM 00949P108 69 26300 SH
SOLE 26300 0 0
AJL PEPS TR PEPS EXCH AJL 009710104 13606 2053633 SH
SOLE 2053633 0 0
AK STL HLDG CORP COM 001547108 798 33900 SH
SOLE 33900 0 0
ALABAMA NATL BANCORP DELA COM 010317105 85 3200 SH
SOLE 3200 0 0
<PAGE> PAGE 5
VALUE SHARES/ SH/
PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN
CALL DSCRETN MANAGERS SOLE SHARED NONE
<C>
<C>
ALARIS MED INC COM 011637105 131 22400 SH
SOLE 22400 0 0
ALASKA AIR GROUP INC COM 011659109 757 17100 SH
SOLE 17100 0 0
ALBANY INTL CORP CL A 012348108 263 13872 SH
SOLE 13872 0 0
ALBEMARLE CORP COM 012653101 376 15800 SH
SOLE 15800 0 0
ALBERTO CULVER CO CL B CONV 013068101 1273 47675 SH
SOLE 47675 0 0
ALBERTSONS INC COM 013104104 13764 216109 SH
SOLE 216109 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 5346 197546 SH
SOLE 197546 0 0
ALEXANDER & BALDWIN INC COM 014482103 654 28103 SH
SOLE 28103 0 0
ALEXANDERS INC COM 014752109 78 1000 SH
SOLE 1000 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 238 7700 SH
SOLE 7700 0 0
ALFA CORP COM 015385107 286 11800 SH
SOLE 11800 0 0
ALGOS PHARMACEUTICAL CORP COM 015869100 125 4800 SH
SOLE 4800 0 0
ALIANT COMMUNICATIONS INC COM 016090102 1004 24600 SH
SOLE 24600 0 0
ALIGN-RITE INTL INC COM 016251100 23 2000 SH
SOLE 2000 0 0
ALKERMES INC COM 01642T108 377 17000 SH
SOLE 17000 0 0
ALLEGHENY ENERGY INC COM 017361106 806 23400 SH
SOLE 23400 0 0
ALLEGHENY TELEDYNE INC COM 017415100 4370 213831 SH
SOLE 213831 0 0
ALLEGIANCE CORP COM 017475104 112775 2418760 SH
SOLE 2418760 0 0
ALLEN TELECOM INC COM 018091108 100 14900 SH
SOLE 14900 0 0
ALLERGAN INC COM 018490102 4850 74892 SH
SOLE 74892 0 0
ALLIANCE CAP MGMT L P UNIT LTD PARTN 018548107 144 5600 SH
SOLE 5600 0 0
ALLIANCE PHARMACEUTICAL CORP COM 018773101 7 2000 SH
SOLE 2000 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 453 5500 SH
SOLE 5500 0 0
ALLIED CAP CORP NEW COM 01903Q108 321 18500 SH
SOLE 18500 0 0
ALLIED PRODS CORP DEL COM 019411107 27 4400 SH
SOLE 4400 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3386 143293 SH
SOLE 143293 0 0
ALLIEDSIGNAL INC COM 019512102 38318 864742 SH
SOLE 864742 0 0
ALLMERICA FINL CORP COM 019754100 716 12359 SH
SOLE 12359 0 0
ALLSTATE CORP COM 020002101 31712 821088 SH
SOLE 821088 0 0
ALLTEL CORP COM 020039103 14327 239536 SH
SOLE 239536 0 0
ALPHARMA INC CL A 020813101 350 9900 SH
SOLE 9900 0 0
ALPINE GROUP INC COM 020825105 120 8000 SH
SOLE 8000 0 0
ALTERA CORP COM 021441100 1515 24900 SH
SOLE 24900 0 0
ALTERNATIVE LIVING SVCS INC COM 02145K107 263 7683 SH
SOLE 7683 0 0
ALTERNATIVE RESOURCES CORP COM 02145R102 75 7100 SH
SOLE 7100 0 0
ALUMINUM CO AMER COM 022249106 11667 156486 SH
SOLE 156486 0 0
ALYDAAR SOFTWARE CORP COM 022610109 38 4600 SH
SOLE 4600 0 0
ALZA CORP DEL COM 022615108 6815 130429 SH
SOLE 130429 0 0
AMAZON COM INC COM 023135106 797 4981 SH
SOLE 4981 0 0
AMB PROPERTY CORP COM 00163T109 396 18000 SH
SOLE 18000 0 0
<PAGE> PAGE 6
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
<C>
<C>
AMBAC FINL GROUP INC COM 023139108 1683 27975 SH
SOLE 27975 0 0
AMBASSADORS INTL INC COM 023178106 37 2500 SH
SOLE 2500 0 0
AMC ENTMT INC COM 001669100 63 3000 SH
SOLE 3000 0 0
AMCAST INDL CORP COM 023395106 115 6000 SH
SOLE 6000 0 0
AMCOL INTL CORP COM 02341W103 151 15300 SH
SOLE 15300 0 0
AMCORE FINL INC COM 023912108 321 14000 SH
SOLE 14000 0 0
AMERADA HESS CORP COM 023551104 6049 121604 SH
SOLE 121604 0 0
AMERCO COM 023586100 114 4100 SH
SOLE 4100 0 0
AMEREN CORP COM 023608102 5103 119543 SH
SOLE 119543 0 0
AMERICA ONLINE INC DEL COM 02364J104 74507 480300 SH
SOLE 480300 0 0
AMERICA WEST HLDG CORP CL B 023657208 376 22100 SH
SOLE 22100 0 0
AMERICAN ANNUITY GROUP INC COM 023840101 85 3700 SH
SOLE 3700 0 0
AMERICAN BANKERS INS GROUP INC COM 024456105 22504 465200 SH
SOLE 465200 0 0
AMERICAN BUSINESS PRODS GA COM 024763104 170 7200 SH
SOLE 7200 0 0
AMERICAN CLASSIC VOYAGES CO COM 024928103 58 3300 SH
SOLE 3300 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553D108 426 6400 SH
SOLE 6400 0 0
AMERICAN ELEC PWR INC COM 025537101 7394 157126 SH
SOLE 157126 0 0
AMERICAN EXPRESS CO COM 025816109 42692 417432 SH
SOLE 417402 0 30
AMERICAN FINL GROUP INC OHIO COM 025932104 377 8601 SH
SOLE 8601 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 143 12400 SH
SOLE 12400 0 0
AMERICAN GEN DEL L L C MIPS SER A 02637G200 17886 182800 SH
SOLE 182800 0 0
AMERICAN GENERAL CORP COM 026351106 16158 207158 SH
SOLE 207158 0 0
AMERICAN GREETINGS CORP CL A 026375105 3329 81054 SH
SOLE 81054 0 0
AMERICAN HEALTH PPTYS INC COM 026494104 264 12800 SH
SOLE 12800 0 0
AMERICAN HEALTHCORP INC COM 02649V104 18 1800 SH
SOLE 1800 0 0
AMERICAN HERITAGE LIFE INVT COM 026522102 191 7800 SH
SOLE 7800 0 0
AMERICAN HOME PRODS CORP COM 026609107 71191 1264068 SH
SOLE 1263978 0 90
AMERICAN HOMEPATIENT INC COM 026649103 9 5200 SH
SOLE 5200 0 0
AMERICAN HOMESTAR CORP COM 026651109 411 27400 SH
SOLE 27400 0 0
AMERICAN INDL PPTYS REIT COM NEW 026791202 27 2300 SH
SOLE 2300 0 0
AMERICAN INTL GROUP INC COM 026874107 92022 952363 SH
SOLE 952288 0 75
AMERICAN ITALIAN PASTA CO CL A 027070101 266 10100 SH
SOLE 10100 0 0
AMERICAN MED SEC GROUP INC COM 02744P101 57 4000 SH
SOLE 4000 0 0
AMERICAN MEDIA INC CL A 02744L100 111 20000 SH
SOLE 20000 0 0
AMERICAN MGMT SYS INC COM 027352103 932 23300 SH
SOLE 23300 0 0
AMERICAN MOBILE SATELLITE CORP COM 02755R103 54 10300 SH
SOLE 10300 0 0
AMERICAN ONCOLOGY RES INC COM 028910107 216 14900 SH
SOLE 14900 0 0
AMERICAN PAC CORP COM 028740108 3048 387000 SH
SOLE 387000 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 1264 26100 SH
SOLE 26100 0 0
AMERICAN RESIDENTIAL SVCS INC COM 028911105 433 133100 SH
SOLE 133100 0 0
<PAGE> PAGE 7
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
<C>
<C>
AMERICAN RETIREMENT CORP COM 028913101 126 8000 SH
SOLE 8000 0 0
AMERICAN SKIING CO COM 029654308 55 7200 SH
SOLE 7200 0 0
AMERICAN STD COS INC DEL COM 029712106 470 13100 SH
SOLE 13100 0 0
AMERICAN STORES CO NEW COM 030096101 25805 698629 SH
SOLE 698629 0 0
AMERICAN STS WTR CO COM 029899101 502 18400 SH
SOLE 18400 0 0
AMERICAN TOWER CORP CL A 029912201 1334 45100 SH
SOLE 45100 0 0
AMERICAN WTR WKS INC COM 030411102 473 14000 SH
SOLE 14000 0 0
AMERICREDIT CORP COM 03060R101 503 36400 SH
SOLE 36400 0 0
AMERIN CORP COM 03070X106 258 10900 SH
SOLE 10900 0 0
AMERIPATH INC COM 03071D109 63 7000 SH
SOLE 7000 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 651 10000 SH
SOLE 10000 0 0
AMERITECH CORP NEW COM 030954101 58776 927425 SH
SOLE 927425 0 0
AMERITRADE HLDG CORP CL A 03072H109 151 4800 SH
SOLE 4800 0 0
AMERON INTL INC COM 030710107 89 2400 SH
SOLE 2400 0 0
AMERUS LIFE HLDGS INC COM 030732101 261 11600 SH
SOLE 11600 0 0
AMES DEPT STORES INC COM NEW 030789507 319 11800 SH
SOLE 11800 0 0
AMETEK INC NEW COM 031100100 471 21100 SH
SOLE 21100 0 0
AMF BOWLING INC COM 03113V109 363 70800 SH
SOLE 70800 0 0
AMGEN INC COM 031162100 23656 226239 SH
SOLE 226239 0 0
AMKOR TECHNOLOGY INC COM 031652100 194 17900 SH
SOLE 17900 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 275 12400 SH
SOLE 12400 0 0
AMOCO CORP COM 031905102 308858 5115700 SH
SOLE 5115700 0 0
AMP INC COM 031897101 108070 2075742 SH
SOLE 2075742 0 0
AMPHENOL CORP NEW CL A 032095101 230 7600 SH
SOLE 7600 0 0
AMPLICON INC COM 032101107 36 2400 SH
SOLE 2400 0 0
AMR CORP COM 001765106 11720 197395 SH
SOLE 197395 0 0
AMRESCO INC COM 031909104 40 4500 SH
SOLE 4500 0 0
AMSOUTH BANCORPORATION COM 032165102 572 12546 SH
SOLE 12546 0 0
AMSURG CORP CL A 03232P108 2 208 SH
SOLE 208 0 0
AMSURG CORP CL B 03232P207 10 1519 SH
SOLE 1519 0 0
AMTRAN INC COM 03234G106 43 1600 SH
SOLE 1600 0 0
ANACOMP INC DEL COM 032371106 103 5500 SH
SOLE 5500 0 0
ANADARKO PETE CORP COM 032511107 3713 120235 SH
SOLE 120235 0 0
ANALOG DEVICES INC COM 032654105 941 30000 SH
SOLE 30000 0 0
ANALOGIC CORP COM PAR $0.05 032657207 143 3800 SH
SOLE 3800 0 0
ANALYSTS INTL CORP COM 032681108 485 25200 SH
SOLE 25200 0 0
ANCHOR BANCORP WIS INC COM 032839102 228 9500 SH
SOLE 9500 0 0
ANCHOR GAMING COM 033037102 260 4600 SH
SOLE 4600 0 0
ANDOVER BANCORP INC DEL COM 034258103 107 3100 SH
SOLE 3100 0 0
ANDREW CORP COM 034425108 1803 109237 SH
SOLE 109237 0 0
<PAGE> PAGE 8
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
<C>
<C>
ANDRX CORP COM 034551101 169 3300 SH
SOLE 3300 0 0
ANGELICA CORP COM 034663104 7 400 SH
SOLE 400 0 0
ANHEUSER BUSCH COS INC COM 035229103 27230 414918 SH
SOLE 414918 0 0
ANICOM INC COM 035250109 87 9400 SH
SOLE 9400 0 0
ANIXTER INTL INC COM 035290105 498 24500 SH
SOLE 24500 0 0
ANNTAYLOR STORES CORP COM 036115103 469 11900 SH
SOLE 11900 0 0
ANNUITY AND LIFE RE HLDGS ORD G03910109 386 14278 SH
SOLE 14278 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 65 2400 SH
SOLE 2400 0 0
ANTEC CORP COM 03664P105 277 13780 SH
SOLE 13780 0 0
ANTHRACITE CAP INC COM 037023108 75 9600 SH
SOLE 9600 0 0
AON CORP COM 037389103 10156 183436 SH
SOLE 183436 0 0
APAC TELESERVICES INC COM 00185E106 42 11000 SH
SOLE 11000 0 0
APACHE CORP COM 037411105 2150 84947 SH
SOLE 84947 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 7 200 SH
SOLE 200 0 0
APARTMENT INVT & MGMT CO PFD CONV CL E 03748R606 13509 365107 SH
SOLE 365107 0 0
APEX PC SOLUTIONS INC COM 037945102 84 2900 SH
SOLE 2900 0 0
APOGEE ENTERPRISES INC COM 037598109 168 15000 SH
SOLE 15000 0 0
APOLLO GROUP INC CL A 037604105 843 24900 SH
SOLE 24900 0 0
APPLE COMPUTER INC COM 037833100 5147 125725 SH
SOLE 125725 0 0
APPLE ORTHODONTIX INC COM 037849106 30 9100 SH
SOLE 9100 0 0
APPLEBEES INTL INC COM 037899101 284 13800 SH
SOLE 13800 0 0
APPLIED ANALYTICAL INDS INC COM 037939105 490 28200 SH
SOLE 28200 0 0
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 150 9100 SH
SOLE 9100 0 0
APPLIED INDL TECHNOLOGIES INC COM 03820C105 164 11800 SH
SOLE 11800 0 0
APPLIED MAGNETICS CP DEL COM 038213104 10 1600 SH
SOLE 1600 0 0
APPLIED MATLS INC COM 038222105 14486 339303 SH
SOLE 339303 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 1069 31459 SH
SOLE 31459 0 0
APPLIED PWR INC CL A 038225108 823 21800 SH
SOLE 21800 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 278 31100 SH
SOLE 31100 0 0
APTARGROUP INC COM 038336103 469 16700 SH
SOLE 16700 0 0
AQUA ALLIANCE INC CL A 038367108 552 267500 SH
SOLE 267500 0 0
AQUARION CO COM 03838W101 168 4100 SH
SOLE 4100 0 0
AQUILA GAS PIPELINE CORP COM 03839B106 388 45380 SH
SOLE 45380 0 0
ARCADIA FINL LTD COM 039101100 70 19500 SH
SOLE 19500 0 0
ARCH COAL INC COM 039380100 149 8700 SH
SOLE 8700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 9609 559046 SH
SOLE 559046 0 0
ARCHSTONE CMNTYS TR SH BEN INT 039581103 605 29900 SH
SOLE 29900 0 0
ARCTIC CAT INC COM 039670104 116 11400 SH
SOLE 11400 0 0
ARDEN RLTY GROUP INC COM 039793104 471 20300 SH
SOLE 20300 0 0
AREA BANCSHARES CORP NEW COM 039872106 121 4600 SH
SOLE 4600 0 0
<PAGE> PAGE 9
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
<C>
<C>
ARGENTINA FD INC COM 040112104 26 2900 SH
SOLE 2900 0 0
ARGONAUT GROUP INC COM 040157109 248 10100 SH
SOLE 10100 0 0
ARIS CORP COM 04040A101 34 2800 SH
SOLE 2800 0 0
ARKANSAS BEST CORP DEL COM 040790107 7 1200 SH
SOLE 1200 0 0
ARM FINL GROUP INC CL A 001944107 275 12400 SH
SOLE 12400 0 0
ARMCO INC COM 042170100 192 43700 SH
SOLE 43700 0 0
ARMCO INC PFD CV $2.10 042170209 13 500 SH
SOLE 500 0 0
ARMSTRONG WORLD INDS INC COM 042476101 3130 51892 SH
SOLE 51892 0 0
ARNOLD INDS INC COM 042595108 232 14400 SH
SOLE 14400 0 0
ARROW ELECTRS INC COM 042735100 406 15200 SH
SOLE 15200 0 0
ARROW INTL INC COM 042764100 204 6500 SH
SOLE 6500 0 0
ARTERIAL VASCULAR ENGR INC COM 043013101 5 100 SH
SOLE 100 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 223 15900 SH
SOLE 15900 0 0
ARTISAN COMPONENTS INC COM 042923102 17 3200 SH
SOLE 3200 0 0
ARVIN INDS INC COM 043339100 675 16200 SH
SOLE 16200 0 0
ASA HLDGS INC COM 04338Q107 531 17400 SH
SOLE 17400 0 0
ASARCO INC COM 043413103 789 52395 SH
SOLE 52395 0 0
ASCEND COMMUNICATIONS INC COM 043491109 12553 190915 SH
SOLE 190915 0 0
ASCENT ENTMT GROUP INC COM 043628106 103 13900 SH
SOLE 13900 0 0
ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 043743202 140 14900 SH
SOLE 14900 0 0
ASHLAND INC COM 044204105 4814 99511 SH
SOLE 99511 0 0
ASHWORTH INC COM 04516H101 4 800 SH
SOLE 800 0 0
ASPEC TECHNOLOGY INC COM 045233103 7 5800 SH
SOLE 5800 0 0
ASPECT DEV INC COM 045234101 355 8000 SH
SOLE 8000 0 0
ASPECT TELECOMMUNICATIONS CORP COM 045237104 867 50246 SH
SOLE 50246 0 0
ASPEN TECHNOLOGY INC COM 045327103 444 30600 SH
SOLE 30600 0 0
ASSISTED LIVING CONCEPTS INC COM 04543L109 113 8649 SH
SOLE 8649 0 0
ASSOCIATED BANC CORP COM 045487105 482 14100 SH
SOLE 14100 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 155 13000 SH
SOLE 13000 0 0
ASSOCIATED GROUP INC CL A 045651106 1798 41800 SH
SOLE 41800 0 0
ASSOCIATED GROUP INC CL B 045651205 9265 218000 SH
SOLE 218000 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 26372 622333 SH
SOLE 622333 0 0
ASTEC INDS INC COM 046224101 266 4800 SH
SOLE 4800 0 0
ASTORIA FINL CORP COM 046265104 1165 25465 SH
SOLE 25465 0 0
AT ENTMT INC COM 045920105 169 25100 SH
SOLE 25100 0 0
AT HOME CORP COM SER A 045919107 1086 14624 SH
SOLE 14624 0 0
AT&T CORP COM 001957109 136243 1810052 SH
SOLE 1810002 0 50
ATCHISON CASTING CORP COM 046613105 47 5100 SH
SOLE 5100 0 0
ATLANTIC COAST AIRLINES HLDGS COM 048396105 141 5600 SH
SOLE 5600 0 0
ATLANTIC RICHFIELD CO COM 048825103 18268 279975 SH
SOLE 279975 0 0
<PAGE> PAGE 10
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
<C>
<C>
ATLAS AIR INC COM 049164106 249 5100 SH
SOLE 5100 0 0
ATMEL CORP COM 049513104 431 28100 SH
SOLE 28100 0 0
ATMI INC COM 00207R101 187 7400 SH
SOLE 7400 0 0
ATMOS ENERGY CORP COM 049560105 532 16500 SH
SOLE 16500 0 0
ATRIX LABS INC COM 04962L101 346 38937 SH
SOLE 38937 0 0
ATWOOD OCEANICS INC COM 050095108 98 5700 SH
SOLE 5700 0 0
AU BON PAIN INC CL A 050103100 5 800 SH
SOLE 800 0 0
AURA SYS INC COM 051526101 39 39500 SH
SOLE 39500 0 0
AUSPEX SYS INC COM 052116100 7 1600 SH
SOLE 1600 0 0
AUSTRIA FD INC COM 052587102 705 64800 SH
SOLE 64800 0 0
AUTHENTIC FITNESS CORP COM 052661105 188 10300 SH
SOLE 10300 0 0
AUTODESK INC COM 052769106 1806 42319 SH
SOLE 42319 0 0
AUTOLIV INC COM 052800109 55 1500 SH
SOLE 1500 0 0
AUTOMATIC COM EXCH SEC TR II TRACES RWIN 05300A202 4573 299865 SH
SOLE 299865 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 23700 295549 SH
SOLE 295549 0 0
AUTOZONE INC COM 053332102 4590 139323 SH
SOLE 139323 0 0
AVADO BRANDS INC COM 05336P108 107 12900 SH
SOLE 12900 0 0
AVALONBAY CMNTYS INC COM 053484101 452 13200 SH
SOLE 13200 0 0
AVANT CORP COM 053487104 215 13434 SH
SOLE 13434 0 0
AVATAR HLDGS INC COM 053494100 45 2800 SH
SOLE 2800 0 0
AVERY DENNISON CORP COM 053611109 10117 224511 SH
SOLE 224511 0 0
AVIALL INC NEW COM 05366B102 107 9100 SH
SOLE 9100 0 0
AVIATION SALES CO COM 053672101 155 3800 SH
SOLE 3800 0 0
AVID TECHNOLOGY INC COM 05367P100 297 12700 SH
SOLE 12700 0 0
AVIRON COM 053762100 192 7400 SH
SOLE 7400 0 0
AVIS RENT A CAR INC COM 053790101 692 28600 SH
SOLE 28600 0 0
AVNET INC COM 053807103 363 6000 SH
SOLE 6000 0 0
AVON PRODS INC COM 054303102 12379 279751 SH
SOLE 279751 0 0
AVONDALE INDS INC COM 054350103 174 6000 SH
SOLE 6000 0 0
AVT CORP COM 002420107 134 4600 SH
SOLE 4600 0 0
AVX CORP NEW COM 002444107 402 23700 SH
SOLE 23700 0 0
AXENT TECHNOLOGIES INC COM 05459C108 486 15899 SH
SOLE 15899 0 0
AXYS PHARMACEUTICALS INC COM 054635107 87 14700 SH
SOLE 14700 0 0
AZTAR CORP COM 054802103 124 24500 SH
SOLE 24500 0 0
AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 652 179747 SH
SOLE 179747 0 0
BA MERCHANT SVCS INC CL A 055239107 171 8500 SH
SOLE 8500 0 0
BACOU USA INC COM 056439102 48 2200 SH
SOLE 2200 0 0
BAKER HUGHES INC COM 057224107 12128 685730 SH
SOLE 685730 0 0
BAKER J INC COM 057232100 14 2300 SH
SOLE 2300 0 0
BALDOR ELEC CO COM 057741100 373 18400 SH
SOLE 18400 0 0
<PAGE> PAGE 11
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
<C>
<C>
BALDWIN & LYONS INC CL B 057755209 114 4600 SH
SOLE 4600 0 0
BALL CORP COM 058498106 1902 41563 SH
SOLE 41563 0 0
BALLARD MED PRODS COM 058566100 399 16400 SH
SOLE 16400 0 0
BALLARD PWR SYS INC COM 05858H104 41 1500 SH
SOLE 1500 0 0
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 291 11700 SH
SOLE 11700 0 0
BALTIMORE GAS & ELEC CO COM 059165100 4124 133550 SH
SOLE 133550 0 0
BANCFIRST CORP COM 05945F103 75 2100 SH
SOLE 2100 0 0
BANCFIRST CORP ZANESVILLE OHIO COM 059450106 100 3300 SH
SOLE 3300 0 0
BANCORPSOUTH INC COM 059692103 394 21800 SH
SOLE 21800 0 0
BANCTEC INC COM 059784108 132 10500 SH
SOLE 10500 0 0
BANCWEST CORP NEW COM 059790105 504 10500 SH
SOLE 10500 0 0
BANDAG INC COM 059815100 408 10200 SH
SOLE 10200 0 0
BANGOR HYDRO ELEC CO COM 060077104 5 400 SH
SOLE 400 0 0
BANK COMM SAN DIEGO CALIF COM 061589107 343 20500 SH
SOLE 20500 0 0
BANK NEW YORK INC COM 064057102 30825 767240 SH
SOLE 767240 0 0
BANK OF GRANITE CORP COM 062401104 125 4500 SH
SOLE 4500 0 0
BANK ONE CORP COM 06423A103 50029 979722.8 SH
SOLE 979722.8 0 0
BANK PLUS CORP COM 064446107 42 9600 SH
SOLE 9600 0 0
BANK UTD CORP CL A 065412108 632 16100 SH
SOLE 16100 0 0
BANKAMERICA CORP NEW COM 06605F102 51289 853036 SH
SOLE 853036 0 0
BANKATLANTIC BANCORP CL B 065908105 124 17400 SH
SOLE 17400 0 0
BANKBOSTON CORP COM 06605R106 10796 277230 SH
SOLE 277230 0 0
BANKERS TR CORP COM 066365107 7466 87394 SH
SOLE 87394 0 0
BANKNORTH GROUP INC DEL COM 06646L100 304 8100 SH
SOLE 8100 0 0
BANKUNITED FINL CORP CL A 06652B103 55 6900 SH
SOLE 6900 0 0
BANNER AEROSPACE INC COM 066525106 36 3800 SH
SOLE 3800 0 0
BANTA CORP COM 066821109 602 22000 SH
SOLE 22000 0 0
BARD C R INC COM 067383109 2711 54787 SH
SOLE 54787 0 0
BARNES & NOBLE INC COM 067774109 7209 169636 SH
SOLE 169636 0 0
BARNES GROUP INC COM 067806109 244 8300 SH
SOLE 8300 0 0
BARNETT INC COM 068062108 93 6800 SH
SOLE 6800 0 0
BARR LABS INC COM 068306109 672 14000 SH
SOLE 14000 0 0
BARRA INC COM 068313105 121 5100 SH
SOLE 5100 0 0
BARRETT RES CORP COM PAR $0.01 068480201 415 17300 SH
SOLE 17300 0 0
BARRICK GOLD CORP COM 067901108 6335 324927 SH
SOLE 324927 0 0
BARRINGER TECHNOLOGIES INC COM NEW 068509603 3 400 SH
SOLE 400 0 0
BASSETT FURNITURE INDS INC COM 070203104 171 7100 SH
SOLE 7100 0 0
BATTLE MTN GOLD CO COM 071593107 1481 358946 SH
SOLE 358946 0 0
BAUSCH & LOMB INC COM 071707103 3016 50268 SH
SOLE 50268 0 0
BAXTER INTL INC COM 071813109 16123 250697 SH
SOLE 250697 0 0
<PAGE> PAGE 12
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
<C>
<C>
BAY ST GAS CO COM PAR $3.33 072612609 250 6300 SH
SOLE 6300 0 0
BAY VIEW CAP CORP DEL COM 07262L101 232 10700 SH
SOLE 10700 0 0
BAYARD DRILLING TECHNOLOGIES COM 072700107 39 7724 SH
SOLE 7724 0 0
BB&T CORP COM 054937107 11018 273307 SH
SOLE 273307 0 0
BCE INC COM 05534B109 69 1800 SH
SOLE 1800 0 0
BE AEROSPACE INC COM 073302101 310 14700 SH
SOLE 14700 0 0
BEA SYS INC COM 073325102 494 40406 SH
SOLE 40406 0 0
BEAR STEARNS COS INC COM 073902108 4094 109533 SH
SOLE 109533 0 0
BEAZER HOMES USA INC COM 07556Q105 90 3600 SH
SOLE 3600 0 0
BEC ENERGY COM 05538M101 42234 1025400 SH
SOLE 1025400 0 0
BECKMAN COULTER INC COM 075811109 748 13800 SH
SOLE 13800 0 0
BECTON DICKINSON & CO COM 075887109 13348 312690 SH
SOLE 312610 0 80
BED BATH & BEYOND INC COM 075896100 1388 40683 SH
SOLE 40683 0 0
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 287 17000 SH
SOLE 17000 0 0
BEL FUSE INC CL A 077347201 28 700 SH
SOLE 700 0 0
BEL FUSE INC CL B 077347300 24 700 SH
SOLE 700 0 0
BELCO OIL & GAS CORP COM 077410108 19 3300 SH
SOLE 3300 0 0
BELDEN INC COM 077459105 288 13600 SH
SOLE 13600 0 0
BELL & HOWELL CO NEW COM 077852101 264 7000 SH
SOLE 7000 0 0
BELL ATLANTIC CORP COM 077853109 94779 1755159 SH
SOLE 1755159 0 0
BELL INDS INC COM 078107109 5 400 SH
SOLE 400 0 0
BELLSOUTH CORP COM 079860102 108312 2171648 SH
SOLE 2171478 0 170
BELLWETHER EXPL CO COM NEW 079895207 129 26100 SH
SOLE 26100 0 0
BELO A H CORP DEL COM SER A 080555105 377 18900 SH
SOLE 18900 0 0
BEMIS INC COM 081437105 1920 50597 SH
SOLE 50597 0 0
BENCHMARK ELECTRS INC COM 08160H101 205 5600 SH
SOLE 5600 0 0
BENTON OIL & GAS CO COM 083288100 45 14800 SH
SOLE 14800 0 0
BERGEN BRUNSWIG CORP CL A 083739102 568 16300 SH
SOLE 16300 0 0
BERINGER WINE ESTATES HOLDINGS CL B 084102102 1449 32422 SH
SOLE 32422 0 0
BERKLEY W R CORP COM 084423102 351 10300 SH
SOLE 10300 0 0
BERKSHIRE HATHAWAY INC DEL CL B 084670207 949 404 SH
SOLE 404 0 0
BERKSHIRE RLTY INC COM 084710102 249 26200 SH
SOLE 26200 0 0
BERLITZ INTL INC NEW COM 08520F100 37 1300 SH
SOLE 1300 0 0
BERRY PETE CO CL A 085789105 648 45700 SH
SOLE 45700 0 0
BEST BUY INC COM 086516101 1313 21400 SH
SOLE 21400 0 0
BESTFOODS COM 08658U101 14532 272899 SH
SOLE 272899 0 0
BETHLEHEM STL CORP COM 087509105 1381 164803 SH
SOLE 164803 0 0
BETHLEHEM STL CORP PFD CV $5 087509303 40 750 SH
SOLE 750 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 138 20500 SH
SOLE 20500 0 0
BIG FLOWER HLDGS INC COM 089159107 185 8400 SH
SOLE 8400 0 0
<PAGE> PAGE 13
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
<C>
<C>
BILLING CONCEPTS CORP COM 090063108 202 18400 SH
SOLE 18400 0 0
BINDLEY WESTN INDS INC COM 090324104 453 9200 SH
SOLE 9200 0 0
BINDVIEW DEV CORP COM 090327107 187 6800 SH
SOLE 6800 0 0
BIO RAD LABS INC CL A 090572207 101 4800 SH
SOLE 4800 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 340 49000 SH
SOLE 49000 0 0
BIOANALYTICAL SYS INC COM 09058M103 26 6600 SH
SOLE 6600 0 0
BIOGEN INC COM 090597105 13904 167510 SH
SOLE 167510 0 0
BIOMATRIX INC COM 09060P102 240 4100 SH
SOLE 4100 0 0
BIOMET INC COM 090613100 4048 100560 SH
SOLE 100560 0 0
BIRMINGHAM STL CORP COM 091250100 64 15300 SH
SOLE 15300 0 0
BISYS GROUP INC COM 055472104 666 12900 SH
SOLE 12900 0 0
BJ SVCS CO COM 055482103 832 53200 SH
SOLE 53200 0 0
BJ SVCS CO WT EXP 041300 055482111 625 75100 SH
SOLE 75100 0 0
BJS WHOLESALE CLUB INC COM 05548J106 296 6400 SH
SOLE 6400 0 0
BLACK & DECKER CORP COM 091797100 3956 70566 SH
SOLE 70566 0 0
BLACK BOX CORP DEL COM 091826107 1205 31800 SH
SOLE 31800 0 0
BLACK HILLS CORP COM 092113109 361 13667 SH
SOLE 13667 0 0
BLACKROCK 1999 TERM TR INC COM 09247T100 971 98900 SH
SOLE 98900 0 0
BLACKROCK 2001 TERM TR INC COM 092477108 2858 317600 SH
SOLE 317600 0 0
BLACKROCK INCOME TR INC COM 09247F100 2213 319000 SH
SOLE 319000 0 0
BLACKROCK INVT QUALITY TERM TR COM 09247J102 39 4400 SH
SOLE 4400 0 0
BLACKROCK STRATEGIC TERM TR COM 09247P108 503 54700 SH
SOLE 54700 0 0
BLACKROCK TARGET TERM TR INC COM 092476100 1526 156500 SH
SOLE 156500 0 0
BLAIR CORP COM 092828102 75 3400 SH
SOLE 3400 0 0
BLANCH E W HLDGS INC COM 093210102 295 6200 SH
SOLE 6200 0 0
BLOCK DRUG INC CL A 093644102 290 6687 SH
SOLE 6687 0 0
BLOCK H & R INC COM 093671105 5487 121926 SH
SOLE 121926 0 0
BLOUNT INTL INC CL A 095177101 357 14300 SH
SOLE 14300 0 0
BLUE RIV BANCSHARES INC COM 09602P107 193 24500 SH
SOLE 24500 0 0
BLUEGREEN CORP COM 096231105 31 4100 SH
SOLE 4100 0 0
BLYTH INDS INC COM 09643P108 293 9400 SH
SOLE 9400 0 0
BMC INDS INC MINN COM 055607105 92 14800 SH
SOLE 14800 0 0
BMC SOFTWARE INC COM 055921100 9380 210490 SH
SOLE 210490 0 0
BOB EVANS FARMS INC COM 096761101 753 28900 SH
SOLE 28900 0 0
BOEING CO COM 097023105 27778 851405 SH
SOLE 851405 0 0
BOISE CASCADE CORP COM 097383103 1428 46066 SH
SOLE 46066 0 0
BOISE CASCADE OFFICE PRODS COM 097403109 80 5900 SH
SOLE 5900 0 0
BOK FINL CORP COM NEW 05561Q201 139 2945 SH
SOLE 2945 0 0
BOLDER TECHNOLOGIES CORP COM 097519102 75 6100 SH
SOLE 6100 0 0
BOMBAY CO INC COM 097924104 13 2400 SH
SOLE 2400 0 0
<PAGE> PAGE 14
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
<C>
<C>
BOOKS-A-MILLION INC COM 098570104 16 1200 SH
SOLE 1200 0 0
BOOLE & BABBAGE INC COM 098586100 731 24805 SH
SOLE 24805 0 0
BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT 099541203 5157 1100000 SH
SOLE 1100000 0 0
BORDERS GROUP INC COM 099709107 354 14200 SH
SOLE 14200 0 0
BORG WARNER SEC CORP COM 099733107 117 6200 SH
SOLE 6200 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 850 15200 SH
SOLE 15200 0 0
BORON LEPORE & ASSOCS INC COM 10001P102 169 4900 SH
SOLE 4900 0 0
BOSTON BEER INC CL A 100557107 171 20100 SH
SOLE 20100 0 0
BOSTON PROPERTIES INC COM 101121101 415 13600 SH
SOLE 13600 0 0
BOSTON SCIENTIFIC CORP COM 101137107 16846 628285 SH
SOLE 628285 0 0
BOWATER INC COM 102183100 509 12300 SH
SOLE 12300 0 0
BOWNE & CO INC COM 103043105 341 19100 SH
SOLE 19100 0 0
BOYD GAMING CORP COM 103304101 58 17600 SH
SOLE 17600 0 0
BOYKIN LODGING CO COM 103430104 146 11800 SH
SOLE 11800 0 0
BRADLEY REAL ESTATE INC COM 104580105 330 16100 SH
SOLE 16100 0 0
BRADY CORP CL A 104674106 291 10800 SH
SOLE 10800 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 435 24300 SH
SOLE 24300 0 0
BRAZIL FD INC COM 105759104 2037 187300 SH
SOLE 187300 0 0
BRC HLDGS INC COM 05564D108 97 5200 SH
SOLE 5200 0 0
BRE PROPERTIES INC CL A 05564E106 746 30128 SH
SOLE 30128 0 0
BREED TECHNOLOGIES INC COM 106702103 2734 333900 SH
SOLE 333900 0 0
BRENTON BKS INC COM 107211104 118 7000 SH
SOLE 7000 0 0
BRIGGS & STRATTON CORP COM 109043109 1612 32321 SH
SOLE 32321 0 0
BRIGHTPOINT INC COM 109473108 388 28200 SH
SOLE 28200 0 0
BRINKER INTL INC COM 109641100 405 14000 SH
SOLE 14000 0 0
BRISTOL HOTEL & RESORTS INC COM 110041100 15 2500 SH
SOLE 2500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 124947 934147 SH
SOLE 934092 0 55
BRITISH PETE PLC AMERN SH 110889409 944 10400 SH
SOLE 10400 0 0
BROADCOM CORP CL A 111320107 266 2195 SH
SOLE 2195 0 0
BROADVISION INC COM 111412102 272 8500 SH
SOLE 8500 0 0
BROOKDALE LIVING CMNTYS INC COM 112462106 88 4500 SH
SOLE 4500 0 0
BROOKLINE BANCORP INC COM 113739106 81 7000 SH
SOLE 7000 0 0
BROWN FORMAN CORP CL B 115637209 4495 59371 SH
SOLE 59371 0 0
BROWN GROUP INC COM 115657108 168 9600 SH
SOLE 9600 0 0
BROWN TOM INC COM NEW 115660201 130 13000 SH
SOLE 13000 0 0
BROWNING FERRIS INDS COM 115885105 4786 168289 SH
SOLE 168289 0 0
BRUNSWICK CORP COM 117043109 1971 79660 SH
SOLE 79660 0 0
BRUSH WELLMAN INC COM 117421107 150 8600 SH
SOLE 8600 0 0
BRYLANE INC COM 117661108 70 3000 SH
SOLE 3000 0 0
BSB BANCORP COM 055652101 112 3400 SH
SOLE 3400 0 0
<PAGE> PAGE 15
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
<C>
<C>
BT FINL CORP COM 055763106 169 6200 SH
SOLE 6200 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 203 13600 SH
SOLE 13600 0 0
BUCKLE INC COM 118440106 77 3200 SH
SOLE 3200 0 0
BUDGET GROUP INC CL A 119003101 2554 160900 SH
SOLE 160900 0 0
BUFFETS INC COM 119882108 391 32700 SH
SOLE 32700 0 0
BUILDING MATLS HLDG CORP COM 120113105 10 800 SH
SOLE 800 0 0
BUILDING ONE SVCS CORP COM 120114103 3100 148500 SH
SOLE 148500 0 0
BURLINGTON COAT FACTORY COM 121579106 150 9200 SH
SOLE 9200 0 0
BURLINGTON INDS INC COM 121693105 521 47300 SH
SOLE 47300 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 13189 390737 SH
SOLE 390737 0 0
BURLINGTON RES COAL SEAM GAS UNIT BEN INT 122016108 23 2900 SH
SOLE 2900 0 0
BURLINGTON RES INC COM 122014103 11636 324903 SH
SOLE 324903 0 0
BURNHAM PAC PPTYS INC COM 12232C108 297 24600 SH
SOLE 24600 0 0
BURR BROWN CORP COM 122574106 322 13770 SH
SOLE 13770 0 0
BUSH BOAKE ALLEN INC COM 123162109 134 3800 SH
SOLE 3800 0 0
BUSH INDS INC CL A 123164105 60 4800 SH
SOLE 4800 0 0
BUTLER MFG CO DEL COM 123655102 74 3300 SH
SOLE 3300 0 0
BWAY CORP COM 056039100 45 3000 SH
SOLE 3000 0 0
C COR ELECTRS INC COM 125010108 6 400 SH
SOLE 400 0 0
C D I CORP COM 125071100 127 6300 SH
SOLE 6300 0 0
C H ROBINSON WORLDWIDE INC COM 12541W100 730 28100 SH
SOLE 28100 0 0
C P CLARE CORP COM 12615K107 180 35100 SH
SOLE 35100 0 0
C&D TECHNOLOGIES INC COM 124661109 157 5700 SH
SOLE 5700 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 502 18500 SH
SOLE 18500 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 298 16100 SH
SOLE 16100 0 0
CABLETRON SYS INC COM 126920107 1916 228831 SH
SOLE 228831 0 0
CABLEVISION SYS CORP CL A 12686C109 100 2000 SH
SOLE 2000 0 0
CABOT CORP COM 127055101 724 25900 SH
SOLE 25900 0 0
CABOT INDUSTRIAL TRUST COM 127072106 264 12900 SH
SOLE 12900 0 0
CABOT OIL & GAS CORP CL A 127097103 579 38600 SH
SOLE 38600 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1169 39300 SH
SOLE 39300 0 0
CADIZ INC COM 127537108 138 18100 SH
SOLE 18100 0 0
CAERE CORP COM 127646107 13 900 SH
SOLE 900 0 0
CAL DIVE INTL INC COM 127914109 52 2500 SH
SOLE 2500 0 0
CALENERGY INC COM 129466108 379 10900 SH
SOLE 10900 0 0
CALGON CARBON CORP COM 129603106 169 22400 SH
SOLE 22400 0 0
CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG 130209703 124 10198 SH
SOLE 10198 0 0
CALIFORNIA MICROWAVE INC COM 130442106 193 20500 SH
SOLE 20500 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 166 5300 SH
SOLE 5300 0 0
CALLAWAY GOLF CO COM 131193104 608 59300 SH
SOLE 59300 0 0
<PAGE> PAGE 16
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
<C>
<C>
CALLON PETE CO DEL COM 13123X102 77 6600 SH
SOLE 6600 0 0
CALLON PETE CO DEL PFD A CV EXCH 13123X201 256 9210 SH
SOLE 9210 0 0
CALMAT CO COM 131271108 297 9600 SH
SOLE 9600 0 0
CALPINE CORP COM 131347106 242 9600 SH
SOLE 9600 0 0
CAMBREX CORP COM 132011107 304 12700 SH
SOLE 12700 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 5820 263010 SH
SOLE 263010 0 0
CAMDEN PPTY TR SH BEN INT 133131102 796 30600 SH
SOLE 30600 0 0
CAMPBELL SOUP CO COM 134429109 23161 421084 SH
SOLE 421084 0 0
CANADIAN NATL RY CO COM 136375102 27 518 SH
SOLE 518 0 0
CANADIAN OCCIDENTAL PETE LTD COM 136420106 923 88400 SH
SOLE 88400 0 0
CANADIAN PAC LTD NEW COM 135923100 3172 168022 SH
SOLE 168022 0 0
CANANDAIGUA BRANDS INC CL A 137219200 503 8700 SH
SOLE 8700 0 0
CANNON EXPRESS INC COM 137694105 93 18500 SH
SOLE 18500 0 0
CANYON RESOURCES CORP COM 138869102 12 49000 SH
SOLE 49000 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 215 14500 SH
SOLE 14500 0 0
CAPITAL CITY BK GROUP INC COM 139674105 39 1400 SH
SOLE 1400 0 0
CAPITAL ONE FINL CORP COM 14040H105 6567 57100 SH
SOLE 57100 0 0
CAPITAL RE CORP COM 140432105 2429 121100 SH
SOLE 121100 0 0
CAPITAL SR LIVING CORP COM 140475104 80 5800 SH
SOLE 5800 0 0
CAPITOL TRANSAMERICA CORP COM 140640103 73 3900 SH
SOLE 3900 0 0
CAPSTAR BROADCASTING CORP CL A 14067G105 2752 120300 SH
SOLE 120300 0 0
CAPSTEAD MTG CORP COM 14067E100 123 29900 SH
SOLE 29900 0 0
CAPTEC NET LEASE REALTY INC COM 140724105 25 2000 SH
SOLE 2000 0 0
CARAUSTAR INDS INC COM 140909102 1017 35600 SH
SOLE 35600 0 0
CARBIDE/GRAPHITE GROUP INC COM 140777103 61 4100 SH
SOLE 4100 0 0
CARBO CERAMICS INC COM 140781105 138 7900 SH
SOLE 7900 0 0
CARDINAL HEALTH INC COM 14149Y108 12713 167554 SH
SOLE 167554 0 0
CAREMATRIX CORP COM 141706101 1801 58821 SH
SOLE 58821 0 0
CARIBINER INTL INC COM 141888107 607 66459 SH
SOLE 66459 0 0
CARLISLE COS INC COM 142339100 449 8700 SH
SOLE 8700 0 0
CARMIKE CINEMAS INC CL A 143436103 87 4300 SH
SOLE 4300 0 0
CARNIVAL CORP COM 143658102 27542 573769 SH
SOLE 573769 0 0
CAROLINA FIRST CORP COM 143877108 280 11100 SH
SOLE 11100 0 0
CAROLINA PWR & LT CO COM 144141108 6696 142315 SH
SOLE 142315 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 465 13700 SH
SOLE 13700 0 0
CARRAMERICA RLTY CORP COM 144418100 571 23800 SH
SOLE 23800 0 0
CARRIAGE SVCS INC CL A 143905107 119 4200 SH
SOLE 4200 0 0
CARTER WALLACE INC COM 146285101 357 18200 SH
SOLE 18200 0 0
CASCADE NAT GAS CORP COM 147339105 48 2600 SH
SOLE 2600 0 0
CASE CORP COM 14743R103 1380 63239 SH
SOLE 63239 0 0
<PAGE> PAGE 17
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
<C>
<C>
CASELLA WASTE SYS INC CL A 147448104 1346 36268 SH
SOLE 36268 0 0
CASEYS GEN STORES INC COM 147528103 807 61900 SH
SOLE 61900 0 0
CASH AMER INTL INC COM 14754D100 206 13600 SH
SOLE 13600 0 0
CASTLE & COOKE INC NEW COM 148433105 99 6700 SH
SOLE 6700 0 0
CASTLE A M & CO COM 148411101 90 6000 SH
SOLE 6000 0 0
CATALINA MARKETING CORP COM 148867104 691 10100 SH
SOLE 10100 0 0
CATALYTICA INC COM 148885106 423 23500 SH
SOLE 23500 0 0
CATELLUS DEV CORP COM 149111106 3 231 SH
SOLE 231 0 0
CATERPILLAR INC DEL COM 149123101 17588 382337 SH
SOLE 382337 0 0
CATHAY BANCORP INC COM 149150104 135 3300 SH
SOLE 3300 0 0
CATO CORP NEW CL A 149205106 121 12200 SH
SOLE 12200 0 0
CAVALIER HOMES INC COM 149507105 104 9200 SH
SOLE 9200 0 0
CB RICHARD ELLIS SVCS INC COM 12489L108 118 6500 SH
SOLE 6500 0 0
CBL & ASSOC PPTYS INC COM 124830100 452 17500 SH
SOLE 17500 0 0
CBS CORP COM 12490K107 19433 593360 SH
SOLE 593360 0 0
CCA PRISON REALTY TRUST COM 12486R108 584 28500 SH
SOLE 28500 0 0
CCB FINL CORP COM 124875105 399 7000 SH
SOLE 7000 0 0
CCC INFORMATION SVCS GROUP INC COM 12487Q109 198 11500 SH
SOLE 11500 0 0
CD NOW INC COM 125085100 79 4400 SH
SOLE 4400 0 0
CD RADIO INC COM 125127100 311 9100 SH
SOLE 9100 0 0
CDW COMPUTER CTRS INC COM 125129106 546 5700 SH
SOLE 5700 0 0
CEC ENTMT INC COM 125137109 266 9600 SH
SOLE 9600 0 0
CELADON GROUP INC COM 150838100 54 3790 SH
SOLE 3790 0 0
CELL GENESYS INC COM 150921104 652 108700 SH
SOLE 108700 0 0
CELLNET DATA SYS INC COM 15115M101 580 115800 SH
SOLE 115800 0 0
CELLSTAR CORP COM 150925105 120 17600 SH
SOLE 17600 0 0
CELLULAR COMMUNICATIONS INTL COM 150918100 530 7800 SH
SOLE 7800 0 0
CELLULAR COMMUNICATIONS P R COM 15116N108 100 5400 SH
SOLE 5400 0 0
CENDANT CORP COM 151313103 23995 1258004. SH
SOLE 1258004. 0 0
CENTENNIAL BANCORP COM 15133T104 133 7100 SH
SOLE 7100 0 0
CENTENNIAL CELLULAR CORP CL A 15133V109 295 7200 SH
SOLE 7200 0 0
CENTENNIAL HEALTHCARE CORP COM 150937100 85 5500 SH
SOLE 5500 0 0
CENTERPOINT PPTYS TR SH BEN INT 151895109 426 12600 SH
SOLE 12600 0 0
CENTERTRUST RETAIL PPTYS INC COM 152038105 194 15800 SH
SOLE 15800 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 179 4400 SH
SOLE 4400 0 0
CENTEX CORP COM 152312104 2518 55842 SH
SOLE 55842 0 0
CENTIGRAM COMMUNICATIONS CORP COM 152317103 4 400 SH
SOLE 400 0 0
CENTOCOR INC COM 152342101 1313 29100 SH
SOLE 29100 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 5264 191862 SH
SOLE 191862 0 0
CENTRAL GARDEN & PET CO COM 153527106 205 14300 SH
SOLE 14300 0 0
<PAGE> PAGE 18
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
<C>
<C>
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 640 14300 SH
SOLE 14300 0 0
CENTRAL PKG CORP COM 154785109 234 7200 SH
SOLE 7200 0 0
CENTRAL VT PUB SVC CORP COM 155771108 8 800 SH
SOLE 800 0 0
CENTURA BKS INC COM 15640T100 119 1600 SH
SOLE 1600 0 0
CENTURY ALUM CO COM 156431108 54 5700 SH
SOLE 5700 0 0
CENTURY BUSINESS SVCS INC COM 156490104 335 23300 SH
SOLE 23300 0 0
CENTURY COMMUNICATIONS CORP CL A 156503104 483 15200 SH
SOLE 15200 0 0
CENTURY SOUTH BKS INC COM 156683104 109 3900 SH
SOLE 3900 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 1483 21985 SH
SOLE 21985 0 0
CEPHALON INC COM 156708109 312 34700 SH
SOLE 34700 0 0
CERIDIAN CORP COM 15677T106 4290 61449 SH
SOLE 61449 0 0
CERNER CORP COM 156782104 679 25372 SH
SOLE 25372 0 0
CFSB BANCORP COM 124927104 93 3800 SH
SOLE 3800 0 0
CFW COMMUNICATION CO COM 124923103 143 6100 SH
SOLE 6100 0 0
CHAMPION ENTERPRISES INC COM 158496109 660 24100 SH
SOLE 24100 0 0
CHAMPION INTL CORP COM 158525105 4745 117166 SH
SOLE 117166 0 0
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 145 4900 SH
SOLE 4900 0 0
CHANCELLOR MEDIA CORP COM 158915108 101 2100 SH
SOLE 2100 0 0
CHARMING SHOPPES INC COM 161133103 208 48200 SH
SOLE 48200 0 0
CHART INDS INC COM 16115Q100 149 19600 SH
SOLE 19600 0 0
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 119 9800 SH
SOLE 9800 0 0
CHARTER ONE FINL INC COM 160903100 1258 45323 SH
SOLE 45323 0 0
CHARTWELL RE CORP COM 16139W109 93 3900 SH
SOLE 3900 0 0
CHASE INDS INC COM 161568100 42 4000 SH
SOLE 4000 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 54829 805195 SH
SOLE 805195 0 0
CHATEAU CMNTYS INC COM 161726104 472 16112 SH
SOLE 16112 0 0
CHATTEM INC COM 162456107 215 4500 SH
SOLE 4500 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 522 11386 SH
SOLE 11386 0 0
CHECKFREE HLDGS CORP COM 162816102 574 24600 SH
SOLE 24600 0 0
CHECKPOINT SYS INC COM 162825103 204 16500 SH
SOLE 16500 0 0
CHEESECAKE FACTORY INC COM 163072101 262 8800 SH
SOLE 8800 0 0
CHELSEA GCA RLTY INC COM 163262108 371 10400 SH
SOLE 10400 0 0
CHEMED CORP COM 163596109 147 4400 SH
SOLE 4400 0 0
CHEMFIRST INC COM 16361A106 204 10300 SH
SOLE 10300 0 0
CHEMICAL FINL CORP COM 163731102 215 6325 SH
SOLE 6325 0 0
CHESAPEAKE CORP COM 165159104 472 12800 SH
SOLE 12800 0 0
CHESAPEAKE ENERGY CORP COM 165167107 25 26600 SH
SOLE 26600 0 0
CHESAPEAKE ENERGY CORP PFD CONV 7% 165167305 160 15000 SH
SOLE 15000 0 0
CHEVRON CORPORATION COM 166751107 48794 588324 SH
SOLE 588324 0 0
CHICAGO BRIDGE & IRON CO N V COM N19808109 60 4900 SH
SOLE 4900 0 0
<PAGE> PAGE 19
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
<C>
<C>
CHICAGO TITLE CORP COM 168228104 300 6400 SH
SOLE 6400 0 0
CHILDRENS COMPREHENSIVE SVCS COM NEW 16875K202 44 3100 SH
SOLE 3100 0 0
CHILDRENS PL RETAIL STORES INC COM 168905107 161 6400 SH
SOLE 6400 0 0
CHILE FD INC COM 168834109 172 19000 SH
SOLE 19000 0 0
CHINA FD INC COM 169373107 25 3000 SH
SOLE 3000 0 0
CHIQUITA BRANDS INTL INC COM 170032106 760 79400 SH
SOLE 79400 0 0
CHIREX INC COM 170038103 107 5000 SH
SOLE 5000 0 0
CHIRON CORP COM 170040109 1344 51300 SH
SOLE 51300 0 0
CHITTENDEN CORP COM 170228100 201 6300 SH
SOLE 6300 0 0
CHOICE HOTELS INTL INC COM 169905106 250 18200 SH
SOLE 18200 0 0
CHOICEPOINT INC COM 170388102 458 7100 SH
SOLE 7100 0 0
CHRIS CRAFT INDS INC COM 170520100 299 6200 SH
SOLE 6200 0 0
CHS ELECTRONICS INC COM NEW 12542A206 258 15200 SH
SOLE 15200 0 0
CHUBB CORP COM 171232101 15310 236051 SH
SOLE 236051 0 0
CHURCH & DWIGHT INC COM 171340102 432 12000 SH
SOLE 12000 0 0
CHURCHILL DOWNS INC COM 171484108 66 2000 SH
SOLE 2000 0 0
CIBER INC COM 17163B102 89 3200 SH
SOLE 3200 0 0
CIENA CORP COM 171779101 620 42400 SH
SOLE 42400 0 0
CIGNA CORP COM 125509109 16515 213609 SH
SOLE 213609 0 0
CILCORP INC COM 171794100 446 7300 SH
SOLE 7300 0 0
CINAR FILMS INC LTD VTG SHS 171905300 104 4100 SH
SOLE 4100 0 0
CINCINNATI BELL INC COM 171870108 14977 396100 SH
SOLE 396100 0 0
CINCINNATI FINL CORP COM 172062101 6166 168354 SH
SOLE 168354 0 0
CINERGY CORP COM 172474108 33054 961549 SH
SOLE 961549 0 0
CINTAS CORP COM 172908105 1620 23000 SH
SOLE 23000 0 0
CIRCLE INTL GROUP INC COM 172574105 129 6300 SH
SOLE 6300 0 0
CIRCON CORP COM 172736100 12 800 SH
SOLE 800 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 8021 160627 SH
SOLE 160627 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 443 38700 SH
SOLE 38700 0 0
CIRRUS LOGIC CORP COM 172755100 453 46200 SH
SOLE 46200 0 0
CISCO SYS INC COM 17275R102 50604 545226 SH
SOLE 545226 0 0
CIT GROUP INC CL A 125577106 267 8400 SH
SOLE 8400 0 0
CITADEL COMMUNICATIONS CORP COM 172853202 382 14777 SH
SOLE 14777 0 0
CITATION CORP ALA COM 172895104 62 4900 SH
SOLE 4900 0 0
CITIGROUP INC COM 172967101 116000 2342683 SH
SOLE 2342571 0 112
CITIZENS BKG CORP MICH COM 174420109 388 11500 SH
SOLE 11500 0 0
CITIZENS UTILS CO DEL CL B 177342201 96 11850 SH
SOLE 11850 0 0
CITRIX SYS INC COM 177376100 1122 11547 SH
SOLE 11547 0 0
CITY HLDG CO COM 177835105 85 2600 SH
SOLE 2600 0 0
CITY NATL CORP COM 178566105 337 8100 SH
SOLE 8100 0 0
<PAGE> PAGE 20
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
<C>
<C>
CKE RESTAURANTS INC COM 12561E105 94 3200 SH
SOLE 3200 0 0
CLAIRE'S STORES INC COM 179584107 599 29200 SH
SOLE 29200 0 0
CLARCOR INC COM 179895107 266 13300 SH
SOLE 13300 0 0
CLARIFY INC COM 180492100 364 14913 SH
SOLE 14913 0 0
CLARK / BARDES HLDGS INC COM 180668105 719 42630 SH
SOLE 42630 0 0
CLAYTON HOMES INC COM 184190106 360 26050 SH
SOLE 26050 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 14953 274370 SH
SOLE 274370 0 0
CLECO CORP COM 12561M107 654 19100 SH
SOLE 19100 0 0
CLEVELAND CLIFFS INC COM 185896107 351 8700 SH
SOLE 8700 0 0
CLOROX CO DEL COM 189054109 19018 162812 SH
SOLE 162752 0 60
CLOSURE MED CORP COM 189093107 87 2900 SH
SOLE 2900 0 0
CMAC INVT CORP COM 125662106 1273 27700 SH
SOLE 27700 0 0
CMG INFORMATION SVCS INC COM 125750109 905 8500 SH
SOLE 8500 0 0
CMP GROUP INC COM 125887109 16317 864500 SH
SOLE 864500 0 0
CMS ENERGY CORP COM 125896100 16938 349700 SH
SOLE 349700 0 0
CN BIOSCIENCES INC COM 125946103 45 1800 SH
SOLE 1800 0 0
CNA FINL CORP COM 126117100 274 6800 SH
SOLE 6800 0 0
CNA SURETY CORP COM 12612L108 123 7800 SH
SOLE 7800 0 0
CNB BANCSHARES INC COM 126126101 690 14800 SH
SOLE 14800 0 0
CNET INC COM 125945105 225 4100 SH
SOLE 4100 0 0
CNF TRANSN INC COM 12612W104 466 12400 SH
SOLE 12400 0 0
COACH USA INC COM 18975L106 395 11400 SH
SOLE 11400 0 0
COACHMEN INDS INC COM 189873102 268 10200 SH
SOLE 10200 0 0
COASTAL CORP COM 190441105 6322 180962 SH
SOLE 180962 0 0
COASTCAST CORP COM 19057T108 11 1200 SH
SOLE 1200 0 0
COCA COLA BOTTLING CO CONS COM 191098102 87 1500 SH
SOLE 1500 0 0
COCA COLA CO COM 191216100 133707 1999252 SH
SOLE 1999252 0 0
COCA COLA ENTERPRISES INC COM 191219104 5685 158981 SH
SOLE 158981 0 0
COEUR D ALENE MINES CORP IDAHO COM 192108108 17 3600 SH
SOLE 3600 0 0
COGNEX CORP COM 192422103 374 18700 SH
SOLE 18700 0 0
COGNOS INC COM 19244C109 3118 124700 SH
SOLE 124700 0 0
COHERENT INC COM 192479103 157 12600 SH
SOLE 12600 0 0
COHU INC COM 192576106 145 6600 SH
SOLE 6600 0 0
COINMACH LAUNDRY CORP COM 19259L101 80 6200 SH
SOLE 6200 0 0
COLDWATER CREEK INC COM 193068103 68 4900 SH
SOLE 4900 0 0
COLE KENNETH PRODTNS INC CL A 193294105 62 3300 SH
SOLE 3300 0 0
COLE NATIONAL CORP NEW CL A 193290103 118 6900 SH
SOLE 6900 0 0
COLEMAN INC NEW COM 193559101 6206 680100 SH
SOLE 680100 0 0
COLGATE PALMOLIVE CO COM 194162103 50054 538944 SH
SOLE 538944 0 0
COLLINS & AIKMAN CORP NEW COM 194830105 139 27000 SH
SOLE 27000 0 0
<PAGE> PAGE 21
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
<C>
<C>
COLONIAL BANCGROUP INC COM 195493309 1419 118200 SH
SOLE 118200 0 0
COLONIAL GAS CO COM 195674106 147 4200 SH
SOLE 4200 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 461 17300 SH
SOLE 17300 0 0
COLORADO BUSINESS BANKSHARES COM 196333108 37 3400 SH
SOLE 3400 0 0
COLTEC INDS INC COM 196879100 962 49300 SH
SOLE 49300 0 0
COLUMBIA BKG SYS INC COM 197236102 744 40200 SH
SOLE 40200 0 0
COLUMBIA ENERGY GROUP COM 197648108 5785 100209 SH
SOLE 100209 0 0
COLUMBIA LABS INC COM 197779101 34 11100 SH
SOLE 11100 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 118 7000 SH
SOLE 7000 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 75134 3035727 SH
SOLE 3035727 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 101 5600 SH
SOLE 5600 0 0
COM21 INC COM 205937105 109 5240 SH
SOLE 5240 0 0
COMAIR HOLDINGS INC COM 199789108 209 6200 SH
SOLE 6200 0 0
COMCAST CORP CL A SPL 200300200 19264 328256 SH
SOLE 328256 0 0
COMDISCO INC COM 200336105 3849 228100 SH
SOLE 228100 0 0
COMERICA INC COM 200340107 11000 161322 SH
SOLE 161322 0 0
COMFORT SYS USA INC COM 199908104 1226 68600 SH
SOLE 68600 0 0
COMMERCE BANCORP INC NJ COM 200519106 646 12300 SH
SOLE 12300 0 0
COMMERCE BANCSHARES INC COM 200525103 310 7277 SH
SOLE 7277 0 0
COMMERCE GROUP INC MASS COM 200641108 432 12200 SH
SOLE 12200 0 0
COMMERCIAL FEDERAL CORPORATION COM 201647104 739 31900 SH
SOLE 31900 0 0
COMMERCIAL INTERTECH CORP COM 201709102 82 6300 SH
SOLE 6300 0 0
COMMERCIAL METALS CO COM 201723103 1678 60500 SH
SOLE 60500 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 273 20600 SH
SOLE 20600 0 0
COMMNET CELLULAR INC COM 202604203 134 10900 SH
SOLE 10900 0 0
COMMONWEALTH BANCORP INC COM 20268X102 109 7000 SH
SOLE 7000 0 0
COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 451 11100 SH
SOLE 11100 0 0
COMMONWEALTH INDS INC DEL COM 203004106 61 6500 SH
SOLE 6500 0 0
COMMONWEALTH TEL ENTERPRISES COM 203349105 148 4400 SH
SOLE 4400 0 0
COMMSCOPE INC COM 203372107 362 21500 SH
SOLE 21500 0 0
COMMUNITY BK SYS INC COM 203607106 115 3900 SH
SOLE 3900 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 457 21700 SH
SOLE 21700 0 0
COMMUNITY TR BANCORP INC COM 204149108 108 4600 SH
SOLE 4600 0 0
COMPAQ COMPUTER CORP COM 204493100 67868 1618016 SH
SOLE 1617831 0 185
COMPASS BANCSHARES INC COM 20449H109 122 3200 SH
SOLE 3200 0 0
COMPDENT CORP COM 20449F103 8 800 SH
SOLE 800 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 176 5200 SH
SOLE 5200 0 0
COMPTEK RESH INC COM 204682108 79 9000 SH
SOLE 9000 0 0
COMPUCOM SYS INC COM 204780100 37 10700 SH
SOLE 10700 0 0
COMPUSA INC COM 204932107 809 62000 SH
SOLE 62000 0 0
<PAGE> PAGE 22
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
<C>
<C>
COMPUTER ASSOC INTL INC COM 204912109 20247 475005 SH
SOLE 475005 0 0
COMPUTER HORIZONS CORP COM 205908106 399 15000 SH
SOLE 15000 0 0
COMPUTER LEARNING CTRS INC COM 205199102 55 8300 SH
SOLE 8300 0 0
COMPUTER MGMT SCIENCES INC COM 205213101 57 3300 SH
SOLE 3300 0 0
COMPUTER SCIENCES CORP COM 205363104 9164 142200 SH
SOLE 142200 0 0
COMPUTER TASK GROUP INC COM 205477102 256 9400 SH
SOLE 9400 0 0
COMPUWARE CORP COM 205638109 11601 148500 SH
SOLE 148500 0 0
COMSAT CORP COM SER 1 20564D107 608 16900 SH
SOLE 16900 0 0
COMSTOCK RES INC COM NEW 205768203 36 11800 SH
SOLE 11800 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 924 13020 SH
SOLE 13020 0 0
CONAGRA INC COM 205887102 11294 358500 SH
SOLE 358500 0 0
CONCENTRA MANAGED CARE INC COM 20589T103 353 33000 SH
SOLE 33000 0 0
CONCENTRIC NETWORK CORP COM 20589R107 1364 41000 SH
SOLE 41000 0 0
CONCORD COMMUNICATIONS INC COM 206186108 358 6300 SH
SOLE 6300 0 0
CONCORD EFS INC COM 206197105 987 23300 SH
SOLE 23300 0 0
CONDOR TECHNOLOGY SOLUTIONS COM 206772105 693 69300 SH
SOLE 69300 0 0
CONE MLS CORP N C COM 206814105 69 12300 SH
SOLE 12300 0 0
CONECTIV INC COM 206829103 652 26600 SH
SOLE 26600 0 0
CONEXANT SYSTEMS INC COM 207142100 329 19663 SH
SOLE 19663 0 0
CONMED CORP COM 207410101 323 9800 SH
SOLE 9800 0 0
CONNECTICUT ENERGY CORP COM 207567108 176 5800 SH
SOLE 5800 0 0
CONNING CORP COM 208215103 131 6300 SH
SOLE 6300 0 0
CONSECO INC COM 208464107 12140 397238 SH
SOLE 397238 0 0
CONSOLIDATED CIGAR HLDGS INC CL A 20902E106 81 4600 SH
SOLE 4600 0 0
CONSOLIDATED EDISON INC COM 209115104 12227 231232 SH
SOLE 231232 0 0
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 154 9700 SH
SOLE 9700 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 425 6300 SH
SOLE 6300 0 0
CONSOLIDATED NAT GAS CO COM 209615103 4815 89162 SH
SOLE 89162 0 0
CONSOLIDATED PAPERS INC COM 209759109 460 16700 SH
SOLE 16700 0 0
CONSOLIDATED PRODS INC COM 209798107 218 10575 SH
SOLE 10575 0 0
CONSOLIDATED STORES CORP COM 210149100 7339 363508 SH
SOLE 363508 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 1 200 SH
SOLE 200 0 0
CONSUMERS WTR CO COM 210723102 13 400 SH
SOLE 400 0 0
CONTIFINANCIAL CORP COM 21075V107 39 5500 SH
SOLE 5500 0 0
CONTINENTAL AIRLS INC CL B 210795308 270 8064 SH
SOLE 8064 0 0
CONVERGYS CORP COM 212485106 3135 140100 SH
SOLE 140100 0 0
COOKER RESTAURANT CORP COM NEW 216284208 2 300 SH
SOLE 300 0 0
COOPER CAMERON CORP COM 216640102 1249 51000 SH
SOLE 51000 0 0
COOPER COS INC COM NEW 216648402 354 17100 SH
SOLE 17100 0 0
COOPER INDS INC COM 216669101 6706 140630 SH
SOLE 140630 0 0
<PAGE> PAGE 23
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
<C>
<C>
COOPER INDS INC DECS 1998 WYMN 216669606 731 75000 SH
SOLE 75000 0 0
COOPER TIRE & RUBR CO COM 216831107 1348 65916 SH
SOLE 65916 0 0
COORS ADOLPH CO CL B 217016104 2737 48518 SH
SOLE 48518 0 0
COPART INC COM 217204106 189 5800 SH
SOLE 5800 0 0
COR THERAPEUTICS INC COM 217753102 174 13200 SH
SOLE 13200 0 0
CORDANT TECHNOLOGIES INC COM 218412104 328 8728 SH
SOLE 8728 0 0
CORN PRODS INTL INC COM 219023108 599 19700 SH
SOLE 19700 0 0
CORNERSTONE PPTYS INC COM 21922H103 555 35500 SH
SOLE 35500 0 0
CORNERSTONE RLTY INCOME TR INC COM 21922V102 296 28100 SH
SOLE 28100 0 0
CORNING DEL L P PFD MIPS CV 219319209 34976 499650 SH
SOLE 499650 0 0
CORNING INC COM 219350105 20999 466619 SH
SOLE 466619 0 0
CORPORATE EXPRESS INC COM 219888104 834 160975 SH
SOLE 160975 0 0
CORRECTIONS CORP AMER COM 220256101 5198 294880 SH
SOLE 294880 0 0
CORRPRO COS INC COM 220317101 15 1250 SH
SOLE 1250 0 0
CORSAIR COMMUNICATIONS INC COM 220406102 3 600 SH
SOLE 600 0 0
CORT BUSINESS SVCS CORP COM 220493100 155 6400 SH
SOLE 6400 0 0
CORUS BANKSHARES INC COM 220873103 129 4000 SH
SOLE 4000 0 0
COST PLUS INC CALIF COM 221485105 131 4200 SH
SOLE 4200 0 0
COSTCO COMPANIES INC COM 22160Q102 13869 192120 SH
SOLE 192120 0 0
COTELLIGENT INC COM 221630106 127 6000 SH
SOLE 6000 0 0
COULTER PHARMACEUTICAL INC COM 222116105 219 7300 SH
SOLE 7300 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 5114 101890 SH
SOLE 101890 0 0
COUSINS PPTYS INC COM 222795106 946 29300 SH
SOLE 29300 0 0
COVANCE INC COM 222816100 1226 42100 SH
SOLE 42100 0 0
COVENANT TRANS INC CL A 22284P105 57 3200 SH
SOLE 3200 0 0
COVENTRY HEALTH CARE INC COM 222862104 282 32000 SH
SOLE 32000 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 691 10000 SH
SOLE 10000 0 0
COX RADIO INC CL A 224051102 177 4200 SH
SOLE 4200 0 0
CPI CORP COM 125902106 141 5300 SH
SOLE 5300 0 0
CRACKER BARREL OLD CTRY STR COM 224100107 501 21500 SH
SOLE 21500 0 0
CRANE CO COM 224399105 2127 70471 SH
SOLE 70471 0 0
CRAWFORD & CO CL B 224633107 235 15200 SH
SOLE 15200 0 0
CREDENCE SYS CORP COM 225302108 208 11204 SH
SOLE 11204 0 0
CREDICORP LTD COM G2519Y108 420 46700 SH
SOLE 46700 0 0
CREDIT ACCEP CORP MICH COM 225310101 79 10700 SH
SOLE 10700 0 0
CRESCENT OPER INC COM 22575M100 22 4700 SH
SOLE 4700 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 205 8900 SH
SOLE 8900 0 0
CRESCENT REAL ESTATE EQUITIES PFD CV A 6.75% 225756204 1658 101250 SH
SOLE 101250 0 0
CRESTAR FINL CORP COM 226091106 115963 1610605 SH
SOLE 1610555 0 50
CRIIMI MAE INC COM 226603108 90 25500 SH
SOLE 25500 0 0
<PAGE> PAGE 24
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
<C>
<C>
CROMPTON & KNOWLES CORP COM 227111101 628 30400 SH
SOLE 30400 0 0
CROSS A T CO CL A 227478104 5 900 SH
SOLE 900 0 0
CROSS TIMBERS OIL CO COM 227573102 163 21700 SH
SOLE 21700 0 0
CROSSMANN CMNTYS INC COM 22764E109 96 3500 SH
SOLE 3500 0 0
CROWN AMERN RLTY TR SH BEN INT 228186102 127 16500 SH
SOLE 16500 0 0
CROWN CORK & SEAL INC COM 228255105 3280 106458 SH
SOLE 106458 0 0
CSG SYS INTL INC COM 126349109 2329 29483 SH
SOLE 29483 0 0
CSK AUTO CORP COM 125965103 229 8600 SH
SOLE 8600 0 0
CSS INDS INC COM 125906107 97 3200 SH
SOLE 3200 0 0
CSX CORP COM 126408103 8519 205228 SH
SOLE 205228 0 0
CTB INTL CORP COM 125960104 116 15100 SH
SOLE 15100 0 0
CTG RES INC COM 125957100 883 33600 SH
SOLE 33600 0 0
CTS CORP COM 126501105 270 6200 SH
SOLE 6200 0 0
CUBIC CORP COM 229669106 49 2600 SH
SOLE 2600 0 0
CULLEN FROST BANKERS INC COM 229899109 823 15000 SH
SOLE 15000 0 0
CULP INC COM 230215105 37 4700 SH
SOLE 4700 0 0
CUMMINS ENGINE INC COM 231021106 1291 36377 SH
SOLE 36377 0 0
CUNO INC COM 126583103 145 8900 SH
SOLE 8900 0 0
CURATIVE HEALTH SVCS INC COM 231264102 235 7000 SH
SOLE 7000 0 0
CURTISS WRIGHT CORP COM 231561101 103 2700 SH
SOLE 2700 0 0
CUSTOMTRACKS CORP COM 232046102 9 800 SH
SOLE 800 0 0
CVB FINL CORP COM 126600105 109 4830 SH
SOLE 4830 0 0
CVS CORP COM 126650100 31205 567344 SH
SOLE 567174 0 170
CYGNUS INC COM 232560102 6 1200 SH
SOLE 1200 0 0
CYLINK CORP COM 232565101 44 12100 SH
SOLE 12100 0 0
CYMER INC COM 232572107 657 44900 SH
SOLE 44900 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3703 445400 SH
SOLE 445400 0 0
CYPRUS AMAX MINERALS CO COM 232809103 1425 142499 SH
SOLE 142499 0 0
CYRK INC COM 232817106 6 800 SH
SOLE 800 0 0
CYTEC INDS INC COM 232820100 315 14800 SH
SOLE 14800 0 0
CYTYC CORP COM 232946103 199 7700 SH
SOLE 7700 0 0
D & N FINL CORP COM 232864108 95 4000 SH
SOLE 4000 0 0
D R HORTON INC COM 23331A109 533 23175 SH
SOLE 23175 0 0
DAIMLERCHRYSLER AG ORD D1668R123 8886 92499 SH
SOLE 92499 0 0
DAIN RAUSCHER CORP COM 233856103 210 7100 SH
SOLE 7100 0 0
DAISYTEK INTL CORP COM 234053106 103 5400 SH
SOLE 5400 0 0
DAL-TILE INTL INC COM 23426R108 188 18100 SH
SOLE 18100 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 602 14800 SH
SOLE 14800 0 0
DAMARK INTL INC CL A 235691102 3 400 SH
SOLE 400 0 0
DAMES & MOORE GROUP INC COM 235713104 384 29900 SH
SOLE 29900 0 0
<PAGE> PAGE 25
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
<C>
<C>
DAN RIV INC GA CL A 235774106 98 8400 SH
SOLE 8400 0 0
DANA CORP COM 235811106 6320 154611 SH
SOLE 154611 0 0
DANAHER CORP DEL COM 235851102 5958 109700 SH
SOLE 109700 0 0
DANIEL INDS DEL COM 236235107 109 9000 SH
SOLE 9000 0 0
DARDEN RESTAURANTS INC COM 237194105 2192 121829 SH
SOLE 121829 0 0
DATA DIMENSIONS INC COM PAR $0.001 237654207 86 10000 SH
SOLE 10000 0 0
DATA GEN CORP COM 237688106 1068 65000 SH
SOLE 65000 0 0
DATA PROCESSING RES CORP COM 237823109 76 2600 SH
SOLE 2600 0 0
DATA TRANSMISSION NETWORK CORP COM 238017107 133 4600 SH
SOLE 4600 0 0
DATASCOPE CORP COM 238113104 1155 50200 SH
SOLE 50200 0 0
DATASTREAM SYS INC COM 238124101 217 18900 SH
SOLE 18900 0 0
DATAWORKS CORP COM 237924105 163 15700 SH
SOLE 15700 0 0
DAVE & BUSTERS INC COM 23833N104 150 6500 SH
SOLE 6500 0 0
DAVOX CORP COM 239208101 38 5000 SH
SOLE 5000 0 0
DAY RUNNER INC COM 239545106 118 8100 SH
SOLE 8100 0 0
DAYTON HUDSON CORP COM 239753106 23094 425711 SH
SOLE 425711 0 0
DBT ONLINE INC COM 233044106 84 3400 SH
SOLE 3400 0 0
DEAN FOODS CO COM 242361103 1300 31900 SH
SOLE 31900 0 0
DEBT STRATEGIES FD II INC COM 242901106 106 13000 SH
SOLE 13000 0 0
DECISIONONE HLDGS CORP COM 243458106 115 24300 SH
SOLE 24300 0 0
DEERE & CO COM 244199105 7682 232013 SH
SOLE 232013 0 0
DELCO REMY INTL INC CL A 246626105 99 10100 SH
SOLE 10100 0 0
DELIA*S INC COM 246885107 124 9900 SH
SOLE 9900 0 0
DELL COMPUTER CORP COM 247025109 544401 7438387 SH
SOLE 7438387 0 0
DELPHI FINL GROUP INC CL A 247131105 456 8698 SH
SOLE 8698 0 0
DELTA & PINE LD CO COM 247357106 41665 1126060 SH
SOLE 1126060 0 0
DELTA AIR LINES INC DEL COM 247361108 6261 120400 SH
SOLE 120400 0 0
DELTA FINANCIAL CORP COM 247918105 15 2500 SH
SOLE 2500 0 0
DELTA WOODSIDE INDS INC NEW COM 247909104 10 1600 SH
SOLE 1600 0 0
DELTEK SYS INC COM 24785A108 57 3400 SH
SOLE 3400 0 0
DELTIC TIMBER CORP COM 247850100 112 5500 SH
SOLE 5500 0 0
DELUXE CORP COM 248019101 2592 70880 SH
SOLE 70880 0 0
DENDRITE INTL INC COM 248239105 224 9000 SH
SOLE 9000 0 0
DENISON INTERNATIONAL PLC SPONSORED ADR 248335101 333 26600 SH
SOLE 26600 0 0
DENTSPLY INTL INC NEW COM 249030107 247 9601 SH
SOLE 9601 0 0
DEPARTMENT 56 INC COM 249509100 380 10100 SH
SOLE 10100 0 0
DESWELL INDS INC COM 250639101 17 1700 SH
SOLE 1700 0 0
DETROIT DIESEL CORP COM 250837101 87 4200 SH
SOLE 4200 0 0
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 705 39700 SH
SOLE 39700 0 0
DEVON ENERGY CORP COM 251799102 392 12800 SH
SOLE 12800 0 0
<PAGE> PAGE 26
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
<C>
<C>
DEVRY INC DEL COM 251893103 972 31700 SH
SOLE 31700 0 0
DEXTER CORP COM 252165105 484 15400 SH
SOLE 15400 0 0
DIAGEO P L C SPNSRD ADR NEW 25243Q205 24 529 SH
SOLE 529 0 0
DIAGNOSTIC PRODS CORP COM 252450101 186 6000 SH
SOLE 6000 0 0
DIAL CORP NEW COM 25247D101 618 21400 SH
SOLE 21400 0 0
DIALOGIC CORP COM 252499108 106 5400 SH
SOLE 5400 0 0
DIAMOND MULTIMEDIA SYS INC COM 252714100 145 22700 SH
SOLE 22700 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 744 31400 SH
SOLE 31400 0 0
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 63 3300 SH
SOLE 3300 0 0
DIEBOLD INC COM 253651103 476 15850 SH
SOLE 15850 0 0
DIGI INTL INC COM 253798102 76 6800 SH
SOLE 6800 0 0
DIGITAL MICROWAVE CORP COM 253859102 203 29500 SH
SOLE 29500 0 0
DII GROUP INC COM 232949107 304 13064 SH
SOLE 13064 0 0
DILLARDS INC CL A 254067101 3552 125177 SH
SOLE 125177 0 0
DIME BANCORP INC NEW COM 25429Q102 627 23700 SH
SOLE 23700 0 0
DIME CMNTY BANCSHARES COM 253922108 120 5800 SH
SOLE 5800 0 0
DIMON INC COM 254394109 174 23400 SH
SOLE 23400 0 0
DIONEX CORP COM 254546104 436 11900 SH
SOLE 11900 0 0
DISCOUNT AUTO PTS INC COM 254642101 113 5200 SH
SOLE 5200 0 0
DISCREET LOGIC INC COM 25467V104 4052 214700 SH
SOLE 214700 0 0
DISNEY WALT CO COM 254687106 53917 1797246 SH
SOLE 1797171 0 75
DISPATCH MGMT SVCS CORP COM 254927106 20 4900 SH
SOLE 4900 0 0
DIXIE GROUP INC CL A 255519100 7 800 SH
SOLE 800 0 0
DIXIE GROUP INC SUB DEB CV 7%12 255519AA8 24 33000 SH
SOLE 33000 0 0
DOCUMENT SCIENCES CORP COM 25614R105 1 700 SH
SOLE 700 0 0
DOCUMENTUM INC COM 256159104 326 6100 SH
SOLE 6100 0 0
DOLE FOOD INC COM 256605106 687 22900 SH
SOLE 22900 0 0
DOLLAR GEN CORP COM 256669102 5138 217496 SH
SOLE 217496 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 145 11300 SH
SOLE 11300 0 0
DOLLAR TREE STORES INC COM 256747106 5213 119322 SH
SOLE 119322 0 0
DOMINION RES INC VA COM 257470104 7989 170895 SH
SOLE 170895 0 0
DONALDSON INC COM 257651109 520 25100 SH
SOLE 25100 0 0
DONALDSON LUFKIN & JENRETTE NW COM 257661108 193 4700 SH
SOLE 4700 0 0
DONNA KARAN INTL INC COM 257826107 48 6300 SH
SOLE 6300 0 0
DONNELLEY R R & SONS CO COM 257867101 5392 123054 SH
SOLE 123054 0 0
DORAL FINL CORP COM 25811P100 392 17700 SH
SOLE 17700 0 0
DOUBLECLICK INC COM 258609304 315 6900 SH
SOLE 6900 0 0
DOVER CORP COM 260003108 8420 233717 SH
SOLE 233717 0 0
DOVER DOWNS ENTMT INC COM 260086103 56 4600 SH
SOLE 4600 0 0
DOW CHEM CO COM 260543103 17578 193300 SH
SOLE 193300 0 0
<PAGE> PAGE 27
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
<C>
<C>
DOW JONES & CO INC COM 260561105 3970 82477 SH
SOLE 82477 0 0
DOWNEY FINL CORP COM 261018105 309 12180 SH
SOLE 12180 0 0
DPL INC COM 233293109 596 27587 SH
SOLE 27587 0 0
DQE INC COM 23329J104 18 400 SH
SOLE 400 0 0
DRESS BARN INC COM 261570105 217 14300 SH
SOLE 14300 0 0
DREYERS GRAND ICE CREAM INC COM 261878102 244 16100 SH
SOLE 16100 0 0
DRIL-QUIP INC COM 262037104 65 3693 SH
SOLE 3693 0 0
DSP COMMUNICATIONS INC COM 23332K106 2236 146053 SH
SOLE 146053 0 0
DST SYS INC DEL COM 233326107 774 13566 SH
SOLE 13566 0 0
DT INDUSTRIES INC COM 23333J108 78 4900 SH
SOLE 4900 0 0
DTE ENERGY CO COM 233331107 5809 135482 SH
SOLE 135482 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 48840 920400 SH
SOLE 920400 0 0
DUANE READE INC COM 263578106 708 18400 SH
SOLE 18400 0 0
DUCOMMUN INC DEL COM 264147109 56 4100 SH
SOLE 4100 0 0
DUFF & PHELPS CR RATING CO COM 26432F109 362 6600 SH
SOLE 6600 0 0
DUKE ENERGY CORP COM 264399106 28526 445265 SH
SOLE 445265 0 0
DUKE REALTY INVT INC COM NEW 264411505 658 28300 SH
SOLE 28300 0 0
DUN & BRADSTREET CORP DEL COM 26483B106 4703 149013 SH
SOLE 149013 0 0
DUNN COMPUTER CORP VA COM 265771105 14 3300 SH
SOLE 3300 0 0
DUPONT PHOTOMASKS INC COM 26613X101 106 2500 SH
SOLE 2500 0 0
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 31 900 SH
SOLE 900 0 0
DURA PHARMACEUTICALS INC COM 26632S109 600 39500 SH
SOLE 39500 0 0
DVI INC COM 233343102 90 5000 SH
SOLE 5000 0 0
DYCOM INDS INC COM 267475101 395 6900 SH
SOLE 6900 0 0
DYNEX CAP INC COM 26817Q100 97 20900 SH
SOLE 20900 0 0
E M C CORP MASS COM 268648102 60333 709799 SH
SOLE 709799 0 0
E SPIRE COMMUNICATIONS INC COM 269153102 194 30400 SH
SOLE 30400 0 0
E TOWN COM 269242103 924 19500 SH
SOLE 19500 0 0
E TRADE GROUP INC COM 269246104 989 21144 SH
SOLE 21144 0 0
EAGLE HARDWARE & GARDEN INC COM 26959B101 3189 98100 SH
SOLE 98100 0 0
EAGLE USA AIRFREIGHT INC COM 270018104 101 4100 SH
SOLE 4100 0 0
EARTHGRAINS CO COM 270319106 717 23200 SH
SOLE 23200 0 0
EARTHLINK NETWORK INC COM 270322100 409 7180 SH
SOLE 7180 0 0
EARTHSHELL CORP COM 27032B100 156 13100 SH
SOLE 13100 0 0
EASTERN ENTERPRISES COM 27637F100 4573 104527 SH
SOLE 104527 0 0
EASTERN ENVIRONMENTAL SVCS INC COM 276369105 10432 352100 SH
SOLE 352100 0 0
EASTERN UTILS ASSOC COM 277173100 22902 810700 SH
SOLE 810700 0 0
EASTGROUP PPTY INC COM 277276101 230 12500 SH
SOLE 12500 0 0
EASTMAN CHEM CO COM 277432100 5499 122890 SH
SOLE 122890 0 0
EASTMAN KODAK CO COM 277461109 18406 293321 SH
SOLE 293321 0 0
<PAGE> PAGE 28
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
<C>
<C>
EATON CORP COM 278058102 4591 64950 SH
SOLE 64950 0 0
EATON VANCE CORP COM NON VTG 278265103 336 16100 SH
SOLE 16100 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 474 9794 SH
SOLE 9794 0 0
ECI TELECOM LTD ORD 268258100 214 6000 SH
SOLE 6000 0 0
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 29 3918 SH
SOLE 3918 0 0
ECOLAB INC COM 278865100 4415 122003 SH
SOLE 122003 0 0
EDISON INTL COM 281020107 39584 1420043 SH
SOLE 1420043 0 0
EDUCATION MGMT CORP COM 28139T101 365 15456 SH
SOLE 15456 0 0
EDUTREK INTL INC CL A 28164K108 10 1700 SH
SOLE 1700 0 0
EDWARDS AG INC COM 281760108 719 19300 SH
SOLE 19300 0 0
EEX CORP COM NEW 26842V207 144 20433 SH
SOLE 20433 0 0
EG & G INC COM 268457108 6814 245040 SH
SOLE 245040 0 0
EL PASO ELEC CO COM NEW 283677854 273 31200 SH
SOLE 31200 0 0
EL PASO ENERGY CORP DEL COM 283905107 793 22800 SH
SOLE 22800 0 0
ELBIT SYS LTD ORD M3760D101 37 3100 SH
SOLE 3100 0 0
ELCOR CORP COM 284443108 494 15300 SH
SOLE 15300 0 0
ELDER BEERMAN STORES CORP NEW COM 284470101 70 6100 SH
SOLE 6100 0 0
ELECTRIC LIGHTWAVE INC CL A 284895109 84 10244 SH
SOLE 10244 0 0
ELECTRO RENT CORP COM 285218103 116 7200 SH
SOLE 7200 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 285 6300 SH
SOLE 6300 0 0
ELECTROGLAS INC COM 285324109 126 10800 SH
SOLE 10800 0 0
ELECTRONIC ARTS INC COM 285512109 1015 18061 SH
SOLE 18061 0 0
ELECTRONIC DATA SYS NEW COM 285661104 21447 426812 SH
SOLE 426812 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1252 31154 SH
SOLE 31154 0 0
EMERGING MEXICO FD COM 290891100 2730 469700 SH
SOLE 469700 0 0
EMERGING MKTS TELECOMMUNICATNS COM 290887108 769 86000 SH
SOLE 86000 0 0
EMERSON ELEC CO COM 291011104 28449 454753 SH
SOLE 454753 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 225 5200 SH
SOLE 5200 0 0
EMPIRE DIST ELEC CO COM 291641108 203 8200 SH
SOLE 8200 0 0
ENCORE WIRE CORP COM 292562105 62 6700 SH
SOLE 6700 0 0
ENDOCARDIAL SOLUTIONS INC COM 292962107 146 14600 SH
SOLE 14600 0 0
ENERGEN CORP COM 29265N108 273 14000 SH
SOLE 14000 0 0
ENERGY EAST CORP COM 29266M109 67553 1195599 SH
SOLE 1195599 0 0
ENESCO GROUP INC COM 292973104 233 10000 SH
SOLE 10000 0 0
ENGELHARD CORP COM 292845104 3102 159096 SH
SOLE 159096 0 0
ENGINEERING ANIMATION INC COM 292872108 238 4400 SH
SOLE 4400 0 0
ENGLE HOMES INC COM 292896107 32 2100 SH
SOLE 2100 0 0
ENHANCE FINL SVCS GROUP INC COM 293310108 474 15800 SH
SOLE 15800 0 0
ENRON CORP COM 293561106 16934 296776 SH
SOLE 296776 0 0
ENRON OIL & GAS CO COM 293562104 431 25000 SH
SOLE 25000 0 0
<PAGE> PAGE 29
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
<C>
<C>
ENSCO INTL INC COM 26874Q100 563 52600 SH
SOLE 52600 0 0
ENTERGY CORP NEW COM 29364G103 12708 408300 SH
SOLE 408300 0 0
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 162 9500 SH
SOLE 9500 0 0
ENTREMED INC COM 29382F103 99 4700 SH
SOLE 4700 0 0
ENVOY CORP NEW COM 293982104 670 11500 SH
SOLE 11500 0 0
ENZO BIOCHEM INC COM 294100102 127 12300 SH
SOLE 12300 0 0
EQUANT N V NY REG SHS 294409107 27 400 SH
SOLE 400 0 0
EQUIFAX INC COM 294429105 7177 209912 SH
SOLE 209912 0 0
EQUITABLE COS INC COM 29444G107 35 600 SH
SOLE 600 0 0
EQUITABLE RES INC COM 294549100 547 18800 SH
SOLE 18800 0 0
EQUITY CORP INTL COM 294644109 21072 793300 SH
SOLE 793300 0 0
EQUITY INNS INC COM 294703103 241 25100 SH
SOLE 25100 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 396 16500 SH
SOLE 16500 0 0
EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25% 294741509 1919 50000 SH
SOLE 50000 0 0
EQUITY ONE COM 294752100 17 1900 SH
SOLE 1900 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1695 41910 SH
SOLE 41910 0 0
ERICSSON L M TEL CO ADR CL B SEK10 294821400 48 90094 SH
SOLE 90094 0 0
ERIE INDTY CO CL A 29530P102 6 200 SH
SOLE 200 0 0
ESSEX INTL INC DEL COM 297025108 3075 88820 SH
SOLE 88820 0 0
ESSEX PPTY TR INC COM 297178105 354 11900 SH
SOLE 11900 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 180 8300 SH
SOLE 8300 0 0
ETEC SYS INC COM 26922C103 464 11600 SH
SOLE 11600 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 66 1600 SH
SOLE 1600 0 0
ETHYL CORP COM 297659104 256 44100 SH
SOLE 44100 0 0
EUROPE FD INC COM 29874M103 303 16300 SH
SOLE 16300 0 0
EVANS & SUTHERLAND COMPUTER CP COM 299096107 273 15500 SH
SOLE 15500 0 0
EVEREN CAPITAL CORP COM 299761106 351 15400 SH
SOLE 15400 0 0
EVEREST REINS HLDGS INC COM 299808105 3251 83500 SH
SOLE 83500 0 0
EVERGREEN BANCORP INC DEL COM 300182102 129 4000 SH
SOLE 4000 0 0
EXABYTE CORP COM 300615101 7 1200 SH
SOLE 1200 0 0
EXAR CORP COM 300645108 282 17500 SH
SOLE 17500 0 0
EXCEL INDS INC COM 300657103 81 4600 SH
SOLE 4600 0 0
EXCEL SWITCHING CORP COM 30067V108 421 11100 SH
SOLE 11100 0 0
EXCITE INC COM 300904109 550 13068 SH
SOLE 13068 0 0
EXECUSTAY CORP COM 30150K100 98 7500 SH
SOLE 7500 0 0
EXECUTIVE RISK INC COM 301586103 609 11100 SH
SOLE 11100 0 0
EXEL LTD NEW CL A G32429105 361 4814 SH
SOLE 4814 0 0
EXIDE CORP COM 302051107 135 8300 SH
SOLE 8300 0 0
EXODUS COMMUNICATIONS INC COM 302088109 520 8100 SH
SOLE 8100 0 0
EXPEDITORS INTL WASH INC COM 302130109 554 13200 SH
SOLE 13200 0 0
<PAGE> PAGE 30
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
<C>
<C>
EXPRESS SCRIPTS INC CL A 302182100 1201 17900 SH
SOLE 17900 0 0
EXTENDED STAY AMER INC COM 30224P101 445 42300 SH
SOLE 42300 0 0
EXXON CORP COM 302290101 150079 2052359 SH
SOLE 2052279 0 80
F & M BANCORPORATION INC COM 302371109 3 100 SH
SOLE 100 0 0
F & M NATL CORP COM 302374103 318 10600 SH
SOLE 10600 0 0
F M C CORP COM NEW 302491303 2775 49568 SH
SOLE 49568 0 0
F Y I INC COM 302712104 160 5000 SH
SOLE 5000 0 0
F&M BANCORP MD COM 302367107 36 1100 SH
SOLE 1100 0 0
FACTSET RESH SYS INC COM 303075105 167 2700 SH
SOLE 2700 0 0
FAIR ISAAC & CO INC COM 303250104 254 5500 SH
SOLE 5500 0 0
FAIRCHILD CORP CL A 303698104 101 6400 SH
SOLE 6400 0 0
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 239 21600 SH
SOLE 21600 0 0
FAMILY DLR STORES INC COM 307000109 786 35700 SH
SOLE 35700 0 0
FAMILY GOLF CTRS INC COM 30701A106 216 10900 SH
SOLE 10900 0 0
FARMER BROS CO COM 307675108 64 300 SH
SOLE 300 0 0
FARMERS CAP BK CORP COM 309562106 76 2000 SH
SOLE 2000 0 0
FARR CO COM 311648109 396 39075 SH
SOLE 39075 0 0
FASTENAL CO COM 311900104 405 9200 SH
SOLE 9200 0 0
FBL FINL GROUP INC CL A 30239F106 356 14700 SH
SOLE 14700 0 0
FDX CORP COM 31304N107 16170 181682 SH
SOLE 181682 0 0
FEDDERS CORP COM 313135105 97 16600 SH
SOLE 16600 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 56 1500 SH
SOLE 1500 0 0
FEDERAL HOME LN MTG CORP COM 313400301 46135 715972 SH
SOLE 715972 0 0
FEDERAL MOGUL CORP COM 313549107 792 13300 SH
SOLE 13300 0 0
FEDERAL NATL MTG ASSN COM 313586109 81584 1103280 SH
SOLE 1103160 0 120
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 654 27700 SH
SOLE 27700 0 0
FEDERAL SIGNAL CORP COM 313855108 805 29400 SH
SOLE 29400 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 9227 211829 SH
SOLE 211829 0 0
FEDERATED DEPT STORES INC DEL WT C EX 121999 31410H119 7636 401900 SH
SOLE 401900 0 0
FELCOR LODGING TR INC COM 31430F101 1501 65100 SH
SOLE 65100 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 1372 72200 SH
SOLE 72200 0 0
FERRO CORP COM 315405100 1313 50500 SH
SOLE 50500 0 0
FIDELITY ADVISOR KOREA FD INC COM 315804104 216 36800 SH
SOLE 36800 0 0
FIDELITY NATL FINL INC COM 316326107 408 13380 SH
SOLE 13380 0 0
FIFTH THIRD BANCORP COM 316773100 15884 222729 SH
SOLE 222729 0 0
FILENES BASEMENT CORP COM 316866102 13 5600 SH
SOLE 5600 0 0
FILENET CORP COM 316869106 186 16200 SH
SOLE 16200 0 0
FINANCIAL FED CORP COM 317492106 112 4500 SH
SOLE 4500 0 0
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 16575 305527 SH
SOLE 305527 0 0
FINGERHUT COS INC COM 317867109 3857 249800 SH
SOLE 249800 0 0
<PAGE> PAGE 31
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
<C>
<C>
FINISH LINE INC CL A 317923100 105 13100 SH
SOLE 13100 0 0
FINLAY ENTERPRISES INC COM NEW 317884203 115 11400 SH
SOLE 11400 0 0
FINOVA GROUP INC COM 317928109 884 16400 SH
SOLE 16400 0 0
FIRST ALLIANCE CORP COM 317936102 9 2500 SH
SOLE 2500 0 0
FIRST AMER CORP TENN COM 318900107 57 1298 SH
SOLE 1298 0 0
FIRST AMERN FINL CORP COM 318522307 940 29250 SH
SOLE 29250 0 0
FIRST AUSTRALIA PRIME INCOME COM 318653102 1545 279436 SH
SOLE 279436 0 0
FIRST BANCORP P R COM 318672102 1913 63400 SH
SOLE 63400 0 0
FIRST BRANDS CORP COM 319356101 69234 1755536 SH
SOLE 1755536 0 0
FIRST CHARTER CORP COM 319439105 89 5200 SH
SOLE 5200 0 0
FIRST COMMERCE BANCSHARES INC CL B 319777207 95 3400 SH
SOLE 3400 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 253 10300 SH
SOLE 10300 0 0
FIRST CONSULTING GROUP INC COM 31986R103 111 5400 SH
SOLE 5400 0 0
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 270 3000 SH
SOLE 3000 0 0
FIRST DATA CORP COM 319963104 13248 418081 SH
SOLE 418081 0 0
FIRST FED CAP CORP COM 319960100 119 7300 SH
SOLE 7300 0 0
FIRST FINL BANCORP OH COM 320209109 494 17060 SH
SOLE 17060 0 0
FIRST FINL BANKSHARES COM 32020R109 66 1870 SH
SOLE 1870 0 0
FIRST FINL CORP IND COM 320218100 35 700 SH
SOLE 700 0 0
FIRST FINL HLDGS INC COM 320239106 123 6500 SH
SOLE 6500 0 0
FIRST HEALTH GROUP CORP COM 320960107 256 15400 SH
SOLE 15400 0 0
FIRST IND CORP COM 32054R108 90 4500 SH
SOLE 4500 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 703 26200 SH
SOLE 26200 0 0
FIRST LIBERTY FINL CORP COM 320691108 105 5000 SH
SOLE 5000 0 0
FIRST MERCHANTS CORP COM 320817109 122 4650 SH
SOLE 4650 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 514 13500 SH
SOLE 13500 0 0
FIRST REP BK SAN FRANCISCO COM 336158100 111 4400 SH
SOLE 4400 0 0
FIRST SEC CORP DEL COM 336294103 984 42100 SH
SOLE 42100 0 0
FIRST SIERRA FINANCIAL INC COM 335944104 64 5200 SH
SOLE 5200 0 0
FIRST SOURCE BANCORP INC COM 33646K106 0 24800 SH
SOLE 24800 0 0
FIRST TENN NATL CORP COM 337162101 1008 26500 SH
SOLE 26500 0 0
FIRST UN CORP COM 337358105 18150 298474 SH
SOLE 298474 0 0
FIRST UN REAL EST EQ&MTG INVTS SH BEN INT 337400105 2635 448600 SH
SOLE 448600 0 0
FIRST UTD BANCSHARES INC ARK COM 33741E104 178 10000 SH
SOLE 10000 0 0
FIRST VA BANKS INC COM 337477103 786 16700 SH
SOLE 16700 0 0
FIRST WASH BANCORP INC WASH COM 33748T104 136 5700 SH
SOLE 5700 0 0
FIRST WASH RLTY TR INC COM 337489504 43 1800 SH
SOLE 1800 0 0
FIRST WESTERN BANCORP INC COM 337505101 166 5200 SH
SOLE 5200 0 0
FIRSTAR CORP NEW WIS COM 33763V109 35084 376249 SH
SOLE 376249 0 0
FIRSTCITY FINL CORP COM 33761X107 37 2900 SH
SOLE 2900 0 0
<PAGE> PAGE 32
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
<C>
<C>
FIRSTENERGY CORP COM 337932107 19549 600332 SH
SOLE 600332 0 0
FIRSTFED FINL CORP COM 337907109 195 10900 SH
SOLE 10900 0 0
FIRSTMERIT CORP COM 337915102 217 8100 SH
SOLE 8100 0 0
FIRSTPLUS FINL GROUP INC COM 33763B103 162 59200 SH
SOLE 59200 0 0
FISERV INC COM 337738108 957 18600 SH
SOLE 18600 0 0
FISHER SCIENTIFIC INTL INC COM NEW 338032204 369 18500 SH
SOLE 18500 0 0
FLAGSTAR BANCORP INC COM 337930101 86 3300 SH
SOLE 3300 0 0
FLEET FINL GROUP INC NEW COM 338915101 23392 523439 SH
SOLE 523439 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 1009 29033 SH
SOLE 29033 0 0
FLEMING COS INC COM 339130106 234 22500 SH
SOLE 22500 0 0
FLORIDA EAST COAST INDS COM 340632108 193 5500 SH
SOLE 5500 0 0
FLORIDA PANTHERS HLDGS INC CL A 341064103 121 13000 SH
SOLE 13000 0 0
FLORIDA PROGRESS CORP COM 341109106 15773 352000 SH
SOLE 352000 0 0
FLORIDA ROCK INDS INC COM 341140101 239 7700 SH
SOLE 7700 0 0
FLOW INTL CORP COM 343468104 8 800 SH
SOLE 800 0 0
FLOWERS INDS INC COM 343496105 1039 43400 SH
SOLE 43400 0 0
FLOWSERVE CORP COM 34354P105 712 43000 SH
SOLE 43000 0 0
FLUOR CORP COM 343861100 18297 429881 SH
SOLE 429881 0 0
FNB CORP PA COM 302520101 229 8100 SH
SOLE 8100 0 0
FOAMEX INTL INC COM 344123104 83 6700 SH
SOLE 6700 0 0
FOCAL INC COM 343909107 24 2500 SH
SOLE 2500 0 0
FOOD LION INC CL A 344775200 47 4400 SH
SOLE 4400 0 0
FOOD LION INC CL B 344775101 117 11700 SH
SOLE 11700 0 0
FOODMAKER INC NEW COM NEW 344839204 421 19100 SH
SOLE 19100 0 0
FOOTSTAR INC COM 344912100 361 14400 SH
SOLE 14400 0 0
FORCENERGY INC COM 345206106 19 7200 SH
SOLE 7200 0 0
FORD MTR CO DEL COM 345370100 58489 996600 SH
SOLE 996600 0 0
FORE SYSTEMS INC COM 345449102 944 51600 SH
SOLE 51600 0 0
FOREMOST CORP OF AMER COM 345469100 170 8100 SH
SOLE 8100 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 150 5700 SH
SOLE 5700 0 0
FOREST LABS INC CL A 345838106 2010 37800 SH
SOLE 37800 0 0
FOREST OIL CORP COM NEW 346091606 139 16300 SH
SOLE 16300 0 0
FORRESTER RESH INC COM 346563109 170 3894 SH
SOLE 3894 0 0
FORT JAMES CORP COM 347471104 7608 190202 SH
SOLE 190202 0 0
FORTUNE BRANDS INC COM 349631101 6631 209703 SH
SOLE 209703 0 0
FOSSIL INC COM 349882100 141 4900 SH
SOLE 4900 0 0
FOSTER WHEELER CORP COM 350244109 724 54986 SH
SOLE 54986 0 0
FOUNDATION HEALTH SYS INC COM 350404109 945 79200 SH
SOLE 79200 0 0
FOUR MEDIA CO COM 350872107 5 600 SH
SOLE 600 0 0
FOX ENTMT GROUP INC CL A 35138T107 8 300 SH
SOLE 300 0 0
<PAGE> PAGE 33
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
<C>
<C>
FPIC INS GROUP INC COM 302563101 215 4500 SH
SOLE 4500 0 0
FPL GROUP INC COM 302571104 50267 815697 SH
SOLE 815602 0 95
FRANCHISE FIN CORP AMER COM 351807102 802 33400 SH
SOLE 33400 0 0
FRANCHISE MORTGAGE ACCEPTANCE COM 35181D108 38 4800 SH
SOLE 4800 0 0
FRANKLIN COVEY CO COM 353469109 199 11900 SH
SOLE 11900 0 0
FRANKLIN ELEC INC COM 353514102 176 2600 SH
SOLE 2600 0 0
FRANKLIN RES INC COM 354613101 8641 269994 SH
SOLE 269994 0 0
FREDS INC CL A 356108100 75 4999 SH
SOLE 4999 0 0
FREEDOM SECS CORP COM 35644K103 92 6100 SH
SOLE 6100 0 0
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 54 5600 SH
SOLE 5600 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1805 172825 SH
SOLE 172825 0 0
FREMONT GEN CORP COM 357288109 178 7200 SH
SOLE 7200 0 0
FRENCH FRAGRANCES INC COM 357658103 59 8200 SH
SOLE 8200 0 0
FRESH FOODS INC COM 358034106 42 8748 SH
SOLE 8748 0 0
FRIEDE GOLDMAN INTERNATIONAL COM 358430106 115 10096 SH
SOLE 10096 0 0
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 74 11300 SH
SOLE 11300 0 0
FRIEDMANS INC CL A 358438109 59 5700 SH
SOLE 5700 0 0
FRIENDLY ICE CREAM CORP NEW COM 358497105 100 16300 SH
SOLE 16300 0 0
FRITZ COS INC COM 358846103 143 13200 SH
SOLE 13200 0 0
FRONTIER CORPORATION COM 35906P105 5402 158900 SH
SOLE 158900 0 0
FRONTIER INS GROUP INC NEW COM 359081106 231 17900 SH
SOLE 17900 0 0
FRONTIER OIL CORP COM 35914P105 214 43400 SH
SOLE 43400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 9 1200 SH
SOLE 1200 0 0
FRUIT OF THE LOOM INC CL A 359416104 1768 127900 SH
SOLE 127900 0 0
FSI INTL INC COM 302633102 117 11300 SH
SOLE 11300 0 0
FUISZ TECHNOLOGIES LTD COM 359536109 108 8400 SH
SOLE 8400 0 0
FULLER H B CO COM 359694106 473 9800 SH
SOLE 9800 0 0
FUND AMERN ENTERPRISES HLDGS COM 360768105 392 2800 SH
SOLE 2800 0 0
FURNITURE BRANDS INTL INC COM 360921100 1596 58600 SH
SOLE 58600 0 0
FURON CO COM 361106107 146 8600 SH
SOLE 8600 0 0
G & K SVCS INC CL A 361268105 581 10900 SH
SOLE 10900 0 0
GABLES RESIDENTIAL TR SH BEN INT 362418105 418 18000 SH
SOLE 18000 0 0
GADZOOKS INC COM 362553109 35 4500 SH
SOLE 4500 0 0
GALEY & LORD INC COM 36352K103 54 6200 SH
SOLE 6200 0 0
GALILEO INTERNATIONAL INC COM 363547100 52 1200 SH
SOLE 1200 0 0
GALLAGHER ARTHUR J & CO COM 363576109 574 13000 SH
SOLE 13000 0 0
GALLAHER GROUP PLC SPONSORED ADR 363595109 27 1000 SH
SOLE 1000 0 0
GANNETT INC COM 364730101 16938 256050 SH
SOLE 256050 0 0
GAP INC DEL COM 364760108 28451 505816 SH
SOLE 505816 0 0
GARDEN RIDGE CORP COM 36541P104 402 44400 SH
SOLE 44400 0 0
<PAGE> PAGE 34
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
<C>
<C>
GARDNER DENVER INC COM 365558105 108 7300 SH
SOLE 7300 0 0
GARTNER GROUP INC NEW COM 366651107 23612 1111069 SH
SOLE 1111069 0 0
GATEWAY 2000 INC COM 367833100 7722 150838 SH
SOLE 150838 0 0
GATX CORP COM 361448103 2978 78634 SH
SOLE 78634 0 0
GAYLORD CONTAINER CORP CL A 368145108 152 24800 SH
SOLE 24800 0 0
GAYLORD ENTMT CO NEW COM 367905106 299 9900 SH
SOLE 9900 0 0
GBC BANCORP CALIF COM 361475106 1988 77200 SH
SOLE 77200 0 0
GC COS INC COM 36155Q109 133 3200 SH
SOLE 3200 0 0
GELTEX PHARMACEUTICALS INC COM 368538104 140 6200 SH
SOLE 6200 0 0
GEMSTAR INTL GROUP LTD ORD G3788V106 498 8700 SH
SOLE 8700 0 0
GENCOR INDS INC COM 368678108 24 2600 SH
SOLE 2600 0 0
GENCORP INC COM 368682100 593 23800 SH
SOLE 23800 0 0
GENENTECH INC COM SPL 368710307 622 7800 SH
SOLE 7800 0 0
GENERAL BINDING CORP COM 369154109 112 3000 SH
SOLE 3000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 365 17800 SH
SOLE 17800 0 0
GENERAL CHEM GROUP INC COM 369332101 137 9900 SH
SOLE 9900 0 0
GENERAL CIGAR HLDGS INC CL A 36933P100 31 3500 SH
SOLE 3500 0 0
GENERAL COMMUNICATION INC CL A 369385109 85 20900 SH
SOLE 20900 0 0
GENERAL DYNAMICS CORP COM 369550108 6603 112610 SH
SOLE 112610 0 0
GENERAL ELEC CO COM 369604103 288818 2829935 SH
SOLE 2829835 0 100
GENERAL GROWTH PPTYS INC COM 370021107 916 24200 SH
SOLE 24200 0 0
GENERAL INSTR CORP DEL COM 370120107 7986 235310 SH
SOLE 235310 0 0
GENERAL MAGIC INC COM 370253106 73 14600 SH
SOLE 14600 0 0
GENERAL MLS INC COM 370334104 11151 143422 SH
SOLE 143422 0 0
GENERAL MTRS CORP CL H NEW 370442832 111 2800 SH
SOLE 2800 0 0
GENERAL MTRS CORP COM 370442105 41853 668245 SH
SOLE 668245 0 0
GENERAL NUTRITION COS INC COM 37047F103 539 33200 SH
SOLE 33200 0 0
GENERAL RE CORP COM 370563108 0 1100 SH
SOLE 1100 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 128 15700 SH
SOLE 15700 0 0
GENESCO INC COM 371532102 123 21600 SH
SOLE 21600 0 0
GENESEE & WYO INC CL A 371559105 571 44800 SH
SOLE 44800 0 0
GENESIS DIRECT INC COM 371935107 39 5000 SH
SOLE 5000 0 0
GENESIS HEALTH VENTURES INC COM 371912106 325 37000 SH
SOLE 37000 0 0
GENESYS TELECOMMUNICATION LABS COM 371931106 96 4300 SH
SOLE 4300 0 0
GENLYTE GROUP INC COM 372302109 124 6600 SH
SOLE 6600 0 0
GENOVESE DRUG STORES INC DEL CL A 372442202 55 1900 SH
SOLE 1900 0 0
GENRAD INC COM 372447102 214 13600 SH
SOLE 13600 0 0
GENSIA SICOR INC COM 372450106 174 38300 SH
SOLE 38300 0 0
GENTEX CORP COM 371901109 780 39000 SH
SOLE 39000 0 0
GENUINE PARTS CO COM 372460105 5329 159364 SH
SOLE 159364 0 0
<PAGE> PAGE 35
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
<C>
<C>
GENZYME CORP COM GENL DIV 372917104 1066 21429 SH
SOLE 21429 0 0
GEON CO COM 37246W105 337 14600 SH
SOLE 14600 0 0
GEORGIA GULF CORP COM PAR $0.01 373200203 553 34400 SH
SOLE 34400 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 18762 320344 SH
SOLE 320344 0 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 5520 231800 SH
SOLE 231800 0 0
GEOTEL COMMUNICATIONS CORP COM 373656107 335 9000 SH
SOLE 9000 0 0
GERBER SCIENTIFIC INC COM 373730100 881 37000 SH
SOLE 37000 0 0
GERON CORP COM 374163103 8 780 SH
SOLE 780 0 0
GETCHELL GOLD CORP COM 374265106 1170 42900 SH
SOLE 42900 0 0
GETTY IMAGES INC COM 374276103 175 10200 SH
SOLE 10200 0 0
GETTY RLTY CORP NEW COM 374297109 101 6900 SH
SOLE 6900 0 0
GIANT CEMENT HLDG INC COM 374450104 109 4400 SH
SOLE 4400 0 0
GIBRALTAR STL CORP COM 37476F103 69 3000 SH
SOLE 3000 0 0
GIBSON GREETINGS INC COM 374827103 97 8100 SH
SOLE 8100 0 0
GIGA TRONICS INC COM 375175106 52 23000 SH
SOLE 23000 0 0
GILAT SATELLITE NETWORKS LTD ORD M51474100 267 4852 SH
SOLE 4852 0 0
GILEAD SCIENCES INC COM 375558103 1067 26000 SH
SOLE 26000 0 0
GILLETTE CO COM 375766102 52575 1090008 SH
SOLE 1090008 0 0
GLAMIS GOLD LTD COM 376775102 5 2400 SH
SOLE 2400 0 0
GLATFELTER P H CO COM 377316104 267 21600 SH
SOLE 21600 0 0
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 917 13200 SH
SOLE 13200 0 0
GLEASON CORP COM 377339106 80 4400 SH
SOLE 4400 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 167 37500 SH
SOLE 37500 0 0
GLENBOROUGH RLTY TR INC COM 37803P105 312 15300 SH
SOLE 15300 0 0
GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P204 7539 413100 SH
SOLE 413100 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 255 16300 SH
SOLE 16300 0 0
GLOBAL CROSSING LTD COM G3921A100 2 55 SH
SOLE 55 0 0
GLOBAL DIRECTMAIL CORP COM 379321102 227 9700 SH
SOLE 9700 0 0
GLOBAL INDL TECHNOLOGIES INC COM 379335102 126 11800 SH
SOLE 11800 0 0
GLOBAL INDS LTD COM 379336100 85 13900 SH
SOLE 13900 0 0
GLOBAL MARINE INC COM 379352404 1075 116950 SH
SOLE 116950 0 0
GLOBAL TELESYSTEMS GROUP COM 37936U104 45 800 SH
SOLE 800 0 0
GOLD BANC CORP INC COM 379907108 63 4100 SH
SOLE 4100 0 0
GOLDEN ST BANCORP INC COM 381197102 608 36587 SH
SOLE 36587 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 5030 54861 SH
SOLE 54861 0 0
GOLF TR AMER INC COM 38168B103 146 5300 SH
SOLE 5300 0 0
GOODRICH B F CO COM 382388106 2774 77327 SH
SOLE 77327 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 11344 224897 SH
SOLE 224897 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 109 10900 SH
SOLE 10900 0 0
GOTTSCHALKS INC COM 383485109 6 800 SH
SOLE 800 0 0
<PAGE> PAGE 36
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
<C>
<C>
GPU INC COM 36225X100 4918 111314 SH
SOLE 111314 0 0
GRACE W R & CO DEL NEW COM 38388F108 1368 87134 SH
SOLE 87134 0 0
GRACO INC COM 384109104 233 7900 SH
SOLE 7900 0 0
GRAINGER W W INC COM 384802104 4148 99649 SH
SOLE 99649 0 0
GRAND CASINOS INC COM 385269105 201 24900 SH
SOLE 24900 0 0
GRAND PREMIER FINL INC COM 386174106 89 7260 SH
SOLE 7260 0 0
GRANITE CONSTR INC COM 387328107 530 15800 SH
SOLE 15800 0 0
GRAY COMMUNICATIONS SYS INC COM 389190109 34 1850 SH
SOLE 1850 0 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 1780 60105 SH
SOLE 60105 0 0
GREAT LAKES CHEM CORP COM 390568103 2518 62945 SH
SOLE 62945 0 0
GREAT LAKES REIT INC COM 390752103 188 12000 SH
SOLE 12000 0 0
GREAT PLAINS SOFTWARE COM 39119E105 188 3900 SH
SOLE 3900 0 0
GREATER BAY BANCORP COM 391648102 149 4400 SH
SOLE 4400 0 0
GREEN MOUNTAIN PWR CORP COM 393154109 4 400 SH
SOLE 400 0 0
GREENBRIER COS INC COM 393657101 38 2700 SH
SOLE 2700 0 0
GREENPOINT FINL CORP COM 395384100 745 21200 SH
SOLE 21200 0 0
GREIF BROS CORP CL A 397624107 190 6500 SH
SOLE 6500 0 0
GREY ADVERTISING INC COM 397838103 146 400 SH
SOLE 400 0 0
GREY WOLF INC COM 397888108 53 70200 SH
SOLE 70200 0 0
GREYHOUND LINES INC COM 398048108 473 79800 SH
SOLE 79800 0 0
GRIFFON CORP COM 398433102 175 16500 SH
SOLE 16500 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 148 5700 SH
SOLE 5700 0 0
GROUP MAINTENANCE AMERICA CORP COM 39943E107 146 12100 SH
SOLE 12100 0 0
GRUBB & ELLIS CO COM PAR $0.01 400095204 74 9100 SH
SOLE 9100 0 0
GST TELECOMMUNICATIONS INC COM 361942105 82 12426 SH
SOLE 12426 0 0
GT INTERACTIVE SOFTWARE CORP COM 36236E109 65 12800 SH
SOLE 12800 0 0
GTE CORP COM 362320103 72933 1083046 SH
SOLE 1083046 0 0
GTECH HLDGS CORP COM 400518106 52373 2043794 SH
SOLE 2043794 0 0
GUARANTEE LIFE COS INC COM 400740106 79 4300 SH
SOLE 4300 0 0
GUCCI GROUP N V COM NY REG 401566104 29 600 SH
SOLE 600 0 0
GUESS INC COM 401617105 17 3500 SH
SOLE 3500 0 0
GUIDANT CORP COM 401698105 17793 161441 SH
SOLE 161441 0 0
GUILFORD MLS INC COM 401794102 179 10700 SH
SOLE 10700 0 0
GUILFORD PHARMACEUTICALS INC COM 401829106 108 7600 SH
SOLE 7600 0 0
GUITAR CTR MGMT INC COM 402040109 718 29154 SH
SOLE 29154 0 0
GULF CDA RES LTD ORD 40218L305 1152 392104 SH
SOLE 392104 0 0
GULF ISLAND FABRICATION INC COM 402307102 32 4200 SH
SOLE 4200 0 0
GULFMARK OFFSHORE INC COM 402629109 47 3000 SH
SOLE 3000 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 4292 80600 SH
SOLE 80600 0 0
GYMBOREE CORP COM 403777105 82 12900 SH
SOLE 12900 0 0
<PAGE> PAGE 37
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
<C>
<C>
H T E INC COM 403926108 25 4800 SH
SOLE 4800 0 0
HA-LO INDS INC COM 404429102 486 12900 SH
SOLE 12900 0 0
HADCO CORP COM 404681108 249 7100 SH
SOLE 7100 0 0
HAEMONETICS CORP COM 405024100 259 11400 SH
SOLE 11400 0 0
HAGGAR CORP COM 405173105 5 400 SH
SOLE 400 0 0
HAGLER BAILLY INC COM 405183104 94 4700 SH
SOLE 4700 0 0
HAIN FOOD GROUP INC COM 405219106 163 6500 SH
SOLE 6500 0 0
HALLIBURTON CO COM 406216101 11861 400345 SH
SOLE 400345 0 0
HALTER MARINE GROUP INC COM 40642Y105 75 15400 SH
SOLE 15400 0 0
HAMBRECHT & QUIST GROUP INC COM 406545103 222 9800 SH
SOLE 9800 0 0
HAMILTON BANCORP INC FLA COM 407013101 107 4000 SH
SOLE 4000 0 0
HANCOCK FABRICS INC COM 409900107 90 10800 SH
SOLE 10800 0 0
HANCOCK HLDG CO COM 410120109 168 3700 SH
SOLE 3700 0 0
HANDLEMAN CO DEL COM 410252100 215 15300 SH
SOLE 15300 0 0
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 191 8500 SH
SOLE 8500 0 0
HANNA M A CO COM 410522106 674 54600 SH
SOLE 54600 0 0
HANNAFORD BROS CO COM 410550107 1055 19900 SH
SOLE 19900 0 0
HANOVER COMPRESSOR CO COM 410768105 352 13700 SH
SOLE 13700 0 0
HANOVER DIRECT INC COM 410783104 172 49900 SH
SOLE 49900 0 0
HAPPY KIDS INC COM 411391105 11 900 SH
SOLE 900 0 0
HARBINGER CORP COM 41145C103 151 18900 SH
SOLE 18900 0 0
HARBOR FLA BANCSHARES INC COM 411901101 82 7300 SH
SOLE 7300 0 0
HARCOURT GEN INC COM 41163G101 3465 65153 SH
SOLE 65153 0 0
HARDINGE INC COM 412324303 83 4500 SH
SOLE 4500 0 0
HARKEN ENERGY CORP COM 412552101 213 109900 SH
SOLE 109900 0 0
HARLAND JOHN H CO COM 412693103 265 16700 SH
SOLE 16700 0 0
HARLEY DAVIDSON INC COM 412822108 1417 29900 SH
SOLE 29900 0 0
HARLEYSVILLE GROUP INC COM 412824104 180 7000 SH
SOLE 7000 0 0
HARLEYSVILLE NATL CORP PA COM 412850109 109 2800 SH
SOLE 2800 0 0
HARMAN INTL INDS INC COM 413086109 588 15422 SH
SOLE 15422 0 0
HARMON INDS INC NEW COM 413136102 104 4500 SH
SOLE 4500 0 0
HARNISCHFEGER INDS INC COM 413345109 552 54232 SH
SOLE 54232 0 0
HARRAHS ENTMT INC COM 413619107 1492 95118 SH
SOLE 95118 0 0
HARRIS CORP DEL COM 413875105 4132 112845 SH
SOLE 112845 0 0
HARRIS FINL INC COM 414541102 52 3800 SH
SOLE 3800 0 0
HARSCO CORP COM 415864107 828 27200 SH
SOLE 27200 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 11822 215429 SH
SOLE 215429 0 0
HARTFORD LIFE INC CL A 416592103 192 3300 SH
SOLE 3300 0 0
HARTMARX CORP COM 417119104 82 14600 SH
SOLE 14600 0 0
HARVEYS CASINO RESORTS COM 417826104 113 4100 SH
SOLE 4100 0 0
<PAGE> PAGE 38
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
<C>
<C>
HASBRO INC COM 418056107 4217 116742 SH
SOLE 116742 0 0
HAUSER INC COM NEW 419141304 4 800 SH
SOLE 800 0 0
HAVEN BANCORP INC COM 419352109 66 4400 SH
SOLE 4400 0 0
HAVERTY FURNITURE INC COM 419596101 82 3900 SH
SOLE 3900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 905 22500 SH
SOLE 22500 0 0
HAYES LEMMERZ INTL INC COM 420781106 263 8700 SH
SOLE 8700 0 0
HBO & CO COM 404100109 57343 1998840 SH
SOLE 1998840 0 0
HCC INS HLDGS INC COM 404132102 1037 58800 SH
SOLE 58800 0 0
HCR MANOR CARE INC COM 404134108 4771 162400 SH
SOLE 162400 0 0
HEADLANDS MORTGAGE CO COM 421980103 1558 74400 SH
SOLE 74400 0 0
HEALTH CARE PPTY INVS INC COM 421915109 458 14900 SH
SOLE 14900 0 0
HEALTH CARE REIT INC COM 42217K106 331 12800 SH
SOLE 12800 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 14987 693003 SH
SOLE 693003 0 0
HEALTH MGMT SYS INC COM 42219M100 32 4100 SH
SOLE 4100 0 0
HEALTHCARE FINANCIAL PARTNERS COM 42219W108 811 20315 SH
SOLE 20315 0 0
HEALTHCARE RLTY TR COM 421946104 878 39370 SH
SOLE 39370 0 0
HEALTHPLAN SVCS CORP COM 421959107 137 11900 SH
SOLE 11900 0 0
HEALTHSOUTH CORP COM 421924101 10163 658316 SH
SOLE 658316 0 0
HEARTLAND EXPRESS INC COM 422347104 175 10000 SH
SOLE 10000 0 0
HECLA MNG CO COM 422704106 130 35900 SH
SOLE 35900 0 0
HEFTEL BROADCASTING CORP CL A 422799106 313 6353 SH
SOLE 6353 0 0
HEICO CORP NEW COM 422806109 89 2800 SH
SOLE 2800 0 0
HEILIG MEYERS CO COM 422893107 264 39500 SH
SOLE 39500 0 0
HEINZ H J CO COM 423074103 32665 576863 SH
SOLE 576863 0 0
HELIX TECHNOLOGY CORP COM 423319102 135 10300 SH
SOLE 10300 0 0
HELLER FINANCIAL INC CL A 423328103 24 800 SH
SOLE 800 0 0
HELMERICH & PAYNE INC COM 423452101 1311 67713 SH
SOLE 67713 0 0
HENRY JACK & ASSOC INC COM 426281101 358 7200 SH
SOLE 7200 0 0
HERBALIFE INTL INC CL A 426908208 84 5900 SH
SOLE 5900 0 0
HERCULES INC COM 427056106 3517 128425 SH
SOLE 128425 0 0
HERSHEY FOODS CORP COM 427866108 11336 182258 SH
SOLE 182258 0 0
HERTZ CORP CL A 428040109 114 2500 SH
SOLE 2500 0 0
HESKA CORP COM 42805E108 104 23500 SH
SOLE 23500 0 0
HEWLETT PACKARD CO COM 428236103 106696 1561860 SH
SOLE 1561860 0 0
HEXCEL CORP NEW COM 428291108 265 31538 SH
SOLE 31538 0 0
HIBBETT SPORTING GOODS INC COM 428565105 1203 49619 SH
SOLE 49619 0 0
HIBERNIA CORP CL A 428656102 1951 112300 SH
SOLE 112300 0 0
HIGH INCOME ADVANTAGE TR SH BEN INT 429674104 29 5700 SH
SOLE 5700 0 0
HIGHLANDS INS GROUP INC COM 431032101 91 7000 SH
SOLE 7000 0 0
HIGHWOODS PPTYS INC COM 431284108 722 28000 SH
SOLE 28000 0 0
<PAGE> PAGE 39
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
<C>
<C>
HILB ROGAL & HAMILTON CO COM 431294107 130 6500 SH
SOLE 6500 0 0
HILLENBRAND INDS INC COM 431573104 694 12200 SH
SOLE 12200 0 0
HILTON HOTELS CORP COM 432848109 6318 330400 SH
SOLE 330400 0 0
HMT TECHNOLOGY CORP COM 403917107 346 27000 SH
SOLE 27000 0 0
HNC SOFTWARE INC COM 40425P107 6220 153835 SH
SOLE 153835 0 0
HOLLINGER INTL INC CL A 435569108 9295 666880 SH
SOLE 666880 0 0
HOLLY CORP COM PAR $0.01 435758305 48 2800 SH
SOLE 2800 0 0
HOLLYWOOD ENTMT CORP COM 436141105 436 16000 SH
SOLE 16000 0 0
HOLLYWOOD PK INC NEW COM 436255103 89 10800 SH
SOLE 10800 0 0
HOLOGIC INC COM 436440101 86 7100 SH
SOLE 7100 0 0
HOLOPHANE CORP COM 43645B106 165 6400 SH
SOLE 6400 0 0
HOME DEPOT INC COM 437076102 84898 1387483 SH
SOLE 1387483 0 0
HOME PPTYS N Y INC COM 437306103 342 13300 SH
SOLE 13300 0 0
HOMEBASE INC COM 43738E108 117 18300 SH
SOLE 18300 0 0
HOMESTAKE MNG CO COM 437614100 2010 218759 SH
SOLE 218759 0 0
HOMESTEAD VLG PPTYS INC COM 437851108 38 8400 SH
SOLE 8400 0 0
HON INDS INC COM 438092108 342 14300 SH
SOLE 14300 0 0
HONEYWELL INC COM 438506107 9589 127330 SH
SOLE 127330 0 0
HOOPER HOLMES INC COM 439104100 191 6600 SH
SOLE 6600 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 467 16400 SH
SOLE 16400 0 0
HORIZON BANCORP INC COM 440406106 119 3500 SH
SOLE 3500 0 0
HORIZON GROUP PPTYS INC COM 44041U102 0 23 SH
SOLE 23 0 0
HORIZON OFFSHORE INC COM 44043J105 51 9200 SH
SOLE 9200 0 0
HORMEL FOODS CORP COM 440452100 1081 32985 SH
SOLE 32985 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 941 39000 SH
SOLE 39000 0 0
HOST MARRIOTT SVCS CORP COM 440914109 139 13400 SH
SOLE 13400 0 0
HOUGHTON MIFFLIN CO COM 441560109 813 17200 SH
SOLE 17200 0 0
HOUSEHOLD INTL INC COM 441815107 25502 643586 SH
SOLE 643586 0 0
HOUSTON EXPL CO COM 442120101 100 5000 SH
SOLE 5000 0 0
HOUSTON INDS INC COM 442161105 8174 254457 SH
SOLE 254457 0 0
HRPT PPTYS TR COM SH BEN INT 40426W101 366 26000 SH
SOLE 26000 0 0
HS RES INC COM 404297103 69 9100 SH
SOLE 9100 0 0
HSB GROUP INC COM 40428N109 825 20100 SH
SOLE 20100 0 0
HUBBELL INC CL B 443510201 1671 43974 SH
SOLE 43974 0 0
HUBCO INC COM 404382103 572 19000 SH
SOLE 19000 0 0
HUDSON RIV BANCORP INC COM 444128102 136 12000 SH
SOLE 12000 0 0
HUFFY CORP COM 444356109 13 800 SH
SOLE 800 0 0
HUGHES SUPPLY INC COM 444482103 381 13000 SH
SOLE 13000 0 0
HUMAN GENOME SCIENCES INC COM 444903108 648 18216 SH
SOLE 18216 0 0
HUMANA INC COM 444859102 2635 147911 SH
SOLE 147911 0 0
<PAGE> PAGE 40
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
<C>
<C>
HUNT CORP COM 445591100 93 8700 SH
SOLE 8700 0 0
HUNT J B TRANS SVCS INC COM 445658107 392 17000 SH
SOLE 17000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 6104 203074 SH
SOLE 203074 0 0
HUSSMANN INTL INC COM 448110106 476 24600 SH
SOLE 24600 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 378 10600 SH
SOLE 10600 0 0
HVIDE MARINE INC CLA 448515106 49 9700 SH
SOLE 9700 0 0
HYPERCOM CORP COM 44913M105 48 4800 SH
SOLE 4800 0 0
HYPERION 1999 TERM TR INC COM 448913103 1819 253000 SH
SOLE 253000 0 0
HYPERION 2002 TERM TR INC COM 448915108 1795 212700 SH
SOLE 212700 0 0
HYPERION SOLUTIONS CORP COM 44914M104 627 34808 SH
SOLE 34808 0 0
IBP INC COM 449223106 1235 42400 SH
SOLE 42400 0 0
ICG COMMUNICATIONS INC COM 449246107 828 38500 SH
SOLE 38500 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 627 27701 SH
SOLE 27701 0 0
ICON CMT CORP COM 450918107 51 3200 SH
SOLE 3200 0 0
ICOS CORP COM 449295104 503 16900 SH
SOLE 16900 0 0
IDACORP INC COM 451107106 915 25300 SH
SOLE 25300 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 400 8500 SH
SOLE 8500 0 0
IDEX CORP COM 45167R104 582 23750 SH
SOLE 23750 0 0
IDEXX LABS INC COM 45168D104 539 20003 SH
SOLE 20003 0 0
IDT CORP COM 448947101 169 11000 SH
SOLE 11000 0 0
IDX SYS CORP COM 449491109 468 10625 SH
SOLE 10625 0 0
IGEN INC COM 449536101 156 5100 SH
SOLE 5100 0 0
IHOP CORP COM 449623107 196 4900 SH
SOLE 4900 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 1937 226156 SH
SOLE 226156 0 0
ILLINOIS TOOL WKS INC COM 452308109 12707 219100 SH
SOLE 219100 0 0
ILLINOVA CORP COM 452317100 3737 149429 SH
SOLE 149429 0 0
IMATION CORP COM 45245A107 463 26400 SH
SOLE 26400 0 0
IMAX CORP COM 45245E109 155 4900 SH
SOLE 4900 0 0
IMC GLOBAL INC COM 449669100 1181 55338 SH
SOLE 55338 0 0
IMC GLOBAL INC WT EXP 122200 449669118 49 70500 SH
SOLE 70500 0 0
IMC MTG CO COM 449923101 6 19200 SH
SOLE 19200 0 0
IMCLONE SYS INC COM 45245W109 241 26600 SH
SOLE 26600 0 0
IMCO RECYCLING INC COM 449681105 128 8300 SH
SOLE 8300 0 0
IMMUNE RESPONSE CORP DEL COM 45252T106 139 12800 SH
SOLE 12800 0 0
IMMUNEX CORP NEW COM 452528102 428 3400 SH
SOLE 3400 0 0
IMPAC MTG HLDGS INC COM 45254P102 52 11300 SH
SOLE 11300 0 0
IMPATH INC COM 45255G101 159 6000 SH
SOLE 6000 0 0
IMPERIAL BANCORP COM 452556103 311 18700 SH
SOLE 18700 0 0
IMPERIAL CR INDS INC COM 452729106 2208 263583 SH
SOLE 263583 0 0
IMPERIAL CREDIT COMM MRTG INVS COM 45272T102 160 17000 SH
SOLE 17000 0 0
<PAGE> PAGE 41
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
<C>
<C>
IMPERIAL HOLLY CORP COM 452835101 57 7000 SH
SOLE 7000 0 0
IMRGLOBAL CORPORATION COM 45321W106 244 8300 SH
SOLE 8300 0 0
IMS HEALTH INC COM 449934108 17797 235921 SH
SOLE 235921 0 0
INACOM CORP COM 45323G109 1656 111299 SH
SOLE 111299 0 0
INCO LTD COM 453258402 1519 143821 SH
SOLE 143821 0 0
INCOME OPPORTUNITIES FD 1999 COM 45333P107 450 46400 SH
SOLE 46400 0 0
INCYTE PHARMACEUTICALS INC COM 45337C102 478 12800 SH
SOLE 12800 0 0
INDEPENDENCE CMNTY BK CORP COM 453414104 586 36800 SH
SOLE 36800 0 0
INDEPENDENT BANK CORP MASS COM 453836108 103 5900 SH
SOLE 5900 0 0
INDIA FD INC COM 454089103 32 5100 SH
SOLE 5100 0 0
INDIANA ENERGY INC COM 454707100 468 19000 SH
SOLE 19000 0 0
INDUS INTL INC COM 45578L100 104 14800 SH
SOLE 14800 0 0
INDUSTRI-MATEMATIK INTL CORP COM 455792101 66 13000 SH
SOLE 13000 0 0
INDYMAC MTG HLDGS INC COM 456607100 56 5300 SH
SOLE 5300 0 0
INFORMATION RES INC COM 456905108 194 19100 SH
SOLE 19100 0 0
INFORMIX CORP COM 456779107 1084 109800 SH
SOLE 109800 0 0
INFOSEEK CORP COM 45678M107 585 11849 SH
SOLE 11849 0 0
INFOUSA INC NEW CL B 456818103 68 13000 SH
SOLE 13000 0 0
INGERSOLL RAND CO COM 456866102 8223 175169 SH
SOLE 175169 0 0
INGLES MKTS INC CL A 457030104 47 4300 SH
SOLE 4300 0 0
INGRAM MICRO INC CL A 457153104 2605 74700 SH
SOLE 74700 0 0
INHALE THERAPEUTIC SYS INC COM 457191104 317 9600 SH
SOLE 9600 0 0
INLAND STL INDS INC COM 457472108 361 21400 SH
SOLE 21400 0 0
INNKEEPERS USA TR COM 4576J0104 261 22100 SH
SOLE 22100 0 0
INNOVEX INC COM 457647105 110 8000 SH
SOLE 8000 0 0
INPRISE CORP COM 45766C102 271 49200 SH
SOLE 49200 0 0
INPUT/OUTPUT INC COM 457652105 192 26400 SH
SOLE 26400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 427 8400 SH
SOLE 8400 0 0
INSIGNIA FINL GROUP INC NEW COM 45767A105 3173 261653 SH
SOLE 261653 0 0
INSITUFORM TECHNOLOGIES INC CL A 457667103 168 11600 SH
SOLE 11600 0 0
INSO CORP COM 457674109 23 900 SH
SOLE 900 0 0
INSPIRE INS SOLUTIONS INC COM 457732105 137 7439 SH
SOLE 7439 0 0
INSTEEL INDUSTRIES INC COM 45774W108 2 400 SH
SOLE 400 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 10 800 SH
SOLE 800 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K109 42 2400 SH
SOLE 2400 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 349 57000 SH
SOLE 57000 0 0
INTEGRATED ELECTRICAL SVC COM 45811E103 185 8300 SH
SOLE 8300 0 0
INTEGRATED HEALTH SVCS INC COM 45812C106 949 67200 SH
SOLE 67200 0 0
INTEGRATED PROCESS EQUIP CORP COM 45812K108 93 8700 SH
SOLE 8700 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 103 32800 SH
SOLE 32800 0 0
<PAGE> PAGE 42
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
<C>
<C>
INTEGRATED SYS INC COM 45812M104 135 9000 SH
SOLE 9000 0 0
INTEL CORP COM 458140100 115352 972924 SH
SOLE 972849 0 75
INTELECT COMMUNICATIONS INC COM 458144102 114 75900 SH
SOLE 75900 0 0
INTELLIGROUP INC COM 45816A106 48 2700 SH
SOLE 2700 0 0
INTER TEL INC COM 458372109 271 11600 SH
SOLE 11600 0 0
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 110 24100 SH
SOLE 24100 0 0
INTERFACE INC CL A 458665106 267 28700 SH
SOLE 28700 0 0
INTERGRAPH CORP COM 458683109 121 21000 SH
SOLE 21000 0 0
INTERIM SVCS INC COM 45868P100 573 24500 SH
SOLE 24500 0 0
INTERMAGNETICS GEN CORP COM 458771102 5 800 SH
SOLE 800 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 135 7814 SH
SOLE 7814 0 0
INTERMET CORP COM 45881K104 237 18100 SH
SOLE 18100 0 0
INTERNATIONAL BANCSHARES CORP COM 459044103 66 1300 SH
SOLE 1300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 155582 842307 SH
SOLE 842232 0 75
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 4577 103600 SH
SOLE 103600 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 398 16400 SH
SOLE 16400 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 1196 46297 SH
SOLE 46297 0 0
INTERNATIONAL NETWORK SVCS COM 460053101 638 9600 SH
SOLE 9600 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 272 27900 SH
SOLE 27900 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 861 21229 SH
SOLE 21229 0 0
INTERNATIONAL TECHNOLOGY CORP COM NEW 460465404 0 106120 SH
SOLE 106120 0 0
INTERNATIONAL TELECOMMUN DATA COM 46047F104 93 6300 SH
SOLE 6300 0 0
INTERPOOL INC COM 46062R108 107 6400 SH
SOLE 6400 0 0
INTERPUBLIC GROUP COS INC COM 460690100 10323 129429 SH
SOLE 129429 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 841 31800 SH
SOLE 31800 0 0
INTERSTATE ENERGY CORP WISE COM 460845100 671 20800 SH
SOLE 20800 0 0
INTERVOICE INC COM 461142101 28 800 SH
SOLE 800 0 0
INTERWEST BANCORP INC COM 460931108 217 9800 SH
SOLE 9800 0 0
INTIMATE BRANDS INC CL A 461156101 13 450 SH
SOLE 450 0 0
INTL PAPER CO COM 460146103 19849 442933 SH
SOLE 442933 0 0
INTUIT COM 461202103 1256 17310 SH
SOLE 17310 0 0
INVACARE CORP COM 461203101 318 13200 SH
SOLE 13200 0 0
INVESTMENT TECHNOLOGY GROUP COM 461450108 56 900 SH
SOLE 900 0 0
INVESTORS FINL SERVICES CORP COM 461915100 190 3200 SH
SOLE 3200 0 0
IOMEGA CORP COM 462030107 551 75400 SH
SOLE 75400 0 0
IONICS INC COM 462218108 249 8300 SH
SOLE 8300 0 0
IPALCO ENTERPRISES INC COM 462613100 438 7900 SH
SOLE 7900 0 0
IPC HLDGS LTD ORD G4933P101 9 400 SH
SOLE 400 0 0
IRI INTL CORP COM 45004F107 431 107700 SH
SOLE 107700 0 0
IRON MTN INC DEL COM 46284P104 656 18203 SH
SOLE 18203 0 0
<PAGE> PAGE 43
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
<C>
<C>
IRT PPTY CO COM 450058102 261 26100 SH
SOLE 26100 0 0
IRVINE APT CMNTYS INC COM 463606103 421 13200 SH
SOLE 13200 0 0
IRWIN FINL CORP COM 464119106 147 5400 SH
SOLE 5400 0 0
ISIS PHARMACEUTICALS INC COM 464330109 184 14200 SH
SOLE 14200 0 0
ISS GROUP INC COM 450306105 138 2500 SH
SOLE 2500 0 0
ITC DELTACOM INC COM 45031T104 543 35600 SH
SOLE 35600 0 0
ITEQ INC COM 450430103 53 24790 SH
SOLE 24790 0 0
ITI TECHNOLOGIES INC COM 450564109 124 4000 SH
SOLE 4000 0 0
ITRON INC COM 465741106 47 6500 SH
SOLE 6500 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 269 7900 SH
SOLE 7900 0 0
ITT INDS INC IND COM 450911102 3589 90301 SH
SOLE 90301 0 0
IVAX CORP COM 465823102 861 69200 SH
SOLE 69200 0 0
IVEX PACKAGING CORP DEL COM 465855104 286 12300 SH
SOLE 12300 0 0
IXC COMMUNICATIONS INC COM 450713102 514 15300 SH
SOLE 15300 0 0
J & J SNACK FOODS CORP COM 466032109 9 400 SH
SOLE 400 0 0
J D EDWARDS & CO COM 281667105 71 2500 SH
SOLE 2500 0 0
J&L SPECIALTY STL INC COM 466046109 0 6400 SH
SOLE 6400 0 0
JABIL CIRCUIT INC COM 466313103 753 10100 SH
SOLE 10100 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 656 16100 SH
SOLE 16100 0 0
JACOR COMMUNUNICATIONS INC CL A 469858401 135 2100 SH
SOLE 2100 0 0
JACOR COMMUNUNICATIONS INC WT EXP 091801 469858138 1680 210000 SH
SOLE 210000 0 0
JAMESON INNS INC COM 470457102 19 2100 SH
SOLE 2100 0 0
JAN BELL MARKETING INC COM 470760109 10 1600 SH
SOLE 1600 0 0
JARDINE FLEMING CHINA REGION COM 471110106 149 27000 SH
SOLE 27000 0 0
JARDINE FLEMING INDIA FD INC COM 471112102 64 12400 SH
SOLE 12400 0 0
JDA SOFTWARE GROUP INC COM 46612K108 158 16300 SH
SOLE 16300 0 0
JDN RLTY CORP COM 465917102 499 23150 SH
SOLE 23150 0 0
JEFFBANKS INC COM 472317106 81 4100 SH
SOLE 4100 0 0
JEFFERIES GROUP INC COM 472318104 373 7500 SH
SOLE 7500 0 0
JEFFERSON PILOT CORP COM 475070108 6766 90201 SH
SOLE 90201 0 0
JEFFERSON SVGS BANCORP INC COM 474900107 54 4100 SH
SOLE 4100 0 0
JEVIC TRANSN INC COM 47719P107 17 2100 SH
SOLE 2100 0 0
JLG INDS INC COM 466210101 399 25500 SH
SOLE 25500 0 0
JLK DIRECT DISTRIBUTION INC CL A 46621C105 25 2500 SH
SOLE 2500 0 0
JO-ANN STORES INC CL A 47758P109 138 8600 SH
SOLE 8600 0 0
JOHN NUVEEN CO CL A 478035108 111 3000 SH
SOLE 3000 0 0
JOHNSON & JOHNSON COM 478160104 106192 1266071 SH
SOLE 1265991 0 80
JOHNSON CTLS INC COM 478366107 4491 76096 SH
SOLE 76096 0 0
JOHNSTON INDS DEL COM 479368102 3 800 SH
SOLE 800 0 0
JOHNSTOWN AMER INDS INC COM 479477101 43 3300 SH
SOLE 3300 0 0
<PAGE> PAGE 44
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
<C>
<C>
JONES APPAREL GROUP INC COM 480074103 1381 62600 SH
SOLE 62600 0 0
JONES INTERCABLE INC CL A 480206200 956 26839 SH
SOLE 26839 0 0
JONES PHARMA INC COM 480236108 467 12800 SH
SOLE 12800 0 0
JOSTENS INC COM 481088102 1262 48228 SH
SOLE 48228 0 0
JOURNAL REGISTER CO COM 481138105 80 5300 SH
SOLE 5300 0 0
JP REALTY INC COM 46624A106 199 10100 SH
SOLE 10100 0 0
JPS PACKAGING CO COM 46623H102 31 8200 SH
SOLE 8200 0 0
JSB FINANCIAL INC COM 46624M100 234 4300 SH
SOLE 4300 0 0
JUNO LTG INC COM 482047107 224 9600 SH
SOLE 9600 0 0
JUST FOR FEET INC COM 48213P106 252 14500 SH
SOLE 14500 0 0
JUSTIN INDS INC COM 482171105 127 9700 SH
SOLE 9700 0 0
K MART CORP COM 482584109 6264 409003 SH
SOLE 409003 0 0
K TRON INTL INC COM 482730108 173 9500 SH
SOLE 9500 0 0
K V PHARMACEUTICAL CO CL A 482740206 128 6190 SH
SOLE 6190 0 0
K V PHARMACEUTICAL CO CL B CONV 482740107 137 6572 SH
SOLE 6572 0 0
K&G MENS CTR INC COM 482245107 29 3300 SH
SOLE 3300 0 0
K2 INC COM 482732104 66 6400 SH
SOLE 6400 0 0
KAISER ALUMINUM CORP COM 483007100 68 13800 SH
SOLE 13800 0 0
KAMAN CORP CL A 483548103 243 15100 SH
SOLE 15100 0 0
KANSAS CITY LIFE INS CO COM 484836101 196 2400 SH
SOLE 2400 0 0
KANSAS CITY PWR & LT CO COM 485134100 507 17100 SH
SOLE 17100 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 1063 21600 SH
SOLE 21600 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 1504 52293 SH
SOLE 52293 0 0
KAYDON CORP COM 486587108 821 20500 SH
SOLE 20500 0 0
KCS ENERGY INC COM 482434206 42 13500 SH
SOLE 13500 0 0
KEANE INC COM 486665102 555 13900 SH
SOLE 13900 0 0
KEEBLER FOODS CO COM 487256109 8 200 SH
SOLE 200 0 0
KELLEY OIL & GAS CORP COM 487906109 35 60000 SH
SOLE 60000 0 0
KELLOGG CO COM 487836108 14407 422150 SH
SOLE 422150 0 0
KELLSTROM INDS INC COM 488035106 190 6600 SH
SOLE 6600 0 0
KELLWOOD CO COM 488044108 291 11600 SH
SOLE 11600 0 0
KELLY SVCS INC CL A 488152208 245 7700 SH
SOLE 7700 0 0
KEMET CORP COM 488360108 234 20800 SH
SOLE 20800 0 0
KENDLE INTERNATIONAL INC COM 48880L107 87 3700 SH
SOLE 3700 0 0
KENNAMETAL INC COM 489170100 115 5400 SH
SOLE 5400 0 0
KENSEY NASH CORP COM 490057106 675 83700 SH
SOLE 83700 0 0
KENT ELECTRS CORP COM 490553104 186 14600 SH
SOLE 14600 0 0
KERR MCGEE CORP COM 492386107 1700 44437 SH
SOLE 44437 0 0
KEY ENERGY SVCS INC COM 492914106 43 9400 SH
SOLE 9400 0 0
KEY PRODTN INC COM 493138101 14 2700 SH
SOLE 2700 0 0
<PAGE> PAGE 45
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
<C>
<C>
KEY TECHNOLOGY INC COM 493143101 65 9400 SH
SOLE 9400 0 0
KEYCORP NEW COM 493267108 12954 404821 SH
SOLE 404821 0 0
KEYSPAN ENERGY COM 49337K106 1134 36600 SH
SOLE 36600 0 0
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 746 35648 SH
SOLE 35648 0 0
KEYSTONE FINANCIAL INC COM 493482103 414 11200 SH
SOLE 11200 0 0
KILROY RLTY CORP COM 49427F108 439 19100 SH
SOLE 19100 0 0
KIMBALL INTL INC CL B 494274103 327 17200 SH
SOLE 17200 0 0
KIMBERLY CLARK CORP COM 494368103 37658 690974 SH
SOLE 690974 0 0
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 40 1100 SH
SOLE 1100 0 0
KING WORLD PRODTNS INC COM 495667107 2348 79718 SH
SOLE 79718 0 0
KIRBY CORP COM 497266106 220 11000 SH
SOLE 11000 0 0
KITTY HAWK INC COM 498326107 87 7900 SH
SOLE 7900 0 0
KLA-TENCORP CORP COM 482480100 3565 82227 SH
SOLE 82227 0 0
KLM ROYAL DUTCH AIRLS COM N Y REG 482516101 72 2400 SH
SOLE 2400 0 0
KN ENERGY INC COM 482620101 5882 161700 SH
SOLE 161700 0 0
KNIGHT RIDDER INC COM 499040103 4449 87016 SH
SOLE 87016 0 0
KNIGHT TRANSN INC COM 499064103 75 2800 SH
SOLE 2800 0 0
KNOLL INC COM 498904101 291 9800 SH
SOLE 9800 0 0
KOGER EQUITY INC COM 500228101 303 17600 SH
SOLE 17600 0 0
KOHLS CORP COM 500255104 8367 136181 SH
SOLE 136181 0 0
KOMAG INC COM 500453105 299 28900 SH
SOLE 28900 0 0
KONOVER PPTY TR INC COM 50047R100 21 3000 SH
SOLE 3000 0 0
KOPIN CORP COM 500600101 103 4900 SH
SOLE 4900 0 0
KOREA FD COM 500634100 232 25100 SH
SOLE 25100 0 0
KOS PHARMACEUTICALS INC COM 500648100 63 10800 SH
SOLE 10800 0 0
KRANZCO RLTY TR COM SH BEN INT 50076E103 33 2200 SH
SOLE 2200 0 0
KROGER CO COM 501044101 14535 240226 SH
SOLE 240226 0 0
KROLL O GARA CO COM 501050108 202 5100 SH
SOLE 5100 0 0
KRONOS INC COM 501052104 191 4300 SH
SOLE 4300 0 0
KTI INC COM NEW 482689205 35 1600 SH
SOLE 1600 0 0
KUHLMAN CORP COM 501206106 355 9400 SH
SOLE 9400 0 0
KULICKE & SOFFA INDS INC COM 501242101 216 12100 SH
SOLE 12100 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 121 2600 SH
SOLE 2600 0 0
LA Z BOY INC COM 505336107 538 30200 SH
SOLE 30200 0 0
LABONE INC COM 50540E101 14 1100 SH
SOLE 1100 0 0
LABOR READY INC COM NEW 505401208 219 11100 SH
SOLE 11100 0 0
LABORATORY CORP AMER HLDGS COM 50540R102 27 19900 SH
SOLE 19900 0 0
LABORATORY CORP AMER HLDGS PFD CV EXCH% A 50540R201 4234 100800 SH
SOLE 100800 0 0
LABORATORY CORP AMER HLDGS WT EXP 042800 50540R110 0 158296 SH
SOLE 158296 0 0
LACLEDE GAS CO COM 505588103 227 8500 SH
SOLE 8500 0 0
<PAGE> PAGE 46
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
<C>
<C>
LADISH INC COM NEW 505754200 98 11700 SH
SOLE 11700 0 0
LAFARGE CORP COM 505862102 73 1800 SH
SOLE 1800 0 0
LAIDLAW INC COM 50730K503 2915 289660 SH
SOLE 289660 0 0
LAM RESH CORP COM 512807108 330 18515 SH
SOLE 18515 0 0
LAMALIE ASSOCS INC COM 512814104 18 3000 SH
SOLE 3000 0 0
LAMAR ADVERTISING CO CL A 512815101 223 5987 SH
SOLE 5987 0 0
LANCASTER COLONY CORP COM 513847103 336 10500 SH
SOLE 10500 0 0
LANCE INC COM 514606102 338 16900 SH
SOLE 16900 0 0
LANDAMERICA FINL GROUP INC COM 514936103 447 8000 SH
SOLE 8000 0 0
LANDAUER INC COM 51476K103 120 3700 SH
SOLE 3700 0 0
LANDMARK SYS CORP COM 51506S100 22 2000 SH
SOLE 2000 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 129 17000 SH
SOLE 17000 0 0
LANDS END INC COM 515086106 342 12700 SH
SOLE 12700 0 0
LANDSTAR SYS INC COM 515098101 286 7000 SH
SOLE 7000 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 104 10000 SH
SOLE 10000 0 0
LASALLE PARTNERS INC COM 51802H105 373 12645 SH
SOLE 12645 0 0
LASALLE RE HLDGS LTD ORD G5383Q101 87 4000 SH
SOLE 4000 0 0
LASER MTG MGMT INC COM 51806D100 47 8600 SH
SOLE 8600 0 0
LASER VISION CTRS INC COM 51807H100 740 33417 SH
SOLE 33417 0 0
LASON INC COM 51808R107 748 12855 SH
SOLE 12855 0 0
LATIN AMER EQUITY FD COM 51827T100 188 26100 SH
SOLE 26100 0 0
LATIN AMER INVT FD COM 518279104 125 15300 SH
SOLE 15300 0 0
LATIN AMER SMALLER COS FD INC COM 51828D104 2179 387400 SH
SOLE 387400 0 0
LATIN AMERN DISCOVERY FD INC COM 51828C106 20 3200 SH
SOLE 3200 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 660 14400 SH
SOLE 14400 0 0
LAUDER ESTEE COS INC CL A 518439104 2720 31810 SH
SOLE 31810 0 0
LAWSON PRODS INC COM 520776105 90 3900 SH
SOLE 3900 0 0
LAWTER INTL INC COM 520786104 207 17800 SH
SOLE 17800 0 0
LAYNE CHRISTENSEN CO COM 521050104 32 4400 SH
SOLE 4400 0 0
LAZARE KAPLAN INTL INC COM 521078105 16 2300 SH
SOLE 2300 0 0
LCC INTERNATIONAL INC CL A 501810105 856 228200 SH
SOLE 228200 0 0
LEAR CORP COM 521865105 617 16000 SH
SOLE 16000 0 0
LEARNING CO INC COM 522008101 39 1500 SH
SOLE 1500 0 0
LEARNING TREE INTL INC COM 522015106 47 5200 SH
SOLE 5200 0 0
LEARONAL INC COM 522016104 149 4400 SH
SOLE 4400 0 0
LEASING SOLUTIONS INC COM 522113109 28 7000 SH
SOLE 7000 0 0
LECHTERS CORP COM 523238103 3 1200 SH
SOLE 1200 0 0
LEE ENTERPRISES INC COM 523768109 888 28200 SH
SOLE 28200 0 0
LEGATO SYS INC COM 524651106 1662 25200 SH
SOLE 25200 0 0
LEGG MASON INC COM 524901105 164 5200 SH
SOLE 5200 0 0
<PAGE> PAGE 47
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
<C>
<C>
LEGGETT & PLATT INC COM 524660107 2082 94600 SH
SOLE 94600 0 0
LEHMAN BROS HLDGS INC COM 524908100 4799 108907 SH
SOLE 108907 0 0
LENNAR CORP COM 526057104 5 200 SH
SOLE 200 0 0
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 2705 83523 SH
SOLE 83523 0 0
LEUCADIA NATL CORP COM 527288104 479 15200 SH
SOLE 15200 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 643 14900 SH
SOLE 14900 0 0
LEVEL ONE COMMUNICATIONS INC COM 527295109 607 17100 SH
SOLE 17100 0 0
LEXFORD RESIDENTIAL TR SH BEN INT 528933104 37 2000 SH
SOLE 2000 0 0
LEXINGTON CORP PPTYS TR COM 529043101 148 11800 SH
SOLE 11800 0 0
LEXMARK INTL GROUP INC CL A 529771107 1477 14700 SH
SOLE 14700 0 0
LG&E ENERGY CORP COM 501917108 659 23300 SH
SOLE 23300 0 0
LHS GROUP INC COM 501938104 428 8300 SH
SOLE 8300 0 0
LIBBEY INC COM 529898108 278 9600 SH
SOLE 9600 0 0
LIBERTY CORP S C COM 530370105 256 5200 SH
SOLE 5200 0 0
LIBERTY PPTY TR SH BEN INT 531172104 362 14700 SH
SOLE 14700 0 0
LIFE FINL CORP COM 53184P101 10 2100 SH
SOLE 2100 0 0
LIFE TECHNOLOGIES INC COM 532177201 203 5200 SH
SOLE 5200 0 0
LIFE USA HLDG INC COM NEW 531918209 152 11800 SH
SOLE 11800 0 0
LIFECORE BIOMEDICAL INC COM 532187101 312 30400 SH
SOLE 30400 0 0
LIFELINE SYS INC COM 532192101 83 3300 SH
SOLE 3300 0 0
LIGAND PHARMACEUTICALS INC CL B 53220K207 266 22800 SH
SOLE 22800 0 0
LILLIAN VERNON CORP COM 532430105 7 400 SH
SOLE 400 0 0
LILLY ELI & CO COM 532457108 93705 1054348 SH
SOLE 1054288 0 60
LILLY INDS INC CL A 532491107 232 11600 SH
SOLE 11600 0 0
LIMITED INC COM 532716107 7723 265167 SH
SOLE 265167 0 0
LINCARE HLDGS INC COM 532791100 795 19600 SH
SOLE 19600 0 0
LINCOLN ELEC HLDGS INC COM 533900106 520 23400 SH
SOLE 23400 0 0
LINCOLN NATL CORP IND COM 534187109 8215 100422 SH
SOLE 100422 0 0
LINDBERG CORP COM 535171102 24 2600 SH
SOLE 2600 0 0
LINDSAY MFG CO COM 535555106 101 6800 SH
SOLE 6800 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1722 19234 SH
SOLE 19234 0 0
LINENS N THINGS INC COM 535679104 840 21200 SH
SOLE 21200 0 0
LIPOSOME CO INC COM 536310105 1160 75100 SH
SOLE 75100 0 0
LITTELFUSE INC COM 537008104 258 13400 SH
SOLE 13400 0 0
LITTON INDS INC COM 538021106 555 8500 SH
SOLE 8500 0 0
LIZ CLAIBORNE INC COM 539320101 4251 134707 SH
SOLE 134707 0 0
LNR PPTY CORP COM 501940100 292 14600 SH
SOLE 14600 0 0
LO-JACK CORP COM 539451104 101 8500 SH
SOLE 8500 0 0
LOCAL FINL CORP COM 539553107 88 9800 SH
SOLE 9800 0 0
LOCKHEED MARTIN CORP COM 539830109 19062 224901 SH
SOLE 224901 0 0
<PAGE> PAGE 48
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
<C>
<C>
LODGIAN INC COM 54021P106 253 52000 SH
SOLE 52000 0 0
LOEWEN GROUP INC COM 54042L100 592 70100 SH
SOLE 70100 0 0
LOEWS CORP COM 540424108 12240 124581 SH
SOLE 124581 0 0
LONE STAR INDS INC COM NEW 542290408 386 10500 SH
SOLE 10500 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 253 27600 SH
SOLE 27600 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 3015 297700 SH
SOLE 297700 0 0
LONG BEACH FINL CORP COM 542446109 75 9900 SH
SOLE 9900 0 0
LONGS DRUG STORES CORP COM 543162101 2045 54500 SH
SOLE 54500 0 0
LONGVIEW FIBRE CO COM 543213102 387 33400 SH
SOLE 33400 0 0
LORAL SPACE & COMMUNICATIONS COM G56462107 292 16400 SH
SOLE 16400 0 0
LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 4336 82000 SH
SOLE 82000 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 131 9200 SH
SOLE 9200 0 0
LOUISIANA PAC CORP COM 546347105 1863 101663 SH
SOLE 101663 0 0
LOWES COS INC COM 548661107 24674 482009 SH
SOLE 482009 0 0
LSB INDS INC COM 502160104 3 800 SH
SOLE 800 0 0
LSI INDS INC COM 50216C108 496 22100 SH
SOLE 22100 0 0
LSI LOGIC CORP COM 502161102 2893 179512 SH
SOLE 179512 0 0
LTC HEALTHCARE INC COM 50217R104 2 990 SH
SOLE 990 0 0
LTC PPTYS INC COM 502175102 259 15600 SH
SOLE 15600 0 0
LTV CORP NEW COM 501921100 294 50500 SH
SOLE 50500 0 0
LUBRIZOL CORP COM 549271104 700 27200 SH
SOLE 27200 0 0
LUBYS CAFETERIAS INC COM 549282101 196 12700 SH
SOLE 12700 0 0
LUCENT TECHNOLOGIES INC COM 549463107 143050 1300571 SH
SOLE 1300571 0 0
LUFKIN INDS INC COM 549764108 64 3500 SH
SOLE 3500 0 0
LYCOS INC COM 550818108 1115 20060 SH
SOLE 20060 0 0
LYDALL INC DEL COM 550819106 99 8300 SH
SOLE 8300 0 0
LYONDELL CHEMICAL CO COM 552078107 772 42900 SH
SOLE 42900 0 0
M & T BK CORP COM 55261F104 192 370 SH
SOLE 370 0 0
M D C HLDGS INC COM 552676108 253 11800 SH
SOLE 11800 0 0
M S CARRIERS INC COM 553533100 204 6200 SH
SOLE 6200 0 0
MACDERMID INC COM 554273102 333 8500 SH
SOLE 8500 0 0
MACERICH CO COM 554382101 543 21200 SH
SOLE 21200 0 0
MACK CALI RLTY CORP COM 554489104 377 12200 SH
SOLE 12200 0 0
MACROCHEM CORP DEL COM 555903103 79 9300 SH
SOLE 9300 0 0
MACROMEDIA INC COM 556100105 637 18900 SH
SOLE 18900 0 0
MADISON GAS & ELEC CO COM 557497104 173 7600 SH
SOLE 7600 0 0
MAF BANCORP INC COM 55261R108 426 16050 SH
SOLE 16050 0 0
MAGELLAN HEALTH SVCS INC COM 559079108 293 34900 SH
SOLE 34900 0 0
MAGNA INTL INC CL A 559222401 1494 24100 SH
SOLE 24100 0 0
MAGNA INTL INC SUB DEB CV 5%02 559222AE4 125 115000 SH
SOLE 115000 0 0
<PAGE> PAGE 49
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
<C>
<C>
MAGNETEK INC COM 559424106 227 19600 SH
SOLE 19600 0 0
MAHONING NATL BANCORP INC COM 560090102 74 2400 SH
SOLE 2400 0 0
MAIL-WELL INC COM 560321200 207 18100 SH
SOLE 18100 0 0
MAINSTREET FINL CORP COM 560633109 311 6700 SH
SOLE 6700 0 0
MALLINCKRODT INC NEW COM 561232109 2172 70487 SH
SOLE 70487 0 0
MANHATTAN ASSOCS INC COM 562750109 77 2818 SH
SOLE 2818 0 0
MANITOWOC INC COM 563571108 404 9100 SH
SOLE 9100 0 0
MANPOWER INC COM 56418H100 347 13800 SH
SOLE 13800 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 381 15200 SH
SOLE 15200 0 0
MANUGISTICS GROUP INC COM 565011103 119 9500 SH
SOLE 9500 0 0
MAPICS INC COM 564910107 115 7000 SH
SOLE 7000 0 0
MARCUS CORP COM 566330106 212 13000 SH
SOLE 13000 0 0
MARINE DRILLING COS INC COM PAR $0.01 568240204 194 25300 SH
SOLE 25300 0 0
MARINER POST-ACUTE NETWORK INC COM 568459101 180 39500 SH
SOLE 39500 0 0
MARK IV INDS INC COM 570387100 2264 174000 SH
SOLE 174000 0 0
MARKEL CORP COM 570535104 398 2200 SH
SOLE 2200 0 0
MARRIOTT INTL INC NEW CL A 571903202 6293 217000 SH
SOLE 217000 0 0
MARSH & MCLENNAN COS INC COM 571748102 24838 425039 SH
SOLE 425039 0 0
MARSHALL & ILSLEY CORP COM 571834100 1298 22200 SH
SOLE 22200 0 0
MARSHALL INDS COM 572393106 220 9000 SH
SOLE 9000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 504 8100 SH
SOLE 8100 0 0
MARVEL ENTERPRISES INC COM 57383M108 23 3700 SH
SOLE 3700 0 0
MASCO CORP COM 574599106 15802 549631 SH
SOLE 549461 0 170
MASCOTECH INC COM 574670105 307 17900 SH
SOLE 17900 0 0
MASTEC INC COM 576323109 130 6200 SH
SOLE 6200 0 0
MASTECH CORP COM 57632N105 272 9500 SH
SOLE 9500 0 0
MATERIAL SCIENCIES CORP COM 576674105 7 800 SH
SOLE 800 0 0
MATRIX CAP CORP COM 576819106 365 27000 SH
SOLE 27000 0 0
MATTEL INC COM 577081102 10518 460995 SH
SOLE 460995 0 0
MATTHEWS INTL CORP CL A 577128101 1160 36800 SH
SOLE 36800 0 0
MAVERICK TUBE CORP COM 577914104 1586 285100 SH
SOLE 285100 0 0
MAXIM GROUP INC COM 57772J104 208 8700 SH
SOLE 8700 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1716 39300 SH
SOLE 39300 0 0
MAXIMUS INC COM 577933104 137 3700 SH
SOLE 3700 0 0
MAXTOR CORP COM NEW 577729205 157 11200 SH
SOLE 11200 0 0
MAXWELL SHOE INC CL A 577766108 24 2200 SH
SOLE 2200 0 0
MAXXAM INC COM 577913106 218 3800 SH
SOLE 3800 0 0
MAXXIM MED INC COM 57777G105 202 6800 SH
SOLE 6800 0 0
MAY DEPT STORES CO COM 577778103 12581 208380 SH
SOLE 208380 0 0
MAYTAG CORP COM 578592107 22322 358600 SH
SOLE 358600 0 0
<PAGE> PAGE 50
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
<C>
<C>
MBIA INC COM 55262C100 6581 100363 SH
SOLE 100363 0 0
MBNA CORP COM 55262L100 16492 661309 SH
SOLE 661309 0 0
MCCLATCHY CO CL A 579489105 389 11000 SH
SOLE 11000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 652 19300 SH
SOLE 19300 0 0
MCDERMOTT INTL INC COM 580037109 1788 72445 SH
SOLE 72445 0 0
MCDERMOTT J RAY S A COM P64658100 29 1200 SH
SOLE 1200 0 0
MCDONALDS CORP COM 580135101 60691 791758 SH
SOLE 791648 0 110
MCGRATH RENTCORP COM 580589109 77 3500 SH
SOLE 3500 0 0
MCGRAW HILL COS INC COM 580645109 9803 96232 SH
SOLE 96232 0 0
MCI WORLDCOM INC COM 55268B106 143438 1999126 SH
SOLE 1999006 0 120
MCKESSON CORP NEW COM 581557105 1582 20000 SH
SOLE 20000 0 0
MCLEODUSA INC COM 582266102 392 12538 SH
SOLE 12538 0 0
MCN ENERGY GROUP INC COM 55267J100 10528 552291 SH
SOLE 552291 0 0
MCWHORTER TECHNOLOGIES INC COM 582803102 112 4900 SH
SOLE 4900 0 0
MDU RES GROUP INC COM 552690109 652 24800 SH
SOLE 24800 0 0
MEAD CORP COM 582834107 5896 201119 SH
SOLE 201119 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 46 2800 SH
SOLE 2800 0 0
MEADOWCRAFT INC COM 583204102 21 1900 SH
SOLE 1900 0 0
MECH FINL INC COM 583492103 6 200 SH
SOLE 200 0 0
MEDALLION FINL CORP COM 583928106 74 5200 SH
SOLE 5200 0 0
MEDAPHIS CORP COM 584028104 126 38400 SH
SOLE 38400 0 0
MEDIA ARTS GROUP INC COM 58439C102 36 2600 SH
SOLE 2600 0 0
MEDIA GEN INC CL A 584404107 912 17200 SH
SOLE 17200 0 0
MEDIAONE GROUP INC COM 58440J104 25096 533953 SH
SOLE 533953 0 0
MEDICAL ASSURN INC COM 58449U100 360 10890 SH
SOLE 10890 0 0
MEDICAL MANAGER CORP COM 58461C103 688 21913 SH
SOLE 21913 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 965 16181 SH
SOLE 16181 0 0
MEDIMMUNE INC COM 584699102 1263 12700 SH
SOLE 12700 0 0
MEDITRUST CORP PAIRED CTF NEW 58501T306 1278 84464 SH
SOLE 84464 0 0
MEDPARTNERS INC NEW COM 58503X107 25 4674 SH
SOLE 4674 0 0
MEDQUIST INC COM 584949101 514 13000 SH
SOLE 13000 0 0
MEDTRONIC INC COM 585055106 43285 582896 SH
SOLE 582896 0 0
MELLON BK CORP COM 585509102 19309 280836 SH
SOLE 280836 0 0
MEMBERWORKS INC COM 586002107 171 5800 SH
SOLE 5800 0 0
MEMC ELECTR MATLS INC COM 552715104 79 9300 SH
SOLE 9300 0 0
MENS WEARHOUSE INC COM 587118100 379 11900 SH
SOLE 11900 0 0
MENTOR CORP MINN COM 587188103 284 12100 SH
SOLE 12100 0 0
MENTOR GRAPHICS CORP COM 587200106 379 44500 SH
SOLE 44500 0 0
MERCANTILE BANCORPORATION INC COM 587342106 7518 162988 SH
SOLE 162988 0 0
MERCANTILE BANKSHARES CORP COM 587405101 508 13200 SH
SOLE 13200 0 0
<PAGE> PAGE 51
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
<C>
<C>
MERCHANTS N Y BANCORP INC COM 589167105 109 3000 SH
SOLE 3000 0 0
MERCK & CO INC COM 589331107 161489 1093987 SH
SOLE 1093942 0 45
MERCURY GENL CORP NEW COM 589400100 127 2900 SH
SOLE 2900 0 0
MERCURY INTERACTIVE CORP COM 589405109 544 8600 SH
SOLE 8600 0 0
MEREDITH CORP COM 589433101 1742 46000 SH
SOLE 46000 0 0
MERIDIAN INDL TR INC COM 589643105 3073 130800 SH
SOLE 130800 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 88 27600 SH
SOLE 27600 0 0
MERISEL INC COM 589849108 90 37900 SH
SOLE 37900 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 590 31800 SH
SOLE 31800 0 0
MERISTAR HOTELS & RESORTS INC COM 589988104 432 164799 SH
SOLE 164799 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 719 33900 SH
SOLE 33900 0 0
MERRILL CORP COM 590175105 354 18400 SH
SOLE 18400 0 0
MERRILL LYNCH & CO INC COM 590188108 19709 295267 SH
SOLE 295267 0 0
MERRY LAND PROPERTIES INC COM 590441101 1 355 SH
SOLE 355 0 0
MESA AIR GROUP INC COM 590479101 1221 156200 SH
SOLE 156200 0 0
MESABA HLDGS INC COM 59066B102 308 14900 SH
SOLE 14900 0 0
META GROUP INC COM 591002100 125 4200 SH
SOLE 4200 0 0
METAL MGMT INC COM 591097100 45 13000 SH
SOLE 13000 0 0
METALS USA INC COM 591324108 129 13200 SH
SOLE 13200 0 0
METAMOR WORLDWIDE INC COM 59133P100 348 13900 SH
SOLE 13900 0 0
METHODE ELECTRS INC CL A 591520200 292 18700 SH
SOLE 18700 0 0
METRIS COS INC COM 591598107 563 11179 SH
SOLE 11179 0 0
METRO INFORMATION SERVICES INC COM 59162P104 162 5400 SH
SOLE 5400 0 0
METRO NETWORKS INC COM 591918107 179 4200 SH
SOLE 4200 0 0
METROCALL INC COM 591647102 58 13100 SH
SOLE 13100 0 0
METROMEDIA FIBER NETWORK INC CL A 591689104 730 21775 SH
SOLE 21775 0 0
METROMEDIA INTL GROUP INC COM 591695101 406 74696 SH
SOLE 74696 0 0
METRONET COMMUNICATIONS CORP CL B NON VTG 59169Y108 640 19100 SH
SOLE 19100 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 513 18300 SH
SOLE 18300 0 0
METZLER GROUP INC COM 592903108 558 11475 SH
SOLE 11475 0 0
MEXICO FD INC COM 592835102 628 56100 SH
SOLE 56100 0 0
MEYER FRED INC DEL NEW COM 592907109 65006 1078925 SH
SOLE 1078925 0 0
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 0 800 SH
SOLE 800 0 0
MGC COMMUNICATIONS INC COM 552763302 14 2000 SH
SOLE 2000 0 0
MGI PPTYS INC COM 552885105 265 9500 SH
SOLE 9500 0 0
MGIC INVT CORP WIS COM 552848103 4449 111730 SH
SOLE 111730 0 0
MGM GRAND INC COM 552953101 54 2000 SH
SOLE 2000 0 0
MICHAEL FOOD INC NEW COM 594079105 279 9300 SH
SOLE 9300 0 0
MICHAELS STORES INC COM 594087108 246 13600 SH
SOLE 13600 0 0
MICHIGAN FINL CORP COM 594480105 41 1200 SH
SOLE 1200 0 0
<PAGE> PAGE 52
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
<C>
<C>
MICREL INC COM 594793101 418 7600 SH
SOLE 7600 0 0
MICRO WHSE INC COM 59501B105 832 24600 SH
SOLE 24600 0 0
MICROAGE INC COM 594928103 167 10900 SH
SOLE 10900 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 15695 424170 SH
SOLE 424170 0 0
MICROMUSE INC COM 595094103 100 5104 SH
SOLE 5104 0 0
MICRON ELECTRONICS INC COM 595100108 316 18310 SH
SOLE 18310 0 0
MICRON TECHNOLOGY INC COM 595112103 8847 174955 SH
SOLE 174955 0 0
MICROS SYS INC COM 594901100 279 8500 SH
SOLE 8500 0 0
MICROSOFT CORP COM 594918104 287609 2073789 SH
SOLE 2073714 0 75
MICROSOFT CORP PFD A CV EXCH 594918203 9160 93708 SH
SOLE 93708 0 0
MICROSTRATEGY INC CL A 594972101 25 800 SH
SOLE 800 0 0
MID AMER BANCORP COM 595915109 105 3848 SH
SOLE 3848 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 206 21000 SH
SOLE 21000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 295 13000 SH
SOLE 13000 0 0
MID-ATLANTIC RLTY TR SH BEN INT 595232109 38 3100 SH
SOLE 3100 0 0
MIDAMERICAN ENERGY HLDGS CO COM 595920109 3088 114879 SH
SOLE 114879 0 0
MIDAS GROUP INC COM 595626102 246 7900 SH
SOLE 7900 0 0
MIDLAND CO COM 597486109 58 2400 SH
SOLE 2400 0 0
MIDWAY GAMES INC COM 598148104 175 15900 SH
SOLE 15900 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 174 6600 SH
SOLE 6600 0 0
MIKASA INC COM 59862T109 54 4200 SH
SOLE 4200 0 0
MILACRON INC COM 598709103 1030 53504 SH
SOLE 53504 0 0
MILLENNIUM CHEMICALS INC COM 599903101 1105 55608 SH
SOLE 55608 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 380 14700 SH
SOLE 14700 0 0
MILLER HERMAN INC COM 600544100 468 17400 SH
SOLE 17400 0 0
MILLER INDS INC TENN COM 600551105 85 18700 SH
SOLE 18700 0 0
MILLIPORE CORP COM 601073109 1516 53261 SH
SOLE 53261 0 0
MILLS CORP COM 601148109 312 15700 SH
SOLE 15700 0 0
MINDSPRING ENTERPRISES INC COM 602683104 489 8000 SH
SOLE 8000 0 0
MINE SAFETY APPLIANCES CO COM 602720104 107 1500 SH
SOLE 1500 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1344 32816 SH
SOLE 32816 0 0
MINIMED INC COM 60365K108 679 6475 SH
SOLE 6475 0 0
MINNESOTA MNG & MFG CO COM 604059105 24737 347800 SH
SOLE 347800 0 0
MINNESOTA PWR INC COM 604110106 1008 22900 SH
SOLE 22900 0 0
MIPS TECHNOLOGIES INC COM 604567107 194 6077 SH
SOLE 6077 0 0
MIRAGE RESORTS INC COM 60462E104 2840 190113 SH
SOLE 190113 0 0
MIRAVANT MED TECHNOLOGIES COM 604690107 57 4400 SH
SOLE 4400 0 0
MISSISSIPPI CHEM CORP COM NEW 605288208 208 14900 SH
SOLE 14900 0 0
MISSISSIPPI VY BANCSHARES INC COM 605720101 95 2800 SH
SOLE 2800 0 0
MITCHELL ENERGY & DEV CORP CL A 606592202 110 9600 SH
SOLE 9600 0 0
<PAGE> PAGE 53
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
<C>
<C>
MMC NETWORKS INC COM 55308N102 197 14892 SH
SOLE 14892 0 0
MMI COS INC COM 553087107 128 7600 SH
SOLE 7600 0 0
MOBIL CORP COM 607059102 144559 1659220 SH
SOLE 1659220 0 0
MOBIUS MGMT SYSTEMS INC COM 606925105 25 1700 SH
SOLE 1700 0 0
MODINE MFG CO COM 607828100 1110 30590 SH
SOLE 30590 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 385 26500 SH
SOLE 26500 0 0
MOHAWK INDS INC COM 608190104 188 4493 SH
SOLE 4493 0 0
MOLECULAR BIOSYSTEMS INC COM 608513107 4 1200 SH
SOLE 1200 0 0
MOLEX INC CL A 608554200 27273 855625 SH
SOLE 855625 0 0
MOLEX INC COM 608554101 1266 33208 SH
SOLE 33208 0 0
MONACO COACH CORP COM 60886R103 158 5950 SH
SOLE 5950 0 0
MONARCH DENTAL CORP COM 609044102 59 14700 SH
SOLE 14700 0 0
MONDAVI ROBERT CORP CL A 609200100 206 5041 SH
SOLE 5041 0 0
MONSANTO CO COM 611662107 31418 661400.7 SH
SOLE 661300.7 0 100
MONTANA POWER CO COM 612085100 19915 352100 SH
SOLE 352100 0 0
MONY GROUP INC COM 615337102 253 8087 SH
SOLE 8087 0 0
MOOG INC CL A 615394202 125 3200 SH
SOLE 3200 0 0
MOORE LTD COM 615785102 884 80319 SH
SOLE 80319 0 0
MORGAN J P & CO INC COM 616880100 49009 466467 SH
SOLE 466467 0 0
MORGAN KEEGAN INC COM 617410105 459 24400 SH
SOLE 24400 0 0
MORGAN STAN EMG MKT DEBT FD COM 61744H105 22 3000 SH
SOLE 3000 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 34092 480175 SH
SOLE 480175 0 0
MORGAN STANLEY EMERGING MKTS COM 61744G107 46 5700 SH
SOLE 5700 0 0
MORGAN STANLEY HIGH YIELD FD COM 61744M104 46 3000 SH
SOLE 3000 0 0
MORGAN STANLEY RUSSIA&NEW EURO COM 616911103 88 9000 SH
SOLE 9000 0 0
MORRISON HEALTH CARE INC COM 61841L108 304 15933 SH
SOLE 15933 0 0
MORRISON KNUDSEN CORP NEW COM 61844A109 187 19200 SH
SOLE 19200 0 0
MORTON INTL INC IND NEW COM 619335102 3026 123526 SH
SOLE 123526 0 0
MOTIVEPOWER INDS INC COM 61980K101 270 8400 SH
SOLE 8400 0 0
MOTOROLA INC COM 620076109 42306 692830 SH
SOLE 692830 0 0
MOVADO GROUP INC COM 624580106 133 5000 SH
SOLE 5000 0 0
MPW INDUSTRIAL SVCS GROUP COM 553444100 99 8800 SH
SOLE 8800 0 0
MRV COMMUNICATIONS INC COM 553477100 69 11200 SH
SOLE 11200 0 0
MSC INDL DIRECT INC CL A 553530106 48 2100 SH
SOLE 2100 0 0
MTI TECHNOLOGY CORP COM 553903105 97 21600 SH
SOLE 21600 0 0
MTS SYS CORP COM 553777103 250 18500 SH
SOLE 18500 0 0
MUELLER INDS INC COM 624756102 865 42600 SH
SOLE 42600 0 0
MURPHY OIL CORP COM 626717102 756 18300 SH
SOLE 18300 0 0
MUSICLAND STORES CORP COM 62758B109 262 17500 SH
SOLE 17500 0 0
MUTUAL RISK MGMT LTD COM 628351108 189 4821 SH
SOLE 4821 0 0
<PAGE> PAGE 54
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
<C>
<C>
MYERS INDS INC COM 628464109 289 10100 SH
SOLE 10100 0 0
MYLAN LABS INC COM 628530107 1024 32500 SH
SOLE 32500 0 0
N2K INC COM 629427105 335 25600 SH
SOLE 25600 0 0
NABISCO HLDGS CORP CL A 629526104 1183 28500 SH
SOLE 28500 0 0
NABORS INDS INC COM 629568106 367 27006 SH
SOLE 27006 0 0
NAC RE CORP COM 628907107 910 19400 SH
SOLE 19400 0 0
NACCO INDS INC CL A 629579103 958 10413 SH
SOLE 10413 0 0
NALCO CHEM CO COM 629853102 3758 121170 SH
SOLE 121170 0 0
NASH FINCH CO COM 631158102 11 800 SH
SOLE 800 0 0
NASHUA CORP COM 631226107 5 400 SH
SOLE 400 0 0
NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 4226 151600 SH
SOLE 151600 0 0
NATIONAL BANCORP ALASKA COM 632587101 250 7400 SH
SOLE 7400 0 0
NATIONAL CITY BANCORPORATION COM 635312101 3 100 SH
SOLE 100 0 0
NATIONAL CITY BANCSHARES INC COM 635313109 287 7715 SH
SOLE 7715 0 0
NATIONAL CITY CORP COM 635405103 20381 286100 SH
SOLE 286100 0 0
NATIONAL COMM BANCORP COM 635449101 1199 63700 SH
SOLE 63700 0 0
NATIONAL COMPUTER SYS INC COM 635519101 1006 27184 SH
SOLE 27184 0 0
NATIONAL DATA CORP COM 635621105 3228 66295 SH
SOLE 66295 0 0
NATIONAL FUEL GAS CO N J COM 636180101 16524 365700 SH
SOLE 365700 0 0
NATIONAL GOLF PPTYS INC COM 63623G109 335 11600 SH
SOLE 11600 0 0
NATIONAL HEALTH INVS INC COM 63633D104 267 10800 SH
SOLE 10800 0 0
NATIONAL HEALTHCARE CORP COM 635906100 50 3200 SH
SOLE 3200 0 0
NATIONAL INSTRS CORP COM 636518102 307 9000 SH
SOLE 9000 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 3 100 SH
SOLE 100 0 0
NATIONAL PRESTO INDS INC COM 637215104 158 3700 SH
SOLE 3700 0 0
NATIONAL PROCESSING INC COM 637229105 20 3700 SH
SOLE 3700 0 0
NATIONAL R V HLDGS INC COM 637277104 167 6500 SH
SOLE 6500 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 5883 435720 SH
SOLE 435720 0 0
NATIONAL STL CORP CL B 637844309 73 10300 SH
SOLE 10300 0 0
NATIONAL SVC INDS INC COM 637657107 5770 151853 SH
SOLE 151853 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 83 700 SH
SOLE 700 0 0
NATIONAL-OILWELL INC COM 637071101 12 1100 SH
SOLE 1100 0 0
NATIONS BALANCED TARGET MAT FD COM 63857K107 19 1900 SH
SOLE 1900 0 0
NATIONWIDE FINL SVCS INC CL A 638612101 62 1200 SH
SOLE 1200 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 446 20700 SH
SOLE 20700 0 0
NATURAL MICROSYSTEMS CORP COM 638882100 65 8900 SH
SOLE 8900 0 0
NATURES SUNSHINE PRODUCTS INC COM 639027101 123 8100 SH
SOLE 8100 0 0
NAUTICA ENTERPRISES INC COM 639089101 281 18700 SH
SOLE 18700 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1668 58483 SH
SOLE 58483 0 0
NBT BANCORP INC COM 628778102 148 6330 SH
SOLE 6330 0 0
<PAGE> PAGE 55
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
<C>
<C>
NBTY INC COM 628782104 212 29600 SH
SOLE 29600 0 0
NCH CORP COM 628850109 114 1900 SH
SOLE 1900 0 0
NCI BUILDING SYS INC COM 628852105 304 10800 SH
SOLE 10800 0 0
NCO GROUP INC COM 628858102 757 16831 SH
SOLE 16831 0 0
NCR CORP NEW COM 62886E108 735 17600 SH
SOLE 17600 0 0
NCS HEALTHCARE INC CL A 628874109 186 7800 SH
SOLE 7800 0 0
NEIMAN MARCUS GROUP INC COM 640204103 12 500 SH
SOLE 500 0 0
NELSON THOMAS INC COM 640376109 11 800 SH
SOLE 800 0 0
NEOMAGIC CORP COM 640497103 210 9500 SH
SOLE 9500 0 0
NETSCAPE COMMUNICATIONS CORP COM 641149109 24575 404517 SH
SOLE 404517 0 0
NETWORK APPLIANCE INC COM 64120L104 1319 29300 SH
SOLE 29300 0 0
NETWORK EQUIP TECHNOLOGIES COM 641208103 119 11600 SH
SOLE 11600 0 0
NETWORK SOLUTIONS INC DEL CL A 64121Q102 288 2200 SH
SOLE 2200 0 0
NETWORKS ASSOCS INC COM 640938106 2227 33600 SH
SOLE 33600 0 0
NEUROGEN CORP COM 64124E106 105 6000 SH
SOLE 6000 0 0
NEVADA POWER CO COM 641423108 8020 308460 SH
SOLE 308460 0 0
NEW CENTURY ENERGIES INC COM 64352U103 5809 119145 SH
SOLE 119145 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 266 6800 SH
SOLE 6800 0 0
NEW ENGLAND ELEC SYS COM 644001109 664 13800 SH
SOLE 13800 0 0
NEW ERA OF NETWORKS INC COM 644312100 345 7846 SH
SOLE 7846 0 0
NEW GERMANY FD INC COM 644465106 6 48181 SH
SOLE 48181 0 0
NEW JERSEY RES COM 646025106 466 11800 SH
SOLE 11800 0 0
NEW PLAN EXCEL RLTY TR INC COM 648053106 1578 71120 SH
SOLE 71120 0 0
NEW YORK TAX EXEMPT INCOME FD COM 650081102 16 1700 SH
SOLE 1700 0 0
NEW YORK TIMES CO CL A 650111107 5606 161595 SH
SOLE 161595 0 0
NEWBRIDGE NETWORKS CORP COM 650901101 46 1500 SH
SOLE 1500 0 0
NEWELL CO COM 651192106 8422 204157 SH
SOLE 204092 0 65
NEWFIELD EXPL CO COM 651290108 394 18910 SH
SOLE 18910 0 0
NEWMARK HOMES CORP COM 651578106 83 11800 SH
SOLE 11800 0 0
NEWMONT MINING CORP COM 651639106 3019 167170 SH
SOLE 167170 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 307 45078 SH
SOLE 45078 0 0
NEWPORT CORP COM 651824104 17 1000 SH
SOLE 1000 0 0
NEWPORT NEWS SHIPBUILDING INC COM 652228107 765 22900 SH
SOLE 22900 0 0
NEXSTAR PHARMACEUTICALS INC COM 65333B106 130 14000 SH
SOLE 14000 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 6471 273896 SH
SOLE 273896 0 0
NEXTLINK COMMUNICATIONS INC CL A 65333H707 6 200 SH
SOLE 200 0 0
NFO WORLDWIDE INC COM 62910N108 112 9700 SH
SOLE 9700 0 0
NIAGARA MOHAWK PWR CORP COM 653522102 5348 331618 SH
SOLE 331618 0 0
NICHOLS RESH CORP COM 653818104 111 5300 SH
SOLE 5300 0 0
NICOR INC COM 654086107 1801 42633 SH
SOLE 42633 0 0
<PAGE> PAGE 56
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
<C>
<C>
NIELSEN MEDIA RESH INC COM NEW 653929307 174 9659.999 SH
SOLE 9659.999 0 0
NIKE INC CL B 654106103 22281 549309 SH
SOLE 549309 0 0
NINE WEST GROUP INC COM 65440D102 608 39100 SH
SOLE 39100 0 0
NIPSCO INDS INC COM 629140104 745 24500 SH
SOLE 24500 0 0
NL INDS INC COM NEW 629156407 150 10600 SH
SOLE 10600 0 0
NOBLE AFFILIATES INC COM 654894104 610 24800 SH
SOLE 24800 0 0
NOBLE DRILLING CORP COM 655042109 1190 91900 SH
SOLE 91900 0 0
NOEL GROUP INC COM 655260107 113 100000 SH
SOLE 100000 0 0
NOKIA CORP SPONSORED ADR 654902204 106 880 SH
SOLE 880 0 0
NORAM ENERGY CORP SUB DEB CV 6%12 655419AC3 29 30000 SH
SOLE 30000 0 0
NORDIC AMERICAN TANKER SHIPPNG COM G65773106 1610 139985 SH
SOLE 139985 0 0
NORDSON CORP COM 655663102 524 10200 SH
SOLE 10200 0 0
NORDSTROM INC COM 655664100 4899 141227 SH
SOLE 141227 0 0
NORFOLK SOUTHERN CORP COM 655844108 10524 332129 SH
SOLE 332129 0 0
NORRELL CORP GA COM 656301108 133 9000 SH
SOLE 9000 0 0
NORSTAN INC COM 656535101 105 5900 SH
SOLE 5900 0 0
NORTEK INC COM 656559101 108 3900 SH
SOLE 3900 0 0
NORTH AMERN VACCINE INC COM 657201109 151 17000 SH
SOLE 17000 0 0
NORTH CAROLINA NAT GAS CORP COM 658221106 160 4800 SH
SOLE 4800 0 0
NORTH FACE INC COM 659317101 82 6300 SH
SOLE 6300 0 0
NORTH FORK BANCORPORATION NY COM 659424105 553 23100 SH
SOLE 23100 0 0
NORTH PITTSBURGH SYS INC COM 661562108 94 7000 SH
SOLE 7000 0 0
NORTHEAST UTILS COM 664397106 383 24000 SH
SOLE 24000 0 0
NORTHERN TELECOM LTD COM 665815106 26440 527476 SH
SOLE 527476 0 0
NORTHERN TR CORP COM 665859104 8430 96545 SH
SOLE 96545 0 0
NORTHLAND CRANBERRIES INC CL A 666499108 80 8900 SH
SOLE 8900 0 0
NORTHN STS PWR CO MINN COM 665772109 3924 141425 SH
SOLE 141425 0 0
NORTHROP GRUMMAN CORP COM 666807102 5058 69170 SH
SOLE 69170 0 0
NORTHWEST AIRLS CORP CL A 667280101 112 4400 SH
SOLE 4400 0 0
NORTHWEST BANCORP INC PA COM 667328108 66 6800 SH
SOLE 6800 0 0
NORTHWEST NAT GAS CO COM 667655104 408 15750 SH
SOLE 15750 0 0
NORTHWESTERN CORP COM 668074107 256 9700 SH
SOLE 9700 0 0
NOVA CORP GA COM 669784100 1651 47605 SH
SOLE 47605 0 0
NOVACARE CORP COM 669930109 633 230100 SH
SOLE 230100 0 0
NOVACARE EMPLOYEE SVSC INC COM 66986Q101 72 13300 SH
SOLE 13300 0 0
NOVELL INC COM 670006105 5786 319149 SH
SOLE 319149 0 0
NOVELLUS SYS INC COM 670008101 1046 21140 SH
SOLE 21140 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 7 1200 SH
SOLE 1200 0 0
NOVOSTE CORP COM 67010C100 258 9100 SH
SOLE 9100 0 0
NPC INTERNATIONAL INC COM 629360306 53 4400 SH
SOLE 4400 0 0
<PAGE> PAGE 57
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
<C>
<C>
NS GROUP INC COM 628916108 3971 894800 SH
SOLE 894800 0 0
NTL INC COM 629407107 3435 60868 SH
SOLE 60868 0 0
NUCOR CORP COM 670346105 3297 76225 SH
SOLE 76225 0 0
NUEVO ENERGY CO COM 670509108 5757 500600 SH
SOLE 500600 0 0
NUI CORP COM 629430109 166 6200 SH
SOLE 6200 0 0
NUVEEN INSD MUN OPPORTUNITY FD COM 670984103 33 2000 SH
SOLE 2000 0 0
NUVEEN NJ INVT QUALITY MUN FD COM 670971100 0 194 SH
SOLE 194 0 0
NUVEEN PREM INCOME MUN FD COM 67062T100 0 1600 SH
SOLE 1600 0 0
NVEST L P UNIT LTD PARTN 67065F107 222 8000 SH
SOLE 8000 0 0
NVR INC COM 62944T105 233 4900 SH
SOLE 4900 0 0
NYMAGIC INC COM 629484106 48 2300 SH
SOLE 2300 0 0
O CHARLEYS INC COM 670823103 18 1250 SH
SOLE 1250 0 0
O REILLY AUTOMOTIVE INC COM 686091109 487 10288 SH
SOLE 10288 0 0
O SULLIVAN CORP COM 688605104 8 800 SH
SOLE 800 0 0
O'SULLIVAN INDS HLDGS INC COM 688609106 79 7500 SH
SOLE 7500 0 0
OAK INDS INC COM NEW 671400505 343 9800 SH
SOLE 9800 0 0
OAK TECHNOLOGY INC COM 671802106 61 17400 SH
SOLE 17400 0 0
OAKLEY INC COM 673662102 142 14900 SH
SOLE 14900 0 0
OAKWOOD HOMES CORP COM 674098108 476 31300 SH
SOLE 31300 0 0
OBJECTIVE SYS INTEGRATORS INC COM 674424106 28 6200 SH
SOLE 6200 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 6051 358535 SH
SOLE 358535 0 0
OCEAN ENERGY INC COM NEW 674812201 613 97100 SH
SOLE 97100 0 0
OCEAN FINL CORP COM 674904107 110 6600 SH
SOLE 6600 0 0
OCEANEERING INTL INC COM 675232102 226 15000 SH
SOLE 15000 0 0
OCTEL CORP COM 675727101 439 31600 SH
SOLE 31600 0 0
OCULAR SCIENCES INC COM 675744106 118 4400 SH
SOLE 4400 0 0
OCWEN ASSET INVESTMENT COM 67574M106 42 8600 SH
SOLE 8600 0 0
OCWEN FINL CORP COM 675746101 980 79600 SH
SOLE 79600 0 0
OEA INC COM 670826106 135 11400 SH
SOLE 11400 0 0
OEC-MEDICAL SYS INC COM 670828102 192 6100 SH
SOLE 6100 0 0
OFFICE DEPOT INC COM 676220106 1539 41690 SH
SOLE 41690 0 0
OFFICEMAX INC COM 67622M108 255 21100 SH
SOLE 21100 0 0
OFFSHORE LOGISTICS INC COM 676255102 138 11600 SH
SOLE 11600 0 0
OGDEN CORP COM 676346109 281 11200 SH
SOLE 11200 0 0
OGE ENERGY CORP COM 670837103 477 16400 SH
SOLE 16400 0 0
OHIO CAS CORP COM 677240103 205 5000 SH
SOLE 5000 0 0
OLD KENT FINL CORP COM 679833103 828 17800 SH
SOLE 17800 0 0
OLD NATL BANCORP IND COM 680033107 725 13000 SH
SOLE 13000 0 0
OLD REP INTL CORP COM 680223104 1038 46100 SH
SOLE 46100 0 0
OLIN CORP COM PAR $1 680665205 932 32900 SH
SOLE 32900 0 0
<PAGE> PAGE 58
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
<C>
<C>
OLSTEN CORP COM 681385100 353 47800 SH
SOLE 47800 0 0
OLYMPIC STEEL INC COM 68162K106 4 800 SH
SOLE 800 0 0
OM GROUP INC COM 670872100 475 13000 SH
SOLE 13000 0 0
OMEGA FINL CORP COM 682092101 124 4100 SH
SOLE 4100 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 311 10300 SH
SOLE 10300 0 0
OMEGA PROTEIN CORP COM 68210P107 39 3900 SH
SOLE 3900 0 0
OMNI ENERGY SERVICES COM 68210T109 154 36000 SH
SOLE 36000 0 0
OMNIAMERICA INC COM 68211J100 93 2900 SH
SOLE 2900 0 0
OMNICARE INC COM 681904108 1129 32500 SH
SOLE 32500 0 0
OMNICOM GROUP INC COM 681919106 9813 169201 SH
SOLE 169201 0 0
OMNIPOINT CORP COM 68212D102 137 14700 SH
SOLE 14700 0 0
OMNIQUIP INTL INC COM 681969101 72 4800 SH
SOLE 4800 0 0
ON ASSIGNMENT INC COM 682159108 180 5200 SH
SOLE 5200 0 0
ON COMMAND CORP COM 682160106 41 4600 SH
SOLE 4600 0 0
ONE VALLEY BANCORP INC COM 682419106 523 15900 SH
SOLE 15900 0 0
ONEIDA LTD COM 682505102 241 16300 SH
SOLE 16300 0 0
ONEOK INC NEW COM 682680103 1551 42957 SH
SOLE 42957 0 0
ONIX SYS INC COM 67088G108 3 500 SH
SOLE 500 0 0
ONSALE INC COM 682838107 64 1600 SH
SOLE 1600 0 0
OPEN MKT INC COM 68370M100 127 10900 SH
SOLE 10900 0 0
OPTEK TECHNOLOGY INC COM 683815104 119 6300 SH
SOLE 6300 0 0
OPTICAL CABLE CORP COM 683827109 14 1200 SH
SOLE 1200 0 0
ORACLE CORP COM 68389X105 34299 795353 SH
SOLE 795353 0 0
ORANGE & ROCKLAND UTILS INC COM 684065105 451 7900 SH
SOLE 7900 0 0
ORBITAL SCIENCES CORP COM 685564106 170 3829 SH
SOLE 3829 0 0
OREGON STL MLS INC COM 686079104 185 15500 SH
SOLE 15500 0 0
ORGANOGENESIS INC COM 685906109 163 15900 SH
SOLE 15900 0 0
ORIENTAL FINL GROUP INC COM 68618W100 162 5166 SH
SOLE 5166 0 0
ORION CAP CORP COM 686268103 84 2100 SH
SOLE 2100 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 386 19900 SH
SOLE 19900 0 0
ORYX ENERGY COMPANY COM 68763F100 28177 2096777 SH
SOLE 2096777 0 0
OSHKOSH B GOSH INC CL A 688222207 148 7300 SH
SOLE 7300 0 0
OTTER TAIL PWR CO COM 689648103 236 5900 SH
SOLE 5900 0 0
OUTBACK STEAKHOUSE INC COM 689899102 471 11800 SH
SOLE 11800 0 0
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 296 18400 SH
SOLE 18400 0 0
OWENS & MINOR INC NEW COM 690732102 183 11600 SH
SOLE 11600 0 0
OWENS CORNING COM 69073F103 3154 88982 SH
SOLE 88982 0 0
OWENS ILL INC COM NEW 690768403 9032 294903 SH
SOLE 294903 0 0
OXFORD HEALTH PLANS INC COM 691471106 824 55400 SH
SOLE 55400 0 0
OXFORD INDS INC COM 691497309 102 3600 SH
SOLE 3600 0 0
<PAGE> PAGE 59
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
<C>
<C>
P P & L RES INC COM 693499105 4812 172635 SH
SOLE 172635 0 0
P-COM INC COM 693262107 190 47600 SH
SOLE 47600 0 0
PACCAR INC COM 693718108 3264 79366 SH
SOLE 79366 0 0
PACIFIC BK NATL ASSN SAN FRANC COM NEW 694026204 3843 88100 SH
SOLE 88100 0 0
PACIFIC CENTY FINL CORP COM 694058108 310 12700 SH
SOLE 12700 0 0
PACIFIC GATEWAY EXCHANGE INC COM 694327107 188 3900 SH
SOLE 3900 0 0
PACIFIC GULF PPTYS INC COM 694396102 294 14700 SH
SOLE 14700 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 311 19011 SH
SOLE 19011 0 0
PACIFICARE HEALTH SYS DEL CL B 695112201 788 9900 SH
SOLE 9900 0 0
PACIFICORP COM 695114108 5438 258209 SH
SOLE 258209 0 0
PAGEMART WIRELESS INC CL A 69553J104 90 16200 SH
SOLE 16200 0 0
PAINE WEBBER GROUP INC COM 695629105 1132 29300 SH
SOLE 29300 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 393 51086 SH
SOLE 51086 0 0
PALL CORP COM 696429307 3375 133345 SH
SOLE 133345 0 0
PALM HARBOR HOMES COM 696639103 1778 70574 SH
SOLE 70574 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 184 9200 SH
SOLE 9200 0 0
PANAMERICAN BEVERAGES INC CL A P74823108 85 3900 SH
SOLE 3900 0 0
PANAMSAT CORP NEW COM 697933109 884 22719 SH
SOLE 22719 0 0
PANAVISION INC COM NEW 69830E209 11 900 SH
SOLE 900 0 0
PAPA JOHNS INTL INC COM 698813102 437 9900 SH
SOLE 9900 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 4179 255203 SH
SOLE 255203 0 0
PAREXEL INTL CORP COM 699462107 615 24573 SH
SOLE 24573 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 155 5400 SH
SOLE 5400 0 0
PARK NATL CORP COM 700658107 412 4000 SH
SOLE 4000 0 0
PARKER DRILLING CO COM 701081101 136 42600 SH
SOLE 42600 0 0
PARKER HANNIFIN CORP COM 701094104 5370 164011 SH
SOLE 164011 0 0
PARKERVISION INC COM 701354102 71 3000 SH
SOLE 3000 0 0
PARKWAY PPTYS INC COM 70159Q104 234 7500 SH
SOLE 7500 0 0
PARTNERRE LTD COM G6852T105 46 1000 SH
SOLE 1000 0 0
PARTY CITY CORP COM 702145103 108 7500 SH
SOLE 7500 0 0
PATHOGENESIS CORP COM 70321E104 430 7400 SH
SOLE 7400 0 0
PATINA OIL & GAS CORP PFD CV 7.125% 703224204 1536 85940 SH
SOLE 85940 0 0
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 183 30500 SH
SOLE 30500 0 0
PATTERSON DENTAL CO COM 703412106 544 12500 SH
SOLE 12500 0 0
PATTERSON ENERGY INC COM 703414102 67 16300 SH
SOLE 16300 0 0
PAXAR CORP COM 704227107 176 19700 SH
SOLE 19700 0 0
PAXSON COMMUNICATIONS CORP COM 704231109 80 8700 SH
SOLE 8700 0 0
PAYCHEX INC COM 704326107 15132 294188 SH
SOLE 294188 0 0
PAYLESS SHOESOURCE INC COM 704379106 440 9300 SH
SOLE 9300 0 0
PAYMENTECH INC COM 704384106 141 7600 SH
SOLE 7600 0 0
<PAGE> PAGE 60
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
<C>
<C>
PBOC HLDGS INC COM 69316G108 65 6300 SH
SOLE 6300 0 0
PEAK INTL LTD ORD G69586108 10 1200 SH
SOLE 1200 0 0
PEC ISRAEL ECONOMIC CORP COM 705098101 69 2400 SH
SOLE 2400 0 0
PECO ENERGY CO COM 693304107 52945 1271974 SH
SOLE 1271974 0 0
PEDIATRIX MED GROUP COM 705324101 486 8100 SH
SOLE 8100 0 0
PEGASUS COMMUNICATIONS CORP CL A 705904100 339 13500 SH
SOLE 13500 0 0
PEGASUS SYSTEMS INC COM 705906105 1797 49914 SH
SOLE 49914 0 0
PEGASYSTEMS INC COM 705573103 13 3200 SH
SOLE 3200 0 0
PENFORD CORP COM 707051108 65 4100 SH
SOLE 4100 0 0
PENN TREATY AMERN CORP COM 707874103 75 2800 SH
SOLE 2800 0 0
PENN VA CORP COM 707882106 53 2900 SH
SOLE 2900 0 0
PENN-AMER GROUP INC COM 707247102 4 400 SH
SOLE 400 0 0
PENNCORP FINL GROUP INC COM 708094107 12 12500 SH
SOLE 12500 0 0
PENNEY J C INC COM 708160106 12391 264344 SH
SOLE 264344 0 0
PENNSYLVANIA ENTERPRISES INC COM 708720107 145 5700 SH
SOLE 5700 0 0
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 165 8500 SH
SOLE 8500 0 0
PENNZOIL CO COM 709903108 0 574716 SH
SOLE 574716 0 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 12432 839334 SH
SOLE 839334 0 0
PENSKE MOTORSPORTS INC COM 709598106 72 2700 SH
SOLE 2700 0 0
PENTAIR INC COM 709631105 263 6600 SH
SOLE 6600 0 0
PENWEST PHARMACEUTICALS CO COM 709754105 2 300 SH
SOLE 300 0 0
PEOPLES BANCORP INC DEL COM 709909105 185 17000 SH
SOLE 17000 0 0
PEOPLES BK BRIDGEPORT CONN COM 710198102 88 3200 SH
SOLE 3200 0 0
PEOPLES ENERGY CORP COM 711030106 1895 47527 SH
SOLE 47527 0 0
PEOPLES HLDG CO COM 711148106 88 2700 SH
SOLE 2700 0 0
PEOPLESOFT INC COM 712713106 6257 330342 SH
SOLE 330342 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 1274 81209 SH
SOLE 81209 0 0
PEPSICO INC COM 713448108 58613 1432173 SH
SOLE 1431973 0 200
PERCLOSE INC COM 71361C107 113 3400 SH
SOLE 3400 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 508 10944 SH
SOLE 10944 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 171 6100 SH
SOLE 6100 0 0
PERFORMANCE TECHNOLOGIES INC COM 71376K102 34 2600 SH
SOLE 2600 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 39 3600 SH
SOLE 3600 0 0
PERKIN ELMER CORP COM 714041100 7030 72056 SH
SOLE 72056 0 0
PERRIGO CO COM 714290103 418 47400 SH
SOLE 47400 0 0
PERSONNEL GROUP AMER INC COM 715338109 398 22700 SH
SOLE 22700 0 0
PETCO ANIMAL SUPPLIES COM 716016100 129 12900 SH
SOLE 12900 0 0
PETERSEN COS INC CL A 716335104 311 9200 SH
SOLE 9200 0 0
PETROGLYPH ENERGY INC COM 71649C101 12 3500 SH
SOLE 3500 0 0
PETSMART INC COM 716768106 626 56900 SH
SOLE 56900 0 0
<PAGE> PAGE 61
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
<C>
<C>
PFF BANCORP INC COM 69331W104 115 7200 SH
SOLE 7200 0 0
PFIZER INC COM 717081103 133593 1065431 SH
SOLE 1065396 0 35
PG&E CORP COM 69331C108 10396 330007 SH
SOLE 330007 0 0
PHARMACEUTICAL MARKETING SVCS COM 717123103 12 800 SH
SOLE 800 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 439 14629 SH
SOLE 14629 0 0
PHARMACIA & UPJOHN INC COM 716941109 24490 432486 SH
SOLE 432486 0 0
PHARMACYCLICS INC COM 716933106 243 9500 SH
SOLE 9500 0 0
PHARMERICA INC COM 717135107 196 32800 SH
SOLE 32800 0 0
PHELPS DODGE CORP COM 717265102 30930 607979 SH
SOLE 607979 0 0
PHILADELPHIA CONS HLDG CORP COM 717528103 73 3200 SH
SOLE 3200 0 0
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 378 12800 SH
SOLE 12800 0 0
PHILIP MORRIS COS INC COM 718154107 121692 2274607 SH
SOLE 2274432 0 175
PHILIPS ELECTRS N V NEW YORK SHS 718337504 4190 61900 SH
SOLE 61900 0 0
PHILLIPS PETE CO COM 718507106 10239 240169 SH
SOLE 240169 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 87 12000 SH
SOLE 12000 0 0
PHOENIX INVT PARTNERS LTD COM 719085102 178 21100 SH
SOLE 21100 0 0
PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 10224 1083300 SH
SOLE 1083300 0 0
PHOTRONICS INC COM 719405102 282 11800 SH
SOLE 11800 0 0
PHYCOR INC COM 71940F100 283 41500 SH
SOLE 41500 0 0
PHYMATRIX CORP COM 718925100 22 10200 SH
SOLE 10200 0 0
PHYSICIAN RELIANCE NETWORK INC COM 71940G108 410 31301 SH
SOLE 31301 0 0
PICTURETEL CORP COM NEW 720035302 140 21000 SH
SOLE 21000 0 0
PIEDMONT NAT GAS INC COM 720186105 588 16300 SH
SOLE 16300 0 0
PIER 1 IMPORTS INC COM 720279108 428 44148 SH
SOLE 44148 0 0
PIERCE LEAHY CORP COM 720722107 102 4000 SH
SOLE 4000 0 0
PILGRIMS PRIDE CORP CL B 721467108 67 3336 SH
SOLE 3336 0 0
PILLOWTEX CORP COM 721501104 109 4100 SH
SOLE 4100 0 0
PINKERTONS INC NEW COM 723429106 770 36100 SH
SOLE 36100 0 0
PINNACLE BANC GROUP INC COM 723449104 51 1800 SH
SOLE 1800 0 0
PINNACLE SYS INC COM 723481107 2927 81871 SH
SOLE 81871 0 0
PINNACLE WEST CAP CORP COM 723484101 3098 73100 SH
SOLE 73100 0 0
PIONEER GROUP INC COM 723684106 240 12100 SH
SOLE 12100 0 0
PIONEER HI BRED INTL INC COM 723686101 7086 262500 SH
SOLE 262500 0 0
PIONEER NAT RES CO COM 723787107 6952 794500 SH
SOLE 794500 0 0
PIONEER STD ELECTRS INC COM 723877106 781 83295 SH
SOLE 83295 0 0
PITNEY BOWES INC COM 724479100 25413 384684 SH
SOLE 384624 0 60
PITTSTON CO COM BAX GROUP 725701882 118 10600 SH
SOLE 10600 0 0
PITTSTON CO COM BRINKS GRP 725701106 201 6300 SH
SOLE 6300 0 0
PITTWAY CORP DEL CL A 725790208 10 300 SH
SOLE 300 0 0
PJ AMER INC COM 72585Q104 87 4800 SH
SOLE 4800 0 0
<PAGE> PAGE 62
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
<C>
<C>
PLACER DOME INC COM 725906101 4148 360674 SH
SOLE 360674 0 0
PLAINS RES INC COM PAR $0.10 726540503 183 13000 SH
SOLE 13000 0 0
PLANAR SYS INC COM 726900103 44 6500 SH
SOLE 6500 0 0
PLANET HOLLYWOOD INTL INC CL A 727025108 39 16800 SH
SOLE 16800 0 0
PLANTRONICS INC NEW COM 727493108 679 7900 SH
SOLE 7900 0 0
PLATINUM SOFTWARE CORP COM 72764R105 167 13000 SH
SOLE 13000 0 0
PLATINUM TECHNOLOGY INC COM 72764T101 532 27800 SH
SOLE 27800 0 0
PLAY BY PLAY TOYS & NOVELTIES COM 72811K103 27 3900 SH
SOLE 3900 0 0
PLAYBOY ENTERPRISES INC CL B 728117300 163 7800 SH
SOLE 7800 0 0
PLAYERS INTL INC COM 727903106 12 2000 SH
SOLE 2000 0 0
PLAYTEX PRODS INC COM 72813P100 254 15800 SH
SOLE 15800 0 0
PLD TELEKOM INC COM 69340T100 19 10600 SH
SOLE 10600 0 0
PLEXUS CORP COM 729132100 258 7600 SH
SOLE 7600 0 0
PLUM CREEK TIMBER CO LP DEPOSITARY UNT 729237107 8 300 SH
SOLE 300 0 0
PMA CAP CORP CL A 693419202 137 7000 SH
SOLE 7000 0 0
PMC-SIERRA INC COM 69344F106 937 14849 SH
SOLE 14849 0 0
PMI GROUP INC COM 69344M101 1023 20700 SH
SOLE 20700 0 0
PMR CORP COM 693451106 21 2800 SH
SOLE 2800 0 0
PNC BK CORP COM 693475105 14543 268682 SH
SOLE 268682 0 0
POE & BROWN INC COM 730444106 853 24400 SH
SOLE 24400 0 0
POGO PRODUCING CO COM 730448107 276 21200 SH
SOLE 21200 0 0
POINT WEST CAP CORP COM 730715109 110 20000 SH
SOLE 20000 0 0
POINTE FINANCIAL CORP COM 73084P100 14 1400 SH
SOLE 1400 0 0
POLARIS INDS INC COM 731068102 498 12700 SH
SOLE 12700 0 0
POLAROID CORP COM 731095105 1890 101162 SH
SOLE 101162 0 0
POLICY MGMT SYS CORP COM 731108106 789 15600 SH
SOLE 15600 0 0
POLO RALPH LAUREN CORP CL A 731572103 52 2700 SH
SOLE 2700 0 0
POLYCOM INC COM 73172K104 198 8900 SH
SOLE 8900 0 0
POLYMER GROUP INC COM 731745105 129 12900 SH
SOLE 12900 0 0
POMEROY COMPUTER RES COM 731822102 127 5600 SH
SOLE 5600 0 0
POOL ENERGY SVCS CO COM 732788104 121 11200 SH
SOLE 11200 0 0
POPE & TALBOT INC COM 732827100 7 800 SH
SOLE 800 0 0
POPULAR INC COM 733174106 14 400 SH
SOLE 400 0 0
POST PPTYS INC COM 737464107 751 19535 SH
SOLE 19535 0 0
POTLATCH CORP COM 737628107 1559 42277 SH
SOLE 42277 0 0
POTOMAC ELEC PWR CO COM 737679100 681 25900 SH
SOLE 25900 0 0
POWER INTEGRATIONS INC COM 739276103 211 8406 SH
SOLE 8406 0 0
POWERTEL INC COM 73936C109 99 7300 SH
SOLE 7300 0 0
POWERWAVE TECHNOLOGIES INC COM 739363109 791 42500 SH
SOLE 42500 0 0
PPG INDS INC COM 693506107 13708 235335 SH
SOLE 235335 0 0
<PAGE> PAGE 63
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
<C>
<C>
PRAXAIR INC COM 74005P104 5773 163782 SH
SOLE 163782 0 0
PRE PAID LEGAL SVCS INC COM 740065107 363 11000 SH
SOLE 11000 0 0
PRECISION CASTPARTS CORP COM 740189105 700 15800 SH
SOLE 15800 0 0
PRECISION DRILLING CORP COM 74022D100 28 2500 SH
SOLE 2500 0 0
PREFERRED INCOME MGMT FD INC COM 74037Q104 0 53 SH
SOLE 53 0 0
PREMARK INTL INC COM 740459102 456 13200 SH
SOLE 13200 0 0
PREMIER BANCSHARES INC GA COM 739909109 314 12000 SH
SOLE 12000 0 0
PREMIER PKS INC COM NEW 740540208 916 30300 SH
SOLE 30300 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 251 34000 SH
SOLE 34000 0 0
PREMISYS COMMUNICATIONS INC COM 740584107 239 25956 SH
SOLE 25956 0 0
PRENTISS PPTYS TR SH BEN INT 740706106 634 28400 SH
SOLE 28400 0 0
PRESIDENTIAL LIFE CORP COM 740884101 262 13200 SH
SOLE 13200 0 0
PRESSTEK INC COM 741113104 91 13300 SH
SOLE 13300 0 0
PREVIEW TRAVEL INC COM 74137R101 148 8000 SH
SOLE 8000 0 0
PRI AUTOMATION INC COM 69357H106 215 8300 SH
SOLE 8300 0 0
PRICE ENTERPRISES INC COM NEW 741444202 39 7500 SH
SOLE 7500 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 2045 59718 SH
SOLE 59718 0 0
PRIDE INTL INC COM 741932107 275 38900 SH
SOLE 38900 0 0
PRIMADONNA RESORTS INC COM 741548101 38 4453 SH
SOLE 4453 0 0
PRIMARK CORP COM 741903108 299 11000 SH
SOLE 11000 0 0
PRIME BANCORP INC COM 741914105 69 4400 SH
SOLE 4400 0 0
PRIME BANCSHARES INC TEXAS COM 74157H108 391 22700 SH
SOLE 22700 0 0
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 97 6400 SH
SOLE 6400 0 0
PRIME HOSPITALITY CORP COM 741917108 298 28200 SH
SOLE 28200 0 0
PRIME RETAIL INC COM 741570105 286 29200 SH
SOLE 29200 0 0
PRIMEDIA INC COM 74157K101 5288 450000 SH
SOLE 450000 0 0
PRIMEX TECHNOLOGIES INC COM 741597108 128 3000 SH
SOLE 3000 0 0
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 170 10300 SH
SOLE 10300 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 316 6100 SH
SOLE 6100 0 0
PROBUSINESS SERVICES INC COM 742674104 242 5300 SH
SOLE 5300 0 0
PROCTER & GAMBLE CO COM 742718109 98216 1075595 SH
SOLE 1075595 0 0
PROFESSIONAL DETAILING INC COM 74312N107 77 2737 SH
SOLE 2737 0 0
PROFESSIONALS GROUP INC COM 742954100 465 15000 SH
SOLE 15000 0 0
PROFIT RECOVERY GROUP INTL INC COM 743168106 871 23276 SH
SOLE 23276 0 0
PROGRESS SOFTWARE CORP COM 743312100 312 9200 SH
SOLE 9200 0 0
PROGRESSIVE CORP OHIO COM 743315103 10593 62542 SH
SOLE 62542 0 0
PROJECT SOFTWARE & DEV INC COM 74339P101 275 8200 SH
SOLE 8200 0 0
PROLOGIS TR SH BEN INT 743410102 595 28700 SH
SOLE 28700 0 0
PROMEDCO MGMT CO COM 74342L105 49 8200 SH
SOLE 8200 0 0
PROMUS HOTEL CORP NEW COM 74342P106 5466 168816 SH
SOLE 168816 0 0
<PAGE> PAGE 64
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
<C>
<C>
PROTECTION ONE INC COM 743663304 85 9900 SH
SOLE 9900 0 0
PROTECTIVE LIFE CORP COM 743674103 525 13200 SH
SOLE 13200 0 0
PROTEIN DESIGN LABS INC COM 74369L103 235 10100 SH
SOLE 10100 0 0
PROVIDENT BANKSHARES CORP COM 743859100 341 13700 SH
SOLE 13700 0 0
PROVIDENT COS INC COM 743862104 4924 118658 SH
SOLE 118658 0 0
PROVIDENT FINL GROUP INC COM 743866105 468 12415 SH
SOLE 12415 0 0
PROVIDIAN FINL CORP COM 74406A102 8769 116909 SH
SOLE 116909 0 0
PROVINCE HEALTHCARE CO COM 743977100 355 9903 SH
SOLE 9903 0 0
PROXIM INC COM 744284100 144 5400 SH
SOLE 5400 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 353 14800 SH
SOLE 14800 0 0
PSB BANCORP INC COM 693604100 38 5000 SH
SOLE 5000 0 0
PSINET INC COM 74437C101 453 21700 SH
SOLE 21700 0 0
PSS WORLD MED INC COM 69366A100 1196 52000 SH
SOLE 52000 0 0
PUBLIC STORAGE INC COM 74460D109 1015 37500 SH
SOLE 37500 0 0
PUBLIC SVC CO N C INC COM 744516105 283 10900 SH
SOLE 10900 0 0
PUBLIC SVC CO N MEX COM 744499104 22166 1084500 SH
SOLE 1084500 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 8061 201519 SH
SOLE 201519 0 0
PUERTO RICAN CEM INC COM 745075101 83 2400 SH
SOLE 2400 0 0
PUGET SOUND ENERGY INC COM 745332106 429 15400 SH
SOLE 15400 0 0
PULITZER PUBG CO COM 745771105 17 200 SH
SOLE 200 0 0
PULTE CORP COM 745867101 1738 62467 SH
SOLE 62467 0 0
PUMA TECHNOLOGY INC COM 745887109 2 465 SH
SOLE 465 0 0
PXRE CORP COM 693674103 133 5300 SH
SOLE 5300 0 0
QAD INC COM 74727D108 16 4400 SH
SOLE 4400 0 0
QLOGIC CORP COM 747277101 550 4200 SH
SOLE 4200 0 0
QRS CORP COM 74726X105 178 3700 SH
SOLE 3700 0 0
QUADRAMED CORP COM 74730W101 607 29590 SH
SOLE 29590 0 0
QUAKER CHEM CORP COM 747316107 7 400 SH
SOLE 400 0 0
QUAKER FABRIC CORP NEW COM 747399103 38 6100 SH
SOLE 6100 0 0
QUAKER OATS CO COM 747402105 10618 178450 SH
SOLE 178450 0 0
QUALCOMM INC COM 747525103 2036 39277 SH
SOLE 39277 0 0
QUANEX CORP COM 747620102 171 7600 SH
SOLE 7600 0 0
QUANTA SVCS INC COM 74762E102 16560 750600 SH
SOLE 750600 0 0
QUANTUM CORP COM 747906105 1328 62433 SH
SOLE 62433 0 0
QUEENS CNTY BANCORP INC COM 748242104 283 9500 SH
SOLE 9500 0 0
QUEST DIAGNOSTICS INC COM 74834L100 251 14100 SH
SOLE 14100 0 0
QUESTAR CORP COM 748356102 408 21000 SH
SOLE 21000 0 0
QUICKTURN DESIGN SYS INC COM 74838E102 73 5100 SH
SOLE 5100 0 0
QUIKSILVER INC COM 74838C106 252 8400 SH
SOLE 8400 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 6973 130660 SH
SOLE 130660 0 0
<PAGE> PAGE 65
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
<C>
<C>
QUORUM HEALTH GROUP INC COM 749084109 761 58800 SH
SOLE 58800 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 333 6653 SH
SOLE 6653 0 0
R & B FALCON CORP COM 74912E101 5169 677836 SH
SOLE 677836 0 0
R & B INC COM 749124103 288 35200 SH
SOLE 35200 0 0
R H DONNELLEY CORP COM NEW 74955W307 3 200 SH
SOLE 200 0 0
RADIANT SYSTEMS INC COM 75025N102 102 13900 SH
SOLE 13900 0 0
RAILTEX INC COM 750766107 77 6800 SH
SOLE 6800 0 0
RAILWORKS CORP COM 750789109 0 20 SH
SOLE 20 0 0
RAINFOREST CAFE INC COM 75086K104 119 19600 SH
SOLE 19600 0 0
RALCORP HLDGS INC NEW COM 751028101 1023 56000 SH
SOLE 56000 0 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 7944 245395 SH
SOLE 245395 0 0
RAMBUS INC DEL COM 750917106 924 9600 SH
SOLE 9600 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 22 1500 SH
SOLE 1500 0 0
RANGE RES CORP COM 75281A109 48 13800 SH
SOLE 13800 0 0
RANGER OIL LTD COM 752805101 119 26800 SH
SOLE 26800 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 3451 130220 SH
SOLE 130220 0 0
RAYCHEM CORP DEL COM 754603108 2299 71190 SH
SOLE 71190 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 61 2900 SH
SOLE 2900 0 0
RAYONIER INC COM 754907103 2879 62667 SH
SOLE 62667 0 0
RAYOVAC CORP COM 755081106 341 12800 SH
SOLE 12800 0 0
RAYTHEON CO CL A 755111309 2691 52050 SH
SOLE 52050 0 0
RAYTHEON CO CL B 755111408 16310 308804 SH
SOLE 308804 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 45 1700 SH
SOLE 1700 0 0
RCN CORP COM 749361101 460 26000 SH
SOLE 26000 0 0
READ-RITE CORP COM 755246105 359 24300 SH
SOLE 24300 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 254 10100 SH
SOLE 10100 0 0
REALNETWORKS INC COM 75605L104 151 4200 SH
SOLE 4200 0 0
REALTY INCOME CORP COM 756109104 463 18600 SH
SOLE 18600 0 0
RECKSON ASSOCS RLTY CORP COM 75621K106 807 36400 SH
SOLE 36400 0 0
RECOTON CORP COM 756268108 152 8500 SH
SOLE 8500 0 0
RECOVERY ENGR INC COM 756269106 23 3493 SH
SOLE 3493 0 0
RED ROOF INNS INC COM 757005103 206 12200 SH
SOLE 12200 0 0
REDWOOD TR INC COM 758075402 74 5300 SH
SOLE 5300 0 0
REEBOK INTL LTD COM 758110100 734 49365 SH
SOLE 49365 0 0
REGAL BELOIT CORP COM 758750103 271 11800 SH
SOLE 11800 0 0
REGENCY RLTY CORP COM 758939102 268 12000 SH
SOLE 12000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 133 18000 SH
SOLE 18000 0 0
REGIONS FINL CORP COM 758940100 7699 190996 SH
SOLE 190996 0 0
REGIS CORP MINN COM 758932107 412 10300 SH
SOLE 10300 0 0
REINSURANCE GROUP AMER INC COM 759351109 917 13100 SH
SOLE 13100 0 0
<PAGE> PAGE 66
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
<C>
<C>
RELIANCE BANCORP INC COM 759451107 120 4300 SH
SOLE 4300 0 0
RELIANCE GROUP HOLDINGS INC COM 759464100 1207 93800 SH
SOLE 93800 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 165 6000 SH
SOLE 6000 0 0
RELIASTAR FINL CORP COM 75952U103 1343 29100 SH
SOLE 29100 0 0
RELTEC CORP COM 759527104 9 400 SH
SOLE 400 0 0
REMEC INC COM 759543101 170 9400 SH
SOLE 9400 0 0
REMEDY CORP COM 759548100 241 17300 SH
SOLE 17300 0 0
REMEDYTEMP INC CL A 759549108 37 2400 SH
SOLE 2400 0 0
RENAISSANCE RE HLDGS LTD COM G7496G103 2787 76100 SH
SOLE 76100 0 0
RENAISSANCE WORLDWIDE INC COM 75968A109 41 6700 SH
SOLE 6700 0 0
RENAL CARE GROUP INC COM 759930100 640 22198 SH
SOLE 22198 0 0
RENT WAY INC COM 76009U104 248 10194 SH
SOLE 10194 0 0
RENTAL SERVICE CORP COM 76009V102 177 11300 SH
SOLE 11300 0 0
RENTERS CHOICE INC COM 760114108 216 6800 SH
SOLE 6800 0 0
REPUBLIC BANCORP INC COM 760282103 137 10000 SH
SOLE 10000 0 0
REPUBLIC BANCSHARES INC COM 759929102 35 2700 SH
SOLE 2700 0 0
REPUBLIC BKG CORP FLA MIAMI FL COM 760322107 312 29400 SH
SOLE 29400 0 0
REPUBLIC GROUP INC COM 760473108 100 5000 SH
SOLE 5000 0 0
REPUBLIC INDS INC COM 760516104 43 2900 SH
SOLE 2900 0 0
REPUBLIC N Y CORP COM 760719104 4364 95774 SH
SOLE 95774 0 0
REPUBLIC SECURITY FINL CORP COM 760758102 740 61013 SH
SOLE 61013 0 0
RES-CARE INC COM 760943100 143 5800 SH
SOLE 5800 0 0
RESMED INC COM 761152107 318 7000 SH
SOLE 7000 0 0
RESOUND CORP COM 761194109 3 900 SH
SOLE 900 0 0
RESOURCE AMERICA INC CL A 761195205 140 15400 SH
SOLE 15400 0 0
RESOURCE BANCSHARES MTG GROUP COM 761197102 171 10300 SH
SOLE 10300 0 0
RESPIRONICS INC COM 761230101 310 15500 SH
SOLE 15500 0 0
REUTERS GROUP PLC SPONSORED ADR 76132M102 34 530 SH
SOLE 530 0 0
REXALL SUNDOWN INC COM 761648104 95 6800 SH
SOLE 6800 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 427 18600 SH
SOLE 18600 0 0
REYNOLDS METALS CO COM 761763101 3235 61403 SH
SOLE 61403 0 0
RFS HOTEL INVS INC COM 74955J108 206 16800 SH
SOLE 16800 0 0
RICHFOOD HLDGS INC COM 763408101 1242 59800 SH
SOLE 59800 0 0
RICHMOND CNTY FINL CORP COM 764556106 229 14200 SH
SOLE 14200 0 0
RIGGS NATL CORP WASH DC COM 766570105 268 13100 SH
SOLE 13100 0 0
RIO HOTEL & CASINO INC COM 767147101 6520 410700 SH
SOLE 410700 0 0
RISK CAP HLDGS INC COM 767711104 135 6200 SH
SOLE 6200 0 0
RITE AID CORP COM 767754104 11077 223499 SH
SOLE 223499 0 0
RIVAL CO COM 768020109 37 2800 SH
SOLE 2800 0 0
RIVIANA FOODS INC COM 769536103 86 3500 SH
SOLE 3500 0 0
<PAGE> PAGE 67
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
<C>
<C>
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 24593 828398 SH
SOLE 828398 0 0
RLI CORP COM 749607107 127 3800 SH
SOLE 3800 0 0
ROADWAY EXPRESS INC DEL COM 769742107 394 27300 SH
SOLE 27300 0 0
ROANOKE ELEC STL CORP COM 769841107 75 5100 SH
SOLE 5100 0 0
ROBBINS & MYERS INC COM 770196103 95 4300 SH
SOLE 4300 0 0
ROBERT HALF INTL INC COM 770323103 13416 301340 SH
SOLE 301340 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 335 15400 SH
SOLE 15400 0 0
ROCHESTER GAS & ELEC CORP COM 771367109 19388 620400 SH
SOLE 620400 0 0
ROCK OF AGES CORP CL A 772632105 115 8100 SH
SOLE 8100 0 0
ROCK-TENN CO CL A 772739207 103 6100 SH
SOLE 6100 0 0
ROCKWELL INTL CORP NEW COM 773903109 8481 174627 SH
SOLE 174627 0 0
ROCKY SHOES & BOOTS INC COM 774830103 49 8400 SH
SOLE 8400 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 0 50 SH
SOLE 50 0 0
ROGERS CORP COM 775133101 114 3800 SH
SOLE 3800 0 0
ROHM & HAAS CO COM 775371107 6080 201817 SH
SOLE 201817 0 0
ROHN INDS INC COM 775381106 145 42000 SH
SOLE 42000 0 0
ROLLINS INC COM 775711104 245 14000 SH
SOLE 14000 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 903 61198 SH
SOLE 61198 0 0
ROMAC INTL INC COM 775835101 373 16800 SH
SOLE 16800 0 0
ROPER INDS INC NEW COM 776696106 348 17100 SH
SOLE 17100 0 0
ROSLYN BANCORP INC COM 778162107 430 20000 SH
SOLE 20000 0 0
ROSS STORES INC COM 778296103 457 11600 SH
SOLE 11600 0 0
ROUGE INDS INC DEL CL A 779088103 35 4000 SH
SOLE 4000 0 0
ROUSE CO COM 779273101 1477 77741 SH
SOLE 77741 0 0
ROUSE CO PFD CONV SER B 779273309 6687 154169 SH
SOLE 154169 0 0
ROWAN COS INC COM 779382100 1125 112454 SH
SOLE 112454 0 0
ROYAL APPLIANCE MFG CO COM 780076105 4 1200 SH
SOLE 1200 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 56 1500 SH
SOLE 1500 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 87535 1828400 SH
SOLE 1828400 0 0
RPC INC COM 749660106 47 6300 SH
SOLE 6300 0 0
RPM INC OHIO COM 749685103 317 19800 SH
SOLE 19800 0 0
RTI INTL METALS INC COM 74973W107 115 8200 SH
SOLE 8200 0 0
RUBBERMAID INC COM 781088109 51458 1636826 SH
SOLE 1636826 0 0
RUBY TUESDAY INC COM 781182100 332 15600 SH
SOLE 15600 0 0
RUDDICK CORP COM 781258108 1152 50100 SH
SOLE 50100 0 0
RURAL / METRO CORP COM 781748108 82 7500 SH
SOLE 7500 0 0
RUSS BERRIE & CO COM 782233100 146 6200 SH
SOLE 6200 0 0
RUSSELL CORP COM 782352108 926 45622 SH
SOLE 45622 0 0
RUTHERFORD-MORAN OIL CORP COM 783286107 9 3100 SH
SOLE 3100 0 0
RWD TECHNOLOGIES INC COM 74975B101 428 19775 SH
SOLE 19775 0 0
<PAGE> PAGE 68
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
<C>
<C>
RYANS FAMILY STEAK HOUSE INC COM 783519101 317 25600 SH
SOLE 25600 0 0
RYDER SYS INC COM 783549108 2955 113698 SH
SOLE 113698 0 0
RYERSON TULL INC CL A 783755101 24 2400 SH
SOLE 2400 0 0
RYLAND GROUP INC COM 783764103 261 9000 SH
SOLE 9000 0 0
S & T BANCORP INC COM 783859101 361 13100 SH
SOLE 13100 0 0
S3 INC COM 784849101 204 27700 SH
SOLE 27700 0 0
SABRATEK CORP COM 78571U108 167 10233 SH
SOLE 10233 0 0
SAFECO CORP COM 786429100 5391 125535 SH
SOLE 125535 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 368 13400 SH
SOLE 13400 0 0
SAFESKIN CORP COM 786454108 77 3200 SH
SOLE 3200 0 0
SAFETY-KLEEN CORP NEW COM NEW 78648R203 2057 145569 SH
SOLE 145569 0 0
SAFEWAY INC COM NEW 786514208 31316 513899 SH
SOLE 513799 0 100
SAKS INC COM 79377W108 825 26138 SH
SOLE 26138 0 0
SALOMON BROS WORLDWIDE INCOME COM 79548T109 48 5000 SH
SOLE 5000 0 0
SALTON/MAXIM HOUSEWARES INC COM 795757103 85 3300 SH
SOLE 3300 0 0
SAMSONITE CORP NEW COM 79604V105 27 4700 SH
SOLE 4700 0 0
SANCHEZ COMPUTER ASSOCS INC COM 799702105 135 4600 SH
SOLE 4600 0 0
SANDISK CORP COM 80004C101 134 9500 SH
SOLE 9500 0 0
SANDY SPRING BANCORP INC COM 800363103 3 100 SH
SOLE 100 0 0
SANGSTAT MED CORP COM 801003104 493 23160 SH
SOLE 23160 0 0
SANMINA CORP COM 800907107 394 6310 SH
SOLE 6310 0 0
SANTA BARBARA BANCORP CALIF COM 801233107 0 7000 SH
SOLE 7000 0 0
SANTA FE ENERGY RES INC COM 802012104 411 55778 SH
SOLE 55778 0 0
SAPIENT CORP COM 803062108 258 4600 SH
SOLE 4600 0 0
SARA LEE CORP COM 803111103 24349 863805 SH
SOLE 863805 0 0
SAUER INC COM 804137107 201 26600 SH
SOLE 26600 0 0
SAUL CTRS INC COM 804395101 40 2600 SH
SOLE 2600 0 0
SAWTEK INC COM 805468105 193 11000 SH
SOLE 11000 0 0
SBARRO INC COM 805844107 282 10800 SH
SOLE 10800 0 0
SBC COMMUNICATIONS INC COM 78387G103 98205 1831315 SH
SOLE 1831185 0 130
SCANA CORP COM 805898103 835 25900 SH
SOLE 25900 0 0
SCB COMPUTER TECHNOLOGY INC COM 78388N107 52 5200 SH
SOLE 5200 0 0
SCHAWK INC CL A 806373106 682 49100 SH
SOLE 49100 0 0
SCHEIN HENRY INC COM 806407102 1272 28417 SH
SOLE 28417 0 0
SCHEIN PHARMACEUTICAL INC COM 806416103 36 2500 SH
SOLE 2500 0 0
SCHERING PLOUGH CORP COM 806605101 21312 385738 SH
SOLE 385738 0 0
SCHLUMBERGER LTD COM 806857108 24857 538898 SH
SOLE 538898 0 0
SCHNITZER STL INDS CL A 806882106 962 66900 SH
SOLE 66900 0 0
SCHOLASTIC CORP COM 807066105 548 10200 SH
SOLE 10200 0 0
SCHOOL SPECIALTY INC COM 807863105 410 19197 SH
SOLE 19197 0 0
<PAGE> PAGE 69
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
<C>
<C>
SCHULMAN A INC COM 808194104 531 23400 SH
SOLE 23400 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18788 334361 SH
SOLE 334361 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 117 7600 SH
SOLE 7600 0 0
SCI SYS INC COM 783890106 1201 20800 SH
SOLE 20800 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1825 80023 SH
SOLE 80023 0 0
SCIENTIFIC GAMES HLDGS CORP COM 808747109 91 4800 SH
SOLE 4800 0 0
SCIOS INC COM 808905103 350 33700 SH
SOLE 33700 0 0
SCIPE HLDGS INC COM 78402P104 179 5900 SH
SOLE 5900 0 0
SCM MICROSYSTEMS INC COM 784018103 540 7600 SH
SOLE 7600 0 0
SCOTSMAN INDS INC COM 809340102 105 5100 SH
SOLE 5100 0 0
SCOTTS CO CL A 810186106 407 10600 SH
SOLE 10600 0 0
SCRIPPS E W CO OHIO CL A 811054204 677 13600 SH
SOLE 13600 0 0
SCUDDER NEW EUROPE FD INC COM 810905109 18 1035 SH
SOLE 1035 0 0
SCUDDER SPAIN & PORTUGAL FD COM 811198100 15 1100 SH
SOLE 1100 0 0
SDL INC COM 784076101 670 16900 SH
SOLE 16900 0 0
SEA CONTAINERS LTD CL A 811371707 45 1500 SH
SOLE 1500 0 0
SEABOARD CORP COM 811543107 42 100 SH
SOLE 100 0 0
SEACOR SMIT INC COM 811904101 1453 29400 SH
SOLE 29400 0 0
SEAGATE TECHNOLOGY COM 811804103 10247 338711 SH
SOLE 338711 0 0
SEAGRAM LTD COM 811850106 13759 362063 SH
SOLE 362063 0 0
SEAGULL ENERGY CORP COM 812007102 6679 1058000 SH
SOLE 1058000 0 0
SEALED AIR CORP NEW COM 81211K100 3541 69357 SH
SOLE 69357 0 0
SEALED AIR CORP NEW PFD CV A $2 81211K209 132080 2546131 SH
SOLE 2546131 0 0
SEARS ROEBUCK & CO COM 812387108 17629 414764 SH
SOLE 414764 0 0
SECURITY CAP GROUP INC CL B 81413P204 265 19500 SH
SOLE 19500 0 0
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 421 18300 SH
SOLE 18300 0 0
SEI INVESTMENTS CO COM 784117103 745 7500 SH
SOLE 7500 0 0
SEITEL INC COM NEW 816074306 334 26800 SH
SOLE 26800 0 0
SELECTIVE INS GROUP INC COM 816300107 316 15700 SH
SOLE 15700 0 0
SEMCO ENERGY INC COM 78412D109 122 7500 SH
SOLE 7500 0 0
SEMPRA ENERGY COM 816851109 5288 208351 SH
SOLE 208351 0 0
SEMTECH CORP COM 816850101 319 8900 SH
SOLE 8900 0 0
SENSORMATIC ELECTRS CORP COM 817265101 320 46100 SH
SOLE 46100 0 0
SENSORMATIC ELECTRS CORP PFD 1/10CV6.5% 817265200 21143 1626376 SH
SOLE 1626376 0 0
SEPRACOR INC COM 817315104 3992 45600 SH
SOLE 45600 0 0
SEQUA CORPORATION CL A 817320104 264 4400 SH
SOLE 4400 0 0
SEQUENT COMPUTER SYS INC COM 817338106 368 30500 SH
SOLE 30500 0 0
SEQUUS PHARMACEUTICALS INC COM 817471105 501 24700 SH
SOLE 24700 0 0
SEROLOGICALS CORP COM 817523103 417 13900 SH
SOLE 13900 0 0
SERVICE CORP INTL COM 817565104 12681 333183 SH
SOLE 333183 0 0
<PAGE> PAGE 70
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
<C>
<C>
SERVICE EXPERTS INC COM 817567100 246 8400 SH
SOLE 8400 0 0
SERVICEMASTER CO COM 81760N109 4131 187253 SH
SOLE 187253 0 0
SFS BANCORP INC COM 784166100 329 15500 SH
SOLE 15500 0 0
SFX ENTMT INC CL A 784178105 631 11500 SH
SOLE 11500 0 0
SHARED MED SYS CORP COM 819486101 1756 35200 SH
SOLE 35200 0 0
SHAW GROUP INC COM 820280105 122 15300 SH
SOLE 15300 0 0
SHAW INDS INC COM 820286102 449 18500 SH
SOLE 18500 0 0
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 37932 1020000 SH
SOLE 1020000 0 0
SHERWIN WILLIAMS CO COM 824348106 6850 233197 SH
SOLE 233197 0 0
SHILOH INDS INC COM 824543102 25 1900 SH
SOLE 1900 0 0
SHIVA CORP COM 824851109 142 25100 SH
SOLE 25100 0 0
SHOPKO STORES INC COM 824911101 486 14600 SH
SOLE 14600 0 0
SHORELINE FINL CORP COM 825190101 81 3100 SH
SOLE 3100 0 0
SHOREWOOD PACKAGING CORP COM 825229107 236 11500 SH
SOLE 11500 0 0
SHURGARD STORAGE CTRS INC COM 82567D104 511 19800 SH
SOLE 19800 0 0
SIEBEL SYS INC COM 826170102 590 17400 SH
SOLE 17400 0 0
SIERRA HEALTH SVCS INC COM 826322109 387 18400 SH
SOLE 18400 0 0
SIERRA PAC RES COM 826425100 16868 443900 SH
SOLE 443900 0 0
SIGCORP INC COM 826912107 406 11400 SH
SOLE 11400 0 0
SIGMA ALDRICH CORP COM 826552101 2871 97725 SH
SOLE 97725 0 0
SIGNAL CORP COM 826631103 157 4600 SH
SOLE 4600 0 0
SIGNATURE EYEWEAR INC COM 826918104 17 3700 SH
SOLE 3700 0 0
SILGAN HOLDINGS INC COM 827048109 156 5600 SH
SOLE 5600 0 0
SILICON GAMING INC COM 827054107 13 9459 SH
SOLE 9459 0 0
SILICON GRAPHICS INC COM 827056102 2055 159656 SH
SOLE 159656 0 0
SILICON VY BANCSHARES COM 827064106 182 10700 SH
SOLE 10700 0 0
SILICON VY GROUP INC COM 827066101 254 19900 SH
SOLE 19900 0 0
SILICONIX INC COM NEW 827079203 81 3900 SH
SOLE 3900 0 0
SILVERLEAF RESORTS INC COM 828395103 22 2400 SH
SOLE 2400 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1927 67600 SH
SOLE 67600 0 0
SIMON TRANSN SVCS INC CL A 828813105 177 30400 SH
SOLE 30400 0 0
SIMPSON INDS INC COM 829060102 92 9400 SH
SOLE 9400 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 101 2700 SH
SOLE 2700 0 0
SIPEX CORP COM 829909100 291 8300 SH
SOLE 8300 0 0
SIS BANCORP INC COM 78427E100 2987 66000 SH
SOLE 66000 0 0
SITEL CORP COM 82980K107 43 17700 SH
SOLE 17700 0 0
SKY FINL GROUP INC COM 83080P103 510 19284 SH
SOLE 19284 0 0
SKYLINE CORP COM 830830105 140 4300 SH
SOLE 4300 0 0
SKYTEL COMMUNICATIONS INC COM 83087Q104 1000 45200 SH
SOLE 45200 0 0
SKYTEL COMMUNICATIONS INC PFD CV EX$2.25 83087Q302 309 10000 SH
SOLE 10000 0 0
<PAGE> PAGE 71
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
<C>
<C>
SKYWEST INC COM 830879102 438 13400 SH
SOLE 13400 0 0
SL GREEN RLTY CORP COM 78440X101 348 16100 SH
SOLE 16100 0 0
SLI INC COM 78442T108 299 10800 SH
SOLE 10800 0 0
SLM HLDG CORP COM 78442A109 160611 3346056 SH
SOLE 3346056 0 0
SM&A CORP COM 784432106 30 1600 SH
SOLE 1600 0 0
SMART & FINAL INC COM 831683107 41 4300 SH
SOLE 4300 0 0
SMART MODULAR TECH INC COM 831690102 519 18689 SH
SOLE 18689 0 0
SMARTALK TELESERVICES INC COM 83169A100 54 20600 SH
SOLE 20600 0 0
SMITH A O COM 831865209 226 9200 SH
SOLE 9200 0 0
SMITH CHARLES E RESDNTL RLTY COM 832197107 376 11700 SH
SOLE 11700 0 0
SMITH INTL INC COM 832110100 785 31100 SH
SOLE 31100 0 0
SMITHFIELD FOODS INC COM 832248108 649 19171 SH
SOLE 19171 0 0
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 806 11600 SH
SOLE 11600 0 0
SMUCKER J M CO CL A 832696108 415 16800 SH
SOLE 16800 0 0
SMUCKER J M CO CL B 832696207 11 500 SH
SOLE 500 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 499 31580 SH
SOLE 31580 0 0
SNAP ON INC COM 833034101 1766 50746 SH
SOLE 50746 0 0
SNYDER COMMUNICATIONS INC COM 832914105 496 14700 SH
SOLE 14700 0 0
SNYDER OIL CORP COM 833482102 654 49100 SH
SOLE 49100 0 0
SODEXHO MARRIOTT SVCS INC COM 833793102 12 400 SH
SOLE 400 0 0
SOFAMOR/DANEK GROUP INC COM 834005100 55311 454301 SH
SOLE 454301 0 0
SOFTWARE AG SYS INC COM 834025108 472 26027 SH
SOLE 26027 0 0
SOFTWARE NET CORP COM 83403E108 0 62000 SH
SOLE 62000 0 0
SOLA INTL INC COM 834092108 310 17900 SH
SOLE 17900 0 0
SOLECTRON CORP COM 834182107 16923 182100 SH
SOLE 182100 0 0
SOLUTIA INC COM 834376105 557 24900 SH
SOLE 24900 0 0
SONAT INC COM 835415100 15172 560652 SH
SOLE 560652 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 86 2500 SH
SOLE 2500 0 0
SONIC CORP COM 835451105 261 10500 SH
SOLE 10500 0 0
SONOCO PRODS CO COM 835495102 474 16000 SH
SOLE 16000 0 0
SOS STAFFING SVCS INC COM 78462X104 213 29300 SH
SOLE 29300 0 0
SOTHEBYS HLDGS INC CL A 835898107 980 30600 SH
SOLE 30600 0 0
SOUND FED BANCORP COM 83607T109 80 8500 SH
SOLE 8500 0 0
SOURCE INFORMATION MGMT CO COM NEW 836151209 189 16300 SH
SOLE 16300 0 0
SOUTH JERSEY INDS INC COM 838518108 100 3800 SH
SOLE 3800 0 0
SOUTHDOWN INC COM 841297104 491 8300 SH
SOLE 8300 0 0
SOUTHERN CO COM 842587107 16840 579429 SH
SOLE 579429 0 0
SOUTHERN ENERGY HOMES INC COM 842814105 5 800 SH
SOLE 800 0 0
SOUTHERN PERU COPPER CORP COM 843611104 112 11900 SH
SOLE 11900 0 0
SOUTHERN UN CO NEW COM 844030106 202 8275 SH
SOLE 8275 0 0
<PAGE> PAGE 72
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
<C>
<C>
SOUTHLAND CORP COM NEW 844436402 130 68400 SH
SOLE 68400 0 0
SOUTHTRUST CORP COM 844730101 2431 65800 SH
SOLE 65800 0 0
SOUTHWEST AIRLS CO COM 844741108 6508 290009 SH
SOLE 290009 0 0
SOUTHWEST BANCORPORATION TEX COM 84476R109 814 45500 SH
SOLE 45500 0 0
SOUTHWEST GAS CORP COM 844895102 18165 675900 SH
SOLE 675900 0 0
SOUTHWEST SECS GROUP INC COM 845224104 100 5000 SH
SOLE 5000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 102 13600 SH
SOLE 13600 0 0
SOVEREIGN BANCORP INC COM 845905108 1370 96060 SH
SOLE 96060 0 0
SOVRAN SELF STORAGE INC COM 84610H108 213 8500 SH
SOLE 8500 0 0
SPACELABS MED INC COM 846247104 9 400 SH
SOLE 400 0 0
SPAGHETTI WHSE INC COM 846329100 45 5900 SH
SOLE 5900 0 0
SPARTAN MTRS INC COM 846819100 5 800 SH
SOLE 800 0 0
SPARTECH CORP COM NEW 847220209 132 6000 SH
SOLE 6000 0 0
SPDR TR UNIT SER 1 78462F103 13431 109193 SH
SOLE 109193 0 0
SPECIAL METALS CORP COM 84741Y103 22 2400 SH
SOLE 2400 0 0
SPECIALTY EQUIP COS INC COM NEW 847497203 151 5600 SH
SOLE 5600 0 0
SPECTRA-PHYSICS LASERS INC COM 847568102 46 4800 SH
SOLE 4800 0 0
SPEEDFAM INTL INC COM 847706108 125 7300 SH
SOLE 7300 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 430 15100 SH
SOLE 15100 0 0
SPELLING ENTMT GROUP INC COM 847807104 161 21400 SH
SOLE 21400 0 0
SPIEGEL INC CL A 848457107 77 13400 SH
SOLE 13400 0 0
SPIEKER PPTYS INC COM 848497103 917 26500 SH
SOLE 26500 0 0
SPIROS DEV CORP II INC / DURA UNIT EX 123102 848935201 2815 315000 SH
SOLE 315000 0 0
SPLASH TECHNOLOGY HLDGS INC COM 848623104 50 6700 SH
SOLE 6700 0 0
SPORTS AUTH INC COM 849176102 2062 392700 SH
SOLE 392700 0 0
SPORTSLINE USA INC COM 848934105 151 9700 SH
SOLE 9700 0 0
SPR INC COM 784922106 63 3600 SH
SOLE 3600 0 0
SPRINGS INDS INC CL A 851783100 868 20962 SH
SOLE 20962 0 0
SPRINT CORP COM FON GROUP 852061100 32589 387382 SH
SOLE 387382 0 0
SPRINT CORP PCS COM SER 1 852061506 8409 363600 SH
SOLE 363600 0 0
SPS TECHNOLOGIES INC COM 784626103 356 6300 SH
SOLE 6300 0 0
SPX CORP COM 784635104 1236 18455 SH
SOLE 18455 0 0
SS&C TECHNOLOGIES INC COM 85227Q100 54 4300 SH
SOLE 4300 0 0
ST JOE CO COM 790148100 185 7900 SH
SOLE 7900 0 0
ST JOHN KNITS INC COM 790289102 365 14035 SH
SOLE 14035 0 0
ST JUDE MED INC COM 790849103 2936 106052 SH
SOLE 106052 0 0
ST MARY LD & EXPL CO COM 792228108 116 6200 SH
SOLE 6200 0 0
ST PAUL BANCORP INC COM 792848103 590 21700 SH
SOLE 21700 0 0
ST PAUL COS INC COM 792860108 9237 265767 SH
SOLE 265767 0 0
STAFF LEASING INC COM 852381102 89 7600 SH
SOLE 7600 0 0
<PAGE> PAGE 73
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
<C>
<C>
STAFFMARK INC COM 852389105 179 8007 SH
SOLE 8007 0 0
STAGE STORES INC COM 85254C107 136 14500 SH
SOLE 14500 0 0
STANDARD MICROSYSTEMS CORP COM 853626109 6 800 SH
SOLE 800 0 0
STANDARD MTR PRODS INC COM 853666105 133 5500 SH
SOLE 5500 0 0
STANDARD PAC CORP NEW COM 85375C101 267 18900 SH
SOLE 18900 0 0
STANDARD PRODS CO COM 853836104 177 8700 SH
SOLE 8700 0 0
STANDARD REGISTER CO COM 853887107 337 10900 SH
SOLE 10900 0 0
STANDEX INTL CORP COM 854231107 162 6200 SH
SOLE 6200 0 0
STANLEY FURNITURE INC COM NEW 854305208 208 11400 SH
SOLE 11400 0 0
STANLEY WKS COM 854616109 3072 110709 SH
SOLE 110709 0 0
STAPLES INC COM 855030102 33102 757678 SH
SOLE 757678 0 0
STAR TELECOMMUNICATIONS INC COM 854923109 123 10100 SH
SOLE 10100 0 0
STARBUCKS CORP COM 855244109 7886 140521 SH
SOLE 140521 0 0
STARRETT L S CO CL A 855668109 110 3200 SH
SOLE 3200 0 0
STARWOOD HOTELS & RESORTS COMBND CTF NEW 855905204 1347 59371 SH
SOLE 59371 0 0
STATE AUTO FINL CORP COM 855707105 286 23100 SH
SOLE 23100 0 0
STATE STR CORP COM 857477103 9380 134830 SH
SOLE 134830 0 0
STATEN IS BANCORP INC COM 857550107 434 21800 SH
SOLE 21800 0 0
STATION CASINOS INC COM 857689103 85 10400 SH
SOLE 10400 0 0
STEEL DYNAMICS INC COM 858119100 197 16800 SH
SOLE 16800 0 0
STEEL TECHNOLOGIES INC COM 858147101 397 58900 SH
SOLE 58900 0 0
STEIN MART INC COM 858375108 112 16000 SH
SOLE 16000 0 0
STEINER LEISURE LTD ORD P8744Y102 797 24909 SH
SOLE 24909 0 0
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 185 7100 SH
SOLE 7100 0 0
STEPAN CO COM 858586100 88 3300 SH
SOLE 3300 0 0
STERIS CORP COM 859152100 354 12500 SH
SOLE 12500 0 0
STERLING BANCORP COM 859158107 98 4300 SH
SOLE 4300 0 0
STERLING BANCSHARES INC COM 858907108 282 19000 SH
SOLE 19000 0 0
STERLING COMM INC COM 859205106 721 16000 SH
SOLE 16000 0 0
STERLING SOFTWARE INC COM 859547101 433 16000 SH
SOLE 16000 0 0
STEWART & STEVENSON SVCS INC COM 860342104 194 19900 SH
SOLE 19900 0 0
STEWART ENTERPRISES INC CL A 860370105 543 24400 SH
SOLE 24400 0 0
STEWART INFORMATION SVCS CORP COM 860372101 215 3700 SH
SOLE 3700 0 0
STILLWATER MNG CO COM 86074Q102 414 10100 SH
SOLE 10100 0 0
STMICROELECTRONICS N V COM 861012102 31 400 SH
SOLE 400 0 0
STONE & WEBSTER INC COM 861572105 133 4000 SH
SOLE 4000 0 0
STONE ENERGY CORP COM 861642106 214 7400 SH
SOLE 7400 0 0
STONERIDGE INC COM 86183P102 123 5400 SH
SOLE 5400 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1610 45252 SH
SOLE 45252 0 0
STORAGE TR RLTY SH BEN INT 861909109 238 10200 SH
SOLE 10200 0 0
<PAGE> PAGE 74
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
<C>
<C>
STORAGE USA INC COM 861907103 616 19100 SH
SOLE 19100 0 0
STRAYER ED INC COM 863236105 162 4600 SH
SOLE 4600 0 0
STRIDE RITE CORP COM 863314100 223 25400 SH
SOLE 25400 0 0
STROUDS INC COM 863451100 242 155000 SH
SOLE 155000 0 0
STRUCTURAL DYNAMICS RESH CORP COM 863555108 497 25000 SH
SOLE 25000 0 0
STRYKER CORP COM 863667101 1090 19800 SH
SOLE 19800 0 0
STUDENT LN CORP COM 863902102 134 3000 SH
SOLE 3000 0 0
STURM RUGER & CO INC COM 864159108 131 11000 SH
SOLE 11000 0 0
SUBURBAN LODGES AMER INC COM 864444104 40 4900 SH
SOLE 4900 0 0
SUGEN INC COM 865041107 68 4600 SH
SOLE 4600 0 0
SUIZA FOODS CORP COM 865077101 2354 46200 SH
SOLE 46200 0 0
SUMMIT BANCORP COM 866005101 7590 173733 SH
SOLE 173733 0 0
SUMMIT BANCSHARES INC TEX COM 866011109 178 9600 SH
SOLE 9600 0 0
SUMMIT PPTYS INC COM 866239106 267 15500 SH
SOLE 15500 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 9 2000 SH
SOLE 2000 0 0
SUN BANCORP INC COM 86663B102 122 6600 SH
SOLE 6600 0 0
SUN COMMUNITIES INC COM 866674104 410 11800 SH
SOLE 11800 0 0
SUN HEALTHCARE GROUP INC COM 866933104 234 35548 SH
SOLE 35548 0 0
SUN MICROSYSTEMS INC COM 866810104 34203 399469 SH
SOLE 399404 0 65
SUNAMERICA INC COM 866930100 118469 1460178 SH
SOLE 1460178 0 0
SUNBEAM CORP COM 867071102 279 39800 SH
SOLE 39800 0 0
SUNDSTRAND CORP COM 867323107 809 15600 SH
SOLE 15600 0 0
SUNGARD DATA SYS INC COM 867363103 707 17800 SH
SOLE 17800 0 0
SUNGLASS HUT INTL INC COM 86736F106 218 31200 SH
SOLE 31200 0 0
SUNOCO INC COM 86764P109 5121 142001 SH
SOLE 142001 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 337 6500 SH
SOLE 6500 0 0
SUNRISE MED INC COM 867910101 134 10800 SH
SOLE 10800 0 0
SUNSHINE MNG & REFINING CO WT EXP 052301 867833147 70 372400 SH
SOLE 372400 0 0
SUNSOURCE INC COM 867948101 11 600 SH
SOLE 600 0 0
SUNSTONE HOTEL INVS INC COM 867933103 251 26500 SH
SOLE 26500 0 0
SUNTERRA CORP COM 86787D109 329 21900 SH
SOLE 21900 0 0
SUNTRUST BKS INC COM 867914103 18526 242178 SH
SOLE 242178 0 0
SUPERGEN INC COM 868059106 111 11900 SH
SOLE 11900 0 0
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 139 3200 SH
SOLE 3200 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 200 70400 SH
SOLE 70400 0 0
SUPERIOR INDS INTL INC COM 868168105 404 14500 SH
SOLE 14500 0 0
SUPERIOR SVCS INC COM 868316100 278 13900 SH
SOLE 13900 0 0
SUPERIOR TELECOM INC COM 868365107 189 4000 SH
SOLE 4000 0 0
SUPERVALU INC COM 868536103 3591 128272 SH
SOLE 128272 0 0
SUSQUEHANNA BANCSHARES INC PA COM 869099101 370 18100 SH
SOLE 18100 0 0
<PAGE> PAGE 75
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
<C>
<C>
SWIFT ENERGY CO COM 870738101 54 7300 SH
SOLE 7300 0 0
SWIFT TRANSN CO COM 870756103 328 11700 SH
SOLE 11700 0 0
SWISS ARMY BRANDS INC COM 870827102 4 400 SH
SOLE 400 0 0
SWISS HELVETIA FD INC COM 870875101 317 19800 SH
SOLE 19800 0 0
SYBASE INC COM 871130100 288 38912 SH
SOLE 38912 0 0
SYBRON INTL CORP COM 87114F106 476 17500 SH
SOLE 17500 0 0
SYKES ENTERPRISES INC COM 871237103 374 12254 SH
SOLE 12254 0 0
SYLVAN LEARNING SYS INC COM 871399101 4562 149551 SH
SOLE 149551 0 0
SYMANTEC CORP COM 871503108 3189 146682 SH
SOLE 146682 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 7436 117295 SH
SOLE 117295 0 0
SYMMETRICOM INC COM 871543104 5 800 SH
SOLE 800 0 0
SYMS CORP COM 871551107 35 3900 SH
SOLE 3900 0 0
SYNCOR INTL CORP DEL COM 87157J106 22 800 SH
SOLE 800 0 0
SYNETIC INC COM 87160F109 391 8900 SH
SOLE 8900 0 0
SYNOPSYS INC COM 871607107 1200 22124 SH
SOLE 22124 0 0
SYNOVUS FINL CORP COM 87161C105 5613 230241 SH
SOLE 230241 0 0
SYNTEL INC COM 87162H103 28 2500 SH
SOLE 2500 0 0
SYNTROLEUM CORP COM 871630109 64 10400 SH
SOLE 10400 0 0
SYSCO CORP COM 871829107 8687 316585 SH
SOLE 316585 0 0
SYSTEM SOFTWARE ASSOC INC COM 871839106 131 18500 SH
SOLE 18500 0 0
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 448 32600 SH
SOLE 32600 0 0
T R FINL CORP COM 872630108 346 8800 SH
SOLE 8800 0 0
TACO CABANA INC COM 873425102 6 800 SH
SOLE 800 0 0
TAIWAN FD INC COM 874036106 25 2000 SH
SOLE 2000 0 0
TALBOTS INC COM 874161102 408 13000 SH
SOLE 13000 0 0
TANDY CORP COM 875382103 3884 94283 SH
SOLE 94283 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 94 4400 SH
SOLE 4400 0 0
TARRANT APPAREL GROUP COM 876289109 64 1600 SH
SOLE 1600 0 0
TAUBMAN CTRS INC COM 876664103 408 29700 SH
SOLE 29700 0 0
TAVA TECHNOLOGIES INC COM 872169107 82 10700 SH
SOLE 10700 0 0
TBC CORP COM 872180104 9 1200 SH
SOLE 1200 0 0
TCA CABLE TV INC COM 872241104 378 10600 SH
SOLE 10600 0 0
TCBY ENTERPRISES INC COM 872245105 51 7300 SH
SOLE 7300 0 0
TCF FINL CORP COM 872275102 1123 46400 SH
SOLE 46400 0 0
TCI SATELLITE ENTMT INC CL A 872298104 70 48700 SH
SOLE 48700 0 0
TCSI CORP COM 87233R106 3 1200 SH
SOLE 1200 0 0
TECH DATA CORP COM 878237106 845 20994 SH
SOLE 20994 0 0
TECHNE CORP COM 878377100 245 11600 SH
SOLE 11600 0 0
TECHNITROL INC COM 878555101 242 7600 SH
SOLE 7600 0 0
TECHNOLOGY SOLUTIONS CO COM 87872T108 236 22000 SH
SOLE 22000 0 0
<PAGE> PAGE 76
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
<C>
<C>
TECO ENERGY INC COM 872375100 1108 39300 SH
SOLE 39300 0 0
TECUMSEH PRODS CO CL A 878895200 704 15100 SH
SOLE 15100 0 0
TECUMSEH PRODS CO CL B 878895101 14 300 SH
SOLE 300 0 0
TEGAL CORP COM 879008100 39 13500 SH
SOLE 13500 0 0
TEJON RANCH CO DEL COM 879080109 84 4200 SH
SOLE 4200 0 0
TEKELEC COM 879101103 323 19500 SH
SOLE 19500 0 0
TEKTRONIX INC COM 879131100 1270 42236 SH
SOLE 42236 0 0
TEL-SAVE COM INC COM 879176105 330 19720 SH
SOLE 19720 0 0
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 74 1605 SH
SOLE 1605 0 0
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 66726 1206316 SH
SOLE 1206316 0 0
TELEFLEX INC COM 879369106 278 6100 SH
SOLE 6100 0 0
TELEFONICA DEL PERU S A SPONS ADR CL B 879384105 54558 4300000 SH
SOLE 4300000 0 0
TELEFONICA S A SPONSORED ADR 879382208 122 900 SH
SOLE 900 0 0
TELEGROUP INC COM 879422103 19 15000 SH
SOLE 15000 0 0
TELEPHONE & DATA SYS INC COM 879433100 1491 33200 SH
SOLE 33200 0 0
TELETECH HOLDINGS INC COM 879939106 101 9900 SH
SOLE 9900 0 0
TELIGENT INC CL A 87959Y103 193 6700 SH
SOLE 6700 0 0
TELLABS INC COM 879664100 20028 292113 SH
SOLE 292113 0 0
TELTREND INC COM 87969R106 230 12000 SH
SOLE 12000 0 0
TELXON CORP COM 879700102 118 8500 SH
SOLE 8500 0 0
TEMPLE INLAND INC COM 879868107 2857 48172 SH
SOLE 48172 0 0
TEMPLETON CHINA WORLD FD INC COM 88018X102 197 33200 SH
SOLE 33200 0 0
TEMPLETON DRAGON FD INC COM 88018T101 204 27600 SH
SOLE 27600 0 0
TEMPLETON EMERG MKTS INCOME FD COM 880192109 1 8000 SH
SOLE 8000 0 0
TEMPLETON GLOBAL GOVT INCOM FD SH BEN INT 879929107 0 3 SH
SOLE 3 0 0
TENET HEALTHCARE CORP COM 88033G100 8172 311315 SH
SOLE 311315 0 0
TENNANT CO COM 880345103 144 3600 SH
SOLE 3600 0 0
TENNECO INC NEW COM 88037E101 7614 223536 SH
SOLE 223536 0 0
TERADYNE INC COM 880770102 763 18000 SH
SOLE 18000 0 0
TEREX CORP NEW COM 880779103 235 8200 SH
SOLE 8200 0 0
TERRA INDS INC COM 880915103 92 14900 SH
SOLE 14900 0 0
TESORO PETE CORP COM 881609101 189 15600 SH
SOLE 15600 0 0
TESORO PETE CORP PIES CV 1/100S 881609408 169 12500 SH
SOLE 12500 0 0
TETRA TECH INC NEW COM 88162G103 416 15400 SH
SOLE 15400 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 758 69300 SH
SOLE 69300 0 0
TEXACO INC COM 881694103 55477 1049202 SH
SOLE 1049202 0 0
TEXAS INDS INC COM 882491103 299 11100 SH
SOLE 11100 0 0
TEXAS INSTRS INC COM 882508104 10323 120610 SH
SOLE 120610 0 0
TEXAS REGL BANCSHARES INC CL A VTG 882673106 444 17700 SH
SOLE 17700 0 0
TEXAS UTILS CO COM 882848104 60860 1303539 SH
SOLE 1303539 0 0
<PAGE> PAGE 77
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
<C>
<C>
TEXTRON INC COM 883203101 14548 191586 SH
SOLE 191551 0 35
THERAGENICS CORP COM 883375107 245 14600 SH
SOLE 14600 0 0
THERATECH INC DEL COM 883383101 20 1200 SH
SOLE 1200 0 0
THERMEDICS INC COM 883901100 82 7600 SH
SOLE 7600 0 0
THERMO BIOANALYSIS CORP COM 88355H108 226 17100 SH
SOLE 17100 0 0
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 143 13700 SH
SOLE 13700 0 0
THERMO ECOTEK CORP COM 88355R106 55 5200 SH
SOLE 5200 0 0
THERMO ELECTRON CORP COM 883556102 2328 137476 SH
SOLE 137476 0 0
THERMO FIBERTEK INC COM 88355W105 33 4700 SH
SOLE 4700 0 0
THERMO OPTEK CORP COM 883582108 53 6100 SH
SOLE 6100 0 0
THERMOLASE CORP COM 883624108 30 6600 SH
SOLE 6600 0 0
THERMOQUEST CORP COM 883655102 25 1900 SH
SOLE 1900 0 0
THERMOTREX CORP COM 883666109 36 4300 SH
SOLE 4300 0 0
THOMAS & BETTS CORP COM 884315102 2749 63469 SH
SOLE 63469 0 0
THOMAS INDS INC COM 884425109 161 8200 SH
SOLE 8200 0 0
THOR INDS INC COM 885160101 104 4100 SH
SOLE 4100 0 0
THORNBURG MTG ASSET CORP COM 885218107 81 10700 SH
SOLE 10700 0 0
THREE FIVE SYS INC COM 88554L108 5 400 SH
SOLE 400 0 0
TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 112 2000 SH
SOLE 2000 0 0
TIDEWATER INC COM 886423102 1368 59000 SH
SOLE 59000 0 0
TIFFANY & CO NEW COM 886547108 389 7500 SH
SOLE 7500 0 0
TIG HLDGS INC COM 872469101 371 23800 SH
SOLE 23800 0 0
TIMBERLAND CO CL A 887100105 491 10771 SH
SOLE 10771 0 0
TIME WARNER INC COM 887315109 56076 903548 SH
SOLE 903548 0 0
TIMES MIRROR CO NEW COM SER A 887364107 3846 68687 SH
SOLE 68687 0 0
TIMKEN CO COM 887389104 2126 112581 SH
SOLE 112581 0 0
TITAN EXPL INC COM 888289105 738 112500 SH
SOLE 112500 0 0
TITAN INTL INC ILL COM 88830M102 90 9500 SH
SOLE 9500 0 0
TITANIUM METALS CORP COM 888339108 89 10500 SH
SOLE 10500 0 0
TJ INTL INC COM 872534102 180 7000 SH
SOLE 7000 0 0
TJX COS INC NEW COM 872540109 8101 279318 SH
SOLE 279318 0 0
TMP WORLDWIDE INC COM 872941109 675 16100 SH
SOLE 16100 0 0
TNP ENTERPRISES INC COM 872594106 14503 382300 SH
SOLE 382300 0 0
TODD AO CORP CL A CONV 888896107 1 100 SH
SOLE 100 0 0
TOLL BROTHERS INC COM 889478103 365 16200 SH
SOLE 16200 0 0
TOOTSIE ROLL INDS INC COM 890516107 183 4666 SH
SOLE 4666 0 0
TORCHMARK CORP COM 891027104 5147 145733 SH
SOLE 145733 0 0
TORO CO COM 891092108 428 15000 SH
SOLE 15000 0 0
TOSCO CORP COM NEW 891490302 1002 38700 SH
SOLE 38700 0 0
TOTAL CONTROL PRODUCTS COM 89149V106 87 7600 SH
SOLE 7600 0 0
<PAGE> PAGE 78
VALUE SHARES/ SH/
PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN
CALL DSCRETN MANAGERS SOLE SHARED NONE
<C>
<C>
TOTAL RENAL CARE HLDGS INC COM 89151A107 958 32400 SH
SOLE 32400 0 0
TOTAL SYS SVCS INC COM 891906109 5 200 SH
SOLE 200 0 0
TOWER AUTOMOTIVE INC COM 891707101 2229 89400 SH
SOLE 89400 0 0
TOWER REALTY TR INC COM 89185E109 2592 128800 SH
SOLE 128800 0 0
TOWN & CTRY TR SH BEN INT 892081100 172 10700 SH
SOLE 10700 0 0
TOYOTA MOTOR CORP ADR 2 COM 892331307 53 1000 SH
SOLE 1000 0 0
TOYS R US INC COM 892335100 4587 271837 SH
SOLE 271837 0 0
TRAMMELL CROW CO COM 89288R106 381 13600 SH
SOLE 13600 0 0
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 4423 918847 SH
SOLE 918847 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 143 7500 SH
SOLE 7500 0 0
TRANSACTION NETWORK SVCS INC COM 893414102 86 4300 SH
SOLE 4300 0 0
TRANSACTION SYS ARCHITECTS CL A 893416107 934 18675 SH
SOLE 18675 0 0
TRANSAMERICA CORP COM 893485102 6228 53920 SH
SOLE 53920 0 0
TRANSATLANTIC HLDGS INC COM 893521104 196 2590 SH
SOLE 2590 0 0
TRANSITION SYS INC MASS COM 893715102 128 8500 SH
SOLE 8500 0 0
TRANSKARYOTIC THERAPIES INC COM 893735100 208 8200 SH
SOLE 8200 0 0
TRANSMONTAIGNE INC COM 893934109 149 9900 SH
SOLE 9900 0 0
TRANSOCEAN OFFSHORE INC COM 893817106 8029 299400 SH
SOLE 299400 0 0
TRANSTEXAS GAS CORP COM 893895102 15 5800 SH
SOLE 5800 0 0
TRANSWITCH CORP COM 894065101 93 2389 SH
SOLE 2389 0 0
TRAVEL SERVICES INTL INC COM 894169101 116 3800 SH
SOLE 3800 0 0
TRAVELERS PPTY CAS CORP CL A 893939108 105 3400 SH
SOLE 3400 0 0
TREDEGAR INDS INC COM 894650100 309 13686 SH
SOLE 13686 0 0
TREMONT CORP COM PAR $1.00 894745207 76 2300 SH
SOLE 2300 0 0
TRENDWEST RESORTS INC COM 894917103 29 2300 SH
SOLE 2300 0 0
TRENWICK GROUP INC COM 895290104 202 6200 SH
SOLE 6200 0 0
TREX MED CORP COM 89531R101 36 4200 SH
SOLE 4200 0 0
TRIAD GTY INC COM 895925105 137 6200 SH
SOLE 6200 0 0
TRIANGLE BANCORP INC COM 895835106 214 13500 SH
SOLE 13500 0 0
TRIANGLE PHARMACEUTICALS INC COM 89589H104 126 9250 SH
SOLE 9250 0 0
TRIARC COS INC CL A 895927101 167 10400 SH
SOLE 10400 0 0
TRIBUNE CO NEW COM 896047107 7153 108385 SH
SOLE 108385 0 0
TRICO MARINE SERVICES INC COM 896106101 50 10200 SH
SOLE 10200 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 14514 289545 SH
SOLE 289545 0 0
TRIGON HEALTHCARE INC COM 89618L100 347 9300 SH
SOLE 9300 0 0
TRIMBLE NAVIGATION LTD COM 896239100 87 11900 SH
SOLE 11900 0 0
TRINET CORP RLTY TR INC COM 896287109 460 17200 SH
SOLE 17200 0 0
TRINITY INDS INC COM 896522109 358 9300 SH
SOLE 9300 0 0
TRISTAR AEROSPACE CO COM 89674L101 77 11033 SH
SOLE 11033 0 0
TRITON ENERGY LTD ORD G90751101 287 36100 SH
SOLE 36100 0 0
<PAGE> PAGE 79
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
<C>
<C>
TRIUMPH GROUP INC NEW COM 896818101 172 5400 SH
SOLE 5400 0 0
TRIZEC HAHN CORP SUB VTG 896938107 47 2300 SH
SOLE 2300 0 0
TRUE NORTH COMMUNICATIONS INC COM 897844106 75 2800 SH
SOLE 2800 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 191 7800 SH
SOLE 7800 0 0
TRUSTCO BK CORP N Y COM 898349105 439 14635 SH
SOLE 14635 0 0
TRUSTMARK CORP COM 898402102 38 1700 SH
SOLE 1700 0 0
TRW INC COM 872649108 5803 103277 SH
SOLE 103277 0 0
TUBOSCOPE INC COM 898600101 202 24900 SH
SOLE 24900 0 0
TUPPERWARE CORP COM 899896104 939 57100 SH
SOLE 57100 0 0
TWINLAB CORP COM 901774109 141 10800 SH
SOLE 10800 0 0
TYCO INTL LTD NEW COM 902124106 43228 573040 SH
SOLE 573040 0 0
TYLER CORP DEL COM 902184100 75 12300 SH
SOLE 12300 0 0
TYSON FOODS INC CL A 902494103 876 41200 SH
SOLE 41200 0 0
U S A FLORAL PRODS INC COM 90331T107 64 5500 SH
SOLE 5500 0 0
U S B HLDG INC COM 902910108 67 3940 SH
SOLE 3940 0 0
U S BIOSCIENCE INC COM PAR $0.01 911646206 99 13700 SH
SOLE 13700 0 0
U S FOODSERVICE COM 90331R101 358 7300 SH
SOLE 7300 0 0
U S HOME CORP NEW COM 911920106 282 8500 SH
SOLE 8500 0 0
U S INDS INC NEW COM 912080108 839 45070 SH
SOLE 45070 0 0
U S LIQUIDS INC COM 902974104 798 35460 SH
SOLE 35460 0 0
U S OFFICE PRODS CO COM NEW 912325305 849 219226 SH
SOLE 219226 0 0
U S RESTAURANT PPTYS INC COM 902971100 202 8300 SH
SOLE 8300 0 0
U S TR CORP NEW COM 91288L105 91 1200 SH
SOLE 1200 0 0
U S WEST INC NEW COM 91273H101 29584 457764 SH
SOLE 457764 0 0
U S XPRESS ENTERPRISES INC CL A 90338N103 56 3700 SH
SOLE 3700 0 0
UAL CORP COM PAR $0.01 902549500 580 9700 SH
SOLE 9700 0 0
UCAR INTL INC COM 90262K109 607 34100 SH
SOLE 34100 0 0
UGI CORP NEW COM 902681105 6066 255400 SH
SOLE 255400 0 0
UICI COM 902737105 443 18100 SH
SOLE 18100 0 0
ULTRALIFE BATTERIES INC COM 903899102 9 1800 SH
SOLE 1800 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1541 63500 SH
SOLE 63500 0 0
ULTRATECH STEPPER INC COM 904034105 179 11200 SH
SOLE 11200 0 0
UMB FINL CORP COM 902788108 326 7100 SH
SOLE 7100 0 0
UNICAPITAL CORP NEW COM 90459D108 158 21300 SH
SOLE 21300 0 0
UNICOM CORP COM 904911104 50351 1305675 SH
SOLE 1305675 0 0
UNIFAB INTERNATIONAL INC COM 90467L100 576 72000 SH
SOLE 72000 0 0
UNIFI INC COM 904677101 452 23100 SH
SOLE 23100 0 0
UNIFIRST CORP MASS COM 904708104 1891 82900 SH
SOLE 82900 0 0
UNILAB CORP NEW COM 904763109 53 22500 SH
SOLE 22500 0 0
UNILEVER N V NEW YORK SHS 904784501 46782 564068 SH
SOLE 564068 0 0
<PAGE> PAGE 80
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
<C>
<C>
UNION CAMP CORP COM 905530101 29883 442720 SH
SOLE 442720 0 0
UNION CARBIDE CORP COM 905581104 7030 165376 SH
SOLE 165376 0 0
UNION PAC CORP COM 907818108 11306 250900 SH
SOLE 250900 0 0
UNION PAC RES GROUP INC COM 907834105 2299 253556 SH
SOLE 253556 0 0
UNION PLANTERS CORP COM 908068109 6771 149414 SH
SOLE 149414 0 0
UNIONBANCAL CORP COM 908906100 61 1800 SH
SOLE 1800 0 0
UNIPHASE CORP COM 909149106 89 1277 SH
SOLE 1277 0 0
UNISOURCE ENERGY CORP COM 909205106 211 15600 SH
SOLE 15600 0 0
UNISOURCE WORLDWIDE INC COM 909208100 331 45700 SH
SOLE 45700 0 0
UNISYS CORP COM 909214108 6991 203000 SH
SOLE 203000 0 0
UNITED ASSET MGMT CORP COM 909420101 5 200 SH
SOLE 200 0 0
UNITED AUTO GROUP INC COM 909440109 68 7400 SH
SOLE 7400 0 0
UNITED BANKSHARES INC WEST VA COM 909907107 593 22400 SH
SOLE 22400 0 0
UNITED COS FINL CORP COM 909870107 41 12100 SH
SOLE 12100 0 0
UNITED DOMINION INDS LTD COM 909914103 22 1100 SH
SOLE 1100 0 0
UNITED DOMINION REALTY TR INC COM 910197102 744 72150 SH
SOLE 72150 0 0
UNITED FIRE & CAS CO COM 910331107 114 3400 SH
SOLE 3400 0 0
UNITED HEALTHCARE CORP COM 910581107 7360 170927 SH
SOLE 170927 0 0
UNITED ILLUM CO COM 910637107 433 8400 SH
SOLE 8400 0 0
UNITED INTL HLDGS INC CL A 910734102 888 46100 SH
SOLE 46100 0 0
UNITED NAT FOODS INC COM 911163103 58 2400 SH
SOLE 2400 0 0
UNITED NATL BANCORP N J COM 910909100 108 4650 SH
SOLE 4650 0 0
UNITED PANAM FINANCIAL CP COM 911301109 209 50000 SH
SOLE 50000 0 0
UNITED PAYORS&UTD PROVIDERS COM 911319101 185 6500 SH
SOLE 6500 0 0
UNITED RENTALS INC COM 911363109 1180 35615 SH
SOLE 35615 0 0
UNITED RETAIL GROUP INC COM 911380103 34 3200 SH
SOLE 3200 0 0
UNITED ROAD SERVICE COM 911384105 771 41949 SH
SOLE 41949 0 0
UNITED STATES CELLULAR CORP COM 911684108 1536 40400 SH
SOLE 40400 0 0
UNITED STATES FILTER CORP NEW COM NEW 911843209 1887 82462 SH
SOLE 82462 0 0
UNITED STATIONERS INC COM 913004107 463 17800 SH
SOLE 17800 0 0
UNITED STS SATELLITE CL A 912534104 401 29200 SH
SOLE 29200 0 0
UNITED TECHNOLOGIES CORP COM 913017109 20135 185150 SH
SOLE 185150 0 0
UNITED TELEVISION INC COM 913066106 196 1700 SH
SOLE 1700 0 0
UNITED WIS SVCS INC NEW COM 913238101 11 1300 SH
SOLE 1300 0 0
UNITED WTR RES INC COM 913190104 349 14600 SH
SOLE 14600 0 0
UNITRIN INC COM 913275103 79 1100 SH
SOLE 1100 0 0
UNITRODE CORP COM 913283107 227 13000 SH
SOLE 13000 0 0
UNIVERSAL CORP VA COM 913456109 774 22000 SH
SOLE 22000 0 0
UNIVERSAL FOODS CORP COM 913538104 1594 58100 SH
SOLE 58100 0 0
UNIVERSAL FST PRODS INC COM 913543104 296 14800 SH
SOLE 14800 0 0
<PAGE> PAGE 81
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
<C>
<C>
UNIVERSAL HLTH SVCS INC CL B 913903100 820 15800 SH
SOLE 15800 0 0
UNIVISION COMMUNICATIONS INC CL A 914906102 51 1400 SH
SOLE 1400 0 0
UNOCAL CORP COM 915289102 8034 275241 SH
SOLE 275241 0 0
UNOVA INC COM 91529B106 313 17300 SH
SOLE 17300 0 0
UNUM CORP COM 903192102 15774 270202 SH
SOLE 270202 0 0
URBAN OUTFITTERS INC COM 917047102 558 33100 SH
SOLE 33100 0 0
URBAN SHOPPING CTRS INC COM 917060105 272 8300 SH
SOLE 8300 0 0
URS CORP NEW COM 903236107 137 5900 SH
SOLE 5900 0 0
US AIRWAYS GROUP INC COM 911905107 49140 945000 SH
SOLE 945000 0 0
US BANCORP DEL COM 902973106 22658 638259 SH
SOLE 638259 0 0
US LEC CORP CL A 90331S109 41 2800 SH
SOLE 2800 0 0
USA DETERGENTS INC COM 902938109 6 800 SH
SOLE 800 0 0
USA NETWORKS INC COM 902984103 169 5100 SH
SOLE 5100 0 0
USBANCORP INC PA COM 917292104 132 6600 SH
SOLE 6600 0 0
USEC INC COM 90333E108 838 60400 SH
SOLE 60400 0 0
USFREIGHTWAYS CORP COM 916906100 469 16100 SH
SOLE 16100 0 0
USN COMMUNICATIONS INC COM 90336N204 5 26700 SH
SOLE 26700 0 0
UST CORP COM 902900109 2003 85005 SH
SOLE 85005 0 0
UST INC COM 902911106 5387 154467 SH
SOLE 154467 0 0
USWEB CORP COM 917327108 1204 45612 SH
SOLE 45612 0 0
USX MARATHON GROUP COM NEW 902905827 9058 300730 SH
SOLE 300730 0 0
USX-U S STL COM 90337T101 2696 117179 SH
SOLE 117179 0 0
UTI ENERGY CORP COM 903387108 67 9300 SH
SOLE 9300 0 0
UTILICORP UTD INC COM 918005109 378 10300 SH
SOLE 10300 0 0
V F CORP COM 918204108 5627 120056 SH
SOLE 120056 0 0
VAIL RESORTS INC COM 91879Q109 290 13200 SH
SOLE 13200 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1781 34500 SH
SOLE 34500 0 0
VALENCE TECHNOLOGY INC COM 918914102 12 1600 SH
SOLE 1600 0 0
VALERO ENERGY CORP NEW COM 91913Y100 249 11700 SH
SOLE 11700 0 0
VALHI INC NEW COM 918905100 46 4100 SH
SOLE 4100 0 0
VALLEY NATL BANCORP COM 919794107 187 6650 SH
SOLE 6650 0 0
VALMONT INDS INC COM 920253101 175 12600 SH
SOLE 12600 0 0
VALSPAR CORP COM 920355104 7 200 SH
SOLE 200 0 0
VALUE CITY DEPT STORES INC COM 920387107 111 7900 SH
SOLE 7900 0 0
VALUE LINE INC COM 920437100 28 700 SH
SOLE 700 0 0
VANGUARD CELLULAR SYS INC CL A 922022108 557 21600 SH
SOLE 21600 0 0
VANSTAR CORP COM 92208M108 1573 170085 SH
SOLE 170085 0 0
VANTIVE CORP COM 922091103 113 14100 SH
SOLE 14100 0 0
VARCO INTL INC COM 922126107 171 22100 SH
SOLE 22100 0 0
VARIAN ASSOC INC COM 922204102 3053 80602 SH
SOLE 80602 0 0
<PAGE> PAGE 82
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
<C>
<C>
VARLEN CORP COM 922248109 226 9787 SH
SOLE 9787 0 0
VASTAR RES INC COM 922380100 9 200 SH
SOLE 200 0 0
VEECO INSTRS INC DEL COM 922417100 495 9300 SH
SOLE 9300 0 0
VENATOR GROUP INC COM 922944103 3209 498500 SH
SOLE 498500 0 0
VENCOR INC NEW COM 92260R102 132 29400 SH
SOLE 29400 0 0
VENTANA MED SYS INC COM 92276H106 1717 79400 SH
SOLE 79400 0 0
VENTAS INC COM 92276F100 313 25700 SH
SOLE 25700 0 0
VERIO INC COM 923433106 72 3177 SH
SOLE 3177 0 0
VERISIGN INC COM 92343E102 124 2100 SH
SOLE 2100 0 0
VERITAS DGC INC COM 92343P107 144 11100 SH
SOLE 11100 0 0
VERITAS SOFTWARE CO COM 923436109 471 7850 SH
SOLE 7850 0 0
VERMONT FINL SVCS CORP COM 924180102 206 6200 SH
SOLE 6200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 411 13800 SH
SOLE 13800 0 0
VESTA INS GROUP INC COM 925391104 37 6100 SH
SOLE 6100 0 0
VETERINARY CTRS AMER INC COM 925514101 196 9800 SH
SOLE 9800 0 0
VIACOM INC CL B 925524308 38791 524220 SH
SOLE 524220 0 0
VIAD CORP COM 92552R109 672 22100 SH
SOLE 22100 0 0
VIASOFT INC COM 92552U102 64 9200 SH
SOLE 9200 0 0
VIATEL INC COM 925529208 3507 153300 SH
SOLE 153300 0 0
VICAL INC COM 925602104 119 8400 SH
SOLE 8400 0 0
VICOR CORP COM 925815102 106 11700 SH
SOLE 11700 0 0
VINCAM GROUP INC COM 92719B104 307 17500 SH
SOLE 17500 0 0
VINTAGE PETE INC COM 927460105 621 71900 SH
SOLE 71900 0 0
VIRCO MFG CO COM 927651109 26 1400 SH
SOLE 1400 0 0
VIROPHARMA INC COM 928241108 114 12300 SH
SOLE 12300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 547 37702 SH
SOLE 37702 0 0
VISIO CORP COM 927914101 802 21946 SH
SOLE 21946 0 0
VISTANA INC COM 92839P108 51 3600 SH
SOLE 3600 0 0
VISUAL NETWORKS INC COM 928444108 357 9500 SH
SOLE 9500 0 0
VISX INC DEL COM 92844S105 639 7300 SH
SOLE 7300 0 0
VITAL SIGNS INC COM 928469105 70 4000 SH
SOLE 4000 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 4860 106515 SH
SOLE 106515 0 0
VIVUS INC COM 928551100 40 15400 SH
SOLE 15400 0 0
VLASIC FOODS INTL INC COM 928559103 490 20600 SH
SOLE 20600 0 0
VLSI TECHNOLOGY INC COM 918270109 292 26600 SH
SOLE 26600 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 109 4800 SH
SOLE 4800 0 0
VORNADO OPERATING CO COM 92904N103 7 900 SH
SOLE 900 0 0
VORNADO RLTY TR SH BEN INT 929042109 882 26100 SH
SOLE 26100 0 0
VULCAN MATLS CO COM 929160109 1224 9300 SH
SOLE 9300 0 0
VWR SCIENTIFIC PRODS CORP COM 918435108 120 6900 SH
SOLE 6900 0 0
<PAGE> PAGE 83
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
<C>
<C>
VYSIS INC COM 928961101 120 22358 SH
SOLE 22358 0 0
WABASH NATL CORP COM 929566107 250 12300 SH
SOLE 12300 0 0
WACHOVIA CORP COM 929771103 15895 181788 SH
SOLE 181788 0 0
WACKENHUT CORP COM SER A 929794105 117 4600 SH
SOLE 4600 0 0
WACKENHUT CORRECTIONS CORP COM 929798106 651 22749 SH
SOLE 22749 0 0
WADDELL & REED FINL INC CL A 930059100 1753 73983 SH
SOLE 73983 0 0
WADDELL & REED FINL INC CL B 930059209 74 3183 SH
SOLE 3183 0 0
WAL MART STORES INC COM 931142103 158216 1942780 SH
SOLE 1942680 0 100
WALBRO CORP COM 931154108 3 400 SH
SOLE 400 0 0
WALDEN RESIDENTIAL PPTYS INC COM 931210108 246 12000 SH
SOLE 12000 0 0
WALGREEN CO COM 931422109 34197 583930 SH
SOLE 583760 0 170
WALL DATA INC COM 932045107 14 600 SH
SOLE 600 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 770 29866 SH
SOLE 29866 0 0
WALTER INDS INC COM 93317Q105 3528 230316 SH
SOLE 230316 0 0
WANG LABS INC NEW COM 93369N109 711 25600 SH
SOLE 25600 0 0
WARNACO GROUP INC CL A 934390105 641 25400 SH
SOLE 25400 0 0
WARNER LAMBERT CO COM 934488107 57581 765822 SH
SOLE 765822 0 0
WASHINGTON GAS LT CO COM 938837101 792 29200 SH
SOLE 29200 0 0
WASHINGTON MUT INC COM 939322103 19179 502230 SH
SOLE 502230 0 0
WASHINGTON POST CO CL B 939640108 1329 2300 SH
SOLE 2300 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 461 24700 SH
SOLE 24700 0 0
WASHINGTON TR BANCORP COM 940610108 51 2400 SH
SOLE 2400 0 0
WASHINGTON WTR PWR CO COM 940688104 857 44500 SH
SOLE 44500 0 0
WASHINGTON WTR PWR CO RECONS L 1/10S 940688880 16949 874800 SH
SOLE 874800 0 0
WASTE INDUSTRIES INC COM 941058109 176 10200 SH
SOLE 10200 0 0
WASTE MGMT INC DEL COM 94106L109 43269 928019 SH
SOLE 928019 0 0
WASTEMASTERS INC COM 941071102 69 221200 SH
SOLE 221200 0 0
WATKINS JOHNSON CO COM 942486101 8 400 SH
SOLE 400 0 0
WATSCO INC COM 942622200 199 11900 SH
SOLE 11900 0 0
WATSON PHARMACEUTICALS INC COM 942683103 1238 19700 SH
SOLE 19700 0 0
WATTS INDS INC CL A 942749102 222 13300 SH
SOLE 13300 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 663 37500 SH
SOLE 37500 0 0
WAVEPHORE INC COM 943567107 67 8300 SH
SOLE 8300 0 0
WD-40 CO COM 929236107 212 7400 SH
SOLE 7400 0 0
WEATHERFORD INTL INC COM 947074100 1341 69200 SH
SOLE 69200 0 0
WEBB DEL CORP COM 947423109 226 8200 SH
SOLE 8200 0 0
WEBS INDEX FD INC JAPAN WEBS 92923H889 697 68000 SH
SOLE 68000 0 0
WEBS INDEX FD INC SINGAPORE WEBS 92923H848 270 44100 SH
SOLE 44100 0 0
WEBSTER FINL CORP CONN COM 947890109 553 20200 SH
SOLE 20200 0 0
WEEKS CORP COM 94856P102 607 21500 SH
SOLE 21500 0 0
<PAGE> PAGE 84
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
<C>
<C>
WEIDER NUTRITION INTL INC CL A 948603105 25 4000 SH
SOLE 4000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 816 18300 SH
SOLE 18300 0 0
WELLMAN INC COM 949702104 549 53900 SH
SOLE 53900 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 61 700 SH
SOLE 700 0 0
WELLS FARGO & CO NEW COM 949746101 47458 1188280 SH
SOLE 1188280 0 0
WELLSFORD REAL PPTYS INC COM 950240101 82 8000 SH
SOLE 8000 0 0
WENDYS INTL INC COM 950590109 3304 151462 SH
SOLE 151462 0 0
WERNER ENTERPRISES INC COM 950755108 633 35712 SH
SOLE 35712 0 0
WESBANCO INC COM 950810101 289 9800 SH
SOLE 9800 0 0
WESLEY JESSEN VISIONCARE INC COM 951018100 199 7200 SH
SOLE 7200 0 0
WEST COAST BANCORP ORE NEW COM 952145100 139 6600 SH
SOLE 6600 0 0
WEST INC COM 953348109 228 6400 SH
SOLE 6400 0 0
WEST MARINE INC COM 954235107 46 4600 SH
SOLE 4600 0 0
WEST TELESERVICES CORP COM 956188106 837 85800 SH
SOLE 85800 0 0
WESTAFF INC COM 957070105 110 17600 SH
SOLE 17600 0 0
WESTAMERICA BANCORPORATION COM 957090103 838 22800 SH
SOLE 22800 0 0
WESTCORP INC COM 957907108 31 4500 SH
SOLE 4500 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 32 6500 SH
SOLE 6500 0 0
WESTERN BANCORP COM 957683105 240 8200 SH
SOLE 8200 0 0
WESTERN DIGITAL CORP COM 958102105 578 38400 SH
SOLE 38400 0 0
WESTERN GAS RES INC COM 958259103 58 10200 SH
SOLE 10200 0 0
WESTERN GAS RES INC PFD CONV $0.10 958259301 346 9450 SH
SOLE 9450 0 0
WESTERN INVT REAL ESTATE TR SH BEN INT 958468100 144 12100 SH
SOLE 12100 0 0
WESTERN RES INC COM 959425109 758 22800 SH
SOLE 22800 0 0
WESTERN WIRELESS CORP CL A 95988E204 776 35300 SH
SOLE 35300 0 0
WESTERNBANK PUERTO RICO COM 959897109 316 19900 SH
SOLE 19900 0 0
WESTFIELD AMER INC COM 959910100 516 29900 SH
SOLE 29900 0 0
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 191 7800 SH
SOLE 7800 0 0
WESTPOINT STEVENS INC COM 961238102 401 12700 SH
SOLE 12700 0 0
WESTVACO CORP COM 961548104 2453 91520 SH
SOLE 91520 0 0
WESTWOOD ONE INC COM 961815107 369 12100 SH
SOLE 12100 0 0
WET SEAL INC CL A 961840105 151 5000 SH
SOLE 5000 0 0
WEYERHAEUSER CO COM 962166104 8984 176818 SH
SOLE 176818 0 0
WHIRLPOOL CORP COM 963320106 4094 73914 SH
SOLE 73914 0 0
WHITMAN CORP COM 96647K102 482 19000 SH
SOLE 19000 0 0
WHITNEY HLDG CORP COM 966612103 465 12400 SH
SOLE 12400 0 0
WHITTAKER CORP DEL COM PAR $0.01 966680407 14 800 SH
SOLE 800 0 0
WHITTMAN-HART INC COM 966834103 467 16900 SH
SOLE 16900 0 0
WHOLE FOODS MKT INC COM 966837106 77 1600 SH
SOLE 1600 0 0
WHX CORP COM 929248102 2102 208900 SH
SOLE 208900 0 0
<PAGE> PAGE 85
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
<C>
<C>
WHX CORP PFD CV SER A 929248201 2564 64196 SH
SOLE 64196 0 0
WHX CORP PFD CV SER B 929248300 21267 572846 SH
SOLE 572846 0 0
WICOR INC COM 929253102 821 37700 SH
SOLE 37700 0 0
WILD OATS MARKETS INC COM 96808B107 543 17230 SH
SOLE 17230 0 0
WILEY JOHN & SONS INC CL A 968223206 570 11800 SH
SOLE 11800 0 0
WILLAMETTE INDS INC COM 969133107 3372 100645 SH
SOLE 100645 0 0
WILLIAMS COS INC DEL COM 969457100 11536 369885 SH
SOLE 369885 0 0
WILLIAMS SONOMA INC COM 969904101 133 3300 SH
SOLE 3300 0 0
WILLIS LEASE FINANCE CORP COM 970646105 1103 70000 SH
SOLE 70000 0 0
WILMAR INDS INC COM 971426101 104 5100 SH
SOLE 5100 0 0
WILMINGTON TRUST CORP COM 971807102 444 7200 SH
SOLE 7200 0 0
WILSHIRE FINL SVCS GROUP INC COM 971867106 1 1600 SH
SOLE 1600 0 0
WIND RIVER SYSTEMS INC COM 973149107 1056 22483 SH
SOLE 22483 0 0
WINDMERE-DURABLE HLDGS INC COM 973411101 116 14900 SH
SOLE 14900 0 0
WINN DIXIE STORES INC COM 974280109 5814 129556 SH
SOLE 129556 0 0
WINNEBAGO INDS INC COM 974637100 114 7500 SH
SOLE 7500 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 780 20000 SH
SOLE 20000 0 0
WINSTON HOTELS INC COM 97563A102 28 3400 SH
SOLE 3400 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 646 37619 SH
SOLE 37619 0 0
WISCONSIN ENERGY CORP COM 976657106 638 20300 SH
SOLE 20300 0 0
WITCO CORP COM 977385103 1060 66500 SH
SOLE 66500 0 0
WMX TECHNOLOGIES INC SUB NTS CV 2%05 92929QAF4 35 31000 SH
SOLE 31000 0 0
WOLVERINE TUBE INC COM 978093102 158 7500 SH
SOLE 7500 0 0
WOLVERINE WORLD WIDE INC COM 978097103 303 22900 SH
SOLE 22900 0 0
WOODWARD GOVERNOR CO COM 980745103 91 4100 SH
SOLE 4100 0 0
WORKFLOW MGMT INC COM 98137N109 748 112841 SH
SOLE 112841 0 0
WORLD ACCESS INC COM 98141A101 253 11800 SH
SOLE 11800 0 0
WORLD COLOR PRESS INC DEL COM 981443104 1625 53400 SH
SOLE 53400 0 0
WORTHINGTON INDS INC COM 981811102 1034 82688 SH
SOLE 82688 0 0
WPS RESOURCES CORP COM 92931B106 448 12700 SH
SOLE 12700 0 0
WRIGLEY WM JR CO COM 982526105 9620 107405 SH
SOLE 107405 0 0
WSFS FINL CORP COM 929328102 80 4700 SH
SOLE 4700 0 0
WYMAN GORDON CO COM 983085101 100 9800 SH
SOLE 9800 0 0
WYNNS INTL INC COM 983195108 1398 63200 SH
SOLE 63200 0 0
X-RITE INC COM 983857103 77 9900 SH
SOLE 9900 0 0
XEROX CORP COM 984121103 45637 386755 SH
SOLE 386725 0 30
XILINX INC COM 983919101 1269 19500 SH
SOLE 19500 0 0
XILINX INC SB NT CV 5.25%02 983919AB7 150 115000 SH
SOLE 115000 0 0
XIRCOM INC COM 983922105 421 12400 SH
SOLE 12400 0 0
XOMED SURGICAL PRODS INC COM 98412V107 171 5350 SH
SOLE 5350 0 0
<PAGE> PAGE 86
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
<C>
<C>
XOOM COM INC COM 98413F101 23 702 SH
SOLE 702 0 0
XTRA CORP COM 984138107 3439 83137 SH
SOLE 83137 0 0
XYLAN CORP COM 984151100 333 19000 SH
SOLE 19000 0 0
YAHOO INC COM 984332106 1847 7848 SH
SOLE 7848 0 0
YANKEE ENERGY SYS INC COM 984779108 132 4500 SH
SOLE 4500 0 0
YELLOW CORP COM 985509108 400 20900 SH
SOLE 20900 0 0
YORK GROUP INC COM 986632107 27 2800 SH
SOLE 2800 0 0
YORK INTL CORP NEW COM 986670107 535 13100 SH
SOLE 13100 0 0
YOUNG BROADCASTING INC CL A 987434107 189 4500 SH
SOLE 4500 0 0
ZALE CORP NEW COM 988858106 677 21000 SH
SOLE 21000 0 0
ZAPATA CORP COM NEW 989070503 158 12900 SH
SOLE 12900 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 359 12491 SH
SOLE 12491 0 0
ZENITH NATL INS CORP COM 989390109 120 5200 SH
SOLE 5200 0 0
ZILA INC COM PAR $0.01 989513205 165 16700 SH
SOLE 16700 0 0
ZIONS BANCORPORATION COM 989701107 1010 16200 SH
SOLE 16200 0 0
ZOLTEK COS INC COM 98975W104 47 5100 SH
SOLE 5100 0 0
ZONAGEN INC COM 98975L108 120 6300 SH
SOLE 6300 0 0
</TABLE>
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