<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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3rd Quarter
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: Smith Asset Management Group, L.P.
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Address: 200 Crescent Court
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Suite 850
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Dallas, Texas 75201
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Form 13F File Number: 28-03459
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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: Stephen S. Smith
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Title: CEO
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Phone: 214-880-4601
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Signature, Place, and Date of Signing:
Stephen S. Smith Dallas, Texas 10.25.00
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[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
<PAGE>
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-
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[Repeat as necessary.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
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Form 13F Information Table Entry Total: 1112
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Form 13F Information Table Value Total: 1,077,734,505
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
28-
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[Repeat as necessary.]
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<TABLE>
<CAPTION>
Item 1: Fair Market Shares/ Invest Disc. Managers Voting Authority
Name of Issuer Class Cusip Value Princ. Sole SH/ SH/ Sole Shared None
Amount def other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APW Limited Common Stock - Long 196,219.00 4,025 Sole 4,025
A D C TELECOMMUNICATION INC Common Stock - Long 00088610 11,626,108.00 432,348 Sole 432,348
ABM Industries Common Stock - Long 00095710 72,047.00 2,650 Sole 2,650
Amer. Family Corp. Common Stock - Long 00105510 112,109.00 1,750 Sole 1,750
AGCO CORP COM Common Stock - Long 00108410 47,975.00 4,040 Sole 4,040
AGL Resources Inc. Common Stock - Long 00120410 4,079,709.00 203,350 Sole 203,350
AES Corp Com Common Stock - Long 00130H10 82,200.00 1,200 Sole 1,200
AK Steel Common Stock - Long 00154710 70,500.00 7,520 Sole 7,520
AT & T CORP. Common Stock - Long 00195710 288,404.00 9,818 Sole 9,818
AT&T Corp Liberty Media Group - C Common Stock - Long 00195720 169,200.00 9,400 Sole 9,400
AVT Corporation Common Stock - Long 00242010 16,131.00 2,900 Sole 2,900
AVXCorp. Common Stock - Long 00244410 547,313.00 21,000 Sole 21,000
Axa Financial, Inc. Common Stock - Long 00245110 58,578.00 1,150 Sole 1,150
Abbott Labs. Common Stock - Long 00282410 96,314.00 2,025 Sole 2,025
ABERCROMBIE & FITCH CO CL A Common Stock - Long 00289620 123,334.00 6,470 Sole 6,470
ACNIELSEN CORP COM Common Stock - Long 00483310 81,915.00 3,440 Sole 3,440
Actel Corporation Common Stock - Long 00493410 134,766.00 3,750 Sole 3,750
Actrade Financial Technologies Common Stock - Long 00507P10 459,956.00 15,300 Sole 15,300
Acuson Corp. Common Stock - Long 00511310 46,183.00 2,030 Sole 2,030
Acxiom Corp. Common Stock - Long 00512510 173,514.00 5,465 Sole 5,465
Adac Laboratories Common Stock - Long 00531320 774,225.00 37,200 Sole 37,200
Administaff Common Stock - Long 00709410 158,970.00 2,100 Sole 2,100
Adobe Systems Common Stock - Long 00724F10 1,152,731.00 7,425 Sole 7,425
Adtran Inc Com Common Stock - Long 00738A10 395,260.00 9,290 Sole 9,290
Advance Paradigm Common Stock - Long 00749110 86,484.00 2,050 Sole 2,050
Advo-System Common Stock - Long 00758510 92,400.00 2,800 Sole 2,800
Aeroflex Inc. Common Stock - Long 00776810 160,463.00 3,300 Sole 3,300
Advanced Micro Dev. Common Stock - Long 00790310 69,694.00 2,950 Sole 2,950
Advanced Energy Industries Common Stock - Long 00797310 293,700.00 8,900 Sole 8,900
<PAGE>
AETNA INC. Common Stock - Long 00811710 37,160.00 640 Sole 640
AFFILIATED COMPUTER CL A Common Stock - Long 00819010 161,096.00 3,230 Sole 3,230
Agilent Technologies Inc. Common Stock - Long 00846U10 71,353.00 1,458 Sole 1,458
Agribrands International Inc. Common Stock - Long 00849R10 75,253.00 1,725 Sole 1,725
Airborne Freight Common Stock - Long 00926610 32,396.00 3,180 Sole 3,180
Airgas Inc. Common Stock - Long 00936310 28,102.00 4,125 Sole 4,125
Alaska Air Group Common Stock - Long 01165910 36,600.00 1,525 Sole 1,525
Albany Int'l 'a' Common Stock - Long 01234810 21,000.00 1,750 Sole 1,750
Albemarle Common Stock - Long 01265310 3,338,003.00 165,350 Sole 165,350
Alberto-Culver 'b' Common Stock - Long 01306810 63,388.00 2,200 Sole 2,200
Aluminum Co. Of Amer Common Stock - Long 01381710 78,469.00 3,100 Sole 3,100
Alexander & Baldwin Common Stock - Long 01448210 67,860.00 2,610 Sole 2,610
ALLEGHENY ENERGY INC COM Common Stock - Long 01736110 267,313.00 7,000 Sole 7,000
ALLERGAN INC Common Stock - Long 01849010 1,288,806.00 15,265 Sole 15,265
Allete Common Stock - Long 01852210 3,709,256.00 167,650 Sole 167,650
Alliance Semiconductor Common Stock - Long 01877H10 7,950.00 400 Sole 400
ALLIANT CORP COM Common Stock - Long 01880210 146,581.00 4,990 Sole 4,990
Alliant Tech. Common Stock - Long 01880410 139,613.00 1,700 Sole 1,700
Allmerica Financial Cp Common Stock - Long 01975410 217,388.00 3,400 Sole 3,400
Alpha Inds Inc Com Common Stock - Long 02075310 216,297.00 6,350 Sole 6,350
Alpharma Inc. Common Stock - Long 02081310 4,313,897.00 70,575 Sole 70,575
ALTERA CORP Common Stock - Long 02144110 1,843,389.00 38,605 Sole 38,605
Ambac Inc. Common Stock - Long 02313910 317,539.00 4,335 Sole 4,335
AMERADA HESS CORP Common Stock - Long 02355110 16,598,827.00 247,975 Sole 247,975
America Online Common Stock - Long 02364J10 14,846,019.00 276,205 Sole 276,205
American Eagle Outfitters Common Stock - Long 02553E10 89,775.00 2,850 Sole 2,850
Amer. Express Common Stock - Long 02581610 379,991.00 6,255 Sole 6,255
AMERICAN FINL GROUP OH COM Common Stock - Long 02593210 90,431.00 3,900 Sole 3,900
American Freightways Common Stock - Long 02629V10 2,427,351.00 152,904 Sole 152,904
AMERICAN GREETINGS CORP Common Stock - Long 02637510 4,025.00 230 Sole 230
Amer. Home Products Common Stock - Long 02660910 7,070.00 125 Sole 125
Amer. Int'l Group Common Stock - Long 02687410 728,469.00 7,613 Sole 7,613
American Italian Pasta Co. Cl A Common Stock - Long 02707010 43,652.00 2,275 Sole 2,275
Amer. Management Sys Common Stock - Long 02735210 116,875.00 6,800 Sole 6,800
American Standard Companies Common Stock - Long 02971210 533,028.00 11,995 Sole 11,995
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Amer. Water Works Common Stock - Long 03041110 170,888.00 6,200 Sole 6,200
Americredit Corp Common Stock - Long 03060R10 5,756,738.00 199,800 Sole 199,800
Ametek, Inc. Common Stock - Long 03110010 40,256.00 1,900 Sole 1,900
AMGEN INC Common Stock - Long 03116210 259,761.00 3,720 Sole 3,720
Amphenol Corp. New - Cl A Common Stock - Long 03209510 108,181.00 1,900 Sole 1,900
Anadarko Petroleum Common Stock - Long 03251110 398,760.00 6,000 Sole 6,000
Analog Devices Common Stock - Long 03265410 16,492,107.00 199,753 Sole 199,753
Anchor Gaming Common Stock - Long 03303710 125,311.00 1,575 Sole 1,575
Andrx Corporation Common Stock - Long 03455310 19,895,598.00 213,072 Sole 213,072
Anheuser-Busch Common Stock - Long 03522910 15,340,651.00 362,556 Sole 362,556
Anixter International Inc. Common Stock - Long 03529010 3,973,378.00 136,425 Sole 136,425
Anntaylor Stores Common Stock - Long 03611510 124,922.00 3,250 Sole 3,250
Antec Corp. Common Stock - Long 03664P10 71,538.00 2,425 Sole 2,425
APOLLO GROUP INC CL A Common Stock - Long 03760410 181,830.00 4,560 Sole 4,560
APPLE COMPUTER INC Common Stock - Long 03783310 584,783.00 22,710 Sole 22,710
APPLEBEES INTL INC COM Common Stock - Long 03789910 90,505.00 3,935 Sole 3,935
APRIA HEALTHCARE GROUP COM Common Stock - Long 03793310 43,555.00 3,125 Sole 3,125
Applica Incorporated Common Stock - Long 03815A10 25,678.00 4,150 Sole 4,150
Applied Films Corp. Common Stock - Long 03819710 360,763.00 13,300 Sole 13,300
Applied Industrial Technology Common Stock - Long 03820C10 90,025.00 5,200 Sole 5,200
Applied Materials Common Stock - Long 03822210 521,950.00 8,800 Sole 8,800
Applied Micro Circuits Corporatio Common Stock - Long 03822W10 2,252,840.00 10,880 Sole 10,880
Aptargroup Common Stock - Long 03833610 89,167.00 3,725 Sole 3,725
ARCHER DANIELS MIDLAND Common Stock - Long 03948310 55,995.00 6,493 Sole 6,493
Arctic Cat Inc. Common Stock - Long 03967010 269,228.00 21,325 Sole 21,325
Aremissoft Corp. Common Stock - Long 04002610 1,125,000.00 30,000 Sole 30,000
Argosy Gaming Co Com Common Stock - Long 04022810 73,406.00 4,050 Sole 4,050
Arkansas Best Corp Common Stock - Long 04079010 552,578.00 35,940 Sole 35,940
ARMSTRONG HOLDINGS Common Stock - Long 04238410 1,671.00 140 Sole 140
Arnold Ind Common Stock - Long 04259510 25,313.00 1,500 Sole 1,500
Arqule Inc. Common Stock - Long 04269E10 216,694.00 12,700 Sole 12,700
Arrow Electronics Common Stock - Long 04273510 378,094.00 11,100 Sole 11,100
Artesyn Technologies Common Stock - Long 04312710 135,431.00 4,650 Sole 4,650
ArvinMeritor Inc. Common Stock - Long 04335310 63,788.00 4,343 Sole 4,343
Aspect Communications Corp. Common Stock - Long 04523Q10 90,750.00 4,400 Sole 4,400
<PAGE>
Aspen Technology Inc Com Common Stock - Long 04532710 265,109.00 5,875 Sole 5,875
Associated Banc-Corp Common Stock - Long 04548710 119,398.00 4,549 Sole 4,549
ASTORIA FINL CORP COM Common Stock - Long 04626510 126,497.00 3,275 Sole 3,275
Atlas Air Cargo Common Stock - Long 04916410 99,921.00 2,365 Sole 2,365
Atmel Corporation Common Stock - Long 04951310 563,456.00 37,100 Sole 37,100
Atwood Oceanics Inc. Common Stock - Long 05009510 79,206.00 1,900 Sole 1,900
Audiovox Corp Cl A Common Stock - Long 05075710 56,861.00 3,775 Sole 3,775
Auspex Systems, Inc. Common Stock - Long 05211610 37,125.00 3,000 Sole 3,000
Automatic Data Proc. Common Stock - Long 05301510 208,984.00 3,125 Sole 3,125
Avnet, Inc. Common Stock - Long 05380710 239,485.00 8,440 Sole 8,440
Avocent Corp. Common Stock - Long 05389310 146,081.00 2,650 Sole 2,650
Avon Products Common Stock - Long 05430310 72,553.00 1,775 Sole 1,775
Aware Inc. Common Stock - Long 05453N10 120,505.00 3,130 Sole 3,130
Aztar Corp. Common Stock - Long 05480210 3,610,050.00 234,800 Sole 234,800
Bisys Group Inc Common Stock - Long 05547210 270,594.00 3,500 Sole 3,500
Bj Services Common Stock - Long 05548210 317,850.00 5,200 Sole 5,200
BJS WHSL CLUB INC COM Common Stock - Long 05548J10 910,639.00 26,585 Sole 26,585
Bok Financial Corp. New Common Stock - Long 05561Q20 100,363.00 5,425 Sole 5,425
BTU International Inc. Common Stock - Long 05603210 372,438.00 25,250 Sole 25,250
Baldor Electric Common Stock - Long 05774110 71,094.00 3,500 Sole 3,500
Ball Corp. Common Stock - Long 05849810 94,270.00 2,975 Sole 2,975
Bandag, Inc. Common Stock - Long 05981510 46,719.00 1,300 Sole 1,300
BANK OF AMERICA Common Stock - Long 06050510 288,586.00 5,510 Sole 5,510
Bank Of New York Common Stock - Long 06405710 309,745.00 5,525 Sole 5,525
BANK ONE CORP Common Stock - Long 06423A10 11,419.00 300 Sole 300
BankNorth Group Inc. Common Stock - Long 06646R10 165,165.00 9,240 Sole 9,240
BANTA CORP COM Common Stock - Long 06682110 39,000.00 1,600 Sole 1,600
Bard (c.R.) Common Stock - Long 06738310 4,225.00 100 Sole 100
Barnes And Noble Common Stock - Long 06777410 80,227.00 4,075 Sole 4,075
Barr Labs Common Stock - Long 06830610 262,730.00 3,962 Sole 3,962
Barra Inc. Common Stock - Long 06831310 1,276,005.00 20,560 Sole 20,560
Barrett Resources Common Stock - Long 06848020 9,403.00 250 Sole 250
Bausch & Lomb Common Stock - Long 07170710 36,017.00 925 Sole 925
Baxter Int'l Inc. Common Stock - Long 07181310 83,803.00 1,050 Sole 1,050
BEA Systems, Inc. Common Stock - Long 07332510 101,238.00 1,300 Sole 1,300
<PAGE>
Beckman Instruments Common Stock - Long 07581110 262,611.00 3,405 Sole 3,405
Bed Bath & Beyond Common Stock - Long 07589610 417,080.00 17,100 Sole 17,100
Belden Common Stock - Long 07745910 117,534.00 4,975 Sole 4,975
Bell Microproducts Inc. Common Stock - Long 07813710 637,500.00 20,400 Sole 20,400
BELLSOUTH CORP Common Stock - Long 07986010 13,123,008.00 325,991 Sole 325,991
Belo (a.H.) 'a' Corp Common Stock - Long 08055510 141,323.00 7,665 Sole 7,665
Bergen Brunswig Common Stock - Long 08373910 95,838.00 8,200 Sole 8,200
Beringer Wine Estates Common Stock - Long 08410210 2,778.00 50 Sole 50
BEST BUY INC Common Stock - Long 08651610 502,001.00 7,890 Sole 7,890
Bindley Westn Inds Inc Com Common Stock - Long 09032410 247,200.00 7,725 Sole 7,725
Biotransplant Inc. Common Stock - Long 09066Y10 509,316.00 29,850 Sole 29,850
BLACK & DECKER CORP. Common Stock - Long 09179710 455,720.00 13,330 Sole 13,330
Black Box Corp Del Com Common Stock - Long 09182610 99,078.00 2,125 Sole 2,125
Black Hills Corp. Common Stock - Long 09211310 36,481.00 1,300 Sole 1,300
Blyth Inc. Common Stock - Long 09643P10 75,469.00 3,220 Sole 3,220
Bob Evans Farms Common Stock - Long 09676110 42,088.00 2,275 Sole 2,275
Boeing Common Stock - Long 09702310 18,258,660.00 289,820 Sole 289,820
Boise Cascade Common Stock - Long 09738310 2,656.00 100 Sole 100
Borders Group, Inc. Common Stock - Long 09970910 73,033.00 5,240 Sole 5,240
Borg-Warner Automotive Corp Common Stock - Long 09972410 61,778.00 1,865 Sole 1,865
Bostonfed Bancorp Inc. Common Stock - Long 10117810 270,669.00 12,700 Sole 12,700
Bowater Inc. Common Stock - Long 10218310 152,779.00 3,290 Sole 3,290
Brady W.H. A Common Stock - Long 10467410 85,456.00 2,825 Sole 2,825
Brightpoint Inc Com Common Stock - Long 10947310 33,584.00 6,675 Sole 6,675
Brinker Int'l Common Stock - Long 10964110 471,607.00 15,655 Sole 15,655
BRISTOL MYERS SQUIBB CO Common Stock - Long 11012210 351,059.00 6,145 Sole 6,145
Broadcom Corporation Common Stock - Long 11132010 168,188.00 690 Sole 690
Broadvision Common Stock - Long 11141210 233,756.00 9,100 Sole 9,100
BROADWING INC COM Common Stock - Long 11162010 344,838.00 13,490 Sole 13,490
Brocade Communications Sys Common Stock - Long 11162110 1,203,600.00 5,100 Sole 5,100
Brooktrout Technology Common Stock - Long 11458010 88,931.00 2,700 Sole 2,700
Brown (tom), Inc. Common Stock - Long 11566020 991,270.00 40,460 Sole 40,460
Brown Shoe Company Common Stock - Long 11573610 43,641.00 4,750 Sole 4,750
Brunswick Corp. Common Stock - Long 11704310 54,750.00 3,000 Sole 3,000
Buckeye Technology Inc. Common Stock - Long 11825510 169,113.00 8,150 Sole 8,150
</TABLE>
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<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C>
Building Matls Hldg Cp Com Common Stock - Long 12011310 15,975.00 1,800 Sole 1,800
C&d Technologies Inc Com Common Stock - Long 12466110 7,244,421.00 127,655 Sole 127,655
CRACKER BARREL GROUP INC. Common Stock - Long 12489V10 59,297.00 4,125 Sole 4,125
C-Cor Electronics Common Stock - Long 12501010 41,344.00 2,700 Sole 2,700
C-Cube Microsystems Common Stock - Long 12501510 83,538.00 4,075 Sole 4,075
Cdi Corp. Common Stock - Long 12507110 54,400.00 3,400 Sole 3,400
Cdw Computer Centers, Inc. Common Stock - Long 12512910 1,059,840.00 15,360 Sole 15,360
Cec Entmt Inc Com Common Stock - Long 12513710 102,368.00 3,199 Sole 3,199
CH Energy Group, Inc. Common Stock - Long 12541M10 66,791.00 1,675 Sole 1,675
C.H. Robinson Worldwide Common Stock - Long 12541W10 227,410.00 4,035 Sole 4,035
CIGNA CORP Common Stock - Long 12550910 610,740.00 5,850 Sole 5,850
Cleco Corporation Common Stock - Long 12561W10 62,411.00 1,335 Sole 1,335
Cna Surety Corp. Common Stock - Long 12612L10 4,600.00 400 Sole 400
CNF Transportation Common Stock - Long 12612W10 67,306.00 3,025 Sole 3,025
Csg Systems Int'l Inc. Common Stock - Long 12634910 96,715.00 3,335 Sole 3,335
Cts Corp. Common Stock - Long 12650110 311,344.00 6,150 Sole 6,150
Cvs Corp Common Common Stock - Long 12665010 69,469.00 1,500 Sole 1,500
Cable Design Tech Corp Com Common Stock - Long 12692410 3,753,048.00 154,367 Sole 154,367
Cabot Corp. Common Stock - Long 12705510 137,682.00 4,345 Sole 4,345
Cadence Design System Common Stock - Long 12738710 399,312.00 15,545 Sole 15,545
Callaway Golf Co Common Stock - Long 13119310 117,926.00 7,670 Sole 7,670
CALLON PETE CO DEL COM Common Stock - Long 13123X10 420,613.00 26,600 Sole 26,600
Calpine Corp. Common Stock - Long 13134710 23,638,537.00 226,477 Sole 226,477
Cambrex Corp. Common Stock - Long 13201110 112,850.00 3,050 Sole 3,050
Cambridge Technologies Common Stock - Long 13252410 18,791.00 4,295 Sole 4,295
Candel Laser Common Stock - Long 13690710 44,000.00 4,000 Sole 4,000
CARDINAL HEALTH INC Common Stock - Long 14149Y10 851,892.00 9,660 Sole 9,660
Carlisle Cos. Common Stock - Long 14233910 86,735.00 2,090 Sole 2,090
CARPENTER TECHNOLOGY COM Common Stock - Long 14428510 42,231.00 1,450 Sole 1,450
Carter-Wallace Common Stock - Long 14628510 69,647.00 2,850 Sole 2,850
Cascade Natural Gas Common Stock - Long 14733910 163,188.00 9,325 Sole 9,325
Catalina Marketing Cp Com Common Stock - Long 14886710 158,025.00 4,200 Sole 4,200
Cato Corp. Common Stock - Long 14920510 395,313.00 31,625 Sole 31,625
CENDANT CORPORATION Common Stock - Long 15131310 6,525.00 600 Sole 600
Central Garden & Pet Co. Common Stock - Long 15352710 273,338.00 39,400 Sole 39,400
<PAGE>
Central Parking Corp. Common Stock - Long 15478510 94,605.00 4,775 Sole 4,775
Centura Banks Common Stock - Long 15640T10 92,908.00 2,425 Sole 2,425
Cephalon Inc Common Stock - Long 15670810 132,163.00 2,725 Sole 2,725
Ceradyne Inc. Common Stock - Long 15671010 250,331.00 25,350 Sole 25,350
Cerner Corp. Common Stock - Long 15678210 488,755.00 10,525 Sole 10,525
Cerprobe Corp. Common Stock - Long 15678710 424,800.00 28,800 Sole 28,800
THE CHASE MANHATTEN CORPORATION Common Stock - Long 16161A10 243,408.00 5,270 Sole 5,270
Checkfree Corp. Common Stock - Long 16281310 196,886.00 4,700 Sole 4,700
Cheesecake Factory (The) Common Stock - Long 16307210 176,763.00 4,087 Sole 4,087
Chemfirst Inc. Common Stock - Long 16361A10 85,331.00 4,100 Sole 4,100
Chevron Corp. Common Stock - Long 16675110 219,519.00 2,575 Sole 2,575
Chico's Fas Inc Common Stock - Long 16861510 864,960.00 25,440 Sole 25,440
Chieftain Int'l Common Stock - Long 16867C10 433,403.00 20,950 Sole 20,950
Chiron Corp. Common Stock - Long 17004010 505,575.00 11,235 Sole 11,235
Choicepoint Inc. Common Stock - Long 17038810 163,086.00 3,555 Sole 3,555
Cholestech Corp. Common Stock - Long 17039310 222,094.00 30,900 Sole 30,900
Chris-Craft Common Stock - Long 17052010 389,222.00 4,725 Sole 4,725
Christopher & Banks Common Stock - Long 17104610 635,412.00 16,345 Sole 16,345
Church & Dwight Common Stock - Long 17134010 47,591.00 2,590 Sole 2,590
Ciena Corporation Common Stock - Long 17177910 1,596,563.00 13,000 Sole 13,000
CIRCUIT CITY STORES INC Common Stock - Long 17273710 71,185.00 3,095 Sole 3,095
Cirrus Logic Common Stock - Long 17275510 169,716.00 4,210 Sole 4,210
Cisco Systems Common Stock - Long 17275R10 3,237,650.00 58,600 Sole 58,600
Cintas Corp. Common Stock - Long 17290810 460,456.00 10,570 Sole 10,570
CITIGROUP INC. Common Stock - Long 17296710 1,710,104.00 31,632 Sole 31,632
City National Corp Common Stock - Long 17856610 242,565.00 6,280 Sole 6,280
Claire's Stores Common Stock - Long 17958410 62,100.00 3,450 Sole 3,450
Clarcor Common Stock - Long 17989510 99,450.00 5,100 Sole 5,100
Clayton Homes Common Stock - Long 18419010 83,000.00 8,300 Sole 8,300
Coastal Bancorp Common Stock - Long 19041P10 222,544.00 12,450 Sole 12,450
COASTAL CORP Common Stock - Long 19044110 510,722.00 6,890 Sole 6,890
Coastcast Corp. Common Stock - Long 19057T10 212,350.00 13,700 Sole 13,700
Coca-Cola Common Stock - Long 19121610 348,666.00 6,325 Sole 6,325
Cognex Corp. Common Stock - Long 19242210 402,263.00 10,200 Sole 10,200
Coherent, Inc. Common Stock - Long 19247910 261,800.00 3,850 Sole 3,850
<PAGE>
Kenneth Cole Productions - A Common Stock - Long 19329410 4,019,269.00 113,820 Sole 113,820
Colgate-Palmolive Common Stock - Long 19416210 118,000.00 2,500 Sole 2,500
Comdisco, Inc. Common Stock - Long 20033610 180,617.00 9,475 Sole 9,475
Commerce Bancorp. Common Stock - Long 20051910 144,480.00 2,483 Sole 2,483
Commercial Metals Common Stock - Long 20172310 40,163.00 1,575 Sole 1,575
Commscope Inc Com Common Stock - Long 20337210 77,543.00 3,165 Sole 3,165
Community First Banksh Com Common Stock - Long 20390210 61,469.00 3,500 Sole 3,500
COMPAQ COMPUTER CORP Common Stock - Long 20449310 190,284.00 6,900 Sole 6,900
Compass Bancshs Common Stock - Long 20449H10 154,245.00 7,910 Sole 7,910
Compucredit Corp. Common Stock - Long 20478N10 6,226,406.00 111,000 Sole 111,000
Comverse Technology Inc. Common Stock - Long 20586240 275,400.00 2,550 Sole 2,550
Conagra Inc. Common Stock - Long 20588710 48,150.00 2,400 Sole 2,400
Concord Communications Inc. Common Stock - Long 20618610 46,375.00 1,750 Sole 1,750
Concord Efs Common Stock - Long 20619710 502,191.00 14,140 Sole 14,140
Conectiv Common Stock - Long 20682910 103,943.00 5,815 Sole 5,815
CONEXANT SYS INC COM Common Stock - Long 20714210 492,451.00 11,760 Sole 11,760
Consolidated Graphics Com Common Stock - Long 20934110 2,056.00 175 Sole 175
Constellation Brands Inc. Common Stock - Long 21036P10 3,096,084.00 57,005 Sole 57,005
Cooper Cameron Corp. Common Stock - Long 21664010 246,853.00 3,350 Sole 3,350
Cooper Cos. Common Stock - Long 21664840 77,825.00 2,200 Sole 2,200
Coors Adolph Co Cl B Common Stock - Long 21701610 181,664.00 2,875 Sole 2,875
Copart Inc Com Common Stock - Long 21720410 41,625.00 3,000 Sole 3,000
Copper Mountain Networks Common Stock - Long 21751010 637,500.00 17,000 Sole 17,000
Cor Therapeutics Inc. Common Stock - Long 21775310 333,372.00 5,350 Sole 5,350
Corn Prods Intl Inc Com Common Stock - Long 21902310 91,569.00 4,025 Sole 4,025
Corning Inc. Common Stock - Long 21935010 1,351,350.00 4,550 Sole 4,550
Corvel Corporation Common Stock - Long 22100610 764,288.00 27,480 Sole 27,480
Cost Plus Inc./California Common Stock - Long 22148510 57,238.00 1,900 Sole 1,900
Covance Inc Common Stock - Long 22281610 27,838.00 3,400 Sole 3,400
Coventry Corp Common Stock - Long 22286210 154,275.00 10,200 Sole 10,200
Credence Systems Corp. Common Stock - Long 22530210 7,206,150.00 240,205 Sole 240,205
Crompton Corp Common Stock - Long 22711610 61,425.00 7,800 Sole 7,800
Cross Timbers Oil Co. Common Stock - Long 22757310 166,212.00 8,663 Sole 8,663
CROWN CORK & SEAL INC Common Stock - Long 22825510 4,703.00 440 Sole 440
Cullen Frost Bankers Com Common Stock - Long 22989910 173,875.00 5,350 Sole 5,350
<PAGE>
Cummins Engine Common Stock - Long 23102110 2,245.00 75 Sole 75
Cybear Group Common Stock - Long 23243C10 43,051.00 32,801 Sole 32,801
Cyberoptics Common Stock - Long 23251710 314,059.00 17,150 Sole 17,150
Cymer Inc. Common Stock - Long 23257210 113,544.00 3,700 Sole 3,700
CYPRESS SEMICONDUCTOR CORP Common Stock - Long 23280610 1,025,970.00 24,685 Sole 24,685
CYTEC INDS INC COM Common Stock - Long 23282010 82,758.00 2,475 Sole 2,475
DMC Stratex Networks Common Stock - Long 23322L10 106,816.00 6,650 Sole 6,650
Dpl Inc. Common Stock - Long 23329310 249,305.00 8,380 Sole 8,380
Dqe Common Stock - Long 23329J10 149,265.00 3,720 Sole 3,720
D R Horton Common Stock - Long 23331A10 203,736.00 11,854 Sole 11,854
Dst Systems, Inc. Common Stock - Long 23332610 928,838.00 7,905 Sole 7,905
Dsp Group Common Stock - Long 23332B10 170,056.00 4,550 Sole 4,550
Dt Industries Common Stock - Long 23333J10 197,500.00 20,000 Sole 20,000
Dain Rauscher Corp. Common Stock - Long 23385610 120,900.00 1,300 Sole 1,300
Dallas Semiconductor Common Stock - Long 23520410 179,169.00 5,450 Sole 5,450
Damark Intl Inc. - Cl A Common Stock - Long 23569110 17,150.00 1,400 Sole 1,400
Darden Restaurants Common Stock - Long 23719410 15,399,897.00 739,935 Sole 739,935
Datascope Corp. Common Stock - Long 23811310 80,400.00 2,400 Sole 2,400
Dean Foods Common Stock - Long 24236110 77,140.00 2,320 Sole 2,320
Dell Computer Common Stock - Long 24702510 10,736,677.00 348,452 Sole 348,452
Delphi Financial Group Inc. Common Stock - Long 24713110 94,203.00 2,326 Sole 2,326
Delta Lane & Pine Company Common Stock - Long 24735710 183,023.00 7,125 Sole 7,125
Delta Air Lines Common Stock - Long 24736110 44,375.00 1,000 Sole 1,000
Dendrite Intl Inc Com Common Stock - Long 24823910 239,972.00 8,950 Sole 8,950
Dentsply Int'l Common Stock - Long 24903010 347,628.00 9,950 Sole 9,950
DEVON ENERGY CORP NEW Common Stock - Long 25179M10 483,005.00 8,030 Sole 8,030
Devry Inc Del Com Common Stock - Long 25189310 169,877.00 4,515 Sole 4,515
Dial Corp. Common Stock - Long 25247D10 67,716.00 5,825 Sole 5,825
Diametrics Medical Inc. Common Stock - Long 25253210 259,409.00 32,300 Sole 32,300
Diebold, Inc. Common Stock - Long 25365110 119,531.00 4,500 Sole 4,500
Digital Lightwave Common Stock - Long 25385510 798,875.00 11,000 Sole 11,000
DILLARDS INC CL A Common Stock - Long 25406710 6,375.00 600 Sole 600
Dime Savings Bank N. Common Stock - Long 25429Q10 215,625.00 10,000 Sole 10,000
Disney (walt) Common Stock - Long 25468710 14,631,811.00 382,531 Sole 382,531
Dole Food Common Stock - Long 25660510 53,775.00 3,585 Sole 3,585
<PAGE>
Dollar Thrifty Auotmotive Group Common Stock - Long 25674310 3,501,873.00 177,310 Sole 177,310
DOLLAR TREE STORES COM Common Stock - Long 25674710 433,309.00 10,683 Sole 10,683
Donaldson Co. Common Stock - Long 25765110 69,080.00 3,140 Sole 3,140
DONNELLEY R R & SONS CO Common Stock - Long 25786710 64,600.00 2,630 Sole 2,630
Doral Financial Corp. Common Stock - Long 25811P10 79,319.00 4,900 Sole 4,900
DOVER CORP Common Stock - Long 26000310 856,844.00 18,255 Sole 18,255
DOW CHEMICAL CORP Common Stock - Long 26054310 153,864.00 6,170 Sole 6,170
DOW JONES & CO INC Common Stock - Long 26056110 654,913.00 10,825 Sole 10,825
Downey S & L Assn Common Stock - Long 26101810 5,231,815.00 132,451 Sole 132,451
Dreyer's Grand Common Stock - Long 26187810 41,400.00 1,920 Sole 1,920
Du Pont Common Stock - Long 26353410 157,463.00 3,800 Sole 3,800
Ducommon Common Stock - Long 26414710 219,375.00 15,600 Sole 15,600
Dura Pharm Common Stock - Long 26632S10 174,222.00 4,925 Sole 4,925
Dycom Inds. Common Stock - Long 26747510 601,440.00 14,449 Sole 14,449
Dynegy Inc. Common Stock - Long 26816Q10 1,483,710.00 26,030 Sole 26,030
Eagle USA Airfreight Common Stock - Long 26848410 80,919.00 2,675 Sole 2,675
Emc Corp. Common Stock - Long 26864810 19,030,414.00 191,984 Sole 191,984
Ensco Intl, Inc. Common Stock - Long 26874Q10 332,393.00 8,690 Sole 8,690
Epix Medical Inc. Common Stock - Long 26881Q10 201,600.00 14,400 Sole 14,400
Ess Technologies Inc. Common Stock - Long 26915110 38,286.00 2,675 Sole 2,675
E Trade Group, Inc. Common Stock - Long 26924610 305,080.00 18,560 Sole 18,560
Earthgrains Co. Common Stock - Long 27031910 83,430.00 4,525 Sole 4,525
Earthweb Inc. Common Stock - Long 27032C10 47,916.00 5,700 Sole 5,700
East West Bancorp Common Stock - Long 27579R10 4,133,556.00 211,300 Sole 211,300
Eastman Chemical Common Stock - Long 27743210 99,731.00 2,700 Sole 2,700
EASTMAN KODAK Common Stock - Long 27746110 52,320.00 1,280 Sole 1,280
Eaton Vance Corp Com Non Vtg Common Stock - Long 27826510 270,300.00 5,300 Sole 5,300
Edwards (a.G.) Common Stock - Long 28176010 272,025.00 5,200 Sole 5,200
Edwards Life Sciences Common Stock - Long 28176E10 81,252.00 3,725 Sole 3,725
El Paso Electric Co. Common Stock - Long 28367785 141,831.00 10,300 Sole 10,300
Electro Scientific Common Stock - Long 28522910 305,588.00 8,700 Sole 8,700
Electroglas Inc. Common Stock - Long 28532410 1,970,207.00 115,470 Sole 115,470
Electronic Arts Inc. Common Stock - Long 28551210 401,419.00 8,130 Sole 8,130
ELECTRONIC DATA SYSTEMS Common Stock - Long 28566110 68,475.00 1,650 Sole 1,650
eLoyalty Corp. Common Stock - Long 29015110 38,569.00 3,025 Sole 3,025
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C>
Emerson Electric Common Stock - Long 29101110 107,200.00 1,600 Sole 1,600
Endocare Inc. Common Stock - Long 29264P10 1,007,250.00 51,000 Sole 51,000
Energen Corp. Common Stock - Long 29265N10 264,775.00 8,900 Sole 8,900
Energy East Corp. Common Stock - Long 29266M10 306,003.00 13,525 Sole 13,525
Energizer Holdings Inc. Common Stock - Long 29266R10 144,550.00 5,900 Sole 5,900
ENGELHARD CORP Common Stock - Long 29284510 169,001.00 10,400 Sole 10,400
Engle Homes Inc Common Stock - Long 29289610 242,775.00 15,600 Sole 15,600
Enhance Finl Svcs Grp Com Common Stock - Long 29331010 1,300.00 100 Sole 100
Enron Corp. Common Stock - Long 29356110 11,391.00 130 Sole 130
Entergy Corp. Common Stock - Long 29364G10 89,400.00 2,400 Sole 2,400
Enzo Biochem Common Stock - Long 29410010 128,525.00 2,650 Sole 2,650
Equitable Resources Common Stock - Long 29454910 101,400.00 1,600 Sole 1,600
Esterline Technologies Common Stock - Long 29742510 1,962,844.00 99,700 Sole 99,700
Ethan Allen Interiors Common Stock - Long 29760210 105,464.00 3,725 Sole 3,725
Exar Corp Common Stock - Long 30064510 1,047,860.00 8,660 Sole 8,660
Exelon Corporation Common Stock - Long 30069110 376,200.00 30,400 Sole 30,400
Expeditors Intl Wash Common Stock - Long 30213010 15,124,327.00 335,630 Sole 335,630
Express Scripts Inc Cl A Common Stock - Long 30218210 494,190.00 6,840 Sole 6,840
Exxon Mobil Corp. Common Stock - Long 30231G10 1,207,644.00 13,550 Sole 13,550
Fmc Corp. Common Stock - Long 30249130 65,386.00 975 Sole 975
F.Y.I., Inc. Common Stock - Long 30271210 201,825.00 5,400 Sole 5,400
Factset Resh Sys Inc Com Common Stock - Long 30307510 148,896.00 3,960 Sole 3,960
Fair Isaac & Co Inc Com Common Stock - Long 30325010 57,628.00 1,350 Sole 1,350
Family Dollar Stores Common Stock - Long 30700010 205,398.00 10,670 Sole 10,670
Fastenal Co. Common Stock - Long 31190010 139,164.00 2,415 Sole 2,415
Federal-Mogul Common Stock - Long 31354910 22,892.00 4,210 Sole 4,210
FEDERAL NAT MORTGAGE ASSN Common Stock - Long 31358610 15,410,324.00 215,529 Sole 215,529
Federal Signal Common Stock - Long 31385510 53,663.00 2,700 Sole 2,700
Federated Investors Common Stock - Long 31421110 419,513.00 16,950 Sole 16,950
FEDEX CORP Common Stock - Long 31428X10 75,821.00 1,710 Sole 1,710
Ferro Corp. Common Stock - Long 31540510 39,078.00 2,050 Sole 2,050
Fidelity National Financial Common Stock - Long 31632610 148,500.00 6,000 Sole 6,000
Filenet Corp Common Stock - Long 31686910 154,594.00 8,500 Sole 8,500
FINOVA GROUP INC COM Common Stock - Long 31792810 26,209.00 3,615 Sole 3,615
FIRST DATA CORP Common Stock - Long 31996310 615,039.00 15,745 Sole 15,745
<PAGE>
1st Essex Bancorp Common Stock - Long 32010310 246,106.00 11,650 Sole 11,650
First Midwest Bancor Common Stock - Long 32086710 163,078.00 6,125 Sole 6,125
First Health Group Corp. Common Stock - Long 32096010 98,040.00 3,040 Sole 3,040
First Security Corp Common Stock - Long 33629410 201,215.00 12,335 Sole 12,335
FIRST TENN NATL CORP COM Common Stock - Long 33716210 167,485.00 8,195 Sole 8,195
FIRST UNION CORP Common Stock - Long 33735810 6,759.00 210 Sole 210
First Va. Banks Common Stock - Long 33747710 127,449.00 2,990 Sole 2,990
Fiserv Inc. Common Stock - Long 33773810 1,031,646.00 17,230 Sole 17,230
Firstmerit Corp Com Common Stock - Long 33791510 123,404.00 5,380 Sole 5,380
FLEETBOSTON FINANCIAL CORPORATION Common Stock - Long 33903010 695,721.00 17,839 Sole 17,839
Fleming Cos. Common Stock - Long 33913010 97,642.00 7,475 Sole 7,475
Flowers Inds. Common Stock - Long 34349610 118,268.00 6,065 Sole 6,065
Flowserve Corp Common Stock - Long 34354P10 36,163.00 2,200 Sole 2,200
Footstar Inc Com Common Stock - Long 34491210 68,664.00 2,125 Sole 2,125
FORD MTR CO DEL COM P Common Stock - Long 34537086 539,762.00 21,246 Sole 21,246
Forest Labs. Common Stock - Long 34583810 1,632,577.00 14,235 Sole 14,235
Forward Air Corp. Common Stock - Long 34985310 127,555.00 3,625 Sole 3,625
Fossil Inc. Common Stock - Long 34988210 67,894.00 5,100 Sole 5,100
Foundation Health Systems - A Common Stock - Long 35040410 122,776.00 7,385 Sole 7,385
Fuller (h.B.) Common Stock - Long 35969410 23,719.00 825 Sole 825
Furniture Brands Common Stock - Long 36092110 48,628.00 2,925 Sole 2,925
Gatx Corp. Common Stock - Long 36144810 133,163.00 3,180 Sole 3,180
Gbc Bancorp Common Stock - Long 36147510 575,656.00 16,900 Sole 16,900
Gadzooks Inc Com Common Stock - Long 36255310 253,825.00 14,200 Sole 14,200
Galileo International Common Stock - Long 36354710 91,373.00 5,895 Sole 5,895
Gallagher (arthur J.) Common Stock - Long 36357610 378,400.00 6,400 Sole 6,400
GARTNER GROUP INC NEW CL B Common Stock - Long 36665120 64,217.00 5,905 Sole 5,905
GATEWAY INC. Common Stock - Long 36762610 382,110.00 8,010 Sole 8,010
Geltex Pharmaceuticals Common Stock - Long 36853810 313,644.00 6,700 Sole 6,700
GENERAL DYNAMICS CORP Common Stock - Long 36955010 13,808,700.00 219,840 Sole 219,840
Gen'l Electric Common Stock - Long 36960410 2,300,289.00 39,875 Sole 39,875
Gen'l Motors Common Stock - Long 37044210 130,000.00 2,000 Sole 2,000
General Semiconductor Com Common Stock - Long 37078710 36,258.00 2,975 Sole 2,975
Genesco Inc. Common Stock - Long 37153210 4,358,696.00 257,340 Sole 257,340
Genesee & Wyomong Inc. - Class A Common Stock - Long 37155910 265,538.00 10,950 Sole 10,950
<PAGE>
Gentex Corp. Common Stock - Long 37190110 172,500.00 6,900 Sole 6,900
Gentner Communications Com Common Stock - Long 37245J10 214,238.00 17,400 Sole 17,400
Genzyme Transgenics Corp. Common Stock - Long 37246E10 652,125.00 18,500 Sole 18,500
GENZYME CORP Common Stock - Long 37291710 1,044,632.00 15,320 Sole 15,320
Georgia Gulf Common Stock - Long 37320020 23,161.00 2,025 Sole 2,025
Georgia Pac Timber Common Stock - Long 37329870 141,631.00 5,270 Sole 5,270
Gerber Scientific Common Stock - Long 37373010 1,941.00 225 Sole 225
Gilead Sciences Inc Common Stock - Long 37555810 311,513.00 2,840 Sole 2,840
Glatfelter (p.H.) Common Stock - Long 37731610 30,313.00 2,500 Sole 2,500
Global Marine Common Stock - Long 37935240 341,323.00 11,055 Sole 11,055
Golden West Fin'l Common Stock - Long 38131710 378,056.00 7,050 Sole 7,050
Goldman Sachs Common Stock - Long 38141G10 136,725.00 1,200 Sole 1,200
Grace (W. R.) Common Stock - Long 38388F10 36,609.00 5,325 Sole 5,325
Graco Inc. Common Stock - Long 38410910 195,919.00 6,075 Sole 6,075
GRANITE CONSTR INC COM Common Stock - Long 38732810 38,800.00 1,600 Sole 1,600
Grant Prideco Inc. Common Stock - Long 38821G10 151,588.00 6,910 Sole 6,910
GREAT LAKES CHEMICAL CORP Common Stock - Long 39056810 5,276.00 180 Sole 180
Greater Bay Bancorp Common Stock - Long 39164810 5,308,497.00 76,450 Sole 76,450
Greenpoint Financial Corp. Common Stock - Long 39538410 192,266.00 6,490 Sole 6,490
Group 1 Automotive Common Stock - Long 39890510 44,316.00 4,075 Sole 4,075
Gtech Holdings, Inc. Common Stock - Long 40051810 35,858.00 2,165 Sole 2,165
HCA Healthcare Co. Common Stock - Long 40411910 91,884.00 2,475 Sole 2,475
Hnc Software Inc. Common Stock - Long 40425P10 132,945.00 1,625 Sole 1,625
HSB Group, Inc. Common Stock - Long 40428N10 73,228.00 1,825 Sole 1,825
HS Resources Common Stock - Long 40429710 393,413.00 11,700 Sole 11,700
Hall Kinion Associates Com Common Stock - Long 40606910 449,313.00 15,800 Sole 15,800
Hanover Compressor Common Stock - Long 41076810 122,692.00 3,725 Sole 3,725
Harland (john H.) Common Stock - Long 41269310 94,172.00 6,150 Sole 6,150
Harley Davidson Common Stock - Long 41282210 15,571,823.00 325,260 Sole 325,260
Harman Intl Inds Common Stock - Long 41308610 211,140.00 5,400 Sole 5,400
HARRIS CORP Common Stock - Long 41387510 131,381.00 4,620 Sole 4,620
Harsco Corp. Common Stock - Long 41586410 59,679.00 2,705 Sole 2,705
HARTE-HANKS INC COM Common Stock - Long 41619610 123,851.00 4,545 Sole 4,545
HAVEN BANCORP INC COM Common Stock - Long 41935210 249,688.00 8,500 Sole 8,500
Hawaiian Elec. Common Stock - Long 41987010 73,761.00 2,115 Sole 2,115
<PAGE>
Health Mgmt Assoc In Common Stock - Long 42193310 318,431.00 15,300 Sole 15,300
Heartland Express Common Stock - Long 42234710 145,950.00 8,400 Sole 8,400
Helix Technology Common Stock - Long 42331910 93,359.00 3,125 Sole 3,125
Helmerich & Payne Common Stock - Long 42345210 112,168.00 3,105 Sole 3,105
Jack Henry & Assoc Common Stock - Long 42628110 173,500.00 4,000 Sole 4,000
HEWLETT PACKARD CO Common Stock - Long 42823610 755,935.00 7,780 Sole 7,780
HIBERNIA CORP CL A Common Stock - Long 42865610 128,380.00 10,480 Sole 10,480
Hilb Rogal & Hamilto Common Stock - Long 43129410 112,556.00 2,700 Sole 2,700
Hillenbrand Ind. Common Stock - Long 43157310 180,119.00 4,025 Sole 4,025
HISPANIC BROADCASTING CL A Common Stock - Long 43357B10 193,592.00 6,945 Sole 6,945
Home Depot Common Stock - Long 43707610 387,356.00 7,300 Sole 7,300
Hon Industries Common Stock - Long 43809210 88,527.00 3,595 Sole 3,595
Honeywell, Inc. Common Stock - Long 43851610 114,000.00 3,200 Sole 3,200
Hooper Holmes Inc Common Stock - Long 43910410 48,501.00 5,100 Sole 5,100
Horace Mann Educator Common Stock - Long 44032710 38,891.00 2,375 Sole 2,375
Hormel Foods Corp. Common Stock - Long 44045210 161,952.00 9,705 Sole 9,705
Hot Topic, Inc. Common Stock - Long 44133910 4,656,000.00 155,200 Sole 155,200
Houghton Mifflin Common Stock - Long 44156010 73,790.00 1,880 Sole 1,880
HUBBELL INC CL B Common Stock - Long 44351020 92,731.00 3,700 Sole 3,700
Hudson United Bancorp Common Stock - Long 44416510 189,922.00 6,875 Sole 6,875
Hughes Supply Common Stock - Long 44448210 94,176.00 4,800 Sole 4,800
Hunt (j.B.) Common Stock - Long 44565810 27,094.00 2,125 Sole 2,125
Hutchinson Technolog Common Stock - Long 44840710 52,656.00 2,500 Sole 2,500
Icn Pharmaceuticals Common Stock - Long 44892410 167,746.00 5,045 Sole 5,045
Hyperion Solutions Corp. Common Stock - Long 44914M10 77,625.00 3,000 Sole 3,000
Ibp, Inc. Common Stock - Long 44922310 127,455.00 6,960 Sole 6,960
Idec Pharmaceuticals Common Stock - Long 44937010 583,947.00 3,330 Sole 3,330
Imc Fertilizer Group Common Stock - Long 44966910 107,010.00 7,380 Sole 7,380
Itt Inds Inc Com Common Stock - Long 45091110 115,153.00 3,550 Sole 3,550
Idacorp Inc. Common Stock - Long 45110710 4,263,094.00 92,175 Sole 92,175
Idex Corp. Common Stock - Long 45167R10 6,984.00 250 Sole 250
Idexx Labs Inc Com Common Stock - Long 45168D10 142,444.00 5,325 Sole 5,325
IKON OFFICE SOLUTIONS INC Common Stock - Long 45171310 1,575.00 400 Sole 400
ILLINOIS TOOL WORKS INC Common Stock - Long 45230810 395,260.00 7,074 Sole 7,074
Imation Corp. Common Stock - Long 45245A10 41,813.00 2,245 Sole 2,245
<PAGE>
Immune Response Corp Common Stock - Long 45252T10 200,063.00 29,100 Sole 29,100
Imperial Bancorp Common Stock - Long 45255610 103,275.00 5,400 Sole 5,400
Incyte Pharmaceuticals, Inc. Common Stock - Long 45337C10 164,500.00 4,000 Sole 4,000
Inet Technologies Common Stock - Long 45662V10 722,475.00 24,700 Sole 24,700
In Focus Sys Inc Common Stock - Long 45665B10 5,604,750.00 105,750 Sole 105,750
Informix Corp. Common Stock - Long 45677910 75,900.00 18,400 Sole 18,400
INGERSOLL-RAND COMPANY Common Stock - Long 45686610 290,019.00 8,550 Sole 8,550
Inktomi, Inc. Common Stock - Long 45727710 102,600.00 900 Sole 900
Insight Enterprises Com Common Stock - Long 45765U10 3,921,343.00 143,903 Sole 143,903
Insituform Of N.A. Common Stock - Long 45766710 5,061,403.00 150,525 Sole 150,525
Insurance Auto Aucti Common Stock - Long 45787510 103,195.00 6,375 Sole 6,375
INTEGRATED DEVICE TECH INC Common Stock - Long 45811810 3,166,596.00 34,990 Sole 34,990
Integrated Silicon Solution Common Stock - Long 45812P10 488,050.00 34,400 Sole 34,400
Intel Corp. Common Stock - Long 45814010 2,452,188.00 59,000 Sole 59,000
Intermagnetics Genl Common Stock - Long 45877110 137,119.00 5,150 Sole 5,150
I B M Common Stock - Long 45920010 809,456.00 7,195 Sole 7,195
Int'l Game Tech. Common Stock - Long 45990210 155,852.00 4,635 Sole 4,635
Int'l Multifoods Common Stock - Long 46004310 20,416.00 1,175 Sole 1,175
Int'l Paper Common Stock - Long 46014610 77,829.00 2,713 Sole 2,713
Int'l Rectifier Common Stock - Long 46025410 1,095,850.00 21,700 Sole 21,700
INTERNATIONAL SPEEDWAY CL A Common Stock - Long 46033520 131,820.00 3,380 Sole 3,380
Interpublic Group Common Stock - Long 46069010 102,188.00 3,000 Sole 3,000
Interstate Bakeries Common Stock - Long 46072H10 59,597.00 4,075 Sole 4,075
Intervoice-Brite, Inc Common Stock - Long 46114210 30,975.00 2,950 Sole 2,950
Intuit Inc. Common Stock - Long 46120210 919,980.00 16,140 Sole 16,140
Invacare Corp. Common Stock - Long 46120310 97,981.00 3,050 Sole 3,050
Investment Technology Group, Inc. Common Stock - Long 46145F10 78,477.00 1,965 Sole 1,965
Invitrogen Corp. Common Stock - Long 46185R10 1,009,975.00 14,200 Sole 14,200
Investors Financial Service CP Common Stock - Long 46191510 208,313.00 3,300 Sole 3,300
Ipalco Enterprises Common Stock - Long 46261310 118,035.00 5,160 Sole 5,160
Isle Of Capri Casino Common Stock - Long 46459210 448,725.00 28,950 Sole 28,950
I2 Technologies, Inc. Common Stock - Long 46575410 561,188.00 3,000 Sole 3,000
Ivax Corp. Common Stock - Long 46582310 20,003,882.00 434,867 Sole 434,867
Jds Uniphase Corp. Common Stock - Long 46612J10 1,084,172.00 11,450 Sole 11,450
Jlg Inds Inc Com Common Stock - Long 46621010 76,477.00 6,275 Sole 6,275
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
Jabil Circuit Common Stock - Long 46631310 678,446.00 11,955 Sole 11,955
Jack In The Box, Inc. Common Stock - Long 46636710 3,265,682.00 152,335 Sole 152,335
Jacob's Engr Group I Common Stock - Long 46981410 62,484.00 1,550 Sole 1,550
Jefferson-Pilot Corp Common Stock - Long 47507010 13,877,180.00 204,452 Sole 204,452
JOHNSON & JOHNSON Common Stock - Long 47816010 515,717.00 5,490 Sole 5,490
Johnson Controls Common Stock - Long 47836610 95,738.00 1,800 Sole 1,800
Jones Apparel Group Common Stock - Long 48007410 267,385.00 10,090 Sole 10,090
Juniper Networks Inc. Common Stock - Long 48203R10 153,256.00 700 Sole 700
K MART CORP Common Stock - Long 48258410 3,334.00 550 Sole 550
K-Swiss Inc Common Stock - Long 48268610 128,250.00 5,700 Sole 5,700
Kaman Corp. Common Stock - Long 48354810 88,375.00 7,000 Sole 7,000
Kansas City Power & Common Stock - Long 48513410 103,548.00 3,880 Sole 3,880
Kaydon Corp. Common Stock - Long 48658710 41,400.00 1,800 Sole 1,800
Keane Inc. Common Stock - Long 48666510 80,301.00 4,615 Sole 4,615
Kellwood Co. Common Stock - Long 48804410 18,250.00 1,000 Sole 1,000
Kelly Services 'a' Common Stock - Long 48815220 54,338.00 2,300 Sole 2,300
KEMET CORP Common Stock - Long 48836010 1,311,221.00 47,465 Sole 47,465
Kennametal Inc. Common Stock - Long 48917010 45,706.00 1,775 Sole 1,775
Kent Electronics Cor Common Stock - Long 49055310 69,834.00 2,925 Sole 2,925
KERR-MCGEE CORP Common Stock - Long 49238610 14,843,379.00 224,051 Sole 224,051
Key Energy Services Inc. Common Stock - Long 49291410 73,594.00 7,500 Sole 7,500
Key Production Company Inc. Common Stock - Long 49313810 253,719.00 11,500 Sole 11,500
KEYSPAN CORP COM Common Stock - Long 49337W10 7,022.00 175 Sole 175
Keystone Finl Inc Common Stock - Long 49348210 64,489.00 2,965 Sole 2,965
KIMBERLY CLARK CORP COM Common Stock - Long 49436810 550,590.00 9,865 Sole 9,865
KINDER MORGAN INC KANS COM Common Stock - Long 49455P10 299,253.00 7,310 Sole 7,310
KING PHARMACEUTICALS INC COM Common Stock - Long 49558210 15,749,076.00 470,850 Sole 470,850
Kirby Corp Common Stock - Long 49726610 55,931.00 2,850 Sole 2,850
KNIGHT RIDDER Common Stock - Long 49904010 13,227,511.00 260,320 Sole 260,320
Kroger Co. 7.65% Common Stock - Long 501044BH 4,924.00 5,000 Sole 5,000
Kulicke & Soffa Common Stock - Long 50124210 118,481.00 8,900 Sole 8,900
Lg&e Energy Corp. Common Stock - Long 50191710 196,478.00 8,040 Sole 8,040
L3 Communications Common Stock - Long 50242410 398,325.00 7,050 Sole 7,050
La-Z-Boy Chair Common Stock - Long 50533610 80,094.00 5,500 Sole 5,500
Labratory Corporation of American Common Stock - Long 50540R40 1,287,313.00 10,750 Sole 10,750
<PAGE>
Lam Research Common Stock - Long 51280710 322,019.00 15,380 Sole 15,380
Lancaster Colony Common Stock - Long 51384710 64,599.00 2,630 Sole 2,630
Lance, Inc. Common Stock - Long 51460610 17,980.00 1,850 Sole 1,850
Lands' End Common Stock - Long 51508610 40,950.00 1,950 Sole 1,950
Landstar System Common Stock - Long 51509810 76,978.00 1,725 Sole 1,725
Lattice Semicond Common Stock - Long 51841510 241,875.00 4,500 Sole 4,500
Lear Common Stock - Long 52186510 89,653.00 4,360 Sole 4,360
Learning Tree International Inc. Common Stock - Long 52201510 860,108.00 18,060 Sole 18,060
Lee Enterprises Common Stock - Long 52376810 75,797.00 2,625 Sole 2,625
Legato Systems Inc. Common Stock - Long 52465110 76,795.00 5,715 Sole 5,715
Legg Mason Common Stock - Long 52490110 223,781.00 3,850 Sole 3,850
LEHMAN BROS HLDGS INC Common Stock - Long 52490810 1,415,255.00 9,565 Sole 9,565
Lennar Corp. Common Stock - Long 52605710 112,813.00 3,800 Sole 3,800
Libbey Inc Common Stock - Long 52989810 103,491.00 3,325 Sole 3,325
Lifepoint Hospitals, Inc. Common Stock - Long 53219L10 1,168,660.00 32,920 Sole 32,920
Lightbridge Inc. Common Stock - Long 53222610 1,926,495.00 165,720 Sole 165,720
Lilly, Eli Common Stock - Long 53245710 292,050.00 3,600 Sole 3,600
Limited Inc. Common Stock - Long 53271610 5,516.00 250 Sole 250
Lincare Holdings Common Stock - Long 53279110 93,521.00 3,260 Sole 3,260
LINCOLN NATL CORP IND COM Common Stock - Long 53418710 549,587.00 11,420 Sole 11,420
Lindsay Mfg. Common Stock - Long 53555510 50,288.00 2,700 Sole 2,700
Linear Tech Corp Common Stock - Long 53567810 420,875.00 6,500 Sole 6,500
Linens N Things Inc Com Common Stock - Long 53567910 77,775.00 3,050 Sole 3,050
Littlefuse Inc. Common Stock - Long 53700810 3,194,375.00 107,600 Sole 107,600
Litton Inds. Common Stock - Long 53802110 132,052.00 2,955 Sole 2,955
Liz Claiborne Common Stock - Long 53932010 80,850.00 2,100 Sole 2,100
Loews Corp. Common Stock - Long 54042410 266,800.00 3,200 Sole 3,200
Lone Star Steakhouse Common Stock - Long 54230710 14,566.00 1,975 Sole 1,975
Longview Fibre Common Stock - Long 54321310 36,600.00 3,050 Sole 3,050
Louis Dreyfus Natural Gas Common Stock - Long 54601110 271,431.00 6,850 Sole 6,850
LOWES CO Common Stock - Long 54866110 459,071.00 10,230 Sole 10,230
Lubrizol Corp. Common Stock - Long 54927110 70,186.00 3,565 Sole 3,565
Lucent Technologies Common Stock - Long 54946310 221,578.00 7,250 Sole 7,250
Lycos Inc. Common Stock - Long 55081810 82,519.00 1,200 Sole 1,200
Lydall Inc Common Stock - Long 55081910 6,291.00 550 Sole 550
<PAGE>
Lyondell Petrochemic Common Stock - Long 55207810 88,830.00 7,520 Sole 7,520
Maf Bancorp Inc Com Common Stock - Long 55261R10 136,813.00 5,500 Sole 5,500
Mbna Corp Common Stock - Long 55262L10 236,775.00 6,150 Sole 6,150
M D C Hldgs Inc Com Common Stock - Long 55267610 2,332,850.00 89,725 Sole 89,725
Mcn Corp. Common Stock - Long 55267J10 141,963.00 5,540 Sole 5,540
M G I C INVT CORP WIS Common Stock - Long 55284810 616,445.00 10,085 Sole 10,085
MGM Mirage Common Stock - Long 55295310 20,511,270.00 537,120 Sole 537,120
Macromedia Common Stock - Long 55610010 386,284.00 4,780 Sole 4,780
Magnetek, Inc. Common Stock - Long 55942410 14,344.00 1,350 Sole 1,350
MALLINCKRODT INC NEW COM Common Stock - Long 56123210 188,203.00 4,125 Sole 4,125
MANDALAY RESORT GROUP MANDALAY Common Stock - Long 56256710 240,875.00 9,400 Sole 9,400
Manhattan Associates Common Stock - Long 56275010 1,316,875.00 21,500 Sole 21,500
Manitowoc Co. Common Stock - Long 56357110 124,163.00 6,450 Sole 6,450
Manpower Inc Common Stock - Long 56418H10 331,831.00 10,390 Sole 10,390
Mapinfo Corp Com Common Stock - Long 56510510 530,747.00 16,950 Sole 16,950
MarchFirst Inc. Common Stock - Long 56624410 195,153.00 12,440 Sole 12,440
Marsh & Mclennan Common Stock - Long 57174810 139,388.00 1,050 Sole 1,050
Marshall & Ilsley Common Stock - Long 57183410 325,813.00 6,500 Sole 6,500
Martin Marietta Common Stock - Long 57328410 113,117.00 2,955 Sole 2,955
Material Sciences Common Stock - Long 57667410 19,338.00 1,700 Sole 1,700
Mattson Technology Common Stock - Long 57722310 110,075.00 7,400 Sole 7,400
Maxim Integrated Pro Common Stock - Long 57772K10 506,756.00 6,300 Sole 6,300
Maxwell Shoe Company Common Stock - Long 57776610 239,413.00 21,400 Sole 21,400
MAY DEPT STORES CO Common Stock - Long 57777810 3,485.00 170 Sole 170
Maxxam Inc. Common Stock - Long 57791310 8,944.00 450 Sole 450
Maximus, Inc. Common Stock - Long 57793310 60,291.00 2,725 Sole 2,725
Mccormick & Co. Common Stock - Long 57978020 137,148.00 4,610 Sole 4,610
Mcgraw-Hill Common Stock - Long 58064510 6,356.00 100 Sole 100
Meade Instruments Common Stock - Long 58306210 4,038.00 200 Sole 200
Media General Inc. - Cl A Common Stock - Long 58440410 64,500.00 1,500 Sole 1,500
Medicis Pharmaceutical Corp. Common Stock - Long 58469030 190,650.00 3,100 Sole 3,100
Medquist Inc Com Common Stock - Long 58494910 40,738.00 2,018 Sole 2,018
Mellon Financial Corp. Common Stock - Long 58551A10 6,956.00 150 Sole 150
Mens Wearhouse Inc Common Stock - Long 58711810 4,009,333.00 141,610 Sole 141,610
Mentor Corp. Minn. Common Stock - Long 58718810 59,850.00 3,800 Sole 3,800
<PAGE>
Mentor Graphics Common Stock - Long 58720010 97,431.00 4,135 Sole 4,135
Mercantile Bankshare Common Stock - Long 58740510 160,614.00 4,425 Sole 4,425
MERCK & CO INC Common Stock - Long 58933110 745,491.00 10,015 Sole 10,015
Mercury Computer Systems, Inc. Common Stock - Long 58937810 66,750.00 2,400 Sole 2,400
Mercury Interactive Corp Common Stock - Long 58940510 282,150.00 1,800 Sole 1,800
Merix Corp. Common Stock - Long 59004910 623,820.00 9,625 Sole 9,625
Merrill Lynch & Co. Common Stock - Long 59018810 14,034,240.00 212,640 Sole 212,640
Mesa Airlines Common Stock - Long 59047910 37,324.00 6,825 Sole 6,825
Methode Electrs Inc Common Stock - Long 59152020 94,164.00 2,125 Sole 2,125
Metris Corp. Common Stock - Long 59159810 5,512,225.00 139,550 Sole 139,550
Metromedia Fiber Networks Common Stock - Long 59168910 121,563.00 5,000 Sole 5,000
Michael Foods Common Stock - Long 59407910 71,294.00 3,050 Sole 3,050
Michaels Stores Common Stock - Long 59408710 4,848,200.00 121,205 Sole 121,205
Micrel Inc Com Common Stock - Long 59479310 522,600.00 7,800 Sole 7,800
Micros Systems Common Stock - Long 59490110 26,736.00 1,775 Sole 1,775
Microsoft Corp. Common Stock - Long 59491810 1,761,125.00 29,200 Sole 29,200
Microchip Technology Common Stock - Long 59501710 405,677.00 12,270 Sole 12,270
Micron Technology Common Stock - Long 59511210 88,550.00 1,925 Sole 1,925
Mid Atlantic Medical Suppies Common Stock - Long 59523C10 244,269.00 16,150 Sole 16,150
Millennium Pharmaceutical Common Stock - Long 59990210 845,702.00 5,790 Sole 5,790
Miller (herman) Common Stock - Long 60054410 162,397.00 5,065 Sole 5,065
Millipore Corp. Common Stock - Long 60107310 9,848,555.00 203,325 Sole 203,325
MINERALS TECHNOLOGIES COM Common Stock - Long 60315810 56,350.00 1,225 Sole 1,225
MINIMED INC COM Common Stock - Long 60365K10 350,350.00 3,920 Sole 3,920
MINNESOTA MNG & MFG CO Common Stock - Long 60405910 581,104.00 6,377 Sole 6,377
Mississippi Vy Bancshs Com Common Stock - Long 60572010 3,227.00 125 Sole 125
Modine Mfg Common Stock - Long 60782810 50,005.00 1,775 Sole 1,775
Modis Professional Svc Com Common Stock - Long 60783010 32,629.00 6,290 Sole 6,290
MOHAWK INDS INC COM Common Stock - Long 60819010 78,525.00 3,600 Sole 3,600
Montana Power Common Stock - Long 61208510 224,614.00 6,730 Sole 6,730
Mony Group, Inc. Common Stock - Long 61533710 115,638.00 2,900 Sole 2,900
Moog Inc. 'a' Common Stock - Long 61539420 34,644.00 1,150 Sole 1,150
MORGAN J P & CO INC Common Stock - Long 61688010 586,843.00 3,592 Sole 3,592
Morgan Keegan Inc Common Stock - Long 61741010 140,000.00 8,000 Sole 8,000
MORGAN STANLEY DEAN WITTER DISC & Common Stock - Long 61744644 995,754.00 10,890 Sole 10,890
<PAGE>
Motorola, Inc. Common Stock - Long 62007610 239,419.00 8,475 Sole 8,475
Mueller Inds Inc Com Common Stock - Long 62475610 137,430.00 6,125 Sole 6,125
Murphy Oil Corp. Common Stock - Long 62671710 273,833.00 4,225 Sole 4,225
Mylan Labs. Common Stock - Long 62853010 218,328.00 8,105 Sole 8,105
MYND Corp. Common Stock - Long 62855110 29,025.00 2,150 Sole 2,150
Nbty Inc Com Common Stock - Long 62878210 71,191.00 10,900 Sole 10,900
NCH CORP COM Common Stock - Long 62885010 10,594.00 300 Sole 300
NCO GROUP INC COM Common Stock - Long 62885810 17,813.00 1,500 Sole 1,500
Nvr Inc. Common Stock - Long 62944T10 4,557,465.00 56,265 Sole 56,265
Nabors Ind. Common Stock - Long 62956810 481,294.00 9,185 Sole 9,185
Nasdaq-100 Shares Common Stock - Long 63110010 1,073,119.00 12,100 Sole 12,100
Nat'l Commerce Bancorp Common Stock - Long 63544910 253,804.00 12,730 Sole 12,730
National Data Corp. Common Stock - Long 63562110 123,867.00 3,775 Sole 3,775
National Fuel Gas Common Stock - Long 63618010 138,474.00 2,470 Sole 2,470
National Instruments Common Stock - Long 63651810 195,253.00 4,425 Sole 4,425
National Semiconduct Common Stock - Long 63764010 349,169.00 8,675 Sole 8,675
Navistar Int'l Common Stock - Long 63934E10 2,994.00 100 Sole 100
NEIMAN MARCUS GROUP CL A Common Stock - Long 64020420 3,642,731.00 112,300 Sole 112,300
Network Associates, Inc. Common Stock - Long 64093810 1,429,108.00 63,165 Sole 63,165
Network Appliance Common Stock - Long 64120L10 1,999,788.00 15,700 Sole 15,700
New Jersey Resources Common Stock - Long 64602510 74,141.00 1,825 Sole 1,825
New York Times Co Cl A Common Stock - Long 65011110 120,886.00 3,075 Sole 3,075
Newfield Expl Co Com Common Stock - Long 65129010 234,605.00 5,025 Sole 5,025
Newport Corp. Common Stock - Long 65182410 1,035,227.00 6,500 Sole 6,500
NEWPORT NEWS SHIPBLDG COM Common Stock - Long 65222810 83,497.00 1,925 Sole 1,925
Nextel Communications Inc. Common Stock - Long 65332V10 42,075.00 900 Sole 900
99 Cents Only Store Common Stock - Long 65440K10 139,270.00 2,775 Sole 2,775
Nisource Common Stock - Long 65473P10 185,006.00 7,590 Sole 7,590
Noble Affiliates Common Stock - Long 65489410 129,195.00 3,480 Sole 3,480
Noble Drilling Common Stock - Long 65504210 419,839.00 8,355 Sole 8,355
Nordson Corp Common Stock - Long 65566310 60,288.00 2,120 Sole 2,120
Nortek Inc. Common Stock - Long 65655910 875.00 50 Sole 50
Nortel Networks Corp. Common Stock - Long 65656910 31,270.00 525 Sole 525
No. Fork Bancorp Common Stock - Long 65942410 235,280.00 10,880 Sole 10,880
Northeast Utilities Common Stock - Long 66439710 204,947.00 9,450 Sole 9,450
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C>
Northern Trust Corp. Common Stock - Long 66585910 226,631.00 2,550 Sole 2,550
Northwest Airlines A Common Stock - Long 66728010 179,306.00 7,300 Sole 7,300
Northwest Nat. Gas Co. Common Stock - Long 66765510 40,950.00 1,800 Sole 1,800
Northwestern Corp Com Common Stock - Long 66807410 46,313.00 2,375 Sole 2,375
NOVA CORP GA COM Common Stock - Long 66978410 77,234.00 4,510 Sole 4,510
Nu Horizons Elec. Corp. Common Stock - Long 66990810 408,844.00 14,700 Sole 14,700
NOVELL INC Common Stock - Long 67000610 7,652.00 770 Sole 770
Novellus Sys. Common Stock - Long 67000810 660,256.00 14,180 Sole 14,180
Noven Pharmaceuticals Com Common Stock - Long 67000910 1,267,538.00 29,650 Sole 29,650
NStar Common Stock - Long 67019E10 140,674.00 3,495 Sole 3,495
Nvidia Common Stock - Long 67066G10 1,421,350.00 17,360 Sole 17,360
Nyfix, Inc. Common Stock - Long 67071210 111,875.00 2,500 Sole 2,500
OGE Energy Corp. Inc. Common Stock - Long 67083710 107,948.00 5,065 Sole 5,065
Om Grouo Inc. Common Stock - Long 67087210 255,643.00 5,860 Sole 5,860
Oak Technology Common Stock - Long 67180210 1,898,183.00 69,340 Sole 69,340
Occidental Petroleum Common Stock - Long 67459910 91,613.00 4,200 Sole 4,200
OCEAN ENERGY INC TEX COM Common Stock - Long 67481E10 163,946.00 10,620 Sole 10,620
Oceanfirst Financial Corp. Common Stock - Long 67523410 223,063.00 10,750 Sole 10,750
OFFICEMAX INC COM Common Stock - Long 67622M10 24,047.00 6,750 Sole 6,750
Ogden Corp. Common Stock - Long 67634610 40,009.00 2,950 Sole 2,950
Ohio Casualty Common Stock - Long 67724010 22,679.00 3,575 Sole 3,575
Old Republic Intl Corp Common Stock - Long 68022310 178,905.00 7,435 Sole 7,435
Olin Corp. Common Stock - Long 68066520 42,897.00 2,650 Sole 2,650
Omnicare, Inc. Common Stock - Long 68190410 97,798.00 6,065 Sole 6,065
Omnicom Group Common Stock - Long 68191910 71,114.00 975 Sole 975
On Assignment Common Stock - Long 68215910 104,322.00 3,325 Sole 3,325
Oracle Systems Common Stock - Long 68389X10 17,619,761.00 223,743 Sole 223,743
O Reilly Automotive Com Common Stock - Long 68609110 99,450.00 6,800 Sole 6,800
Orthodontic Ctrs Amer Com Common Stock - Long 68750P10 152,405.00 4,575 Sole 4,575
Oshkosh B'gosh 'a' Common Stock - Long 68822220 84,464.00 5,550 Sole 5,550
Oshkosh Truck Common Stock - Long 68823920 103,656.00 2,675 Sole 2,675
Outback Steakhouse I Common Stock - Long 68989910 152,578.00 5,625 Sole 5,625
Overseas Shipholding Common Stock - Long 69036810 56,119.00 2,050 Sole 2,050
Oxford Health Plans Common Stock - Long 69147110 22,351,267.00 727,240 Sole 727,240
PC Connection Inc. Common Stock - Long 69318J10 871,302.00 15,286 Sole 15,286
<PAGE>
PECO ENERGY CO Common Stock - Long 69330410 552,433.00 9,120 Sole 9,120
P. F. Changs China Bistro Inc. Common Stock - Long 69333Y10 390,556.00 11,300 Sole 11,300
Pmc - Sierra Common Stock - Long 69344F10 602,700.00 2,800 Sole 2,800
PMI Group, Inc. Common Stock - Long 69344M10 294,713.00 4,350 Sole 4,350
PPL Corporation Common Stock - Long 69351T10 181,613.00 4,350 Sole 4,350
PSS WORLD MED INC COM Common Stock - Long 69366A10 17,744.00 4,895 Sole 4,895
Paccar Inc. Common Stock - Long 69371810 2,780.00 75 Sole 75
Pacific Century Financial Corp. Common Stock - Long 69405810 91,704.00 5,355 Sole 5,355
Pacificare Health Systems, Inc. Common Stock - Long 69511210 200,694.00 5,765 Sole 5,765
PAGING NETWORK INC COM Common Stock - Long 69554210 211.00 1,000 Sole 1,000
Papa John's Intl,inc. Common Stock - Long 69881310 44,486.00 1,775 Sole 1,775
Park Electrochemical Common Stock - Long 70041620 157,141.00 2,825 Sole 2,825
Park Place Entertainment Common Stock - Long 70069010 290,400.00 19,200 Sole 19,200
Parker-Hannifin Common Stock - Long 70109410 48,938.00 1,450 Sole 1,450
Patina Oil & Gas Corp. Common Stock - Long 70322410 3,968,000.00 198,400 Sole 198,400
Patterson Dental Co Common Stock - Long 70341210 252,900.00 11,240 Sole 11,240
Patterson Energy Inc. Common Stock - Long 70341410 5,156.00 150 Sole 150
Paychex Inc. Common Stock - Long 70432610 381,885.00 7,274 Sole 7,274
PAYLESS SHOESOURCE INC COM Common Stock - Long 70437910 75,600.00 1,350 Sole 1,350
Pegasus Solutions Inc. Com Common Stock - Long 70590610 111,506.00 5,700 Sole 5,700
Penn Engineering & Manufacturing Common Stock - Long 70738930 188,625.00 6,000 Sole 6,000
Penn National Gaming Common Stock - Long 70756910 251,109.00 16,500 Sole 16,500
J C PENNEY & CO 7.400 Common Stock - Long 708160BS 4,300.00 5,000 Sole 5,000
Pennzoil-Quaker State Co. New Common Stock - Long 70932310 49,245.00 4,690 Sole 4,690
Pentair Common Stock - Long 70963110 83,059.00 3,105 Sole 3,105
Penton Media Inc. Common Stock - Long 70966810 107,250.00 3,900 Sole 3,900
PEP BOYS MANNY MOE & JACK Common Stock - Long 71327810 3,000.00 600 Sole 600
PEPSI BOTTLING GROUP INC COM Common Stock - Long 71340910 17,960,570.00 597,441 Sole 597,441
Pepsico, Inc. Common Stock - Long 71344810 272,550.00 5,925 Sole 5,925
Peregrine Systems Inc. Common Stock - Long 71366Q10 34,788.00 1,837 Sole 1,837
Performance food Group Common Stock - Long 71375510 60,200.00 1,600 Sole 1,600
Perrigo Co Common Stock - Long 71429010 37,264.00 5,445 Sole 5,445
Pfizer, Inc. Common Stock - Long 71708110 1,060,525.00 23,600 Sole 23,600
Pharmaceutical Prod Com Common Stock - Long 71712410 88,984.00 3,350 Sole 3,350
Pharmacia Corporation Common Stock - Long 71713U10 9,028.00 150 Sole 150
<PAGE>
Phila. Suburban Common Stock - Long 71800960 7,536.00 325 Sole 325
PHILIP MORRIS COS INS Common Stock - Long 71815410 242,271.00 8,230 Sole 8,230
Phillips Petroleum Common Stock - Long 71850710 106,675.00 1,700 Sole 1,700
Photon Dynamics Inc. Common Stock - Long 71936410 1,888.00 50 Sole 50
Pier 1 Imports Common Stock - Long 72027910 4,892,455.00 360,734 Sole 360,734
Pinnacle Entertainment Inc. Common Stock - Long 72345610 60,900.00 2,800 Sole 2,800
Pioneer Nat Res Co Com Common Stock - Long 72378710 98,745.00 6,960 Sole 6,960
Pioneer-Standard Common Stock - Long 72387710 60,014.00 4,425 Sole 4,425
PITTSTON CO COM BRINKS GRP Common Stock - Long 72570110 57,040.00 3,680 Sole 3,680
Plains Resources Common Stock - Long 72654050 9,438.00 500 Sole 500
Planar Systems Inc. Common Stock - Long 72690010 437,688.00 23,500 Sole 23,500
Plantronics Inc New Com Common Stock - Long 72749310 373,920.00 9,840 Sole 9,840
Plexus Corp. Common Stock - Long 72913210 239,700.00 3,400 Sole 3,400
Pogo Producing Common Stock - Long 73044810 133,219.00 5,250 Sole 5,250
Polaris Inds Inc Com Common Stock - Long 73106810 130,425.00 3,700 Sole 3,700
Polycom Common Stock - Long 73172K10 302,699.00 4,520 Sole 4,520
Polymedica Corp Common Stock - Long 73173810 4,970,499.00 115,930 Sole 115,930
PolyOne Corporation Common Stock - Long 73179P10 55,209.00 7,550 Sole 7,550
Pope & Talbot Common Stock - Long 73282710 582,519.00 40,700 Sole 40,700
Potomac Elec. Power Common Stock - Long 73767910 176,313.00 7,000 Sole 7,000
Powerwave Technologies Com Common Stock - Long 73936310 341,909.00 9,005 Sole 9,005
Pre Paid Legal Svcs Com Common Stock - Long 74006510 120,364.00 3,725 Sole 3,725
Precision Castparts Common Stock - Long 74018910 115,125.00 3,000 Sole 3,000
Pride Intl Inc Com Common Stock - Long 74193210 185,500.00 7,000 Sole 7,000
Pref. Health Care Common Stock - Long 74264T10 369,813.00 4,850 Sole 4,850
Procter & Gamble Common Stock - Long 74271810 249,575.00 3,725 Sole 3,725
Profit Recovery Group Com Common Stock - Long 74316810 53,562.00 5,424 Sole 5,424
Progess Software Cor Common Stock - Long 74331210 91,969.00 6,750 Sole 6,750
Prosoftraining.com Common Stock - Long 74347710 347,700.00 24,400 Sole 24,400
Protective Life Corp Common Stock - Long 74367410 122,488.00 4,100 Sole 4,100
Protein Design Labs Common Stock - Long 74369L10 471,155.00 3,910 Sole 3,910
Provident Bankshares Common Stock - Long 74385910 36,934.00 2,205 Sole 2,205
PROVIDENT FINL GROUP COM Common Stock - Long 74386610 95,469.00 3,250 Sole 3,250
Providian Common Stock - Long 74406A10 196,850.00 1,550 Sole 1,550
Proxim Inc. Common Stock - Long 74428410 106,800.00 2,400 Sole 2,400
<PAGE>
Public Serv. (n.Mex. Common Stock - Long 74449910 67,275.00 2,600 Sole 2,600
Public Serv. Enterpr Common Stock - Long 74457310 75,969.00 1,700 Sole 1,700
Puget Sound Power & Common Stock - Long 74533210 139,563.00 5,500 Sole 5,500
Pulte Corp. Common Stock - Long 74586710 4,049,100.00 122,700 Sole 122,700
Qrs Corporation Delaware Common Stock - Long 74726X10 377.00 25 Sole 25
Qlogic Corp Common Stock - Long 74727710 492,800.00 5,600 Sole 5,600
Quaker Chem Corp Com Common Stock - Long 74731610 226,950.00 13,350 Sole 13,350
Quaker Fabric Corp. Common Stock - Long 74739910 215,775.00 41,100 Sole 41,100
Quaker Oats Common Stock - Long 74740210 16,141,500.00 204,000 Sole 204,000
Qualcomm Inc Common Stock - Long 74752510 92,625.00 1,300 Sole 1,300
Quanex Corp. Common Stock - Long 74762010 31,453.00 1,650 Sole 1,650
Quanta Services Common Stock - Long 74762E10 433,813.00 15,775 Sole 15,775
QUANTUM CORP COM DSSG Common Stock - Long 74790620 137,069.00 9,100 Sole 9,100
Quest Diagnostics Inc. Common Stock - Long 74834L10 1,427,490.00 12,440 Sole 12,440
Questar Corp. Common Stock - Long 74835610 136,838.00 4,920 Sole 4,920
Quicksilver Inc. Common Stock - Long 74838C10 96,250.00 5,000 Sole 5,000
QUORUM HEALTH GRP INC COM Common Stock - Long 74908410 61,100.00 4,700 Sole 4,700
Qwest Communications Common Stock - Long 74912110 102,229.00 2,127 Sole 2,127
RGS Energy Group Common Stock - Long 74956K10 101,925.00 3,600 Sole 3,600
RPM INC OHIO COM Common Stock - Long 74968510 61,625.00 6,800 Sole 6,800
RSA Security Inc. Common Stock - Long 74971910 162,797.00 3,775 Sole 3,775
Radian Group Inc. Common Stock - Long 75023610 462,375.00 6,850 Sole 6,850
RadioShack Corporation Common Stock - Long 75043810 155,100.00 2,400 Sole 2,400
Radisys Corp. Common Stock - Long 75045910 75,844.00 1,500 Sole 1,500
Rainbow Technologies Common Stock - Long 75086210 1,021,630.00 28,880 Sole 28,880
Rare Hospitality Intl Com Common Stock - Long 75382010 4,599,656.00 225,750 Sole 225,750
Rational Software Corp. Com New Common Stock - Long 75409P20 1,182,844.00 17,050 Sole 17,050
Raymond James Fin'l Common Stock - Long 75473010 237,150.00 7,200 Sole 7,200
Rayonier Incorporated Common Stock - Long 75490710 65,047.00 1,810 Sole 1,810
READERS DIGEST ASSN INC Common Stock - Long 75526710 692,302.00 19,605 Sole 19,605
Reebok Int'l Common Stock - Long 75811010 4,703.00 250 Sole 250
Regeneron Pharmaceut Common Stock - Long 75886F10 120,713.00 3,700 Sole 3,700
Regis Corp. Common Stock - Long 75893210 70,125.00 4,675 Sole 4,675
Rehabcare Group Inc. Common Stock - Long 75914810 943,500.00 22,200 Sole 22,200
Reliance Steel & Aluminum Common Stock - Long 75950910 68,980.00 3,275 Sole 3,275
<PAGE>
Reliant Energy Inc Com Common Stock - Long 75952J10 158,100.00 3,400 Sole 3,400
Remedy Corp Com Common Stock - Long 75954810 53,322.00 2,825 Sole 2,825
Renal Care Group Inc Com Common Stock - Long 75993010 80,088.00 4,300 Sole 4,300
Rent-A-Center Common Stock - Long 76009N10 4,110,469.00 118,500 Sole 118,500
Resmed, Inc. Common Stock - Long 76115210 106,250.00 3,400 Sole 3,400
Retek Inc. Com Common Stock - Long 76128Q10 151,050.00 2,850 Sole 2,850
Reynolds & Reynolds Common Stock - Long 76169510 98,183.00 4,940 Sole 4,940
Richardson Electr. Common Stock - Long 76316510 487,425.00 29,100 Sole 29,100
Riggs National Corp Common Stock - Long 76657010 53,900.00 4,400 Sole 4,400
Rightchoice Managed Care Common Stock - Long 76657K10 254,625.00 10,500 Sole 10,500
Roadway Services Common Stock - Long 76974210 39,014.00 2,175 Sole 2,175
Robert Half Intl Common Stock - Long 77032310 514,069.00 14,820 Sole 14,820
Rockwell Int'l Common Stock - Long 77390310 1,513.00 50 Sole 50
Rollins, Inc. Common Stock - Long 77571110 27,033.00 1,825 Sole 1,825
Roper Industries Common Stock - Long 77669610 39,825.00 1,200 Sole 1,200
Roslyn Bancorp Inc. Common Stock - Long 77816210 90,619.00 4,050 Sole 4,050
Ross Stores Common Stock - Long 77829610 81,794.00 5,690 Sole 5,690
Royal Dutch Petroleum Co. Common Stock - Long 78025780 26,972.00 450 Sole 450
Ruby Tuesday Inc. Common Stock - Long 78118210 153,000.00 13,600 Sole 13,600
Ruddick Corp. Common Stock - Long 78125810 44,608.00 3,215 Sole 3,215
Ryan's Family Common Stock - Long 78351910 67,458.00 8,775 Sole 8,775
RYERSON TULL INC NEW COM Common Stock - Long 78375P10 14,628.00 1,550 Sole 1,550
Ryland Group Common Stock - Long 78376410 105,400.00 3,400 Sole 3,400
SBC Communications Common Stock - Long 78387G10 610,000.00 12,200 Sole 12,200
Sci Systems Common Stock - Long 78389010 461,865.00 11,265 Sole 11,265
SCP Pool Corp Com Common Stock - Long 78402810 416,231.00 14,050 Sole 14,050
Sdl Inc. Common Stock - Long 78407610 494,900.00 1,600 Sole 1,600
Sei Corp Common Stock - Long 78411710 233,475.00 3,300 Sole 3,300
Sli Inc. Common Stock - Long 78442T10 36,745.00 5,025 Sole 5,025
Sps Technologies Common Stock - Long 78462610 140,650.00 2,900 Sole 2,900
Spx Corp. Common Stock - Long 78463510 302,327.00 2,130 Sole 2,130
Sabre Holdings Corp. Common Stock - Long 78590510 23,150.00 800 Sole 800
Safeway Inc. Common Stock - Long 78651420 88,706.00 1,900 Sole 1,900
Saga Systems Inc. Common Stock - Long 78661010 27,300.00 2,600 Sole 2,600
St. Mary Land & Exploration Common Stock - Long 79222810 1,401,278.00 60,760 Sole 60,760
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C>
ST PAUL COS INC Common Stock - Long 79286010 49,021.00 990 Sole 990
Saks Inc. Common Stock - Long 79377W10 93,171.00 9,435 Sole 9,435
Salton Inc. Common Stock - Long 79575710 2,884,634.00 89,273 Sole 89,273
San Disk Corp. Common Stock - Long 80004C10 934,500.00 14,000 Sole 14,000
Sanmina Corp. Common Stock - Long 80090710 655,375.00 7,000 Sole 7,000
Sapient Corp. Common Stock - Long 80306210 866,644.00 21,300 Sole 21,300
Sawtek Inc. Common Stock - Long 80546810 1,050,514.00 27,275 Sole 27,275
Scana Corp. Common Stock - Long 80589M10 209,024.00 6,770 Sole 6,770
Scansource Inc. Common Stock - Long 80603710 56,044.00 1,050 Sole 1,050
Schering-Plough Common Stock - Long 80660510 259,238.00 5,575 Sole 5,575
SCHLUMBERGER Common Stock - Long 80685710 7,408.00 90 Sole 90
Scholastic Corp Common Stock - Long 80706610 79,563.00 1,000 Sole 1,000
Schulman (a.) Common Stock - Long 80819410 20,075.00 1,825 Sole 1,825
Schwab (charles) Common Stock - Long 80851310 77,213.00 2,175 Sole 2,175
Scott Technologies Inc Com Common Stock - Long 81002230 119,229.00 6,729 Sole 6,729
Scotts Co Cl A Common Stock - Long 81018610 106,363.00 3,175 Sole 3,175
SEARS ROEBUCK & CO Common Stock - Long 81238710 476,736.00 14,705 Sole 14,705
Secure Computing Corp. Common Stock - Long 81370510 1,034,681.00 39,700 Sole 39,700
Semtech Corp. Common Stock - Long 81685010 940,125.00 21,800 Sole 21,800
Sensormatic Electr. Common Stock - Long 81726510 73,050.00 4,870 Sole 4,870
Sepracor Inc Common Stock - Long 81731510 564,363.00 4,600 Sole 4,600
Sequa Corp. 'a' Common Stock - Long 81732010 35,488.00 835 Sole 835
Serena Software, Inc. Common Stock - Long 81749210 1,031,800.00 22,400 Sole 22,400
The Sharper Image + Common Stock - Long 82001310 193,875.00 11,000 Sole 11,000
Shaw Group Inc. Common Stock - Long 82028010 114,563.00 1,625 Sole 1,625
SHAW INDS INC Common Stock - Long 82028610 156,325.00 8,450 Sole 8,450
Sherwin-Williams Common Stock - Long 82434810 21,375.00 1,000 Sole 1,000
Shopko Stores, Inc. Common Stock - Long 82491110 34,497.00 3,325 Sole 3,325
Siebel Systems Inc. Common Stock - Long 82617010 923,894.00 8,300 Sole 8,300
Sierra Pacific Resources Common Stock - Long 82642810 89,280.00 4,960 Sole 4,960
Silicon Storage Technology Common Stock - Long 82705710 970,594.00 35,700 Sole 35,700
Silicon Valley Bancs Common Stock - Long 82706410 5,315,634.00 91,280 Sole 91,280
Silicon Valley Group Common Stock - Long 82706610 3,909,380.00 148,575 Sole 148,575
Simpson Mfg Co Inc Com Common Stock - Long 82907310 58,094.00 1,300 Sole 1,300
Six Flags Inc. Common Stock - Long 83001P10 79,360.00 5,120 Sole 5,120
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Skechers USA Inc. Common Stock - Long 83056610 352,413.00 23,300 Sole 23,300
Skywest Inc. Common Stock - Long 83087910 156,313.00 3,050 Sole 3,050
Smith (A.O.) Corp. Common Stock - Long 83186520 23,555.00 1,875 Sole 1,875
Smith Int'l Inc. Common Stock - Long 83211010 307,083.00 3,765 Sole 3,765
Smithfield Foods, Inc. Common Stock - Long 83224810 162,750.00 6,200 Sole 6,200
Smucker (J.M.) Co. Common Stock - Long 83269630 36,469.00 1,500 Sole 1,500
Solectron Corp. Common Stock - Long 83418210 92,250.00 2,000 Sole 2,000
Solutia Common Stock - Long 83437610 81,047.00 7,125 Sole 7,125
Sonic Corp. Common Stock - Long 83545110 79,538.00 2,525 Sole 2,525
Sonoco Products Com Common Stock - Long 83549510 113,794.00 6,300 Sole 6,300
Sotheby's Holdings ' Common Stock - Long 83589810 94,898.00 3,815 Sole 3,815
Southdown, Inc. Common Stock - Long 84129710 163,519.00 2,295 Sole 2,295
Southwest Bancorp of Texas Common Stock - Long 84476R10 5,153,642.00 157,664 Sole 157,664
Southwest Securities Group Common Stock - Long 84522410 2,878,434.00 98,408 Sole 98,408
Sovereign Bancorp Common Stock - Long 84590510 135,328.00 14,630 Sole 14,630
Spartech Corp. New Common Stock - Long 84722020 3,113.00 200 Sole 200
Sperion Corporation Common Stock - Long 84842010 110,720.00 9,275 Sole 9,275
Spiegel, Inc. 'a' Common Stock - Long 84845710 359,100.00 51,300 Sole 51,300
Sprint Corp Common Stock - Long 85206110 25,795.00 880 Sole 880
Sprint Corp Pcs Com Ser 1 Common Stock - Long 85206150 34,186.00 975 Sole 975
Standard Microsystem Common Stock - Long 85362610 36,536.00 1,675 Sole 1,675
Standard Pacific, L. Common Stock - Long 85375C10 128,250.00 7,125 Sole 7,125
Standard Register Co Com Common Stock - Long 85388710 34,880.00 2,180 Sole 2,180
Standex Int'l Common Stock - Long 85423110 46,350.00 2,400 Sole 2,400
Startek Inc Com Common Stock - Long 85569C10 40,600.00 1,400 Sole 1,400
STATE STR CORP COM Common Stock - Long 85747710 165,750.00 1,275 Sole 1,275
Steel Dynamics, Inc. Common Stock - Long 85811910 33,994.00 3,700 Sole 3,700
Stein Mart Inc Com Common Stock - Long 85837510 12,975.00 1,200 Sole 1,200
Steris Corp Com Common Stock - Long 85915210 49,800.00 4,150 Sole 4,150
Stewart & Stevenson Common Stock - Long 86034210 30,952.00 1,775 Sole 1,775
Stillwell Financial Inc. Common Stock - Long 86083110 39,150.00 900 Sole 900
Stone Energy Corp Com Common Stock - Long 86164210 3,696,000.00 67,200 Sole 67,200
Storage Technology Common Stock - Long 86211120 79,476.00 5,860 Sole 5,860
Strattec Security Corp Common Stock - Long 86311110 219,450.00 6,600 Sole 6,600
Structural Dynamics Common Stock - Long 86355510 35,616.00 2,175 Sole 2,175
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Stryker Corp. Common Stock - Long 86366710 531,781.00 12,385 Sole 12,385
Suizafoods Common Stock - Long 86507710 215,422.00 4,250 Sole 4,250
Sun Microsystems Common Stock - Long 86681010 20,212,110.00 173,123 Sole 173,123
Sungard Data Systems Inc. Common Stock - Long 86736310 20,101,325.00 469,520 Sole 469,520
Sunoco Inc. Common Stock - Long 86764P10 48,488.00 1,800 Sole 1,800
Sunquest Information Systems Common Stock - Long 86765410 42,919.00 3,150 Sole 3,150
Superior Industries International Common Stock - Long 86816810 231,000.00 7,700 Sole 7,700
SUPERVALU INC COM Common Stock - Long 86853610 24,552.00 1,630 Sole 1,630
Swift Transportation Common Stock - Long 87075610 53,164.00 4,070 Sole 4,070
Sybase Inc Common Stock - Long 87113010 14,463,435.00 628,845 Sole 628,845
Sybron International Corp Common Stock - Long 87114F10 160,560.00 6,690 Sole 6,690
Sykes Enterprises Inc Com Common Stock - Long 87123710 15,588.00 2,900 Sole 2,900
SYLVAN LEARNING SYS COM Common Stock - Long 87139910 31,847.00 2,150 Sole 2,150
SYMANTEC CORP Common Stock - Long 87150310 1,244,980.00 28,295 Sole 28,295
Symbol Technologies Common Stock - Long 87150810 311,039.00 8,655 Sole 8,655
Symmetricom Inc Com Common Stock - Long 87154310 343,750.00 22,000 Sole 22,000
Syncor Int'l Common Stock - Long 87157J10 200,628.00 5,450 Sole 5,450
Synopsys Inc Common Stock - Long 87160710 170,248.00 4,495 Sole 4,495
Sysco Corp Common Stock - Long 87182910 343,870.00 7,425 Sole 7,425
Tcf Financial Common Stock - Long 87227510 188,313.00 5,005 Sole 5,005
Teco Energy Common Stock - Long 87237510 231,294.00 8,045 Sole 8,045
Thq Inc. Common Stock - Long 87244340 34,875.00 1,500 Sole 1,500
Trw Inc. Common Stock - Long 87264910 56,875.00 1,400 Sole 1,400
TXU CORP Common Stock - Long 87316810 501,596.00 12,655 Sole 12,655
Talbot's Inc Common Stock - Long 87416110 5,400,038.00 81,510 Sole 81,510
Talk Com Inc. Common Stock - Long 87426410 29,632.00 6,725 Sole 6,725
Target Corporation Common Stock - Long 87612E10 163,488.00 6,380 Sole 6,380
Tasty Baking Co. Common Stock - Long 87655330 215,688.00 20,300 Sole 20,300
Tech Data Common Stock - Long 87823710 282,150.00 6,600 Sole 6,600
Techne Corp Common Stock - Long 87837710 218,400.00 1,950 Sole 1,950
Technitrol Inc Com Common Stock - Long 87855510 5,002,025.00 49,525 Sole 49,525
Tecumseh Products Co. Cl A Common Stock - Long 87889520 58,834.00 1,405 Sole 1,405
Tektronix, Inc. Common Stock - Long 87913110 215,075.00 2,800 Sole 2,800
Teleflex Inc. Common Stock - Long 87936910 88,000.00 2,560 Sole 2,560
Telephone & Data Common Stock - Long 87943310 492,615.00 4,450 Sole 4,450
<PAGE>
Tenet Healthcare Corp. Common Stock - Long 88033G10 20,312,819.00 558,428 Sole 558,428
Tenneco Automotive Common Stock - Long 88034910 1,816.00 350 Sole 350
Teradyne Inc. Common Stock - Long 88077010 5,278,000.00 150,800 Sole 150,800
Tetra Technologies In. Common Stock - Long 88162F10 455,625.00 30,000 Sole 30,000
Tetra Tech Inc New Com Common Stock - Long 88162G10 142,813.00 5,000 Sole 5,000
Texaco Inc. Common Stock - Long 88169410 106,313.00 2,025 Sole 2,025
Texas Instruments Common Stock - Long 88250810 10,732,561.00 227,445 Sole 227,445
Textron, Inc. Common Stock - Long 88320310 46,125.00 1,000 Sole 1,000
3com Corp. Common Stock - Long 88553510 422,125.00 22,000 Sole 22,000
Three-Five Systems Common Stock - Long 88554L10 122,792.00 4,198 Sole 4,198
Tidewater Inc. Common Stock - Long 88642310 161,525.00 3,550 Sole 3,550
Tiffany & Co. Common Stock - Long 88654710 617,386.00 16,010 Sole 16,010
Timberland Co Common Stock - Long 88710010 397,700.00 9,700 Sole 9,700
Time Warner Common Stock - Long 88731510 248,444.00 3,175 Sole 3,175
Titan Corp Common Stock - Long 88826610 53,790.00 3,260 Sole 3,260
Toll Brothers Common Stock - Long 88947810 3,850,859.00 112,025 Sole 112,025
Topps Company Common Stock - Long 89078610 2,582,717.00 281,112 Sole 281,112
Toro Co. Common Stock - Long 89109210 114,188.00 3,625 Sole 3,625
Tosco Corp. Common Stock - Long 89149030 279,128.00 8,950 Sole 8,950
Tower Automotive Common Stock - Long 89170710 59,766.00 6,375 Sole 6,375
TOYS 'R' US INC Common Stock - Long 89233510 6,663.00 410 Sole 410
Transaction Sys Archit Cl A Common Stock - Long 89341610 31,688.00 1,950 Sole 1,950
Transwitch Common Stock - Long 89406510 327,675.00 5,140 Sole 5,140
Triad Guaranty Inc. Common Stock - Long 89592510 37,931.00 1,275 Sole 1,275
Trigon Healthcare, Inc. Common Stock - Long 89618L10 571,092.00 10,865 Sole 10,865
Trimble Navigation L Common Stock - Long 89623910 106,281.00 4,750 Sole 4,750
TRINITY INDS INC Common Stock - Long 89652210 63,229.00 2,705 Sole 2,705
Triquint Semiconductor Common Stock - Long 89674K10 933,529.00 25,620 Sole 25,620
Tropical Sportswear CP Common Stock - Long 89708P10 221,000.00 13,000 Sole 13,000
True North Communications Common Stock - Long 89784410 182,325.00 5,100 Sole 5,100
Trustco Bank Of Ny Common Stock - Long 89834910 58,484.00 4,750 Sole 4,750
Tupperware Common Stock - Long 89989610 56,250.00 3,125 Sole 3,125
Tyco Intl Ltd. Common Stock - Long 90212410 12,969.00 250 Sole 250
Tyson Foods Common Stock - Long 90249410 145,150.00 14,515 Sole 14,515
Ual Corp. Common Stock - Long 90254950 39,900.00 950 Sole 950
<PAGE>
Ucar Intl Inc Com Common Stock - Long 90262K10 33,939.00 2,675 Sole 2,675
UCBH Holdings Inc. Common Stock - Long 90262T30 499,584.00 13,950 Sole 13,950
Ugi Corp. Common Stock - Long 90268110 47,894.00 1,975 Sole 1,975
UIL Holdings Corp. Common Stock - Long 90274810 220,410.00 4,285 Sole 4,285
U S X MARATHON GROUP Common Stock - Long 90290582 104,278.00 3,675 Sole 3,675
U S T INC Common Stock - Long 90291110 4,575.00 200 Sole 200
Urs Corp Common Stock - Long 90323610 62,938.00 4,750 Sole 4,750
Usg Corp. Common Stock - Long 90329340 75,313.00 3,005 Sole 3,005
USA EDUCATION INC Common Stock - Long 90390U10 9,631.00 200 Sole 200
Ultramar - Diamond Shamrock Common Stock - Long 90400010 316,426.00 12,470 Sole 12,470
Ultratech Stepper Common Stock - Long 90403410 67,864.00 4,225 Sole 4,225
Unifi, Inc. Common Stock - Long 90467710 35,402.00 3,475 Sole 3,475
Unicom Common Stock - Long 90491110 2,809.00 50 Sole 50
UNION PACIFIC CORP Common Stock - Long 90781810 4,673.00 120 Sole 120
Unionbancal Corp. Common Stock - Long 90890610 4,663.00 200 Sole 200
Unisource Energy Group Common Stock - Long 90920510 71,231.00 4,350 Sole 4,350
United Bankshares Wv Common Stock - Long 90990710 31,400.00 1,600 Sole 1,600
UNITED DOMINION RLTY TR INC COM Common Stock - Long 91019710 6,525.00 600 Sole 600
United Rentals Inc. Common Stock - Long 91136310 106,150.00 4,400 Sole 4,400
U.S. Cellular Common Stock - Long 91168410 7,000.00 100 Sole 100
United Stationers Common Stock - Long 91300410 3,141,499.00 116,893 Sole 116,893
UNITED TECHNOLOGIES CORP Common Stock - Long 91301710 810,848.00 11,700 Sole 11,700
UNITEDHEALTH GROUP INC Common Stock - Long 91324P10 20,367,879.00 206,257 Sole 206,257
Unitrin, Inc. Common Stock - Long 91327510 141,009.00 4,450 Sole 4,450
Universal Foods Common Stock - Long 91353810 61,227.00 3,005 Sole 3,005
Universal Fst Prods Com Common Stock - Long 91354310 2,570.00 225 Sole 225
Universal Health Ser Common Stock - Long 91390310 291,125.00 3,400 Sole 3,400
Univision Communicatns Cl A Common Stock - Long 91490610 486,249.00 13,010 Sole 13,010
UNUMPROVIDENT CORP Common Stock - Long 91529Y10 6,540.00 240 Sole 240
U.S. Freightways Common Stock - Long 91690610 89,048.00 3,925 Sole 3,925
Utilicorp United Common Stock - Long 91800510 277,380.00 10,720 Sole 10,720
Valassis Communicati Common Stock - Long 91886610 74,093.00 3,330 Sole 3,330
Valence Technology, Inc. Common Stock - Long 91891410 57,356.00 3,325 Sole 3,325
Valero Energy Common Stock - Long 91913Y10 128,083.00 3,640 Sole 3,640
Valspar Corp. Common Stock - Long 92035510 64,372.00 2,800 Sole 2,800
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Varco International Inc - New Common Stock - Long 92212210 125,520.00 6,031 Sole 6,031
Varian Medical Systems, Inc Common Stock - Long 92220P10 820,153.00 18,150 Sole 18,150
Vectren Corporation Common Stock - Long 92240G10 81,859.00 4,030 Sole 4,030
Veritas Software Corp Common Stock - Long 92343610 962,050.00 6,775 Sole 6,775
Verity Inc. Common Stock - Long 92343C10 1,102,744.00 30,900 Sole 30,900
Verisign, Inc. Common Stock - Long 92343E10 688,713.00 3,400 Sole 3,400
VERIZON COMMUNICATIONS Common Stock - Long 92343V10 451,776.00 9,327 Sole 9,327
Vertex Pharm Common Stock - Long 92532F10 446,160.00 5,280 Sole 5,280
Viacom Inc. Class B Common Stock - Long 92552430 234,000.00 4,000 Sole 4,000
Viad Corp. Common Delaware Common Stock - Long 92552R10 159,242.00 5,995 Sole 5,995
Vicor Corp. Common Stock - Long 92581510 254,975.00 4,700 Sole 4,700
Vintage Petroleum In Common Stock - Long 92746010 5,689,434.00 250,085 Sole 250,085
VISHAY INTERTECHNOLOGY Common Stock - Long 92829810 11,290,294.00 367,100 Sole 367,100
Visteon Corp. Common Stock - Long 92839U10 10,890.00 720 Sole 720
Visx Inc. Common Stock - Long 92844S10 103,036.00 3,825 Sole 3,825
Vitesse Semiconducto Common Stock - Long 92849710 996,100.00 11,200 Sole 11,200
Wms Industries Common Stock - Long 92929710 687,375.00 30,550 Sole 30,550
Waddell & Reed - Cl A Common Stock - Long 93005910 159,960.00 5,160 Sole 5,160
WAL MART STORES INC Common Stock - Long 93114210 512,050.00 10,640 Sole 10,640
Wallace Computer Ser Common Stock - Long 93227010 38,888.00 2,550 Sole 2,550
Warnaco Group Common Stock - Long 93439010 13,000.00 3,250 Sole 3,250
Washington Gas Light Common Stock - Long 93883710 78,341.00 2,915 Sole 2,915
Washington Post Common Stock - Long 93964010 316,725.00 600 Sole 600
WASTE MANAGEMENT INC Common Stock - Long 94106L10 9,068.00 520 Sole 520
Waters Corporation Common Stock - Long 94184810 864,190.00 9,710 Sole 9,710
Watsco Inc Com Common Stock - Long 94262220 51,450.00 5,000 Sole 5,000
Wausau-Mosinee Paper Com Common Stock - Long 94331510 23,638.00 3,050 Sole 3,050
Weatherford Intl Inc Com Common Stock - Long 94707410 294,550.00 6,850 Sole 6,850
Webster Finl Common Stock - Long 94789010 88,355.00 3,280 Sole 3,280
Webtrends Corporation Common Stock - Long 94844D10 1,016,600.00 27,200 Sole 27,200
Wellman Inc. Common Stock - Long 94970210 28,875.00 2,000 Sole 2,000
Wellpoint Health Common Stock - Long 94973H10 230,400.00 2,400 Sole 2,400
Wells Fargo & Co. New Common Stock - Long 94974610 298,594.00 6,500 Sole 6,500
Wendy's Int'l Common Stock - Long 95059010 56,175.00 2,800 Sole 2,800
Wesley Jessen Visioncr Com Common Stock - Long 95101810 130,688.00 3,400 Sole 3,400
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Westamerica Bancorp. Common Stock - Long 95709010 73,563.00 2,200 Sole 2,200
Kansas Power & Lt. Common Stock - Long 95942510 92,988.00 4,300 Sole 4,300
WESTPOINT STEVENS INC COM Common Stock - Long 96123810 38,281.00 3,125 Sole 3,125
Westvaco Corp. Common Stock - Long 96154810 66,719.00 2,500 Sole 2,500
Westwood One Inc Com Common Stock - Long 96181510 152,206.00 7,100 Sole 7,100
Weyerhaeuser Co. Common Stock - Long 96216610 44,413.00 1,100 Sole 1,100
Whirlpool Corp. Common Stock - Long 96332010 22,353.00 575 Sole 575
Whitman Corporation Common Stock - Long 96647R10 101,519.00 8,780 Sole 8,780
Whitney Hldg Corp Com Common Stock - Long 96661210 148,881.00 4,100 Sole 4,100
Whole Foods Market Common Stock - Long 96683710 135,561.00 2,525 Sole 2,525
Clayton WIlliams Energy Inc. Common Stock - Long 96949010 1,352,700.00 33,400 Sole 33,400
Williams Sonoma Inc Com Common Stock - Long 96990410 126,838.00 3,650 Sole 3,650
Wilmington Trust Corp Com Common Stock - Long 97180710 108,323.00 2,020 Sole 2,020
Wind River Systems Common Stock - Long 97314910 220,513.00 4,600 Sole 4,600
Winnebago Common Stock - Long 97463710 20,000.00 1,600 Sole 1,600
Wisconsin Cent Trans Common Stock - Long 97659210 31,952.00 3,025 Sole 3,025
Wisconsin Energy Common Stock - Long 97665710 151,126.00 7,580 Sole 7,580
Worldcom Inc. Common Stock - Long 98157D10 224,775.00 7,400 Sole 7,400
Xilinx Inc Common Stock - Long 98391910 539,438.00 6,300 Sole 6,300
Xircom Inc Common Stock - Long 98392210 58,075.00 2,300 Sole 2,300
Yahoo Common Stock - Long 98433210 525,525.00 5,775 Sole 5,775
Yellow Corp. Common Stock - Long 98550910 51,425.00 3,400 Sole 3,400
York Int'l (new) Common Stock - Long 98667010 57,213.00 2,300 Sole 2,300
Zale Corporation Common Stock - Long 98885810 3,328,088.00 102,600 Sole 102,600
Zebra Technologies Common Stock - Long 98920710 188,645.00 3,925 Sole 3,925
Zions Bancorp. Common Stock - Long 98970110 270,278.00 5,285 Sole 5,285
Zixit Corp. Common Stock - Long 98974P10 49,563.00 1,625 Sole 1,625
Everest RE Group Ltd. Common Stock - Long G3223R10 149,738.00 3,025 Sole 3,025
Triton Energy Common Stock - Long G9075110 111,540.00 2,860 Sole 2,860
Checkpoint Software Common Stock - Long M2246510 1,521,450.00 9,660 Sole 9,660
Orbotech Ltd. Common Stock - Long M7525310 3,255,000.00 59,520 Sole 59,520
Flextronics International Common Stock - Long Y2573F10 928,013.00 11,300 Sole 11,300
Teekay Shipping Corp. Common Stock - Long Y8564W10 5,228,838.00 111,400 Sole 111,400
</TABLE>
