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<PAGE> 1
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(f) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
REPORT OF THE QUARTER ENDED SEPTEMBER 30, 2000
--------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM)
--------------------------------------------------------------------------------
IF AMENDED REPORT, CHECK HERE:
Name of Institutional Investment Manager:
VILLANOVA MUTUAL FUND CAPITAL TRUST
--------------------------------------------------------------------------------
Business Address:
THREE NATIONWIDE PLAZA COLUMBUS, OH 43216
--------------------------------------------------------------------------------
Street City State Zip
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
Kevin S. Crossett Vice President - Associate General Counsel (484) 530-1323
--------------------------------------------------------------------------------
ATTENTION - International misstatements or omissions of facts constitute
Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
FORM 13F FILE NUMBER: 28-05161
--------------------------------------------------------------------------------
The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that all
information contained therein is true, correct and complete. It is understood
that all required items, statements and schedules are considered integral parts
of this Form and that the submission of any amendment represents that all
unamended items, statements and schedules remain true, correct and complete as
previously-submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned institutional investment manager caused this report to be signed on
its behalf in the City of Columbus and the State of Ohio on the 15th day of
May, 2000.
VILLANOVA MUTUAL FUND CAPITAL TRUST
-----------------------------------
(Name of Institutional Investment Manager)
/s/ KEVIN S. CROSSETT
--------------------------------------------------------------------------------
KEVIN S. CROSSETT - V.P. - ASSOCIATE GENERAL COUNSEL
(Manual signature of Person Duly Authorized to submit this Report)
Report Type (Check only one):
[X] 13F HOLDING REPORT. (check here if all holdings of this reporting
manager are reported in this report.)
13F NOTICE. (check here if no holdings reported are in this report and
all holdings are reported in 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).)
Manager: (If there are no entries in this list, omit this section.)
FORM CONTINUES ON FOLLOWING PAGE
<PAGE> 2
13 F Summary93000
Form 13 F Summary Page
Report Summary:
Number of Other Included Managers: 13
Form 13F Information Table Entry Total: 1,381
Form 13F Information Table Value Total: 7,645,097
(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 manager filing this report.
(If there are no entries in this list, state "NONE" and omit the column headings
and
No. Form 13F File Number Name
01 28-2682 Brinson Partners, Inc.
02 28-127 The Dreyfus Corporation
03 28-5680 Federated Investment Counseling
05 28-3578 Franklin Advisors, Inc.
06 28-687 Goldman Sachs Asset Management
07 28-249 INVESCO Management & Research, Inc.
08 28-1482 J.P. Morgan Investment Management, Inc.
Page 1
<PAGE> 3
13 F Summary93000
09 28-6558 Lazard Asset Management
10 28-465 Miller, Anderson & Sherred, LLP
11 28-454 Neuberger & Berman Management, Inc.
15 28-1202 Strong Capitol Management
17 28-791 Merrill Lynch
18 28-2924 Turner Investment Partners, Inc.
Page 2
<PAGE> 4
<TABLE>
<CAPTION>
Fair Shares Of Shared
Market Principal as in Shared
Name Of Issuer Title Of Class Cusip Value Amount Instr V Other Manager see Instr V Sole2 Shared None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3 COM CORP. COMMON STOCK 885535104 $2,882 150,200 X 06 ,02 ,15 150,200
99 CENTS ONLY
STORES COMMON STOCK 65440K106 $3,614 72,000 X 15 ,02 72,000
AAR CORP COMMON STOCK 000361105 $1,187 103,800 X 11 103,800
ABBOTT LABS COMMON STOCK 002824100 $4,071 85,600 X 08 ,01 ,08 ,06 ,03 ,17 85,600
ABERCROMBIE &
FITCH CO COMMON STOCK 002896207 $6,121 321,100 X 08 ,08 ,02 ,02 ,15 321,100
ABITIBI
CONSOLIDATED INC ADR 003924107 $1,974 210,600 X 02 210,600
ABOUT.COM
INCORPORATED COMMON STOCK 003736105 $398 12,300 X 11 12,300
ACCORD NETWORKS
LTD COMMON STOCK M01690102 $1,539 157,800 X 157,800
ACCRUE SOFTWARE
INC. COMMON STOCK 00437W102 $122 10,200 X 11 ,05 10,200
ACT MANUFACTURING COMMON STOCK 000973107 $317 6,000 X 05 6,000
ACTEL CORP. COMMON STOCK 004934105 $1,225 34,100 X 07 ,15 34,100
ACTUANT CORP COMMON STOCK 00508X104 $1,969 500,000 X 02 500,000
ACTUATE CORP. COMMON STOCK 00508B102 $1,472 42,600 X 07 ,11 ,05 42,600
ACXIOM CORP. COMMON STOCK 005125109 $254 8,000 X 02 8,000
ADAPTEC INC. COMMON STOCK 00651F108 $1,464 73,200 X 73,200
ADC
TELECOMMUNICATIONS COMMON STOCK 000886101 $716 26,633 X 17 26,633
ADC
TELECOMMUNICATIONS COMMON STOCK 000886101 $25,635 953,300 X 953,300
ADEPT TECHNOLOGY
INC. COMMON STOCK 006854103 $484 9,200 X 10 9,200
ADOBE SYSTEMS INC COMMON STOCK 00724F101 $699 4,500 X 08 ,08 ,06 ,17 4,500
ADVANCED DIGITAL
INFO COMMON STOCK 007525108 $2,817 185,500 X 05 ,15 185,500
ADVANCED MICRO
DEVICES COMMON STOCK 007903107 $1,174 49,700 X 08 ,08 ,17 ,01 49,700
ADVANCED MICRO
DEVICES COMMON STOCK 007903107 $1,550 65,600 X 65,600
ADVANCED POWER
TECH COMMON STOCK 00761E108 $2,239 67,600 X 15 67,600
ADVENT SOFTWARE
INC. COMMON STOCK 007974108 $3,550 50,800 X 07 ,15 50,800
ADVENT SOFTWARE
INC. COMMON STOCK 007974108 $1,125 16,100 X 16,100
AEROFLEX, INC. COMMON STOCK 007768104 $8,883 182,675 X 15 ,05 ,10 ,02 182,675
AES CORP COMMON STOCK 00130H105 $762 11,117 X 17 11,117
AETNA, INC. COMMON STOCK 008117103 $274 4,716 X 08 ,08 ,17 4,716
AFFILIATED COMPUTER
SVCS COMMON STOCK 008190100 $224 4,500 X 02 4,500
AFFILIATED MANAGERS
GROUP COMMON STOCK 008252108 $2,528 44,400 X 11 ,15 ,07 ,05 44,400
AFFILIATED MANAGERS
GROUP COMMON STOCK 008252108 $1,816 31,900 X 31,900
AFFYMETRIX INC. COMMON STOCK 00826T108 $2,045 41,000 X 15 41,000
AFLAC INCORPORATED COMMON STOCK 001055102 $391 6,100 X 17 6,100
AGCO CORP. COMMON STOCK 001084102 $2,725 229,500 X 02 ,02 229,500
AGILE SOFTWARE COMMON STOCK 00846X105 $630 7,000 X 06 ,10 7,000
AGILENT
TECHNOLOGIES COMMON STOCK 00846U101 $613 12,533 X 06 ,17 12,533
AGNICO-EAGLE MINES,
LTD. COMMON STOCK 008474108 $1,744 300,000 X 02 300,000
AIR PRODUCTS &
CHEMICAL COMMON STOCK 009158106 $341 9,480 X 03 ,08 ,17 ,08 9,480
AIRGATE PCS, INC. COMMON STOCK 009367103 $1,458 32,500 X 11 ,07 ,10 32,500
AK STEEL HOLDING
CORP. COMMON STOCK 001547108 $1,764 188,157 X 02 ,02 188,157
ALASKA COMM SYSTEMS
GROUP COMMON STOCK 01167P101 $70 11,000 X 05 11,000
ALBERTO-CULVER CO. COMMON STOCK 013068200 $1,589 63,400 X 11 63,400
ALBERTO-CULVER CO. COMMON STOCK 013068200 $1,940 77,400 X 77,400
ALBERTSONS INC COMMON STOCK 013104104 $299 14,234 X 08 ,08 ,17 14,234
ALCAN ALUMINUM LTD COMMON STOCK 013716105 $214 7,400 X 08 ,17 7,400
ALCATEL ALSTHOM CGE
ADR ADR 013904305 $434 6,900 X 6,900
ALCOA INC. COMMON STOCK 013817101 $798 31,532 X 08 ,17 31,532
ALCOA INC. COMMON STOCK 013817101 $2,377 93,900 X 93,900
ALLEGHENY ENERGY
INC. COMMON STOCK 017361106 $382 10,000 X 02 10,000
ALLEN GROUP COMMON STOCK 018091108 $4,724 278,900 X 02 278,900
ALLERGAN INC COMMON STOCK 018490102 $650 7,700 X 17 ,06 7,700
ALLERGAN INC COMMON STOCK 018490102 $726 8,600 X 8,600
ALLETE COM COMMON STOCK 018522102 $336 15,200 X 02 ,07 15,200
ALLIANT ENERGY
CORP. COMMON STOCK 018802108 $212 7,200 X 02 7,200
ALLIANT TECHSYSTEMS
INC COMMON STOCK 018804104 $3,244 39,500 X 07 ,11 39,500
ALLIANT TECHSYSTEMS
INC COMMON STOCK 018804104 $2,070 25,200 X 25,200
ALLIED CAPITAL CORP
NEW COMMON STOCK 01903Q108 $282 13,600 X 05 13,600
ALLMERICA FINANCIAL
CORP COMMON STOCK 019754100 $307 4,800 X 02 4,800
ALLSTATE FINANCIAL COMMON STOCK 020002101 $1,616 46,500 X 08 ,08 ,03 ,17 46,500
ALLTEL CORP COMMON STOCK 020039103 $1,039 19,900 X 17 ,15 19,900
ALPHA INDUSTRIES
INC. COMMON STOCK 020753109 $364 10,700 X 11 ,05 10,700
ALPHARMA INC-CL A COMMON STOCK 020813101 $3,411 55,800 X 07 ,02 55,800
ALTEON WEBSYSTEMS COMMON STOCK 02145A109 $1,214 11,200 X 11,200
ALTERA CORPORATION COMMON STOCK 021441100 $4,756 99,600 X 06 ,08 ,15 99,600
ALTERA CORPORATION COMMON STOCK 021441100 $45,682 956,700 X 956,700
ALZA COMMON STOCK 022615108 $511 5,904 X 08 ,08 ,17 5,904
AMAZON.COM INC COMMON STOCK 023135106 $3,567 92,800 X 06 ,15 92,800
AMBAC INC. COMMON STOCK 023139108 $2,330 31,810 X 08 ,08 ,08 ,02 31,810
AMDOCS AUTOMATIC
CONV PFD PREFERRED STOCK 02342R202 $517 9,500 X 03 9,500
AMEREN CORP. COMMON STOCK 023608102 $1,822 43,500 X 08 ,17 ,15 ,08 43,500
AMERICA ONLINE COMMON STOCK 02364J104 $4,730 88,000 X 18 ,08 ,08 ,17 ,06 88,000
AMERICAN CAPITAL
STRAT. COMMON STOCK 024937104 $1,691 71,400 X 71,400
AMERICAN EAGLE
OUTFITTERS COMMON STOCK 02553E106 $3,771 119,700 X 15 ,02 119,700
AMERICAN ELEC POWER
INC COMMON STOCK 025537101 $1,334 34,100 X 08 ,17 ,08 ,01 34,100
AMERICAN EXPRESS CO COMMON STOCK 025816109 $1,980 32,600 X 17 32,600
AMERICAN GENERAL
CORP COMMON STOCK 026351106 $1,248 16,000 X 17 ,01 16,000
AMERICAN GREETINGS
CORP COMMON STOCK 026375105 $19,017 1,086,700 X 1,086,700
AMERICAN HOME
MORTGAGE COMMON STOCK 02660M108 $59 11,200 X 11,200
AMERICAN HOME
PRODUCTS COMMON STOCK 026609107 $2,251 39,790 X 08 39,790
AMERICAN HOME
PRODUCTS COMMON STOCK 026609107 $79,827 1,411,300 X 1,411,300
AMERICAN INT'L
GROUP COMMON STOCK 026874107 $6,990 73,054 X 08 ,08 ,01 ,03 ,17 73,054
AMERICAN INT'L
GROUP COMMON STOCK 026874107 $77,696 811,975 X 811,975
AMERICAN STANDARD
COMP COMMON STOCK 029712106 $280 6,300 X 02 6,300
AMERICAN STATES
WATER COMMON STOCK 029899101 $1,025 33,900 X 33,900
AMERICAN
SUPERCONDUCTOR COMMON STOCK 030111108 $1,160 23,600 X 10 ,15 23,600
AMERICAN WATER
WORKS INC COMMON STOCK 030411102 $245 8,900 X 02 8,900
AMERICREDIT COMMON STOCK 03060R101 $6,520 226,300 X 15 ,02 226,300
AMERICREDIT COMMON STOCK 03060R101 $2,230 77,400 X 77,400
AMERISOURCE HEALTH
CL A COMMON STOCK 03071P102 $6,557 139,500 X 07 ,10 ,15 ,15 139,500
AMERUS GROUP CO COMMON STOCK 03072M108 $2,318 90,000 X 02 90,000
AMERUS GROUP CO COMMON STOCK 03072M108 $1,962 76,200 X 76,200
AMES DEPT. STORES,
INC. COMMON STOCK 030789507 $957 165,600 X 02 165,600
AMGEN, INC. COMMON STOCK 031162100 $2,332 33,400 X 06 ,17 33,400
AMGEN, INC. COMMON STOCK 031162100 $36,318 520,100 X 520,100
AMKOR TECHNOLOGY
INC. COMMON STOCK 031652100 $1,275 48,800 X 02 48,800
AMSOUTH BANC CORPK COMMON STOCK 032165102 $392 31,380 X 17 ,01 31,380
ANADARKO COMMON STOCK 032511107 $476 7,157 X 08 ,17 7,157
ANALOG DEVICES COMMON STOCK 032654105 $3,781 45,800 X 08 ,17 45,800
ANALOG DEVICES COMMON STOCK 032654105 $90,043 1,090,600 X 1,090,600
ANALYSTS
INTERNATIONAL COMMON STOCK 032681108 $284 39,300 X 11 39,300
ANAREN MICROWAVE
INC COMMON STOCK 032744104 $576 4,250 X 07 ,10 4,250
ANDREW CORP COMMON STOCK 034425108 $374 14,300 X 17 ,10 14,300
ANDRX GROUP COMMON STOCK 034553107 $3,735 40,000 X 02 40,000
ANHEUSER BUSCH CO.,
INC. COMMON STOCK 035229103 $965 22,800 X 17 22,800
</TABLE>
Page 1
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANHEUSER BUSCH CO.,
INC. COMMON STOCK 035229103 $71,271 1,684,400 X 1,684,400
ANNUITY AND LIFE RE COMMON STOCK G03910109 $4,398 182,300 X 05 ,10 ,11 ,02 182,300
AO TATNEFT ADR ADR 2255110 $159 16,000 X 16,000
AON CORP. COMMON STOCK 037389103 $312 7,950 X 17 ,08 ,08 7,950
APACHE CORP COMMON STOCK 037411105 $473 8,000 X 08 ,06 ,08 ,17 8,000
APOLLO GROUP INC. -
A COMMON STOCK 037604105 $2,265 56,800 X 15 ,02 56,800
APPLE COMPUTER INC COMMON STOCK 037833100 $705 27,396 X 06 ,08 ,08 ,17 ,03 27,396
APPLIED MATERIALS
INC COMMON STOCK 038222105 $1,874 31,600 X 06 ,08 ,17 31,600
APPLIED MATERIALS
INC COMMON STOCK 038222105 $20,481 345,300 X 345,300
APPLIED MICRO
CIRCUITS COMMON STOCK 03822W109 $2,897 13,990 X 15 13,990
APPLIED MICRO
CIRCUITS COMMON STOCK 03822W109 $19,485 94,100 X 94,100
APRIA HEALTHCARE
GROUP COMMON STOCK 037933108 $1,914 137,300 X 07 ,02 137,300
APRIA HEALTHCARE
GROUP COMMON STOCK 037933108 $1,675 120,200 X 120,200
APTARGROUP, INC. COMMON STOCK 038336103 $3,162 132,100 X 11 ,07 132,100
ARCH CHEMICALS INC. COMMON STOCK 03937R102 $338 18,500 X 02 18,500
ARCHER-DANIELS-
MIDLAND CO COMMON STOCK 039483102 $116 13,453 X 17 13,453
ARGONAUT
TECHNOLOGIES COMMON STOCK 040175101 $256 13,800 X 05 13,800
ARIBA INC. COMMON STOCK 04033V104 $1,695 11,830 X 18 ,06 11,830
ARIBA INC. COMMON STOCK 04033V104 $55,372 386,500 X 386,500
ARROW ELECTRONICS
INC COMMON STOCK 042735100 $5,176 151,950 X 15 ,02 ,06 ,02 151,950
ART TECHNOLOGY GRP COMMON STOCK 04289L107 $2,757 29,100 X 15 29,100
ART TECHNOLOGY GRP COMMON STOCK 04289L107 $1,241 13,100 X 13,100
ARTESYN
TECHNOLOGIES INC. COMMON STOCK 043127109 $2,123 72,900 X 10 ,15 72,900
ARTHUR J GALLAGHER COMMON STOCK 363576109 $3,252 55,000 X 02 55,000
ARTISAN COMPONENTS
INC COMMON STOCK 042923102 $533 41,400 X 11 41,400
ASM LITHOGRAPHY
HOLD. NV COMMON STOCK N07059111 $2,585 80,000 X 15 80,000
ASSOCIATES FIRST
CAPITAL COMMON STOCK 046008108 $2,041 53,700 X 08 ,08 ,17 53,700
ASSOCIATES FIRST
CAPITAL COMMON STOCK 046008108 $79,906 2,102,784 X 2,102,784
ASTROPOWER INC COMMON STOCK 04644A101 $594 15,000 X 15 15,000
ASUSTEK COMPUTER
USD GDR ADR 5174342 $88 16,000 X 16,000
AT HOME CORP - SER
A COMMON STOCK 045919107 $1,771 125,400 X 15 ,06 125,400
AT&T CORP COMMON STOCK 001957109 $3,508 119,411 X 06 ,08 ,08 ,01 ,17 119,411
AT&T CORP-LIBERTY
MEDIA COMMON STOCK 001957208 $1,059 58,832 X 08 ,08 ,03 58,832
AT&T WIRELESS GROUP COMMON STOCK 001957406 $238 11,400 X 06 11,400
ATLANTIC COAST
AIRLINES COMMON STOCK 048396105 $2,736 85,000 X 02 85,000
ATLAS AIR, INC. COMMON STOCK 049164106 $1,344 31,800 X 31,800
ATMEL CORP COMMON STOCK 049513104 $633 41,700 X 02 41,700
AUDIOCODES LTD. COMMON STOCK M15342104 $596 7,000 X 11 7,000
AUTOMATIC DATA PROC COMMON STOCK 053015103 $1,326 19,830 X 08 ,08 ,06 19,830
AUTOMATIC DATA PROC COMMON STOCK 053015103 $61,492 919,500 X 919,500
AUTONOMY
CORPORATION PLC ADR 4012001 $224 4,000 X 4,000
AVIALL, INC. COMMON STOCK 05366B102 $320 49,700 X 11 49,700
AVNET INC. COMMON STOCK 053807103 $5,601 197,400 X 06 ,02 ,02 ,15 197,400
AVOCENT CORP. COMMON STOCK 053893103 $4,631 84,000 X 07 ,10 ,05 ,02 ,02 84,000
AVON PRODUCTS COMMON STOCK 054303102 $249 6,100 X 17 6,100
AWARE INC. / MASS COMMON STOCK 05453N100 $2,233 58,000 X 02 58,000
AXA FINANCIAL, INC. COMMON STOCK 002451102 $302 5,920 X 08 ,08 5,920
BAKER HUGHES COMMON STOCK 057224107 $441 11,870 X 08 ,08 ,17 11,870
BANCO BRADESCO ADR ADR 2020028 $250 30,000 X 30,000
BANCWEST CORP. COMMON STOCK 059790105 $2,688 138,300 X 138,300
BANK OF AMERICA
CORP. COMMON STOCK 060505104 $3,429 65,474 X 01 ,15 ,17 65,474
BANK OF NEW YORK
INC COMMON STOCK 064057102 $987 17,600 X 17 17,600
BANK OF NEW YORK
INC COMMON STOCK 064057102 $45,388 809,600 X 809,600
BANK ONE CORP COMMON STOCK 06423A103 $1,597 41,334 X 08 ,08 ,17 41,334
BANK UNITED CORP. COMMON STOCK 065412108 $3,320 65,500 X 05 ,02 65,500
BANK UNITED CORP. COMMON STOCK 065412108 $355 7,000 X 7,000
BANKNORTH GROUP INC COMMON STOCK 06646R107 $2,023 113,200 X 08 ,02 ,08 ,11 113,200
BARR LABORATORIES
INC COMMON STOCK 068306109 $365 5,500 X 10 ,07 5,500
BARRICK GOLD CORP
ADR ADR 067901108 $157 10,300 X 17 10,300
BAUSCH & LOMB INC COMMON STOCK 071707103 $5,257 135,000 X 17 ,02 135,000
BAXTER
INTERNATIONAL COMMON STOCK 071813109 $1,062 13,300 X 03 ,17 13,300
BB&T CORPORATION COMMON STOCK 054937107 $268 8,900 X 17 8,900
BE AEROSPACE INC COMMON STOCK 073302101 $1,714 106,300 X 10 ,02 106,300
BEA SYSTEMS COMMON STOCK 073325102 $1,830 23,500 X 06 23,500
BEA SYSTEMS COMMON STOCK 073325102 $39,880 512,100 X 512,100
BEAR STEARNS
COMPANIES COMMON STOCK 073902108 $4,138 65,681 X 17 ,15 ,08 ,08 65,681
BECKMAN COULTER
INC. COMMON STOCK 075811109 $208 2,700 X 02 2,700
BECTON DICKINSON &
CO COMMON STOCK 075887109 $272 10,300 X 08 ,08 ,17 10,300
BELDEN INC COMMON STOCK 077459105 $1,949 82,500 X 07 ,02 82,500
BELL MICROPRODUCTS,
INC. COMMON STOCK 078137106 $394 12,600 X 10 12,600
BELLSOUTH CORP COMMON STOCK 079860102 $2,206 54,800 X 08 ,17 ,08 ,06 54,800
BELO (A.H.) CORP-
COM A COMMON STOCK 080555105 $197 10,700 X 02 10,700
BENCHMARK
ELECTRONICS-BHE COMMON STOCK 08160H101 $1,638 31,500 X 05 ,11 31,500
BERGEN BRUNSWIG
CORP COMMON STOCK 083739102 $3,310 283,200 X 02 ,02 283,200
BEST BUY COMMON STOCK 086516101 $6,821 107,200 X 17 ,08 ,06 ,08 ,15 107,200
BESTFOODS COMMON STOCK 08658U101 $517 7,100 X 17 7,100
BINDLEY WESTERN
INDUSTRIE COMMON STOCK 090324104 $297 9,266 X 07 9,266
BIOGEN, INC. COMMON STOCK 090597105 $238 3,900 X 17 3,900
BIOMET, INC. COMMON STOCK 090613100 $12,478 356,500 X 356,500
BJ SERVICES COMMON STOCK 055482103 $513 8,400 X 06 ,02 8,400
BJ'S WHOLESALE
CLUB, INC. COMMON STOCK 05548J106 $225 6,600 X 02 6,600
BLACK AND DECKER
CORP COMMON STOCK 091797100 $85,848 2,511,100 X 2,511,100
BLACK BOX CORP. COMMON STOCK 091826107 $1,576 33,800 X 07 ,11 33,800
BLOCK DRUG COMMON STOCK 093644102 $1,781 41,297 X 11 41,297
BOEING COMPANY COMMON STOCK 097023105 $1,771 28,112 X 08 ,08 ,06 ,17 28,112
BORDERS GROUP INC. COMMON STOCK 099709107 $574 41,200 X 02 ,02 41,200
BORG-WARNER AUTO COMMON STOCK 099724106 $659 19,900 X 02 ,15 19,900
BOSTON SCIENTIFIC
CORP COMMON STOCK 101137107 $283 17,200 X 08 ,08 ,17 17,200
BOWATER
INCORPORATED COMMON STOCK 102183100 $241 5,200 X 08 ,02 5,200
BOWATER
INCORPORATED COMMON STOCK 102183100 $1,142 24,600 X 24,600
BP AMOCO ADR ADR 055622104 $525 9,900 X 03 9,900
BRANDYWINE REALTY
TRUST COMMON STOCK 105368203 $249 12,300 X 12,300
BRIGGS & STRATTON
CORP COMMON STOCK 109043109 $227 6,000 X 17 ,07 6,000
BRIGHTPOINT, INC. COMMON STOCK 109473108 $86 17,100 X 05 17,100
BRINKER INTL. INC. COMMON STOCK 109641100 $1,244 41,300 X 02 ,11 41,300
BRINKER INTL. INC. COMMON STOCK 109641100 $1,551 51,500 X 51,500
BRIO TECHNOLOGY
INC. COMMON STOCK 109704106 $158 15,000 X 15,000
BRISTOL MYERS
SQUIBB CO. COMMON STOCK 110122108 $7,066 123,700 X 15 ,17 ,06 ,08 ,08 ,03 ,08 123,700
BROADCOM CORP COMMON STOCK 111320107 $4,867 19,969 X 18 ,06 ,17 ,15 19,969
BROADCOM CORP COMMON STOCK 111320107 $25,350 104,000 X 104,000
BROADVISION, INC. COMMON STOCK 111412102 $2,664 104,200 X 06 ,15 104,200
BROADWING INC. COMMON STOCK 111620100 $498 19,500 X 02 19,500
BROCADE
COMMUNICATIONS COMMON STOCK 111621108 $304 1,290 X 18 ,06 1,290
BROCADE
COMMUNICATIONS COMMON STOCK 111621108 $13,617 57,700 X 57,700
BROWN & BROWN INC. COMMON STOCK 115236101 $1,422 44,700 X 11 44,700
</TABLE>
Page 2
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRUNSWICK CORP COMMON STOCK 117043109 $56,224 3,080,700 X 3,080,700
BURLINGTON COMMON STOCK 122014103 $206 5,600 X 18 ,17 5,600
BURLINGTON COAT
FACTORY W COMMON STOCK 121579106 $1,042 72,800 X 02 72,800
BURLINGTON NORTH
SANTA FE COMMON STOCK 12189T104 $934 43,300 X 17 ,01 ,08 ,08 43,300
C P & L ENERGY INC COMMON STOCK 12614C106 $1,159 27,800 X 08 ,01 ,08 ,17 27,800
C-CUBE MICROSYSTEMS COMMON STOCK 12501N108 $2,460 120,000 X 02 120,000
C-MAC INDUSTRIES
INC ADR 125920108 $11,667 202,900 X 202,900
CABLETRON SYSTEMS COMMON STOCK 126920107 $2,315 78,800 X 17 ,15 78,800
CABOT INDUSTRIAL
TRUST COMMON STOCK 127072106 $275 13,800 X 13,800
CABOT
MICROELECTRONICS COMMON STOCK 12709P103 $864 18,000 X 15 18,000
CABOT OIL & GAS
CORP., CL COMMON STOCK 127097103 $736 36,100 X 11 36,100
CACI INTL. CLASS A COMMON STOCK 127190304 $1,048 48,900 X 10 48,900
CADENCE DESIGN
SYSTEMS COMMON STOCK 127387108 $2,800 109,000 X 15 ,15 ,02 109,000
CAL DIVE
INTERNATIONAL COMMON STOCK 127914109 $1,418 24,800 X 11 ,11 24,800
CALLAWAY GOLF COMMON STOCK 131193104 $1,934 125,800 X 07 ,02 ,02 125,800
CALPINE CORP. COMMON STOCK 131347106 $1,472 14,100 X 02 ,06 14,100
CAMDEN PROPERTY
TRUST COMMON STOCK 133131102 $1,398 45,100 X 45,100
CAMPBELL SOUP CO COMMON STOCK 134429109 $246 9,500 X 17 9,500
CANADIAN NATIONAL
RAIL COMMON STOCK 136375102 $756 25,800 X 15 25,800
CAPITAL ONE
FINANCIAL COMMON STOCK 14040H105 $4,673 66,700 X 08 ,17 ,15 ,08 66,700
CAPSTONE TURBINE
CORP COMMON STOCK 14067D102 $1,524 22,000 X 15 22,000
CARDINAL HEALTH COMMON STOCK 14149Y108 $997 11,300 X 06 ,17 11,300
CARDINAL HEALTH COMMON STOCK 14149Y108 $22,267 252,500 X 252,500
CAREER EDUCATION COMMON STOCK 141665109 $1,469 33,000 X 15 33,000
CARNIVAL CRUISE
LINES COMMON STOCK 143658102 $362 14,700 X 17 14,700
CARPENTER
TECHNOLOGY COMMON STOCK 144285103 $1,217 41,800 X 41,800
CARREKER-ANTINORI
INC COMMON STOCK 144433109 $868 44,500 X 15 44,500
CARSO TELECOM - ADR ADR 2178358 $337 70,000 X 70,000
CATAPULT
COMMUNICATIONS COMMON STOCK 149016107 $317 17,000 X 05 17,000
CATERPILLAR INC COMMON STOCK 149123101 $483 14,300 X 08 ,08 ,17 14,300
CDI CORP. COMMON STOCK 125071100 $624 39,000 X 02 39,000
CDW COMUTER CENTER
INC. COMMON STOCK 125129106 $607 8,800 X 02 ,06 8,800
CELESTICA, INC. COMMON STOCK 15101Q108 $1,265 18,260 X 18 ,15 18,260
CELGENE CORP COMMON STOCK 151020104 $512 8,600 X 8,600
CELL THERAPUTICS
INC COMMON STOCK 150934107 $7,889 118,300 X 15 ,02 118,300
CENDANT CORPORATION COMMON STOCK 151313103 $296 27,200 X 08 ,08 ,17 27,200
CENTEX CORPORATON COMMON STOCK 152312104 $983 30,600 X 30,600
CENTILLIUM
COMMUNICATIONS COMMON STOCK 152319109 $346 3,600 X 10 3,600
CENTILLIUM
COMMUNICATIONS COMMON STOCK 152319109 $480 5,000 X 5,000
CEPHALON INC. COMMON STOCK 156708109 $340 7,000 X 11 7,000
CEPHALON INC. COMMON STOCK 156708109 $7,551 155,700 X 155,700
CERIDAN CORP. COMMON STOCK 15677T106 $1,745 62,200 X 62,200
CH ROBINSON
WORLDWIDE INC COMMON STOCK 12541W100 $248 4,400 X 08 ,08 ,02 4,400
CHARLES RIVER LABS COMMON STOCK 159864107 $1,489 43,800 X 11 ,10 43,800
CHARLES RIVER LABS COMMON STOCK 159864107 $432 12,700 X 12,700
CHARMING SHOPPES COMMON STOCK 161133103 $896 171,600 X 171,600
CHASE MANHATTAN
CORP COMMON STOCK 16161A108 $2,921 63,250 X 08 ,15 ,03 ,17 63,250
CHECK POINT
SOFTWARE TECH COMMON STOCK M22465104 $2,835 18,000 X 15 18,000
CHECK POINT
SOFTWARE TECH COMMON STOCK M22465104 $1,197 7,600 X 7,600
CHECKFREE
CORPORATION COMMON STOCK 162813109 $293 7,000 X 06 ,02 7,000
CHEVRON CORPORATION COMMON STOCK 166751107 $2,668 31,300 X 08 ,01 ,08 ,03 ,17 31,300
CHINA UNICOM ADR ADR 16945R104 $458 21,000 X 08 21,000
CHIRON CORP. COMMON STOCK 170040109 $846 18,800 X 02 ,06 18,800
CHOICEPOINT, INC. COMMON STOCK 170388102 $872 19,000 X 15 19,000
CHRIS-CRAFT
INDUSTRIES COMMON STOCK 170520100 $258 3,130 X 02 3,130
CHROMAVISION
MEDICAL SYS COMMON STOCK 17111P104 $165 17,400 X 11 17,400
CHUBB CORPORATION COMMON STOCK 171232101 $1,693 21,400 X 17 ,03 ,15 21,400
CHUBB CORPORATION COMMON STOCK 171232101 $26,958 340,700 X 340,700
CHURCH AND DWIGHT,
INC COMMON STOCK 171340102 $1,885 102,600 X 02 ,11 102,600
CIA ANONIMA
TELEFONO ADR 204421101 $1,625 66,500 X 08 66,500
CIA VALE DO RIO -
ADR ADR 2933900 $279 11,200 X 11,200
CIBER INC. COMMON STOCK 17163B102 $893 108,200 X 11 108,200
CIENA CORP. COMMON STOCK 171779101 $468 3,810 X 18 3,810
CIENA CORP. COMMON STOCK 171779101 $74,326 605,200 X 605,200
CIGNA CORP COMMON STOCK 125509109 $731 7,000 X 17 ,08 ,01 ,08 7,000
CIMA LABS COMMON STOCK 171796105 $2,338 44,900 X 15 44,900
CINTAS CORP. COMMON STOCK 172908105 $662 15,200 X 02 15,200
CIPHERGEN
BIOSYSTEMS COMMON STOCK 17252V104 $298 9,300 X 9,300
CIRCLE
INTERNATIONAL COMMON STOCK 172574105 $1,918 63,400 X 11 63,400
CIRRUS LOGIC INC. COMMON STOCK 172755100 $242 6,000 X 02 6,000
CIRRUS LOGIC INC. COMMON STOCK 172755100 $1,455 36,100 X 36,100
CISCO SYSTEMS COMMON STOCK 17275R102 $17,435 315,559 X 18 ,08 ,08 ,17 315,559
CISCO SYSTEMS COMMON STOCK 17275R102 $199,171 3,604,900 X 3,604,900
CITIGROUP INC. COMMON STOCK 172967101 $9,337 172,700 X 08 ,03 ,17 172,700
CITIGROUP INC. COMMON STOCK 172967101 $41,953 776,000 X 776,000
CITY NATIONAL CORP. COMMON STOCK 178566105 $1,294 33,500 X 33,500
CLAIRE'S STORES
INC. COMMON STOCK 179584107 $1,823 101,300 X 02 ,11 101,300
CLAYTON HOMES, INC. COMMON STOCK 184190106 $125 12,500 X 02 12,500
CLEAR CHANNEL COMM. COMMON STOCK 184502102 $1,053 18,642 X 05 ,01 ,17 18,642
CLEAR CHANNEL COMM. COMMON STOCK 184502102 $15,780 279,300 X 279,300
CLECO CORP. COMMON STOCK 12561W105 $2,104 45,000 X 02 ,02 ,07 45,000
CLICK COMMERCE COMMON STOCK 18681D109 $1,325 31,000 X 31,000
CLOROX COMMON STOCK 189054109 $332 8,400 X 08 ,08 ,17 8,400
CMS ENERGY
CORPORATION COMMON STOCK 125896100 $569 21,108 X 08 ,08 ,17 ,01 21,108
COACHMEN
INDUSTRIES, INC. COMMON STOCK 189873102 $213 20,400 X 11 20,400
COASTAL CORP COMMON STOCK 190441105 $415 5,600 X 17 5,600
COBALT NETWORKS,
INC. COMMON STOCK 19074R101 $938 16,200 X 05 16,200
COBALT NETWORKS,
INC. COMMON STOCK 19074R101 $1,140 19,700 X 19,700
COCA COLA CO. COMMON STOCK 191216100 $3,561 64,600 X 08 ,08 ,17 ,06 64,600
COFLEXIP - ADR ADR 192384105 $324 5,200 X 10 5,200
COHERENT, INC. COMMON STOCK 192479103 $3,114 45,800 X 10 ,02 45,800
COLGATE PALMOLIVE COMMON STOCK 194162103 $689 14,600 X 17 14,600
COMCAST CORP
SPECIAL COMMON STOCK 200300200 $1,179 28,800 X 08 ,08 ,17 28,800
COMCAST CORP
SPECIAL COMMON STOCK 200300200 $17,042 416,300 X 416,300
COMCAST CORP-CL A COMMON STOCK 200300101 $20,344 500,000 X 500,000
COMDISCO
INCORPORATED COMMON STOCK 200336105 $303 15,900 X 06 ,02 15,900
COMERICA, INC. COMMON STOCK 200340107 $275 4,700 X 08 ,08 ,17 4,700
COMMERCE BANCORP COMMON STOCK 200519106 $1,484 25,500 X 25,500
COMMERCE ONE, INC. COMMON STOCK 200693109 $4,656 59,310 X 18 ,06 ,15 59,310
COMMERCE ONE, INC. COMMON STOCK 200693109 $1,550 19,740 X 19,740
COMMSCOPE, INC. COMMON STOCK 203372107 $2,737 111,700 X 02 ,01 ,02 111,700
COMPAQ COMPUTER
CORP COMMON STOCK 204493100 $1,586 57,500 X 08 ,17 ,08 57,500
COMPASS BANCSHARES,
INC. COMMON STOCK 20449H109 $230 11,800 X 08 ,02 11,800
COMPUCREDIT CORP COMMON STOCK 20478N100 $1,172 20,900 X 07 ,15 20,900
COMPUTER ASSOCIATES
INC. COMMON STOCK 204912109 $350 13,900 X 17 13,900
</TABLE>
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<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPUTER SCIENCE COMMON STOCK 205363104 $475 6,400 X 17 ,06 6,400
COMPUWARE CORP. COMMON STOCK 205638109 $90 10,700 X 17 10,700
COMVERSE COMMON STOCK 205862402 $572 5,300 X 06 ,15 ,05 ,17 5,300
CONAGRA, INC. COMMON STOCK 205887102 $534 26,600 X 06 ,17 26,600
CONCORD EFS INC. COMMON STOCK 206197105 $685 19,300 X 02 19,300
CONCORD EFS INC. COMMON STOCK 206197105 $5,104 143,700 X 143,700
CONCURRENT COMPUTER
CORP COMMON STOCK 206710204 $1,748 92,000 X 15 92,000
CONEXANT SYSTEMS
INC. COMMON STOCK 207142100 $247 5,900 X 17 5,900
CONNETICS CORP. COMMON STOCK 208192104 $2,051 85,000 X 15 85,000
CONOCO INC CL A COMMON STOCK 208251306 $789 30,200 X 15 30,200
CONOCO INC. CL. B COMMON STOCK 208251405 $1,560 57,927 X 08 ,01 ,03 ,08 ,17 57,927
CONSOLIDATED EDISON COMMON STOCK 209115104 $201 5,900 X 08 ,08 ,17 5,900
CONSOLIDATED STORES
CORP. COMMON STOCK 210149100 $4,010 297,000 X 17 ,02 ,15 297,000
CONSTELLATION
ENERGY GP COMMON STOCK 210371100 $209 4,200 X 17 4,200
COOPER CAMERON CORP COMMON STOCK 216640102 $486 6,600 X 08 ,08 ,02 6,600
COOPER COS., INC. COMMON STOCK 216648402 $1,988 56,200 X 56,200
COR THERAPEUTICS
INC. COMMON STOCK 217753102 $1,869 30,000 X 15 30,000
CORINTHIAN COLLEGES COMMON STOCK 218868107 $643 10,900 X 11 10,900
CORNING INC COMMON STOCK 219350105 $5,068 17,065 X 08 ,18 ,06 ,17 17,065
CORNING INC COMMON STOCK 219350105 $99,213 334,050 X 334,050
CORPORATE EXE.
BOARD COMMON STOCK 21988R102 $4,403 109,400 X 07 ,15 109,400
CORVIS CORP. COMMON STOCK 221009103 $736 12,050 X 12,050
COSINE
COMMUNICATIONS INC COMMON STOCK 221222102 $882 16,000 X 16,000
COSTCO WHOLESALE
CORP. COMMON STOCK 22160K105 $402 11,500 X 17 11,500
COUNTRYWIDE CREDIT
IND COMMON STOCK 222372104 $1,971 52,200 X 17 ,15 52,200
COX COMM CONV PFD PREFERRED STOCK 224044503 $445 6,100 X 03 6,100
COX COMMUNICATIONS
PFD PREFERRED STOCK 224044305 $696 13,000 X 03 13,000
CREDENCE SYSTEMS
CORP. COMMON STOCK 225302108 $225 7,500 X 06 ,02 7,500
CRITICAL PATH INC. COMMON STOCK 22674V100 $1,440 23,700 X 06 ,15 23,700
CROMPTON CORP. COMMON STOCK 227116100 $1,818 230,800 X 02 ,02 230,800
CROSS TIMBERS OIL
CO. COMMON STOCK 227573102 $3,091 161,100 X 15 ,11 161,100
CROWN MEDIA
HOLDINGS COMMON STOCK 228411104 $465 32,800 X 10 ,11 32,800
CULLEN/FROST
BANKERS COMMON STOCK 229899109 $4,859 149,500 X 11 149,500
CULLEN/FROST
BANKERS COMMON STOCK 229899109 $2,555 78,600 X 78,600
CUMULUS MEDIA INC. COMMON STOCK 231082108 $1,183 193,100 X 05 ,02 193,100
CUNO INC COMMON STOCK 126583103 $274 12,300 X 05 12,300
CUNO INC COMMON STOCK 126583103 $825 37,100 X 37,100
CV THERAPEUTICS INC COMMON STOCK 126667104 $218 2,800 X 11 2,800
CVS CORP COMMON STOCK 126650100 $454 9,800 X 17 9,800
CYPRESS
SEMICONDUCTOR COMMON STOCK 232806109 $495 11,900 X 08 ,08 ,02 11,900
CYTEC INDUSTRIES
INC. COMMON STOCK 232820100 $1,374 41,100 X 41,100
CYTYC CORP. COMMON STOCK 232946103 $2,238 51,900 X 07 ,02 51,900
DAIN RAUSCHER CORP. COMMON STOCK 233856103 $2,883 31,000 X 15 31,000
DAIN RAUSCHER CORP. COMMON STOCK 233856103 $753 8,100 X 8,100
DALLAS SEMI-
CONDUCTORS COMMON STOCK 235204104 $2,660 80,900 X 11 80,900
DANA CORP COMMON STOCK 235811106 $776 36,100 X 08 ,08 ,15 ,17 36,100
DATASCOPE COMMON STOCK 238113104 $774 23,100 X 07 ,11 23,100
DAVOX CORP. COMMON STOCK 239208101 $603 59,900 X 11 59,900
DDI CORP COMMON STOCK 233162106 $898 20,300 X 05 20,300
DDI CORP COMMON STOCK 233162106 $1,239 28,000 X 28,000
DEERE & COMPANY COMMON STOCK 244199105 $216 6,500 X 17 6,500
DELL COMPUTER CORP COMMON STOCK 247025109 $2,850 92,500 X 08 ,08 ,17 92,500
DELL COMPUTER CORP COMMON STOCK 247025109 $30,360 985,300 X 985,300
DELPHI AUTOMOTIVE COMMON STOCK 247126105 $296 19,595 X 17 ,08 ,08 19,595
DELTA & PINE LAND
CO COMMON STOCK 247357106 $1,171 45,600 X 11 45,600
DENDRITE
INTERNATIONAL COMMON STOCK 248239105 $2,815 105,000 X 02 105,000
DENTSPLY
INTERNATIONAL COMMON STOCK 249030107 $1,977 56,600 X 11 ,02 56,600
DEVELOPERS DIVERS
REALTY COMMON STOCK 251591103 $201 15,600 X 15,600
DEVON ENERGY
CORPORATION COMMON STOCK 25179M103 $3,549 59,007 X 06 ,08 ,02 ,08 ,17 59,007
DEVRY INC. COMMON STOCK 251893103 $1,667 44,300 X 02 ,15 44,300
DIAL CORP. COMMON STOCK 25247D101 $1,129 97,100 X 02 ,02 97,100
DIME BANCORP INC COMMON STOCK 25429Q102 $257 11,900 X 08 ,02 11,900
DIME BANCORP INC COMMON STOCK 25429Q102 $1,113 51,600 X 51,600
DIONEX CORP. COMMON STOCK 254546104 $1,519 55,000 X 11 55,000
DIVINE
INTERVENTURES COMMON STOCK 255404105 $3,320 885,300 X 885,300
DOBSON
COMMUNICATIONS COMMON STOCK 256069105 $219 14,900 X 10 14,900
DOCUMENTUM INC COMMON STOCK 256159104 $365 4,500 X 07 ,05 4,500
DOLLAR TREE STORES
INC COMMON STOCK 256747106 $1,815 44,750 X 02 ,15 44,750
DOMINION RESCS INC
OF VA COMMON STOCK 25746U109 $358 6,167 X 17 6,167
DOMINION RESCS INC
OF VA COMMON STOCK 25746U109 $60,217 1,037,100 X 1,037,100
DONALDSON CO INC. COMMON STOCK 257651109 $1,159 52,700 X 02 ,11 52,700
DONCASTERS PLC ADR ADR 257692103 $3,256 160,800 X 11 ,02 160,800
DOVER CORP COMMON STOCK 260003108 $211 4,500 X 17 4,500
DOW CHEMICAL
COMPANY COMMON STOCK 260543103 $1,254 50,300 X 08 ,08 ,01 ,06 ,17 50,300
DOWNEY FINANCIAL
CORP COMMON STOCK 261018105 $257 6,500 X 07 6,500
DPL INC. COMMON STOCK 233293109 $357 12,000 X 02 12,000
DQE INC. COMMON STOCK 23329J104 $217 5,400 X 02 5,400
DST SYSTEMS INC. COMMON STOCK 233326107 $823 7,000 X 06 ,02 7,000
DU PONT E I DE
NEMOURS COMMON STOCK 263534109 $1,055 25,450 X 17 25,450
DUANE READE INC COMMON STOCK 263578106 $2,517 103,800 X 02 ,10 103,800
DUCOMMUN INC. COMMON STOCK 264147109 $312 22,200 X 11 22,200
DUKE POWER COMPANY COMMON STOCK 264399106 $797 9,300 X 17 9,300
DUPONT PHOTOMASK COMMON STOCK 26613X101 $881 15,000 X 15,000
DURA
PHARMACEUTICALS COMMON STOCK 26632S109 $1,518 42,900 X 42,900
DYCOM COMMON STOCK 267475101 $321 7,700 X 10 7,700
DYNERGY INC COMMON STOCK 26816Q101 $1,778 31,200 X 06 ,02 ,08 ,08 31,200
E*TRADE GROUP, INC. COMMON STOCK 269246104 $2,017 122,700 X 08 ,08 ,06 ,08 ,02 122,700
EARTHGRAINS CO. COMMON STOCK 270319106 $2,489 135,000 X 02 135,000
EAST WEST BANCORP
INC. COMMON STOCK 27579R104 $266 13,600 X 07 13,600
EASTMAN KODAK
COMPANY COMMON STOCK 277461109 $364 8,894 X 17 ,08 ,08 8,894
EATON CORP COMMON STOCK 278058102 $240 3,890 X 08 ,08 ,17 3,890
EATON CORP COMMON STOCK 278058102 $31,752 515,250 X 515,250
ECI TELECOM LTD. COMMON STOCK 268258100 $582 19,000 X 15 19,000
ECOLAB INC COMMON STOCK 278865100 $11,104 307,900 X 307,900
EDEN BIOSCIENCE
CORP COMMON STOCK 279445100 $459 13,900 X 10 ,15 13,900
EDISON INTL. COMMON STOCK 281020107 $220 11,400 X 08 ,08 ,17 11,400
EDUCATION
MANAGEMENT CORP COMMON STOCK 28139T101 $1,535 57,000 X 15 57,000
EDWARDS A.G. INC COMMON STOCK 281760108 $664 12,700 X 08 ,06 ,15 ,08 ,02 12,700
EL PASO ENERGY
CORP. COMMON STOCK 283905107 $450 7,300 X 08 ,08 ,17 7,300
ELAN CORP PUBLC
LTD.- ADR ADR 2307237 $257 4,700 X 4,700
ELAN CORP PUBLC
LTD.- ADR ADR 284131208 $4,626 84,500 X 15 84,500
ELANTEC
SEMICONDUCTOR COMMON STOCK 284155108 $2,670 26,800 X 15 ,07 26,800
ELECTRONIC ARTS COMMON STOCK 285512109 $6,113 123,800 X 15 123,800
ELECTRONIC ARTS COMMON STOCK 285512109 $1,126 22,800 X 22,800
ELECTRONIC DATA
SYSTEMS COMMON STOCK 285661104 $1,418 34,170 X 08 ,17 ,08 ,06 ,01 34,170
</TABLE>
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<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELECTRONICS FOR
IMAGING COMMON STOCK 286082102 $4,666 184,800 X 11 ,02 184,800
ELI LILLY AND
COMPANY COMMON STOCK 532457108 $3,469 42,760 X 08 ,17 ,08 ,06 42,760
ELI LILLY AND
COMPANY COMMON STOCK 532457108 $23,291 287,100 X 287,100
EMBARCADERO
TECHNOLOGIES COMMON STOCK 290787100 $370 7,200 X 10 7,200
EMC CORPORATION COMMON STOCK 268648102 $8,598 86,744 X 08 ,03 ,06 86,744
EMC CORPORATION COMMON STOCK 268648102 $140,668 1,419,100 X 1,419,100
EMERSON ELEC CO COM COMMON STOCK 291011104 $1,722 25,700 X 08 ,08 ,17 ,01 25,700
EMMIS BROADCASTING
- A COMMON STOCK 291525103 $6,014 243,000 X 02 ,02 243,000
EMULEX CORPORATION COMMON STOCK 292475209 $1,145 9,350 X 9,350
ENERGIZER HOLDINGS COMMON STOCK 29266R108 $213 8,701 X 06 ,02 8,701
ENERGY EAST CORP. COMMON STOCK 29266M109 $267 11,800 X 02 11,800
ENGELHARD CORP COMMON STOCK 292845104 $2,299 141,500 X 141,500
ENRON CORP COMMON STOCK 293561106 $2,638 30,100 X 03 ,17 30,100
ENRON CORP COMMON STOCK 293561106 $19,558 223,200 X 223,200
ENSCO INTERNATIONAL
INC COMMON STOCK 26874Q100 $5,948 155,500 X 15 ,02 155,500
ENTERCOM
COMMUNICATIONS COMMON STOCK 293639100 $3,119 104,200 X 02 104,200
ENTERGY CORP COMMON STOCK 29364G103 $387 10,400 X 08 ,17 ,08 ,06 10,400
ENTRAVISION COMM COMMON STOCK 29382R107 $478 27,500 X 10 ,11 27,500
ENZON, INC. COMMON STOCK 293904108 $371 5,620 X 11 5,620
EPRISE CORP COMMON STOCK 294352109 $254 29,500 X 11 29,500
EQUITABLE RES INC COMMON STOCK 294549100 $228 3,600 X 07 3,600
ESPEED COMMON STOCK 296643109 $313 11,000 X 11 11,000
ESTERLINE
TECHNOLOGIES COMMON STOCK 297425100 $211 10,700 X 10,700
EVEREST RE GROUP
LTD COMMON STOCK G3223R108 $6,851 138,400 X 02 ,02 138,400
EVEREST RE GROUP
LTD COMMON STOCK G3223R108 $1,866 37,700 X 37,700
EVOLVE SOFTWARE COMMON STOCK 30049P104 $334 13,900 X 05 13,900
EXAR CORP. COMMON STOCK 300645108 $4,465 36,900 X 10 ,07 ,11 ,15 36,900
EXCEL ENERGY INC COMMON STOCK 98389B100 $201 7,310 X 17 7,310
EXCHANGE
APPLICATIONS COMMON STOCK 300867108 $140 30,900 X 15 30,900
EXFO ELECTRO-
OPTICAL COMMON STOCK 302043104 $453 10,400 X 10,400
EXODUS
COMMUNICATIONS COMMON STOCK 302088109 $1,921 38,900 X 06 38,900
EXODUS
COMMUNICATIONS COMMON STOCK 302088109 $15,642 316,800 X 316,800
EXPEDITORS INTL
WASH COMMON STOCK 302130109 $2,294 50,900 X 02 50,900
EXPRESS SCRIPTS
INC-CL A COMMON STOCK 302182100 $3,280 45,400 X 02 ,15 45,400
EXTREME NETWORKS COMMON STOCK 30226D106 $3,836 33,500 X 33,500
EXXON MOBIL CORP. COMMON STOCK 30231G102 $13,912 156,097 X 08 ,08 156,097
EXXON MOBIL CORP. COMMON STOCK 30231G102 $130,123 1,460,000 X 1,460,000
FACTORY 2-U STORES
INC. COMMON STOCK 303072102 $495 16,200 X 11 16,200
FAIR ISSAC & CO.
INC. COMMON STOCK 303250104 $2,587 60,600 X 11 60,600
FAMILY DOLLAR
STORES COMMON STOCK 307000109 $951 49,400 X 02 ,15 49,400
FAMILY DOLLAR
STORES COMMON STOCK 307000109 $2,054 106,700 X 106,700
FANNIE MAE COMMON STOCK 313586109 $3,392 47,441 X 08 ,08 ,15 ,17 47,441
FANNIE MAE COMMON STOCK 313586109 $139,503 1,951,100 X 1,951,100
FBL FINANCIAL GROUP
CL A COMMON STOCK 30239F106 $579 35,600 X 11 35,600
FEDERATED DEPART.
STORES COMMON STOCK 31410H101 $504 19,308 X 08 ,08 ,17 ,01 19,308
FEDEX CORP COMMON STOCK 31428X106 $2,102 47,400 X 17 ,15 ,01 47,400
FIFTH THIRD BANCORP COMMON STOCK 316773100 $622 11,550 X 17 11,550
FILENET CORP. COMMON STOCK 316869106 $1,430 78,600 X 07 ,02 78,600
FINISAR CORPORATION COMMON STOCK 31787A101 $1,146 23,700 X 23,700
FINISH LINE CL A COMMON STOCK 317923100 $112 15,300 X 15,300
FINLAY ENTERPRISES COMMON STOCK 317884203 $559 39,900 X 02 39,900
FIRST DATA COMMON STOCK 319963104 $770 19,700 X 01 ,17 19,700
FIRST HEALTH GROUP
CORP COMMON STOCK 320960107 $274 8,500 X 07 ,02 8,500
FIRST MIDWEST
BANCORP INC COMMON STOCK 320867104 $2,663 100,000 X 02 100,000
FIRST SECURITY CORP COMMON STOCK 336294103 $290 17,800 X 02 17,800
FIRST TENNESSEE
NATL CORP COMMON STOCK 337162101 $268 13,100 X 08 ,08 ,02 13,100
FIRST UNION COMMON STOCK 337358105 $1,107 34,400 X 08 ,08 ,17 34,400
FIRSTAR CORP COMMON STOCK 33763V109 $511 22,827 X 17 22,827
FISERV INC COMMON STOCK 337738108 $671 11,200 X 02 11,200
FLEETBOSTON
FINANCIAL COMMON STOCK 339030108 $1,572 40,316 X 08 ,08 ,01 ,17 40,316
FLEMMING COMPANIES,
INC. COMMON STOCK 339130106 $1,378 105,500 X 02 105,500
FLEXTRONICS INTL,
LTD. COMMON STOCK Y2573F102 $3,819 46,500 X 15 46,500
FLEXTRONICS INTL,
LTD. COMMON STOCK Y2573F102 $54,506 663,700 X 663,700
FLOWSERVE
CORPORATION COMMON STOCK 34354P105 $2,069 125,900 X 02 125,900
FLOWSERVE
CORPORATION COMMON STOCK 34354P105 $1,793 109,100 X 109,100
FLUOR CORP. COMMON STOCK 343861100 $3,717 123,900 X 17 ,02 123,900
FOOTSTAR INC. COMMON STOCK 344912100 $1,066 33,000 X 07 ,02 33,000
FOOTSTAR INC. COMMON STOCK 344912100 $1,612 49,900 X 49,900
FORD MOTOR CO DEL COMMON STOCK 345370860 $1,827 72,171 X 15 ,08 ,08 ,17 72,171
FOREST LABS, INC. COMMON STOCK 345838106 $1,225 10,680 X 08 ,06 ,08 ,02 10,680
FORT JAMES
CORPORATION COMMON STOCK 347471104 $550 18,000 X 17 ,01 18,000
FOSTER WHEELER CORP COMMON STOCK 350244109 $2,241 309,100 X 02 309,100
FOUNDATION HLTH
SYSTEMS A COMMON STOCK 350404109 $3,568 214,600 X 02 ,02 ,07 214,600
FPL GROUP INC COMMON STOCK 302571104 $460 7,000 X 08 ,08 ,17 7,000
FRANKLIN RES INC COMMON STOCK 354613101 $3,141 70,700 X 08 ,08 ,15 ,15 ,17 70,700
FREDDIE MAC COMMON STOCK 313400301 $1,535 28,400 X 01 ,08 ,17 ,08 28,400
FREEMARKETS INC. COMMON STOCK 356602102 $760 13,300 X 13,300
FRIEDE GOLDMAN
INTL. COMMON STOCK 358430106 $331 46,800 X 02 46,800
FRONTIER AIRLINES,
INC. COMMON STOCK 359065109 $1,808 93,000 X 15 93,000
FURNITURE BRANDS
INTERNAT COMMON STOCK 360921100 $1,767 106,300 X 02 ,11 ,02 106,300
GANNETT INC COMMON STOCK 364730101 $497 9,370 X 08 ,17 9,370
GANNETT INC COMMON STOCK 364730101 $16,737 315,800 X 315,800
GAP INC COMMON STOCK 364760108 $618 30,700 X 08 ,17 ,08 30,700
GARDNER DENVER
MACHINERY COMMON STOCK 365558105 $510 31,400 X 11 31,400
GARTNER GROUP INC COMMON STOCK 366651107 $1,611 138,600 X 02 138,600
GATEWAY INC COMMON STOCK 367626108 $360 7,700 X 17 7,700
GAYLORD CONTAINER
CORP-A COMMON STOCK 368145108 $367 217,400 X 02 217,400
GEMSTAR-TV GUIDE
INTL COMMON STOCK 36866W106 $5,013 57,500 X 08 ,15 ,08 57,500
GENENTECH INC. COMMON STOCK 368710406 $5,571 30,000 X 18 ,06 ,15 30,000
GENERAL DYNAMICS
CORP COMMON STOCK 369550108 $283 4,500 X 17 4,500
GENERAL ELECTRIC
COMPANY COMMON STOCK 369604103 $21,806 378,000 X 08 378,000
GENERAL ELECTRIC
COMPANY COMMON STOCK 369604103 $160,273 2,778,300 X 2,778,300
GENERAL MILLS, INC. COMMON STOCK 370334104 $270 7,600 X 17 7,600
GENERAL MILLS, INC. COMMON STOCK 370334104 $41,155 1,159,300 X 1,159,300
GENERAL MOTORS CL H COMMON STOCK 370442832 $320 8,600 X 06 8,600
GENERAL MOTORS CORP COMMON STOCK 370442105 $1,970 30,313 X 08 ,08 ,15 ,17 30,313
GENERAL
SEMICONDUCTOR, INC COMMON STOCK 370787103 $2,958 242,700 X 02 242,700
GENESIS MICROCHIP
INC COMMON STOCK 371933102 $1,706 93,500 X 93,500
GENZYME CORP-
GENERAL DIV COMMON STOCK 372917104 $1,491 21,872 X 08 ,08 ,02 ,15 21,872
GEORGIA GULF CORP COMMON STOCK 373200203 $145 12,700 X 02 ,07 12,700
GEORGIA GULF CORP COMMON STOCK 373200203 $11,133 973,400 X 973,400
GILAT SATELLITE COMMON STOCK M51474100 $300 3,900 X 10 3,900
GILDAN INC. CL-A COMMON STOCK 375916103 $240 7,200 X 15 7,200
GILEAD SCIENCES
INC. COMMON STOCK 375558103 $461 4,200 X 02 4,200
GILLETTE CO. COMMON STOCK 375766102 $1,343 43,500 X 08 ,08 ,17 43,500
</TABLE>
Page 5
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLOBAL CROS 6.75 PREFERRED STOCK G3921A134 $1,043 4,200 X 03 4,200
GLOBAL CROSSING ADR G3921A100 $905 29,185 X 17 ,08 ,08 29,185
GLOBAL INDUSTRIES
LTD COMMON STOCK 379336100 $3,334 266,700 X 11 ,02 266,700
GLOBAL MARINE INC COMMON STOCK 379352404 $701 22,700 X 02 22,700
GLOBAL MARINE INC COMMON STOCK 379352404 $1,426 46,200 X 46,200
GLOBESPAN COMMON STOCK 379571102 $2,416 19,800 X 06 ,15 19,800
GLOBESPAN COMMON STOCK 379571102 $38,979 319,500 X 319,500
GLOBIX CORP COMMON STOCK 37957F101 $224 9,600 X 10 9,600
GOLDEN STATE
BANCORP COMMON STOCK 381197102 $1,774 75,100 X 75,100
GOLDEN WEST FINANC
CORP COMMON STOCK 381317106 $4,205 78,414 X 08 ,08 ,17 ,15 78,414
GOLDMAN SACHS GROUP
INC. COMMON STOCK 38141G104 $5,834 51,200 X 08 ,08 ,15 51,200
GOODRICH B F CO COMMON STOCK 382388106 $1,744 44,500 X 44,500
GRAINGER W.W. INC. COMMON STOCK 384802104 $368 14,000 X 08 ,01 ,08 ,17 14,000
GRANITE COMMON STOCK 387328107 $1,940 80,000 X 02 ,07 ,02 80,000
GRANT PRIDECO INC. COMMON STOCK 38821G101 $215 9,800 X 02 9,800
GREAT ATLNTIC/
PACIFIC TEA COMMON STOCK 390064103 $797 72,000 X 02 72,000
GREATER BAY COMMON STOCK 391648102 $2,278 32,800 X 02 ,07 ,15 32,800
GREENPOINT
FINANCIAL CORP COMMON STOCK 395384100 $966 32,600 X 08 ,08 ,02 ,01 32,600
GREY WOLF
INCORPORATED COMMON STOCK 397888108 $4,068 707,500 X 10 707,500
GREY WOLF
INCORPORATED COMMON STOCK 397888108 $849 147,600 X 147,600
GRUPO CARSO - ADR ADR 2393399 $120 20,000 X 20,000
GRUPO ELEKTRA SA
GDR ADR 2380410 $152 16,000 X 16,000
GRUPO IMSA S.A. ADR ADR 2386559 $91 10,000 X 10,000
GRUPO TELEVISA -
GDR ADR 2399450 $237 4,100 X 4,100
GUIDANT CORP COMMON STOCK 401698105 $573 8,100 X 17 ,08 ,08 8,100
H & R BLOCK, INC. COMMON STOCK 093671105 $1,497 40,400 X 02 ,17 40,400
H.J. HEINZ COMMON STOCK 423074103 $501 13,520 X 08 ,17 ,08 13,520
HAEMONETICS CORP. COMMON STOCK 405024100 $2,099 82,300 X 11 82,300
HAIN CELESTIAL
GROUP INC COMMON STOCK 405217100 $372 10,600 X 10 10,600
HALLIBURTON CO COMMON STOCK 406216101 $553 11,300 X 17 11,300
HANOVER COMPRESSOR
CO COMMON STOCK 410768105 $478 14,500 X 11 ,02 14,500
HARCOURT GEN INC COMMON STOCK 41163G101 $295 5,000 X 06 5,000
HARCOURT GEN INC COMMON STOCK 41163G101 $643 10,900 X 10,900
HARLEY-DAVIDSON INC COMMON STOCK 412822108 $364 7,600 X 17 7,600
HARRAH'S ENTERTAIN
INC COMMON STOCK 413619107 $415 15,100 X 15 ,17 15,100
HARSCO CORP COMMON STOCK 415864107 $1,105 50,100 X 50,100
HARTE-HANKS, INC COMMON STOCK 416196103 $2,074 76,100 X 02 ,02 76,100
HARTFORD FINANCIAL
SVC COMMON STOCK 416515104 $639 8,760 X 08 8,760
HASBRO INC COMMON STOCK 418056107 $862 75,400 X 08 ,08 ,17 ,02 75,400
HCA THE HEALTHCARE
COMP COMMON STOCK 404119109 $895 24,100 X 08 ,08 ,17 24,100
HCC INSURANCE
HOLDINGS COMMON STOCK 404132102 $1,424 70,100 X 11 70,100
HEALTH MANAGEMENT
ASSOC COMMON STOCK 421933102 $458 22,000 X 02 22,000
HEALTH MANAGEMENT
ASSOC COMMON STOCK 421933102 $3,534 169,800 X 169,800
HEALTHSOUTH CORP COMMON STOCK 421924101 $1,114 137,100 X 17 ,02 137,100
HELLER FINANCIAL
INC COMMON STOCK 423328103 $1,777 62,200 X 62,200
HELMERICH & PAYNE
INC. COMMON STOCK 423452101 $867 24,000 X 07 ,02 ,11 24,000
HEWLETT PACKARD COMMON STOCK 428236103 $2,774 28,600 X 06 ,17 28,600
HEWLETT PACKARD COMMON STOCK 428236103 $32,786 338,000 X 338,000
HIBERNIA CORP CLASS
A COMMON STOCK 428656102 $190 15,506 X 08 ,08 ,02 15,506
HILLENBRAND INDS
INC COMMON STOCK 431573104 $255 5,700 X 02 5,700
HILTON HOTELS COMMON STOCK 432848109 $121 10,500 X 17 10,500
HILTON HOTELS COMMON STOCK 432848109 $1,242 107,400 X 107,400
HISPANIC
BROADCASTING COMMON STOCK 43357B104 $588 21,100 X 10 ,02 21,100
HOME DEPOT COMMON STOCK 437076102 $5,320 100,260 X 08 ,06 ,17 ,08 ,03 100,260
HOMESTORE.COM INC COMMON STOCK 437852106 $393 8,400 X 06 ,10 8,400
HONEYWELL
INTERNATIONAL COMMON STOCK 438516106 $1,109 31,125 X 08 ,08 ,17 31,125
HORMEL FOODS CORP COMMON STOCK 440452100 $269 16,100 X 06 ,02 16,100
HORMEL FOODS CORP COMMON STOCK 440452100 $1,927 115,500 X 115,500
HOUSEHOLD INT'L COMMON STOCK 441815107 $1,687 29,800 X 08 ,17 ,01 ,08 29,800
HUDSON UNITED
BANCORP COMMON STOCK 444165104 $1,039 37,600 X 11 37,600
HUDSON UNITED
BANCORP COMMON STOCK 444165104 $1,558 56,400 X 56,400
HUMAN GENOME
SCIENCES INC COMMON STOCK 444903108 $5,765 33,300 X 08 ,15 33,300
HYPERCOM CORP. COMMON STOCK 44913M105 $2,060 198,600 X 02 198,600
HYPERION SOLUTIONS
CORP COMMON STOCK 44914M104 $1,516 58,600 X 58,600
HYUNDAI MOTOR CO.
GDR ADR 5772661 $195 30,000 X 30,000
I B M COMMON STOCK 459200101 $6,503 57,808 X 08 ,08 ,06 ,17 57,808
I B M COMMON STOCK 459200101 $51,683 459,400 X 459,400
I2 TECHNOLOGIES
INC. COMMON STOCK 465754109 $232 1,240 X 18 1,240
I2 TECHNOLOGIES
INC. COMMON STOCK 465754109 $39,133 209,200 X 209,200
IBP INC COMMON STOCK 449223106 $388 21,200 X 02 ,06 21,200
ICICI LTD., ADR ADR 2508472 $242 22,000 X 22,000
ICN
PHARMACEUTICALS,
INC. COMMON STOCK 448924100 $1,170 35,200 X 02 ,15 35,200
IDACORP INC. COMMON STOCK 451107106 $3,469 75,000 X 75,000
IDEC
PHARMACEUTICALS
CORP COMMON STOCK 449370105 $719 4,100 X 02 4,100
IDEX CORP. COMMON STOCK 45167R104 $1,475 52,800 X 11 52,800
IDEXX LABORATORIES COMMON STOCK 45168D104 $2,413 90,200 X 90,200
ILLINOIS TOOL WORKS COMMON STOCK 452308109 $872 15,600 X 08 ,01 15,600
ILLINOIS TOOL WORKS COMMON STOCK 452308109 $38,844 695,186 X 695,186
IMAX CORP COMMON STOCK 45245E109 $193 11,400 X 10 11,400
IMAX CORP COMMON STOCK 45245E109 $842 49,700 X 49,700
IMC GLOBAL INC COMMON STOCK 449669100 $3,819 263,400 X 01 ,02 ,02 263,400
IMCLONE SYSTEMS COMMON STOCK 45245W109 $562 4,800 X 10 4,800
IMMUNEX CORP. COMMON STOCK 452528102 $1,457 33,500 X 15 33,500
INCYTE
PHARMACEUTICAL INC COMMON STOCK 45337C102 $1,250 30,400 X 08 ,02 ,15 30,400
IND NATUZZI ADR ADR 456478106 $1,151 94,400 X 09 94,400
INFINITY
BROADCASTING COMMON STOCK 45662S102 $205 6,200 X 06 6,200
INFOCUS CORP COMMON STOCK 45665B106 $2,072 39,100 X 07 ,15 ,02 39,100
INFORMATICA CORP. COMMON STOCK 45666Q102 $364 3,900 X 07 ,10 ,05 3,900
INFORMIX CORP. COMMON STOCK 456779107 $3,722 902,250 X 02 ,02 902,250
INGERSOLL RAND CO COMMON STOCK 456866102 $224 6,600 X 08 ,08 ,17 6,600
INGERSOLL-RAND PREFERRED STOCK 456867209 $293 16,300 X 03 16,300
INGRAM MICRO
INCORP. COMMON STOCK 457153104 $4,978 362,000 X 02 362,000
INHALE THERAPEUTIC
SYSTEM COMMON STOCK 457191104 $1,088 19,300 X 05 ,15 19,300
INKINE
PHARMACEUTICALS COMMON STOCK 457214104 $290 27,000 X 11 27,000
INKTOMI CORP COMMON STOCK 457277101 $524 4,600 X 4,600
INNKEEPERS USA
TRUST COMMON STOCK 4576J0104 $308 30,000 X 05 30,000
INSIGHT ENTERPRISES
INC COMMON STOCK 45765U103 $1,063 39,000 X 11 ,07 39,000
INSITUFORM TECH-CL
A COMMON STOCK 457667103 $642 19,100 X 10 ,07 19,100
INTEGRATED CIRCUIT
SYSTEM COMMON STOCK 45811K208 $194 10,500 X 05 10,500
INTEGRATED DEVICE
TECH COMMON STOCK 458118106 $4,118 45,500 X 06 ,02 ,15 ,15 45,500
INTEGRATED DEVICE
TECH COMMON STOCK 458118106 $6,082 67,200 X 67,200
INTEL CORPORATION COMMON STOCK 458140100 $10,860 260,900 X 03 ,17 260,900
INTEL CORPORATION COMMON STOCK 458140100 $104,629 2,513,600 X 2,513,600
INTER-TEL, INC. COMMON STOCK 458372109 $1,177 103,500 X 02 103,500
INTERGRATED SILICON
SOLUT COMMON STOCK 45812P107 $1,606 113,200 X 15 ,02 113,200
</TABLE>
Page 6
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERLAND INC. COMMON STOCK 458726106 $119 14,100 X 14,100
INTERLINK
ELECTRONICS INC COMMON STOCK 458751104 $1,376 71,000 X 02 71,000
INTERMEDIA
COMMUNICATIONS COMMON STOCK 458801107 $723 24,500 X 24,500
INTERNATIONAL GAME
TECH COMMON STOCK 459902102 $248 7,380 X 08 ,08 ,02 7,380
INTERNATIONAL PAPER COMMON STOCK 460146103 $341 11,896 X 17 ,08 11,896
INTERNET PICTURES
CORP COMMON STOCK 46059S101 $260 47,800 X 05 ,10 47,800
INTERPUBLIC GROUP,
INC. COMMON STOCK 460690100 $276 8,100 X 17 ,06 8,100
INTERSTATE BAKERIES
CORP. COMMON STOCK 46072H108 $804 55,000 X 55,000
INTERTAN, INC. COMMON STOCK 461120107 $287 19,900 X 10 19,900
INTERTRUST
TECHNOLOGIES COMMON STOCK 46113Q109 $403 33,400 X 05 33,400
INTERWOVEN SOFTWARE
INC. COMMON STOCK 46114T102 $622 5,500 X 10 5,500
INTERWOVEN SOFTWARE
INC. COMMON STOCK 46114T102 $4,217 37,300 X 37,300
INTL PAPER CAP PREFERRED STOCK 460137300 $430 11,000 X 03 11,000
INTL RECTIFIER CORP COMMON STOCK 460254105 $1,648 32,600 X 02 ,15 32,600
INTRANET SOLUTIONS
INC. COMMON STOCK 460939309 $720 14,400 X 07 ,11 14,400
INTUIT INC. COMMON STOCK 461202103 $2,594 45,500 X 06 ,02 ,15 45,500
INVESTMENT
TECHNOLOGY COMMON STOCK 46145F105 $511 12,800 X 11 12,800
INVESTORS FINANCIAL
SVCS COMMON STOCK 461915100 $297 4,700 X 10 4,700
INVITROGEN CORP. COMMON STOCK 46185R100 $854 12,000 X 12,000
IONA TECHNOLOGIES
PLC-ADR ADR 46206P109 $667 9,600 X 11 9,600
IRON MTN COMMON STOCK 462846106 $344 9,300 X 11 9,300
ITC DELTACOM COMMON STOCK 45031T104 $212 18,400 X 05 18,400
ITT INDUSTRIES INC COMMON STOCK 450911102 $1,317 40,600 X 40,600
IVAX CORP. COMMON STOCK 465823102 $4,628 100,600 X 06 ,02 ,15 100,600
IVEX PACKAGING
CORP. COMMON STOCK 465855104 $1,963 200,000 X 02 200,000
IVILLAGE INC. COMMON STOCK 46588H105 $62 15,900 X 11 15,900
J.P. MORGAN & CO.,
INC. COMMON STOCK 616880100 $657 4,023 X 17 4,023
JABIL CIRCUIT COMMON STOCK 466313103 $976 17,200 X 02 17,200
JABIL CIRCUIT COMMON STOCK 466313103 $44,696 787,600 X 787,600
JACK HENRY & ASSOC. COMMON STOCK 426281101 $282 6,500 X 11 ,11 6,500
JACOBS ENGINEERING
GROUP COMMON STOCK 469814107 $1,584 39,300 X 39,300
JDN REALTY CORP. COMMON STOCK 465917102 $164 14,500 X 07 14,500
JDS UNIPHASE CORP. COMMON STOCK 46612J101 $4,217 44,532 X 08 ,17 44,532
JDS UNIPHASE CORP. COMMON STOCK 46612J101 $17,389 183,650 X 183,650
JOHNSON & JOHNSON COMMON STOCK 478160104 $4,678 49,800 X 06 ,08 ,17 49,800
JOHNSON & JOHNSON COMMON STOCK 478160104 $55,733 593,300 X 593,300
JOHNSON CONTROLS
INC COMMON STOCK 478366107 $723 13,600 X 08 ,08 ,17 ,01 13,600
JONES APPAREL GROUP COMMON STOCK 480074103 $339 12,800 X 08 ,08 ,02 12,800
JONES LANG LASALLE
INC. COMMON STOCK 48020Q107 $1,148 88,300 X 88,300
JUNIPER NETWORKS
INC. COMMON STOCK 48203R104 $451 2,060 X 18 2,060
JUNIPER NETWORKS
INC. COMMON STOCK 48203R104 $55,545 253,700 X 253,700
K MART CORPORATION COMMON STOCK 482584109 $79 13,100 X 17 13,100
KAYDON CORP. COMMON STOCK 486587108 $2,139 93,000 X 02 ,11 93,000
KEANE INC COMMON STOCK 486665102 $4,404 253,100 X 11 ,02 ,02 253,100
KEITHLEY
INSTRUMENTS INC. COMMON STOCK 487584104 $980 14,000 X 07 ,11 ,05 14,000
KELLOGG CO COMMON STOCK 487836108 $392 16,200 X 08 ,08 ,17 16,200
KERR MCGEE CORP COMMON STOCK 492386107 $463 6,984 X 06 ,17 6,984
KEY ENERGY
SERVICES, INC. COMMON STOCK 492914106 $5,106 520,400 X 15 520,400
KEY ENERGY
SERVICES, INC. COMMON STOCK 492914106 $1,316 134,100 X 134,100
KEYCORP COMMON STOCK 493267108 $357 14,100 X 08 ,17 ,08 14,100
KFORCE.COM INC COMMON STOCK 493732101 $753 215,100 X 02 215,100
KIMBERLY CLARK COMMON STOCK 494368103 $1,107 19,829 X 08 ,17 ,08 19,829
KINDER MORGAN INC COMMON STOCK 49455P101 $3,287 80,300 X 02 ,02 80,300
KIRBY CORPORATION COMMON STOCK 497266106 $1,172 59,700 X 59,700
KLA INSTRUMENTS
CORP COMMON STOCK 482480100 $255 6,200 X 06 ,17 6,200
KNIGHT TRADING
GROUP INC COMMON STOCK 499063105 $1,112 30,900 X 30,900
KOHLS CORP. COMMON STOCK 500255104 $1,944 33,700 X 06 ,17 ,15 33,700
KONINKLIJKE PHILIPS
ADR ADR 500472303 $731 17,192 X 03 17,192
KOPIN CORP COMMON STOCK 500600101 $193 10,700 X 11 10,700
KOREA TELECOM - ADR ADR 2419875 $229 6,800 X 6,800
KROGER CO COMMON STOCK 501044101 $693 30,706 X 08 ,08 ,17 30,706
KRONOS INC COMMON STOCK 501052104 $960 32,000 X 07 ,11 32,000
L G & E ENERGY CORP COMMON STOCK 501917108 $286 11,700 X 02 11,700
L-3 COMMUNICATIONS
CORP COMMON STOCK 502424104 $2,430 43,000 X 02 ,02 43,000
LABORATORY CRP OF
AMERICA COMMON STOCK 50540R409 $1,988 16,600 X 07 ,15 16,600
LAFARGE CORP. COMMON STOCK 505862102 $1,011 46,500 X 15 ,01 46,500
LAM RESEARCH CORP. COMMON STOCK 512807108 $942 45,000 X 02 45,000
LAM RESEARCH CORP. COMMON STOCK 512807108 $1,700 81,200 X 81,200
LAMAR ADVERTISING
CO. COMMON STOCK 512815101 $1,704 45,000 X 02 45,000
LATTICE
SEMICONDUCTOR COMMON STOCK 518415104 $2,575 47,900 X 02 ,08 ,02 47,900
LEAR CORPORATION COMMON STOCK 521865105 $798 38,800 X 07 ,01 38,800
LEGATO SYSTEMS COMMON STOCK 524651106 $1,373 102,200 X 02 ,02 102,200
LEGG MASON, INC. COMMON STOCK 524901105 $343 5,900 X 08 ,02 5,900
LEHMAN BROTHERS
HLDGS INC COMMON STOCK 524908100 $1,034 7,000 X 08 ,06 ,17 ,08 7,000
LEVEL 3 COMM COMMON STOCK 52729N100 $2,167 28,100 X 08 ,06 ,08 ,08 28,100
LG ELECTRONICS COMMON STOCK 5440087 $191 40,000 X 40,000
LIBERTY PROPERTY
TRUST COMMON STOCK 531172104 $1,584 57,600 X 57,600
LIBERTY SAT & TECH
CL A COMMON STOCK 531182103 $277 26,100 X 10 26,100
LIFEMINDERS INC. COMMON STOCK 53220Q105 $571 24,895 X 11 24,895
LIFEPOINT HOSPITALS
INC. COMMON STOCK 53219L109 $3,671 103,400 X 10 ,02 103,400
LIGHTPATH
TECHNOLOGIES COMMON STOCK 532257102 $204 4,300 X 11 4,300
LIMITED
INCORPORATED COMMON STOCK 532716107 $655 29,700 X 08 ,17 ,08 ,06 29,700
LINCARE HOLDINGS COMMON STOCK 532791100 $505 17,600 X 02 ,10 17,600
LINCOLN NATL CORP COMMON STOCK 534187109 $679 14,100 X 08 ,08 ,17 ,01 14,100
LINEAR TECHNOLOGY
CORP. COMMON STOCK 535678106 $589 9,100 X 08 9,100
LINEAR TECHNOLOGY
CORP. COMMON STOCK 535678106 $1,166 18,000 X 18,000
LINENS 'N THINGS
INC. COMMON STOCK 535679104 $1,619 63,500 X 11 ,07 63,500
LITTON INDUSTRIES COMMON STOCK 538021106 $2,780 62,200 X 02 ,02 62,200
LITTON INDUSTRIES COMMON STOCK 538021106 $1,645 36,800 X 36,800
LOCAL FINANCIAL
CORP. COMMON STOCK 539553107 $162 17,100 X 17,100
LOCKHEED MARTIN
CORP COMMON STOCK 539830109 $320 9,700 X 17 9,700
LONE STAR
TECHNOLGIES COMMON STOCK 542312103 $1,708 37,000 X 15 37,000
LOWE'S COMPANIES COMMON STOCK 548661107 $696 15,500 X 08 ,06 ,08 ,17 15,500
LOWE'S COMPANIES COMMON STOCK 548661107 $24,403 543,800 X 543,800
LSI LOGIC COMMON STOCK 502161102 $1,612 55,100 X 17 ,15 55,100
LUCENT TECH. CORP. COMMON STOCK 549463107 $3,568 116,750 X 08 ,08 ,06 ,17 116,750
LUCENT TECH. CORP. COMMON STOCK 549463107 $29,086 951,700 X 951,700
LYONDELL PETRO
CHEMICAL COMMON STOCK 552078107 $125 10,600 X 02 10,600
M & T BANK CORP. COMMON STOCK 55261F104 $1,071 2,100 X 11 2,100
M.STANLEY DEAN
WITTER COMMON STOCK 617446448 $3,600 39,376 X 08 ,06 ,03 ,17 39,376
MACK-CALI REALTY
CORP COMMON STOCK 554489104 $1,587 56,300 X 56,300
MACROMEDIA COMMON STOCK 556100105 $404 5,000 X 06 ,02 5,000
MACROVISION CORP. COMMON STOCK 555904101 $4,666 57,600 X 10 ,15 57,600
MANOR CARE INC. COMMON STOCK 564055101 $5,114 326,000 X 17 ,02 ,02 326,000
MANPOWER INC COMMON STOCK 56418H100 $220 6,900 X 02 6,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MANUGISTICS GROUP
INC. COMMON STOCK 565011103 $1,335 13,600 X 07 ,15 13,600
MANUGISTICS GROUP
INC. COMMON STOCK 565011103 $2,502 25,500 X 25,500
MARCHFIRST INC COMMON STOCK 566244109 $213 13,600 X 02 13,600
MARINE DRILLING CO,
INC. COMMON STOCK 568240204 $4,790 167,700 X 07 ,11 ,05 ,15 ,02 167,700
MARRIOTT INTL, CL-A COMMON STOCK 571903202 $288 7,900 X 08 ,08 ,17 7,900
MARSH & MCLENNAN
CO., INC COMMON STOCK 571748102 $1,679 12,650 X 17 ,03 12,650
MARSHALL & ILSLEY
CORP. COMMON STOCK 571834100 $471 9,400 X 02 9,400
MASCO CORP COMMON STOCK 574599106 $691 37,100 X 17 ,01 37,100
MASCO CORP COMMON STOCK 574599106 $43,445 2,332,600 X 2,332,600
MASTEC INC. COMMON STOCK 576323109 $391 12,500 X 10 12,500
MATTEL COMMON STOCK 577081102 $727 64,980 X 08 ,08 ,17 ,01 64,980
MATTHEWS INTL. CORP
CL. A COMMON STOCK 577128101 $1,254 42,700 X 11 42,700
MATTSON TECHNOLOGY
INC COMMON STOCK 577223100 $815 54,800 X 02 54,800
MAVERICK TUBE CORP COMMON STOCK 577914104 $455 16,900 X 11 16,900
MAVERICK TUBE CORP COMMON STOCK 577914104 $1,797 66,700 X 66,700
MAXIM INTEGRATED
PRODUCTS COMMON STOCK 57772K101 $756 9,400 X 06 9,400
MAXIM INTEGRATED
PRODUCTS COMMON STOCK 57772K101 $6,106 75,900 X 75,900
MAXIM
PHARMACEUTICALS COMMON STOCK 57772M107 $2,454 40,400 X 10 ,15 40,400
MAXTOR COMMON STOCK 577729205 $4,493 427,900 X 02 427,900
MAY DEPARTMENT
STORES COMMON STOCK 577778103 $774 37,780 X 08 ,17 ,08 ,15 37,780
MAYTAG COMMON STOCK 578592107 $727 23,400 X 17 ,15 23,400
MAYTAG COMMON STOCK 578592107 $28,003 901,500 X 901,500
MBIA INC. COMMON STOCK 55262C100 $1,078 15,162 X 08 ,08 ,17 ,11 15,162
MBNA CORP COMMON STOCK 55262L100 $961 24,954 X 17 24,954
MBNA CORP COMMON STOCK 55262L100 $102,067 2,651,100 X 2,651,100
MC DONALDS COMMON STOCK 580135101 $1,020 33,800 X 08 ,08 ,17 33,800
MCDATA CORP. COMMON STOCK 580031102 $11,349 92,350 X 92,350
MCGRAW HILL COMMON STOCK 580645109 $331 5,200 X 17 5,200
MCK COMMUNICATIONS COMMON STOCK 581243102 $957 42,300 X 11 42,300
MCKESSON HBOC INC. COMMON STOCK 58155Q103 $4,073 133,281 X 15 ,17 133,281
MCN CORP. COMMON STOCK 55267J100 $210 8,200 X 02 8,200
MEDICIS
PHARMACEUTICAL COMMON STOCK 584690309 $221 3,600 X 07 3,600
MEDICIS
PHARMACEUTICAL COMMON STOCK 584690309 $1,820 29,600 X 29,600
MEDIMMUNE, INC. COMMON STOCK 584699102 $518 6,700 X 18 ,06 ,17 6,700
MEDIMMUNE, INC. COMMON STOCK 584699102 $664 8,600 X 8,600
MEDTRONIC
INCORPORATED COMMON STOCK 585055106 $1,741 33,600 X 17 ,06 33,600
MELLON FINANCIAL
CORP. COMMON STOCK 58551A108 $1,989 42,900 X 15 42,900
MELLON FINANCIAL
CORP. COMMON STOCK 58551A108 $69,929 1,507,900 X 1,507,900
MEN'S WEARHOUSE COMMON STOCK 587118100 $2,407 85,000 X 02 85,000
MENTOR CORPORATION COMMON STOCK 587188103 $1,433 91,000 X 07 ,11 91,000
MENTOR GRAPHICS
CORP COMMON STOCK 587200106 $3,285 139,400 X 02 ,02 ,07 139,400
MERCANTILE
BANKSHARES COMMON STOCK 587405101 $232 6,400 X 02 6,400
MERCK & COMPANY,
INC COMMON STOCK 589331107 $6,312 84,800 X 06 84,800
MERCK & COMPANY,
INC COMMON STOCK 589331107 $31,323 420,800 X 420,800
MERCURY INTERACTIVE
CORP COMMON STOCK 589405109 $455 2,900 X 06 ,17 2,900
MERCURY INTERACTIVE
CORP COMMON STOCK 589405109 $4,342 27,700 X 27,700
MEREDITH CORP COMMON STOCK 589433101 $599 20,300 X 17 ,11 20,300
MERIX CORP. COMMON STOCK 590049102 $2,272 35,050 X 07 ,10 ,15 35,050
MERIX CORP. COMMON STOCK 590049102 $1,089 16,800 X 16,800
MERRILL LYNCH COMMON STOCK 590188108 $2,873 43,525 X 08 ,06 ,08 ,03 ,17 43,525
MERRILL LYNCH COMMON STOCK 590188108 $32,690 495,300 X 495,300
META GROUP, INC. COMMON STOCK 591002100 $648 52,400 X 11 52,400
METLIFE CONV PFD PREFERRED STOCK 59156R207 $1,190 14,000 X 03 14,000
METLIFE INC COMMON STOCK 59156R108 $293 11,200 X 08 ,08 11,200
METRICOM, INC. COMMON STOCK 591596101 $487 18,900 X 18,900
METRIS CO. COMMON STOCK 591598107 $5,086 128,750 X 07 128,750
METRIS CO. COMMON STOCK 591598107 $3,160 80,000 X 80,000
METROMEDIA FIBER
NTWK. PREFERRED STOCK 24366Q209 $423 9,400 X 03 9,400
METTLER-TOLEDO INT COMMON STOCK 592688105 $352 8,000 X 10 ,05 8,000
MICHEALS STORES INC COMMON STOCK 594087108 $1,004 25,100 X 07 ,15 25,100
MICREL INC. COMMON STOCK 594793101 $2,017 30,100 X 02 ,15 30,100
MICREL INC. COMMON STOCK 594793101 $5,206 77,700 X 77,700
MICRO COMPONENT COMMON STOCK 59479Q100 $185 23,100 X 23,100
MICROCELL TELECOM COMMON STOCK 59501T304 $256 8,800 X 10 8,800
MICROCHIP
TECHNOLOGY COMMON STOCK 595017104 $357 10,800 X 02 10,800
MICROCHIP
TECHNOLOGY COMMON STOCK 595017104 $3,050 92,250 X 92,250
MICROMUSE INC COMMON STOCK 595094103 $1,206 6,000 X 15 6,000
MICROMUSE INC COMMON STOCK 595094103 $3,336 16,600 X 16,600
MICRON TECHNOLOGY
INC COMMON STOCK 595112103 $4,720 102,600 X 08 ,08 ,06 ,17 ,15 102,600
MICROS SYSTEMS COMMON STOCK 594901100 $718 47,700 X 11 47,700
MICROSOFT COMMON STOCK 594918104 $11,985 198,922 X 08 ,06 ,17 198,922
MICROSOFT COMMON STOCK 594918104 $92,399 1,533,600 X 1,533,600
MICROTUNE, INC. COMMON STOCK 59514P109 $1,259 23,500 X 15 23,500
MIDWAY GAMES INC. COMMON STOCK 598148104 $1,875 267,800 X 02 267,800
MIIPS TEHNOLOGIES
INC COMMON STOCK 604567206 $521 13,521 X 10 13,521
MILLEMIUM CHEMICALS COMMON STOCK 599903101 $163 11,000 X 07 11,000
MILLENNIUM
PHARMACEU COMMON STOCK 599902103 $1,417 9,700 X 06 ,02 9,700
MILLER HERMAN COMMON STOCK 600544100 $228 7,100 X 02 7,100
MILLIPORE CORP COMMON STOCK 601073109 $35,180 726,300 X 726,300
MINERALS
TECHNOLOGIES COMMON STOCK 603158106 $2,254 49,000 X 02 ,02 49,000
MINIMED INC. COMMON STOCK 60365K108 $3,369 37,700 X 02 ,15 37,700
MINN. MINING &
MANUFCTRNG COMMON STOCK 604059105 $911 10,000 X 17 10,000
MINN. MINING &
MANUFCTRNG COMMON STOCK 604059105 $34,782 381,700 X 381,700
MMC NETWORKS INC COMMON STOCK 55308N102 $810 6,400 X 05 6,400
MODIS PROFESSIONAL
SERVIC COMMON STOCK 607830106 $1,630 314,200 X 02 ,02 314,200
MODIS PROFESSIONAL
SERVIC COMMON STOCK 607830106 $599 115,500 X 115,500
MOLEX INC COMMON STOCK 608554101 $516 9,475 X 17 ,06 9,475
MONSANTO CO. 6.5%
(ACES) PREFERRED STOCK 611662305 $1,194 22,800 X 03 22,800
MONTANA POWER CO. COMMON STOCK 612085100 $1,418 42,500 X 02 ,11 ,15 42,500
MOTOROLA,INC. COMMON STOCK 620076109 $2,175 77,006 X 06 ,08 ,08 ,17 77,006
MULTEX.COM INC. COMMON STOCK 625367107 $668 39,000 X 39,000
MURPHY OIL CORP COMMON STOCK 626717102 $266 4,100 X 02 4,100
MUTUAL RISK
MANAGEMENT COMMON STOCK 628351108 $2,975 135,600 X 11 ,05 135,600
MYLAN LABS COMMON STOCK 628530107 $1,056 39,200 X 02 ,15 39,200
MYLAN LABS COMMON STOCK 628530107 $1,296 48,100 X 48,100
MYPOINTS.COM INC. COMMON STOCK 62855T102 $194 35,332 X 11 35,332
NABISCO HOLDINGS
GROUP COMMON STOCK 62952P102 $239 8,400 X 17 8,400
NABORS INDUSTRIES
INC COMMON STOCK 629568106 $1,913 36,500 X 02 36,500
NABORS INDUSTRIES
INC COMMON STOCK 629568106 $1,944 37,100 X 37,100
NAT'L SEMICONDUCTOR
CORP COMMON STOCK 637640103 $2,652 65,900 X 06 ,08 ,17 ,08 ,15 65,900
NATIONAL CITY CORP COMMON STOCK 635405103 $303 13,700 X 17 13,700
NATIONAL COMMERCE
BANCORP COMMON STOCK 635449101 $409 20,490 X 08 ,08 ,02 20,490
NATIONAL DATA COMMON STOCK 635621105 $2,789 85,000 X 02 85,000
NATIONAL FUEL GAS
CO. COMMON STOCK 636180101 $202 3,600 X 02 3,600
NATIONAL-OILWELL
INC. COMMON STOCK 637071101 $4,058 129,852 X 11 ,15 ,11 129,852
</TABLE>
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<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATURAL MICROSYS
CORP COMMON STOCK 638882100 $2,475 46,000 X 11 ,07 ,15 46,000
NBTY, INC. COMMON STOCK 628782104 $925 141,600 X 02 141,600
NCO GROUP INC. COMMON STOCK 628858102 $583 49,100 X 02 ,02 49,100
NEIMAN MARCUS
GROUP, INC. COMMON STOCK 640204202 $204 6,300 X 06 ,02 6,300
NEOSE TECHNOLOGIES
INC. COMMON STOCK 640522108 $2,970 61,400 X 15 ,07 61,400
NETIQ CORP COMMON STOCK 64115P102 $414 6,300 X 05 ,07 6,300
NETRO CORP COMMON STOCK 64114R109 $2,240 37,800 X 07 ,15 ,05 37,800
NETWORK APPLIANCE
INC. COMMON STOCK 64120L104 $1,473 11,562 X 17 11,562
NETWORK APPLIANCE
INC. COMMON STOCK 64120L104 $3,617 28,400 X 28,400
NETWORK ASSOCIATES COMMON STOCK 640938106 $321 14,200 X 06 ,02 ,08 ,08 14,200
NETWORK ENGINES INC COMMON STOCK 64121A107 $225 5,500 X 11 5,500
NEW ERA OF NETWORKS
INC COMMON STOCK 644312100 $959 39,400 X 39,400
NEW JERSEY
RESOURCES CORP COMMON STOCK 646025106 $1,528 37,600 X 37,600
NEW YORK TIMES CO COMMON STOCK 650111107 $731 18,600 X 08 ,17 ,01 ,08 18,600
NEWELL RUBBERMAID COMMON STOCK 651229106 $670 29,351 X 17 ,01 29,351
NEWFIELD
EXPLORATION CO. COMMON STOCK 651290108 $350 7,500 X 05 7,500
NEWFIELD
EXPLORATION CO. COMMON STOCK 651290108 $1,536 32,900 X 32,900
NEWPARK RESOURCES
INC COMMON STOCK 651718504 $2,603 281,400 X 02 281,400
NEWPORT CORP. COMMON STOCK 651824104 $6,498 40,800 X 15 40,800
NEWPORT CORP. COMMON STOCK 651824104 $4,284 26,900 X 26,900
NEWPORT NEWS
SHIPBUILDING COMMON STOCK 652228107 $6,272 144,600 X 11 ,02 ,02 144,600
NEXT LEVEL
COMMUNICATIONS COMMON STOCK 65333U104 $1,739 26,300 X 15 26,300
NEXTEL
COMMUNICATIONS COMMON STOCK 65332V103 $1,276 27,300 X 17 ,01 27,300
NEXTLINK COMM.,
PFD. PREFERRED STOCK 65333H863 $463 2,800 X 03 2,800
NIKE, INC., CLASS B COMMON STOCK 654106103 $393 9,800 X 08 ,17 ,06 9,800
NISOURCE, INC. COMMON STOCK 65473P105 $302 12,410 X 08 ,02 ,08 12,410
NOBLE AFFILIATES
INC COMMON STOCK 654894104 $3,386 91,200 X 02 ,02 91,200
NOBLE AFFILIATES
INC COMMON STOCK 654894104 $1,288 34,700 X 34,700
NOBLE DRILLING CORP COMMON STOCK 655042109 $6,372 126,800 X 06 ,02 ,15 126,800
NOKIA CORP. ADR ADR 654902204 $689 17,300 X 03 17,300
NOKIA CORP. ADR ADR 654902204 $29,015 728,800 X 728,800
NORFOLK SOUTHERN
CORP COMMON STOCK 655844108 $443 30,300 X 08 ,08 ,17 ,01 30,300
NORTEL NETWORKS
CORP. ADR ADR 656568102 $8,291 139,197 X 08 ,08 ,08 139,197
NORTEL NETWORKS
CORP. ADR ADR 656568102 $91,143 1,530,200 X 1,530,200
NORTH FORK
BANCORP., INC. COMMON STOCK 659424105 $1,788 82,700 X 08 ,08 ,02 ,11 82,700
NORTHEAST UTILITIES COMMON STOCK 664397106 $293 13,500 X 02 13,500
NORTHERN TRUST CORP COMMON STOCK 665859104 $1,973 22,200 X 15 ,17 22,200
NOVA CORP/GEORGIA COMMON STOCK 669784100 $858 50,100 X 50,100
NOVELL INC. COMMON STOCK 670006105 $113 11,400 X 08 ,17 11,400
NOVELLUS SYSTEMS COMMON STOCK 670008101 $1,658 35,600 X 17 ,15 ,06 35,600
NOVEN
PHARMACEUTICALS
INC COMMON STOCK 670009109 $543 12,700 X 07 ,11 12,700
NPS PHARMACEUTICALS COMMON STOCK 62936P103 $996 17,600 X 15 17,600
NUEVO GRUPO
IUSACELL ADR ADR 2444178 $119 10,000 X 10,000
NUI CORP. COMMON STOCK 629430109 $453 15,000 X 11 15,000
NVIDIA CORP COMMON STOCK 67066G104 $532 6,500 X 06 ,02 6,500
NVIDIA CORP COMMON STOCK 67066G104 $5,625 68,700 X 68,700
OAK TECHNOLOGY,
INC. COMMON STOCK 671802106 $6,261 228,700 X 07 ,11 ,15 228,700
OAKLEY INC COMMON STOCK 673662102 $232 13,200 X 11 13,200
OCEAN ENERGY INC COMMON STOCK 67481E106 $2,322 150,400 X 02 ,02 150,400
OCEANEERING
INTERNATIONAL COMMON STOCK 675232102 $3,039 182,800 X 11 ,02 182,800
OCEANFIRST
FINANCIAL CORP COMMON STOCK 675234108 $950 45,800 X 11 45,800
OFFICE DEPOT COMMON STOCK 676220106 $597 76,400 X 17 ,15 76,400
OFFICEMAX INC. COMMON STOCK 67622M108 $1,496 420,000 X 02 ,02 420,000
OFFSHORE LOGISTICS COMMON STOCK 676255102 $2,692 150,600 X 11 ,02 150,600
OFFSHORE LOGISTICS COMMON STOCK 676255102 $812 45,400 X 45,400
OLD REPUBLIC INTL
CORP COMMON STOCK 680223104 $255 10,600 X 02 10,600
OLD REPUBLIC INTL
CORP COMMON STOCK 680223104 $2,202 91,500 X 91,500
OLIN CORP COMMON STOCK 680665205 $2,635 162,800 X 02 162,800
OLIN CORP COMMON STOCK 680665205 $1,955 120,800 X 120,800
OM GROUP COMMON STOCK 670872100 $1,745 40,000 X 02 40,000
OMNICARE, INC. COMMON STOCK 681904108 $992 61,500 X 02 ,15 61,500
OMNICOM GROUP COMMON STOCK 681919106 $416 5,700 X 06 ,17 5,700
OPNET TECHNOLOGIES
INC. COMMON STOCK 683757108 $2,117 58,000 X 15 58,000
ORACLE CORPORATION COMMON STOCK 68389X105 $7,572 96,158 X 06 ,17 96,158
ORACLE CORPORATION COMMON STOCK 68389X105 $93,051 1,181,600 X 1,181,600
ORBOTECH LTD COMMON STOCK M75253100 $525 9,600 X 9,600
OSHKOSH TRUCK CORP. COMMON STOCK 688239201 $1,709 44,100 X 44,100
OSI PHARMACEUTICALS
INC COMMON STOCK 671040103 $3,346 47,800 X 11 ,15 47,800
OSICOM TECHNOLOGIES COMMON STOCK 688271501 $290 11,700 X 11 11,700
OUTBACK STEAK HOUSE COMMON STOCK 689899102 $1,641 60,500 X 02 ,02 60,500
OWENS & MINOR, INC. COMMON STOCK 690732102 $662 42,000 X 42,000
OXFORD HEALTH COMMON STOCK 691471106 $538 17,500 X 10 ,02 17,500
PACIFIC GULF
PROPERTIES COMMON STOCK 694396102 $2,276 85,100 X 85,100
PACIFIC SUNWEAR OF
CALIF. COMMON STOCK 694873100 $3,587 191,300 X 02 191,300
PACKETEER INC COMMON STOCK 695210104 $607 16,000 X 16,000
PAINE WEBBER GROUP
INC. COMMON STOCK 695629105 $225 3,300 X 17 3,300
PALM INC. COMMON STOCK 696642107 $944 17,826 X 17 17,826
PALM INC. COMMON STOCK 696642107 $7,941 150,000 X 150,000
PAPA JOHNS
INTERNATIONAL COMMON STOCK 698813102 $1,835 73,200 X 02 ,02 73,200
PARAMETRIC
TECHNOLOGY COMMON STOCK 699173100 $4,106 375,400 X 02 ,08 ,08 ,17 375,400
PARK PLACE
ENTERTAINMENT COMMON STOCK 700690100 $411 27,200 X 02 27,200
PARKER DRILLING CO. COMMON STOCK 701081101 $1,806 258,000 X 02 258,000
PARKER DRILLING CO. COMMON STOCK 701081101 $809 115,600 X 115,600
PARTNERRE LTD. COMMON STOCK G6852T105 $2,576 54,300 X 15 ,11 54,300
PATTERSON DENTAL
CO. COMMON STOCK 703412106 $1,868 83,000 X 11 83,000
PATTERSON ENERGY COMMON STOCK 703414102 $2,008 58,400 X 07 ,15 ,11 58,400
PAYCHEX COMMON STOCK 704326107 $503 9,575 X 17 9,575
PAYLESS SHOESOURCE COMMON STOCK 704379106 $2,671 47,700 X 02 ,07 ,11 47,700
PE BIOSYSTEMS GROUP COMMON STOCK 69332S102 $5,988 51,400 X 08 ,06 ,17 ,15 51,400
PE BIOSYSTEMS GROUP COMMON STOCK 69332S102 $384 3,300 X 3,300
PE-CORP CELERA COMMON STOCK 69332S201 $5,230 52,500 X 15 52,500
PECO ENERGY CORP COMMON STOCK 693304107 $315 5,200 X 01 ,17 5,200
PECO II, INC. COMMON STOCK 705221109 $1,156 24,700 X 24,700
PEGASUS SYSTEMS
INC. COMMON STOCK 705906105 $217 11,100 X 11,100
PENTAIR INC COMMON STOCK 709631105 $1,939 72,500 X 02 ,01 ,02 72,500
PEOPLESOFT, INC. COMMON STOCK 712713106 $1,715 61,400 X 17 ,15 61,400
PEPSI BOTTLING
GROUP INC. COMMON STOCK 713409100 $219 7,300 X 06 7,300
PEPSICO
INCORPORATED COMMON STOCK 713448108 $1,914 41,600 X 06 ,17 41,600
PEPSICO
INCORPORATED COMMON STOCK 713448108 $122,576 2,664,700 X 2,664,700
PEREGRINE SYSTEMS,
INC. COMMON STOCK 71366Q101 $1,610 85,000 X 15 85,000
PEROT SYSTEMS CORP
- A COMMON STOCK 714265105 $963 89,600 X 02 89,600
PETSMART COMMON STOCK 716768106 $1,369 292,000 X 15 292,000
PFIZER COMMON STOCK 717081103 $11,187 248,950 X 08 ,06 248,950
PFIZER COMMON STOCK 717081103 $258,623 5,755,175 X 5,755,175
PG & E CORP COMMON STOCK 69331C108 $319 13,200 X 08 ,17 ,08 13,200
</TABLE>
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<PAGE> 13
<TABLE>
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PHARMACEUTICAL PROD
DEV COMMON STOCK 717124101 $1,461 55,000 X 55,000
PHARMACIA CORP. COMMON STOCK 71713U102 $4,671 77,613 X 08 ,17 77,613
PHARMACIA CORP. COMMON STOCK 71713U102 $43,701 726,086 X 726,086
PHARMACYCLICS, INC. COMMON STOCK 716933106 $275 5,550 X 11 5,550
PHILIP MORRIS, INC. COMMON STOCK 718154107 $4,227 143,591 X 08 ,17 ,08 ,08 143,591
PHILLIPS PETROLEUM
CO COMMON STOCK 718507106 $370 5,900 X 17 5,900
PHOTON DYNAMICS,
INC COMMON STOCK 719364101 $419 11,100 X 11 ,07 11,100
PHYSIOMETRIX COMMON STOCK 718928104 $1,794 81,100 X 15 ,11 81,100
PIER ONE IMPORTS COMMON STOCK 720279108 $2,848 210,000 X 15 210,000
PINNACLE HOLDINGS COMMON STOCK 72346N101 $306 11,500 X 11 11,500
PITNEY BOWES INC. COMMON STOCK 724479100 $260 6,600 X 17 6,600
PLEXUS CORP. COMMON STOCK 729132100 $5,718 81,100 X 07 ,15 ,10 ,02 81,100
PLX TECHNOLOGY COMMON STOCK 693417107 $2,419 90,000 X 02 90,000
PMC - SIERRA INC. COMMON STOCK 69344F106 $3,627 16,850 X 18 16,850
PMC - SIERRA INC. COMMON STOCK 69344F106 $1,141 5,300 X 5,300
PMI GROUP INC. COMMON STOCK 69344M101 $271 4,000 X 02 4,000
PNC FINACIAL
SERVICES COMMON STOCK 693475105 $1,495 23,000 X 08 ,17 ,08 ,01 23,000
POLAROID CORP COMMON STOCK 731095105 $1,963 146,100 X 17 ,02 146,100
POLSKI KONCERN GDR ADR 5811906 $95 12,000 X 12,000
POLYCOM INC COMMON STOCK 73172K104 $6,998 104,500 X 15 ,02 ,05 104,500
POLYMEDICA CORP. COMMON STOCK 731738100 $510 11,900 X 07 11,900
POLYMEDICA CORP. COMMON STOCK 731738100 $986 23,000 X 23,000
POLYONE CORPORATION COMMON STOCK 73179P106 $3,824 522,900 X 02 522,900
POPE & TALBOT, INC. COMMON STOCK 732827100 $146 10,200 X 07 10,200
POTOMAC ELECTRIC
POWER COMMON STOCK 737679100 $259 10,300 X 02 10,300
POWER INTEGRATIONS COMMON STOCK 739276103 $328 23,500 X 11 ,05 23,500
POWER-ONE INC. COMMON STOCK 739308104 $1,107 18,300 X 15 ,06 18,300
POWERWAVE TECH.,
INC. COMMON STOCK 739363109 $213 5,600 X 02 5,600
PPG INDUSTRIES INC COMMON STOCK 693506107 $298 7,500 X 08 ,08 ,17 7,500
PRAXAIR INC COMMON STOCK 74005P104 $333 8,900 X 08 ,08 ,06 ,17 8,900
PRECISE SOFTWARE COMMON STOCK M41450103 $285 6,600 X 10 6,600
PRECISION CASTPARTS COMMON STOCK 740189105 $583 15,200 X 02 ,07 ,10 15,200
PRECISION DRILLING
CORP COMMON STOCK 74022D100 $239 6,700 X 11 6,700
PREDICTIVE SYSTEMS
INC. COMMON STOCK 74036W102 $294 15,200 X 05 15,200
PRENTISS PROPERTIES COMMON STOCK 740706106 $2,435 93,200 X 93,200
PRI AUTOMATION COMMON STOCK 69357H106 $1,588 87,000 X 02 87,000
PRIDE INTL INC. COMMON STOCK 741932107 $1,450 54,700 X 11 54,700
PRIDE INTL INC. COMMON STOCK 741932107 $920 34,700 X 34,700
PRIME HOSPITALITY
CORP. COMMON STOCK 741917108 $473 46,700 X 11 46,700
PRIMEX TECHNOLOGIES
INC COMMON STOCK 741597108 $1,523 52,400 X 11 52,400
PRIMUS KNOWLEDGE
SOL. COMMON STOCK 74163Q100 $154 10,400 X 11 10,400
PRIORITY HEALTHCARE COMMON STOCK 74264T102 $1,289 16,900 X 07 ,15 16,900
PROCTER & GAMBLE
CO. COMMON STOCK 742718109 $2,789 41,629 X 08 ,17 ,08 41,629
PROFIT RECOVERY
GROUP COMMON STOCK 743168106 $2,601 263,400 X 02 263,400
PROSOFTTRAINING.COM COMMON STOCK 743477101 $1,689 118,500 X 10 ,15 118,500
PROTEIN DESIGN LABS COMMON STOCK 74369L103 $3,133 26,000 X 15 26,000
PROTON ENERGY
SYSTEMS COMMON STOCK 74371K101 $286 10,000 X 10,000
PROVIDIAN FINANCIAL COMMON STOCK 74406A102 $673 5,300 X 08 ,17 5,300
PROVIDIAN FINANCIAL COMMON STOCK 74406A102 $64,745 509,800 X 509,800
PROVINCE HEALTHCARE COMMON STOCK 743977100 $240 6,000 X 10 6,000
PROXICOM INC. COMMON STOCK 744282104 $269 13,800 X 05 13,800
PROXIM, INC. COMMON STOCK 744284100 $418 9,400 X 11 ,10 9,400
PUB SERVICE NEW
MEXICO COMMON STOCK 744499104 $313 12,100 X 07 ,02 12,100
PUBLIC SERVICE ENT COMMON STOCK 744573106 $317 7,100 X 17 ,08 ,08 7,100
PULTE CORP COMMON STOCK 745867101 $251 7,600 X 17 ,07 7,600
PULTE CORP COMMON STOCK 745867101 $561 17,000 X 17,000
PURCHASEPRO.COM COMMON STOCK 746144104 $923 10,500 X 07 ,11 10,500
QLOGIC CORP. COMMON STOCK 747277101 $766 8,700 X 02 ,06 8,700
QLT
PHOTOTHERAPEUTICS
INC COMMON STOCK 746927102 $1,418 20,000 X 15 20,000
QUAKER OATS CO COMMON STOCK 747402105 $1,195 15,100 X 17 ,03 15,100
QUAKER OATS CO COMMON STOCK 747402105 $127,098 1,606,300 X 1,606,300
QUALCOMM, INC. COMMON STOCK 747525103 $1,518 21,300 X 08 ,08 ,06 ,17 21,300
QUANTUM CORP-DLT &
STORAG COMMON STOCK 747906204 $6,814 452,400 X 08 ,08 ,02 ,02 452,400
QUANTUM CORP-HARD
DISK DR COMMON STOCK 747906303 $3,298 331,900 X 02 331,900
QUEENS COUNTY
BANCORP INC COMMON STOCK 748242104 $762 26,400 X 11 26,400
QUEST DIAGNOSTICS COMMON STOCK 74834L100 $1,113 9,700 X 06 ,10 ,02 9,700
QUEST SOFTWARE COMMON STOCK 74834T103 $1,950 31,400 X 31,400
QUESTAR CORPORATION COMMON STOCK 748356102 $203 7,300 X 02 7,300
QUESTAR CORPORATION COMMON STOCK 748356102 $2,845 102,300 X 102,300
QUIKSILVER, INC. COMMON STOCK 74838C106 $2,606 135,400 X 02 135,400
QWEST
COMMUNICATIONS
INTL COMMON STOCK 749121109 $2,700 56,183 X 17 ,08 ,08 56,183
QWEST
COMMUNICATIONS
INTL COMMON STOCK 749121109 $39,738 826,800 X 826,800
R&B FALCON CORP COMMON STOCK 74912E101 $781 28,000 X 28,000
R. H. DONNELLEY
CORP. COMMON STOCK 74955W307 $1,502 71,100 X 71,100
R.R. DONNELLEY &
SONS COMMON STOCK 257867101 $1,218 49,600 X 49,600
RADIAN GROUP INC. COMMON STOCK 750236101 $2,025 30,000 X 15 30,000
RADIAN GROUP INC. COMMON STOCK 750236101 $1,688 25,000 X 25,000
RADIANT SYSTEMS
INC. COMMON STOCK 75025N102 $206 9,650 X 05 9,650
RADIOSHACK CORP COMMON STOCK 750438103 $5,739 88,800 X 15 ,17 88,800
RADVISION LTD. ADR M81869105 $355 12,600 X 10 12,600
RAINBOW TECH. INC. COMMON STOCK 750862104 $488 13,800 X 07 ,11 13,800
RALSTON PURINA COMMON STOCK 751277302 $272 11,500 X 06 ,17 11,500
RALSTON PURINA COMMON STOCK 751277302 $52,371 2,210,900 X 2,210,900
RATIONAL SOFTWARE
CORP. COMMON STOCK 75409P202 $1,283 18,500 X 06 18,500
RATIONAL SOFTWARE
CORP. COMMON STOCK 75409P202 $6,410 92,400 X 92,400
RAYMOND JAMES
FINANCIAL, COMMON STOCK 754730109 $1,466 44,500 X 15 44,500
RAYOVAC CORP. COMMON STOCK 755081106 $1,182 69,000 X 02 69,000
RAYTHEON CO-CLASS B COMMON STOCK 755111408 $213 7,500 X 17 7,500
READ RITE COMMON STOCK 755246105 $468 41,600 X 10 41,600
READERS DIGEST COMMON STOCK 755267101 $335 9,500 X 02 9,500
REDBACK NETWORKS COMMON STOCK 757209101 $1,410 8,600 X 06 ,18 ,15 8,600
REEBOK
INTERNATIONAL LTD COMMON STOCK 758110100 $2,451 130,300 X 17 ,02 130,300
REEBOK
INTERNATIONAL LTD COMMON STOCK 758110100 $1,567 83,300 X 83,300
REGENERATION
TECHNOLOGIES COMMON STOCK 75886N100 $100 12,100 X 10 12,100
REGENT
COMMUNICATIONS COMMON STOCK 758865109 $198 35,600 X 10 35,600
REGIS CORP. COMMON STOCK 758932107 $2,163 144,200 X 02 144,200
REINSURANCE GROUP
OF AMER COMMON STOCK 759351109 $325 9,500 X 05 9,500
RELIANCE STEEL &
ALUMINUM COMMON STOCK 759509102 $1,658 78,700 X 02 ,05 78,700
RELIANT ENERGY INC. COMMON STOCK 75952J108 $353 7,600 X 17 7,600
RELIANT ENERGY PREF PREFERRED STOCK 75952J207 $1,085 14,200 X 03 14,200
REMEC INC. COMMON STOCK 759543101 $2,710 92,050 X 15 ,11 92,050
REMEDY CORP COMMON STOCK 759548100 $1,253 66,400 X 02 66,400
RENAISSANCER
HOLDINGS COMMON STOCK G7496G103 $3,517 55,000 X 02 55,000
RENAL CARE GROUP,
INC. COMMON STOCK 759930100 $205 11,000 X 05 11,000
RESEARCH IN MOTION
LTD COMMON STOCK 760975102 $1,281 13,000 X 15 13,000
</TABLE>
Page 10
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RESPIRONICS INC. COMMON STOCK 761230101 $561 33,600 X 11 33,600
RESPIRONICS INC. COMMON STOCK 761230101 $190 11,400 X 11,400
RF MICRO DEVICES
INC COMMON STOCK 749941100 $223 7,100 X 03 ,06 7,100
RJ REYNOLDS TOBACCO
HLDGS COMMON STOCK 76182K105 $297 9,200 X 02 9,200
ROBERT HALF INTL COMMON STOCK 770323103 $749 21,600 X 02 ,06 21,600
ROHM & HAAS CO. COMMON STOCK 775371107 $267 9,175 X 08 ,17 9,175
ROHM & HAAS CO. COMMON STOCK 775371107 $16,006 550,758 X 550,758
ROPER INDUSTRIES
INC. COMMON STOCK 776696106 $4,245 127,900 X 11 ,02 127,900
ROSS STORES, INC. COMMON STOCK 778296103 $1,603 111,500 X 02 ,02 111,500
ROWAN COS. INC. COMMON STOCK 779382100 $336 11,600 X 10 ,17 11,600
ROYAL DUTCH PETRO
ADR ADR 780257804 $4,015 66,988 X 17 ,08 ,08 66,988
ROYAL GROUP TECH
ADR ADR 779915107 $666 33,300 X 15 33,300
RSA SECURITY INC. COMMON STOCK 749719100 $1,997 46,300 X 02 ,06 ,05 46,300
RUDDICK CORP. COMMON STOCK 781258108 $1,210 87,200 X 02 ,11 87,200
RUDDICK CORP. COMMON STOCK 781258108 $198 14,300 X 14,300
RUSSELL CORP. COMMON STOCK 782352108 $322 20,300 X 17 ,02 20,300
RUSSELL CORP. COMMON STOCK 782352108 $978 61,600 X 61,600
S3 INCORPORATED COMMON STOCK 784849101 $2,811 272,600 X 02 272,600
SAFEWAY INC. COMMON STOCK 786514208 $770 16,500 X 08 ,08 ,17 16,500
SAINT JUDE MED INC COMMON STOCK 790849103 $887 17,400 X 08 ,01 17,400
SAINT JUDE MED INC COMMON STOCK 790849103 $40,091 786,100 X 786,100
SAKS INCORPORATED COMMON STOCK 79377W108 $126 12,800 X 02 12,800
SALTON INC. COMMON STOCK 795757103 $210 6,500 X 07 6,500
SAMSUNG ELEC GDR
N/V COMMON STOCK 4773096 $400 8,400 X 8,400
SANDISK CORP COMMON STOCK 80004C101 $4,345 65,100 X 15 ,06 65,100
SANMINA CORP. COMMON STOCK 800907107 $3,000 32,048 X 06 ,17 ,15 32,048
SANMINA CORP. COMMON STOCK 800907107 $13,295 142,000 X 142,000
SANTA FE INTERN. COMMON STOCK G7805C108 $1,861 41,300 X 41,300
SAPIENT CORPORATION COMMON STOCK 803062108 $3,629 89,200 X 89,200
SARA LEE, CORP. COMMON STOCK 803111103 $993 48,900 X 17 ,01 48,900
SBA COMMUNICATIONS
CORP. COMMON STOCK 78388J106 $289 6,900 X 11 ,10 6,900
SBC COMM INC COMMON STOCK 78387G103 $5,987 119,741 X 08 ,17 119,741
SBC COMM INC COMMON STOCK 78387G103 $57,545 1,150,900 X 1,150,900
SBS TECHNOLOGIES
INC. COMMON STOCK 78387P103 $916 39,400 X 11 39,400
SCANA CORP COMMON STOCK 80589M102 $293 9,500 X 02 9,500
SCANA CORP COMMON STOCK 80589M102 $3,023 97,900 X 97,900
SCHERING PLOUGH COMMON STOCK 806605101 $3,664 78,800 X 08 ,06 ,08 78,800
SCHERING PLOUGH COMMON STOCK 806605101 $169,767 3,650,900 X 3,650,900
SCHLUMBERGER LTD. COMMON STOCK 806857108 $1,128 13,700 X 17 13,700
SCHLUMBERGER LTD. COMMON STOCK 806857108 $32,588 395,900 X 395,900
SCHOOL SPECIALTY
INC. COMMON STOCK 807863105 $1,147 53,800 X 02 53,800
SCHWAB (CHARLES)
CORP. COMMON STOCK 808513105 $1,564 44,050 X 08 ,06 ,17 ,08 44,050
SCI SYSTEMS INC COMMON STOCK 783890106 $923 22,500 X 02 ,11 22,500
SCIENTIFIC-ATLANTA
INC COMMON STOCK 808655104 $5,147 80,900 X 17 ,15 80,900
SCIENTIFIC-ATLANTA
INC COMMON STOCK 808655104 $27,518 432,500 X 432,500
SCOR ADR ADR 80917Q106 $591 13,700 X 09 13,700
SCOTTISH HOLDINGS COMMON STOCK G7885T104 $428 46,300 X 11 46,300
SCUQUEST.COM INC. COMMON STOCK 80908Q107 $138 20,000 X 05 20,000
SDL INC. COMMON STOCK 784076101 $340 1,100 X 15 1,100
SDL INC. COMMON STOCK 784076101 $955 3,100 X 3,100
SEACOR HOLDINGS INC COMMON STOCK 811904101 $205 4,400 X 4,400
SEAGATE TECH INC. COMMON STOCK 811804103 $568 8,238 X 08 ,17 ,08 8,238
SEAGRAM CO LTD COMMON STOCK 811850106 $762 13,265 X 08 ,08 ,08 ,17 13,265
SEAGRAM CO LTD ACES PREFERRED STOCK 811850205 $1,470 28,200 X 08 28,200
SEALED AIR CORP. COMMON STOCK 81211K100 $41,675 921,000 X 921,000
SEARS ROEBUCK COMMON STOCK 812387108 $794 24,500 X 08 ,08 ,17 ,06 24,500
SEI CORP COMMON STOCK 784117103 $340 4,800 X 02 4,800
SELECTICA INC. COMMON STOCK 816288104 $698 17,500 X 05 17,500
SEMTECH CORP. COMMON STOCK 816850101 $259 6,000 X 02 6,000
SENSORMATIC
ELECTRONICS COMMON STOCK 817265101 $888 59,200 X 02 ,02 59,200
SENSORMATIC
ELECTRONICS COMMON STOCK 817265101 $1,298 86,500 X 86,500
SEPRACOR, INC. COMMON STOCK 817315104 $6,073 49,500 X 06 ,02 ,15 49,500
SEPRACOR, INC. COMMON STOCK 817315104 $12,183 99,300 X 99,300
SERENA SOFTWARE
INC. COMMON STOCK 817492101 $419 9,100 X 05 ,07 ,11 9,100
SHAW GROUP INC COMMON STOCK 820280105 $1,163 16,500 X 07 ,15 16,500
SHAW INDUSTRY COMMON STOCK 820286102 $213 11,500 X 02 11,500
SHINHAN BANK GDR ADR 5664036 $202 9,000 X 9,000
SHOPKO STORES, INC. COMMON STOCK 824911101 $1,427 137,500 X 07 ,11 ,02 137,500
SIEBEL SYSTEMS COMMON STOCK 826170102 $1,863 16,740 X 08 ,18 ,06 ,08 16,740
SIEBEL SYSTEMS COMMON STOCK 826170102 $18,901 169,800 X 169,800
SIGNALSOFT CORP. COMMON STOCK 82668M102 $240 5,900 X 10 5,900
SIGNET GROUP ADR ADR 82668L872 $1,520 64,700 X 09 64,700
SILICON GRAPHICS COMMON STOCK 827056102 $238 57,600 X 05 57,600
SILICON VALLEY
BANCSHARES COMMON STOCK 827064106 $2,195 37,700 X 05 ,07 ,15 37,700
SILICONWARE
PRECISION ADR ADR 2577502 $67 13,600 X 13,600
SIMON PROPERTY
GROUP INC. COMMON STOCK 828806109 $1,397 59,600 X 59,600
SIMPSON
MANUFACTURING COMMON STOCK 829073105 $1,050 23,500 X 11 23,500
SIPEX CORPORATION COMMON STOCK 829909100 $337 8,000 X 11 8,000
SIRIUS SATELLITE
RADIO COMMON STOCK 82966U103 $328 6,200 X 07 ,10 6,200
SIX FLAGS INC COMMON STOCK 83001P109 $4,250 274,200 X 02 ,02 274,200
SK TELECOM CO LTD -
ADR ADR 2495648 $323 12,600 X 12,600
SL GREEN REALTY
CORP. COMMON STOCK 78440X101 $208 7,400 X 07 7,400
SMARTFORCE PLC-ADR ADR 83170A206 $971 20,500 X 15 20,500
SMITH INTERNATIONAL COMMON STOCK 832110100 $375 4,600 X 02 4,600
SMITHFIELD FOODS
INC COMMON STOCK 832248108 $2,297 87,500 X 02 87,500
SMTC CORP. COMMON STOCK 832682108 $428 19,900 X 11 19,900
SMURFIT - STONE
CONT CORP COMMON STOCK 832727101 $1,108 92,300 X 08 ,08 ,02 92,300
SNAP-ON INC COMMON STOCK 833034101 $443 18,800 X 17 ,02 18,800
SOLECTRON CORP. COMMON STOCK 834182107 $664 14,400 X 17 14,400
SOLECTRON CORP. COMMON STOCK 834182107 $21,697 470,400 X 470,400
SONICWALL, INC. COMMON STOCK 835470105 $299 10,500 X 07 ,10 10,500
SOUTHDOWN, INC. COMMON STOCK 841297104 $1,218 17,100 X 01 ,02 17,100
SOUTHDOWN, INC. COMMON STOCK 841297104 $2,116 29,700 X 29,700
SOUTHERN COMPANY COMMON STOCK 842587107 $542 16,700 X 17 16,700
SOUTHTRUST CORP. COMMON STOCK 844730101 $217 6,900 X 08 ,08 ,17 6,900
SOUTHWEST AIRLINES COMMON STOCK 844741108 $332 13,695 X 08 ,08 ,17 13,695
SOUTHWEST AIRLINES COMMON STOCK 844741108 $21,578 889,800 X 889,800
SOUTHWEST BANCORP COMMON STOCK 84476R109 $1,533 46,900 X 07 ,15 46,900
SOVEREIGN BANK COMMON STOCK 845905108 $206 22,294 X 08 22,294
SOVEREIGN BANK COMMON STOCK 845905108 $1,815 196,200 X 196,200
SPEECHWORKS INTL COMMON STOCK 84764M101 $651 10,500 X 05 ,15 10,500
SPHERION CORP COMMON STOCK 848420105 $1,310 109,700 X 02 109,700
SPINNAKER
EXPLORATION CO. COMMON STOCK 84855W109 $345 9,900 X 10 9,900
SPRINGS INDUSTRIES
INC COMMON STOCK 851783100 $775 27,500 X 27,500
SPRINT CORP COMMON STOCK 852061100 $1,026 35,000 X 08 ,08 ,01 ,17 35,000
</TABLE>
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<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPRINT CORP. (PCS
GROUP) COMMON STOCK 852061506 $915 26,100 X 08 ,08 ,17 26,100
SPRINT CORP. (PCS
GROUP) COMMON STOCK 852061506 $26,732 762,400 X 762,400
SPX CORP. COMMON STOCK 784635104 $412 2,900 X 02 2,900
ST PAUL COMPANIES COMMON STOCK 792860108 $296 6,000 X 17 6,000
STAAR SURGICAL CO. COMMON STOCK 852312305 $289 16,700 X 05 16,700
STANCORP FINANCIAL
GROUP COMMON STOCK 852891100 $2,261 52,900 X 52,900
STANDARD PACIFIC
CORP. COMMON STOCK 85375C101 $187 10,400 X 07 10,400
STAPLES COMMON STOCK 855030102 $179 12,600 X 17 12,600
STARBUCKS CORP COMMON STOCK 855244109 $200 5,000 X 17 5,000
STATE STREET CORP. COMMON STOCK 857477103 $520 4,000 X 17 4,000
STATION CASINOS
INC. COMMON STOCK 857689103 $2,467 173,100 X 07 ,02 173,100
STERLING BANCSHARES COMMON STOCK 858907108 $1,089 71,425 X 07 ,11 71,425
STET HELLAS TELECOM
ADR ADR 2248336 $179 12,000 X 12,000
STEWART & STEVENSON
SVCS COMMON STOCK 860342104 $289 16,600 X 07 16,600
STEWART & STEVENSON
SVCS COMMON STOCK 860342104 $2,260 129,600 X 129,600
STILWELL FINANCIAL
INC COMMON STOCK 860831106 $257 5,900 X 17 5,900
STRUCTURAL DYNAMICS COMMON STOCK 863555108 $432 26,400 X 02 ,02 26,400
STRYKER CORP COMMON STOCK 863667101 $760 17,700 X 02 17,700
SUIZA CAP TRUST
5.5% CVPF PREFERRED STOCK 86507G408 $391 9,800 X 03 9,800
SUIZA FOODS COMMON STOCK 865077101 $1,196 23,600 X 07 ,02 ,15 23,600
SUN MICROSYSTEMS COMMON STOCK 866810104 $10,980 94,050 X 08 ,06 ,17 94,050
SUN MICROSYSTEMS COMMON STOCK 866810104 $119,018 1,019,400 X 1,019,400
SUNGARD DATA
SYSTEMS COMMON STOCK 867363103 $509 11,900 X 02 11,900
SUNGARD DATA
SYSTEMS COMMON STOCK 867363103 $1,961 45,800 X 45,800
SUNGLASS HUT INTL COMMON STOCK 86736F106 $1,481 226,700 X 02 226,700
SUNTRUST BANKS INC COMMON STOCK 867914103 $344 6,900 X 17 6,900
SUPERIOR CONSULTANT
HLDGS COMMON STOCK 868146101 $54 28,000 X 02 28,000
SUPERIOR INDUSTRIES
INC COMMON STOCK 868168105 $324 10,800 X 15 10,800
SUPERIOR INDUSTRIES
INC COMMON STOCK 868168105 $1,512 50,400 X 50,400
SWIFT ENERGY CO COMMON STOCK 870738101 $2,145 51,600 X 11 51,600
SYBASE COMMON STOCK 871130100 $281 12,200 X 02 12,200
SYBASE COMMON STOCK 871130100 $1,994 86,700 X 86,700
SYBRON
INTERNATIONAL COMMON STOCK 87114F106 $228 9,500 X 02 9,500
SYCAMORE NETWORKS,
INC. COMMON STOCK 871206108 $5,691 52,690 X 06 ,15 52,690
SYCAMORE NETWORKS,
INC. COMMON STOCK 871206108 $23,080 213,700 X 213,700
SYMANTEC CORP. COMMON STOCK 871503108 $383 8,700 X 08 ,02 8,700
SYMANTEC CORP. COMMON STOCK 871503108 $1,439 32,700 X 32,700
SYMBOL TECHNOLOGIES
INC COMMON STOCK 871508107 $447 12,450 X 02 12,450
SYNOPSYS COMMON STOCK 871607107 $2,746 72,500 X 02 ,02 ,05 72,500
SYNTROLEUM CORP. COMMON STOCK 871630109 $1,783 87,500 X 15 87,500
SYSCO CORP. COMMON STOCK 871829107 $491 10,600 X 06 ,17 10,600
SYSCO CORP. COMMON STOCK 871829107 $55,617 1,200,900 X 1,200,900
SYSTEMS & COMPUTER
TECH COMMON STOCK 871873105 $3,205 182,500 X 07 ,02 182,500
TAIWAN
SEMICONDUCTOR ADR ADR 2113382 $448 22,000 X 22,000
TAKE-TWO
INTERACTIVE COMMON STOCK 874054109 $253 20,100 X 10 20,100
TALBOTS COMMON STOCK 874161102 $2,776 41,900 X 06 ,15 41,900
TARGET CORP COMMON STOCK 87612E106 $1,712 66,800 X 08 ,08 ,03 66,800
TARGET CORP COMMON STOCK 87612E106 $32,608 1,272,500 X 1,272,500
TCF FINANCIAL CORP COMMON STOCK 872275102 $1,507 40,064 X 02 ,08 ,08 ,15 40,064
TDK CORP-SPONSORED
ADR ADR 872351408 $309 2,400 X 09 2,400
TECH DATA COMMON STOCK 878237106 $291 6,800 X 02 ,06 6,800
TECHNE CORP COMMON STOCK 878377100 $1,904 17,000 X 15 17,000
TECHNITROL, INC. COMMON STOCK 878555101 $2,666 26,400 X 07 ,15 ,11 26,400
TECHNOLOGY
SOLUTIONS CO COMMON STOCK 87872T108 $32 12,800 X 02 12,800
TECO ENERGY INC COMMON STOCK 872375100 $328 11,400 X 02 11,400
TEKTRONIX INC. COMMON STOCK 879131100 $3,441 44,800 X 17 ,15 44,800
TELEKONUMIKACJA GDR ADR 5551611 $107 20,000 X 20,000
TELENORTE LESTE
PART. ADR ADR 2297930 $348 15,200 X 15,200
TELEPHONE & DATA
SYSTEMS COMMON STOCK 879433100 $653 5,900 X 06 ,02 5,900
TELLABS, INC. COMMON STOCK 879664100 $683 14,300 X 08 ,08 ,17 14,300
TENET HEALTHCARE
CORP COMMON STOCK 88033G100 $582 16,000 X 08 ,08 ,17 16,000
TENNECO AUTOMOTIVE
INC. COMMON STOCK 880349105 $62 11,900 X 07 11,900
TERADYNE INC. COMMON STOCK 880770102 $1,540 44,000 X 17 ,06 ,15 44,000
TETRA TECH INC COMMON STOCK 88162G103 $2,885 101,000 X 15 101,000
TEXACO, INC. COMMON STOCK 881694103 $929 17,700 X 17 17,700
TEXACO, INC. COMMON STOCK 881694103 $52,028 991,000 X 991,000
TEXAS INSTRUMENTS COMMON STOCK 882508104 $3,196 67,740 X 08 ,06 67,740
TEXAS INSTRUMENTS COMMON STOCK 882508104 $27,520 583,200 X 583,200
TEXAS REGIONAL
BANCSHARES COMMON STOCK 882673106 $511 18,000 X 11 18,000
THERMO ELECTRON
CORP. COMMON STOCK 883556102 $1,326 51,000 X 17 ,02 51,000
THORATEC LABS CORP. COMMON STOCK 885175307 $1,342 61,000 X 15 61,000
TICKETMASTER ONLINE COMMON STOCK 88633P203 $420 24,800 X 10 24,800
TIDEWATER INC. COMMON STOCK 886423102 $4,363 95,900 X 02 ,02 95,900
TIDEWATER INC. COMMON STOCK 886423102 $1,283 28,200 X 28,200
TIFFANY & CO. COMMON STOCK 886547108 $6,093 158,000 X 06 ,15 ,17 158,000
TIME WARNER INC COMMON STOCK 887315109 $5,744 73,400 X 06 ,08 ,17 ,08 ,08 73,400
TIMKEN CO COMMON STOCK 887389104 $1,131 82,600 X 02 ,17 82,600
TIOGA TECHNOLOGIES
LTD. COMMON STOCK 2603946 $116 14,000 X 14,000
TITAN CORP. COMMON STOCK 888266103 $234 14,200 X 10 ,02 14,200
TITAN INTERNATIONAL
INC COMMON STOCK 88830M102 $1,150 200,000 X 02 200,000
TITAN
PHARMACEUTICAL
INC. COMMON STOCK 888314101 $9,757 150,100 X 05 ,11 ,10 ,15 150,100
TJX COMPANIES INC COMMON STOCK 872540109 $225 10,008 X 08 ,17 ,08 10,008
TOLLGRADE
COMMUNICATIONS COMMON STOCK 889542106 $4,095 29,500 X 02 ,07 ,15 29,500
TOMMY HILFIGER
CORP. COMMON STOCK G8915Z102 $4,060 421,800 X 02 421,800
TOO INC. COMMON STOCK 890333107 $259 10,900 X 10 10,900
TOWER AUTOMOTIVE
INC. COMMON STOCK 891707101 $178 19,000 X 05 19,000
TRANSOCEAN SEDCO
FOREX COMMON STOCK G90078109 $1,853 31,600 X 15 31,600
TRANSOCEAN SEDCO
FOREX COMMON STOCK G90078109 $10,259 175,000 X 175,000
TRANSWITCH CORP. COMMON STOCK 894065101 $4,491 70,450 X 10 ,02 ,02 70,450
TRIAD HOSPITALS
INC. COMMON STOCK 89579K109 $2,485 84,600 X 05 ,11 ,02 84,600
TRIBUNE CO. COMMON STOCK 896047107 $299 6,857 X 17 6,857
TRIBUNE CO. 2%
05/15/29 PREFERRED STOCK 896047305 $357 3,000 X 03 3,000
TRICO MARINE
SERVICES INC COMMON STOCK 896106101 $4,156 261,800 X 15 ,02 261,800
TRIGON HEALTHCARE COMMON STOCK 89618L100 $2,938 55,900 X 02 ,11 55,900
TRIMBLE NAVIGATION COMMON STOCK 896239100 $1,338 59,800 X 02 59,800
TRIQUINT
SEMICONDUCTOR COMMON STOCK 89674K103 $295 8,100 X 02 8,100
TRIQUINT
SEMICONDUCTOR COMMON STOCK 89674K103 $692 19,000 X 19,000
TRUE NORTH
COMMUNICATIONS COMMON STOCK 897844106 $2,445 68,400 X 07 ,02 ,10 68,400
TTM TECHNOLOGIES COMMON STOCK 87305R109 $1,269 54,000 X 54,000
TURNSTONE SYSTEMS,
INC. COMMON STOCK 900423104 $1,840 39,680 X 15 ,18 39,680
TUT SYSTEMS INC. COMMON STOCK 901103101 $2,391 27,700 X 15 ,07 ,10 27,700
TV AZTECA ADR ADR 2089074 $206 16,000 X 16,000
TXU CORP COMMON STOCK 873168108 $412 10,400 X 08 ,08 ,17 10,400
TXU CORP COMMON STOCK 873168108 $14,871 375,300 X 375,300
TXU CORP PREFERRED STOCK 873168207 $479 10,250 X 03 10,250
</TABLE>
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<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TYCO INTERNATIONAL COMMON STOCK 902124106 $4,539 87,494 X 08 ,08 ,17 ,08 87,494
TYCOM LTD COMMON STOCK G9144B106 $20,427 532,300 X 532,300
TYSON FOODS INC.
CLASS A COMMON STOCK 902494103 $204 20,400 X 02 20,400
UBIQUITEL COMMON STOCK 903474302 $458 50,900 X 11 ,10 50,900
UCAR INTERNATIONAL
INC COMMON STOCK 90262K109 $2,312 182,200 X 15 ,02 ,02 182,200
UGI CORP COMMON STOCK 902681105 $204 8,400 X 07 8,400
ULTIMATE
ELECTRONICS INC. COMMON STOCK 903849107 $531 12,900 X 10 12,900
ULTRAMAR DIAMOND COMMON STOCK 904000106 $200 7,900 X 02 7,900
ULTRATECH STEPPER
INC COMMON STOCK 904034105 $177 11,000 X 02 ,07 11,000
UNICOM CORP COMMON STOCK 904911104 $270 4,800 X 17 4,800
UNILEVER NV ADR ADR 904784709 $1,022 21,190 X 08 ,08 ,17 21,190
UNION PAC CAP TRUST PREFERRED STOCK 907824403 $283 7,000 X 03 7,000
UNION PAC CORP COMMON STOCK 907818108 $347 8,938 X 08 ,08 ,17 8,938
UNIT CORP. COMMON STOCK 909218109 $3,614 245,000 X 11 ,02 245,000
UNITED RENTALS INC COMMON STOCK 911363109 $2,745 113,800 X 113,800
UNITED STATIONERS
INC. COMMON STOCK 913004107 $2,172 80,800 X 11 80,800
UNITED STATIONERS
INC. COMMON STOCK 913004107 $1,760 65,500 X 65,500
UNITED TECHNOLOGIES
CORP COMMON STOCK 913017109 $824 11,900 X 17 11,900
UNITED THERAPEUTICS
CORP COMMON STOCK 91307C102 $411 4,700 X 07 ,10 4,700
UNITEDHEALTH GROUP
INC COMMON STOCK 91324P102 $997 10,100 X 17 ,01 10,100
UNIVERSAL FOODS
CORP COMMON STOCK 913538104 $1,838 90,200 X 90,200
UNIVERSAL HEALTH
SERVICES COMMON STOCK 913903100 $1,481 17,300 X 07 ,11 17,300
UNIVISION
COMMUNICATIONS COMMON STOCK 914906102 $699 18,700 X 02 18,700
UNOCAL COMMON STOCK 915289102 $34,785 981,600 X 981,600
US BANCORP COMMON STOCK 902973106 $1,285 56,500 X 08 ,01 ,08 ,17 56,500
US CELLULAR CORP. COMMON STOCK 911684108 $224 3,200 X 06 3,200
US UNWIRED INC. COMMON STOCK 90338R104 $161 16,900 X 11 16,900
USD AGRIUM INC. COMMON STOCK 008916108 $1,799 175,500 X 02 175,500
USG CORPORATION COMMON STOCK 903293405 $318 12,700 X 01 ,02 12,700
USX-MARATHON GROUP COMMON STOCK 902905827 $218 7,700 X 17 7,700
UTI ENERGY CORP. COMMON STOCK 903387108 $1,493 33,450 X 07 ,11 ,11 33,450
UTILICORP UNITED
INC COMMON STOCK 918005109 $217 8,400 X 02 8,400
V.F. CORP COMMON STOCK 918204108 $839 34,000 X 34,000
VALASSIS
COMMUNICATIONS COMMON STOCK 918866104 $3,856 173,300 X 02 ,02 173,300
VALASSIS
COMMUNICATIONS COMMON STOCK 918866104 $1,144 51,400 X 51,400
VALENCE TECHNOLOGY
INC. COMMON STOCK 918914102 $383 22,200 X 10 22,200
VALERO ENERGY W/I COMMON STOCK 91913Y100 $373 10,600 X 07 ,02 10,600
VARCO INTERNATIONAL COMMON STOCK 922122106 $3,421 164,351 X 05 ,11 ,02 ,02 ,10 164,351
VARIAN
SEMICONDUCTOR COMMON STOCK 922207105 $1,434 38,300 X 07 ,02 38,300
VARIAN
SEMICONDUCTOR COMMON STOCK 922207105 $217 5,800 X 5,800
VARIAN, INC. COMMON STOCK 922206107 $388 9,000 X 07 ,05 9,000
VASCULAR SOLUTIONS
INC COMMON STOCK 92231M109 $1,633 87,000 X 15 87,000
VASTERA INC COMMON STOCK 92239N109 $332 15,000 X 15,000
VEECO INSTRUMENTS
INC COMMON STOCK 922417100 $1,195 11,250 X 05 ,11 11,250
VEECO INSTRUMENTS
INC COMMON STOCK 922417100 $1,265 11,900 X 11,900
VENATOR GROUP INC. COMMON STOCK 922944103 $1,413 114,200 X 02 114,200
VENATOR GROUP INC. COMMON STOCK 922944103 $2,278 184,100 X 184,100
VERISIGN INC. COMMON STOCK 92343E102 $370 1,826 X 15 ,18 1,826
VERISIGN INC. COMMON STOCK 92343E102 $21,472 106,000 X 106,000
VERITAS SOFTWARE
CORP. COMMON STOCK 923436109 $2,445 17,219 X 08 ,18 ,08 ,06 ,17 17,219
VERITAS SOFTWARE
CORP. COMMON STOCK 923436109 $18,375 129,400 X 129,400
VERIZON
COMMUNICATIONS COMMON STOCK 92343V104 $4,394 90,705 X 01 ,08 ,08 ,17 90,705
VERTICALNET INC. COMMON STOCK 92532L107 $207 5,900 X 15 ,10 ,06 5,900
VIACOM CLASS B COMMON STOCK 925524308 $2,430 41,535 X 08 ,17 41,535
VIAD CORPORATION COMMON STOCK 92552R109 $226 8,500 X 02 8,500
VIANT INC COMMON STOCK 92553N107 $65 11,000 X 05 11,000
VIASAT INC. COMMON STOCK 92552V100 $718 32,100 X 10 32,100
VIRATA CORPORATION COMMON STOCK 927646109 $1,415 21,400 X 11 ,15 21,400
VISHAY
INTERNATIONAL COMMON STOCK 928298108 $627 20,400 X 02 ,06 20,400
VISTEON CORP COMMON STOCK 92839U107 $1,038 68,600 X 68,600
VISX INC DEL COMMON STOCK 92844S105 $2,276 84,500 X 02 ,15 84,500
VITESSE
SEMICONDUCTOR COMMON STOCK 928497106 $7,053 79,300 X 02 ,15 79,300
VITESSE
SEMICONDUCTOR COMMON STOCK 928497106 $22,239 250,050 X 250,050
VITRIA TECHNOLOGY
INC. COMMON STOCK 92849Q104 $1,147 24,600 X 06 ,15 24,600
VULCAN MATERIALS
CO. COMMON STOCK 929160109 $40,103 997,900 X 997,900
W. H. BRADY COMPANY COMMON STOCK 104674106 $1,358 44,900 X 11 44,900
W.R. BERKLEY CORP. COMMON STOCK 084423102 $2,257 65,300 X 02 ,11 65,300
W.R. GRACE & CO.
NEW COMMON STOCK 38388F108 $118 17,100 X 07 ,17 17,100
WACHOVIA CORP COMMON STOCK 929771103 $295 5,200 X 17 5,200
WADDELL & REED
FINANCIAL COMMON STOCK 930059100 $229 7,400 X 02 7,400
WAL-MART DE
MEXICO-ADR ADR 2136088 $301 14,400 X 14,400
WALGREEN CO COMMON STOCK 931422109 $918 24,200 X 17 24,200
WALLACE COMPUTERS COMMON STOCK 932270101 $2,560 167,900 X 11 ,02 167,900
WALMART COMMON STOCK 931142103 $7,547 156,824 X 08 ,03 ,17 156,824
WALMART COMMON STOCK 931142103 $62,591 1,300,600 X 1,300,600
WALT DISNEY COMMON STOCK 254687106 $2,865 74,900 X 17 74,900
WALT DISNEY COMMON STOCK 254687106 $82,546 2,158,076 X 2,158,076
WANT WANT WARRANT WARRANTS 6181017 $17 58,000 X 09 58,000
WASHINGTON FED INC COMMON STOCK 938824109 $202 8,900 X 07 8,900
WASHINGTON GAS LT. COMMON STOCK 938837101 $1,279 47,600 X 47,600
WASHINGTON MUTUAL COMMON STOCK 939322103 $1,911 48,004 X 08 ,08 ,17 ,15 48,004
WASHINGTON POST CO COMMON STOCK 939640108 $475 900 X 02 900
WASTE MANAGEMENT,
INC. COMMON STOCK 94106L109 $256 14,700 X 17 14,700
WATCHGUARD
TECHNOLOGIES COMMON STOCK 941105108 $1,860 31,000 X 15 ,07 31,000
WATERS CORP COMMON STOCK 941848103 $2,893 32,500 X 15 32,500
WATERS CORP COMMON STOCK 941848103 $6,266 70,400 X 70,400
WEATHERFORD INTL. COMMON STOCK 947074100 $421 9,800 X 02 9,800
WEBMETHODS INC. COMMON STOCK 94768C108 $3,293 28,600 X 06 ,15 28,600
WEBSTER FINANCIAL
CORP COMMON STOCK 947890109 $1,724 64,000 X 02 ,11 64,000
WEBTRENDS CORP COMMON STOCK 94844D104 $1,469 39,300 X 07 ,15 39,300
WELLMAN COMMON STOCK 949702104 $2,698 186,900 X 02 ,02 186,900
WELLS FARGO COMPANY COMMON STOCK 949746101 $3,684 80,195 X 17 80,195
WELLS FARGO COMPANY COMMON STOCK 949746101 $128,611 2,799,700 X 2,799,700
WESLEY JESSEN
VISION COMMON STOCK 951018100 $361 9,400 X 05 9,400
WESTAMERICA BANCORP COMMON STOCK 957090103 $2,879 86,100 X 02 ,02 ,07 86,100
WESTERN MULTIPLEX
CORP. COMMON STOCK 95874P107 $320 19,900 X 10 19,900
WESTWOOD ONE INC. COMMON STOCK 961815107 $217 10,100 X 02 10,100
WEYERHAEUSER CO. COMMON STOCK 962166104 $242 6,000 X 17 6,000
WHITMAN CORP COMMON STOCK 96647R107 $2,281 197,300 X 02 ,02 197,300
WHITMAN CORP COMMON STOCK 96647R107 $1,471 127,200 X 127,200
WHOLE FOODS MARKET
INC. COMMON STOCK 966837106 $1,391 25,900 X 11 25,900
WILLIAMS COS., INC. COMMON STOCK 969457100 $592 14,000 X 08 ,17 ,08 14,000
WILLIAMS COS., INC. COMMON STOCK 969457100 $39,901 944,400 X 944,400
WIND RIVER SYSTEMS COMMON STOCK 973149107 $365 7,612 X 05 ,02 7,612
WISCONSIN ENERGY
CORP. COMMON STOCK 976657106 $245 12,306 X 08 ,02 ,08 12,306
</TABLE>
Page 13
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WMC CORPORATION ADR 928947100 $1,456 88,572 X 08 88,572
WOLVERINE TUBE INC COMMON STOCK 978093102 $1,507 101,300 X 02 101,300
WOLVERINE WORLD
WIDE, INC COMMON STOCK 978097103 $1,009 108,300 X 02 108,300
WORLDCOM INC. COMMON STOCK 98157D106 $4,207 138,505 X 08 ,17 138,505
WORLDCOM INC. COMMON STOCK 98157D106 $29,403 968,000 X 968,000
WORLDGATE COMM. COMMON STOCK 98156L307 $317 15,100 X 15,100
XEROX CORPORATION COMMON STOCK 984121103 $261 17,300 X 17 17,300
XILINX INC. COMMON STOCK 983919101 $4,454 52,020 X 08 ,06 ,08 ,18 ,17 ,15 52,020
XIRCOM COMMON STOCK 983922105 $977 38,700 X 38,700
XM SATELLITE RADIO
CL.A COMMON STOCK 983759101 $534 12,400 X 07 ,05 12,400
YAHOO INC. COMMON STOCK 984332106 $1,665 18,300 X 17 ,08 ,06 ,08 18,300
YELLOW CORP COMMON STOCK 985509108 $1,617 106,900 X 02 106,900
YORK INTERNATIONAL
CORP COMMON STOCK 986670107 $353 14,200 X 02 14,200
YORK INTERNATIONAL
CORP COMMON STOCK 986670107 $1,012 40,700 X 40,700
ZEBRA TECHNOLOGIES COMMON STOCK 989207105 $3,033 63,110 X 07 ,11 63,110
ZIONS
BANCORPORATION COMMON STOCK 989701107 $404 7,900 X 02 7,900
ZYGO CORP. COMMON STOCK 989855101 $357 4,100 X 11 4,100
$7,645,097
</TABLE>
Page 14
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