<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 JUNE 30, 2000
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(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM)
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IF AMENDED REPORT, CHECK HERE:
Name of Institutional Investment Manager:
VILLANOVA MUTUAL FUND CAPITAL TRUST
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Business Address:
THREE NATIONWIDE PLAZA COLUMBUS, OH 43216
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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
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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
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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
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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
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Mangers: 12
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Form 13F Information Table Entry Total: 1138
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Form 13F Information Table Value Total: 7,732,977
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F File number(s) of all
institutional investment managers with respect to which this report is filed,
other than manager filing this report.
(If there are no entries in this list, state "NONE" and omit the column headings
and list entries.)
No. Form 13F File Number Name
01 28-2682 Brinson Partners, Inc.
02 28-127 The Dreyfus Corporation
03 28-5680 Federated Investment Counseling
05 28-3578 Franklin Advisers, Inc.
06 28-687 Goldman Sachs Asset Management
07 28-249 INVESCO Management & Research, Inc.
08 28-1482 J.P. Morgan Investment Management, Inc.
09 28-6558 Lazard Asset Management
10 28-465 Miller, Anderson & Sherrerd, LLP
11 28-454 Neuberger & Berman Management, Inc.
15 28-1202 Strong Capital Management
17 28-791 Merrill Lynch
<PAGE> 3
<TABLE>
<CAPTION>
Name Of Issuer Title Of Cusip Fair Shares Of Sole Shared as Shared- Managers Sole Shared None
Class Market Principle in Instr. Other see Instr. V
Value Amount
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
24/7 MEDIA INC. COMMON STOCK 901314104 159 10,180 X 10 10,180
3 COM CORP. COMMON STOCK 885535104 421 7,300 X 17 06 7,300
99 CENTS ONLY STORES COMMON STOCK 65440K106 2,779 69,700 X 02 11 69,700
AAR CORP COMMON STOCK 000361105 1,193 99,400 X 11 99,400
ABBOTT LABS COMMON STOCK 002824100 2,513 56,400 X 08 17 03 09 06 56,400
ABERCROMBIE & FITCH CO COMMON STOCK 002896207 2,416 198,200 X 02 02 198,200
ABITIBI CONSOLIDATED INC ADR 003924107 1,968 209,900 X 02 209,900
ABOUT.COM INCORPORATED COMMON STOCK 003736105 271 8,600 X 11 8,600
ACCORD NETWORKS LTD COMMON STOCK M01690102 763 82,500 X 82,500
ACCRUE SOFTWARE INC. COMMON STOCK 00437W102 444 12,500 X 11 05 12,500
ACE LTD. COMMON STOCK G0070K103 1,355 48,400 X 15 48,400
ACT MANUFACTURING COMMON STOCK 000973107 604 13,000 X 07 05 10 13,000
ACTEL CORP. COMMON STOCK 004934105 1,027 22,500 X 15 22,500
ACTEL CORP. COMMON STOCK 004934105 1,866 40,900 X 40,900
ACTUATE CORP. COMMON STOCK 00508B102 464 8,700 X 11 07 8,700
ACUSON CORP. COMMON STOCK 005113105 537 39,800 X 11 02 39,800
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 671 8,000 X 06 17 8,000
ADEPT TECHNOLOGY INC. COMMON STOCK 006854103 229 4,900 X 10 4,900
ADOBE SYSTEMS INC COMMON STOCK 00724F101 520 4,000 X 17 06 09 08 4,000
ADTRAN INC COMMON STOCK 00738A106 245 4,100 X 07 02 4,100
ADVANCED FIBRE COMM. COMMON STOCK 00754A105 2,687 59,300 X 02 06 10 15 59,300
ADVANCED FIBRE COMM. COMMON STOCK 00754A105 231 5,100 X 5,100
ADVANCED MICRO DEVICES COMMON STOCK 007903107 1,491 19,300 X 17 01 09 08 19,300
ADVANCED MICRO DEVICES COMMON STOCK 007903107 402 5,200 X 5,200
ADVENT SOFTWARE INC. COMMON STOCK 007974108 2,219 34,400 X 15 07 34,400
ADVENT SOFTWARE INC. COMMON STOCK 007974108 413 6,400 X 6,400
AEROFLEX, INC. COMMON STOCK 007768104 7,980 160,600 X 15 02 05 160,600
AES CORP COMMON STOCK 00130H105 333 7,300 X 17 7,300
AETNA, INC. COMMON STOCK 008117103 296 4,616 X 17 09 08 4,616
AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 291 8,800 X 05 02 8,800
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 400 8,800 X 11 07 8,800
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 1,001 22,000 X 22,000
AFFYMETRIX INC. COMMON STOCK 00826T108 826 5,000 X 15 5,000
AGCO CORP. COMMON STOCK 001084102 2,136 174,400 X 02 02 174,400
AGILE SOFTWARE COMMON STOCK 00846X105 339 4,800 X 10 4,800
AGILENT TECHNOLOGIES COMMON STOCK 00846U101 866 11,747 X 09 06 17 08 11,747
AGNICO-EAGLE MINES, LTD. COMMON STOCK 008474108 1,931 300,000 X 02 300,000
AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 495 16,080 X 08 03 09 17 16,080
AIRGATE PCS, INC. COMMON STOCK 009367103 2,591 49,300 X 11 10 07 15 49,300
AK STEEL HOLDING CORP. COMMON STOCK 001547108 1,299 162,357 X 02 02 162,357
ALASKA COMM SYSTEMS GROUP COMMON STOCK 01167P101 114 11,000 X 05 11,000
ALBERTO-CULVER CO. COMMON STOCK 013068200 1,630 62,100 X 11 02 62,100
ALBERTO-CULVER CO. COMMON STOCK 013068200 1,596 60,800 X 60,800
ALBERTSONS INC COMMON STOCK 013104104 237 7,134 X 17 7,134
ALCOA INC. COMMON STOCK 013817101 765 26,378 X 09 17 08 26,378
ALEXION PHARMACEUTICALS COMMON STOCK 015351109 1,123 15,700 X 15 15,700
ALKERMES INC COMMON STOCK 01642T108 2,121 45,000 X 15 45,000
ALLAIRE CORP. COMMON STOCK 016714107 345 9,400 X 11 05 07 9,400
ALLEGHENY ENERGY INC. COMMON STOCK 017361106 203 7,410 X 02 09 08 7,410
ALLEN GROUP COMMON STOCK 018091108 3,470 196,200 X 02 196,200
ALLERGAN INC COMMON STOCK 018490102 469 6,300 X 06 17 6,300
ALLERGAN, INC. COMMON STOCK 018490102 441 5,900 X 5,900
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 2,603 38,600 X 11 38,600
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 1,484 22,000 X 22,000
ALLSTATE FINANCIAL COMMON STOCK 020002101 932 41,900 X 17 03 09 08 41,900
ALLTEL CORP COMMON STOCK 020039103 1,171 18,900 X 15 09 08 17 18,900
ALLTEL CORPORATION COMMON STOCK 020039103 85,984 1,388,242 X 1,388,242
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALPHA INDUSTRIES INC. COMMON STOCK 020753109 3,692 83,800 X 15 05 10 07 83,800
ALPHA INDUSTRIES INC. COMMON STOCK 020753109 229 5,200 X 5,200
ALPHARMA INC-CL A COMMON STOCK 020813101 3,542 56,900 X 07 02 06 56,900
ALTEON WEBSYSTEMS COMMON STOCK 02145A109 400 4,000 X 4,000
ALTERA CORPORATION COMMON STOCK 021441100 489 4,800 X 17 09 4,800
ALTERA CORPORATION COMMON STOCK 021441100 90,123 884,100 X 884,100
ALZA COMMON STOCK 022615108 1,183 20,004 X 09 17 08 15 20,004
AMBAC INC. COMMON STOCK 023139108 1,618 29,510 X 08 08 02 09 29,510
AMDOCS AUTOMATIC CONV PFD PREFERRED 02342R202 600 9,500 X 03 9,500
STOCK
AMERICA ONLINE COMMON STOCK 02364J104 3,555 67,400 X 17 06 09 08 67,400
AMERICAN CAPITAL STRAT. COMMON STOCK 024937104 1,466 61,400 X 61,400
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 1,026 73,300 X 02 02 73,300
AMERICAN ELEC POWER INC COMMON STOCK 025537101 779 26,300 X 17 01 26,300
AMERICAN EXPRESS CO COMMON STOCK 025816109 1,303 25,000 X 06 17 25,000
AMERICAN GENERAL CORP COMMON STOCK 026351106 817 13,400 X 17 01 13,400
AMERICAN GREETINGS CORP COMMON STOCK 026375105 12,616 664,000 X 664,000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 2,537 43,190 X 17 15 08 09 43,190
AMERICAN HOME PRODUCTS CO COMMON STOCK 026609107 82,956 1,412,000 X 1,412,000
AMERICAN INTL GROUP COMMON STOCK 026874107 93,499 795,717 X 795,717
AMERICAN INT'L GROUP COMMON STOCK 026874107 3,687 31,378 X 01 17 09 06 08 31,378
AMERICAN NATIONAL CAN COMMON STOCK 027714104 2,953 175,000 X 02 175,000
AMERICAN STATES WATER COMMON STOCK 029899101 869 29,200 X 29,200
AMERICAN SUPERCONDUCTOR COMMON STOCK 030111108 3,156 65,400 X 15 10 65,400
AMERICAN TOWER CORP COMMON STOCK 029912201 1,801 43,200 X 15 06 43,200
AMERICREDIT COMMON STOCK 03060R101 2,266 133,300 X 02 07 133,300
AMERICREDIT COMMON STOCK 03060R101 1,117 65,700 X 65,700
AMERISOURCE HEALTH CL A COMMON STOCK 03071P102 2,427 78,300 X 15 15 07 78,300
AMERISOURCE HEALTH CL A COMMON STOCK 03071P102 1,132 36,500 X 36,500
AMES DEPT. STORES,INC. COMMON STOCK 030789507 1,125 145,200 X 02 145,200
AMGEN, INC. COMMON STOCK 031162100 1,756 25,000 X 17 06 25,000
AMGEN, INC. COMMON STOCK 031162100 39,340 560,000 X 560,000
AMSOUTH BANC CORPK COMMON STOCK 032165102 518 32,880 X 17 09 01 32,880
ANALOG DEVICES COMMON STOCK 032654105 3,321 43,700 X 17 15 06 43,700
ANALOG DEVICES COMMON STOCK 032654105 58,178 765,500 X 765,500
ANALYSTS INTERNATIONAL COMMON STOCK 032681108 366 39,300 X 11 39,300
ANAREN MICROWAVE INC COMMON STOCK 032744104 427 3,250 X 10 3,250
ANDREW CORP COMMON STOCK 034425108 3,272 97,500 X 15 10 17 15 97,500
ANDRX CORP. COMMON STOCK 034551101 3,644 57,000 X 02 57,000
ANHEUSER BUSCH CO., INC. COMMON STOCK 035229103 575 7,700 X 17 7,700
ANHEUSER BUSCH CO., INC. COMMON STOCK 035229103 53,932 722,100 X 722,100
ANNTAYLOR STORES CORP COMMON STOCK 036115103 3,839 115,900 X 11 02 115,900
ANNUITY AND LIFE RE COMMON STOCK G03910109 3,937 160,700 X 11 10 05 02 160,700
ANNUITY AND LIFE RE COMMON STOCK G03910109 1,553 63,400 X 63,400
APACHE CORP COMMON STOCK 037411105 229 3,900 X 17 06 09 08 3,900
APPLE COMPUTER INC COMMON STOCK 037833100 1,309 24,996 X 03 06 09 17 08 24,996
APPLIED MATERIALS INC COMMON STOCK 038222105 2,311 25,500 X 17 09 06 08 25,500
APPLIED MATERIALS INC COMMON STOCK 038222105 44,189 487,600 X 487,600
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 4,246 43,000 X 06 15 43,000
APPLIED POWER INC. COMMON STOCK 038225108 3,209 95,800 X 02 95,800
APRIA HEALTHCARE GROUP COMMON STOCK 037933108 1,274 104,000 X 104,000
APTARGROUP, INC. COMMON STOCK 038336103 3,243 120,100 X 11 07 120,100
ARIBA INC. COMMON STOCK 04033V104 980 10,000 X 15 10,000
ARIBA INC. COMMON STOCK 04033V104 22,953 234,100 X 234,100
ARROW ELECTRONICS INC COMMON STOCK 042735100 3,644 117,550 X 02 02 15 117,550
ART TECHNOLOGY GRP COMMON STOCK 04289L107 303 3,000 X 3,000
ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 4,981 179,100 X 02 15 179,100
ARTHUR J GALLAGHER COMMON STOCK 363576109 2,310 55,000 X 02 55,000
ARTISAN COMPONENTS INC COMMON STOCK 042923102 182 16,700 X 11 16,700
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASSOCIATES FIRST CAPITAL COMMON STOCK 046008108 897 40,200 X 09 01 17 08 40,200
ASSOCIATES FIRST CAPITAL COMMON STOCK 046008108 64,371 2,884,984 X 2,884,984
AT&T CORP COMMON STOCK 001957109 2,493 78,824 X 09 08 17 01 06 78,824
AT&T CORP-LIBERTY MEDIA COMMON STOCK 001957208 1,383 57,032 X 09 03 08 57,032
AT&T CORP-LIBERTY MEDIA COMMON STOCK 001957208 10,185 420,000 X 420,000
AT&T WIRELESS GROUP COMMON STOCK 001957406 23,415 840,000 X 840,000
ATLAS AIR, INC. COMMON STOCK 049164106 1,561 43,500 X 43,500
ATMEL CORP COMMON STOCK 049513104 465 12,600 X 02 12,600
AUDIOCODES LTD. COMMON STOCK M15342104 312 2,600 X 11 2,600
AUTOMATIC DATA PROC COMMON STOCK 053015103 639 11,930 X 08 17 06 11,930
AUTOMATIC DATA PROC COMMON STOCK 053015103 44,323 827,500 X 827,500
AVALONBAY COMMUNITIES COMMON STOCK 053484101 960 23,000 X 23,000
AVIALL, INC. COMMON STOCK 05366B102 245 49,700 X 11 49,700
AVNET INC. COMMON STOCK 053807103 5,516 93,100 X 02 15 02 93,100
AVOCENT CORP. COMMON STOCK 037548104 3,063 70,000 X 02 70,000
AWARE INC. / MASS COMMON STOCK 05453N100 3,507 68,600 X 02 11 68,600
AXENT TECHNOLOGIES INC. COMMON STOCK 05459C108 1,839 74,100 X 74,100
AZTAR CORP. COMMON STOCK 054802103 189 12,200 X 07 12,200
BAKER HUGHES COMMON STOCK 057224107 226 7,070 X 08 17 09 7,070
BANCWEST CORP. COMMON STOCK 059790105 1,320 80,300 X 80,300
BANK OF AMERICA CORP. COMMON STOCK 060505104 2,788 64,841 X 17 15 01 03 09 64,841
BANK OF NEW YORK INC COMMON STOCK 064057102 1,609 34,600 X 17 15 34,600
BANK OF NEW YORK INC COMMON STOCK 064057102 37,646 809,600 X 809,600
BANK ONE CORP COMMON STOCK 06423A103 1,255 47,234 X 01 08 17 09 47,234
BANK UNITED CORP. COMMON STOCK 065412108 2,519 71,600 X 07 02 05 71,600
BANKNORTH GROUP INC COMMON STOCK 06646R107 1,645 107,460 X 11 02 09 08 107,460
BARR LABORATORIES INC COMMON STOCK 068306109 1,862 41,550 X 41,550
BARRA INC. COMMON STOCK 068313105 2,334 47,100 X 11 07 02 47,100
BAXTER INTERNATIONAL COMMON STOCK 071813109 914 13,000 X 03 09 17 06 13,000
BEA SYSTEMS COMMON STOCK 073325102 2,146 43,400 X 15 06 43,400
BECTON DICKINSON & CO COMMON STOCK 075887109 218 7,600 X 17 08 09 7,600
BELDEN INC COMMON STOCK 077459105 2,050 80,000 X 02 80,000
BELL ATLANTIC COMMON STOCK 077853109 2,289 45,053 X 08 17 01 09 06 45,053
BELLSOUTH CORP COMMON STOCK 079860102 1,505 35,300 X 17 06 35,300
BELLSOUTH CORP COMMON STOCK 079860102 62,472 1,465,600 X 1,465,600
BENCHMARK ELECTRONICS-BHE COMMON STOCK 08160H101 775 21,200 X 11 21,200
BERINGER WINE ESTATES COMMON STOCK 084102102 251 7,100 X 10 7,100
BEST BUY COMMON STOCK 086516101 3,055 48,300 X 15 17 48,300
BESTFOODS COMMON STOCK 08658U101 616 8,900 X 09 08 17 06 8,900
BINDLEY WESTERN INDUSTRIE COMMON STOCK 090324104 245 9,266 X 07 9,266
BJ SERVICES COMMON STOCK 055482103 3,075 49,200 X 15 02 49,200
BLACK AND DECKER CORP COMMON STOCK 091797100 108,556 2,761,400 X 2,761,400
BLACK BOX CORP. COMMON STOCK 091826107 2,209 27,900 X 11 07 27,900
BLOCK DRUG COMMON STOCK 093644102 1,100 25,997 X 11 25,997
BMC SOFTWARE COMMON STOCK 055921100 215 5,900 X 17 09 08 5,900
BOEING COMPANY COMMON STOCK 097023105 1,096 26,205 X 09 08 17 06 26,205
BOOKHAM TECHNOLOGY ADR ADR 09856Q108 326 5,500 X 5,500
BORG-WARNER AUTO COMMON STOCK 099724106 667 19,000 X 15 02 19,000
BOWATER INCORPORATED COMMON STOCK 102183100 1,302 29,500 X 29,500
BP AMOCO ADR ADR 055622104 486 8,600 X 03 8,600
BRIGHTPOINT, INC. COMMON STOCK 109473108 148 17,100 X 05 17,100
BRINKER INTL. INC. COMMON STOCK 109641100 1,144 39,100 X 11 02 39,100
BRINKER INTL. INC. COMMON STOCK 109641100 1,486 50,800 X 50,800
BRIO TECHNOLOGY INC. COMMON STOCK 109704106 453 21,400 X 11 05 21,400
BRISTOL MYERS SQUIBB CO. COMMON STOCK 110122108 5,266 90,400 X 17 09 06 08 03 08 90,400
BROADBASE SOFTWARE COMMON STOCK 11130R100 1,121 36,600 X 15 07 36,600
BROADCOM CORP COMMON STOCK 111320107 305 1,395 X 06 17 15 1,395
BROADCOM CORP COMMON STOCK 111320107 438 2,000 X 2,000
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BROADVISION, INC. COMMON STOCK 111412102 3,039 59,800 X 15 15 59,800
BROADWING INC. COMMON STOCK 111620100 314 12,100 X 02 12,100
BROWN & BROWN INC. COMMON STOCK 115236101 853 16,400 X 11 16,400
BROWN SHOE CO., INC. COMMON STOCK 115736100 780 60,000 X 02 60,000
BRUNSWICK CORP COMMON STOCK 117043109 51,012 3,079,900 X 3,079,900
BURLINGTON COAT FACTORY W COMMON STOCK 121579106 1,112 102,800 X 02 102,800
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 890 38,800 X 17 09 01 08 38,800
BURNS INTERNATIONAL SERV COMMON STOCK 122374101 1,305 104,400 X 104,400
BURR-BROWN CORP. COMMON STOCK 122574106 472 5,450 X 02 10 5,450
BUSINESS OBJECTS ADR ADR 12328X107 1,058 12,000 X 15 12,000
C P & L ENERGY INC COMMON STOCK 12614C106 834 26,100 X 01 08 09 17 26,100
CABOT MICROELECTRONICS COMMON STOCK 12709P103 1,116 24,400 X 15 10 24,400
CABOT OIL & GAS CORP., CL COMMON STOCK 127097103 765 36,100 X 11 36,100
CACI INTL. CLASS A COMMON STOCK 127190304 928 47,600 X 11 10 07 47,600
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 1,192 58,500 X 15 02 58,500
CAL DIVE INTERNATIONAL COMMON STOCK 127914109 1,219 22,500 X 11 11 22,500
CALIFORNIA AMPLIFIER INC COMMON STOCK 129900106 2,077 45,400 X 15 45,400
CALPINE CORP. COMMON STOCK 131347106 579 8,800 X 02 06 8,800
CANADIAN NATIONAL RAIL COMMON STOCK 136375102 753 25,800 X 15 25,800
CAPITAL AUTO REIT COMMON STOCK 139733109 202 14,300 X 07 14,300
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 1,919 43,000 X 17 15 43,000
CARDINAL HEALTH COMMON STOCK 14149Y108 437 5,900 X 17 06 5,900
CATAPULT COMMUNICATIONS COMMON STOCK 149016107 171 17,000 X 05 17,000
CATERPILLAR INC COMMON STOCK 149123101 346 10,200 X 17 09 08 10,200
CDI CORP. COMMON STOCK 125071100 734 36,000 X 02 36,000
CDW COMUTER CENTER INC. COMMON STOCK 125129106 306 4,900 X 02 4,900
CELESTICA, INC. COMMON STOCK 15101Q108 2,556 51,500 X 15 51,500
CELGENE CORP COMMON STOCK 151020104 294 5,000 X 5,000
CENDANT CORPORATION COMMON STOCK 151313103 268 19,111 X 17 09 08 19,111
CENTILLIUM COMMUNICATIONS COMMON STOCK 152319109 214 3,100 X 10 3,100
CENTILLIUM COMMUNICATIONS COMMON STOCK 152319109 207 3,000 X 3,000
CEPHALON INC. COMMON STOCK 156708109 257 4,300 X 11 07 4,300
CERIDAN CORP. COMMON STOCK 15677T106 1,470 61,100 X 61,100
CERNER CORPORATION COMMON STOCK 156782104 1,158 42,500 X 15 07 42,500
CHARLES RIVER LABS COMMON STOCK 159864107 670 30,200 X 11 10 11 30,200
CHARMING SHOPPES COMMON STOCK 161133103 1,113 218,500 X 218,500
CHARTERED SEMICONDUCTOR ADR 16133R106 3,402 37,800 X 08 37,800
CHASE MANHATTAN CORP COMMON STOCK 16161A108 2,199 47,750 X 03 17 15 47,750
CHECK POINT SOFTWARE TECH COMMON STOCK M22465104 1,482 7,000 X 15 7,000
CHECK POINT SOFTWARE TECH COMMON STOCK M22465104 296 1,400 X 1,400
CHESAPEAKE ENERGY CORP. COMMON STOCK 165167107 481 62,000 X 05 62,000
CHEVRON CORPORATION COMMON STOCK 166751107 1,985 23,400 X 17 03 09 01 08 23,400
CHINA UNICOM ADR ADR 16945R104 446 21,000 X 08 21,000
CHIRON CORP. COMMON STOCK 170040109 2,309 48,600 X 15 02 06 48,600
CHROMAVISION MEDICAL SYS COMMON STOCK 17111P104 140 10,600 X 11 10,600
CHUBB CORPORATION COMMON STOCK 171232101 1,230 20,000 X 03 17 15 20,000
CHURCH AND DWIGHT, INC COMMON STOCK 171340102 1,757 97,600 X 11 02 97,600
CIA ANONIMA TELEFONO ADR 204421101 1,495 55,000 X 08 55,000
CIBER INC. COMMON STOCK 17163B102 1,268 95,700 X 11 95,700
CIENA CORP. COMMON STOCK 171779101 17,185 103,100 X 103,100
CIGNA CORP COMMON STOCK 125509109 505 5,400 X 08 17 09 5,400
CINAR CORPORATION COMMON STOCK 171905300 473 67,500 X 02 67,500
CINTAS CORP. COMMON STOCK 172908105 349 9,500 X 02 9,500
CIRCLE INTERNATIONAL COMMON STOCK 172574105 1,598 63,600 X 11 63,600
CIRCUIT CITY STORES INC COMMON STOCK 172737108 295 8,900 X 06 09 17 08 8,900
CIRRUS LOGIC INC. COMMON STOCK 172755100 1,195 74,700 X 74,700
CISCO SYSTEMS COMMON STOCK 17275R102 15,261 240,100 X 09 08 03 17 06 08 240,100
CISCO SYSTEMS COMMON STOCK 17275R102 212,716 3,346,600 X 3,346,600
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CITADEL COMMUNICATION COMMON STOCK 172853202 514 14,700 X 11 10 14,700
CITIGROUP INC. COMMON STOCK 172967101 6,400 106,225 X 09 17 03 06 08 106,225
CITY NATIONAL CORP. COMMON STOCK 178566105 1,037 29,200 X 29,200
CLAIRE'S STORES INC. COMMON STOCK 179584107 1,817 94,400 X 02 11 94,400
CLEAR CHANNEL COMM. COMMON STOCK 184502102 435 5,800 X 17 5,800
CLECO CORP. COMMON STOCK 12561W105 1,484 44,300 X 02 07 02 44,300
CLICK COMMERCE COMMON STOCK 18681D109 339 15,000 X 15,000
CLOROX COMMON STOCK 189054109 296 6,600 X 09 17 08 6,600
CMS ENERGY CORPORATION COMMON STOCK 125896100 429 19,408 X 01 09 17 08 19,408
COACHMEN INDUSTRIES, INC. COMMON STOCK 189873102 235 20,400 X 11 20,400
COASTAL CORP COMMON STOCK 190441105 213 3,500 X 17 3,500
COCA COLA CO. COMMON STOCK 191216100 3,354 58,400 X 06 09 08 17 58,400
COFLEXIP - ADR ADR 192384105 212 3,500 X 10 3,500
COGNEX COMMON STOCK 192422103 279 5,400 X 5,400
COHERENT, INC. COMMON STOCK 192479103 3,665 43,700 X 02 10 43,700
COLGATE PALMOLIVE COMMON STOCK 194162103 760 12,700 X 17 06 12,700
COMCAST CORP SPECIAL COMMON STOCK 200300200 859 21,200 X 17 09 08 21,200
COMCAST CORP SPECIAL COMMON STOCK 200300200 17,213 425,000 X 425,000
COMCAST CORP-CL A COMMON STOCK 200300101 19,438 500,000 X 500,000
COMDISCO INCORPORATED COMMON STOCK 200336105 288 12,900 X 02 06 12,900
COMERICA, INC. COMMON STOCK 200340107 1,750 39,000 X 15 17 09 08 39,000
COMMERCE BANCORP COMMON STOCK 200519106 1,007 21,900 X 21,900
COMMSCOPE, INC. COMMON STOCK 203372107 324 7,900 X 10 06 02 7,900
COMMUNITY FIRST COMMON STOCK 203902101 351 21,500 X 11 21,500
COMPAQ COMPUTER CORP COMMON STOCK 204493100 966 37,800 X 17 09 08 37,800
COMPUTER ASSOCIATES INC. COMMON STOCK 204912109 727 14,200 X 09 08 17 14,200
COMPUTER SCIENCE COMMON STOCK 205363104 418 5,600 X 17 06 01 5,600
COMVERSE COMMON STOCK 205862402 3,302 35,500 X 15 17 05 35,500
CONAGRA, INC. COMMON STOCK 205887102 393 20,600 X 17 06 20,600
CONCORD EFS INC. COMMON STOCK 206197105 315 12,100 X 02 12,100
CONEXANT SYSTEMS INC. COMMON STOCK 207142100 2,115 43,500 X 15 17 43,500
CONEXANT SYSTEMS INC. COMMON STOCK 207142100 1,245 25,600 X 25,600
CONOCO INC CL A COMMON STOCK 208251306 664 30,200 X 15 30,200
CONOCO INC. CL. B COMMON STOCK 208251405 1,251 50,927 X 03 01 17 09 08 50,927
CONSOLIDATED STORES CORP. COMMON STOCK 210149100 2,159 179,900 X 02 17 179,900
CONVERGYS COMMON STOCK 212485106 224 4,311 X 17 06 4,311
CONVERGYS COMMON STOCK 212485106 5,188 100,000 X 100,000
COOPER CAMERON CORP COMMON STOCK 216640102 2,498 37,844 X 15 09 08 37,844
COOPER COS., INC. COMMON STOCK 216648402 1,801 49,500 X 49,500
COPART INC. COMMON STOCK 217204106 173 10,800 X 10 07 10,800
COPPER MTN NETWORKS INC COMMON STOCK 217510106 2,150 24,400 X 15 24,400
COPPER MTN NETWORKS INC COMMON STOCK 217510106 9,103 103,300 X 103,300
CORINTHIAN COLLEGES COMMON STOCK 218868107 241 10,300 X 11 10,300
CORNING INC COMMON STOCK 219350105 3,535 13,100 X 17 06 03 09 13,100
CORNING INC COMMON STOCK 219350105 91,758 340,000 X 340,000
CORPORATE EXE. BOARD COMMON STOCK 21988R102 3,622 60,500 X 15 60,500
COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 287 8,700 X 17 06 8,700
COUNTRYWIDE CREDIT IND COMMON STOCK 222372104 1,716 56,600 X 17 15 08 56,600
COVENTRY HEALTH CARE INC. COMMON STOCK 222862104 506 38,000 X 15 38,000
COX COMM CONV PFD PREFERRED 224044503 677 6,100 X 03 6,100
STOCK
COX COMMUNICATIONS PFD PREFERRED 224044305 461 7,500 X 03 7,500
STOCK
CREDENCE SYSTEMS CORP. COMMON STOCK 225302108 2,318 42,000 X 15 07 15 42,000
CROMPTON CORP. COMMON STOCK 227116100 2,472 201,800 X 02 02 201,800
CROSS TIMBERS OIL CO. COMMON STOCK 227573102 2,420 109,400 X 11 15 109,400
CROWN MEDIA HOLDINGS COMMON STOCK 228411104 326 21,300 X 10 11 21,300
CTC COMMUNICATIONS GRP COMMON STOCK 126419100 810 22,500 X 22,500
CTS CORP. COMMON STOCK 126501105 549 12,200 X 12,200
CUBE MICROSYSTEMS COMMON STOCK 12501N108 2,159 110,000 X 02 110,000
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CULLEN/FROST BANKERS COMMON STOCK 229899109 3,776 143,500 X 11 02 143,500
CUMULUS MEDIA INC. COMMON STOCK 231082108 1,554 170,300 X 02 05 170,300
CUNO INC COMMON STOCK 126583103 284 12,300 X 05 12,300
CUNO INC COMMON STOCK 126583103 789 34,100 X 34,100
CURAGEN CORP COMMON STOCK 23126R101 952 25,000 X 15 25,000
CVS CORP COMMON STOCK 126650100 248 6,200 X 17 6,200
CVS CORP COMMON STOCK 126650100 8,000 200,000 X 200,000
CYBERGOLD INC COMMON STOCK 23246N105 370 39,700 X 11 39,700
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 287 6,800 X 02 6,800
CYTEC INDUSTRIES INC. COMMON STOCK 232820100 1,086 44,000 X 44,000
CYTYC CORP. COMMON STOCK 232946103 4,846 90,800 X 07 02 15 90,800
DAIN RAUSCHER CORP. COMMON STOCK 233856103 1,973 29,900 X 15 07 29,900
DALLAS SEMI-CONDUCTORS COMMON STOCK 235204104 3,452 84,700 X 07 11 84,700
DANA CORP COMMON STOCK 235811106 756 35,700 X 15 09 17 08 35,700
DATA RETURN COMMON STOCK 23785M104 215 7,400 X 10 7,400
DATASCOPE COMMON STOCK 238113104 832 23,100 X 07 11 23,100
DAVOX CORP. COMMON STOCK 239208101 639 49,400 X 11 49,400
DDI CORP COMMON STOCK 233162106 599 21,000 X 05 21,000
DELL COMPUTER CORP COMMON STOCK 247025109 3,546 71,900 X 17 06 09 08 71,900
DELL COMPUTER CORP COMMON STOCK 247025109 99,212 2,011,900 X 2,011,900
DELPHI AUTOMOTIVE COMMON STOCK 247126105 207 14,224 X 17 09 08 14,224
DELTA & PINE LAND CO COMMON STOCK 247357106 1,070 42,700 X 11 42,700
DENDRITE INTERNATIONAL COMMON STOCK 248239105 3,498 105,000 X 02 105,000
DENTSPLY INTERNATIONAL COMMON STOCK 249030107 1,689 54,800 X 02 11 54,800
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 303 5,400 X 02 09 5,400
DEVRY INC. COMMON STOCK 251893103 278 10,500 X 02 07 10,500
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 2,601 74,056 X 15 08 74,056
DIGITAL ISLAND INC. COMMON STOCK 25385N101 249 5,125 X 07 11 5,125
DIGITAL MICROWAVE COMMON STOCK 253859102 6,744 176,900 X 15 07 176,900
DIGITAL MICROWAVE COMMON STOCK 253859102 248 6,500 X 6,500
DIONEX CORP. COMMON STOCK 254546104 1,164 43,500 X 11 43,500
DITECH COMM CORP COMMON STOCK 25500M103 217 2,300 X 10 05 2,300
DITECH COMM CORP COMMON STOCK 25500M103 236 2,500 X 2,500
DOCUMENTUM INC COMMON STOCK 256159104 402 4,500 X 05 07 4,500
DOLLAR TREE STORES INC COMMON STOCK 256747106 231 5,850 X 02 5,850
DOMINION RESCS INC OF VA COMMON STOCK 25746U109 260 6,067 X 17 09 08 6,067
DOMINION RESCS INC OF VA COMMON STOCK 25746U109 44,440 1,036,500 X 1,036,500
DONALDSON CO INC. COMMON STOCK 257651109 1,011 51,200 X 02 11 51,200
DONALDSON LUFKIN&JENRETTE COMMON STOCK 257661108 1,570 37,000 X 15 37,000
DONCASTERS PLC ADR ADR 257692103 281 25,800 X 11 25,800
DOW CHEMICAL COMPANY COMMON STOCK 260543103 987 32,700 X 17 01 06 09 32,700
DST SYSTEMS INC. COMMON STOCK 233326107 464 6,100 X 02 06 6,100
DU PONT E I DE NEMOURS COMMON STOCK 263534109 1,329 30,384 X 17 03 01 30,384
DUANE READE INC COMMON STOCK 263578106 2,495 96,900 X 02 10 96,900
DUCOMMUN INC. COMMON STOCK 264147109 265 22,200 X 11 22,200
DUKE POWER COMPANY COMMON STOCK 264399106 355 6,300 X 17 6,300
DUPONT PHOTOMASK COMMON STOCK 26613X101 1,713 25,000 X 25,000
DYCOM COMMON STOCK 267475101 235 5,100 X 10 5,100
DYNERGY INC COMMON STOCK 26816Q101 656 9,600 X 09 02 08 9,600
E*TRADE GROUP, INC. COMMON STOCK 269246104 1,846 111,900 X 08 09 02 06 08 111,900
EARTHGRAINS CO. COMMON STOCK 270319106 1,944 100,000 X 02 100,000
EAST WEST BANCORP INC. COMMON STOCK 27579R104 196 13,600 X 07 13,600
EASTMAN KODAK COMPANY COMMON STOCK 277461109 678 11,394 X 06 17 09 08 11,394
EATON CORPORATION COMMON STOCK 278058102 34,535 515,450 X 515,450
ECI TELECOM LTD. COMMON STOCK 268258100 955 26,700 X 15 26,700
EDISON INTL. COMMON STOCK 281020107 203 9,900 X 08 17 09 9,900
EDWARDS A.G. INC COMMON STOCK 281760108 1,876 48,100 X 06 15 02 09 48,100
EL PASO ENERGY CORP. COMMON STOCK 283905107 285 5,600 X 09 17 08 5,600
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELAN CORP PUBLC LTD.- ADR ADR 284131208 2,252 46,500 X 15 46,500
ELECTRO SCIENTIFIC IND COMMON STOCK 285229100 1,475 33,500 X 15 33,500
ELECTRONIC ARTS COMMON STOCK 285512109 270 3,700 X 02 3,700
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 1,022 24,770 X 01 09 08 17 06 24,770
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 2,268 89,600 X 02 11 89,600
ELI LILLY AND COMPANY COMMON STOCK 532457108 3,042 30,460 X 06 08 17 09 30,460
ELI LILLY AND COMPANY COMMON STOCK 532457108 27,466 275,000 X 275,000
EMBARCADERO TECHNOLOGIES COMMON STOCK 290787100 279 9,500 X 10 9,500
EMC CORPORATION COMMON STOCK 268648102 4,989 64,844 X 06 08 17 03 09 64,844
EMC CORPORATION COMMON STOCK 268648102 102,188 1,328,200 X 1,328,200
EMERSON ELEC CO COM COMMON STOCK 291011104 1,497 24,800 X 01 09 08 17 24,800
EMISPHERE TECH INC COMMON STOCK 291345106 1,359 31,900 X 15 11 31,900
EMMIS BROADCASTING - A COMMON STOCK 291525103 2,276 55,000 X 02 55,000
ENGELHARD CORP COMMON STOCK 292845104 2,063 120,900 X 120,900
ENRON CORP COMMON STOCK 293561106 1,561 24,200 X 17 06 03 09 24,200
ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 3,882 108,400 X 15 02 08 108,400
ERICSSON (L.M.) TEL-ADR ADR 294821400 200 10,000 X 10,000
ESPEED COMMON STOCK 296643109 239 5,500 X 11 5,500
E-TEK DYNAMICS INC. COMMON STOCK 269240107 7,571 28,700 X 06 15 28,700
EVEREST RE GROUP LTD COMMON STOCK G3223R108 6,953 211,500 X 02 02 02 07 211,500
EVEREST RE GROUP LTD COMMON STOCK G3223R108 1,608 48,900 X 48,900
EXAR CORP. COMMON STOCK 300645108 314 3,600 X 10 07 3,600
EXFO ELECTRO-OPTICAL COMMON STOCK 302043104 1,316 30,000 X 30,000
EXODUS COMMUNICATIONS COMMON STOCK 302088109 2,985 64,800 X 15 06 64,800
EXPEDITORS INTL WASH COMMON STOCK 302130109 2,437 51,300 X 02 51,300
EXPRESS SCRIPTS INC-CL A COMMON STOCK 302182100 1,503 24,200 X 02 15 24,200
EXTREME NETWORKS COMMON STOCK 30226D106 317 3,000 X 3,000
EXXON MOBIL CORP. COMMON STOCK 30231G102 9,828 125,197 X 08 09 01 08 17 03 125,197
EXXON MOBIL CORP. COMMON STOCK 30231G102 114,659 1,460,600 X 1,460,600
FACTORY 2-U STORES INC. COMMON STOCK 303072102 1,255 33,200 X 15 11 33,200
FAIR ISSAC & CO. INC. COMMON STOCK 303250104 2,666 60,600 X 11 60,600
FAMILY DOLLAR STORES COMMON STOCK 307000109 853 43,600 X 15 02 43,600
FAMILY DOLLAR STORES COMMON STOCK 307000109 1,604 82,000 X 82,000
FANNIE MAE COMMON STOCK 313586109 1,928 36,941 X 17 15 09 08 36,941
FBL FINANCIAL GROUP CL A COMMON STOCK 30239F106 561 35,600 X 11 35,600
FEDERAL NATL MTG ASSN COMMON STOCK 313586109 116,332 2,229,100 X 2,229,100
FEDERATED DEPART. STORES COMMON STOCK 31410H101 280 8,308 X 17 06 09 08 8,308
FEDEX CORP COMMON STOCK 31428X106 1,797 47,300 X 01 15 17 47,300
FIFTH THIRD BANCORP COMMON STOCK 316773100 335 5,300 X 17 5,300
FINLAY ENTERPRISES COMMON STOCK 317884203 519 39,900 X 02 39,900
FIRST DATA COMMON STOCK 319963104 3,245 65,400 X 15 17 06 65,400
FIRST DATA COMMON STOCK 319963104 107,003 2,156,200 X 2,156,200
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 1,634 49,800 X 15 07 02 49,800
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 2,325 100,000 X 02 100,000
FIRST SECURITY CORP COMMON STOCK 336294103 152 11,200 X 02 11,200
FIRST UNION COMMON STOCK 337358105 665 26,800 X 17 09 08 26,800
FIRSTAR CORP COMMON STOCK 33763V109 344 16,327 X 08 17 16,327
FISERV INC COMMON STOCK 337738108 303 7,000 X 02 7,000
FLEETBOSTON FINANCIAL COMMON STOCK 339030108 1,262 37,116 X 17 01 09 08 37,116
FLEMMING COMPANIES, INC. COMMON STOCK 339130106 1,059 81,100 X 02 81,100
FLEXTRONICS INTL, LTD. COMMON STOCK Y2573F102 3,194 46,500 X 15 46,500
FLEXTRONICS INTL, LTD. COMMON STOCK Y2573F102 50,492 735,100 X 735,100
FLOWSERVE CORPORATION COMMON STOCK 34354P105 1,981 131,500 X 02 02 131,500
FLOWSERVE CORPORATION COMMON STOCK 34354P105 1,708 113,400 X 113,400
FLUOR CORP. COMMON STOCK 343861100 4,554 144,000 X 17 02 144,000
FOOTSTAR INC. COMMON STOCK 344912100 1,227 36,900 X 36,900
FORD MOTOR CO DEL COMMON STOCK 345370100 1,909 44,400 X 17 03 09 08 44,400
FORD MOTOR COMPANY COMMON STOCK 345370100 16,461 382,800 X 382,800
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOREST LABS, INC. COMMON STOCK 345838106 695 6,880 X 02 06 08 09 6,880
FORRESTER RESEARCH INC. COMMON STOCK 346563109 1,908 26,200 X 07 15 26,200
FORT JAMES CORPORATION COMMON STOCK 347471104 447 19,350 X 09 01 17 08 19,350
FORTUNE BRANDS INC. COMMON STOCK 349631101 7,292 316,200 X 316,200
FOSSIL, INC. COMMON STOCK 349882100 974 50,100 X 02 07 50,100
FOSTER WHEELER CORP COMMON STOCK 350244109 2,359 273,500 X 02 273,500
FOUNDATION HLTH SYSTEMS A COMMON STOCK 350404109 3,015 231,900 X 02 02 231,900
FOUNDRY NETWORKS INC COMMON STOCK 35063R100 11,271 102,000 X 102,000
FPL GROUP INC COMMON STOCK 302571104 267 5,400 X 09 17 08 5,400
FRANKLIN RES INC COMMON STOCK 354613101 905 29,800 X 17 15 09 08 29,800
FREDDIE MAC COMMON STOCK 313400301 757 18,700 X 17 09 08 18,700
FREDDIE MAC COMMON STOCK 313400301 8,100 200,000 X 200,000
FRIEDE GOLDMAN INTL. COMMON STOCK 358430106 297 33,200 X 02 33,200
GANNETT INC COMMON STOCK 364730101 441 7,370 X 17 09 08 7,370
GANNETT INC COMMON STOCK 364730101 18,889 315,800 X 315,800
GAP INC COMMON STOCK 364760108 756 24,200 X 17 09 08 24,200
GARDNER DENVER MACHINERY COMMON STOCK 365558105 561 31,400 X 11 31,400
GATEWAY INC COMMON STOCK 367626108 341 6,000 X 17 06 6,000
GAYLORD CONTAINER CORP-A COMMON STOCK 368145108 575 213,900 X 02 213,900
GEMSTAR INTL COMMON STOCK G3788V106 4,425 72,000 X 15 72,000
GENENTECH INC. COMMON STOCK 368710406 2,752 16,000 X 15 06 16,000
GENERAL DYNAMICS CORP COMMON STOCK 369550108 214 4,100 X 06 17 4,100
GENERAL ELECTRIC COMPANY COMMON STOCK 369604103 16,112 304,000 X 17 06 03 09 08 304,000
GENERAL ELECTRIC COMPANY COMMON STOCK 369604103 139,203 2,626,500 X 2,626,500
GENERAL MILLS, INC. COMMON STOCK 370334104 746 19,504 X 17 08 03 19,504
GENERAL MILLS, INC. COMMON STOCK 370334104 40,629 1,062,200 X 1,062,200
GENERAL MOTORS CL H COMMON STOCK 370442832 271 3,083 X 06 17 3,083
GENERAL MOTORS CORP COMMON STOCK 370442105 883 15,213 X 09 08 17 15,213
GENERAL SEMICONDUCTOR,INC COMMON STOCK 370787103 3,149 213,500 X 02 213,500
GENESCO, INC. COMMON STOCK 371532102 1,126 70,100 X 15 07 70,100
GENESIS MICROCHIP INC COMMON STOCK 371933102 1,446 80,900 X 80,900
GENUITY, INC. COMMON STOCK 37248E103 2,747 300,000 X 300,000
GENZYME CORP- GENERAL DIV COMMON STOCK 372917104 325 5,472 X 09 08 02 5,472
GEON COMPANY COMMON STOCK 37246W105 2,163 116,900 X 02 116,900
GEORGIA GULF CORP COMMON STOCK 373200203 241 11,600 X 07 02 11,600
GEORGIA GULF CORP COMMON STOCK 373200203 24,704 1,187,000 X 1,187,000
GILLETTE CO. COMMON STOCK 375766102 1,002 28,676 X 17 09 08 28,676
GLOBAL CROS 6.75 PREFERRED G3921A134 778 3,500 X 03 3,500
STOCK
GLOBAL CROSSING ADR G3921A100 544 20,685 X 08 17 09 20,685
GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 7,197 381,300 X 02 11 15 02 381,300
GLOBAL MARINE INC COMMON STOCK 379352404 308 10,940 X 02 09 08 10,940
GLOBAL MARINE INC COMMON STOCK 379352404 352 12,500 X 12,500
GLOBESPAN COMMON STOCK 379571102 281 2,300 X 2,300
GOLDEN STATE BANCORP COMMON STOCK 381197102 1,015 56,400 X 56,400
GOLDEN WEST FINANC CORP COMMON STOCK 381317106 2,429 59,514 X 15 17 08 09 59,514
GOLDMAN SACHS GROUP INC. COMMON STOCK 38141G104 3,788 39,930 X 15 09 08 39,930
GOODRICH B F CO COMMON STOCK 382388106 1,499 44,000 X 44,000
GRAINGER W.W. INC. COMMON STOCK 384802104 342 11,100 X 01 17 09 11,100
GRANITE COMMON STOCK 387328107 1,938 79,100 X 02 02 07 79,100
GREATER BAY COMMON STOCK 391648102 1,155 24,700 X 07 15 24,700
GREATER BAY COMMON STOCK 391648102 1,281 27,400 X 27,400
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 531 28,300 X 08 01 02 09 28,300
GREY WOLF INCORPORATED COMMON STOCK 397888108 3,467 693,400 X 15 10 693,400
GREY WOLF INCORPORATED COMMON STOCK 397888108 240 48,000 X 48,000
GSI LUMONICS COMMON STOCK 36229U102 548 15,600 X 15 15,600
GTE CORP. COMMON STOCK 362320103 1,681 27,000 X 17 09 06 08 27,000
GUIDANT CORP COMMON STOCK 401698105 262 5,300 X 17 5,300
H & R BLOCK, INC. COMMON STOCK 093671105 1,849 57,100 X 02 17 57,100
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
H.J. HEINZ COMMON STOCK 423074103 438 10,020 X 17 09 08 10,020
HAEMONETICS CORP. COMMON STOCK 405024100 1,728 82,300 X 11 82,300
HALL, KINION & ASSOC. COMMON STOCK 406069104 353 10,600 X 11 10,600
HALLIBURTON CO COMMON STOCK 406216101 363 7,700 X 17 7,700
HANNA (M.A.) CO. COMMON STOCK 410522106 1,706 189,500 X 02 02 189,500
HANOVER COMPRESSOR CO COMMON STOCK 410768105 536 14,100 X 07 11 02 14,100
HARCOURT GEN INC COMMON STOCK 41163G101 1,610 29,600 X 29,600
HARRIS CORP COMMON STOCK 413875105 1,428 43,600 X 43,600
HARSCO CORP COMMON STOCK 415864107 1,104 43,300 X 43,300
HARTE-HANKS, INC COMMON STOCK 416196103 1,848 73,900 X 02 02 73,900
HARTFORD FINANCIAL SVC COMMON STOCK 416515104 384 6,860 X 17 09 08 6,860
HCA THE HEALTHCARE COMP COMMON STOCK 404119109 441 14,515 X 17 09 08 14,515
HEALTH MANAGEMENT ASSOC COMMON STOCK 421933102 2,315 177,200 X 02 15 177,200
HEALTH MANAGEMENT ASSOC COMMON STOCK 421933102 1,912 146,400 X 146,400
HEALTHSOUTH CORP COMMON STOCK 421924101 2,245 312,300 X 15 02 17 312,300
HEILIG MEYERS COMMON STOCK 422893107 287 242,000 X 02 242,000
HELIX TECHNOLOGY CORP. COMMON STOCK 423319102 289 7,400 X 11 07 7,400
HELLER FINANCIAL INC COMMON STOCK 423328103 2,355 114,900 X 02 114,900
HELLER FINANCIAL INC COMMON STOCK 423328103 668 32,600 X 32,600
HELMERICH & PAYNE INC. COMMON STOCK 423452101 912 24,400 X 02 07 11 24,400
HEWLETT PACKARD COMMON STOCK 428236103 2,947 23,600 X 17 09 06 08 23,600
HEWLETT PACKARD COMMON STOCK 428236103 112,298 899,300 X 899,300
HIBERNIA CORP CLASS A COMMON STOCK 428656102 404 37,106 X 01 02 08 09 37,106
HISPANIC BROADCASTING COMMON STOCK 43357B104 205 6,200 X 02 6,200
HOME DEPOT COMMON STOCK 437076102 3,668 73,460 X 06 17 03 09 08 73,460
HOME DEPOT COMMON STOCK 437076102 16,230 325,000 X 325,000
HONEYWELL INTERNATIONAL COMMON STOCK 438516106 843 25,025 X 17 09 08 25,025
HOOPER HOLMES INC. COMMON STOCK 439104100 642 80,200 X 80,200
HORACE MANN EDUCATORS COMMON STOCK 440327104 20,534 1,368,900 X 1,368,900
HORMEL FOODS CORP COMMON STOCK 440452100 198 11,800 X 02 06 11,800
HORMEL FOODS CORP COMMON STOCK 440452100 1,426 84,800 X 84,800
HOUSEHOLD INT'L COMMON STOCK 441815107 927 22,300 X 01 17 22,300
HUANENG POWER ADR ADR 443304100 1,198 90,000 X 08 90,000
HUDSON UNITED BANCORP COMMON STOCK 444165104 473 21,100 X 11 21,100
HUDSON UNITED BANCORP COMMON STOCK 444165104 1,088 48,500 X 48,500
HYPERCOM CORP. COMMON STOCK 44913M105 2,379 165,500 X 02 165,500
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 1,434 44,200 X 44,200
I B M COMMON STOCK 459200101 4,832 44,102 X 17 06 09 03 08 44,102
I B M COMMON STOCK 459200101 50,367 459,700 X 459,700
I2 TECHNOLOGIES INC. COMMON STOCK 465754109 1,329 12,750 X 15 06 12,750
I2 TECHNOLOGIES INC. COMMON STOCK 465754109 11,302 108,400 X 108,400
IBP INC COMMON STOCK 449223106 299 19,400 X 06 02 19,400
ICN PHARMACEUTICALS, INC. COMMON STOCK 448924100 904 32,500 X 15 02 32,500
IDACORP INC. COMMON STOCK 451107106 2,125 65,900 X 65,900
IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 293 2,500 X 02 2,500
IDEX CORP. COMMON STOCK 45167R104 1,667 52,800 X 11 52,800
IDEXX LABORATORIES COMMON STOCK 45168D104 1,027 44,900 X 44,900
ILLINOIS TOOL WORKS COMMON STOCK 452308109 644 11,300 X 01 17 11,300
ILLINOIS TOOL WORKS COMMON STOCK 452308109 16,301 285,986 X 285,986
IMC GLOBAL INC COMMON STOCK 449669100 2,969 228,400 X 02 01 02 228,400
IMCLONE SYSTEMS COMMON STOCK 45245W109 245 3,200 X 10 3,200
INAMED CORPORATION COMMON STOCK 453235103 282 7,700 X 05 11 7,700
INCYTE PHARMACEUTICAL INC COMMON STOCK 45337C102 953 11,600 X 11,600
IND NATUZZI ADR ADR 456478106 1,121 94,400 X 09 94,400
INFINEON TECHNOLOGIES ADR 45662N103 254 3,200 X 3,200
INFINITY BROADCASTING COMMON STOCK 45662S102 226 6,200 X 06 6,200
INFOCUS CORP COMMON STOCK 45665B106 2,324 72,200 X 15 07 72,200
INFORMIX CORP. COMMON STOCK 456779107 5,532 743,750 X 02 02 743,750
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INFOSPACE.COM INC. COMMON STOCK 45678T102 2,950 53,400 X 06 15 53,400
INGERSOLL-RAND PREFERRED 456867209 332 16,300 X 03 16,300
STOCK
INGRAM MICRO INCORP. COMMON STOCK 457153104 5,155 295,600 X 02 295,600
INKTOMI CORP COMMON STOCK 457277101 6,764 57,200 X 57,200
INNKEEPERS USA TRUST COMMON STOCK 4576J0104 274 30,000 X 05 30,000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 777 13,100 X 11 13,100
INSITUFORM TECH-CL A COMMON STOCK 457667103 396 14,600 X 10 07 14,600
INTEGRATED DEVICE TECH COMMON STOCK 458118106 4,874 81,400 X 15 11 02 15 81,400
INTEL CORPORATION COMMON STOCK 458140100 13,957 104,400 X 17 09 08 06 03 104,400
INTEL CORPORATION COMMON STOCK 458140100 174,756 1,307,200 X 1,307,200
INTERGRATED SILICON SOLUT COMMON STOCK 45812P107 10,021 263,700 X 07 15 02 263,700
INTERIM SERVICES INC. COMMON STOCK 45868P100 1,271 71,600 X 02 71,600
INTERLINK ELECTRONICS INC COMMON STOCK 458751104 2,973 71,000 X 02 71,000
INTERMEDIA COMMUNICATIONS COMMON STOCK 458801107 649 21,800 X 21,800
INTERNATIONAL PAPER COMMON STOCK 460146103 450 15,096 X 17 09 06 08 15,096
INTERNET CAPITAL GRP INC. COMMON STOCK 46059C106 1,166 31,500 X 15 31,500
INTERNET PICTURES CORP COMMON STOCK 46059S101 271 17,900 X 10 05 17,900
INTERPUBLIC GROUP, INC. COMMON STOCK 460690100 297 6,900 X 17 06 6,900
INTER-TEL, INC. COMMON STOCK 458372109 941 58,600 X 02 58,600
INTRANET SOLUTIONS INC. COMMON STOCK 460939309 295 7,700 X 11 07 7,700
INTUIT INC. COMMON STOCK 461202103 3,819 92,300 X 15 02 06 92,300
INVESTMENT TECHNOLOGY COMMON STOCK 46145F105 798 20,200 X 11 02 07 20,200
INVESTMENT TECHNOLOGY COMMON STOCK 46145F105 743 18,800 X 18,800
INVITROGEN CORP. COMMON STOCK 46185R100 3,685 49,000 X 15 49,000
IONA TECHNOLOGIES PLC-ADR ADR 46206P109 381 6,050 X 11 6,050
ITT INDUSTRIES INC COMMON STOCK 450911102 978 32,200 X 32,200
ITXC CORP COMMON STOCK 45069F109 821 23,200 X 15 05 23,200
ITXC CORP COMMON STOCK 45069F109 326 9,200 X 9,200
IVAX CORP. COMMON STOCK 465823102 664 16,000 X 02 06 16,000
IXL ENTERPRISES COMMON STOCK 450718101 1,051 72,500 X 72,500
J.P. MORGAN & CO., INC. COMMON STOCK 616880100 308 2,800 X 17 2,800
JABIL CIRCUIT COMMON STOCK 466313103 536 10,800 X 02 10,800
JABIL CIRCUIT COMMON STOCK 466313103 30,147 607,500 X 607,500
JACK HENRY & ASSOC. COMMON STOCK 426281101 1,103 22,000 X 11 22,000
JD EDWARDS & CO. COMMON STOCK 281667105 1,792 119,000 X 02 119,000
JDA SOFTWARE GROUP, INC. COMMON STOCK 46612K108 1,792 93,400 X 93,400
JDN REALTY CORP. COMMON STOCK 465917102 148 14,500 X 07 14,500
JDS UNIPHASE CORP. COMMON STOCK 46612J101 1,043 8,700 X 03 06 8,700
JDS UNIPHASE CORP. COMMON STOCK 46612J101 39,187 326,900 X 326,900
JEFFERIES GROUP INC. COMMON STOCK 472319102 630 31,200 X 07 11 31,200
JOHNSON & JOHNSON COMMON STOCK 478160104 4,177 41,000 X 09 01 08 17 06 41,000
JOHNSON & JOHNSON COMMON STOCK 478160104 31,642 310,600 X 310,600
JOHNSON CONTROLS INC COMMON STOCK 478366107 647 12,600 X 01 08 17 09 12,600
JONES APPAREL GROUP COMMON STOCK 480074103 207 8,800 X 09 08 02 8,800
JONES LANG LASALLE INC. COMMON STOCK 48020Q107 808 60,400 X 60,400
JONES PHARMA, INC. COMMON STOCK 480236108 296 7,400 X 07 06 7,400
JUNIPER NETWORKS INC. COMMON STOCK 48203R104 14,847 102,000 X 102,000
KANA COMMUNICATIONS COMMON STOCK 483600102 309 5,000 X 5,000
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 1,916 21,600 X 15 17 21,600
KAYDON CORP. COMMON STOCK 486587108 1,932 92,000 X 11 02 92,000
KEANE INC COMMON STOCK 486665102 4,742 219,300 X 02 11 02 219,300
KELLOGG CO COMMON STOCK 487836108 396 13,302 X 09 17 08 13,302
KEY ENERGY SERVICES, INC. COMMON STOCK 492914106 5,506 572,000 X 15 02 572,000
KEY ENERGY SERVICES, INC. COMMON STOCK 492914106 1,471 152,800 X 152,800
KEYCORP COMMON STOCK 493267108 187 10,600 X 17 09 08 10,600
KEYSPAN CORP. COMMON STOCK 49337W100 234 7,600 X 02 7,600
KFORCE.COM INC COMMON STOCK 493732101 1,455 209,800 X 02 209,800
KIMBERLY CLARK COMMON STOCK 494368103 820 14,300 X 06 08 17 09 14,300
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KINDER MORGAN INC COMMON STOCK 49455P101 2,796 80,900 X 02 02 10 80,900
KIRBY CORPORATION COMMON STOCK 497266106 2,097 98,700 X 98,700
KLA INSTRUMENTS CORP COMMON STOCK 482480100 3,162 54,000 X 17 15 06 54,000
KLA INSTRUMENTS CORP COMMON STOCK 482480100 451 7,700 X 7,700
KOHLS CORP. COMMON STOCK 500255104 2,620 47,100 X 15 17 06 47,100
KONINKLIJKE PHILIPS ADR ADR 500472204 646 13,600 X 03 13,600
KOPIN CORP COMMON STOCK 500600101 1,274 18,400 X 15 11 07 18,400
KROGER CO COMMON STOCK 501044101 477 21,606 X 17 09 08 21,606
KRONOS INC COMMON STOCK 501052104 764 29,400 X 11 07 29,400
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 2,391 41,900 X 02 02 41,900
LABRANCHE & CO. COMMON STOCK 505447102 300 20,900 X 05 20,900
LAFARGE CORP. COMMON STOCK 505862102 960 45,700 X 01 15 45,700
LAMAR ADVERTISING CO. COMMON STOCK 512815101 1,494 34,500 X 02 34,500
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 2,620 37,900 X 02 09 37,900
LEAR CORPORATION COMMON STOCK 521865105 470 23,500 X 02 01 07 23,500
LEARNING TREE INTERNATION COMMON STOCK 522015106 1,054 17,200 X 15 17,200
LEGG MASON, INC. COMMON STOCK 524901105 2,880 57,600 X 15 02 57,600
LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 4,388 46,400 X 06 09 08 15 17 46,400
LEVEL 3 COMM COMMON STOCK 52729N100 2,077 23,600 X 08 06 23,600
LEXMARK INTL GROUP COMMON STOCK 529771107 484 7,200 X 03 17 09 06 08 7,200
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 1,704 65,700 X 65,700
LIFEMINDERS INC. COMMON STOCK 53220Q105 443 14,995 X 07 11 14,995
LIMITED INCORPORATED COMMON STOCK 532716107 471 21,800 X 06 09 17 08 21,800
LINCARE HOLDINGS COMMON STOCK 532791100 224 9,100 X 10 02 9,100
LINCOLN NATL CORP COMMON STOCK 534187109 538 14,902 X 17 08 01 09 14,902
LINEAR TECHNOLOGY CORP. COMMON STOCK 535678106 339 5,300 X 17 5,300
LINEAR TECHNOLOGY CORP. COMMON STOCK 535678106 480 7,500 X 7,500
LINENS 'N THINGS INC. COMMON STOCK 535679104 1,674 61,700 X 11 61,700
LITTLEFUSE INCORPORATED COMMON STOCK 537008104 3,788 77,300 X 15 07 77,300
LITTON INDUSTRIES COMMON STOCK 538021106 1,537 36,600 X 36,600
LONE STAR TECHNOLGIES COMMON STOCK 542312103 1,355 29,300 X 15 29,300
LOWE'S COMPANIES COMMON STOCK 548661107 456 11,100 X 09 06 08 17 11,100
LOWE'S COMPANIES COMMON STOCK 548661107 34,082 830,000 X 830,000
LSI LOGIC COMMON STOCK 502161102 2,609 48,200 X 15 06 17 48,200
LUCENT TECH. CORP. COMMON STOCK 549463107 4,494 75,855 X 06 17 09 08 75,855
LUCENT TECH. CORP. COMMON STOCK 549463107 76,166 1,285,500 X 1,285,500
M & T BANK CORP. COMMON STOCK 55261F104 720 1,600 X 11 1,600
M.STANLEY DEAN WITTER COMMON STOCK 617446448 2,672 32,100 X 03 06 08 17 32,100
MACK-CALI REALTY CORP COMMON STOCK 554489104 1,410 54,900 X 54,900
MACROMEDIA COMMON STOCK 556100105 541 5,600 X 06 02 10 5,600
MACROVISION CORP. COMMON STOCK 555904101 3,273 51,200 X 10 15 07 51,200
MANPOWER INC COMMON STOCK 56418H100 1,168 36,500 X 36,500
MANUFACTURERS SERVICES COMMON STOCK 565005105 763 37,100 X 11 02 10 37,100
MANUFACTURERS SERVICES COMMON STOCK 565005105 370 18,000 X 18,000
MARCHFIRST INC COMMON STOCK 566244109 1,402 76,800 X 02 02 76,800
MARINE DRILLING CO, INC. COMMON STOCK 568240204 7,899 282,100 X 15 02 07 05 11 282,100
MARRIOTT INTL, CL-A COMMON STOCK 571903202 281 7,800 X 09 06 08 17 7,800
MARSH & MCLENNAN CO., INC COMMON STOCK 571748102 976 9,350 X 03 17 9,350
MARSHALL & ILSLEY CORP. COMMON STOCK 571834100 286 6,900 X 02 09 08 6,900
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 23,818 589,000 X 589,000
MASCO CORP COMMON STOCK 574599106 591 32,700 X 17 01 32,700
MASCO CORP COMMON STOCK 574599106 36,714 2,032,600 X 2,032,600
MASTEC INC. COMMON STOCK 576323109 267 7,000 X 10 07 7,000
MATTEL COMMON STOCK 577081102 571 43,280 X 17 09 01 08 43,280
MATTHEWS INTL. CORP CL. A COMMON STOCK 577128101 1,238 42,700 X 11 42,700
MAVERICK TUBE CORP COMMON STOCK 577914104 384 13,200 X 07 11 13,200
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 319 4,700 X 17 4,700
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 43,526 640,700 X 640,700
</TABLE>
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAXIM PHARMACEUTICALS COMMON STOCK 57772M107 1,207 23,500 X 15 10 23,500
MAXTOR COMMON STOCK 577729205 3,796 359,400 X 02 359,400
MAXTOR COMMON STOCK 577729205 780 73,800 X 73,800
MAY DEPARTMENT STORES COMMON STOCK 577778103 801 33,380 X 08 15 17 09 33,380
MAYTAG COMMON STOCK 578592107 837 22,700 X 15 17 22,700
MAYTAG COMMON STOCK 578592107 34,568 937,400 X 937,400
MBIA INC. COMMON STOCK 55262C100 707 14,662 X 11 17 09 08 14,662
MBNA CORP COMMON STOCK 55262L100 435 16,050 X 17 06 16,050
MBNA CORPORATION COMMON STOCK 55262L100 105,856 3,902,550 X 3,902,550
MC DONALDS COMMON STOCK 580135101 1,515 46,006 X 01 08 17 09 46,006
MCK COMMUNICATIONS COMMON STOCK 581243102 328 14,200 X 11 14,200
MCKESSON HBOC INC. COMMON STOCK 58155Q103 2,026 96,781 X 15 17 96,781
MCMORAN EXPLORATION CO COMMON STOCK 582411104 2,079 126,000 X 02 126,000
MEDIA ONE GROUP COMMON STOCK 58440J104 1,289 19,390 X 17 09 06 08 19,390
MEDICIS PHARMACEUTICAL COMMON STOCK 584690309 2,109 37,000 X 37,000
MEDIMMUNE, INC. COMMON STOCK 584699102 518 7,000 X 06 17 7,000
MEDTRONIC INCORPORATED COMMON STOCK 585055106 1,440 28,900 X 17 09 08 06 28,900
MELLON FINANCIAL CORP. COMMON STOCK 58551A108 1,549 42,500 X 03 17 15 42,500
MELLON FINANCIAL CORP. COMMON STOCK 58551A108 98,463 2,702,200 X 2,702,200
MENTOR CORPORATION COMMON STOCK 587188103 4,975 183,000 X 11 02 07 183,000
MENTOR GRAPHICS CORP COMMON STOCK 587200106 1,960 98,600 X 02 02 98,600
MERCK & COMPANY, INC COMMON STOCK 589331107 5,256 68,600 X 09 17 06 08 68,600
MERCK & COMPANY, INC COMMON STOCK 589331107 44,059 575,000 X 575,000
MEREDITH CORP COMMON STOCK 589433101 678 20,100 X 11 17 20,100
MERRILL LYNCH COMMON STOCK 590188108 1,990 17,300 X 17 06 03 09 08 17,300
MERRILL LYNCH COMMON STOCK 590188108 28,187 245,100 X 245,100
META GROUP, INC. COMMON STOCK 591002100 587 30,500 X 11 30,500
METLIFE CONV PFD PREFERRED 59156R207 969 14,000 X 03 14,000
STOCK
METLIFE INC COMMON STOCK 59156R108 236 11,200 X 08 09 11,200
METRIS CO. COMMON STOCK 591598107 396 15,750 X 05 07 15,750
METRIS CO. COMMON STOCK 591598107 1,100 43,800 X 43,800
METROMEDIA FIBER NTWK. PREFERRED 24366Q209 508 7,400 X 03 7,400
STOCK
MICREL INC. COMMON STOCK 594793101 1,381 31,800 X 15 02 31,800
MICROCHIP TECHNOLOGY COMMON STOCK 595017104 256 4,400 X 02 4,400
MICROCHIP TECHNOLOGY COMMON STOCK 595017104 367 6,300 X 6,300
MICROMUSE INC COMMON STOCK 595094103 1,059 6,400 X 15 06 6,400
MICRON TECHNOLOGY INC COMMON STOCK 595112103 6,358 72,200 X 17 15 72,200
MICRON TECHNOLOGY INC COMMON STOCK 595112103 18,757 213,000 X 213,000
MICROS SYSTEMS COMMON STOCK 594901100 535 28,800 X 11 07 28,800
MICROSEMI CORP. COMMON STOCK 595137100 248 7,300 X 10 7,300
MICROSOFT COMMON STOCK 594918104 12,112 151,400 X 17 06 03 08 09 151,400
MICROSOFT COMMON STOCK 594918104 157,739 1,971,800 X 1,971,800
MIDWAY GAMES INC. COMMON STOCK 598148104 331 41,100 X 02 41,100
MILLENNIUM PHARMACEU COMMON STOCK 599902103 1,633 14,600 X 15 02 06 14,600
MILLIPORE CORP. COMMON STOCK 601073109 67,640 897,400 X 897,400
MINERALS TECHNOLOGIES COMMON STOCK 603158106 2,226 48,400 X 02 02 48,400
MINIMED INC. COMMON STOCK 60365K108 212 1,800 X 02 1,800
MINN. MINING & MANUFCTRNG COMMON STOCK 604059105 553 6,700 X 17 6,700
MINNESOTA MNG & MFG COMMON STOCK 604059105 31,516 382,000 X 382,000
MINNESOTA POWER & LIGHT COMMON STOCK 604110106 246 14,200 X 07 02 14,200
MMC NETWORKS INC COMMON STOCK 55308N102 342 6,400 X 05 6,400
MODIS PROFESSIONAL SERVIC COMMON STOCK 607830106 2,107 276,300 X 02 02 276,300
MODIS PROFESSIONAL SERVIC COMMON STOCK 607830106 757 99,300 X 99,300
MONSANTO CO. 6.5% (ACES) PREFERRED 611662305 860 19,000 X 03 19,000
STOCK
MONTANA POWER CO. COMMON STOCK 612085100 2,521 71,400 X 15 11 02 71,400
MOTOROLA,INC. COMMON STOCK 620076109 1,731 59,550 X 17 09 08 06 03 59,550
M-SYSTEMS FLASH DISK COMMON STOCK M7061C100 1,480 19,000 X 15 19,000
MUTUAL RISK MANAGEMENT COMMON STOCK 628351108 2,060 119,000 X 11 05 119,000
</TABLE>
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MYLAN LABS COMMON STOCK 628530107 1,100 60,300 X 02 15 02 60,300
MYPOINTS.COM INC. COMMON STOCK 62855T102 392 20,700 X 10 11 20,700
NABISCO HOLDINGS COMMON STOCK 629526104 406 7,734 X 06 08 09 7,734
NABISCO HOLDINGS GROUP COMMON STOCK 62952P102 399 15,400 X 17 06 15,400
NABORS INDUSTRIES INC COMMON STOCK 629568106 1,342 32,300 X 02 11 32,300
NABORS INDUSTRIES INC COMMON STOCK 629568106 1,517 36,500 X 36,500
NATIONAL COMMERCE BANCORP COMMON STOCK 635449101 236 14,700 X 02 10 14,700
NATIONAL DATA COMMON STOCK 635621105 1,647 71,600 X 02 71,600
NATIONAL-OILWELL INC. COMMON STOCK 637071101 4,246 129,152 X 11 15 02 11 129,152
NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 120 10,900 X 07 10,900
NAT'L SEMICONDUCTOR CORP COMMON STOCK 637640103 2,253 39,700 X 17 08 15 09 39,700
NATURAL MICROSYS CORP COMMON STOCK 638882100 3,092 27,500 X 15 11 07 27,500
NBTY, INC. COMMON STOCK 628782104 782 122,700 X 02 122,700
NEOSE TECHNOLOGIES INC. COMMON STOCK 640522108 1,354 32,200 X 15 32,200
NETEGRITY COMMON STOCK 64110P107 305 4,050 X 07 11 4,050
NETIQ CORP COMMON STOCK 64115P102 315 5,282 X 05 07 5,282
NETOPIA, INC. COMMON STOCK 64114K104 332 8,250 X 05 11 8,250
NETRO CORP COMMON STOCK 64114R109 361 6,300 X 05 6,300
NETWORK APPLIANCE INC. COMMON STOCK 64120L104 1,674 20,800 X 15 17 06 20,800
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 684 22,800 X 17 01 22,800
NEW ERA OF NETWORKS INC COMMON STOCK 644312100 242 5,700 X 10 5,700
NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 1,237 32,500 X 32,500
NEW YORK TIMES CO COMMON STOCK 650111107 1,390 35,200 X 17 09 01 03 06 35,200
NEWELL RUBBERMAID COMMON STOCK 651229106 658 25,551 X 01 17 25,551
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 352 9,000 X 05 9,000
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 1,127 28,800 X 28,800
NEWMONT MINING CORP COMMON STOCK 651639106 1,086 50,200 X 50,200
NEWPARK RESOURCES INC COMMON STOCK 651718504 3,116 330,200 X 02 330,200
NEWPORT CORP. COMMON STOCK 651824104 2,255 21,000 X 15 21,000
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 5,094 138,600 X 02 11 02 138,600
NEXTEL COMMUNICATIONS COMMON STOCK 65332V103 1,364 22,300 X 06 17 01 22,300
NEXTLINK COMM., PFD. PREFERRED 65333H863 481 2,800 X 03 2,800
STOCK
NIKE, INC., CLASS B COMMON STOCK 654106103 267 6,700 X 17 06 6,700
NOBLE AFFILIATES INC COMMON STOCK 654894104 3,636 97,600 X 02 02 97,600
NOBLE AFFILIATES INC COMMON STOCK 654894104 1,047 28,100 X 28,100
NOBLE DRILLING CORP COMMON STOCK 655042109 4,699 114,100 X 15 02 114,100
NOKIA CORP ADR ADR 654902204 864 17,300 X 03 17,300
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 402 27,000 X 01 09 17 08 27,000
NORTEL NETWORKS CORP. ADR ADR 656568102 5,134 75,227 X 17 09 08 06 75,227
NORTEL NETWORKS CORP. ADR ADR 656568102 104,757 1,534,900 X 1,534,900
NORTH FORK BANCORP., INC. COMMON STOCK 659424105 1,154 76,300 X 11 02 09 08 76,300
NORTHERN TRUST CORP COMMON STOCK 665859104 2,420 37,200 X 15 17 37,200
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 424 6,400 X 17 06 6,400
NOVA CORP/GEORGIA COMMON STOCK 669784100 1,226 43,900 X 43,900
NOVELLUS SYSTEMS COMMON STOCK 670008101 6,476 114,500 X 114,500
NS GROUP, INC. COMMON STOCK 628916108 974 46,500 X 02 46,500
NUI CORP. COMMON STOCK 629430109 405 15,000 X 11 15,000
NVIDIA CORP COMMON STOCK 67066G104 229 3,600 X 02 3,600
OAK TECHNOLOGY, INC. COMMON STOCK 671802106 2,652 123,000 X 15 123,000
OCEAN ENERGY INC COMMON STOCK 67481E106 2,806 197,800 X 02 02 197,800
OCEANEERING INTERNATIONAL COMMON STOCK 675232102 1,712 90,100 X 11 90,100
OCEANFIRST FINANCIAL CORP COMMON STOCK 675234108 844 45,800 X 11 45,800
OFFICE DEPOT COMMON STOCK 676220106 455 72,800 X 15 17 72,800
OFFICEMAX INC. COMMON STOCK 67622M108 1,726 345,200 X 02 02 345,200
OFFSHORE LOGISTICS COMMON STOCK 676255102 2,070 144,000 X 02 11 144,000
OFFSHORE LOGISTICS COMMON STOCK 676255102 277 19,300 X 19,300
OLIN CORP COMMON STOCK 680665205 2,609 158,100 X 02 07 02 158,100
OLIN CORP COMMON STOCK 680665205 1,624 98,400 X 98,400
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OM GROUP COMMON STOCK 670872100 1,760 40,000 X 02 40,000
OM GROUP COMMON STOCK 670872100 651 14,800 X 14,800
OMNICARE, INC. COMMON STOCK 681904108 1,315 145,100 X 15 02 02 145,100
OMNICOM GROUP COMMON STOCK 681919106 303 3,400 X 17 06 3,400
OPTIMAL ROBOTICS CORP COMMON STOCK 68388R208 921 24,000 X 15 24,000
ORACLE CORPORATION COMMON STOCK 68389X105 5,884 70,000 X 17 06 09 08 70,000
ORACLE CORPORATION COMMON STOCK 68389X105 94,839 1,128,200 X 1,128,200
OSHKOSH TRUCK CORP. COMMON STOCK 688239201 1,337 37,400 X 37,400
OSI PHARMACEUTICALS INC COMMON STOCK 671040103 1,052 36,500 X 15 36,500
OSICOM TECHNOLOGIES COMMON STOCK 688271501 372 4,400 X 11 4,400
PACIFIC GULF PROPERTIES COMMON STOCK 694396102 1,837 73,300 X 73,300
PACIFIC SUNWEAR OF CALIF. COMMON STOCK 694873100 1,806 96,300 X 02 96,300
PAINE WEBBER GROUP INC. COMMON STOCK 695629105 1,661 36,500 X 15 17 09 08 36,500
PALL CORP. COMMON STOCK 696429307 26,592 1,437,395 X 1,437,395
PAPA JOHNS INTERNATIONAL COMMON STOCK 698813102 353 14,400 X 02 02 14,400
PARADYNE NETWORK INC. COMMON STOCK 69911G107 329 10,100 X 10,100
PARAMETRIC TECHNOLOGY COMMON STOCK 699173100 5,947 540,600 X 02 17 540,600
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 211 17,300 X 02 17,300
PARKER DRILLING CO. COMMON STOCK 701081101 248 40,000 X 40,000
PARTNERRE LTD. COMMON STOCK G6852T105 1,924 54,300 X 11 15 54,300
PATTERSON DENTAL CO. COMMON STOCK 703412106 1,935 37,950 X 11 37,950
PATTERSON ENERGY COMMON STOCK 703414102 385 13,500 X 07 11 13,500
PAYCHEX COMMON STOCK 704326107 272 6,475 X 17 6,475
PAYLESS SHOESOURCE COMMON STOCK 704379106 2,409 47,000 X 02 11 07 47,000
PC CONNECTION INC COMMON STOCK 69318J100 895 15,700 X 15 15,700
PE BIOSYSTEMS GROUP COMMON STOCK 69332S102 3,667 55,660 X 15 06 08 17 09 55,660
PECO ENERGY CORP COMMON STOCK 693304107 520 12,900 X 01 17 12,900
PENTAIR INC COMMON STOCK 709631105 373 10,500 X 01 02 10,500
PEPSICO INCORPORATED COMMON STOCK 713448108 1,595 35,900 X 17 06 35,900
PEPSICO, INC. COMMON STOCK 713448108 124,695 2,806,100 X 2,806,100
PEREGRINE SYSTEMS, INC. COMMON STOCK 71366Q101 6,938 200,000 X 200,000
PEROT SYSTEMS CORP - A COMMON STOCK 714265105 875 79,500 X 02 79,500
PFIZER COMMON STOCK 717081103 9,067 188,900 X 17 06 03 08 09 188,900
PFIZER, INCORPORATED COMMON STOCK 717081103 290,284 6,047,650 X 6,047,650
PG & E CORP COMMON STOCK 69331C108 263 10,700 X 17 09 08 10,700
PHARMACIA CORP. COMMON STOCK 71713U102 3,131 60,571 X 17 09 08 08 60,571
PHARMACIA CORP. COMMON STOCK 71713U102 37,555 726,595 X 726,595
PHILIP MORRIS, INC. COMMON STOCK 718154107 3,418 128,688 X 08 17 09 08 06 128,688
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 203 4,000 X 17 4,000
PHONE.COM INC. COMMON STOCK 71920Q100 977 15,000 X 15 15,000
PHOTON DYNAMICS, INC COMMON STOCK 719364101 291 3,900 X 10 07 3,900
PIER ONE IMPORTS COMMON STOCK 720279108 2,540 260,500 X 15 15 260,500
PINNACLE HOLDINGS COMMON STOCK 72346N101 1,766 32,700 X 15 11 32,700
PLEXUS CORP. COMMON STOCK 729132100 6,780 60,000 X 02 15 10 60,000
PLX TECHNOLOGY COMMON STOCK 693417107 3,528 85,000 X 02 85,000
PMC - SIERRA INC. COMMON STOCK 69344F106 2,008 11,300 X 15 06 11,300
PMC - SIERRA INC. COMMON STOCK 69344F106 355 2,000 X 2,000
PNC FINACIAL SERVICES COMMON STOCK 693475105 942 20,100 X 01 17 09 08 20,100
POLAROID CORP COMMON STOCK 731095105 1,786 98,900 X 17 02 98,900
POLYCOM INC COMMON STOCK 73172K104 2,475 26,300 X 15 05 02 26,300
POLYMEDICA CORP. COMMON STOCK 731738100 523 12,100 X 10 11 07 12,100
POPE & TALBOT, INC. COMMON STOCK 732827100 163 10,200 X 07 10,200
POWER INTEGRATIONS COMMON STOCK 739276103 259 11,000 X 05 11,000
POWERWAVE TECH., INC. COMMON STOCK 739363109 1,738 39,500 X 02 15 39,500
POWERWAVE TECH., INC. COMMON STOCK 739363109 211 4,800 X 4,800
PPG INDUSTRIES INC COMMON STOCK 693506107 244 5,500 X 09 08 17 5,500
PRAXAIR INC COMMON STOCK 74005P104 202 5,400 X 17 09 08 5,400
PRECISE SOFTWARE COMMON STOCK M41450103 1,015 42,300 X 42,300
</TABLE>
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PREMIER PARKS INC COMMON STOCK 740540208 369 16,200 X 02 11 16,200
PRENTISS PROPERTIES COMMON STOCK 740706106 1,934 80,600 X 80,600
PRIDE INTL INC. COMMON STOCK 741932107 1,354 54,700 X 11 54,700
PRIDE INTL INC. COMMON STOCK 741932107 495 20,000 X 20,000
PRIME HOSPITALITY CORP. COMMON STOCK 741917108 441 46,700 X 11 46,700
PRIMEX TECHNOLOGIES INC COMMON STOCK 741597108 1,153 52,400 X 11 52,400
PROCTER & GAMBLE CO. COMMON STOCK 742718109 2,200 38,429 X 17 09 06 08 38,429
PROFIT RECOVERY GROUP COMMON STOCK 743168106 2,451 147,400 X 02 147,400
PROSOFTTRAINING.COM COMMON STOCK 743477101 296 17,600 X 10 17,600
PROTEIN DESIGN LABS COMMON STOCK 74369L103 2,144 13,000 X 15 13,000
PROVIDIAN FINANCIAL COMMON STOCK 74406A102 297 3,300 X 17 09 08 3,300
PROVIDIAN FINANCIAL COMMON STOCK 74406A102 45,882 509,800 X 509,800
PROXIM, INC. COMMON STOCK 744284100 1,742 17,600 X 15 07 10 17,600
PUB SERVICE NEW MEXICO COMMON STOCK 744499104 165 10,700 X 07 02 10,700
PURCHASEPRO.COM COMMON STOCK 746144104 246 6,000 X 11 6,000
QLOGIC CORP. COMMON STOCK 747277101 304 4,600 X 02 06 4,600
QLT PHOTOTHERAPEUTICS INC COMMON STOCK 746927102 1,283 16,600 X 16,600
QUAKER OATS CO COMMON STOCK 747402105 331 4,400 X 17 09 08 4,400
QUAKER OATS CO. COMMON STOCK 747402105 177,326 2,360,400 X 2,360,400
QUALCOMM, INC. COMMON STOCK 747525103 1,290 21,500 X 17 06 08 15 09 21,500
QUANTUM CORP-DLT & STORAG COMMON STOCK 747906204 3,410 352,000 X 02 02 08 352,000
QUANTUM CORP-HARD DISK DR COMMON STOCK 747906303 2,562 231,600 X 02 231,600
QUEST DIAGNOSTICS COMMON STOCK 74834L100 486 6,500 X 10 02 6,500
QUEST DIAGNOSTICS COMMON STOCK 74834L100 22,263 297,837 X 297,837
QUEST SOFTWARE COMMON STOCK 74834T103 559 10,100 X 10,100
QUESTAR CORPORATION COMMON STOCK 748356102 1,783 92,000 X 92,000
QUICKLOGIC CORP. COMMON STOCK 74837P108 267 12,000 X 05 12,000
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 47,203 950,000 X 950,000
R&B FALCON CORP COMMON STOCK 74912E101 330 14,000 X 14,000
R. H. DONNELLEY CORP. COMMON STOCK 74955W307 1,172 60,500 X 60,500
RADIAN GROUP INC. COMMON STOCK 750236101 243 4,700 X 07 4,700
RADIANT SYSTEMS INC. COMMON STOCK 75025N102 232 9,650 X 05 9,650
RADIO ONE INC. CLASS D COMMON STOCK 75040P405 324 14,700 X 10 07 14,700
RADIOSHACK CORP COMMON STOCK 750438103 2,312 48,800 X 17 15 48,800
RAINBOW TECH. INC. COMMON STOCK 750862104 433 8,900 X 11 8,900
RALSTON-RALSTON PURINA GP COMMON STOCK 751277302 44,106 2,212,200 X 2,212,200
RAMBUS INC COMMON STOCK 750917106 515 5,000 X 5,000
RAMTRON INTERNATIONAL COMMON STOCK 751907304 393 20,000 X 20,000
RATIONAL SOFTWARE CORP. COMMON STOCK 75409P202 465 5,000 X 02 5,000
RAYMOND JAMES FINANCIAL, COMMON STOCK 754730109 900 40,000 X 15 40,000
READERS DIGEST COMMON STOCK 755267101 239 6,000 X 02 6,000
REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 1,447 90,800 X 17 02 90,800
REGENT COMMUNICATIONS COMMON STOCK 758865109 144 16,700 X 10 16,700
REGIS CORP. COMMON STOCK 758932107 1,003 80,200 X 02 80,200
REHABCARE GROUP INC. COMMON STOCK 759148109 1,199 44,000 X 15 44,000
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 1,505 78,700 X 02 05 78,700
RELIANT ENERGY PREF PREFERRED 75952J207 741 10,200 X 03 10,200
STOCK
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 267 5,100 X 02 5,100
REMEC INC. COMMON STOCK 759543101 1,135 27,100 X 15 11 27,100
RENAISSANCER HOLDINGS COMMON STOCK G7496G103 2,396 55,000 X 02 55,000
RENAL CARE GROUP, INC. COMMON STOCK 759930100 269 11,000 X 05 11,000
RESPIRONICS INC. COMMON STOCK 761230101 605 33,600 X 11 33,600
RF MICRO DEVICES INC COMMON STOCK 749941100 508 5,800 X 06 03 5,800
ROBERT HALF INTL COMMON STOCK 770323103 442 15,500 X 02 06 15,500
ROBOTIC VISION SYSTEMS COMMON STOCK 771074101 2,880 160,000 X 02 160,000
ROHM & HAAS CO. COMMON STOCK 775371107 254 7,375 X 17 09 08 7,375
ROHM & HAAS COMPANY COMMON STOCK 775371107 26,881 779,158 X 779,158
ROPER INDUSTRIES INC. COMMON STOCK 776696106 2,821 110,100 X 02 11 110,100
</TABLE>
<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROSS STORES, INC. COMMON STOCK 778296103 1,181 69,200 X 02 02 69,200
ROWAN COS. INC. COMMON STOCK 779382100 2,901 95,500 X 02 10 17 95,500
ROYAL DUTCH PETRO ADR ADR 780257804 3,108 50,488 X 17 09 08 50,488
ROYAL GROUP TECH ADR ADR 779915107 795 33,300 X 15 33,300
RSA SECURITY INC. COMMON STOCK 749719100 5,485 79,200 X 15 02 05 07 79,200
RUDDICK CORP. COMMON STOCK 781258108 1,011 85,600 X 11 02 85,600
RUSSELL CORP. COMMON STOCK 782352108 1,056 52,800 X 52,800
S1 CORPORATION COMMON STOCK 78463B101 746 32,000 X 15 32,000
S3 INCORPORATED COMMON STOCK 784849101 1,634 110,800 X 02 110,800
SAFEWAY INC. COMMON STOCK 786514208 442 9,800 X 17 06 9,800
SAINT JUDE MED INC COMMON STOCK 790849103 1,211 26,400 X 01 17 09 08 26,400
SALTON INC. COMMON STOCK 795757103 240 6,500 X 07 6,500
SANDISK CORP COMMON STOCK 80004C101 2,086 34,100 X 06 15 15 34,100
SANMINA CORP. COMMON STOCK 800907107 363 4,248 X 17 06 4,248
SANMINA CORP. COMMON STOCK 800907107 385 4,500 X 4,500
SANTA FE INTERN. COMMON STOCK G7805C108 1,457 41,700 X 41,700
SANTA FE SNYDER CORP COMMON STOCK 80218K105 4,386 385,600 X 02 02 385,600
SARA LEE, CORP. COMMON STOCK 803111103 732 37,900 X 01 17 08 37,900
SAWTEK INC COMMON STOCK 805468105 1,888 32,800 X 02 06 15 32,800
SBA COMMUNICATIONS CORP. COMMON STOCK 78388J106 239 4,600 X 10 4,600
SBC COMM INC COMMON STOCK 78387G103 4,287 99,112 X 09 06 17 01 08 99,112
SBC COMM INC COMMON STOCK 78387G103 43,104 996,600 X 996,600
SBS TECHNOLOGIES INC. COMMON STOCK 78387P103 728 19,700 X 11 19,700
SCANA CORP COMMON STOCK 80589M102 2,106 87,300 X 87,300
SCHERING PLOUGH COMMON STOCK 806605101 3,298 65,300 X 03 09 06 08 17 15 65,300
SCHERING-PLOUGH CORP. COMMON STOCK 806605101 202,080 4,001,600 X 4,001,600
SCHLUMBERGER LTD. COMMON STOCK 806857108 694 9,300 X 17 9,300
SCHLUMBERGER LTD. ADR COMMON STOCK 806857108 29,559 396,100 X 396,100
SCHOOL SPECIALTY INC. COMMON STOCK 807863105 924 49,800 X 02 49,800
SCHWAB (CHARLES) CORP. COMMON STOCK 808513105 6,327 188,150 X 17 06 08 15 09 188,150
SCI SYSTEMS INC COMMON STOCK 783890106 690 17,600 X 11 02 17,600
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 2,920 39,200 X 06 15 17 39,200
SCOR ADR ADR 80917Q106 594 13,700 X 09 13,700
SCOTTISH HOLDINGS COMMON STOCK G7885T104 388 46,300 X 11 46,300
SCRIPPS CO COMMON STOCK 811054204 27,216 552,600 X 552,600
SCUQUEST.COM INC. COMMON STOCK 80908Q107 229 20,000 X 05 20,000
SDL INC. COMMON STOCK 784076101 570 2,000 X 2,000
SEAGATE TECH INC. COMMON STOCK 811804103 354 6,438 X 17 09 08 6,438
SEAGRAM CO LTD COMMON STOCK 811850106 967 16,665 X 08 17 09 08 16,665
SEAGRAM CO LTD ACES PREFERRED 811850205 1,290 24,000 X 08 24,000
STOCK
SEALED AIR CORP. COMMON STOCK 81211K100 48,275 921,700 X 921,700
SEARS ROEBUCK COMMON STOCK 812387108 401 12,300 X 09 17 06 08 12,300
SEMITOOL INC. COMMON STOCK 816909105 2,380 137,500 X 02 137,500
SENSORMATIC ELECTRONICS COMMON STOCK 817265101 1,037 65,600 X 65,600
SEPRACOR, INC. COMMON STOCK 817315104 2,847 23,600 X 15 02 23,600
SEQUENOM INC COMMON STOCK 817337108 1,865 41,100 X 15 11 41,100
SHOPKO STORES, INC. COMMON STOCK 824911101 1,931 125,600 X 02 07 11 125,600
SIEBEL SYSTEMS COMMON STOCK 826170102 981 6,000 X 17 09 06 08 6,000
SIEBEL SYSTEMS COMMON STOCK 826170102 556 3,400 X 3,400
SIERRACTIES INC COMMON STOCK 826521106 44 11,800 X 11 11,800
SIGNET GROUP ADR ADR 82668L872 1,569 64,700 X 09 64,700
SILICON GRAPHICS COMMON STOCK 827056102 85 22,700 X 10 22,700
SILICON STORAGE TECH. COMMON STOCK 827057100 2,384 27,000 X 15 27,000
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 1,573 36,900 X 15 07 05 36,900
SIMON PROPERTY GROUP INC. COMMON STOCK 828806109 1,298 58,500 X 58,500
SIMPSON MANUFACTURING COMMON STOCK 829073105 1,124 23,500 X 11 23,500
SIPEX CORPORATION COMMON STOCK 829909100 997 36,000 X 15 36,000
SKYWEST INC. COMMON STOCK 830879102 2,298 62,000 X 02 07 62,000
</TABLE>
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SL GREEN REALTY CORP. COMMON STOCK 78440X101 201 7,500 X 07 05 7,500
SMITH INTERNATIONAL COMMON STOCK 832110100 4,311 59,200 X 11 15 02 59,200
SMITHFIELD FOODS INC COMMON STOCK 832248108 2,455 87,500 X 02 87,500
SOLECTRON CORP. COMMON STOCK 834182107 410 9,800 X 17 9,800
SOLECTRON CORP. COMMON STOCK 834182107 33,919 810,000 X 810,000
SOLUTIA INC COMMON STOCK 834376105 1,936 140,800 X 02 02 140,800
SONICWALL, INC. COMMON STOCK 835470105 771 8,750 X 10 11 07 8,750
SOS STAFFING SERVICES INC COMMON STOCK 78462X104 68 22,300 X 11 22,300
SOUTHDOWN, INC. COMMON STOCK 841297104 878 15,200 X 02 01 15,200
SOUTHDOWN, INC. COMMON STOCK 841297104 1,403 24,300 X 24,300
SOUTHERN COMPANY COMMON STOCK 842587107 266 11,400 X 17 11,400
SOVEREIGN BANK COMMON STOCK 845905108 96 13,594 X 02 09 08 13,594
SOVEREIGN BANK COMMON STOCK 845905108 1,361 193,600 X 193,600
SPECTRALINK CORP. COMMON STOCK 847580107 1,404 96,000 X 15 96,000
SPRINGS INDUSTRIES INC COMMON STOCK 851783100 760 23,600 X 23,600
SPRINT CORP COMMON STOCK 852061100 842 16,500 X 17 06 16,500
SPRINT CORP. (PCS GROUP) COMMON STOCK 852061506 1,136 19,100 X 08 17 09 19,100
SPRINT CORP. (PCS GROUP) COMMON STOCK 852061506 53,550 900,000 X 900,000
SPX CORP. COMMON STOCK 784635104 218 1,800 X 02 1,800
ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 36,106 787,100 X 787,100
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 1,452 45,200 X 45,200
STATE STREET CORP. COMMON STOCK 857477103 2,673 25,200 X 15 17 25,200
STATION CASINOS INC. COMMON STOCK 857689103 1,885 75,400 X 02 07 75,400
STEIN MART, INC. COMMON STOCK 858375108 687 67,000 X 15 67,000
STERLING BANCSHARES COMMON STOCK 858907108 772 71,425 X 07 11 71,425
STEWART & STEVENSON SVCS COMMON STOCK 860342104 236 15,700 X 07 02 15,700
STILLWATER MINING COMMON STOCK 86074Q102 610 21,900 X 21,900
STONE ENERGY CORP COMMON STOCK 861642106 3,448 57,700 X 15 07 57,700
STORAGENETWORKS, INC. COMMON STOCK 86211E103 993 11,000 X 11,000
STRATEGIC DIAGNOSTICS INC COMMON STOCK 862700101 132 23,800 X 11 23,800
STRUCTURAL DYNAMICS COMMON STOCK 863555108 1,762 117,000 X 02 02 117,000
STRYKER CORP COMMON STOCK 863667101 547 12,500 X 02 06 12,500
SUIZA CAP TRUST 5.5% CVPF PREFERRED 86507G408 371 9,800 X 03 9,800
STOCK
SUIZA FOODS COMMON STOCK 865077101 1,075 22,000 X 15 02 07 22,000
SUN MICROSYSTEMS COMMON STOCK 866810104 7,293 80,200 X 08 06 09 03 08 17 80,200
SUN MICROSYSTEMS COMMON STOCK 866810104 78,934 868,000 X 868,000
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 1,659 53,500 X 15 02 53,500
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 1,404 45,300 X 45,300
SUNGLASS HUT INTL COMMON STOCK 86736F106 1,637 199,200 X 02 199,200
SUNTRUST BANKS INC COMMON STOCK 867914103 228 5,000 X 17 5,000
SUPERIOR CONSULTANT HLDGS COMMON STOCK 868146101 133 28,000 X 02 28,000
SWIFT ENERGY CO COMMON STOCK 870738101 1,464 51,600 X 11 51,600
SYBASE COMMON STOCK 871130100 212 9,200 X 07 02 9,200
SYBASE COMMON STOCK 871130100 1,730 75,200 X 75,200
SYBRON INTERNATIONAL COMMON STOCK 87114F106 931 47,000 X 47,000
SYCAMORE NETWORKS, INC. COMMON STOCK 871206108 1,214 11,000 X 15 11,000
SYLVAN LEARNING SYSTEMS COMMON STOCK 871399101 760 55,300 X 02 02 55,300
SYMANTEC CORP. COMMON STOCK 871503108 264 4,900 X 09 06 02 4,900
SYMANTEC CORP. COMMON STOCK 871503108 809 15,000 X 15,000
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 424 7,850 X 02 7,850
SYMMETRICOM INC. COMMON STOCK 871543104 884 35,000 X 15 35,000
SYSCO CORP. COMMON STOCK 871829107 345 8,200 X 17 06 8,200
SYSCO CORP. COMMON STOCK 871829107 50,550 1,200,000 X 1,200,000
SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 2,760 138,000 X 02 138,000
TARGET CORP COMMON STOCK 87612E106 899 15,500 X 09 06 08 17 15,500
TARGET CORP COMMON STOCK 87612E106 42,050 725,000 X 725,000
TCI SATELLITE ENTERTAIN COMMON STOCK 872298104 116 13,300 X 10 13,300
TDK CORP-SPONSORED ADR ADR 872351408 401 2,800 X 09 2,800
</TABLE>
<PAGE> 20
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TECH DATA COMMON STOCK 878237106 7,175 164,700 X 02 02 164,700
TECHNE CORP COMMON STOCK 878377100 1,729 13,300 X 15 07 13,300
TECHNITROL, INC. COMMON STOCK 878555101 1,540 15,900 X 07 11 15,900
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 513 82,900 X 02 82,900
TEKELEC COMMON STOCK 879101103 6,949 144,200 X 15 07 15 144,200
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 341 3,400 X 02 3,400
TELETECH HOLDINGS, INC. COMMON STOCK 879939106 910 29,300 X 07 15 29,300
TELLABS, INC. COMMON STOCK 879664100 767 11,200 X 17 08 09 11,200
TENET HEALTHCARE CORP COMMON STOCK 88033G100 257 9,500 X 17 08 09 9,500
TENNECO AUTOMOTIVE INC. COMMON STOCK 880349105 62 11,900 X 07 11,900
TERADYNE INC. COMMON STOCK 880770102 1,867 25,400 X 06 15 17 25,400
TERAYON COMM. COMMON STOCK 880775101 1,156 18,000 X 15 18,000
TETRA TECH INC COMMON STOCK 88162G103 1,716 75,000 X 15 75,000
TETRA TECH INC COMMON STOCK 88162G103 1,132 49,500 X 49,500
TEXACO, INC. COMMON STOCK 881694103 666 12,500 X 17 08 09 12,500
TEXACO, INC. COMMON STOCK 881694103 52,798 991,500 X 991,500
TEXAS INSTRUMENTS COMMON STOCK 882508104 3,678 53,540 X 09 08 17 06 53,540
TEXAS INSTRUMENTS COMMON STOCK 882508104 61,730 898,700 X 898,700
TEXAS REGIONAL BANCSHARES COMMON STOCK 882673106 457 18,000 X 11 18,000
THERMO ELECTRON CORP. COMMON STOCK 883556102 3,705 175,900 X 02 17 175,900
TIBCO SOFTWARE COMMON STOCK 88632Q103 2,917 27,200 X 15 09 08 27,200
TIDEWATER INC. COMMON STOCK 886423102 3,992 110,900 X 02 02 110,900
TIDEWATER INC. COMMON STOCK 886423102 1,184 32,900 X 32,900
TIFFANY & CO. COMMON STOCK 886547108 3,537 52,400 X 15 06 17 02 52,400
TIME WARNER INC COMMON STOCK 887315109 4,689 61,700 X 08 06 17 09 08 61,700
TIMKEN CO COMMON STOCK 887389104 1,296 69,600 X 02 17 69,600
TITAN CORP. COMMON STOCK 888266103 461 10,300 X 10 02 07 10,300
TITAN INTERNATIONAL INC COMMON STOCK 88830M102 1,063 200,000 X 02 200,000
TITAN PHARMACEUTICAL INC. COMMON STOCK 888314101 6,183 143,800 X 15 10 143,800
TOMMY HILFIGER CORP. COMMON STOCK G8915Z102 1,886 251,500 X 02 251,500
TOWER AUTOMOTIVE INC. COMMON STOCK 891707101 238 19,000 X 05 19,000
TRANSWITCH CORP. COMMON STOCK 894065101 3,815 49,425 X 02 02 10 49,425
TRIBUNE CO. COMMON STOCK 896047107 205 5,857 X 17 5,857
TRICO MARINE SERVICES INC COMMON STOCK 896106101 2,813 220,600 X 15 02 220,600
TRIGON HEALTHCARE COMMON STOCK 89618L100 2,815 54,600 X 11 02 54,600
TRIMBLE NAVIGATION COMMON STOCK 896239100 1,904 39,000 X 15 39,000
TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 3,062 32,000 X 15 02 07 06 32,000
TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 287 3,000 X 3,000
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 2,891 65,700 X 02 10 07 65,700
TUPPERWARE CORP COMMON STOCK 899896104 926 42,100 X 07 15 17 42,100
TURNSTONE SYSTEMS, INC. COMMON STOCK 900423104 215 1,300 X 1,300
TUT SYSTEMS INC. COMMON STOCK 901103101 293 5,100 X 10 07 5,100
TXU CORP COMMON STOCK 873168108 239 8,100 X 17 09 08 8,100
TXU CORP PREFERRED 873168207 398 10,250 X 03 10,250
STOCK
TYCO INTERNATIONAL COMMON STOCK 902124106 3,543 74,794 X 08 17 08 09 74,794
TYSON FOODS INC. CLASS A COMMON STOCK 902494103 112 12,800 X 02 12,800
UBIQUITEL COMMON STOCK 903474302 203 21,500 X 10 21,500
UCAR INTERNATIONAL INC COMMON STOCK 90262K109 2,876 220,200 X 02 02 15 220,200
ULTIMATE ELECTRONICS INC. COMMON STOCK 903849107 228 8,500 X 10 8,500
ULTRATECH STEPPER INC COMMON STOCK 904034105 640 43,000 X 02 07 43,000
UNILEVER NV ADR ADR 904784709 662 15,391 X 17 09 08 06 15,391
UNION PAC CAP TRUST PREFERRED 907824403 289 7,400 X 03 08 7,400
STOCK
UNION PAC CORP COMMON STOCK 907818108 243 6,538 X 17 09 08 08 6,538
UNIT CORP. COMMON STOCK 909218109 2,903 215,000 X 11 02 215,000
UNITED RENTALS INC COMMON STOCK 911363109 176 10,300 X 10 10,300
UNITED RENTALS INC COMMON STOCK 911363109 1,348 78,700 X 78,700
UNITED STATIONERS INC. COMMON STOCK 913004107 2,448 75,600 X 11 07 75,600
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 654 11,100 X 17 06 11,100
</TABLE>
<PAGE> 21
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 206 1,900 X 10 1,900
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 3,284 38,300 X 15 01 09 17 06 38,300
UNIVERSAL FOODS CORP COMMON STOCK 913538104 1,443 78,000 X 78,000
UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 1,617 24,500 X 11 07 24,500
UNIVISION COMMUNICATIONS COMMON STOCK 914906102 2,463 23,800 X 02 15 23,800
UNOCAL CORPORATION COMMON STOCK 915289102 32,526 981,900 X 981,900
UPS CLASS B COMMON STOCK 911312106 15,423 261,400 X 261,400
US BANCORP COMMON STOCK 902973106 377 19,600 X 09 08 17 19,600
US CELLULAR CORP COMMON STOCK 911684108 2,489 39,500 X 15 39,500
US UNWIRED INC. COMMON STOCK 90338R104 137 10,500 X 11 10,500
US WEST INC. NEW COMMON STOCK 91273H101 823 9,600 X 08 17 09 9,600
USD AGRIUM INC. COMMON STOCK 008916108 1,480 171,600 X 02 171,600
USD NOKIA CORP SPON ADR ADR 654902204 132,924 2,661,800 X 2,661,800
USG CORPORATION COMMON STOCK 903293405 351 11,560 X 08 01 02 09 11,560
USINTERNETWORKING INC COMMON STOCK 917311805 1,880 92,000 X 15 92,000
USX-MARATHON GROUP COMMON STOCK 902905827 286 11,400 X 06 17 11,400
UTI ENERGY CORP. COMMON STOCK 903387108 5,339 133,050 X 15 07 11 11 133,050
V.F. CORP COMMON STOCK 918204108 1,691 71,000 X 71,000
VALASSIS COMMUNICATIONS COMMON STOCK 918866104 1,636 42,900 X 11 02 42,900
VALASSIS COMMUNICATIONS COMMON STOCK 918866104 1,674 43,900 X 43,900
VALERO ENERGY W/I COMMON STOCK 91913Y100 260 8,200 X 07 02 8,200
VARCO INTERNATIONAL COMMON STOCK 922122106 1,545 66,451 X 11 02 02 10 05 66,451
VARIAN SEMICONDUCTOR COMMON STOCK 922207105 2,764 44,000 X 15 15 07 44,000
VARIAN SEMICONDUCTOR COMMON STOCK 922207105 251 4,000 X 4,000
VARIAN, INC. COMMON STOCK 922206107 415 9,000 X 05 07 9,000
VEECO INSTRUMENTS INC COMMON STOCK 922417100 419 5,725 X 11 05 5,725
VENATOR GROUP INC. COMMON STOCK 922944103 4,534 442,300 X 02 442,300
VENATOR GROUP INC. COMMON STOCK 922944103 1,873 182,700 X 182,700
VERISIGN INC. COMMON STOCK 92343E102 2,705 15,328 X 15 06 15,328
VERITAS SOFTWARE CORP. COMMON STOCK 923436109 4,735 41,900 X 15 17 06 08 09 41,900
VERITAS SOFTWARE CORP. COMMON STOCK 923436109 43,138 381,700 X 381,700
VERITY INC COMMON STOCK 92343C106 1,098 28,900 X 15 07 05 28,900
VERTICALNET INC. COMMON STOCK 92532L107 1,311 35,500 X 35,500
VIACOM CLASS B COMMON STOCK 925524308 2,274 33,355 X 17 08 06 33,355
VIANT INC COMMON STOCK 92553N107 385 13,000 X 05 07 13,000
VIASAT INC. COMMON STOCK 92552V100 575 10,600 X 10 10,600
VIGNETTE CORP. COMMON STOCK 926734104 2,143 41,200 X 15 06 41,200
VIGNETTE CORP. COMMON STOCK 926734104 375 7,200 X 7,200
VIRATA CORPORATION COMMON STOCK 927646109 1,717 28,800 X 15 11 28,800
VISHAY INTERNATIONAL COMMON STOCK 928298108 508 13,400 X 02 06 13,400
VISHAY INTERNATIONAL COMMON STOCK 928298108 7,588 200,000 X 200,000
VISTEON CORP. COMMON STOCK 92839U107 608 50,121 X 50,121
VISUAL NETWORKS INC. COMMON STOCK 928444108 1,254 44,000 X 15 44,000
VISX INC DEL COMMON STOCK 92844S105 3,143 112,000 X 02 15 112,000
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 3,354 45,600 X 02 15 45,600
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 10,667 145,000 X 145,000
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 3,117 26,800 X 15 05 26,800
VULCAN MATERIALS CO. COMMON STOCK 929160109 42,487 995,300 X 995,300
W. H. BRADY COMPANY COMMON STOCK 104674106 1,459 44,900 X 11 44,900
W.R. BERKLEY CORP. COMMON STOCK 084423102 1,131 60,300 X 11 60,300
W.R. GRACE & CO. NEW COMMON STOCK 38388F108 207 17,100 X 07 17 17,100
WALGREEN CO COMMON STOCK 931422109 528 16,400 X 17 16,400
WALLACE COMPUTERS COMMON STOCK 932270101 1,135 114,900 X 11 02 114,900
WALMART COMMON STOCK 931142103 7,383 128,124 X 09 06 08 17 03 128,124
WALMART COMMON STOCK 931142103 74,980 1,301,200 X 1,301,200
WALT DISNEY COMMON STOCK 254687106 2,224 57,300 X 17 03 06 57,300
WALT DISNEY COMMON STOCK 254687106 83,816 2,159,476 X 2,159,476
WANT WANT WARRANT WARRANTS 6181017 20 58,000 X 09 58,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASHINGTON GAS LT. COMMON STOCK 938837101 987 41,000 X 41,000
WASHINGTON MUTUAL COMMON STOCK 939322103 2,082 72,104 X 15 17 09 08 72,104
WASHINGTON POST CO COMMON STOCK 939640108 239 500 X 02 500
WATERS CORP COMMON STOCK 941848103 449 3,600 X 02 3,600
WEATHERFORD INTL. COMMON STOCK 947074100 247 6,200 X 02 6,200
WEBSTER FINANCIAL CORP COMMON STOCK 947890109 1,380 62,200 X 11 02 62,200
WEBTRENDS CORP COMMON STOCK 94844D104 3,443 89,000 X 15 89,000
WEBTRENDS CORP COMMON STOCK 94844D104 1,551 40,100 X 40,100
WELLMAN COMMON STOCK 949702104 2,668 164,800 X 02 02 164,800
WELLS FARGO COMPANY COMMON STOCK 949746101 2,534 65,400 X 17 01 15 65,400
WELLS FARGO COMPANY COMMON STOCK 949746101 114,156 2,945,900 X 2,945,900
WESLEY JESSEN VISION COMMON STOCK 951018100 353 9,400 X 05 9,400
WESTAMERICA BANCORP COMMON STOCK 957090103 2,145 82,100 X 02 02 82,100
WESTWOOD ONE INC. COMMON STOCK 961815107 218 6,400 X 02 6,400
WHIRLPOOL COMMON STOCK 963320106 392 8,400 X 06 17 8,400
WHITEHALL JEWELLERS INC. COMMON STOCK 965063100 2,025 108,750 X 02 07 108,750
WHITMAN CORP COMMON STOCK 96647R107 2,385 192,700 X 02 02 192,700
WHITMAN CORP COMMON STOCK 96647R107 744 60,100 X 60,100
WHOLE FOODS MARKET INC. COMMON STOCK 966837106 1,115 27,000 X 11 27,000
WILLIAMS COS., INC. COMMON STOCK 969457100 413 9,900 X 17 09 08 9,900
WILLIAMS COS., INC. COMMON STOCK 969457100 49,957 1,198,400 X 1,198,400
WOLVERINE TUBE INC COMMON STOCK 978093102 1,523 89,600 X 02 89,600
WOLVERINE WORLD WIDE, INC COMMON STOCK 978097103 1,148 116,300 X 02 116,300
WORLDCOM INC. COMMON STOCK 98157D106 4,872 106,205 X 08 06 08 17 09 106,205
WORLDCOM INC. COMMON STOCK 98157D106 72,437 1,579,000 X 1,579,000
XEROX CORPORATION COMMON STOCK 984121103 291 14,000 X 17 09 15 14,000
XILINX INC. COMMON STOCK 983919101 504 6,100 X 17 06 6,100
XILINX, INC. COMMON STOCK 983919101 31,225 378,200 X 378,200
XIRCOM COMMON STOCK 983922105 1,772 37,300 X 37,300
YAHOO INC. COMMON STOCK 984332106 1,548 12,500 X 17 06 09 08 12,500
YAHOO INC. COMMON STOCK 984332106 24,775 200,000 X 200,000
YELLOW CORP COMMON STOCK 985509108 1,384 93,800 X 02 93,800
YORK INTERNATIONAL CORP COMMON STOCK 986670107 318 12,600 X 01 02 12,600
ZALE CORP COMMON STOCK 988858106 212 5,800 X 07 06 5,800
ZEBRA TECHNOLOGIES COMMON STOCK 989207105 2,615 59,010 X 11 07 59,010
ZIFF-DAVIS INC. COMMON STOCK 989511100 1,715 190,500 X 02 190,500
ZIONS BANCORPORATION COMMON STOCK 989701107 225 4,900 X 02 4,900
GRAND TOTAL 7,732,977 170,415,198
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